Title
A finite volume method for stochastic integrate-and-fire models.
Abstract
The stochastic integrate and fire neuron is one of the most commonly used stochastic models in neuroscience. Although some cases are analytically tractable, a full analysis typically calls for numerical simulations. We present a fast and accurate finite volume method to approximate the solution of the associated Fokker-Planck equation. The discretization of the boundary conditions offers a particular challenge, as standard operator splitting approaches cannot be applied without modification. We demonstrate the method using stationary and time dependent inputs, and compare them with Monte Carlo simulations. Such simulations are relatively easy to implement, but can suffer from convergence difficulties and long run times. In comparison, our method offers improved accuracy, and decreases computation times by several orders of magnitude. The method can easily be extended to two and three dimensional Fokker-Planck equations.
Year
DOI
Venue
2009
10.1007/s10827-008-0121-7
Journal of Computational Neuroscience
Keywords
Field
DocType
Stochastic integrate and fire model,Numerical methods
Convergence (routing),Applied mathematics,Boundary value problem,Discretization,Monte Carlo method,Control theory,Simulation,Stochastic modelling,Numerical analysis,Finite volume method,Mathematics,Computation
Journal
Volume
Issue
ISSN
26
3
1573-6873
Citations 
PageRank 
References 
5
0.78
6
Authors
3
Name
Order
Citations
PageRank
Fabien Marpeau150.78
Aditya Barua250.78
Kresimir Josic312316.63