SearcharxivSearch

arXiv · 2502.02518

Strong convergence with error estimates for a stochastic compartmental model of electrophysiology

Abstract

This paper presents a rigorous mathematical analysis, alongside simulation studies, of a spatially extended stochastic electrophysiology model, the Hodgkin-Huxley model of the squid giant axon being a classical example. Although most studies in electrophysiology do not account for stochasticity, it is well known that ion channels regulating membrane voltage open and close randomly due to thermal fluctuations. We introduce a spatially extended compartmental model in which this stochastic behavior is captured through a piecewise-deterministic Markov process (PDMP). Space is discretized into n compartments each of which has at most one ion channel. We also devise a numerical method to simulate this stochastic model and illustrate the numerical method by simulation studies. We show that a classical system of partial differential equations (PDEs) approximates the stochastic system as $n \to \infty$. Unlike existing results, which focus on weak convergence or convergence in probability, we establish an almost sure convergence result with a precise error bound of order $n^{1/3}$. Our findings broaden the current understanding of stochastic effects in spatially structured neuronal models and have potential applications in studying random ion channel configurations in neurobiology. Additionally, our proof leverages ideas from homogenization theory in PDEs and can potentially be applied to other PDMPs or accommodate other ion channel distributions with random spacing or defects.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Wai-Tong Louis Fan, Joshua A. McGinnis, Yoichiro Mori. 2025-02-04. Strong convergence with error estimates for a stochastic compartmental model of electrophysiology. https://arxiv.org/abs/2502.02518

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR