Macroscopic PDEs for Spiking Neurons: After Blow-up
Abstract
Neurons interact via spikes, which is a pulse-like, discontinuous mechanism. Their mean-field PDE description gives Fokker-Planck equations with novel nonlinearities. From a probability point of view, these give rise to Mckean-Vlasov equations involving hitting times. Similar mechanisms also arise in models for systemic risk in mathematical finance, and the supercooled Stefan problem. In this talk, we will first present models for spiking neurons: both microscopic particle models and macroscopic PDE models, with an emphasis on the general mathematical structure. A central question for these equations is the finite-time blow-up of the firing rate, which scientifically corresponds to the synchronization of a neuronal network. We will discuss how to continue the solution physically after the blow-up, by introducing a new timescale. The new timescale also helps us to understand the long term behavior of the equation, as it reveals a hidden contraction structure in the hyperbolic case. Finally, we will present a recently developed numerical solver based on this framework. Numerical tests show that during the synchronization the standard microscopic solver suffers from a rather demanding time step requirement, while our macro-mesoscopic solver does not.