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James MacLaurin

Publications and source records attributed to James MacLaurin.

At least 19 recordsLinked to original sources

McKean-Vlasov Equations for Large Networks of Neurons with Adaptive Asymmetric Edges

Classical Mckean-Vlasov theory concerns high-dimensional particle systems for which the effect of one particle on another is instantaneous. However in many applications, particularly neuroscience, the effect of one particle on another is not instantaneous but delayed. For biophysically-accurate neuroscientific models, for each j to k one can introduce an additional stochastic process that describes the propagation of the signal from j to k. In this paper we determine a self-consistent autonomous SDE that describe the high-dimensional limit of such neural networks. We apply this system to a model of the visual cortex. Performing a bifurcation analysis, we determine conditions under which hopf bifurcations occur in the network.

math.PR

The Kinetic Limit of Balanced Neural Networks

The theory of Balanced Neural Networks is a very popular explanation for the high degree of variability and stochasticity in the brain's activity. Roughly speaking, it entails that typical neurons receive many excitatory and inhibitory inputs. The network-wide mean inputs cancel, and one is left with the stochastic fluctuations about the mean. In this paper we determine kinetic equations that describe the population density. The intrinsic dynamics is nonlinear, with multiplicative noise perturbing the state of each neuron. The equations have a spatial dimension, such that the strength-of-connection between neurons is a function of their spatial position. Our method of proof is to decompose the state variables into (i) the network-wide average activity, and (ii) fluctuations about this mean. In the limit, we determine two coupled limiting equations. The requirement that the system be balanced yields implicit equations for the evolution of the average activity. In the large n limit, the population density of the fluctuations evolves according to a Fokker-Planck equation. If one makes an additional assumption that the intrinsic dynamics is linear and the noise is not multiplicative, then one obtains a spatially-distributed neural field equation.

math.PR

The Hydrodynamic Limit of Neural Networks with Balanced Excitation and Inhibition

The theory of `Balanced Neural Networks' is a very popular explanation for the high degree of variability and stochasticity in the brain's activity. We determine equations for the hydrodynamic limit of a balanced all-to-all network of 2n neurons for asymptotically large n. The neurons are divided into two classes (excitatory and inhibitory). Each excitatory neuron excites every other neuron, and each inhibitory neuron inhibits all of the other neurons. The model is of a stochastic hybrid nature, such that the synaptic response of each neuron is governed by an ordinary differential equation. The effect of neuron j on neuron k is dictated by a spiking Poisson Process, with intensity given by a sigmoidal function of the synaptic potentiation of neuron j. The interactions are scaled by n^{-1/2} , which is much stronger than the n^{-1} scaling of classical interacting particle systems. We demonstrate that, under suitable conditions, the system does not blow up as n asymptotes to infinity because the network activity is balanced between excitatory and inhibitory inputs. The limiting population dynamics is proved to be Gaussian: with the mean determined by the balanced between excitation and inhibition, and the variance determined by the Central Limit Theorem for inhomogeneous Poisson Processes. The limiting equations can thus be expressed as autonomous Ordinary Differential Equations for the means and variances.

math-ph

The Hydrodynamic Limit of Hawkes Processes on Adaptive Stochastic Networks

We determine the large size limit of a network of interacting Hawkes Processes on an adaptive network. The flipping of the node variables is taken to have an intensity given by the mean-field of the afferent edges and nodes. The flipping of the edge variables is a function of the afferent node variables. The edge variables can be either symmetric or asymmetric. This model is motivated by applications in sociology, neuroscience and epidemiology. In general, the limiting probability law can be expressed as a fixed point of a self-consistent Poisson Process with intensity function that is (i) delayed and (ii) depends on its own probability law. In the particular case that the edge flipping is only determined by the state of the pre-synaptic neuron (as in neuroscience) it is proved that one obtains an autonomous neural-field type equation for the dual evolution of the synaptic potentiation and neural potentiation.

math.PR

Large Deviations of Mean-Field Jump-Markov Processes on Structured Sparse Disordered Graphs

We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled) function of the spatial positions of the nodes. This type of model has numerous applications, including neuroscience, epidemiology and social networks. We prove that the rate function (that indicates the asymptotic likelihood of state transitions) is the same as for a network with all-to-all connectivity. We apply our results to a stochastic $SIS$ epidemiological model on a disordered networks, and determine Euler-Lagrange equations that dictate the most likely transition path between different states of the network.

math.PR

Neural Fields and Noise-Induced Patterns in Neurons on Large Disordered Networks

We study pattern formation in class of a large-dimensional neural networks posed on random graphs and subject to spatio-temporal stochastic forcing. Under generic conditions on coupling and nodal dynamics, we prove that the network admits a rigorous mean-field limit, resembling a Wilson-Cowan neural field equation. The state variables of the limiting systems are the mean and variance of neuronal activity. We select networks whose mean-field equations are tractable and we perform a bifurcation analysis using as control parameter the diffusivity strength of the afferent white noise on each neuron. We find conditions for Turing-like bifurcations in a system where the cortex is modelled as a ring, and we produce numerical evidence of noise-induced spiral waves in models with a two-dimensional cortex. We provide numerical evidence that solutions of the finite-size network converge weakly to solutions of the mean-field model. Finally, we prove a Large Deviation Principle, which provides a means of assessing the likelihood of deviations from the mean-field equations induced by finite-size effects.

math.PR

Large Deviations of Piecewise-Deterministic-Markov-Processes with Application to Stochastic Calcium Waves

We prove a Large Deviation Principle for Piecewise Deterministic Markov Processes (PDMPs). This is an asymptotic estimate for the probability of a trajectory in the large size limit. Explicit Euler-Lagrange equations are determined for computing optimal first-hitting-time trajectories. The results are applied to a model of stochastic calcium dynamics. It is widely conjectured that the mechanism of calcium puff generation is a multiscale process: with microscopic stochastic fluctuations in the opening and closing of individual channels generating cell-wide waves via the diffusion of calcium and other signaling molecules. We model this system as a PDMP, with $N \gg 1$ stochastic calcium channels that are coupled via the ambient calcium concentration. We employ the Large Deviations theory to estimate the probability of cell-wide calcium waves being produced through microscopic stochasticity.

math.PR

Extreme first passage times for populations of identical rare events

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit to infinity as a positive parameter scaling the noise magnitude is reduced to zero. In contrast, previous work has shown that the mean of the fastest event time goes to zero in the limit of an infinite number of walkers. The combined limit is studied. In particular, the mean time and the most likely path taken by the fastest random walker are investigated. Using techniques from large deviation theory, it is shown that there is a distinguished limit where the mean time for the fastest walker can take any positive value, depending on a single proportionality constant. Furthermore, it is shown that the mean time and most likely path can be approximated using the solution to a variational problem related to the single-walker rare event.

physics.bio-ph

Population Level Activity in Large Random Neural Networks

We determine limiting equations for large asymmetric `spin glass' networks. The initial conditions are not assumed to be independent of the disordered connectivity: one of the main motivations for this is that allows one to understand how the structure of the limiting equations depends on the energy landscape of the random connectivity. The method is to determine the convergence of the double empirical measure (this yields population density equations for the joint distribution of the spins and fields). The limiting dynamics is expressed in terms of a fixed point operator. It is proved that repeated applications of this operator must converge to the limiting dynamics (thus yielding a relatively efficient means of numerically simulating the limiting equations,

cond-mat.dis-nn

The Isochronal Phase of Stochastic PDE and Integral Equations: Metastability and Other Properties

We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the deterministic dynamics, we reduce the stochastic dynamics to a finite dimensional SDE on this manifold using the isochronal phase. The isochronal phase is defined by mapping a neighbourbhood of the manifold onto the manifold itself, analogous to the isochronal phase defined for finite-dimensional oscillators by A.T.~Winfree and J.~Guckenheimer. We then determine a probability measure that indicates the average position of the stochastic perturbation of the pattern/wave as it wanders over the manifold. It is proved that this probability measure is accurate on time-scales greater than $O(σ^{-2})$, but less than $O(\exp(Cσ^{-2}))$, where $σ\ll1$ is the amplitude of the stochastic perturbation. Moreover, using this measure, we determine the expected velocity of the difference between the deterministic and stochastic motion on the manifold.

math.PR

Stochastic Rotating Waves

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are travelling wave patterns occurring in stochastic partial differential equations (SPDEs), i.e., how deterministic travelling waves behave under stochastic perturbations. In this paper, we start the mathematical study of related class of problems: stochastic rotating waves generated by SPDEs. We combine deterministic dynamics PDE techniques with methods from stochastic analysis. We establish two different approaches, the variational phase and the approximated variational phase, for defining stochastic phase variables along the rotating wave, which track the effect of noise on neutral spectral modes associated to the special Euclidean symmetry group of rotating waves. Furthermore, we prove transverse stability results for rotating waves showing that over certain time scales and for small noise, the stochastic rotating wave stays close to its deterministic counterpart.

math.AP

Large Deviations of Non-Stochastic Interacting Particles on Sparse Random Graphs

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of afferent edges on any particular vertex must diverge to infinity as $N\to \infty$, but can do so at an arbitrarily slow rate. These results are thus accurate for both sparse and dense random graphs. A particular application to sparse Erdos-Renyi graphs is provided. The theorem is proved by pushing forward a Large Deviation Principle for a `nested empirical measure' generated by the initial conditions to the dynamics. The nested empirical measure can be thought of as the density of the density of edge connections: the associated weak topology is more coarse than the topology generated by the graph cut norm, and thus there is a broader range of application.

math.PR

An Emergent Autonomous Flow for Mean-Field Spin Glasses

We study the dynamics of symmetric and asymmetric spin-glass models of size $N$. The analysis is in terms of the double empirical process: this contains both the spins, and the field felt by each spin, at a particular time (without any knowledge of the correlation history). It is demonstrated that in the large $N$ limit, the dynamics of the double empirical process becomes deterministic and autonomous over finite time intervals. This does not contradict the well-known fact that SK spin-glass dynamics is non-Markovian (in the large $N$ limit) because the empirical process has a topology that does not discern correlations in individual spins at different times. In the large $N$ limit, the evolution of the density of the double empirical process approaches a nonlocal autonomous PDE operator $Φ_t$. Because the emergent dynamics is autonomous, in future work one will be able to apply PDE techniques to analyze bifurcations in $Φ_t$. Preliminary numerical results for the SK Glauber dynamics suggest that the `glassy dynamical phase transition' occurs when a stable fixed point of the flow operator $Φ_t$ destabilizes.

math.PR

Metastability of Waves and Patterns Subject to Spatially-Extended Noise

In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of continuous isometries (such as translation or rotation). This formalism can accommodate patterns, waves and oscillations in reaction-diffusion systems and neural field equations. To do this, we define the phase by precisely projecting the infinite-dimensional system onto the manifold of isometries. Two differing types of stochastic phase dynamics are defined: (i) a variational phase, obtained by insisting that the difference between the projection and the original solution is orthogonal to the non-decaying eigenmodes, and (ii) an isochronal phase, defined as the limiting point on manifold obtained by taking $t\to\infty$ in the absence of noise. We outline precise stochastic differential equations for both types of phase. The variational phase SDE is then used to show that the probability of the system leaving the attracting basin of the manifold after an exponentially long period of time (in $ε^{-2}$, the magnitude of the noise) is exponentially unlikely. In the case that the manifold is periodic (such as for spiral waves, spatially-distributed oscillations, or neural-field phenomena on a compact domain), the isochronal phase SDE is used to determine asymptotic limits for the average occupation times of the phase as it wanders in the basin of attraction of the manifold over very long times. In particular, we find that frequently the correlation structure of the noise biases the wandering in a particular direction, such that the noise induces a slow oscillation that would not be present in the absence of noise.

math.DS

Synchronization of stochastic hybrid oscillators driven by a common switching environment

Many systems in biology, physics and chemistry can be modeled through ordinary differential equations, which are piecewise smooth, but switch between different states according to a Markov jump process. In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper we suppose that this limit ODE supports a stable limit cycle. We demonstrate that a set of such oscillators can synchronize when they are uncoupled, but they share the same switching Markov jump process. The latter is taken to represent the effect of a common randomly switching environment. We determine the leading order of the Lyapunov coefficient governing the rate of decay of the phase difference in the fast switching limit. The analysis bears some similarities to the classical analysis of synchronization of stochastic oscillators subject to common white noise. However the discrete nature of the Markov jump process raises some difficulties: in fact we find that the Lyapunov coefficient from the quasi-steady-state approximation differs from the Lyapunov coefficient one obtains from a second order perturbation expansion in the waiting time between jumps. Finally, we demonstrate synchronization numerically in the radial isochron clock model and show that the latter Lyapinov exponent is more accurate.

math.PR

A variational method for analyzing stochastic limit cycle oscillators

We introduce a variational method for analyzing limit cycle oscillators in $\mathbb{R}^d$ driven by Gaussian noise. This allows us to derive exact stochastic differential equations (SDEs) for the amplitude and phase of the solution, which are accurate over times over order $\exp\big(Cbε^{-1}\big)$, where $ε$ is the amplitude of the noise and $b$ the magnitude of decay of transverse fluctuations. Within the variational framework, different choices of the amplitude-phase decomposition correspond to different choices of the inner product space $\mathbb{R}^d$. For concreteness, we take a weighted Euclidean norm, so that the minimization scheme determines the phase by projecting the full solution on to the limit cycle using Floquet vectors. Since there is coupling between the amplitude and phase equations, even in the weak noise limit, there is a small but non-zero probability of a rare event in which the stochastic trajectory makes a large excursion away from a neighborhood of the limit cycle. We use the amplitude and phase equations to bound the probability of it doing this: finding that the typical time the system takes to leave a neighborhood of the oscillator scales as $\exp\big(Cbε^{-1}\big)$.

math.PR

Mean Field Dynamics of a Network of Wilson-Cowan Neurons with Electrical Synapses

In this paper we prove the propagation of chaos property for an ensemble of interacting neurons subject to independent Brownian noise. The propagation of chaos property means that in the large network size limit, the neurons behave as if they are probabilistically independent. The model for the internal dynamics of the neurons is taken to be that of Wilson and Cowan, and we consider there to be multiple different populations. The synaptic connections are modelled with a nonlinear `electrical' model. The nonlinearity of the synaptic connections means that our model lies outside the scope of classical propagation of chaos results. We obtain the propagation of chaos result by taking advantage of the fact that the mean-field equations are Gaussian, which allows us to use Borell's Inequality to prove that its tails decay exponentially.

math.PR

On Uniform Propagation of Chaos

In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the interaction and noise terms. The result should have diverse applications, particularly in neuroscience, and allows for models more elaborate than that of Wilson and Cowan, not requiring the internal dynamics to be of linear decay.

math.PR