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Synchronization in Ensembles of Oscillators: Theory of Collective Dynamics A. Pikovsky Institut for Physics and Astronomy, University of Potsdam, Germany Florence, May 15, 2014 1 / 62

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Page 1: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Synchronization in Ensembles of Oscillators:Theory of Collective Dynamics

A. Pikovsky

Institut for Physics and Astronomy, University of Potsdam, Germany

Florence, May 15, 2014

1 / 62

Page 2: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Content

Synchronization in ensembles of coupled oscillators

Watanabe-Strogatz theory, Synchronization by commonnoise

Relation to Ott-Antonsen equations and generalizationfor hierarchical populations

Applications of OA theory: Populations with resonantand nonresonant coupling

Beyond WS and OA: Kuramoto model with bi-harmoniccoupling

2 / 62

Page 3: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Ensembles of globally (all-to-all) couples oscillators

Physics: arrays of Josephsonjunctions, multimode lasers,. . .

Biology and neuroscience: cardiacpacemaker cells, population offireflies, neuronal ensembles. . .

Social behavior: applause in a largeaudience, pedestrians on abridge,. . .

3 / 62

Page 4: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Main effect: Synchronization

Mutual coupling adjusts phases of indvidual systems, which startto keep pace with each otherSynchronization can be treated as a nonequilibriumphase transition!

4 / 62

Page 5: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Attempt of a general formulation

~xk = ~f (~xk , ~X , ~Y ) individual oscillators (microscopic)

~X =1

N

k

~g(~xk) mean fields (generalizations possible)

~Y = ~h(~X , ~Y ) macroscopic global variables

Typical setup for a synchronization problem:~xk(t) – periodic or chaotic oscillators~X (t), ~Y (t) periodic or chaotic ⇒ collective synchronous rhythm~X (t), ~Y (t) stationary ⇒ desynchronization

5 / 62

Page 6: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Description in terms of macroscopic variables

The goal is to describe the ensemble in terms of macroscopicvariables ~W , which characterize the distribution of ~xk ,

~W = ~q( ~W , ~Y ) generalized mean fields

~Y = ~h(~X ( ~W ), ~Y ) global variables

as a possibly low-dimensional dynamical systemBelow: how this program works for phase oscillators by virtue ofWatanabe-Strogatz and Ott-Antonsen approaches

6 / 62

Page 7: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Kuramoto model: coupled phase oscillators

Phase oscillators (ϕk ∼ xk) with all-to-all pair-wise coupling

ϕk = ωk + ε1

N

N∑

j=1

sin(ϕj − ϕk)

= ε

1

N

N∑

j=1

sinϕj

cosϕk − ε

1

N

N∑

j=1

cosϕj

sinϕk

= ωk + εR(t) sin(Θ(t)− ϕk) = ωk + εIm(Ze−iϕk )

System can be written as a mean-field coupling with the mean field(complex order parameter Z ∼ X )

Z = Re iΘ =1

N

k

e iϕk

7 / 62

Page 8: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Synchronisation transition

εc ∼ width of distribution of frequecies g(ω) ∼ “temperature”

Z

small ε: no synchronization,phases are distributed uni-formly, mean field vanishesZ = 0

large ε: synchronization, dis-tribution of phases is non-uniform, finite mean field Z 6=0

8 / 62

Page 9: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Watanabe-Strogatz (WS) ansatz

[S. Watanabe and S. H. Strogatz, PRL 70 (2391) 1993; Physica D 74

(197) 1994]

Ensemble of identical oscillators driven by the same complex fieldH(t)

dϕk

dt= ω(t) + Im

(

H(t)e−iϕk)

k = 1, . . . ,N

This equation also describes the dynamics of the rear wheel of abicycle if the front one is driven(Kohnhauser J.D.E., Velleman D., Wagon S., Which way did thebicycle go?)If Γ(x , y) is the given trajectory of the front wheel parametrized byits length r , κ(r) is the curvature of this curve, and α is the anglebetween the curve and the bicycle, then

dr+

sinα

l= κ(r)

9 / 62

Page 10: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

“This track, as you perceive, was made by a rider who

was going from the direction of the school.”

“Or towards it?”

“No, no, my dear Watson... It was undoubtedly heading

away from the school. The more deeply sunk impression

is, of course, the hind wheel, upon which the weight

rests. You perceive several places where it has passed

across and obliterated the more shallow mark of the front

one. It was undoubtedly heading away from the school”

Sherlock Holmes, during his visit to the Priory School

[As observed by Dennis Thron (Dartmouth Medical School), it istrue that the rear wheel would obliterate the track of the frontwheel at the crossings, but this would be true no matter whichdirection the bicyclist was going.]

10 / 62

Page 11: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Mobius transformation

Rewrite equation as

d

dte iϕk = iωk(t)e

iϕk +1

2H(t)− e i2ϕk

2H∗(t)

Mobius transformation from N variables ϕk to complex z(t),|z | ≤ 1, and N new angles ψk(t), according to

e iϕk =z + e iψk

1 + z∗e iψk

Since the system is over-determined, we requireN−1

∑Nk=1 e

iψk = 〈e iψk 〉 = 0, what yields the condition

N−1∑N

k=1 ψkeiψk = 〈ψke

iψk 〉 = 0.

11 / 62

Page 12: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Direct substitution allows one (1 page calculation) to get WSequations

z = iωz +H

2− H∗

2z2

ψk = ω + Im(z∗H)

Remarkably: dynamics of ψk does not depend on k , thusintroducing ψk = α(t) + ψk we get constants ψk and 3 WSequations

dz

dt= iωz +

1

2(H − z2H∗)

dt= ω + Im(z∗H)

12 / 62

Page 13: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Interpretation of WS variables

We write z = ρe iΦ, then

e iϕk = e iΦ(t) ρ(t) + e i(ψk+α(t)−Φ(t))

ρ(t)e i(ψk+α(t)−Φ(t)) + 1

ρ measures the width of the bunch:ρ = 0 if the mean field Z =

k eiϕk

vanishesρ = 1 if the oscillators arefully synchronized and |Z | = 1

Φ is the phase of the bunch

Ψ = α−Φ measures positions of individ-ual oscillators with respect to the bunch

ρ

Φ

Ψ

13 / 62

Page 14: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Summary of WS transformations

Works for a large class of initial conditions [does not work ifthe condition 〈e iψk 〉 = 0 cannot be satisfied, eg if largeclusters exist]

Applies for any N, allows a thermodynamic limit wheredistribution of ψk is constant in time, and only z(t), α(t)evolve

Applies only if the r.h.s. of the phase dynamics contains 1stharmonics sinϕ, cosϕ

Applies only if the oscillators are identical and identicallydriven

14 / 62

Page 15: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Synchronization of uncoupled oscillators by external

forces

Ensemble of identical oscillators driven by the same complex fieldH(t)

dϕk

dt= ω(t) + Im

(

H(t)e−iϕk)

k = 1, . . . ,N

What happens to the WS variable ρ?ρ→ 1: synchronizationρ→ 0: desynchronizationTwo basic examples oscillators and Jusephson junctions:

ϕk = ω − σξ(t) sinϕk

~

2eR

dϕk

dt+ Ic sinϕk = I (t)

15 / 62

Page 16: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Hamiltonian reduction

ρ =1− ρ2

2Re(H(t)e−iΦ) ,

Φ = Ω(t) +1 + ρ2

2ρIm(H(t)e−iΦ) .

in variables

q =ρ cos Φ√

1− ρ2, p = − ρ sinΦ

1− ρ2,

reduces to a Hamiltonian system with Hamiltonian,

H(q, p, t) = Ω(t)p2 + q2

2+ H(t)

p√

1 + p2 + q2

2

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Page 17: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Action-angle variables

J =ρ2

2(1 − ρ2), Φ

Hamiltonian reads

H(J,Φ, t) = Ω(t)J − H(t)

2J(2J + 1)

2sinΦ

Synchrony: H, J → ∞Asynchrony: H, J → 0For general noise: “Energy” grows ⇒ synchronization by commonnoise

17 / 62

Page 18: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Analytic solution for the initial stage

Close to asynchrony: energy is small, equations can be linearized⇒ exact solution (σ2 is the noise intensity)

H, J ∼ Aσ2t

Close to synchrony:H, J ∼ exp[λt]

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Page 19: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

10-2

100

102

104

106

0.1 1 10 100 1000 10000

t

〈J〉

σ = 0.05

σ = 0.15

σ = 0.5

10-2

100

102

104

106

0.0001 0.001 0.01 0.1 1 10

σ2t/8

〈J〉

19 / 62

Page 20: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Globally coupled ensembles

Kuramoto model with equal frequencies

ϕk = ω + εIm(Ze−iϕk )

belongs to the WS-class

dϕk

dt= ω(t) + Im

(

H(t)e−iϕk)

k = 1, . . . ,N

where H is the order parameter

Z = Re iΘ =1

N

k

e iϕk

20 / 62

Page 21: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Complex order parameters via WS variables

Complex order parameter can be represented via WS variables as

Z =∑

k

e iϕk = ρe iΦγ(ρ,Ψ) γ = 1+(1−ρ−2)

∞∑

l=2

Cl(−ρe−iΨ)l

where Cl = N−1∑

k eilψk are Fourier harmonics of the distribution

of constants ψk

Important simplifying case (adopted below):Uniform distribution of constants ψk

Cl = 0 ⇒ γ = 1 ⇒ Z = ρe iΦ = z

In this case WS variables yield the order parameter directly!

21 / 62

Page 22: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Closed equation for the order parameter for the

Kuramoto-Sakaguchi model

Individual oscillators:

ϕk = ω + ε1

N

N∑

j=1

sin(ϕj − ϕk + β) = ω + εIm(Ze iβe−iϕk )

Equation for the order parameter is just the WS equation:

dZ

dt= iωZ +

ε

2e iβZ − ε

2e−iβ|Z |2Z

Closed equation for the real order parameter R = |Z |:

dR

dt=ε

2R(1− R2) cos β

22 / 62

Page 23: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Simple dynamics in the Kuramoto-Sakaguchi model

dR

dt=ε

2R(1− R2) cos β

Attraction: −π2 < β < π

2 =⇒Synchronization, all phases identical ϕ1 = . . . = ϕN , orderparameter large R = 1Repulsion: −π < β < −π

2 and π2 < β < π =⇒

Asynchrony, phases distributed uniformely, order parametervanishes R = 0

23 / 62

Page 24: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Linear vs nonlinear coupling I

Synchronization of a periodic autonomous oscillator is anonlinear phenomenon

it occurs already for infinitely small forcing

because the unperturbed system is singular (zero Lyapunovexponent)

In the Kuramoto model “linearity” with respect to forcing isassumed

x = F(x) + ε1f1(t) + ε2f2(t) + · · ·ϕ = ω + ε1q1(ϕ, t) + ε2q2(ϕ, t) + · · ·

24 / 62

Page 25: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Linear vs nonlinear coupling II

Strong forcing leads to “nonlinear” dependence on the forcingamplitude

x = F(x) + εf(t)

ϕ = ω + εq(1)(ϕ, t) + ε2q(2)(ϕ, t) + · · ·

Nonlineraity of forcing manifests itself in thedeformation/skeweness of the Arnold tongue and in the amplitudedepnedence of the phase shift

forcing frequencyforcingam

plitudeε

linear nonlinear

25 / 62

Page 26: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Linear vs nonlinear coupling III

Small each-to-each coupling ⇐⇒ coupling via linear mean field

1 N2 3

ΣX

Y

linearunit

Strong each-to-each coupling ⇐⇒ coupling via nonlinear meanfield[cf. Popovych, Hauptmann, Tass, Phys. Rev. Lett. 2005]

1 N2 3

ΣX

Y

nonlinearunit

26 / 62

Page 27: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Nonlinear coupling: a minimal model

We take the standard Kuramoto-Sakaguchi model

ϕk = ω+Im(He−iϕk ) H ∼ εe−iβZ Z =1

N

j

e iϕj = Re iΘ

and assume dependence of the acting force H on the “amplitude”of the mean field R :

ϕk = ω + A(εR)εR sin(Θ− ϕk + β(εR))

E.g. attraction for small R vs repulsion for large R

27 / 62

Page 28: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

WS equations for the nonlinearly coupled ensemble

dR

dt=

1

2R(1− R2)εA(εR) cos β(εR)

dt= ω +

1

2(1 + R2)εA(εR) sinβ(εR)

dt=

1

2(1− R2)εA(εR) sin β(εR)

28 / 62

Page 29: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Full vs partial synchrony

All regimes follow from the equation for the order parameter

dR

dt=

1

2R(1− R2)εA(εR) cos β(εR)

Fully synchronous state: R = 1, Φ = ω + εA(ε) sin β(ε)Asynchronous state: R = 0Partially synchronous bunch state

0 < R < 1 from the condition A(εR) = 0:No rotations, frequency of the mean field = frequency of the

oscillationsPartially synchronized quasiperiodic state

0 < R < 1 from the condition cos β(εR) = 0:Frequency of the mean field Ω = ϕ = ω ± A(εR)(1 + R2)/2Frequency of oscillators ωosc = ω ± A(εR)R2

29 / 62

Page 30: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Self-organized quasiperiodicity

frequencies Ω and ωosc depend on ε in a smooth way=⇒ generally we observe a quasiperiodicity

attraction for small mean field vs repulsion for large mean field=⇒ ensemble is always at the stabilty borderβ(εR) = ±π/2, i.e. in a

self-organized critical state

critical coupling for the transition from full to partialsynchrony:β(εq) = ±π/2

transition at “zero temperature” like quantum phase transition

30 / 62

Page 31: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Simulation: loss of synchrony with increase of

coupling

0 0.2 0.4 0.6 0.8 10

0.5

1

1

1.1

coupling ε

order

param

eter

Rωosc,Ωmf

31 / 62

Page 32: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Simulation: snapshot of the ensemble

non-uniform distribution ofoscillator phases, here forε− εq = 0.2

different velocities of oscillatorsand of the mean field

Re(Ak)

Im(A

k)

32 / 62

Page 33: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Hierarchically organized populations of oscillators

We consider populations consisting of M identical subgroups (ofdifferent sizes)

a b c d

Each subgroup is described by WS equations⇒ system of 3M equations completely describes the ensemble

33 / 62

Page 34: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

dρadt

=1− ρ2a

2Re(Hae

−iΦa) ,

dΦa

dt= ωa +

1 + ρ2a2ρa

Im(Hae−iΦa) ,

dΨa

dt=

1− ρ2a2ρa

Im(Hae−iΦa) .

General force acting on subgroup a:

Ha =

M∑

b=1

nbEa,bZb + Fext,a(t)

nb: relative subgroup sizeEa,b: coupling between subgroups a and b

34 / 62

Page 35: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Thermodynamic limit

If the number of subgroups M is very large, one can consider a asa continuous parameter and get a system

∂ρ(a, t)

∂t=

1− ρ2

2Re(H(a, t)e−iΦ)

∂Φ(a, t)

∂t= ω(a) +

1 + ρ2

2ρIm(H(a, t)e−iΦ)

∂Ψ(a, t)

∂t=

1− ρ2

2ρIm(H(a, t)e−iΦ)

H(a, t) = Fext(a, t) +

db E (a, b)n(b)Z (b)

35 / 62

Page 36: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Chimera states

Y. Kuramoto and D. Battogtokh observed in 2002 a symmetrybreaking in non-locally coupled oscillatorsH(x) =

dx ′ exp[x ′ − x ]Z (x ′)

This regime was called “chimera” by Abrams and Strogatz

36 / 62

Page 37: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Chimera in two subpopulations

Model by Abrams et al:

ϕak = ω + µ

1

N

N∑

j=1

sin(ϕaj − ϕa

k + α) + (1− µ)

N∑

j=1

sin(ϕbj − ϕa

k + α)

ϕbk = ω + µ

1

N

N∑

j=1

sin(ϕbj − ϕb

k + α) + (1− µ)

N∑

j=1

sin(ϕaj − ϕb

k + α)

Two coupled sets of WS equations: ρa = 1 and ρb(t) quasiperiodicare observed

37 / 62

Page 38: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Chimera in experiments I

Tinsley et al: two populations of chemical oscillators

38 / 62

Page 39: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Chimera in experiments II

er bei Wikipedia nach „Syn-

sich mit einer großen Vielfalt an Er-

klärungen konfrontiert: Angesichts

der breit gefächerten Verwendung

in Film und Fernsehen, Informatik,

Elektronik usw. geht die Bedeutung

Eri

k A

. Ma

rte

ns,

M

PI

für

Dy

na

mik

un

d S

elb

sto

rga

nis

ati

on

39 / 62

Page 40: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Ott-Antonsen ansatz

[E. Ott and T. M. Antonsen, CHAOS 18 (037113) 2008]

Consider the same system

dϕk

dt= ω(t) + Im

(

H(t)e−iϕk)

k = 1, . . . ,N

in the thermodynamic limit N → ∞ and write equation for theprobability density w(ϕ, t):

∂w

∂t+

∂ϕ

(

ω +1

2i(He−iϕ − H∗e iϕ)

)

= 0

Expanding density in Fourier modes w = (2π)−1∑

Wk(t)e−ikϕ

yields an infinite system

dWk

dt= ikωWk +

k

2(HWk−1 − H∗Wk+1)

40 / 62

Page 41: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

dW1

dt= iωW1 +

1

2(H − H∗W2)

dWk

dt= ikωWk +

k

2(HWk−1 − H∗Wk+1)

With an ansatz Wk = (W1)k we get for k ≥ 2

dWk

dt= kW k−1

1

[

iωW1 +1

2(H − H∗W 2

1 )

]

ie all the infite system is reduced to one equation.Because W1 = 〈e iϕ〉 = Z we get the Ott-Antonsen equation

dZ

dt= iωZ +

1

2(H − H∗Z 2)

41 / 62

Page 42: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Relation WS ↔ OA

OA is the same as WS for N → ∞ and for the uniformdistribution of constants ψk

A special familly of distributions satisfying Wk = (W1)k is

called OA manifold, it corresponds to all possible Mobiustransformation of the uniform density of constants

OA is formulated directly in terms of the Kuramoto orderparameter

42 / 62

Page 43: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Application to nonidentical oscillators

Assuming a distribution of natural frequencies g(ω), oneintroduces Z (ω) = ρ(ω)e iΦ(ω) and obtains the Ott-Antonsenintegral equations

∂Z (ω, t)

∂t= iωZ +

1

2Y − Z 2

2Y ∗

Y = 〈e iϕ〉 =∫

dω g(ω)Z (ω)

43 / 62

Page 44: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

OA equations for Lorentzian distribution of

frequencies

If

g(ω) =∆

π((ω − ω0)2 +∆2)

and Z has no poles in the upper half-plane, then the integralY =

dω g(ω)Z (ω) can be calculated via residues asY = Z (ω0 + i∆)This yields an ordinary differential equation for the order parameterY

dY

dt= (iω0 −∆)Y +

1

2ε(1 − |Y |2)Y

Hopf normal form / Landau-Stuart equation/ Poincare oscillator

dY

dt= (a + ib − (c + id)|Y |2)Y

44 / 62

Page 45: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Nonidentical oscillators with nonlinear coupling

dY

dt= (iω0 −∆)Y +

1

2εA(εR)(e iβ(εR) − e−iβ(εR)|Y |2)Y

Lorentzian distribution of natural frequencies g(ω)⇒ standard “finite temperature” Kuramoto model of globallycoupled oscillators with nonlinear coupling(attraction for a small force, repulsion for a large force)Novel effect: MultistabilityDifferent partially synchronized states coexist for the sameparameter range

45 / 62

Page 46: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Experiment

[Temirbayev et al, PRE, 2013]

0.2

0.6

1

0

1

2

0 0.2 0.4 0.6 0.8 1

1.10

1.12

1.14

1.16

(a)

(b)

(c)

ε

RA

min

[V]

fm

f,f

i[k

Hz]

0.2

0.6

1

0

1

2

0 0.2 0.4 0.6 0.8 1

1.10

1.12

1.14

1.16

ε

(d)

(e)

(f)

46 / 62

Page 47: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Non-resonantly interacting ensembles (with M.

Komarov)

ω1

ω2

ω3

ω4

Frequencies are different – all interactions are non-resonant (onlyamplitudes of the order parameters involved)

ρl = (−∆l − Γlmρ2m)ρl + (al + Almρ

2m)(1− ρ2l )ρl , l = 1, . . . , L

47 / 62

Page 48: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Competition for synchrony

(a)

00.5

1

0

0.5

1

0

0.5

1

C1

C2

C3

(b)

00.5

1

0

0.5

1

0

0.5

1

C1

C2

C3

C12

C23

C13

Only one ensemble is synchronous – depending on initial conditions

48 / 62

Page 49: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Heteroclinic synchrony cycles

(a) (b)

(c)0 500 1000 1500 2000 2500 3000

0

0.2

0.4

0.6

0.8

1

time

ρ 1,2,

3

ρ1

ρ2

ρ3

(d)0 2000 4000 6000 8000 10000

0

0.2

0.4

0.6

0.8

1

time

ρ 1,2,

3

ρ1

ρ2

ρ3

49 / 62

Page 50: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Chaotic synchrony cycles

Order parameters demonstrate chaotic oscillations

0

1

0 2000 4000 6000 8000 100000

1

time

υ1

ρ1

50 / 62

Page 51: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Resonantly interacting ensembles (with M.

Komarov)

ω1

ω2

ω3

Most elementary nontrivial resonance ω1 + ω2 = ω3

Triple interactions:

φk = . . . + Γ1∑

m,lsin(θm − ψl − φk + β1)

ψk = . . . + Γ2∑

m,lsin(θm − φl − ψk + β2)

θk = . . . + Γ3∑

m,lsin(φm + ψl − θk + β3)

51 / 62

Page 52: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Set of three OA equations

z1 = z1(iω1 − δ1) + (ǫ1z1 + γ1z∗2z3 − z21 (ǫ

∗1z

∗1 + γ∗1z2z

∗3 ))

z2 = z2(iω2 − δ2) + (ǫ2z2 + γ2z∗1z3 − z22 (ǫ

∗2z

∗2 + γ∗2z1z

∗3 ))

z3 = z3(iω3 − δ3) + (ǫ3z3 + γ3z1z2 − z23 (ǫ∗3z

∗3 + γ∗3z

∗1z

∗2 ))

52 / 62

Page 53: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Regions of synchronizing and desynchronizing effect

from triple coupling

−2π

0

−2π 0 2π

+++ ++-++-

++-

++-

-++

-++

+-+

+-+

β1 − β2

2β3+β1+β2

53 / 62

Page 54: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Bifurcations in dependence on phase constants

2.4 2.6 2.8 3.00.0

0.2

0.4

0.6

0.8

1.0

ρ3Limit cycle amplitudeStable fixed pointUnstable fixed point

A-H

TC

πβ3 +β1

2.0 2.2 2.4 2.6 2.8 3.00.0

0.2

0.4

0.6

0.8

1.0

ρ3

Limit cycle amplitudeStable fixed pointUnstable fixed pointS-N

A-H

TC

β3 +β1π

54 / 62

Page 55: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Beyond WS and OA theory: bi-harmonic coupling

(with M. Komarov)

ϕk = ωk +1

N

N∑

j=1

Γ(φj − φk) Γ(ψ) = ε sin(ψ) + γ sin(2ψ)

Corresponds to XY-model with nematic coupling

H = J1∑

ij

cos(θi − θj) + J2∑

ij

cos(2θi − 2θj)

55 / 62

Page 56: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Multi-branch entrainment

ϕ = ω − εR1 sin(ϕ) − γR2 sin(2ϕ)

(a)

ϕ1−ϕ1 π + ϕ2π − ϕ2

x1

−x1

x2−x2

(b)

ϕ1−ϕ1

x1

−x1

56 / 62

Page 57: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Self-consistent theory in the thermodynamic limit

Two relevant order parameters RmeiΘm = N−1

k eimφk for

m = 1, 2 Dynamics of oscillators (due to symmetry Θ1,2 = 0)

ϕ = ω − εR1 sin(ϕ) − γR2 sin(2ϕ)

yields a stationary distribution function ρ(ϕ|ω) which allows one tocalculate the order parameters

Rm =

∫∫

dϕdω g(ω)ρ(ϕ|ω) cosmϕ, m = 1, 2

Where g(ω) is the distribution of natural frequencies

57 / 62

Page 58: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Multiplicity at multi-branch locking

Three shapes of phase distribution

ρ(ϕ|ω) =

(1− S(ω))δ(ϕ − Φ1(ω))+

+ S(ω)δ(ϕ − Φ2(ω))for two branches

δ(ϕ − Φ1(ω)) for one locked bracnchC|ϕ| for non-locked

(a)

ϕ1−ϕ1 π + ϕ2π − ϕ2

x1

−x1

x2−x2

(b)

ϕ1−ϕ1

x1

−x1

0 ≤ S(ω) ≤ 1 is an arbitrary indicator function

58 / 62

Page 59: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Explicit (parametric) solution of the self-consistent

eqs

We introduce

cos θ = γR2/R , sin θ = εR1/R , R =√

γ2R22 + ε2R2

1 , x = ω/R

so that the equation for the locked phases is

x = y(θ, ϕ) = sin θ sinϕ+ cos θ sin 2ϕ

Then by calculating two integrals

Fm(R , θ) =

∫ π

−π

dϕ cosmϕ

[

A(ϕ)g(Ry)∂y

∂ϕ+

|x|>x1

dxC (x , θ)

|x − y(θ, ϕ)|

]

we obtain a solution

R1,2 = RF1,2(R , θ), ε =sin θ

F1(R , θ), γ =

cos θ

F2(R , θ)

59 / 62

Page 60: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Phase diagram of solutions

0.0 0.5 1.0

ε/εlin

0.0

0.5

1.0

γγlin

A B

C

L1L2

L3

S

PQ

0.5 1.0 1.5 2.00.0

0.2

0.4

0.6

0.8

1.0

R1S

P

Q

0.5 1.0 1.5 2.0

γ/γlin

0.0

0.2

0.4

0.6

0.8

1.0

R2

S P

Qσ=0.0

σ=0.2

σ=0.4

σ=0.5

σ=0.6

0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.80.0

0.2

0.4

0.6

0.8

1.0

R1

0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8

ε/εlin

0.0

0.2

0.4

0.6

0.8

1.0

R2σ=0.0

σ=0.2

σ=0.4

σ=0.6

60 / 62

Page 61: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Stability issues

We cannot analyze stability of the solutions analytically (due tosignularity of the states), but can perform simulations of finiteensemblesNontrivial solution coexist with netrally stable asynchronous state

0 2000 4000 6000 8000 10000 12000 14000

time0.0

0.2

0.4

0.6

0.8

1.0

R1

212 213 214 215 216 217 218 219

N0

500

1000

1500

2000

2500

3000

Transition tim

e

213 214 215 216 217 21827

28

29

210

211

212

N = 5 · 104, 105, 2 · 105, 5 · 105, 106 T ∝ N0.72

61 / 62

Page 62: Synchronization in Ensembles of Oscillators: Theory of ... · Summary of WS transformations Works for a large class of initial conditions [does not work if the condition heiψ ki

Effect of noise

With noise

ϕ = ω − εR1 sin(ϕ)− γR2 sin(2ϕ) +√Dξ(t)

the phase density ρ(ϕ|ω) is the stationary solution of theFokker-Planck equation ⇒ no multiplicity of states, transition tosynchrony is a usual bifurcation

0

0.5

1

0 0.5 1 1.5 2 2.5 3

(b)

(a)

0

0.5

1

(b)

(a)

D=1.0D=0.2

ε/εlin

R1

R2

0

0.5

1

0 0.5 1 1.5 2 2.5 3 3.5

(d)

(c)

0

0.5

1

(d)

(c)

D=1.0D=0.2

γ/γlin

R1

R2

62 / 62