Oscillatory survival probability: analytical and numerical study of a non-Poissonian exit time

DOI10.1137/151004100MaRDI QIDQ2806426zbMATH OpenOpenAlexWikidataFDO

Authors K. Dao Duc, Zeev Schuss, D. Holcman

Publication date 18 May 2016

Published in Multiscale Modeling \& Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.6106, https://semanticscholar.org/paper/949a5df5d2c1001a73c77b41d1757dbef079a127

zbMATH Keywords

neuroscienceeigenvalueFokker-Planck equationlimit cycleoscillationmean first passage timeWKB asymptoticsexit pointsplanar diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Neural biology (92C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Boundary value problems for second-order elliptic systems (35J57) Fokker-Planck equations (35Q84) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Abstract: We study the escape of Brownian motion from the domain of attraction $Omega$ of a stable focus with a strong drift. The boundary $partialOmega$ of $Omega$ is an unstable limit cycle of the drift and the focus is very close to the limit cycle. We find a new phenomenon of oscillatory decay of the peaks of the survival probability of the Brownian motion in $Omega$. We compute explicitly the complex-valued second eigenvalue $lambd{a}_2(Omega$) of the Fokker-Planck operator with Dirichlet boundary conditions and show that it is responsible for the peaks. Specifically, we demonstrate that the dominant oscillation frequency equals $1/mathfrakImlambd{a}_2(Omega)$ and is independent of the relative noise strength. We apply the analysis to a canonical system and compare the density of exit points on $partialOmega$ to that obtained from stochastic simulations. We find that this density is concentrated in a small portion of the boundary, thus rendering the exit a narrow escape problem. Unlike the case in the classical activated escape problem, the principal eigenvalue does not necessarily decay exponentially as the relative noise strength decays. The oscillatory narrow escape problem arises in a mathematical model of neural networks with synaptic depression. We identify oscillation peaks in the density of the time the network spends in a specific state. This observation explains the oscillations of stochastic trajectories around a focus prior to escape and also the non-Poissonian escape times. This phenomenon has been observed and reported in the neural network literature.

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Cited in

(4)

• Dynamic looping of a free-draining polymer
• Exit versus escape for stochastic dynamical systems and application to the computation of the bursting time duration in neuronal networks
• Tunnel effect and analysis of the survival amplitude in the nonlinear Winter's model
• Oscillatory survival probability and eigenvalues of the non-self-adjoint Fokker-Planck operator

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