Averaging approach to phase coherence of uncoupled limit-cycle oscillators receiving common random impulses

Populations of uncoupled limit-cycle oscillators receiving common random impulses show various types of phase-coherent states, which are characterized by the distribution of phase differences between pairs of oscillators. We develop a theory to predict the stationary distribution of pairwise phase difference from the phase response curve, which quantitatively encapsulates the oscillator dynamics, via averaging of the Frobenius-Perron equation describing the impulse-driven oscillators. The validity of our theory is confirmed by direct numerical simulations using the FitzHugh-Nagumo neural oscillator receiving common Poisson impulses as an example

A comparative study of two stochastic mode reduction methods

We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential equations. The novel feature of these methods is that they allow the use, in the reduced system, of higher order terms in the resolved variables. The first method, proposed by Majda, Timofeyev and Vanden-Eijnden, is based on an asymptotic strategy developed by Kurtz. The second method is a short-memory approximation of the Mori-Zwanzig projection formalism of irreversible statistical mechanics, as proposed by Chorin, Hald and Kupferman. We present conditions under which the reduced models arising from the two methods should have similar predictive ability. We apply the two methods to test cases that satisfy these conditions. The form of the reduced models and the numerical simulations show that the two methods have similar predictive ability as expected.Comment: 35 pages, 6 figures. Under review in Physica

Noise-Induced Synchronization and Clustering in Ensembles of Uncoupled Limit-Cycle Oscillators

We study synchronization properties of general uncoupled limit-cycle oscillators driven by common and independent Gaussian white noises. Using phase reduction and averaging methods, we analytically derive the stationary distribution of the phase difference between oscillators for weak noise intensity. We demonstrate that in addition to synchronization, clustering, or more generally coherence, always results from arbitrary initial conditions, irrespective of the details of the oscillators.Comment: 6 pages, 2 figure

Spatio-temporal Bounded Noises, and transitions induced by them in solutions of real Ginzburg-Landau model

In this work, we introduce two spatio-temporal colored bounded noises, based on the zero-dimensional Cai-Lin and Tsallis-Borland noises. We then study and characterize the dependence of the defined bounded noises on both a temporal correlation parameter $\tau$ and on a spatial coupling parameter $\lambda$. The boundedness of these noises has some consequences on their equilibrium distributions. Indeed in some cases varying $\lambda$ may induce a transition of the distribution of the noise from bimodality to unimodality. With the aim to study the role played by bounded noises on nonlinear dynamical systems, we investigate the behavior of the real Ginzburg-Landau time-varying model additively perturbed by such noises. The observed phase transitions phenomenology is quite different from the one observed when the perturbations are unbounded. In particular, we observed an inverse "order-to-disorder" transition, and a re-entrant transition, with dependence on the specific type of bounded noise.Comment: 12 (main text)+5 (supplementary) page

The space-clamped Hodgkin-Huxley system with random synaptic input: inhibition of spiking by weak noise and analysis with moment equations

We consider a classical space-clamped Hodgkin-Huxley model neuron stimulated by synaptic excitation and inhibition with conductances represented by Ornstein-Uhlenbeck processes. Using numerical solutions of the stochastic model system obtained by an Euler method, it is found that with excitation only there is a critical value of the steady state excitatory conductance for repetitive spiking without noise and for values of the conductance near the critical value small noise has a powerfully inhibitory effect. For a given level of inhibition there is also a critical value of the steady state excitatory conductance for repetitive firing and it is demonstrated that noise either in the excitatory or inhibitory processes or both can powerfully inhibit spiking. Furthermore, near the critical value, inverse stochastic resonance was observed when noise was present only in the inhibitory input process. The system of 27 coupled deterministic differential equations for the approximate first and second order moments of the 6-dimensional model is derived. The moment differential equations are solved using Runge-Kutta methods and the solutions are compared with the results obtained by simulation for various sets of parameters including some with conductances obtained by experiment on pyramidal cells of rat prefrontal cortex. The mean and variance obtained from simulation are in good agreement when there is spiking induced by strong stimulation and relatively small noise or when the voltage is fluctuating at subthreshold levels. In the occasional spike mode sometimes exhibited by spinal motoneurons and cortical pyramidal cells the assunptions underlying the moment equation approach are not satisfied

Early-Warning Signs for Pattern-Formation in Stochastic Partial Differential Equations

There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.Comment: Published in Communications in Nonlinear Science and Numerical Simulation (2014

Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of previous phase reduced models