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- Kuramoto model (7)
- synchronization (5)
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- Lyapunov exponent (3)
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- hysteresis (3)
- noisy systems (3)
- synchronization transition (3)
- Hilbert transform (2)
- Network reconstruction (2)
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- Institut für Physik und Astronomie (188) (entfernen)
We study the random-field Ising chain in the limit of strong exchange coupling. In order to calculate the free energy we apply a continuous Langevin-type approach. This continuous model can be solved exactly, whereupon we are able to locate the crossover between an exponential and a power-law decay of the free energy with increasing coupling strength. In terms of magnetization, this crossover restricts the validity of the linear scaling. The known analytical results for the free energy are recovered in the corresponding limits. The outcomes of numerical computations for the free energy are presented, which confirm the results of the continuous approach. We also discuss the validity of the replica method which we then utilize to investigate the sample-to-sample fluctuations of the finite size free energy
We develop a statistical theory of the coupling sensitivity of chaos. The effect was first described by Daido [Prog. Theor. Phys. 72, 853 (1984)]; it appears as a logarithmic singularity in the Lyapunov exponent in coupled chaotic systems at very small couplings. Using a continuous-time stochastic model for the coupled systems we derive a scaling relation for the largest Lyapunov exponent. The singularity is shown to depend on the coupling and the systems' mismatch. Generalizations to the cases of asymmetrical coupling and three interacting oscillators are considered, too. The analytical results are confirmed by numerical simulations.
We study the properties of classical and quantum strongly nonlinear chains by means of extensive numerical simulations. Due to strong nonlinearity, the classical dynamics of such chains remains chaotic at arbitrarily low energies. We show that the collective excitations of classical chains are described by sound waves whose decay rate scales algebraically with the wave number with a generic exponent value. The properties of the quantum chains are studied by the quantum Monte Carlo method and it is found that the low-energy excitations are well described by effective phonon modes with the sound velocity dependent on an effective Planck constant. Our results show that at low energies the quantum effects lead to a suppression of chaos and drive the system to a quasi-integrable regime of effective phonon modes.
We investigate the transition from incoherence to global collective motion in a three-dimensional swarming model of agents with helical trajectories, subject to noise and global coupling. Without noise this model was recently proposed as a generalization of the Kuramoto model and it was found that alignment of the velocities occurs discontinuously for arbitrarily small attractive coupling. Adding noise to the system resolves this singular limit and leads to a continuous transition, either to a directed collective motion or to center-of-mass rotations.
We show that "stochastic bursting" is observed in a ring of unidirectional delay-coupled noisy excitable systems, thanks to the combinational action of time-delayed coupling and noise. Under the approximation of timescale separation, i.e., when the time delays in each connection are much larger than the characteristic duration of the spikes, the observed rather coherent spike pattern can be described by an idealized coupled point processwith a leader-follower relationship. We derive analytically the statistics of the spikes in each unit, the pairwise correlations between any two units, and the spectrum of the total output from the network. Theory is in good agreement with the simulations with a network of theta-neurons. Published under license by AIP Publishing.
We show that a combined action of noise and delayed feedback on an excitable theta-neuron leads to rather coherent stochastic bursting. 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.
Many studies of synchronization properties of coupled oscillators, based on the classical Kuramoto approach, focus on ensembles coupled via a mean field. Here we introduce a setup of Kuramoto-type phase oscillators coupled via two mean fields. We derive stability properties of the incoherent state and find traveling wave solutions with different locking patterns; stability properties of these waves are found numerically. Mostly nontrivial states appear when the two fields compete, i.e. one tends to synchronize oscillators while the other one desynchronizes them. Here we identify normal branches which bifurcate from the incoherent state in a usual way, and anomalous branches, appearance of which cannot be described as a bifurcation. Furthermore, hybrid branches combining properties of both are described. In the situations where no stable traveling wave exists, modulated quasiperiodic in time dynamics is observed. Our results indicate that a competition between two coupling channels can lead to a complex system behavior, providing a potential generalized framework for understanding of complex phenomena in natural oscillatory systems.
We consider synchronization properties of arrays of spin-torque nano-oscillators coupled via an RC load. We show that while the fully synchronized state of identical oscillators may be locally stable in some parameter range, this synchrony is not globally attracting. Instead, regimes of different levels of compositional complexity are observed. These include chimera states (a part of the array forms a cluster while other units are desynchronized), clustered chimeras (several clusters plus desynchronized oscillators), cluster state (all oscillators form several clusters), and partial synchronization (no clusters but a nonvanishing mean field). Dynamically, these states are also complex, demonstrating irregular and close to quasiperiodic modulation. Remarkably, when heterogeneity of spin-torque oscillators is taken into account, dynamical complexity even increases: close to the onset of a macroscopic mean field, the dynamics of this field is rather irregular.
We consider collective dynamics in the ensemble of serially connected spin-torque oscillators governed by the Landau-Lifshitz-Gilbert-Slonczewski magnetization equation. Proximity to homoclinicity hampers synchronization of spin-torque oscillators: when the synchronous ensemble experiences the homoclinic bifurcation, the growth rate per oscillation of small deviations from the ensemble mean diverges. Depending on the configuration of the contour, sufficiently strong common noise, exemplified by stochastic oscillations of the current through the circuit, may suppress precession of the magnetic field for all oscillators. We derive the explicit expression for the threshold amplitude of noise, enabling this suppression.
We consider synchronization properties of arrays of spin-torque nano-oscillators coupled via an RC load. We show that while the fully synchronized state of identical oscillators may be locally stable in some parameter range, this synchrony is not globally attracting. Instead, regimes of different levels of compositional complexity are observed. These include chimera states (a part of the array forms a cluster while other units are desynchronized), clustered chimeras (several clusters plus desynchronized oscillators), cluster state (all oscillators form several clusters), and partial synchronization (no clusters but a nonvanishing mean field). Dynamically, these states are also complex, demonstrating irregular and close to quasiperiodic modulation. Remarkably, when heterogeneity of spin-torque oscillators is taken into account, dynamical complexity even increases: close to the onset of a macroscopic mean field, the dynamics of this field is rather irregular.
We consider synchronization properties of arrays of spin-torque nano-oscillators coupled via an RC load. We show that while the fully synchronized state of identical oscillators may be locally stable in some parameter range, this synchrony is not globally attracting. Instead, regimes of different levels of compositional complexity are observed. These include chimera states (a part of the array forms a cluster while other units are desynchronized), clustered chimeras (several clusters plus desynchronized oscillators), cluster state (all oscillators form several clusters), and partial synchronization (no clusters but a nonvanishing mean field). Dynamically, these states are also complex, demonstrating irregular and close to quasiperiodic modulation. Remarkably, when heterogeneity of spin-torque oscillators is taken into account, dynamical complexity even increases: close to the onset of a macroscopic mean field, the dynamics of this field is rather irregular.
We demonstrate the emergence of a complex state in a homogeneous ensemble of globally coupled identical oscillators, reminiscent of chimera states in nonlocally coupled oscillator lattices. In this regime some part of the ensemble forms a regularly evolving cluster, while all other units irregularly oscillate and remain asynchronous. We argue that the chimera emerges because of effective bistability, which dynamically appears in the originally monostable system due to internal delayed feedback in individual units. Additionally, we present two examples of chimeras in bistable systems with frequency-dependent phase shift in the global coupling.
As has been shown by Watanabe and Strogatz (WS) (1993 Phys. Rev. Lett. 70 2391), a population of identical phase oscillators, sine-coupled to a common field, is a partially integrable system: for any ensemble size its dynamics reduce to equations for three collective variables. Here we develop a perturbation approach for weakly nonidentical ensembles. We calculate corrections to the WS dynamics for two types of perturbations: those due to a distribution of natural frequencies and of forcing terms, and those due to small white noise. We demonstrate that in both cases, the complex mean field for which the dynamical equations are written is close to the Kuramoto order parameter, up to the leading order in the perturbation. This supports the validity of the dynamical reduction suggested by Ott and Antonsen (2008 Chaos 18 037113) for weakly inhomogeneous populations.
We analyze star-type networks of phase oscillators by virtue of two methods. For identical oscillators we adopt the Watanabe-Strogatz approach, which gives full analytical description of states, rotating with constant frequency. For nonidentical oscillators, such states can be obtained by virtue of the self-consistent approach in a parametric form. In this case stability analysis cannot be performed, however with the help of direct numerical simulations we show which solutions are stable and which not. We consider this system as a model for a drum orchestra, where we assume that the drummers follow the signal of the leader without listening to each other and the coupling parameters are determined by a geometrical organization of the orchestra. (C) 2015 AIP Publishing LLC.
We consider an array of Josephson junctions with a common LCR load. Application of the Watanabe-Strogatz approach [Physica D 74, 197 (1994)] allows us to formulate the dynamics of the array via the global variables only. For identical junctions this is a finite set of equations, analysis of which reveals the regions of bistability of the synchronous and asynchronous states. For disordered arrays with distributed parameters of the junctions, the problem is formulated as an integro-differential equation for the global variables; here stability of the asynchronous states and the properties of the transition synchrony-asynchrony are established numerically.
We study synchronization properties of coupled oscillators on networks that allow description in terms of global mean field coupling. These models generalize the standard Kuramoto-Sakaguchi model, allowing for different contributions of oscillators to the mean field and to different forces from the mean field on oscillators. We present the explicit solutions of self-consistency equations for the amplitude and frequency of the mean field in a parametric form, valid for noise-free and noise-driven oscillators. As an example, we consider spatially spreaded oscillators for which the coupling properties are determined by finite velocity of signal propagation. (C) 2014 AIP Publishing LLC.
We describe synchronization transitions in an ensemble of globally coupled phase oscillators with a bi-harmonic coupling function, and two sources of disorder-diversity of the intrinsic oscillators' frequencies, and external independent noise forces. Based on the self-consistent formulation, we derive analytic solutions for different synchronous states. We report on various non-trivial transitions from incoherence to synchrony, with the following possible scenarios: simple supercritical transition (similar to classical Kuramoto model); subcritical transition with large area of bistability of incoherent and synchronous solutions; appearance of a symmetric two-cluster solution which can coexist with the regular synchronous state. We show that the interplay between relatively small white noise and finite-size fluctuations can lead to metastability of the asynchronous solution.
We have developed a method for deriving systems of closed equations for the dynamics of order parameters in the ensembles of phase oscillators. The Ott-Antonsen equation for the complex order parameter is a particular case of such equations. The simplest nontrivial extension of the Ott-Antonsen equation corresponds to two-bunch states of the ensemble. Based on the equations obtained, we study the dynamics of multi-bunch chimera states in coupled Kuramoto-Sakaguchi ensembles. We show an increase in the dimensionality of the system dynamics for two-bunch chimeras in the case of identical phase elements and a transition to one-bunch "Abrams chimeras" for imperfect identity (in the latter case, the one-bunch chimeras become attractive).
We develop an approach for the description of the dynamics of large populations of phase oscillators based on "circular cumulants" instead of the Kuramoto-Daido order parameters. In the thermodynamic limit, these variables yield a simple representation of the Ott-Antonsen invariant solution [E. Ott and T. M. Antonsen, Chaos 18, 037113 (2008)] and appear appropriate for constructing perturbation theory on top of the Ott-Antonsen ansatz. We employ this approach to study the impact of small intrinsic noise on the dynamics. As a result, a closed system of equations for the two leading cumulants, describing the dynamics of noisy ensembles, is derived. We exemplify the general theory by presenting the effect of noise on the Kuramoto system and on a chimera state in two symmetrically coupled populations.
We show that a hyperbolic chaos can be observed in resonantly coupled oscillators near a Hopf bifurcation, described by normal-form-type equations for complex amplitudes. The simplest example consists of four oscillators, comprising two alternatively activated, due to an external periodic modulation, pairs. In terms of the stroboscopic Poincare map, the phase differences change according to an expanding Bernoulli map that depends on the coupling type. Several examples of hyperbolic chaos for different types of coupling are illustrated numerically.
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with transition rates depending on the earlier state of the system. Analytical solutions for the autocorrelation function and the power spectrum have been found. The power spectrum has a peak at the frequency corresponding to the inverse delay time, whose amplitude has a maximum at a certain noise level, thus demonstrating coherence resonance. The linear response to the external periodic force also has maxima at the frequencies corresponding to the inverse delay time and its harmonics.
Transition to Coherence in Populations of Coupled Chaotic Oscillators: A Linear Response Approach
(2001)
We consider the collective dynamics in an ensemble of globally coupled chaotic maps. The transition to the coherent state with a macroscopic mean field is analyzed in the framework of the linear response theory. The linear response function for the chaotic system is obtained using the perturbation approach to the Frobenius-Perron operator. The transition point is defined from this function by virtue of the self-excitation condition for the feedback loop. Analytical results for the coupled Bernoulli maps are confirmed by the numerics.
We use the concept of phase synchronization for the analysis of noisy nonstationary bivariate data. Phase synchronization is understood in a statistical sense as an existence of preferred values of the phase difference, and two techniques are proposed for a reliable detection of synchronous epochs. These methods are applied to magnetoencephalograms and records of muscle activity of a Parkinsonian patient. We reveal that
We propose a method of reconstruction of the network coupling matrix for a basic voltage-model of the neural field dynamics. Assuming that the multivariate time series of observations from all nodes are available, we describe a technique to find coupling constants which is unbiased in the limit of long observations. Furthermore, the method is generalized for reconstruction of networks with time-delayed coupling, including the reconstruction of unknown time delays. The approach is compared with other recently proposed techniques.
We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially homogeneous state. We deal with the flows periodic in space that may have arbitrary time dependence. We propose a discrete in time model, where reaction, advection, and diffusion act as successive operators, and show that a mixing advection can lead to a pattern-forming instability in a two-component system where only one of the species is advected. Physically, this can be explained as crossing a threshold of Turing instability due to effective increase of one of the diffusion constants.
We develop a theory describing the transition to a spatially homogeneous regime in a mixing flow with a chaotic in time reaction. The transverse Lyapunov exponent governing the stability of the homogeneous state can be represented as a combination of Lyapunov exponents for spatial mixing and temporal chaos. This representation, being exact for time- independent flows and equal Peclet numbers of different components, is demonstrated to work accurately for time- dependent flows and different Peclet numbers
We demonstrate the existence of solitary waves of synchrony in one-dimensional arrays of oscillator populations with Laplacian coupling. Characterizing each community with its complex order parameter, we obtain lattice equations similar to those of the discrete nonlinear Schrodinger system. Close to full synchrony, we find solitary waves for the order parameter perturbatively, starting from the known phase compactons and kovatons; these solutions are extended numerically to the full domain of possible synchrony levels. For nonidentical oscillators, the existence of dissipative solitons is shown.
Kuramoto and Battogtokh (2002 Nonlinear Phenom. Complex Syst. 5 380) discovered chimera states represented by stable coexisting synchrony and asynchrony domains in a lattice of coupled oscillators. After a reformulation in terms of a local order parameter, the problem can be reduced to partial differential equations. We find uniformly rotating, spatially periodic chimera patterns as solutions of a reversible ordinary differential equation, and demonstrate a plethora of such states. In the limit of neutral coupling they reduce to analytical solutions in the form of one-and two-point chimera patterns as well as localized chimera solitons. Patterns at weakly attracting coupling are characterized by virtue of a perturbative approach. Stability analysis reveals that only the simplest chimeras with one synchronous region are stable.
We propose a new mechanism which explains the existence of enormously sharp edges in the rings of Saturn. This mechanism is based on the synchronization phenomenon due to which the epicycle rotational phases of particles in the ring, under certain conditions, become synchronized with the phase of external satellite, e. g. with the phase of Mimas in the case of the outer B ring edge. This synchronization eliminates collisions between particles and suppresses the diffusion induced by collisions by orders of magnitude. The minimum of the diffusion is reached at the centre of the synchronization regime corresponding to the ratio 2:1 between the orbital frequency at the edge of B ring and the orbital frequency of Mimas. The synchronization theory gives the sharpness of the edge in a few tens of meters that is in agreement with available observations.
We introduce an optimal phase description of chaotic oscillations by generalizing the concept of isochrones. On chaotic attractors possessing a general phase description, we define the optimal isophases as Poincare surfaces showing return times as constant as possible. The dynamics of the resultant optimal phase is maximally decoupled from the amplitude dynamics and provides a proper description of the phase response of chaotic oscillations. The method is illustrated with the Rossler and Lorenz systems.
An effective dynamical description of a general class of stochastic phase oscillators is presented. For this, the effective phase velocity is defined either by the stochastic phase oscillators invariant probability density or its first passage times. Using the first approach the effective phase exhibits the correct frequency and invariant distribution density, whereas the second approach models the proper phase resetting curve. The discrepancy of the effective models is most pronounced for noise-induced oscillations and is related to non-monotonicity of the stochastic phase variable due to fluctuations.
We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest one-dimensional case the effective phase equation is obtained analytically, whereas for more complex situations a simple method of data processing is suggested. As an application an effective coupling function is constructed that quantitatively describes periodically forced noise-induced oscillations.
We introduce an invariant phase description of stochastic oscillations by generalizing the concept of standard isophases. The average isophases are constructed as sections in the state space, having a constant mean first return time. The approach allows us to obtain a global phase variable of noisy oscillations, even in the cases where the phase is ill defined in the deterministic limit. A simple numerical method for finding the isophases is illustrated for noise-induced switching between two coexisting limit cycles, and for noise-induced oscillation in an excitable system. We also discuss how to determine isophases of observed irregular oscillations, providing a basis for a refined phase description in data analysis.
We consider a large population of globally coupled noisy phase oscillators. In the thermodynamic limit N this system exhibits a nonequilibrium phase transition, at which amacroscopic mean field appears. It is shown that for large but finite system size N the system can be described by the noisy Stuart-Landau equation, yielding scaling behavior of statistical characteristics of the macroscopic mean field with N. The predictions of the theory are checked numerically.
We study the properties of energy spreading in a lattice of elastically colliding harmonic oscillators (Ding-Dong model). We demonstrate that in the regular lattice the spreading from a localized initial state is mediated by compactons and chaotic breathers. In a disordered lattice, the compactons do not exist, and the spreading eventually stops, resulting in a finite configuration with a few chaotic spots.
Computation of the instantaneous phase and amplitude via the Hilbert Transform is a powerful tool of data analysis. This approach finds many applications in various science and engineering branches but is not proper for causal estimation because it requires knowledge of the signal’s past and future. However, several problems require real-time estimation of phase and amplitude; an illustrative example is phase-locked or amplitude-dependent stimulation in neuroscience. In this paper, we discuss and compare three causal algorithms that do not rely on the Hilbert Transform but exploit well-known physical phenomena, the synchronization and the resonance. After testing the algorithms on a synthetic data set, we illustrate their performance computing phase and amplitude for the accelerometer tremor measurements and a Parkinsonian patient’s beta-band brain activity.
Computation of the instantaneous phase and amplitude via the Hilbert Transform is a powerful tool of data analysis. This approach finds many applications in various science and engineering branches but is not proper for causal estimation because it requires knowledge of the signal’s past and future. However, several problems require real-time estimation of phase and amplitude; an illustrative example is phase-locked or amplitude-dependent stimulation in neuroscience. In this paper, we discuss and compare three causal algorithms that do not rely on the Hilbert Transform but exploit well-known physical phenomena, the synchronization and the resonance. After testing the algorithms on a synthetic data set, we illustrate their performance computing phase and amplitude for the accelerometer tremor measurements and a Parkinsonian patient’s beta-band brain activity.
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
In this article we review the application of the synchronization theory to the analysis of multivariate biological signals. We address the problem of phase estimation from data and detection and quantification of weak interaction, as well as quantification of the direction of coupling. We discuss the potentials as well as limitations and misinterpretations of the approach
We study synchronization transitions in a system of two coupled self-sustained chaotic oscillators. We demonstrate that with the increase of coupling strength the system first undergoes the transition to phase synchronization. With a further increase of coupling, a new synchronous regime is observed, where the states of two oscillators are nearly identical, but one system lags in time to the other. We describe thisregime as a state with correlated amplitudes and a constant phase shift. These transitions are traced in the Lyapunov spectrum.