Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed

Abstract

This study addresses the accuracy of stochastic simulations performed in Two-Dimensional Stochastic Neural Fields (2D-SNFs) with the infinite signal transmission speed and in the presence of external stimuli input. The numerical method in use belongs to the family of Galerkin-kind spectral approximations to Two-Dimensional Stochastic Neural Field Equations (2D-SNFEs). It translates the partial integro-differential fashion of such models into a large system of ordinary Stochastic Differential Equations (SDEs). Eventually, these SDEs are integrated approximately by the Euler–Maruyama scheme of the strong convergence order 0.5. In this paper, we devise a different-order approximate solution to the SNFE models at hand and look at the difference of such stochastic simulations on average for evaluating the consistency of the Euler–Maruyama-based numerical solution derived. The error committed in the 2D-SNFE-numerical-integration-scheme under study becomes available in our research. The other issue of particular attention and interest is hidden state reconstructions rooted in the 2D-SNFE approximations and incomplete noisy measurements of the membrane potential fulfilled at some user-assigned space positions and time instants. This statement leads to high-dimensional prediction and filtering problems to be solved. Here, we implement the Extended Kalman Filtering (EKF) approach, but accommodate it to our 2D-SNFE-oriented data assimilation scheme of huge size because of the two-dimensional manner of the stochastic process models in use. A sound performance of the newly-devised hidden state estimation technique is observed and exposed on a challenging 2D-SNFE example of computational neuroscience in Matlab.