Nonlinear Phenomena in Complex Systems, 2008, Vol.11, No.2, pp.212-214

NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2008, Vol.11, No.2, pp.212-214

Modeling Spikes in Natural and Social Phenomena.
A. De Sanctis and C. Mari

We propose a general methodology to model natural and social phenomena characterized by stochastic dynamics in which the occurrence of random spikes can be observed. The method uses excitable dynamics in a multi-regime switching approach to describe dynamical systems where the motion randomly switches between a stable dynamics and an excited dynamics. In particular we discuss a two-regime switching model in which the stable motion is described by mean-reverting diffusion process and the spikes dynamics by a stochastic FitzHugh-Nagumo model.
Key words: stochastic dynamics, two-regime switching model, FitzHugh-Nagumo model

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