Physica A 389 (2010) 51175127

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Physica A
journal homepage: www.elsevier.com/locate/physa

Effect of time delay in FitzHughNagumo neural model with correlations

between multiplicative and additive noises
Chunhua Zeng , Chunping Zeng, Ailing Gong, Linru Nie
Faculty of Science, Kunming University of Science and Technology, Kunming 650093, China

article info abstract

Article history: We study the effect of time delay in the FitzHughNagumo neural model with correlations
Received 6 April 2010 between multiplicative and additive noise terms. Based on the corresponding Fokker-
Received in revised form 20 July 2010 Planck equation, the explicit expressions of the stationary probability distribution function
Available online 3 August 2010
(SPDF), the mean first passage time (MFPT) and the signal-to-noise ratio (SNR) are obtained,
respectively. Research results show that: (i) the system undergoes a succession of two
Keywords:
phase transitions (i.e., the reentrance phenomenon) as the noise correlation parameter is
Time delay
Noise correlation
increased and a (single) phase transition as the time delay is increased. (ii) The MFPT as
FitzHughNagumo neural model a function of the multiplicative noise intensity exhibits a maximum. This maximum for
MFPT identifies the noise enhanced stability (NES) effect, the noise correlation parameter
intensifies the NES effect while the time delay, and the additive noise intensity weakens
it. (iii) The existence of a maximum in the SNR as a function of the multiplicative noise
intensity is the identifying characteristic of the stochastic resonance (SR) phenomenon, the
noise correlation parameter enhances the SR while the time delay, and the additive noise
intensity weaken it.
2010 Elsevier B.V. All rights reserved.

1. Introduction

The FitzHughNagumo (FHN) neural model is one of the simplified modifications of the widely known HodgkinHuxley
model [1] which describes neuron dynamics and in general the dynamics of excitable systems in different fields, such as the
kinetics of chemical reactions and solid state physics [24]. The investigation of the FHN neural model in a noisy environment
has attracted considerable interest [512]. The dynamics of a FHN system subjected to autocorrelated noise has also been
investigated [13], where the role of colored noise on the NES effect is analyzed. This is a well-known model with wide
applications in the field of neuronal research [1418]. In the adiabatic limit, and in the topology of the phase space of the
systems, the reduction to the one-dimensional FHN neural model has also been studied [19].
Many complex stochastic systems in inanimate and animate nature can be regarded as self-regulated systems, where
the process of self-regulation involves a finite computation time. These stochastic systems can often be described in terms
of dynamical systems involving time-delayed feedback [2026]. In 2006, Wu and Zhu studied the inertial Brownian motor
with time-delayed feedback driven by an unbiased time-periodic force [20], that is, the symmetry in the velocity probability
distribution function is broken when the delay time is increased. Recently the MFPT and SR for a stochastic bistable system
with time-delayed feedback have been investigated extensively [2123]. The effects of noise and time delay in the classical
LotkaVolterra model of mutualism systems were analyzed [24] and it was shown that the combination of the noise and the
time delay completely suppress the population explosion of mutualism systems. Subsequently, the LotkaVolterra model of
symmetric two-species competition with noise and time delay was also investigated [25]. In these complex systems, time
delays usually arise due to the transport of information, matter and energy with a finite propagation time. Meanwhile,
it appears that the combination of noise and time delay is ubiquitous in nature and often changes fundamentally the

Corresponding author.
E-mail address: zchh2009@126.com (C. Zeng).

0378-4371/$ see front matter 2010 Elsevier B.V. All rights reserved.
doi:10.1016/j.physa.2010.07.031
5118 C. Zeng et al. / Physica A 389 (2010) 51175127

dynamics of the stochastic system [26]. As a simple but representative example of an excitable system, we consider the
one-dimensional FHN neural model under time delay, which describes environmental fluctuations and it is described by
a Langevin equation [27]. However, a system is always disturbed simultaneously by external environmental perturbations
(i.e., multiplicative noise) and intrinsic thermal fluctuations (i.e., additive noise), and there are certain situations where the
strong external perturbations can lead to some changes in the internal structure of the system and thus may be correlated
with each other as well [28]. Thus, the effect of time delay in the FitzHughNagumo neural model with correlations between
multiplicative and additive noise terms needs to be investigated.
In Section 2, the approximation of the probability density approach is applied to obtain the approximate FokkerPlanck
equation. Based on the corresponding FokkerPlanck equation, the explicit expressions of the SPDF, the MFPT and SNR are
obtained by using the steepest descent method and the theory of SNR in the adiabatic limit. We end with conclusions in
Section 3.

2. The FitzHughNagumo neural model

2.1. The stationary properties of the model

The FitzHughNagumo neural model can be written as follows [19,29]

d(t )
= (a )( 1) w, (1)
dt
dw(t )
= b w, (2)
dt
where is a fast variable representing the neuron membrane voltage, 0 < a < 1 is essentially the threshold value, b and
are positive constants. The drift field for this model is given by
u1 (, w) = (a )( 1) w, (3)
u2 (, w) = b w. (4)
As can be seen from Eq. (2), the null cline of the deterministic dynamics of Eqs. (3) and (4) is the line = ( /b)w . By
substitution on the right-hand side of Eq. (1), we find the equation for steady states
b
(a )( 1) = 0. (5)

For the sake of simplicity, we will take = 1. This is a third-order equation, which for certain values of the parameters has
three roots. Two of these three roots are stable states
p
1 = 0, 2 = [a + 1 + (a 1)2 4b]/2, (6)
and one is an unstable state,
p
u = [a + 1 (a 1)2 4b]/2. (7)
The potential function V () has to be integrated in this case over the line = ( /b)w . Performing this integration, one
obtains
a+b a+1 3 1
V () = 2 + 4. (8)
2 3 4
On the other hand, when this system is under an intrinsic thermal fluctuation and periodic external forcing and delay, the
dimensionless form of the one-dimensional Langevin equation for this model corresponding to the potential [Eq. (8)] reads
d
= (a )( 1) b + (t ) + A cos t , (9)
dt
that is, the fluctuations run along the line = ( /b)w . A and are the amplitude and the frequency of the periodic signal,
respectively. denotes the time delayed state variables with = (t ), where is the time delay. The reaction term
has three possible steady states and two of them are stable. The delay term is linear and controls the stability of the steady
states. This term acts as the inhibitor variable in standard excitable systems, with a characteristic time , acting here as a
refractory time [27]. If we consider the external environmental fluctuations (i.e., temperature, ionic strength, etc.), we can
rewrite b in (9) as b + (t ). As a result, we obtain
d
= (a )( 1) b (t ) + (t ) + A cos t , (10)
dt
where (t ) and (t ) are Gaussian white noises and their statistical properties are given by
h (t ) (t 0 )i = 2D(t t 0 ),
h(t )(t 0 )i = 2Q (t t 0 ),
p
h (t )(t 0 )i = h(t ) (t 0 )i = 2 DQ (t t 0 ), (11)
 C. Zeng et al. / Physica A 389 (2010) 51175127 5119

in which D is the intensity of the multiplicative noise due to the external environmental random perturbations, Q is the
intensity of the additive noise due to the intrinsic thermal fluctuations, and is the intensity of correlations between
multiplicative and additive noise terms.
Next, we discuss the transition probability density of the stochastic process described by (10). Using the approximation
of the probability density approach [3032], Eq. (10) can be rewritten as
d
= feff () + geff () (t ) + (t ). (12)
dt
In Eq. (12), the subscript eff stands for effective, then the effective coefficients feff () and geff () of Eq. (12) can be obtained
as
Z +
feff () = ((a )( 1) b + A cos t )P1 ( , t |, t )d ,

Z +
geff () = ( )P2 ( , t |, t )d , (13)

where P1,2 ( , t |, t ) are the joint probability densities of the stochastic process
s
[ f () ]2
 
1
P1 ( , t |, t ) = exp ,
2 G() 2G()
s
[ g () ]2
 
1
P2 ( , t |, t ) = exp , (14)
2 G() 2G()

with f () = (a )( 1) b + A cos t, g () = , G() = D 2 2 DQ + Q . Substituting Eq. (14) into (13), we have
feff () = (1 b )[(a )( 1) b + A cos t ],
geff () = (1 ). (15)
Then, it is shown [33,34] that the delay FokkerPlanck equation of the stochastic process with both the multiplicative and
additive noises described by Eq. (12) with (11) takes the form

P (, t ) 2
= A()P (, t ) + 2 B()P (, t ), (16)
t
where
p
A() = (1 b )[(a )( 1) b + A cos t ] + D(1 )2 DQ (1 ),
p
B() = D(1 )2 2 2 DQ (1 ) + Q . (17)
The potential of the system is modulated by a periodic signal, however, here we assume that the signal amplitude is
small enough (i.e. A  1) that it is insufficient to force a particle to move from one well to the other in the absence of any
noise, and it can be considered that 1,2 and u are still the stable states and the unstable state of the model respectively. We
also assume that the variation of the periodic signal is slow enough (i.e.  1) that there is enough time for the system
to reach its local equilibrium positions during period of 1/ . Thus, the quasi-stationary probability distribution function
(SPDF) Pst (, t ) can be derived from equation Eqs. (16) and (17) in the adiabatic limit as
U (, t )
 
N
Pst (, t ) = exp , (18)
B1/2 () D
where U (, t ) is the effective potential function and its form follows

U (, t ) = 1 + 2 2 + 3 ln |(1 )2 2 2 R(1 ) + R|
" #
(1 )/ R
+ 4 arctan + ()A cos t , (19)
1 2
where
R = Q /D,

2 R(1 b ) (a + 1)(1 b )
1 = ,
(1 ) 3 (1 )2
1 b
2 = ,
2(1 )2
5120 C. Zeng et al. / Physica A 389 (2010) 51175127

2
= 0.6
= 0.6
= 0.8

1.5
Pst()

0.5

0
2 1 0 1 2 3

Fig. 1. The stationary probability distribution Pst () vs for D = 0.5, Q = 0.1, a = 0.5, b = 0.01, A = 0, and = 0.5. takes the values 0.6, 0.6, and
0.8, respectively.

(1 b )(42 1)R (1 b )(a + 1) R (a + b)(1 b )
3 = + ,
2(1 )4 (1 )3 2(1 )2
" #
1 b (42 3)R (a + 1)(22 1) R (a + b)
4 = + ,
1 2 (1 )4 (1 )3 (1 )2
and
# "
b 1 (1 )/ R
() = arctan .
(1 ) R(1 2 ) 1 2
p

N in Eq. (18) is the normalization constant. We carry out a numerical analysis for Eq. (18) and the results are presented in
Figs. 1 and 2.
In Fig. 1, we study the effect of the noise correlation parameter on the SPDF. As we can see, for a negative value
(i.e., = 0.6), the curve shows a single peak region near = 0. However, when the value of the noise correlation
parameter is increased, a second peak appears near = 1.0 (i.e., = 0.6). As the value of the noise correlation parameter
continues increasing, the second peak rapidly becomes high (i.e., = 0.8), and the first peak disappears when is larger. It
is seen that the noise correlation causes the system to change from one peak to two peaks, and then to one peak, namely the
system undergoes a succession of two phase transitions (i.e., the reentrance phenomenon) as the noise correlation parameter
is increased.
Fig. 2 shows the effect of the time delay on the SPDF. As we can see, for a zero value, the curve shows a single peak
region near = 0, which changes for increasing values of the time delay (i.e., = 0.5, and 0.8). As the value of the time
delay increases, the peak near = 0 decreases. At the same time, a new peak appears near = 1.0. It can be said that
the time delay causes the system to change from one peak to two peaks, namely the system undergoes a (single) phase
transition as the time delay is increased. In other words, the time delay can induce a phase transition.

2.2. The MFPT of the model

In this section, we are interested in the time from one stable state to the other stable state under the influences of
environmental random perturbations and delay. Random fluctuations and delay present in this system can induce transitions
between these two states. From this point of view, it is interesting to study the mean first passage time (MFPT) of transition
from one state (2 ) to the other state (1 ). Using the steepest descent method [35,36], the explicit expression for the MFPT
of the process (t ) to reach the state 1 with the initial condition (t = 0) = 2 is given by
2 U (u , t ) U (2 , t )
 
T = exp . (20)
|V 00 (u )V 00 (2 )| D
 C. Zeng et al. / Physica A 389 (2010) 51175127 5121

2
= 0.0
= 0.5
= 0.8

1.5
Pst()

0.5

0
2 1 0 1 2 3

Fig. 2. The stationary probability distribution Pst () vs for D = 0.5, Q = 0.1, a = 0.5, b = 0.01, A = 0, and = 0.5. takes the values 0, 0.5, and 0.8,
respectively.

14
= 0.9
= 0.0
12 = 0.6
= 0.9

10
lnT

2
0 0.05 0.1 0.15 0.2 0.25
D

Fig. 3. Curves of MFPT versus multiplicative noise strength D for different values of with Q = 0.01, a = 0.1, b = 0.1, A = 0 and = 0.2.

Note that the above result is valid only when the intensity of both types of noise, measured by D and Q , is small in comparison
with the energy barrier height [37,38], that is

D, Q < |U (u , t ) U (2 , t )|.

It provides the restriction on the parameters (such as D, Q , , ). The following results in this study are restricted to valid
regions. The MFPT distribution curves of the model are plotted in Figs. 35, respectively.
Fig. 3 displays the effect of the noise correlation parameter on the MFPT. As we can see, when the noise correlation
parameter 6 0 (i.e., = 0.9, and 0.0 in Fig. 3), it is shown that the MFPT is monotonic, and decreases with increasing
5122 C. Zeng et al. / Physica A 389 (2010) 51175127

14
= 0.1
= 0.3
= 0.5
12

10
lnT

4
0 0.05 0.1 0.15 0.2 0.25
D

Fig. 4. Curves of MFPT versus multiplicative noise strength D for different values of with Q = 0.01, a = 0.1, b = 0.1, A = 0 and = 0.9.

14
Q = 0.01
Q = 0.02
Q = 0.04
12

10
lnT

2
0 0.1 0.2 0.3 0.4 0.5
D

Fig. 5. Curves of MFPT versus multiplicative noise strength D for different values of Q with = 0.5, a = 0.1, b = 0.1, A = 0 and = 0.9.

multiplicative noise intensity D. However, when the noise correlation parameter is larger (i.e., = 0.6, and 0.9 in Fig. 3),
the MFPT first increases, reaches a maximum, and then decreases with increasing multiplicative noise intensity D. This
maximum for MFPT identifies the noise enhanced stability (NES) effect. Moreover, the maximum of the MFPT increases
with increasing noise correlation parameter , i.e., the increasing intensifies the NES effect. Our result showed that, under
larger noise correlation , a critical multiplicative noise intensity D exists at which the MFPT induced by noise is a maximum.
The NES effect has been shown in previous investigations [3942], which implies that the stability of metastable or unstable
states can be enhanced by the noise, and the mean lifetime of the metastable state is longer than the deterministic decay
time. This resonance-like behavior contradicts the monotonic behavior predicted by Kramers theory [43,44].
 C. Zeng et al. / Physica A 389 (2010) 51175127 5123

0 1

0.8
0.2 0.6

U(,t)
U(,t)

0.4
0.4
0.2

0.6 0

0 0.2 0 0
0.3 0.1
0.5 0.4 0.5 0.2
0.5 0.3
1 D 1 0.4
0.6 0.5 D
(a) = 0.0. (b) = 0.9.

Fig. 6. Three-dimensional curve of the effective potential U () versus and D with Q = 0.01, a = 0.1, b = 0.1, A = 0 and = 0.2.

0.8

0.6

0.4
U(,t)

0.2

0.2
0.5

0 1
0.5 0.8
0.6
1 0.4
0.2
1.5 0

Fig. 7. Three-dimensional curve of the effective potential U () versus and with Q = 0.01, D = 0.1, a = 0.1, b = 0.1, A = 0 and = 0.1.

In Figs. 4 and 5, the MFPT as a function of the multiplicative noise intensity D exhibits a maximum for different time
delay and for different additive noise intensity Q , respectively. From Fig. 4 we can see that the maximum of MFPT
decreases, while the position of the maximum is shifted to a large value of D when the value of is increased, i.e., increasing
weakens the NES effect. Simultaneously, the additive noise intensity Q can also play the same role as , as shown in
Fig. 5.
In order to provide some insight into the above-mentioned phenomenon, we plot the three dimensional curves of the
effective potential U (, t ) versus and D ( or ) in Figs. 68, respectively. Obviously, the effective potential has two stable
states, and their minimum is obtained from A() B0 () = 0. The positions of the potential minimums, 1 and 2 , shown in
Figs. 68, are regarded as two stable states, respectively. The effective potential is an asymmetrical bistable potential well
and its values at 1 and 2 change with the noise intensity or the time delay, thus we can define the difference between the
potential well at 1 and that at 2 as |U (1 , t ) U (2 , t )|. The greater the difference between the potential well, the longer
the transition time from 2 to 1 , and vice versa. When the noise correlation parameter = 0 (see Fig. 6(a)), the difference
between the potential well decreases as the intensity of noise D increases. However for the case of = 0.9 (see Fig. 6(b)),
the difference between the potential well increases first and then decreases. When the noise intensity D is fixed (see Figs. 7
and 8), the difference between the potential well increases as the noise correlation parameter increases (see Fig. 7), and
decreases as the time delay increases (see Fig. 8).
5124 C. Zeng et al. / Physica A 389 (2010) 51175127

1.5
U(,t)

0.5

0.5

0 0.4
0.3
0.5 0.2
0.1
1
0

Fig. 8. Three-dimensional curve of the effective potential U () versus and with Q = 0.01, D = 0.02, a = 0.1, b = 0.1, A = 0 and = 0.9.

2.3. The SNR of the model

To obtain the expression of signal-to-noise ratio (SNR) in terms of the output signal power spectrum, the key problem is
to calculate the transition rate. In this paper we will consider the adiabatic approximation [47,48]. Therefore, we can obtain
the transition rates [35,36]

|V 00 (u )V 00 (1 )| U (u , t ) U (1 , t )
 
W1 2 = W1 = exp , (21)
2 D
00
|V (u )V 00 (2 )| U (u , t ) U (2 , t )
 
W2 1 = W2 = exp , (22)
2 D
where V 00 is the second derivative of V with respect to .
We start by considering a system described by a discrete random dynamical variable that adopts two possible values:
1 and 2 , with probabilities n1,2 respectively. Such probabilities satisfy the condition n1 + n2 = 1. The master equation
governing the evolution of n1 (or similarly for n2 = 1 n1 ) is

dn1 dn2
= = W2 (t )n2 (t ) W1 (t )n1 (t ) = W2 (t ) [W2 (t ) + W1 (t )]n1 (t ), (23)
dt dt
where W1,2 (t ) are the transition rates out of the 1,2 states. Since we assume that the signal amplitude is small enough
(i.e., A  1), the transition rates W1,2 (t ) can be expanded up to the first order of A as
W1 (t ) = 1 1 A cos t ,
W2 (t ) = 2 + 2 A cos t , (24)
where

dW1 
1 = W1 |S (t )=0 , 1 =  , S (t ) = A cos t ,
dS (t ) S (t )=0

dW2 
2 = W2 |S (t )=0 , 2 =  . (25)
dS (t ) S (t )=0

Within the framework of the theory in Refs. [47,48], the expression of SNR in terms of the output signal power spectrum
can be given by

A2 (2 1 + 1 2 )2
SNR = . (26)
41 2 (1 + 2 )
 C. Zeng et al. / Physica A 389 (2010) 51175127 5125

= 0.00
= 0.05
0.14
= 0.10

0.12
SNR

0.1

0.08

0 0.05 0.1 0.15

D

Fig. 9. Curves of SNR versus multiplicative noise strength D for different values of with Q = 0.01, a = 0.1, b = 0.1, A = 0.08 and = 0.1.

0.2
= 0.0
= 0.1
= 0.3

0.18
SNR

0.16

0.14

0 0.05 0.1 0.15

D

Fig. 10. Curves of SNR versus multiplicative noise strength D for different values of with Q = 0.01, a = 0.1, b = 0.1, A = 0.08 and = 0.2.

By numerical evaluation of the expression for the SNR (26), the effects of the noise correlation parameter , the time
delay , and the additive noise intensity Q on the SNR can be shown in Figs. 911. In these figures we present the SNR as a
function of the multiplicative noise intensity D for different values of the noise correlation parameter , the time delay ,
and the additive noise intensity Q , respectively. The existence of a maximum in the SNR is the identifying characteristic of
the stochastic resonance (SR) phenomenon. It is shown that the maximum in the SNR is increased as the noise correlation
parameter is increased (see Fig. 9). When the noise correlation parameter is fixed, the maximum of the SNR is decreased
as the time delay is increased and as the additive noise intensity Q is increased, respectively (see Figs. 10 and 11). The
difference between Figs. 10 and 11 is that the position of the maximum shifts to a large value of D as the time delay
5126 C. Zeng et al. / Physica A 389 (2010) 51175127

0.2
Q = 0.010
Q = 0.011
Q = 0.013

0.18
SNR

0.16

0.14

0.12
0 0.05 0.1 0.15
D

Fig. 11. Curves of SNR versus multiplicative noise strength D for different values of Q with = 0.2, a = 0.1, b = 0.1, A = 0.08 and = 0.2.

increases (see Fig. 10), while the position of the maximum shifts to a small value of D as the additive noise intensity Q
increases (see Fig. 11).

3. Conclusions

In this paper, we have discussed the effect of time delay in the FitzHughNagumo neural model with correlations
between multiplicative and additive noises. Firstly, the delay FokkerPlanck equation of the stochastic process with both
multiplicative and additive noises is calculated by using the approximation of the probability density approach, and then the
explicit expression of the SPDF is obtained. The effects of the noise correlation parameter and time delay on the SPDF are
studied. It is found that the noise correlation parameter can induce a succession of two phase transitions and the time delay
can induce a (single) phase transition. Secondly, the explicit expression of MFPT has been obtained by applying the steepest
descent method. The effects of the noise correlation parameter , the time delay , and the additive noise intensity Q on the
MFPT are discussed. It is shown that the MFPT as a function of the multiplicative noise intensity exhibits a maximum. This
maximum for MFPT identifies the NES effect. The noise correlation parameter intensifies the NES effect, while the time delay
weakens the NES effect, the additive noise intensity can also play the same role as the time delay. These last findings, together
with the succession of two phase transitions induced by the correlation parameter and the explicit expression of MFPT, are
the main new results concerning the transient dynamics of the FHN neural model investigated. In comparison with previous
investigations concerning MFPT in a bistable system or a time-delayed metastable system with correlated noises [45,46],
our results represent peculiar new findings with respect to those found in similar systems. Thirdly, an explicit expression
for the SNR is obtained by using the theory in Refs. [47,48]. The existence of a maximum in the SNR as a function of the
multiplicative noise intensity is the identifying characteristic of the SR phenomenon. It is shown that the noise correlation
parameter enhances the SR of the system, while the time delay, and the additive noise intensity weaken it. This peculiar role
of the noise correlation parameter on the SR phenomenon in our FHN model again represents a new finding with respect to
previous investigations of the SR effect in bistable systems with time delay and correlated noises [22,23,4951].

Acknowledgement

This work was supported by the Natural Science Foundation of Yunnan Province (Project Name: The study of effects of
noise and delay in biological systems by Chunhua Zeng et al.) and (under 2009CD036).

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