Семинары

12.02.2019. Очередное заседание семинара "Вероятностные проблемы управления и стохастические модели в экономике, финансах и страховании"

(руководители - к.ф.-м.н. Аркин Вадим Иосифович, к.ф.-м.н. Белкина Т.А., д.ф.-м.н. Пресман Эрнст Львович)

Очередное заседание семинара "Вероятностные проблемы управления и стохастические модели в экономике, финансах и страховании" состоится:

во вторник, 12 февраля 2019 г., в 17 часов, в аудитории 1918.

 
Программа заседания:

Pedro Lima (CEMAT, Instituto Superior Tecnico, University of Lisbon, Portugal)
Numerical Approach to Stochastic Neural Field Equations

Аннотация:
Neural Field Equations (NFE) are a powerful tool for analyzing the dynamical behaviour of populations of neurons. The analysis of such dynamical mechanisms is crucially important for understanding a wide range of neurobiological phenomena. As in other sciences, in Neurobiology it is well-known that better consistency with some phenomena can be provided if the effects of random processes in the system are taken into account. Recently, stochastic models have been proposed to describe neuronal activity, by means of stochastic partial differential equations. We refer to these models as stochastic neural field equation (SNFE). The main goal of the present work is to analyze the effect of noise in certain neural fields with delay, based on SNFE. In order to approximate this equation we apply a numerical scheme which uses the Galerkin method for the space discretization. In this way we obtain a system of stochastic delay differential equations, which are then discretized by the Euler-Maruyama method. We use this computational algorithm to analyze noise induced changes in the dynamical behaviour of some neural fields. Some numerical examples are presented and the results are discussed.

Семинары проходят в здании ЦЭМИ РАН по адресу: Нахимовский проспект 47, 11 этаж, аудитория 1121-2.
Ученый секретарь: Шелемех Елена Александровна
E-mail: letis@mail.ru (Шелемех Е.А.), t_bel@mail.ru (Белкина Т.А.)

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