Moment analysis of the Hodgkin-Huxley system with additive noise

We consider a classical space-clamped Hodgkin-Huxley (HH) model neuron stimulated by a current which has a mean μ together with additive Gaussian white noise of amplitude σ. A system of 14 deterministic first-order nonlinear differential equations is derived for the first- and second-order moments (means, variances and covariances) of the voltage, V, and the subsidiary variables n, m and h. The system of equations is integrated numerically with a fourth-order Runge-Kutta method. As long as the variances as determined by these deterministic equations remain small, the latter accurately approximate the first- and second-order moments of the stochastic Hodgkin-Huxley system describing spiking neurons. On the other hand, for certain values of μ, when rhythmic spiking is inhibited by larger amplitude noise, the solutions of the moment equation strongly overestimate the moments of the voltage. A more refined analysis of the nature of such irregularities leads to precise insights about the effects of noise on the Hodgkin-Huxley system. For suitable values of μ which enable rhythmic spiking, we analyze, by numerical examples from both simulation and solutions of the moment equations, the three factors which tend to promote its cessation, namely, the increasing variance, the nature and shape of the basins of attraction of the limit cycle and stable equilibrium point and the speed of the process.     

On the possibility of an analytic solution of the three-body problem

Three-body Faddeev equations in the Noyes-Fiedeldey form are rewritten as a matrix analog of a one-dimensional nonrelativistic Schrödinger equation. Unlike the method of K-harmonics, where a similar equation was obtained by expansion of a three-body Schrödinger equation wavefunction into the orthogonal set of functions of two variables (K-harmonics), the use of the Noyes-Fiedeldey form of Faddeev equations allows us to limit ourselves to the expansion in functions of one variable only. The solutions of the above mentioned matrix equation are obtained. These solutions converge uniformly within every interval of continuity of the matrix, which corresponds to the potential of that equation. Their asymptotic behavior for large interparticle distances is discussed. The solutions for the harmonic oscillator, inverse-square, and Coulomb-Kepler potentials are found. It is shown that energy levels in the last case may be calculated from a simple formula which is very similar to the corresponding formula for the two-body Coulomb-Kepler problem. This formula can be easily generalized to the case of n particles interacting with inverse distance potentials.     

Non-linear reciprocity in extended thermodynamics from the Robertson formalism

Robertson has found a projection operator which, applied to the Liouville equation, yields an exact equation for , the information-theoretic phase-space distribution. If the Robertson equation is multiplied by a set [0pt]{} of functions representing physical fluxes, odd under momentum reversal and even under configuration inversion, a set of evolution equations is obtained for time-dependent ensemble averages which are variables of extended thermodynamics. In earlier work, a perturbation calculation was developed, assuming just one variable , for an operator [0pt] occurring in the Robertson equation. This calculation is extended here to the case where there are variables. The coefficients in the evolution equations depend on {} and explicitly on time t at short times. It is shown here that these coefficients exhibit Onsager symmetry at long times, after the transient explicit t-dependence has disappeared, to . Received 13 September 1999 and Received in final form 4 April 2000     

Similarity reductions and new nonlinear exact solutions for the 2D incompressible Euler equations

For the 2D and 3D Euler equations, their existing exact solutions are often in linear form with respect to variables x, y, z. In this paper, the Clarkson–Kruskal reduction method is applied to reduce the 2D incompressible Euler equations to a system of completely solvable ordinary equations, from which several novel nonlinear exact solutions with respect to the variables x and y are found.     

On the theory of fluctuations around non-equilibrium steady states: A generalized time-convolutionless projector formalism

A new method of finding nonlinear Langevin type equations of motion for relevant macrovariables and the corresponding master equation for systems far from thermal equilibrium is presented by generalizing the time-convolutionless formalism proposed previously for equilibrium hamiltoian systems by Tokuyama and Mori. The Langevin type equation consists of a fluctuating force, and the nonlinear drift coefficients which are always identical to those of the master equation. A simple formula which relates the drift coefficients to the time correlation of the fluctuating forces is derived. This is a generalization of the fluctuation-dissipation theorem of the second kind in equilibrium systems and is valid not only for transport phenomena due to internal fluctuations but also for transport phenomena due to externally-driven fluctuations. A new cumulant expansion of the master equation is also obtained. The conditions under which a Langevin and a Fokker-Planck equation of a generalized type for non-equilibrium open systems can be derived are clarified.The theory is illustrated by studying hydrodynamic fluctuations near the Rayleigh-Bénard instability. The effects of two kinds of fluctuations, internal fluctuations of irrelevant macrovariables and external (thermal) noises, on the convective instability are investigated. A stochastic Ginzburg-Landau type equation for the order parameter and the corresponding nonlinear Fokker-Planck equation are derived.     

On the Onsager Variation Principle and its Generalization for Nonlinear Irreversible Thermodynamics

The Onsager variation principle is examined from the viewpoint of the thermodynamic analogue of the D'Alembert principle in mechanics when the irreversible processes are linear and thus the system is near equilibrium. The thermodynamic D'Alembert principle is shown to be a precursor to the Onsager variation principle. The thermodynamic D'Alembert principle is then generalised to the cases of nonlinear irreversible processes occurring removed from equilibrium and a generalised form of the Onsager variation principle is obtained under some restricting conditions. The restricted variation principle so deduced has an accompanying exact differential form generalising the Clausius entropy differential (equilibrium Gibbs relations) and contains in it the essence of the thermodynamics of irreversible processes in systems where non-linear transport processes occur. An example is given for the nonlinear dissipation function in the variation functional. The evolution equations for fluxes are shown to yield those known in the literature.     

An application of quantum fluid dynamics

Hydrodynamics is often applied to quantum phenomena such as heavy-ion collisions. But here it should be noted that local equilibrium is not always realized in these collision processes and also the quantum effect is not fully taken into account in hydrodynamics. In this sense, a fluid-dynamical treatment of quantum many-body systems which does not presuppose local equilibrium is required. As an attempt in this direction, we derive simultaneous equations governing the motion of local variables such as the particle density ρ(r, t) and velocity field ν(r, t) by averaging a many-body wave function. The equations obtained will be shown to unify into a single nonlinear Schrödinger-type equation. Hence this is worthy of being called a quantum fluid dynamics (QFD). In deriving the QFD, we have employed the time-dependent Hartree-Fock and the generalized scaling approximation. Particularly, in order to attain self-containedness, we have assumed a certain relation which is valid in the case of the locally isotropic strain tensor. The introduction of anisotropy requires other local variables reflecting explicitly the deviation from local equilibrium and thus has been left as a future task.     

Application of He's variational iteration method to nonlinear heat transfer equations

Instead of finding a small parameter for solving nonlinear problems through perturbation method, a new analytical method called He's variational iteration method (VIM) is introduced to be applied to solve nonlinear heat transfer equations in this Letter. In this research, variational iteration method is used to solve an unsteady nonlinear convective-radiative equation and a nonlinear convective-radiative-conduction equation containing two small parameters of ε₁ and ε₂ and evaluate the efficiency of straight fins. VIM can apply to the nonlinear equations with boundary or initial conditions defined in different points just with developing the correction functional using the extra parameters such as Cn, as used in this Letter.     

Brownian particles with long- and short-range interactions

We develop the kinetic theory of Brownian particles with long- and short-range interactions. Since the particles are in contact with a thermal bath fixing the temperature T, they are described by the canonical ensemble. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean field Smoluchowski equation including a mean field potential due to long-range interactions and a generically nonlinear barotropic pressure due to short-range interactions. This equation describes various physical systems such as self-gravitating Brownian particles (Smoluchowski-Poisson system), bacterial populations experiencing chemotaxis (Keller-Segel model) and colloidal particles with capillary interactions. We also take into account the inertia of the particles and derive corresponding kinetic and hydrodynamic equations generalizing the usual Kramers, Jeans, Euler and Cattaneo equations. For each model, we provide the corresponding form of free energy and establish the H-theorem and the virial theorem. Finally, we show that the same hydrodynamic equations are obtained in the context of nonlinear mean field Fokker-Planck equations associated with generalized thermodynamics. However, in that case, the nonlinear pressure is due to the bias in the transition probabilities from one state to the other leading to non-Boltzmannian distributions while in the former case the distribution is Boltzmannian but the nonlinear pressure arises from the two-body correlation function induced by the short-range potential of interaction. As a whole, our paper develops connections between the topics of long-range interactions, short-range interactions, nonlinear mean field Fokker-Planck equations and generalized thermodynamics. It also justifies from a kinetic theory based on microscopic processes, the basic equations that were introduced phenomenologically to describe self-gravitating Brownian particles, chemotaxis and colloidal suspensions with attractive interactions.     

Microscopic theory of brownian motion: III. The nonlinear Fokker-Planck equation

The nonlinear Fokker-Planck equation for the momentum distribution of a brownian particle of mass M in a bath of particles of mass m is derived. The contribution to this equation arising from initial deviation from bath equilibrium is analysed. This contribution is free of slow M-dependent decays and with certain restrictions leads to an effective shift in the initial value of the B particle momentum. The nonlinear Fokker-Planck equation for an initial bath equilibrium state is analyzed in terms of its predictions for momentum relaxation and mode coupling effects. It is found that in addition to nonlinear renormalization of the type previously found for the momentum correlation function, mode coupling leads to long-lived memory of the initial momentum state.