arXiv subjects

Quentin Cormier

Publications and source records attributed to Quentin Cormier.

9 recordsLinked to original sources

arXiv2026

On large networks of integrate-and-fire neurons with short-term synaptic plasticity

This work studies the mean-field limit of large networks of interacting stochastic leaky integrate-and-fire (LIF) neurons subject to short-term synaptic depression (STD). The macroscopic dynamics of this system is governed by a two-dimensional, non-linear McKean-Vlasov equation that couples the evolution of the neurons' membrane potentials with a synaptic depression variable. We investigate the long-time behavior of this limit system. To this end, we introduce an auxiliary linearized Markov process by freezing the interaction non-linearity to a constant. By exploiting the regeneration of the membrane potential at spike times, we are able to explicitly compute the conditional expectation of the synaptic depression variable, conditionally on the potential value, under the invariant measure of this two-dimensional linear process. This is a crucial ingredient to study time-dependent local perturbations thereof. As a consequence we are able to identify an analytic criterion guaranteeing the local stability of any invariant probability measure of the fully non-linear system. This stability criterion is formulated in terms of the zeros of the Laplace transform of a specific linear response function. Finally, we provide numerical examples demonstrating that the two-dimensional framework induces a richer spectrum of long-time dynamics than purely one-dimensional models. For example, synaptic depression can lead to low-frequency oscillations around a unique, unstable invariant measure where the oscillations are much slower than the neurons' firing rates.

math.PR↗

arXiv2025

Kuramoto Mean Field Game with Intrinsic Frequencies

This paper studies a mean field game formulation of the classical Kuramoto model for synchronization. Our model captures the diversity within the population by considering random intrinsic frequencies, which allows us to study the impact of this heterogeneity on synchronization patterns and stability. Our findings contribute insights into the interplay between intrinsic frequency diversity and synchronization dynamics, offering a more realistic understanding of complex systems. The proposed framework has broad applications ranging from coupled oscillators in physics to social dynamics, and serves as a valuable tool for studying networks with distributed intrinsic frequencies.

math.FA↗

arXiv2024

Optimal control under unknown intensity with Bayesian learning

We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown parameter. Given a prior distribution for the unknown parameter, we describe its evolution using Bayes' rule. We reformulate the optimization problem by applying Girsanov's theorem and establish a dynamic programming principle. Finally, we characterize the value function as the unique viscosity solution to a finite-dimensional Hamilton-Jacobi-Bellman equation, which can be solved numerically.

math.OC↗

arXiv2024

Renewal theorems in a periodic environment

We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the next arrival time, given the current one, is governed by a periodic kernel, denoted as $H$. The periodicity property of $H$ is expressed as $\mathbb{P}(T_{k+1} > t ~ |~ T_k) = H(t, T_k)$, where $H(t+T,s+T) = H(t, s)$. For a fixed time $t$, we define $N_t$ as the count of events occurring up to time $t$. The focus is on two temporal aspects: $Y_t$, the time elapsed since the last event, and $X_t$, the time until the next event occurs, given by $Y_t = t - T_{N_t}$ and $X_t = T_{N_{t}+1} - t$. The study explores the long-term behavior of the distributions of $X_t$ and $Y_t$.

math.PR↗

arXiv2022

Synchronization in a Kuramoto Mean Field Game

The classical Kuramoto model is studied in the setting of an infinite horizon mean field game. The system is shown to exhibit both synchronization and phase transition. Incoherence below a critical value of the interaction parameter is demonstrated by the stability of the uniform distribution. Above this value, the game bifurcates and develops self-organizing time homogeneous Nash equilibria. As interactions become stronger, these stationary solutions become fully synchronized. Results are proved by an amalgam of techniques from nonlinear partial differential equations, viscosity solutions, stochastic optimal control and stochastic processes.

math.OC↗

arXiv2022

On the stability of the invariant probability measures of McKean-Vlasov equations

We study the long-time behavior of some McKean-Vlasov stochastic differential equations used to model the evolution of large populations of interacting agents. We give conditions ensuring the local stability of an invariant probability measure. Lions derivatives are used in a novel way to obtain our stability criteria. We obtain results for non-local McKean-Vlasov equations on $\mathbb{R}^d$ and for McKean-Vlasov equations on the torus where the interaction kernel is given by a convolution. On $\mathbb{R}^d$, we prove that the location of the roots of an analytic function determines the stability. On the torus, our stability criterion involves the Fourier coefficients of the interaction kernel. In both cases, we prove the convergence in the Wasserstein metric $W_1$ with an exponential rate of convergence.

math.PR↗

arXiv2020

Hopf bifurcation in a Mean-Field model of spiking neurons

We study a family of non-linear McKean-Vlasov SDEs driven by a Poisson measure, modelling the mean-field asymptotic of a network of generalized Integrate-and-Fire neurons. We give sufficient conditions to have periodic solutions through a Hopf bifurcation. Our spectral conditions involve the location of the roots of an explicit holomorphic function. The proof relies on two main ingredients. First, we introduce a discrete time Markov Chain modeling the phases of the successive spikes of a neuron. The invariant measure of this Markov Chain is related to the shape of the periodic solutions. Secondly, we use the Lyapunov-Schmidt method to obtain self-consistent oscillations. We illustrate the result with a toy model for which all the spectral conditions can be analytically checked.

math.PR↗

arXiv2020

A mean-field model of Integrate-and-Fire neurons: non-linear stability of the stationary solutions

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 condition to ensure the local stability of this invariant distribution. Furthermore, we prove a conjecture proposed initially by J. Touboul and P. Robert regarding the bistable nature of a specific instance of this neuronal model.

math.PR↗

arXiv2018

Long time behavior of a mean-field model of interacting neurons

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 in a large network. We prove that for a small enough interaction parameter, any solution converges to the unique (in this case) invariant measure. To this aim, we first obtain global bounds on the jump rate and derive a Volterra type integral equation satisfied by this rate. We then replace temporary the interaction part of the equation by a deterministic external quantity (we call it the external current). For constant current, we obtain the convergence to the invariant measure. Using a perturbation method, we extend this result to more general external currents. Finally, we prove the result for the non-linear McKean-Vlasov equation.

math.PR↗