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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.
Topic and aim. Synchronization in populations of coupled oscillators can be characterized with order parameters that describe collective order in ensembles. A dependence of the order parameter on the coupling constants is well-known for coupled periodic oscillators. The goal of the study is to extend this analysis to ensembles of oscillators with chaotic phases, moreover with phases possessing hyperbolic chaos. Models and methods. Two models are studied in the paper. One is an abstract discrete-time map, composed with a hyperbolic Bernoulli transformation and with Kuramoto dynamics. Another model is a system of coupled continuous-time chaotic oscillators, where each individual oscillator has a hyperbolic attractor of Smale-Williams type. Results. The discrete-time model is studied with the Ott-Antonsen ansatz, which is shown to be invariant under the application of the Bernoulli map. The analysis of the resulting map for the order parameter shows, that the asynchronouis state is always stable, but the synchronous one becomes stable above a certain coupling strength. Numerical analysis of the continuous-time model reveals a complex sequence of transitions from an asynchronous state to a completely synchronous hyperbolic chaos, with intermediate stages that include regimes with periodic in time mean field, as well as with weakly and strongly irregular mean field variations. Discussion. Results demonstrate that synchronization of systems with hyperbolic chaos of phases is possible, although a rather strong coupling is required. The approach can be applied to other systems of interacting units with hyperbolic chaotic dynamics.
I study deterministic dynamics of chiral active particles in two dimensions. Particles are considered as discs interacting with elastic repulsive forces. An ensemble of particles, started from random initial conditions, demonstrates chaotic collisions resulting in their normal diffusion. This chaos is transient, as rather abruptly a synchronous collisionless state establishes. The life time of chaos grows exponentially with the number of particles. External forcing (periodic or chaotic) is shown to facilitate the synchronization transition.
We performed numerical simulations with the Kuramoto model and experiments with oscillatory nickel electrodissolution to explore the dynamical features of the transients from random initial conditions to a fully synchronized (one-cluster) state. The numerical simulations revealed that certain networks (e.g., globally coupled or dense Erdos-Renyi random networks) showed relatively simple behavior with monotonic increase of the Kuramoto order parameter from the random initial condition to the fully synchronized state and that the transient times exhibited a unimodal distribution. However, some modular networks with bridge elements were identified which exhibited non-monotonic variation of the order parameter with local maximum and/or minimum. In these networks, the histogram of the transients times became bimodal and the mean transient time scaled well with inverse of the magnitude of the second largest eigenvalue of the network Laplacian matrix. The non-monotonic transients increase the relative standard deviations from about 0.3 to 0.5, i.e., the transient times became more diverse. The non-monotonic transients are related to generation of phase patterns where the modules are synchronized but approximately anti-phase to each other. The predictions of the numerical simulations were demonstrated in a population of coupled oscillatory electrochemical reactions in global, modular, and irregular tree networks. The findings clarify the role of network structure in generation of complex transients that can, for example, play a role in intermittent desynchronization of the circadian clock due to external cues or in deep brain stimulations where long transients are required after a desynchronization stimulus.
Nonstationary coherence-incoherence patterns in nonlocally coupled heterogeneous phase oscillators
(2020)
We consider a large ring of nonlocally coupled phase oscillators and show that apart from stationary chimera states, this system also supports nonstationary coherence-incoherence patterns (CIPs). For identical oscillators, these CIPs behave as breathing chimera states and are found in a relatively small parameter region only. It turns out that the stability region of these states enlarges dramatically if a certain amount of spatially uniform heterogeneity (e.g., Lorentzian distribution of natural frequencies) is introduced in the system. In this case, nonstationary CIPs can be studied as stable quasiperiodic solutions of a corresponding mean-field equation, formally describing the infinite system limit. Carrying out direct numerical simulations of the mean-field equation, we find different types of nonstationary CIPs with pulsing and/or alternating chimera-like behavior. Moreover, we reveal a complex bifurcation scenario underlying the transformation of these CIPs into each other. These theoretical predictions are confirmed by numerical simulations of the original coupled oscillator system.
We consider chimera states in a one-dimensional medium of nonlinear nonlocally coupled phase oscillators. Stationary inhomogeneous solutions of the Ott-Antonsen equation for a complex order parameter that correspond to fundamental chimeras have been constructed. Stability calculations reveal that only some of these states are stable. The direct numerical simulation has shown that these structures under certain conditions are transformed to breathing chimera regimes because of the development of instability. Further development of instability leads to turbulent chimeras.
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.
We show that self-consistent partial synchrony in globally coupled oscillatory ensembles is a general phenomenon. We analyze in detail appearance and stability properties of this state in possibly the simplest setup of a biharmonic Kuramoto-Daido phase model as well as demonstrate the effect in limit-cycle relaxational Rayleigh oscillators. Such a regime extends the notion of splay state from a uniform distribution of phases to an oscillating one. Suitable collective observables such as the Kuramoto order parameter allow detecting the presence of an inhomogeneous distribution. The characteristic and most peculiar property of self-consistent partial synchrony is the difference between the frequency of single units and that of the macroscopic field.
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.
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.