IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v181y2021icp430-443.html
   My bibliography  Save this article

Dynamical complexity of FitzHugh–Nagumo neuron model driven by Lévy noise and Gaussian white noise

Author

Listed:
  • Guo, Yongfeng
  • Wang, Linjie
  • Dong, Qiang
  • Lou, Xiaojuan

Abstract

In this paper, on the basis of information theory measures (statistical complexity and normalized Shannon entropy), the dynamical complexity of FitzHugh–Nagumo (FHN) neuron model under the co-excitation of Lévy noise and Gaussian white noise is studied. Because the potential function of the neuron system is asymmetric, we consider not only the total residence time interval of the system, but also the residence time interval of the left and right potential wells respectively. Here, we use Bandt–Pompe algorithm to calculate the three interval sequences, and obtain the statistical complexity and normalized Shannon entropy of the total system as well as the left and right potential wells. Finally, the effects of additive noise intensity, multiplicative noise intensity and system parameter on complexity of system are analyzed. We find that the total dynamical complexity of the system is obviously different from that of a single potential well. In addition, Gaussian white noise and Lévy noise have different effects on the complexity of the system.

Suggested Citation

  • Guo, Yongfeng & Wang, Linjie & Dong, Qiang & Lou, Xiaojuan, 2021. "Dynamical complexity of FitzHugh–Nagumo neuron model driven by Lévy noise and Gaussian white noise," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 430-443.
  • Handle: RePEc:eee:matcom:v:181:y:2021:i:c:p:430-443
    DOI: 10.1016/j.matcom.2020.09.026
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475420303372
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.matcom.2020.09.026?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Weron, Rafal, 1996. "Correction to: "On the Chambers–Mallows–Stuck Method for Simulating Skewed Stable Random Variables"," MPRA Paper 20761, University Library of Munich, Germany, revised 2010.
    2. Xu, Yong & Wu, Juan & Du, Lin & Yang, Hui, 2016. "Stochastic resonance in a genetic toggle model with harmonic excitation and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 92(C), pages 91-100.
    3. Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.
    4. Yong Xu & Juanjuan Li & Jing Feng & Huiqing Zhang & Wei Xu & Jinqiao Duan, 2013. "Lévy noise-induced stochastic resonance in a bistable system," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(5), pages 1-7, May.
    5. A. Dubkov & B. Spagnolo, 2008. "Verhulst model with Lévy white noise excitation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 65(3), pages 361-367, October.
    6. Upadhyay, Ranjit Kumar & Paul, Chinmoy & Mondal, Argha & Vishwakarma, Gajendra K., 2018. "Estimation of biophysical parameters in a neuron model under random fluctuations," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 364-373.
    7. O. A. Rosso & C. Masoller, 2009. "Detecting and quantifying temporal correlations in stochastic resonance via information theory measures," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 69(1), pages 37-43, May.
    8. Lamberti, P.W & Martin, M.T & Plastino, A & Rosso, O.A, 2004. "Intensive entropic non-triviality measure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 334(1), pages 119-131.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guo, Yongfeng & Wang, Linjie & Wei, Fang & Tan, Jianguo, 2019. "Dynamical behavior of simplified FitzHugh-Nagumo neural system driven by Lévy noise and Gaussian white noise," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 118-126.
    2. Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander, 1997. "Stable Lévy motion approximation in collective risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 97-114, September.
    3. Montani, Fernando & Deleglise, Emilia B. & Rosso, Osvaldo A., 2014. "Efficiency characterization of a large neuronal network: A causal information approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 58-70.
    4. J.-F. Chamayou, 2001. "Pseudo random numbers for the Landau and Vavilov distributions," Computational Statistics, Springer, vol. 16(1), pages 131-152, March.
    5. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    6. Tsionas, Mike, 2012. "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012.
    7. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics.
    8. Harry Pavlopoulos & George Chronis, 2023. "On highly skewed fractional log‐stable noise sequences and their application," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(4), pages 337-358, July.
    9. Taufer, Emanuele, 2015. "On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 262-271.
    10. Goddard, John & Onali, Enrico, 2012. "Self-affinity in financial asset returns," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 1-11.
    11. Guarcello, C., 2021. "Lévy noise effects on Josephson junctions," Chaos, Solitons & Fractals, Elsevier, vol. 153(P2).
    12. Mbakob Yonkeu, R. & David, Afungchui, 2022. "Coherence and stochastic resonance in the fractional-birhythmic self-sustained system subjected to fractional time-delay feedback and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    13. Kotchoni, Rachidi, 2012. "Applications of the characteristic function-based continuum GMM in finance," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3599-3622.
    14. Danish A. Ahmed & Sergei V. Petrovskii & Paulo F. C. Tilles, 2018. "The “Lévy or Diffusion” Controversy: How Important Is the Movement Pattern in the Context of Trapping?," Mathematics, MDPI, vol. 6(5), pages 1-27, May.
    15. Marc S. Paolella, 2016. "Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability," Econometrics, MDPI, vol. 4(2), pages 1-28, May.
    16. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    17. Wang, Xiaolong & Feng, Jing & Liu, Qi & Li, Yongge & Xu, Yong, 2022. "Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    18. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    19. Svetlana Boyarchenko & Sergei Levendorskiu{i}, 2022. "Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum," Papers 2209.12349, arXiv.org.
    20. Fernández-Martínez, M. & Sánchez-Granero, M.A. & Trinidad Segovia, J.E., 2013. "Measuring the self-similarity exponent in Lévy stable processes of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5330-5345.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:181:y:2021:i:c:p:430-443. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.