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On the effects of disorder on the ability of oscillatory or directional dynamics to synchronize
(2024)
In this thesis I present a collection of publications of my work, containing analytic results and observations in numerical experiments on the effects of various inhomogeneities, on the ability of coupled oscillators to synchronize their collective dynamics. Most of these works are concerned with the effects of Gaussian and non-Gaussian noise acting on the phase of autonomous oscillators (Secs. 2.1-2.4) or on the direction of higher dimensional state vectors (Secs. 2.5,2.6). I obtain exact and approximate solutions to the non-linear equations governing the distributions of phases, or perform linear stability analysis of the uniform distribution to obtain the transition point from a completely disordered state to partial order or more complicated collective behavior. Other inhomogeneities, that can affect synchronization of coupled oscillators, are irregular, chaotic oscillations or a complex, and possibly random structure in the coupling network. In Section 2.9 I present a new method to define the phase- and frequency linear response function for chaotic oscillators. In Sections 2.4, 2.7 and 2.8 I study synchronization in complex networks of coupled oscillators. Each section in Chapter 2 - Manuscripts, is devoted to one research paper and begins with a list of the main results, a description of my contributions to the work and a short account of the scientific context, i.e. the questions and challenges which started the research and the relation of the work to my other research projects. The manuscripts in this thesis are reproductions of the arXiv versions, i.e. preprints under the creative commons licence.
Synchronization of coupled oscillators manifests itself in many natural and man-made systems, including cyrcadian clocks, central pattern generators, laser arrays, power grids, chemical and electrochemical oscillators, only to name a few. The mathematical description of this phenomenon is often based on the paradigmatic Kuramoto model, which represents each oscillator by one scalar variable, its phase. When coupled, phase oscillators constitute a high-dimensional dynamical system, which exhibits complex behaviour, ranging from synchronized uniform oscillation to quasiperiodicity and chaos. The corresponding collective rhythms can be useful or harmful to the normal operation of various systems, therefore they have been the subject of much research.
Initially, synchronization phenomena have been studied in systems with all-to-all (global) and nearest-neighbour (local) coupling, or on random networks. However, in recent decades there has been a lot of interest in more complicated coupling structures, which take into account the spatially distributed nature of real-world oscillator systems and the distance-dependent nature of the interaction between their components. Examples of such systems are abound in biology and neuroscience. They include spatially distributed cell populations, cilia carpets and neural networks relevant to working memory. In many cases, these systems support a rich variety of patterns of synchrony and disorder with remarkable properties that have not been observed in other continuous media. Such patterns are usually referred to as the coherence-incoherence patterns, but in symmetrically coupled oscillator systems they are also known by the name chimera states.
The main goal of this work is to give an overview of different types of collective behaviour in large networks of spatially distributed phase oscillators and to develop mathematical methods for their analysis. We focus on the Kuramoto models for one-, two- and three-dimensional oscillator arrays with nonlocal coupling, where the coupling extends over a range wider than nearest neighbour coupling and depends on separation. We use the fact that, for a special (but still quite general) phase interaction function, the long-term coarse-grained dynamics of the above systems can be described by a certain integro-differential equation that follows from the mathematical approach called the Ott-Antonsen theory. We show that this equation adequately represents all relevant patterns of synchrony and disorder, including stationary, periodically breathing and moving coherence-incoherence patterns. Moreover, we show that this equation can be used to completely solve the existence and stability problem for each of these patterns and to reliably predict their main properties in many application relevant situations.
Partial synchronous states exist in systems of coupled oscillators between full synchrony and asynchrony. They are an important research topic because of their variety of different dynamical states. Frequently, they are studied using phase dynamics. This is a caveat, as phase dynamics are generally obtained in the weak coupling limit of a first-order approximation in the coupling strength. The generalization to higher orders in the coupling strength is an open problem. Of particular interest in the research of partial synchrony are systems containing both attractive and repulsive coupling between the units. Such a mix of coupling yields very specific dynamical states that may help understand the transition between full synchrony and asynchrony. This thesis investigates partial synchronous states in mixed-coupling systems. First, a method for higher-order phase reduction is introduced to observe interactions beyond the pairwise one in the first-order phase description, hoping that these may apply to mixed-coupling systems. This new method for coupled systems with known phase dynamics of the units gives correct results but, like most comparable methods, is computationally expensive. It is applied to three Stuart-Landau oscillators coupled in a line with a uniform coupling strength. A numerical method is derived to verify the analytical results. These results are interesting but give importance to simpler phase models that still exhibit exotic states. Such simple models that are rarely considered are Kuramoto oscillators with attractive and repulsive interactions. Depending on how the units are coupled and the frequency difference between the units, it is possible to achieve many different states. Rich synchronization dynamics, such as a Bellerophon state, are observed when considering a Kuramoto model with attractive interaction in two subpopulations (groups) and repulsive interactions between groups. In two groups, one attractive and one repulsive, of identical oscillators with a frequency difference, an interesting solitary state appears directly between full and partial synchrony. This system can be described very well analytically.
Noise is ubiquitous in nature and usually results in rich dynamics in stochastic systems such as oscillatory systems, which exist in such various fields as physics, biology and complex networks. The correlation and synchronization of two or many oscillators are widely studied topics in recent years.
In this thesis, we mainly investigate two problems, i.e., the stochastic bursting phenomenon in noisy excitable systems and synchronization in a three-dimensional Kuramoto model with noise. Stochastic bursting here refers to a sequence of coherent spike train, where each spike has random number of followers due to the combined effects of both time delay and noise. Synchronization, as a universal phenomenon in nonlinear dynamical systems, is well illustrated in the Kuramoto model, a prominent model in the description of collective motion.
In the first part of this thesis, an idealized point process, valid if the characteristic timescales in the problem are well separated, is used to describe statistical properties such as the power spectral density and the interspike interval distribution. We show how the main parameters of the point process, the spontaneous excitation rate, and the probability to induce a spike during the delay action can be calculated from the solutions of a stationary and a forced Fokker-Planck equation. We extend it to the delay-coupled case and derive analytically the statistics of the spikes in each neuron, the pairwise correlations between any two neurons, and the spectrum of the total output from the network.
In the second part, we investigate the three-dimensional noisy Kuramoto model, which can be used to describe the synchronization in a swarming model with helical trajectory. In the case without natural frequency, the Kuramoto model can be connected with the Vicsek model, which is widely studied in collective motion and swarming of active matter. We analyze the linear stability of the incoherent state and derive the critical coupling strength above which the incoherent state loses stability. In the limit of no natural frequency, an exact self-consistent equation of the mean field is derived and extended straightforward to any high-dimensional case.
Oscillatory systems under weak coupling can be described by the Kuramoto model of phase oscillators. Kuramoto phase oscillators have diverse applications ranging from phenomena such as communication between neurons and collective influences of political opinions, to engineered systems such as Josephson Junctions and synchronized electric power grids. This thesis includes the author's contribution to the theoretical framework of coupled Kuramoto oscillators and to the understanding of non-trivial N-body dynamical systems via their reduced mean-field dynamics.
The main content of this thesis is composed of four parts. First, a partially integrable theory of globally coupled identical Kuramoto oscillators is extended to include pure higher-mode coupling. The extended theory is then applied to a non-trivial higher-mode coupled model, which has been found to exhibit asymmetric clustering. Using the developed theory, we could predict a number of features of the asymmetric clustering with only information of the initial state provided.
The second part consists of an iterated discrete-map approach to simulate phase dynamics. The proposed map --- a Moebius map --- not only provides fast computation of phase synchronization, it also precisely reflects the underlying group structure of the dynamics. We then compare the iterated-map dynamics and various analogous continuous-time dynamics. We are able to replicate known phenomena such as the synchronization transition of the Kuramoto-Sakaguchi model of oscillators with distributed natural frequencies, and chimera states for identical oscillators under non-local coupling.
The third part entails a particular model of repulsively coupled identical Kuramoto-Sakaguchi oscillators under common random forcing, which can be shown to be partially integrable. Via both numerical simulations and theoretical analysis, we determine that such a model cannot exhibit stationary multi-cluster states, contrary to the numerical findings in previous literature. Through further investigation, we find that the multi-clustering states reported previously occur due to the accumulation of discretization errors inherent in the integration algorithms, which introduce higher-mode couplings into the model. As a result, the partial integrability condition is violated.
Lastly, we derive the microscopic cross-correlation of globally coupled non-identical Kuramoto oscillators under common fluctuating forcing. The effect of correlation arises naturally in finite populations, due to the non-trivial fluctuations of the meanfield. In an idealized model, we approximate the finite-sized fluctuation by a Gaussian white noise. The analytical approximation qualitatively matches the measurements in numerical experiments, however, due to other periodic components inherent in the fluctuations of the mean-field there still exist significant inconsistencies.
Synchronization – the adjustment of rhythms among coupled self-oscillatory systems – is a fascinating dynamical phenomenon found in many biological, social, and technical systems.
The present thesis deals with synchronization in finite ensembles of weakly coupled self-sustained oscillators with distributed frequencies.
The standard model for the description of this collective phenomenon is the Kuramoto model – partly due to its analytical tractability in the thermodynamic limit of infinitely many oscillators. Similar to a phase transition in the thermodynamic limit, an order parameter indicates the transition from incoherence to a partially synchronized state. In the latter, a part of the oscillators rotates at a common frequency. In the finite case, fluctuations occur, originating from the quenched noise of the finite natural frequency sample.
We study intermediate ensembles of a few hundred oscillators in which fluctuations are comparably strong but which also allow for a comparison to frequency distributions in the infinite limit.
First, we define an alternative order parameter for the indication of a collective mode in the finite case. Then we test the dependence of the degree of synchronization and the mean rotation frequency of the collective mode on different characteristics for different coupling strengths.
We find, first numerically, that the degree of synchronization depends strongly on the form (quantified by kurtosis) of the natural frequency sample and the rotation frequency of the collective mode depends on the asymmetry (quantified by skewness) of the sample. Both findings are verified in the infinite limit.
With these findings, we better understand and generalize observations of other authors. A bit aside of the general line of thoughts, we find an analytical expression for the volume contraction in phase space.
The second part of this thesis concentrates on an ordering effect of the finite-size fluctuations. In the infinite limit, the oscillators are separated into coherent and incoherent thus ordered and disordered oscillators. In finite ensembles, finite-size fluctuations can generate additional order among the asynchronous oscillators. The basic principle – noise-induced synchronization – is known from several recent papers. Among coupled oscillators, phases are pushed together by the order parameter fluctuations, as we on the one hand show directly and on the other hand quantify with a synchronization measure from directed statistics between pairs of passive oscillators.
We determine the dependence of this synchronization measure from the ratio of pairwise natural frequency difference and variance of the order parameter fluctuations. We find a good agreement with a simple analytical model, in which we replace the deterministic fluctuations of the order parameter by white noise.
Transmorphic
(2016)
Defining Graphical User Interfaces (GUIs) through functional abstractions can reduce the complexity that arises from mutable abstractions. Recent examples, such as Facebook's React GUI framework have shown, how modelling the view as a functional projection from the application state to a visual representation can reduce the number of interacting objects and thus help to improve the reliabiliy of the system. This however comes at the price of a more rigid, functional framework where programmers are forced to express visual entities with functional abstractions, detached from the way one intuitively thinks about the physical world.
In contrast to that, the GUI Framework Morphic allows interactions in the graphical domain, such as grabbing, dragging or resizing of elements to evolve an application at runtime, providing liveness and directness in the development workflow. Modelling each visual entity through mutable abstractions however makes it difficult to ensure correctness when GUIs start to grow more complex. Furthermore, by evolving morphs at runtime through direct manipulation we diverge more and more from the symbolic description that corresponds to the morph. Given that both of these approaches have their merits and problems, is there a way to combine them in a meaningful way that preserves their respective benefits?
As a solution for this problem, we propose to lift Morphic's concept of direct manipulation from the mutation of state to the transformation of source code. In particular, we will explore the design, implementation and integration of a bidirectional mapping between the graphical representation and a functional and declarative symbolic description of a graphical user interface within a self hosted development environment. We will present Transmorphic, a functional take on the Morphic GUI Framework, where the visual and structural properties of morphs are defined in a purely functional, declarative fashion. In Transmorphic, the developer is able to assemble different morphs at runtime through direct manipulation which is automatically translated into changes in the code of the application. In this way, the comprehensiveness and predictability of direct manipulation can be used in the context of a purely functional GUI, while the effects of the manipulation are reflected in a medium that is always in reach for the programmer and can even be used to incorporate the source transformations into the source files of the application.
Synchronization of large ensembles of oscillators is an omnipresent phenomenon observed in different fields of science like physics, engineering, life sciences, etc. The most simple setup is that of globally coupled phase oscillators, where all the oscillators contribute to a global field which acts on all oscillators. This formulation of the problem was pioneered by Winfree and Kuramoto. Such a setup gives a possibility for the analysis of these systems in terms of global variables. In this work we describe nontrivial collective dynamics in oscillator populations coupled via mean fields in terms of global variables. We consider problems which cannot be directly reduced to standard Kuramoto and Winfree models.
In the first part of the thesis we adopt a method introduced by Watanabe and Strogatz. The main idea is that the system of identical oscillators of particular type can be described by a low-dimensional system of global equations. This approach enables us to perform a complete analytical analysis for a special but vast set of initial conditions. Furthermore, we show how the approach can be expanded for some nonidentical systems. We apply the Watanabe-Strogatz approach to arrays of Josephson junctions and systems of identical phase oscillators with leader-type coupling.
In the next parts of the thesis we consider the self-consistent mean-field theory method that can be applied to general nonidentical globally coupled systems of oscillators both with or without noise. For considered systems a regime, where the global field rotates uniformly, is the most important one. With the help of this approach such solutions of the self-consistency equation for an arbitrary distribution of frequencies and coupling parameters can be found analytically in the parametric form, both for noise-free and noisy cases.
We apply this method to deterministic Kuramoto-type model with generic coupling and an ensemble of spatially distributed oscillators with leader-type coupling. Furthermore, with the proposed self-consistent approach we fully characterize rotating wave solutions of noisy Kuramoto-type model with generic coupling and an ensemble of noisy oscillators with bi-harmonic coupling.
Whenever possible, a complete analysis of global dynamics is performed and compared with direct numerical simulations of large populations.
Synchronization is a fundamental phenomenon in nature. It can be considered as a general property of self-sustained oscillators to adjust their rhythm in the presence of an interaction.
In this work we investigate complex regimes of synchronization phenomena by means of theoretical analysis, numerical modeling, as well as practical analysis of experimental data.
As a subject of our investigation we consider chimera state, where due to spontaneous symmetry-breaking of an initially homogeneous oscillators lattice split the system into two parts with different dynamics. Chimera state as a new synchronization phenomenon was first found in non-locally coupled oscillators system, and has attracted a lot of attention in the last decade. However, the recent studies indicate that this state is also possible in globally coupled systems. In the first part of this work, we show under which conditions the chimera-like state appears in a system of globally coupled identical oscillators with intrinsic delayed feedback. The results of the research explain how initially monostable oscillators became effectivly bistable in the presence of the coupling and create a mean field that sustain the coexistence of synchronized and desynchronized states. Also we discuss other examples, where chimera-like state appears due to frequency dependence of the phase shift in the bistable system.
In the second part, we make further investigation of this topic by modeling influence of an external periodic force to an oscillator with intrinsic delayed feedback. We made stability analysis of the synchronized state and constructed Arnold tongues. The results explain formation of the chimera-like state and hysteric behavior of the synchronization area. Also, we consider two sets of parameters of the oscillator with symmetric and asymmetric Arnold tongues, that correspond to mono- and bi-stable regimes of the oscillator.
In the third part, we demonstrate the results of the work, which was done in collaboration with our colleagues from Psychology Department of University of Potsdam. The project aimed to study the effect of the cardiac rhythm on human perception of time using synchronization analysis. From our part, we made a statistical analysis of the data obtained from the conducted experiment on free time interval reproduction task. We examined how ones heartbeat influences the time perception and searched for possible phase synchronization between heartbeat cycles and time reproduction responses. The findings support the prediction that cardiac cycles can serve as input signals, and is used for reproduction of time intervals in the range of several seconds.
Synchronisationsphänomene myotendinöser Oszillationen interagierender neuromuskulärer Systeme
(2014)
Muskeln oszillieren nachgewiesener Weise mit einer Frequenz um 10 Hz. Doch was geschieht mit myofaszialen Oszillationen, wenn zwei neuromuskuläre Systeme interagieren? Die Dissertation widmet sich dieser Fragestellung bei isometrischer Interaktion. Während der Testmessungen ergaben sich Hinweise für das Vorhandensein von möglicherweise zwei verschiedenen Formen der Isometrie. Arbeiten zwei Personen isometrisch gegeneinander, können subjektiv zwei Modi eingenommen werden: man kann entweder isometrisch halten – der Kraft des Partners widerstehen – oder isometrisch drücken – gegen den isometrischen Widerstand des Partners arbeiten. Daher wurde zusätzlich zu den Messungen zur Interaktion zweier Personen an einzelnen Individuen geprüft, ob möglicherweise zwei Formen der Isometrie existieren. Die Promotion besteht demnach aus zwei inhaltlich und methodisch getrennten Teilen: I „Single-Isometrie“ und II „Paar-Isometrie“. Für Teil I wurden mithilfe eines pneumatisch betriebenen Systems die hypothetischen Messmodi Halten und Drücken während isometrischer Aktion untersucht. Bei n = 10 Probanden erfolgte parallel zur Aufzeichnung des Drucksignals während der Messungen die Erfassung der Kraft (DMS) und der Beschleunigung sowie die Aufnahme der mechanischen Muskeloszillationen folgender myotendinöser Strukturen via Mechanomyo- (MMG) bzw. Mechanotendografie (MTG): M. triceps brachii (MMGtri), Trizepssehne (MTGtri), M. obliquus externus abdominis (MMGobl). Pro Proband wurden bei 80 % der MVC sowohl sechs 15-Sekunden-Messungen (jeweils drei im haltenden bzw. drückenden Modus; Pause: 1 Minute) als auch vier Ermüdungsmessungen (jeweils zwei im haltenden bzw. drückenden Modus; Pause: 2 Minuten) durchgeführt. Zum Vergleich der Messmodi Halten und Drücken wurden die Amplituden der myofaszialen Oszillationen sowie die Kraftausdauer herangezogen. Signifikante Unterschiede zwischen dem haltenden und dem drückenden Modus zeigten sich insbesondere im Bereich der Ermüdungscharakteristik. So lassen Probanden im haltenden Modus signifikant früher nach als im drückenden Modus (t(9) = 3,716; p = .005). Im drückenden Modus macht das längste isometrische Plateau durchschnittlich 59,4 % der Gesamtdauer aus, im haltenden sind es 31,6 % (t(19) = 5,265, p = .000). Die Amplituden der Single-Isometrie-Messungen unterscheiden sich nicht signifikant. Allerdings variieren die Amplituden des MMGobl zwischen den Messungen im drückenden Modus signifikant stärker als im haltenden Modus. Aufgrund dieser teils signifikanten Unterschiede zwischen den beiden Messmodi wurde dieses Setting auch im zweiten Teil „Paar-Isometrie“ berücksichtigt. Dort wurden n = 20 Probanden – eingeteilt in zehn gleichgeschlechtliche Paare – während isometrischer Interaktion untersucht. Die Sensorplatzierung erfolgte analog zu Teil I. Die Oszillationen der erfassten MTG- sowie MMG-Signale wurden u.a. mit Algorithmen der Nichtlinearen Dynamik auf ihre Kohärenz hin untersucht. Durch die Paar-Isometrie-Messungen zeigte sich, dass die Muskeln und die Sehnen beider neuromuskulärer Systeme bei Interaktion im bekannten Frequenzbereich von 10 Hz oszillieren. Außerdem waren sie in der Lage, sich bei Interaktion so aufeinander abzustimmen, dass sich eine signifikante Kohärenz entwickelte, die sich von Zufallspaarungen signifikant unterscheidet (Patchanzahl: t(29) = 3,477; p = .002; Summe der 4 längsten Patches: t(29) = 7,505; p = .000). Es wird der Schluss gezogen, dass neuromuskuläre Komplementärpartner in der Lage sind, sich im Sinne kohärenten Verhaltens zu synchronisieren. Bezüglich der Parameter zur Untersuchung der möglicherweise vorhandenen zwei Formen der Isometrie zeigte sich bei den Paar-Isometrie-Messungen zwischen Halten und Drücken ein signifikanter Unterschied bei der Ermüdungscharakteristik sowie bezüglich der Amplitude der MMGobl. Die Ergebnisse beider Teilstudien bestärken die Hypothese, dass zwei Formen der Isometrie existieren. Fraglich ist, ob man überhaupt von Isometrie sprechen kann, da jede isometrische Muskelaktion aus feinen Oszillationen besteht, die eine per Definition postulierte Isometrie ausschließen. Es wird der Vorschlag unterbreitet, die Isometrie durch den Begriff der Homöometrie auszutauschen. Die Ergebnisse der Paar-Isometrie-Messungen zeigen u.a., dass neuromuskuläre Systeme in der Lage sind, ihre myotendinösen Oszillationen so aufeinander abzustimmen, dass kohärentes Verhalten entsteht. Es wird angenommen, dass hierzu beide neuromuskulären Systeme funktionell intakt sein müssen. Das Verfahren könnte für die Diagnostik funktioneller Störungen relevant werden.