Dynamical Synapses Enhance Neural Information Processing: Gracefulness, Accuracy and Mobility

Experimental data have revealed that neuronal connection efficacy exhibits two forms of short-term plasticity, namely, short-term depression (STD) and short-term facilitation (STF). They have time constants residing between fast neural signaling and rapid learning, and may serve as substrates for neural systems manipulating temporal information on relevant time scales. The present study investigates the impact of STD and STF on the dynamics of continuous attractor neural networks (CANNs) and their potential roles in neural information processing. We find that STD endows the network with slow-decaying plateau behaviors-the network that is initially being stimulated to an active state decays to a silent state very slowly on the time scale of STD rather than on the time scale of neural signaling. This provides a mechanism for neural systems to hold sensory memory easily and shut off persistent activities gracefully. With STF, we find that the network can hold a memory trace of external inputs in the facilitated neuronal interactions, which provides a way to stabilize the network response to noisy inputs, leading to improved accuracy in population decoding. Furthermore, we find that STD increases the mobility of the network states. The increased mobility enhances the tracking performance of the network in response to time-varying stimuli, leading to anticipative neural responses. In general, we find that STD and STP tend to have opposite effects on network dynamics and complementary computational advantages, suggesting that the brain may employ a strategy of weighting them differentially depending on the computational purpose.Comment: 40 pages, 17 figure

Modeling and control of complex dynamic systems: Applied mathematical aspects

The concept of complex dynamic systems arises in many varieties, including the areas of energy generation, storage and distribution, ecosystems, gene regulation and health delivery, safety and security systems, telecommunications, transportation networks, and the rapidly emerging research topics seeking to understand and analyse. Such systems are often concurrent and distributed, because they have to react to various kinds of events, signals, and conditions. They may be characterized by a system with uncertainties, time delays, stochastic perturbations, hybrid dynamics, distributed dynamics, chaotic dynamics, and a large number of algebraic loops. This special issue provides a platform for researchers to report their recent results on various mathematical methods and techniques for modelling and control of complex dynamic systems and identifying critical issues and challenges for future investigation in this field. This special issue amazingly attracted one-hundred-and eighteen submissions, and twenty-eight of them are selected through a rigorous review procedure

Bifurcation of hyperbolic planforms

Motivated by a model for the perception of textures by the visual cortex in primates, we analyse the bifurcation of periodic patterns for nonlinear equations describing the state of a system defined on the space of structure tensors, when these equations are further invariant with respect to the isometries of this space. We show that the problem reduces to a bifurcation problem in the hyperbolic plane D (Poincar\'e disc). We make use of the concept of periodic lattice in D to further reduce the problem to one on a compact Riemann surface D/T, where T is a cocompact, torsion-free Fuchsian group. The knowledge of the symmetry group of this surface allows to carry out the machinery of equivariant bifurcation theory. Solutions which generically bifurcate are called "H-planforms", by analogy with the "planforms" introduced for pattern formation in Euclidean space. This concept is applied to the case of an octagonal periodic pattern, where we are able to classify all possible H-planforms satisfying the hypotheses of the Equivariant Branching Lemma. These patterns are however not straightforward to compute, even numerically, and in the last section we describe a method for computation illustrated with a selection of images of octagonal H-planforms.Comment: 26 pages, 11 figure

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

The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections

This paper rectifies a design problem in the Santa Fe Artificial Stock Market Model. Due to a faulty mutation operator, the resulting bit distribution in the classifier system was systematically upwardly biased, thus suggesting increased levels of technical trading for smaller GA-invocation intervals. The corrected version partly supports the Marimon-Sargent-Hypothesis that adaptive classifier agents in an artificial stock market will always discover the homogeneous rational expectation equilibrium. While agents always find the correct solution of non-bit usage, analyzing the time series data still suggests the existence of two different regimes depending on learning speed. Finally, classifier systems and neural networks as data mining techniques in artificial stock markets are discussed.Asset Pricing; Learning; Financial Time Series; Genetic Algorithms; Classifier Systems; Agent-Based Simulation