Finite-size and correlation-induced effects in Mean-field Dynamics

The brain's activity is characterized by the interaction of a very large number of neurons that are strongly affected by noise. However, signals often arise at macroscopic scales integrating the effect of many neurons into a reliable pattern of activity. In order to study such large neuronal assemblies, one is often led to derive mean-field limits summarizing the effect of the interaction of a large number of neurons into an effective signal. Classical mean-field approaches consider the evolution of a deterministic variable, the mean activity, thus neglecting the stochastic nature of neural behavior. In this article, we build upon two recent approaches that include correlations and higher order moments in mean-field equations, and study how these stochastic effects influence the solutions of the mean-field equations, both in the limit of an infinite number of neurons and for large yet finite networks. We introduce a new model, the infinite model, which arises from both equations by a rescaling of the variables and, which is invertible for finite-size networks, and hence, provides equivalent equations to those previously derived models. The study of this model allows us to understand qualitative behavior of such large-scale networks. We show that, though the solutions of the deterministic mean-field equation constitute uncorrelated solutions of the new mean-field equations, the stability properties of limit cycles are modified by the presence of correlations, and additional non-trivial behaviors including periodic orbits appear when there were none in the mean field. The origin of all these behaviors is then explored in finite-size networks where interesting mesoscopic scale effects appear. This study leads us to show that the infinite-size system appears as a singular limit of the network equations, and for any finite network, the system will differ from the infinite system

Parameters identification of unknown delayed genetic regulatory networks by a switching particle swarm optimization algorithm

The official published version can be found at the link below.This paper presents a novel particle swarm optimization (PSO) algorithm based on Markov chains and competitive penalized method. Such an algorithm is developed to solve global optimization problems with applications in identifying unknown parameters of a class of genetic regulatory networks (GRNs). By using an evolutionary factor, a new switching PSO (SPSO) algorithm is first proposed and analyzed, where the velocity updating equation jumps from one mode to another according to a Markov chain, and acceleration coefficients are dependent on mode switching. Furthermore, a leader competitive penalized multi-learning approach (LCPMLA) is introduced to improve the global search ability and refine the convergent solutions. The LCPMLA can automatically choose search strategy using a learning and penalizing mechanism. The presented SPSO algorithm is compared with some well-known PSO algorithms in the experiments. It is shown that the SPSO algorithm has faster local convergence speed, higher accuracy and algorithm reliability, resulting in better balance between the global and local searching of the algorithm, and thus generating good performance. Finally, we utilize the presented SPSO algorithm to identify not only the unknown parameters but also the coupling topology and time-delay of a class of GRNs.This research was partially supported by the National Natural Science Foundation of PR China (Grant No. 60874113), the Research Fund for the Doctoral Program of Higher Education (Grant No. 200802550007), the Key Creative Project of Shanghai Education Community (Grant No. 09ZZ66), the Key Foundation Project of Shanghai (Grant No. 09JC1400700), the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant No. GR/S27658/01, the International Science and Technology Cooperation Project of China under Grant No. 2009DFA32050, an International Joint Project sponsored by the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

The History of the Quantitative Methods in Finance Conference Series. 1992-2007

This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.

Dynamical Systems on Networks: A Tutorial

We give a tutorial for the study of dynamical systems on networks. We focus especially on "simple" situations that are tractable analytically, because they can be very insightful and provide useful springboards for the study of more complicated scenarios. We briefly motivate why examining dynamical systems on networks is interesting and important, and we then give several fascinating examples and discuss some theoretical results. We also briefly discuss dynamical systems on dynamical (i.e., time-dependent) networks, overview software implementations, and give an outlook on the field.Comment: 39 pages, 1 figure, submitted, more examples and discussion than original version, some reorganization and also more pointers to interesting direction

Stochastic firing rate models

We review a recent approach to the mean-field limits in neural networks that takes into account the stochastic nature of input current and the uncertainty in synaptic coupling. This approach was proved to be a rigorous limit of the network equations in a general setting, and we express here the results in a more customary and simpler framework. We propose a heuristic argument to derive these equations providing a more intuitive understanding of their origin. These equations are characterized by a strong coupling between the different moments of the solutions. We analyse the equations, present an algorithm to simulate the solutions of these mean-field equations, and investigate numerically the equations. In particular, we build a bridge between these equations and Sompolinsky and collaborators approach (1988, 1990), and show how the coupling between the mean and the covariance function deviates from customary approaches

Finite-time synchronization of Markovian neural networks with proportional delays and discontinuous activations

In this paper, finite-time synchronization of neural networks (NNs) with discontinuous activation functions (DAFs), Markovian switching, and proportional delays is studied in the framework of Filippov solution. Since proportional delay is unbounded and different from infinite-time distributed delay and classical finite-time analytical techniques are not applicable anymore, new 1-norm analytical techniques are developed. Controllers with and without the sign function are designed to overcome the effects of the uncertainties induced by Filippov solutions and further synchronize the considered NNs in a finite time. By designing new Lyapunov functionals and using M-matrix method, sufficient conditions are derived to guarantee that the considered NNs realize synchronization in a settling time without introducing any free parameters. It is shown that, though the proportional delay can be unbounded, complete synchronization can still be realized, and the settling time can be explicitly estimated. Moreover, it is discovered that controllers with sign function can reduce the control gains, while controllers without the sign function can overcome chattering phenomenon. Finally, numerical simulations are given to show the effectiveness of theoretical results

Learning and Management for Internet-of-Things: Accounting for Adaptivity and Scalability

Internet-of-Things (IoT) envisions an intelligent infrastructure of networked smart devices offering task-specific monitoring and control services. The unique features of IoT include extreme heterogeneity, massive number of devices, and unpredictable dynamics partially due to human interaction. These call for foundational innovations in network design and management. Ideally, it should allow efficient adaptation to changing environments, and low-cost implementation scalable to massive number of devices, subject to stringent latency constraints. To this end, the overarching goal of this paper is to outline a unified framework for online learning and management policies in IoT through joint advances in communication, networking, learning, and optimization. From the network architecture vantage point, the unified framework leverages a promising fog architecture that enables smart devices to have proximity access to cloud functionalities at the network edge, along the cloud-to-things continuum. From the algorithmic perspective, key innovations target online approaches adaptive to different degrees of nonstationarity in IoT dynamics, and their scalable model-free implementation under limited feedback that motivates blind or bandit approaches. The proposed framework aspires to offer a stepping stone that leads to systematic designs and analysis of task-specific learning and management schemes for IoT, along with a host of new research directions to build on.Comment: Submitted on June 15 to Proceeding of IEEE Special Issue on Adaptive and Scalable Communication Network

LMI Approach to Exponential Stability and Almost Sure Exponential Stability for Stochastic Fuzzy Markovian-Jumping Cohen-Grossberg Neural Networks with Nonlinear p-Laplace Diffusion

The robust exponential stability of delayed fuzzy Markovian-jumping Cohen-Grossberg neural networks (CGNNs) with nonlinear p-Laplace diffusion is studied. Fuzzy mathematical model brings a great difficulty in setting up LMI criteria for the stability, and stochastic functional differential equations model with nonlinear diffusion makes it harder. To study the stability of fuzzy CGNNs with diffusion, we have to construct a Lyapunov-Krasovskii functional in non-matrix form. But stochastic mathematical formulae are always described in matrix forms. By way of some variational methods in W1,p(Ω), Itô formula, Dynkin formula, the semi-martingale convergence theorem, Schur Complement Theorem, and LMI technique, the LMI-based criteria on the robust exponential stability and almost sure exponential robust stability are finally obtained, the feasibility of which can efficiently be computed and confirmed by computer MatLab LMI toolbox. It is worth mentioning that even corollaries of the main results of this paper improve some recent related existing results. Moreover, some numerical examples are presented to illustrate the effectiveness and less conservatism of the proposed method due to the significant improvement in the allowable upper bounds of time delays