Symmetrized importance samplers for stochastic differential equations

We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of our importance sampling schemes when the noise is not too large. We demonstrate that this is indeed the case for a number of linear and nonlinear examples. Potential applications, e.g., data assimilation, are discussed.Comment: Added brief discussion of Hamilton-Jacobi equation. Also made various minor corrections. To appear in Communciations in Applied Mathematics and Computational Scienc

Entrainment and chaos in a pulse-driven Hodgkin-Huxley oscillator

The Hodgkin-Huxley model describes action potential generation in certain types of neurons and is a standard model for conductance-based, excitable cells. Following the early work of Winfree and Best, this paper explores the response of a spontaneously spiking Hodgkin-Huxley neuron model to a periodic pulsatile drive. The response as a function of drive period and amplitude is systematically characterized. A wide range of qualitatively distinct responses are found, including entrainment to the input pulse train and persistent chaos. These observations are consistent with a theory of kicked oscillators developed by Qiudong Wang and Lai-Sang Young. In addition to general features predicted by Wang-Young theory, it is found that most combinations of drive period and amplitude lead to entrainment instead of chaos. This preference for entrainment over chaos is explained by the structure of the Hodgkin-Huxley phase resetting curve.Comment: Minor revisions; modified Fig. 3; added reference

Modeling temporal networks using random itineraries

We propose a procedure to generate dynamical networks with bursty, possibly repetitive and correlated temporal behaviors. Regarding any weighted directed graph as being composed of the accumulation of paths between its nodes, our construction uses random walks of variable length to produce time-extended structures with adjustable features. The procedure is first described in a general framework. It is then illustrated in a case study inspired by a transportation system for which the resulting synthetic network is shown to accurately mimic the empirical phenomenology

Revisiting chaos in stimulus-driven spiking networks: signal encoding and discrimination

Highly connected recurrent neural networks often produce chaotic dynamics, meaning their precise activity is sensitive to small perturbations. What are the consequences for how such networks encode streams of temporal stimuli? On the one hand, chaos is a strong source of randomness, suggesting that small changes in stimuli will be obscured by intrinsically generated variability. On the other hand, recent work shows that the type of chaos that occurs in spiking networks can have a surprisingly low-dimensional structure, suggesting that there may be "room" for fine stimulus features to be precisely resolved. Here we show that strongly chaotic networks produce patterned spikes that reliably encode time-dependent stimuli: using a decoder sensitive to spike times on timescales of 10's of ms, one can easily distinguish responses to very similar inputs. Moreover, recurrence serves to distribute signals throughout chaotic networks so that small groups of cells can encode substantial information about signals arriving elsewhere. A conclusion is that the presence of strong chaos in recurrent networks does not prohibit precise stimulus encoding.Comment: 8 figure

Have Hair Follicle Stem Cells Shed Their Tranquil Image?

In a recent issue of Nature Genetics, Jaks et al. (2008) demonstrate that hair follicle cells expressing the intestinal stem cell marker Lgr5 are hair follicle epithelial stem cells. In contrast to the established bulge stem cell population, Lrg5+ cells are actively cycling and reside in part outside the bulge

Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism

Model reduction methods aim to describe complex dynamic phenomena using only relevant dynamical variables, decreasing computational cost, and potentially highlighting key dynamical mechanisms. In the absence of special dynamical features such as scale separation or symmetries, the time evolution of these variables typically exhibits memory effects. Recent work has found a variety of data-driven model reduction methods to be effective for representing such non-Markovian dynamics, but their scope and dynamical underpinning remain incompletely understood. Here, we study data-driven model reduction from a dynamical systems perspective. For both chaotic and randomly-forced systems, we show the problem can be naturally formulated within the framework of Koopman operators and the Mori-Zwanzig projection operator formalism. We give a heuristic derivation of a NARMAX (Nonlinear Auto-Regressive Moving Average with eXogenous input) model from an underlying dynamical model. The derivation is based on a simple construction we call Wiener projection, which links Mori-Zwanzig theory to both NARMAX and to classical Wiener filtering. We apply these ideas to the Kuramoto-Sivashinsky model of spatiotemporal chaos and a viscous Burgers equation with stochastic forcing.Comment: Substantial revisions, including additional references. To appear in Journal of Computational Physic