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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.
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 study the dynamics of Lyapunov vectors in various models of one-dimensional distributed systems with spacetime chaos. We demonstrate that the vector corresponding to the maximum exponent is always localized and the localization region wanders irregularly. This localization is explained by interpreting the logarithm of the Lyapunov vector as a roughening interface. We show that for many systems, the `interface' belongs to the Kardar-Parisi- Zhang universality class. Accordingly, we discuss the scaling behaviour of finite-size effects and self-averaging properties of the Lyapunov exponents.
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'.
We study numerically how the energy spreads over a finite disordered nonlinear one-dimensional lattice, where all linear modes are exponentially localized by disorder. We establish emergence of dynamical thermalization characterized as an ergodic chaotic dynamical state with a Gibbs distribution over the modes. Our results show that the fraction of thermalizing modes is finite and grows with the nonlinearity strength.
In this paper, we discuss recent progress in research of ensembles of mean field coupled oscillators. Without an ambition to present a comprehensive review, we outline most interesting from our viewpoint results and surprises, as well as interrelations between different approaches. (c) 2015 AIP Publishing LLC.
We consider general heterogeneous ensembles of phase oscillators, sine coupled to arbitrary external fields. Starting with the infinitely large ensembles, we extend the Watanabe-Strogatz theory, valid for identical oscillators, to cover the case of an arbitrary parameter distribution. The obtained equations yield the description of the ensemble dynamics in terms of collective variables and constants of motion. As a particular case of the general setup we consider hierarchically organized ensembles, consisting of a finite number of subpopulations, whereas the number of elements in a subpopulation can be both finite or infinite. Next, we link the Watanabe-Strogatz and Ott-Antonsen theories and demonstrate that the latter one corresponds to a particular choice of constants of motion. The approach is applied to the standard Kuramoto-Sakaguchi model, to its extension for the case of nonlinear coupling, and to the description of two interacting subpopulations, exhibiting a chimera state. With these examples we illustrate that, although the asymptotic dynamics can be found within the framework of the Ott-Antonsen theory, the transients depend on the constants of motion. The most dramatic effect is the dependence of the basins of attraction of different synchronous regimes on the initial configuration of phases.
We study dynamics of populations of resonantly coupled oscillators having different frequencies. Starting from the coupled van der Pol equations we derive the Kuramoto-type phase model for the situation, where the natural frequencies of two interacting subpopulations are in relation 2 : 1. Depending on the parameter of coupling, ensembles can demonstrate fully synchronous clusters, partial synchrony (only one subpopulation synchronizes), or asynchrony in both subpopulations. Theoretical description of the dynamics based on the Watanabe-Strogatz approach is developed.
We consider a generalization of the Kuramoto model of coupled oscillators to the situation where communities of oscillators having essentially different natural frequencies interact. General equations describing possible resonances between the communities' frequencies are derived. The simplest situation of three resonantly interacting groups is analyzed in detail. We find conditions for the mutual coupling to promote or suppress synchrony in individual populations and present examples where the interaction between communities leads to their synchrony or to a partially asynchronous state or to a chaotic dynamics of order parameters. DOI: 10.1103/PhysRevLett.110.134101
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.
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.
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.
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 develop a weakly nonlinear theory of the Kuramoto transition in an ensemble of globally coupled oscillators in presence of additional time-delayed coupling terms. We show that a linear delayed feedback not only controls the transition point, but effectively changes the nonlinear terms near the transition. A purely nonlinear delayed coupling does not effect the transition point, but can reduce or enhance the amplitude of collective oscillations
We consider general properties of groups of interacting oscillators, for which the natural frequencies are not in resonance. Such groups interact via nonoscillating collective variables like the amplitudes of the order parameters defined for each group. We treat the phase dynamics of the groups using the Ott-Antonsen ansatz and reduce it to a system of coupled equations for the order parameters. We describe different regimes of cosynchrony in the groups. For a large number of groups, heteroclinic cycles, corresponding to a sequential synchronous activity of groups and chaotic states where the order parameters oscillate irregularly, are possible.
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 study the scaling properties of energy spreading in disordered strongly nonlinear Hamiltonian lattices. Such lattices consist of nonlinearly coupled local linear or nonlinear oscillators, and demonstrate a rather slow, subdiffusive spreading of initially localized wave packets. We use a fractional nonlinear diffusion equation as a heuristic model of this process, and confirm that the scaling predictions resulting from a self-similar solution of this equation are indeed applicable to all studied cases. We show that the spreading in nonlinearly coupled linear oscillators slows down compared to a pure power law, while for nonlinear local oscillators a power law is valid in the whole studied range of parameters.
We explore ensemble inequivalence in long-range interacting systems by studying an XY model of classical spinswith ferromagnetic and nematic coupling. We demonstrate the inequivalence bymapping themicrocanonical phase diagram onto the canonical one, and also by doing the inverse mapping. We show that the equilibrium phase diagrams within the two ensembles strongly disagree within the regions of first-order transitions, exhibiting interesting features like temperature jumps. In particular, we discuss the coexistence and forbidden regions of different macroscopic states in both the phase diagrams.
We demonstrate that a tune delay in weak coupling between two self-sustained oscillators can be estimated from the observed time series data. We present two methods which are. based on the analysis of interrelations between the phases of the signals. We show analytically and numerically that irregularity of the phase dynamics (due to the intrinsic noise or chaos) is essential for determination,of the delay. We compare and contrast both methods to the standard cross-correlation analysis
Populations of globally coupled phase oscillators are described in the thermodynamic limit by kinetic equations for the distribution densities or, equivalently, by infinite hierarchies of equations for the order parameters. Ott and Antonsen [Chaos 18, 037113 (2008)] have found an invariant finite-dimensional subspace on which the dynamics is described by one complex variable per population. For oscillators with Cauchy distributed frequencies or for those driven by Cauchy white noise, this subspace is weakly stable and, thus, describes the asymptotic dynamics. Here, we report on an exact finite-dimensional reduction of the dynamics outside of the Ott-Antonsen subspace. We show that the evolution from generic initial states can be reduced to that of three complex variables, plus a constant function. For identical noise-free oscillators, this reduction corresponds to the Watanabe-Strogatz system of equations [Watanabe and Strogatz, Phys. Rev. Lett. 70, 2391 (1993)]. We discuss how the reduced system can be used to explore the transient dynamics of perturbed ensembles. Published under an exclusive license by AIP Publishing.
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.
Finite-size-induced transitions to synchrony in oscillator ensembles with nonlinear global coupling
(2015)
We report on finite-sized-induced transitions to synchrony in a population of phase oscillators coupled via a nonlinear mean field, which microscopically is equivalent to a hypernetwork organization of interactions. Using a self-consistent approach and direct numerical simulations, we argue that a transition to synchrony occurs only for finite-size ensembles and disappears in the thermodynamic limit. For all considered setups, which include purely deterministic oscillators with or without heterogeneity in natural oscillatory frequencies, and an ensemble of noise-driven identical oscillators, we establish scaling relations describing the order parameter as a function of the coupling constant and the system size.
We study numerically secondary modes on top of a chaotic state in disordered nonlinear lattices. Two basic models are considered, with or without a local on-site potential. By performing periodic spatial modulation of displacement and kinetic energy, and following the temporal evolution of the corresponding spatial profiles, we reveal different modes which can be interpreted as first and second sound.
In most cases tendency to synchrony in networks of oscillatory units increases with the coupling strength. Using the popular Hindmarsh-Rose neuronal model, we demonstrate that even for identical neurons and simple coupling the dynamics can be more complicated. Our numerical analysis for globally coupled systems and oscillator lattices reveals a new scenario of synchrony breaking with the increase of coupling, resulting in a quasiperiodic, modulated synchronous state.
A simple one-dimensional microscopic model of the depinning transition of an interface from an attractive hard wall is introduced and investigated. Upon varying a control parameter, the critical behavior observed along the transition line changes from a directed-percolation type to a multiplicative-noise type. Numerical simulations allow for a quantitative study of the multicritical point separating the two regions. Mean-field arguments and the mapping on yet a simpler model provide some further insight on the overall scenario
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.
Common noise acting on a population of identical oscillators can synchronize them. We develop a description of this process which is not limited to the states close to synchrony, but provides a global picture of the evolution of the ensembles. The theory is based on the Watanabe-Strogatz transformation, allowing us to obtain closed stochastic equations for the global variables. We show that at the initial stage, the order parameter grows linearly in time, while at the later stages the convergence to synchrony is exponentially fast. Furthermore, we extend the theory to nonidentical ensembles with the Lorentzian distribution of natural frequencies and determine the stationary values of the order parameter in dependence on driving noise and mismatch.
Internal signals like one's heartbeats are centrally processed via specific pathways and both their neural representations as well as their conscious perception (interoception) provide key information for many cognitive processes. Recent empirical findings propose that neural processes in the insular cortex, which are related to bodily signals, might constitute a neurophysiological mechanism for the encoding of duration. Nevertheless, the exact nature of such a proposed relationship remains unclear. We aimed to address this question by searching for the effects of cardiac rhythm on time perception by the use of a duration reproduction paradigm. Time intervals used were of 0.5, 2, 3, 7, 10, 14, 25, and 40s length. In a framework of synchronization hypothesis, measures of phase locking between the cardiac cycle and start/stop signals of the reproduction task were calculated to quantify this relationship. The main result is that marginally significant synchronization indices (Sls) between the heart cycle and the time reproduction responses for the time intervals of 2, 3, 10, 14, and 25s length were obtained, while results were not significant for durations of 0.5, 7, and 40s length. On the single participant level, several subjects exhibited some synchrony between the heart cycle and the time reproduction responses, most pronounced for the time interval of 25s (8 out of 23 participants for 20% quantile). Better time reproduction accuracy was not related with larger degree of phase locking, but with greater vagal control of the heart. A higher interoceptive sensitivity (IS) was associated with a higher synchronization index (SI) for the 2s time interval only. We conclude that information obtained from the cardiac cycle is relevant for the encoding and reproduction of time in the time span of 2-25s. Sympathovagal tone as well as interoceptive processes mediate the accuracy of time estimation.
We study an ensemble of identical noisy phase oscillators with a blinking mean-field coupling, where onecluster and two-cluster synchronous states alternate. In the thermodynamic limit the population is described by a nonlinear Fokker-Planck equation. We show that the dynamics of the order parameters demonstrates hyperbolic chaos. The chaoticity manifests itself in phases of the complex mean field, which obey a strongly chaotic Bernoulli map. Hyperbolicity is confirmed by numerical tests based on the calculations of relevant invariant Lyapunov vectors and Lyapunov exponents. We show how the chaotic dynamics of the phases is slightly smeared by finite-size fluctuations. DOI: 10.1103/PhysRevE.87.032912
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 consider time evolution of Turing patterns in an extended system governed by an equation of the Swift-Hohenberg type, where due to an external periodic parameter modulation longwave and shortwave patterns with length scales related as 1:3 emerge in succession. We show theoretically and demonstrate numerically that the spatial phases of the patterns, being observed stroboscopically, are governed by an expanding circle map, so that the corresponding chaos of Turing patterns is hyperbolic, associated with a strange attractor of the Smale-Williams solenoid type. This chaos is shown to be robust with respect to variations of parameters and boundary conditions.
Recovering interaction of endogenous rhythms from observations is challenging, especially if a mathematical model explaining the behaviour of the system is unknown. The decisive information for successful reconstruction of the dynamics is the sensitivity of an oscillator to external influences, which is quantified by its phase response curve. Here we present a technique that allows the extraction of the phase response curve from a non-invasive observation of a system consisting of two interacting oscillators-in this case heartbeat and respiration-in its natural environment and under free-running conditions. We use this method to obtain the phase-coupling functions describing cardiorespiratory interactions and the phase response curve of 17 healthy humans. We show for the first time the phase at which the cardiac beat is susceptible to respiratory drive and extract the respiratory-related component of heart rate variability. This non-invasive method for the determination of phase response curves of coupled oscillators may find application in many scientific disciplines.
We generalize the Kuramoto model of globally coupled oscillators to multifrequency communities. A situation when mean frequencies of two subpopulations are close to the resonance 2 : 1 is considered in detail. We construct uniformly rotating solutions describing synchronization inside communities and between them. Remarkably, cross coupling across the frequencies can promote synchrony even when ensembles are separately asynchronous. We also show that the transition to synchrony due to the cross coupling is accompanied by a huge multiplicity of distinct synchronous solutions, which is directly related to a multibranch entrainment. On the other hand, for synchronous populations, the cross-frequency coupling can destroy phase locking and lead to chaos of mean fields.
Interplay of coupling and common noise at the transition to synchrony in oscillator populations
(2016)
There are two ways to synchronize oscillators: by coupling and by common forcing, which can be pure noise. By virtue of the Ott-Antonsen ansatz for sine-coupled phase oscillators, we obtain analytically tractable equations for the case where both coupling and common noise are present. While noise always tends to synchronize the phase oscillators, the repulsive coupling can act against synchrony, and we focus on this nontrivial situation. For identical oscillators, the fully synchronous state remains stable for small repulsive coupling; moreover it is an absorbing state which always wins over the asynchronous regime. For oscillators with a distribution of natural frequencies, we report on a counter-intuitive effect of dispersion (instead of usual convergence) of the oscillators frequencies at synchrony; the latter effect disappears if noise vanishes.
Interplay of coupling and common noise at the transition to synchrony in oscillator populations
(2016)
There are two ways to synchronize oscillators: by coupling and by common forcing, which can be pure noise. By virtue of the Ott-Antonsen ansatz for sine-coupled phase oscillators, we obtain analytically tractable equations for the case where both coupling and common noise are present. While noise always tends to synchronize the phase oscillators, the repulsive coupling can act against synchrony, and we focus on this nontrivial situation. For identical oscillators, the fully synchronous state remains stable for small repulsive coupling; moreover it is an absorbing state which always wins over the asynchronous regime. For oscillators with a distribution of natural frequencies, we report on a counter-intuitive effect of dispersion (instead of usual convergence) of the oscillators frequencies at synchrony; the latter effect disappears if noise vanishes.
We study spatially localized excitations in a lattice of coupled standard maps. Time-periodic solutions (breathers) exist in a range of coupling that is shown to shrink as the period grows to infinity, thus excluding the possibility of time-quasiperiodic breathers. The evolution of initially localized chaotic and quasiperiodic states in a lattice is studied numerically. Chaos is demonstrated to spread
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
Low-dimensional dynamics for higher-order harmonic, globally coupled phase-oscillator ensembles
(2019)
The Kuramoto model, despite its popularity as a mean-field theory for many synchronization phenomenon of oscillatory systems, is limited to a first-order harmonic coupling of phases. For higher-order coupling, there only exists a low-dimensional theory in the thermodynamic limit. In this paper, we extend the formulation used by Watanabe and Strogatz to obtain a low-dimensional description of a system of arbitrary size of identical oscillators coupled all-to-all via their higher-order modes. To demonstrate an application of the formulation, we use a second harmonic globally coupled model, with a mean-field equal to the square of the Kuramoto mean-field. This model is known to exhibit asymmetrical clustering in previous numerical studies. We try to explain the phenomenon of asymmetrical clustering using the analytical theory developed here, as well as discuss certain phenomena not observed at the level of first-order harmonic coupling.
Lyapunov Exponents
(2016)
Lyapunov exponents lie at the heart of chaos theory, and are widely used in studies of complex dynamics. Utilising a pragmatic, physical approach, this self-contained book provides a comprehensive description of the concept. Beginning with the basic properties and numerical methods, it then guides readers through to the most recent advances in applications to complex systems. Practical algorithms are thoroughly reviewed and their performance is discussed, while a broad set of examples illustrate the wide range of potential applications. The description of various numerical and analytical techniques for the computation of Lyapunov exponents offers an extensive array of tools for the characterization of phenomena such as synchronization, weak and global chaos in low and high-dimensional set-ups, and localization. This text equips readers with all the investigative expertise needed to fully explore the dynamical properties of complex systems, making it ideal for both graduate students and experienced researchers.
The behavior of the Lyapunov exponents (LEs) of a disordered system consisting of mutually coupled chaotic maps with different parameters is studied. The LEs are demonstrated to exhibit avoided crossing and level repulsion, qualitatively similar to the behavior of energy levels in quantum chaos. Recent results for the coupling dependence of the LEs of two coupled chaotic systems are used to explain the phenomenon and to derive an approximate expression for the distribution functions of LE spacings. The depletion of the level spacing distribution is shown to be exponentially strong at small values. The results are interpreted in terms of the random matrix theory.
We consider two coupled populations of leaky integrate-and-fire neurons. Depending on the coupling strength, mean fields generated by these populations can have incommensurate frequencies or become frequency locked. In the observed 2:1 locking state of the mean fields, individual neurons in one population are asynchronous with the mean fields, while in another population they have the same frequency as the mean field. These synchronous neurons form a chimera state, where part of them build a fully synchronized cluster, while other remain scattered. We explain this chimera as a marginal one, caused by a self-organized neutral dynamics of the effective circle map.
We study how coherence of noisy oscillations can be optimally enhanced by external locking. Based on the condition of minimizing the phase diffusion constant, we find the optimal forcing explicitly in the limits of small and large noise, in dependence of the phase sensitivity of the oscillator. We show analytically that the form of the optimal force bifurcates with the noise intensity; this is confirmed by the analysis of an optimal locking forcing for an experimentally obtained phase sensitivity of a neural cell. In the limit of small noise, the results are compared with purely deterministic conditions of optimal locking.