Abstract
Biological systems possess the ability to adapt quickly andadequately to both environmental and internal changes. This vital ability cannot be explained in terms ofconventional stochastic processes because such processes arecharacterized by atrade-off between flexibility and accuracy, that is, they either show shorttransition times (large Kramers escape rates) to broad steady-statedistributions or long transition times to sharply peaked distributions. To develop a stochastic theory for systemsexhibiting both flexibility and accuracy, we study systems under the impact of white noise multiplied with anaccordant statistical measure, here the probability density. Thisresults in negative feedback and circular causality: the more probable a stable state the lessit will be affected by noise and, conversely, the less a stable state is affected by noisethe more probable it is. Using nonlinear Fokker-Planckequations, steady states are computed via transformations ofsolutions of the corresponding linear Fokker-Planck equations. Transients reveal rapidly evolving and sharply peaked probability densities and thus mimic systems characterized by both flexibility and accuracy.
Keywords: Circular causality, flexibility-accuracy trade-offs, nonlinear Fokker-Planck equations, statistical feedback
Full Text
The Full Text of this article is available as a PDF (152.5 KB).
References
- 1.Beek P.J., Peper C.E., Stegeman D.F. Dynamical Models of Movement Coordination. Hum. Movement Sci. 1995;14:573–608. [Google Scholar]
- 2.Beek, P.J., Peper, C.E. and van Wieringen, P.C.W.: Frequency Locking, Frequency Modulation, and Bifurcations in Dynamic Movement Systems, In: Stelmach, G.E. and Requin, J. (eds.): Tutorials in Motor Behavior II, Amsterdam, 1992, pp. 599–622.
- 3.Borland L. Microscopic Dynamics of the Nonlinear Fokker-Planck Equation. Phys. Rev. E. 1998;57:6634–6642. [Google Scholar]
- 4.Borland L., Pennini F., Plastino A.R., Plastino A. The Nonlinear Fokker-Planck Equation with State-Dependent Diffusion - A Nonextensive Maximum Entropy Approach. Eur. Phys. J. B. 1998;12:285–297. [Google Scholar]
- 5.Compte A., Jou D. Non-Equilibrium Thermodynamics and Anomalous Diffusion. J. Phys. A: Math. Gen. 1996;29:4321–4329. [Google Scholar]
- 6.Compte A., Jou D., Katayama Y. Anomalous Diffusion in Linear Shear Flows. J. Phys. A: Math. Gen. 1997;30:1023–1030. [Google Scholar]
- 7.Cornell E.A., Wieman C.E. The Bose-Einstein Condensate. Sci. American. 1998;278(3):26–31. [Google Scholar]
- 8.Daffertshofer A., Peper C.E., Beek P.J. Spectral Analyses of Event-Related Encephalographic Signals. Phys. Lett. A. 2000;266:290–302. [Google Scholar]
- 9.Daffertshofer A., Peper C.E., Frank T.D., Beek P.J. Spatio-Temporal Patterns of Encephalographic Signals During Polyrhythmic Ttapping. Hum. Movement Sci. 2000;19:475–498. [Google Scholar]
- 10.Dawson D.A. Critical Dynamics and Fluctuations for a Mean-Field Model of Cooperative Behavior. J. Stat. Phys. 1983;31:29–85. [Google Scholar]
- 11.DeGuzman G.C., Kelso J.A.S. Multifrequency Behavioral Patterns and the Phase Attractive Circle Map. Biol. Cybern. 1991;64:485–495. doi: 10.1007/BF00202613. [DOI] [PubMed] [Google Scholar]
- 12.Desai R.C., Zwanzig R. Statistical Mechanics of a Nonlinear Stochastic Model. J. Stat. Phys. 1978;19:1–24. [Google Scholar]
- 13.Dwight H. Tables of Integrals and Other Mathematical Data. New York: MacMillan; 1957. [Google Scholar]
- 14.Eu B.C. Kinetic Theory and Irreversible Thermodynamics. New York: John Wiley and Sons; 1992. [Google Scholar]
- 15.Fitts P.M. The Information Capacity of the Human Motor System in Controlling the Amplitude of Movement. J. Exp. Psychol. 1954;47:381–391. [PubMed] [Google Scholar]
- 16.Frank T.D. On Nonlinear and Nonextensive Diffusion and the Second Law of Thermodynamics. Phys. Lett. A. 2000;267:298–304. [Google Scholar]
- 17.Frank T.D. H-Theorem for Fokker-Planck Equations with Drifts Depending on Process Mean Values. Phys. Lett. A. 2001;280:91–96. [Google Scholar]
- 18.Frank T.D. A Langevin Approach for the Microscopic Dynamics of Nonlinear Fokker-Planck Equations. Physica A. 2001;301:52–62. [Google Scholar]
- 19.Frank T.D. Lyapunov and Free Energy Functionals of Generalized Fokker-Planck Equations. Phys. Lett. A. 2001;290:93–100. [Google Scholar]
- 20.Frank T.D., Daffertshofer A. Nonlinear Fokker-Planck Equations whose Stationary Solutions Make Entropy-Like Functionals Stationary. Physica A. 1999;272:497–508. [Google Scholar]
- 21.Frank T.D., Daffertshofer A. Exact Time-Dependent Solutions of the Renyi Fokker-Planck Equation and the Fokker-Planck Equations Related to the Entropies Proposed by Sharma and Mittal. Physica A. 2000;285:351–366. [Google Scholar]
- 22.Frank T.D., Daffertshofer A. H-Theorem for Nonlinear Fokker-Planck Equations Related to Generalized Thermostatistics. Physica A. 2001;295:455–474. [Google Scholar]
- 23.Frank T.D., Daffertshofer A. Multivariate Nonlinear Fokker-Planck Equations and Generalized Thermostatistics. Physica A. 2001;292:392–410. [Google Scholar]
- 24.Frank, T.D., Daffertshofer, A. and Beek, P.J.: Stochastic Processes with Statistical Feedback, Unpublished manuscript (1998).
- 25.Frank T.D., Daffertshofer A., Beek P.J. Multivariate Ornstein-Uhlenbeck Processes with Mean Field Dependent Coefficients - Application to postural sway. Phys. Rev. E. 2001;63:011905. doi: 10.1103/PhysRevE.63.011905. [DOI] [PubMed] [Google Scholar]
- 26.Frank, T.D., Daffertshofer, A. and Beek, P.J.: On an Interpretation of Apparent Motion as a Self-Organizing Process, Behav. Brain Sci. (2001), in press.
- 27.Frank T.D., Daffertshofer A., Beek P.J., Haken H. Impacts of Noise on a Field Theoretical Model of the Human Brain. Physica D. 1999;127:233–249. [Google Scholar]
- 28.Frank T.D., Daffertshofer A., Peper C.E., Beek P.J., Haken H. Towards a Comprehensive Theory of Brain Activity: Coupled Oscillator Systems under External Forces. Physica D. 2000;144:62–86. [Google Scholar]
- 29.Fuchs A., Kelso J.A.S., Haken H. Phase Transitions in the Human Brain: Spatial Mode Dynamics. Int. J. Bif. and Chaos. 1992;2:917–939. [Google Scholar]
- 30.Haken H. Synergetics, An introduction. Berlin: Springer; 1997. [Google Scholar]
- 31.Haken H. Advanced Synergetics. Berlin: Springer; 1983. [Google Scholar]
- 32.Haken H. Synergetic Computers and Cognition. Berlin: Springer; 1991. [Google Scholar]
- 33.Haken H. Principles of Brain Functioning. Berlin: Springer; 1996. [Google Scholar]
- 34.Haken H., Stadler M. Synergetics of Cognition. Berlin: Springer; 1990. [Google Scholar]
- 35.Hesse C.H. Stochastic Dynamics for Non-Linear Differential Equations of High Order. Stuttgart: University Stuttgart; 1997. [Google Scholar]
- 36.Hesse C.H., Ramos E. Dynamic Simulation of a Stochastic Model for Particle Sedimentation in Fluids. Appl. Math. Modelling. 1994;18:437–445. [Google Scholar]
- 37.Hoyt D.F., Taylor C.R. Gait and Energetics of Locomotion in Horses. Nature. 1981;292:239–240. [Google Scholar]
- 38.Ito K. Stochastic Integral. Proc. Imperial Acad. Tokyo. 1944;20:519–524. [Google Scholar]
- 39.Kaniadakis G. Nonlinear Kinetics Underlying Generalized Statistics. Physica A. 2001;296:405–425. [Google Scholar]
- 40.Kelso J.A.S. Dynamic Patterns - The Self-Organization of Brain and Behavior. Cambridge: MIT Press; 1995. [Google Scholar]
- 41.Kelso J.A.S., Bressler S.L., Buchannan S., DeGuzman G.C., Ding M., Fuchs A., Holroyd T. A Phase Transition in Human Brain and Behavior. Phys. Lett. A. 1992;169:134–144. [Google Scholar]
- 42.Kelso J.A.S., Scholz J.P., Schöner G. Non-Equilibrium Phase Transitions in Coordinated Biological Motion: Critical Fluctuations. Phys. Lett. A. 1986;118:279–284. [Google Scholar]
- 43.Ketterle W. Experimental Studies of Bose-Einstein Condensation. Phys. Today. 1999;52(12):30–35. doi: 10.1364/oe.2.000299. [DOI] [PubMed] [Google Scholar]
- 44.Kruse P., Carmesin H., Pahlke L., Strüber D., Stadler M. Continuous Phase Transitions in the Perceptation of Multistabile Visual Patterns. Biol. Cybern. 1996;40:23–42. doi: 10.1007/s004220050298. [DOI] [PubMed] [Google Scholar]
- 45.Küchler U., Platen E. Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay. Math. Comput. Simulat. 2000;54:189–205. [Google Scholar]
- 46.Kuramoto Y. Chemical Oscillations, Waves, and Turbulence. Berlin: Springer; 1984. [Google Scholar]
- 47.Lenzi E.K., Anteneodo C., Borland L. Escape Time in Anomalous DiffusiveMedia. Phys. Rev. E. 2001;63:051109. doi: 10.1103/PhysRevE.63.051109. [DOI] [PubMed] [Google Scholar]
- 48.Malacarne L.C., Mendes R.S., Pedron I.T., Lenzi E.K. Nonlinear Equation for Anomalous Diffusion: Unified Power-Law and Stretched Exponential Exact Solution. Phys. Rev. E. 2001;63:030101. doi: 10.1103/PhysRevE.63.030101. [DOI] [PubMed] [Google Scholar]
- 49.Martinez S., Plastino A.R., Plastino A. Nonlinear Fokker-Planck Equations and Generalized Entropies. Physica A. 1998;259:183–192. [Google Scholar]
- 50.Minetti A.E., Alexander R.M. A Theory of Metabolic Costs for Bipedal Gaits. J. Theo. Biol. 1997;29:195–198. doi: 10.1006/jtbi.1997.0407. [DOI] [PubMed] [Google Scholar]
- 51.Mottet D., Bootsma R.J. The Dynamics of Goal-Directed Rhythmic Aiming. Biol. Cybern. 1999;80:235–245. doi: 10.1007/s004220050521. [DOI] [PubMed] [Google Scholar]
- 52.Newell K.M., Corcos D.M. Variability and Motor Control. Champaign: Human Kinetics Publishers; 1993. [Google Scholar]
- 53.Park H., Collins D.R., Turvey M.T. Dissociation of Muscular and Spatial Constraints on Patterns of Interlimb Coordination. J. Exp. Psychol. - Hum. Percept. Perform. 2001;27:32–47. [PubMed] [Google Scholar]
- 54.Peper C.E., Beek P.J. Are Frequency-Induced Transitions in Rhythmic Coordination Mediated by a Drop in Amplitude? Biol. Cybern. 1998;79:291–300. doi: 10.1007/s004220050479. [DOI] [PubMed] [Google Scholar]
- 55.Peper C.E., Beek P.J., van Wieringen P.C.W. Multifrequency Coordination in Bimanual Tapping: Asymmetrical Coupling and Signs of Supercriticality. J. Exp. Psychol. - Hum. Percept. Perform. 1995;21:1117–1138. [Google Scholar]
- 56.Reimann P., Schmid G.J., Hänggi P. Universal Equivalence of Mean First-Passage Time and Kramers Rate. Phys. Rev. E. 1999;60:R1–R4. doi: 10.1103/physreve.60.r1. [DOI] [PubMed] [Google Scholar]
- 57.Risken H. The Fokker-Planck Equation - Methods of Solution and Applications. Berlin: Springer; 1989. [Google Scholar]
- 58.Rosenbaum D.A. Human Motor Control. New York: Academic Press; 1991. [Google Scholar]
- 59.Shepard R.N. Perceptual-Cognitive Universals as Reflections of the World. Psychonomic Bulletin & Review. 1994;1:2–28. doi: 10.3758/BF03200759. [DOI] [PubMed] [Google Scholar]
- 60.Shiino M. Dynamical Behavior of Stochastic Systems of Infinitely Many Coupled Nonlinear Oscillators Exhibiting Phase Transitions of Mean-Field Type: H-Theorem on Asymptotic Approach to Equilibrium and Critical Slowing Down of Order-Parameter Fluctuations. Phys. Rev. A. 1987;36:2393–2412. doi: 10.1103/physreva.36.2393. [DOI] [PubMed] [Google Scholar]
- 61.Stratonovich R.L. A New Representation for Stochastic Integrals and Equations. J. SIAM Control. 1966;4:362–371. [Google Scholar]
- 62.Tass P.A. Phase Resetting inMedicine and Biology - Stochastic Modelling and Data Analysis. Berlin: Springer; 1999. [Google Scholar]
- 63.Tsallis C. Nonextensive Statistics: Theoretical, Experimental and Computational Evidences and Connectsions. Braz. J. Phys. 1999;29:1–35. [Google Scholar]
- 64.Tsallis C., Bukman D.J. Anomalous Diffusion in the Presence of External Forces: Exact Time-Dependent Solutions and Their Thermostatistical Basis. Phys. Rev. E. 1996;54:R2197–R2200. doi: 10.1103/physreve.54.r2197. [DOI] [PubMed] [Google Scholar]
- 65.Uhling E.A., Uhlenbeck G.E. Transport Phenomena in Einstein-Bose and Fermi-Dirac Gases. Phys. Rev. 1933;43:552–561. [Google Scholar]
- 66.van den Broeck C., Parrondo J.M.R., Armero J., Hernandez-Machado A. Mean Field Model for Spatially Extended Systems in the Presence of Multiplicative Noise. Phys. Rev. E. 1994;49:2639–2643. doi: 10.1103/physreve.49.2639. [DOI] [PubMed] [Google Scholar]
- 67.van den Broeck C., Parrondo J.M.R., Toral R. Noise-Induced Nonequilibrium Phase Transition. Phys. Rev. Lett. 1994;73:3395–3398. doi: 10.1103/PhysRevLett.73.3395. [DOI] [PubMed] [Google Scholar]
- 68.van den Broeck C., Parrondo J.M.R., Toral R., Kawai R. Nonequilibrium Phase Transitions Induced by Multiplicative Noise. Phys. Rev. E. 1997;55:4084–4094. [Google Scholar]
- 69.Wannier G.H. Statistical Physics. New York: Dover Publications; 1966. [Google Scholar]
