{"title":"Path integral methods for stochastic differential equations.","authors":"Carson C Chow, Michael A Buice","doi":"10.1186/s13408-015-0018-5","DOIUrl":null,"url":null,"abstract":"<p><p>Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and even deterministic systems with quenched disorder. </p>","PeriodicalId":54271,"journal":{"name":"Journal of Mathematical Neuroscience","volume":null,"pages":null},"PeriodicalIF":2.3000,"publicationDate":"2015-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/s13408-015-0018-5","citationCount":"10","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematical Neuroscience","FirstCategoryId":"3","ListUrlMain":"https://doi.org/10.1186/s13408-015-0018-5","RegionNum":4,"RegionCategory":"医学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2015/1/1 0:00:00","PubModel":"eCollection","JCR":"Q1","JCRName":"Neuroscience","Score":null,"Total":0}
引用次数: 10
Abstract
Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and even deterministic systems with quenched disorder.
期刊介绍：
The Journal of Mathematical Neuroscience (JMN) publishes research articles on the mathematical modeling and analysis of all areas of neuroscience, i.e., the study of the nervous system and its dysfunctions. The focus is on using mathematics as the primary tool for elucidating the fundamental mechanisms responsible for experimentally observed behaviours in neuroscience at all relevant scales, from the molecular world to that of cognition. The aim is to publish work that uses advanced mathematical techniques to illuminate these questions.
It publishes full length original papers, rapid communications and review articles. Papers that combine theoretical results supported by convincing numerical experiments are especially encouraged.
Papers that introduce and help develop those new pieces of mathematical theory which are likely to be relevant to future studies of the nervous system in general and the human brain in particular are also welcome.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
