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We develop a technique for the multivariate data analysis of perturbed self-sustained oscillators. The approach is based on the reconstruction of the phase dynamics model from observations and on a subsequent exploration of this model. For the system, driven by several inputs, we suggest a dynamical disentanglement procedure, allowing us to reconstruct the variability of the system's output that is due to a particular observed input, or, alternatively, to reconstruct the variability which is caused by all the inputs except for the observed one. We focus on the application of the method to the vagal component of the heart rate variability caused by a respiratory influence. We develop an algorithm that extracts purely respiratory-related variability, using a respiratory trace and times of R-peaks in the electrocardiogram. The algorithm can be applied to other systems where the observed bivariate data can be represented as a point process and a slow continuous signal, e.g. for the analysis of neuronal spiking. This article is part of the theme issue 'Coupling functions: dynamical interaction mechanisms in the physical, biological and social sciences'.
Chen et al. [Phys. Rev. E 61, 2559 (2000)] recently proposed an extension of the concept of phase for discrete chaotic systems. Using the newly introduced definition of phase they studied the dynamics of coupled map lattices and compared these dynamics with phase synchronization of coupled continuous-time chaotic systems. In this paper we illustrate by two simple counterexamples that the angle variable introduced by Chen et al. fails to satisfy the basic requirements to the proper phase. Furthermore, we argue that an extension of the notion of phase synchronization to generic discrete maps is doubtful.
Phase reduction is a general tool widely used to describe forced and interacting self-sustained oscillators. Here, we explore the phase coupling functions beyond the usual first-order approximation in the strength of the force. Taking the periodically forced Stuart-Landau oscillator as the paradigmatic model, we determine and numerically analyse the coupling functions up to the fourth order in the force strength. We show that the found nonlinear phase coupling functions can be used for predicting synchronization regions of the forced oscillator.
We develop a numerical approach to reconstruct the phase dynamics of driven or coupled self-sustained oscillators. Employing a simple algorithm for computation of the phase of a perturbed system, we construct numerically the equation for the evolution of the phase. Our simulations demonstrate that the description of the dynamics solely by phase variables can be valid for rather strong coupling strengths and large deviations from the limit cycle. Coupling functions depend crucially on the coupling and are generally non-decomposable in phase response and forcing terms. We also discuss the limitations of the approach. Published under license by AIP Publishing.
Efficient determination of synchronization domains from observations of asynchronous dynamics
(2018)
We develop an approach for a fast experimental inference of synchronization properties of an oscillator. While the standard technique for determination of synchronization domains implies that the oscillator under study is forced with many different frequencies and amplitudes, our approach requires only several observations of a driven system. Reconstructing the phase dynamics from data, we successfully determine synchronization domains of noisy and chaotic oscillators. Our technique is especially important for experiments with living systems where an external action can be harmful and shall be minimized. Published by AIP Publishing.
We suggest a method for suppression of synchrony in a globally coupled oscillator network, based on the time- delayed feedback via the mean field. Having in mind possible applications for suppression of pathological rhythms in neural ensembles, we present numerical results for different models of coupled bursting neurons. A theory is developed based on the consideration of the synchronization transition as a Hopf bifurcation
We propose a technique to control coherent collective oscillations in ensembles of globally coupled units (self- sustained oscillators or maps). We demonstrate numerically and theoretically that a time delayed feedback in the mean field can, depending on the parameters, enhance or suppress the self-synchronization in the population. We discuss possible applications of the technique
We analyze quasiperiodic partially synchronous states in an ensemble of Stuart-Landau oscillators with global nonlinear coupling. We reveal two types of such dynamics: in the first case the time-averaged frequencies of oscillators and of the mean field differ, while in the second case they are equal, but the motion of oscillators is additionally modulated. We describe transitions from the synchronous state to both types of quasiperiodic dynamics, and a transition between two different quasiperiodic states. We present an example of a bifurcation diagram, where we show the borderlines for all these transitions, as well as domain of bistability.
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.
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
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.
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.
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.
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 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.
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 consider an array of nonlocally coupled oscillators on a ring, which for equally spaced units possesses a Kuramoto-Battogtokh chimera regime and a synchronous state. We demonstrate that disorder in oscillators positions leads to a transition from the synchronous to the chimera state. For a static (quenched) disorder we find that the probability of synchrony survival depends on the number of particles, from nearly zero at small populations to one in the thermodynamic limit. Furthermore, we demonstrate how the synchrony gets destroyed for randomly (ballistically or diffusively) moving oscillators. We show that, depending on the number of oscillators, there are different scalings of the transition time with this number and the velocity of the units.
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 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 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 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 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
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.
Objective: Several different measures of heart rate variability, and particularly of respiratory sinus arrhythmia, are widely used in research and clinical applications. For many purposes it is important to know which features of heart rate variability are directly related to respiration and which are caused by other aspects of cardiac dynamics. Approach: Inspired by ideas from the theory of coupled oscillators, we use simultaneous measurements of respiratory and cardiac activity to perform a nonlinear disentanglement of the heart rate variability into the respiratory-related component and the rest. Main results: The theoretical consideration is illustrated by the analysis of 25 data sets from healthy subjects. In all cases we show how the disentanglement is manifested in the different measures of heart rate variability. Significance: The suggested technique can be exploited as a universal preprocessing tool, both for the analysis of respiratory influence on the heart rate and in cases when effects of other factors on the heart rate variability are in focus.
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.
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.
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 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 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 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 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 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.
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 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.
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.