synchronization of coupled oscillators is a game

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CSL COORDINATED SCIENCE LABORATORY Synchronization of coupled oscillators is a game Prashant G. Mehta 1 1 Coordinated Science Laboratory Department of Mechanical Science and Engineering University of Illinois at Urbana-Champaign University of Maryland, March 4, 2010 Acknowledgment: AFOSR, NSF

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Page 1: Synchronization of coupled oscillators is a game

CSLCOORDINATED SCIENCE LABORATORY

Synchronization of coupled oscillators is a game

Prashant G. Mehta1

1Coordinated Science LaboratoryDepartment of Mechanical Science and Engineering

University of Illinois at Urbana-Champaign

University of Maryland, March 4, 2010

Acknowledgment: AFOSR, NSF

Page 2: Synchronization of coupled oscillators is a game

Huibing Yin Sean P. Meyn Uday V. Shanbhag

H. Yin, P. G. Mehta, S. P. Meyn and U. V. Shanbhag, “Synchronization of coupled oscillators is a game,” ACC 2010

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 2 / 69

Page 3: Synchronization of coupled oscillators is a game

Millennium bridge

Video of London Millennium bridge from youtube

[11] S. H. Strogatz et al., Nature, 2005

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 3 / 69

Page 4: Synchronization of coupled oscillators is a game

Classical Kuramoto model

dθi(t) =

(ωi +

κ

N

N

∑j=1

sin(θj(t)−θi(t))

)dt +σ dξi(t), i = 1, . . . ,N

ωi taken from distribution g(ω) over [1− γ,1+ γ]γ — measures the heterogeneity of the population

κ — measures the strength of coupling

[6] Y. Kuramoto (1975)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 4 / 69

Page 5: Synchronization of coupled oscillators is a game

Classical Kuramoto model

dθi(t) =

(ωi +

κ

N

N

∑j=1

sin(θj(t)−θi(t))

)dt +σ dξi(t), i = 1, . . . ,N

ωi taken from distribution g(ω) over [1− γ,1+ γ]γ — measures the heterogeneity of the population

κ — measures the strength of coupling 1- 1+1

[6] Y. Kuramoto (1975)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 4 / 69

Page 6: Synchronization of coupled oscillators is a game

Classical Kuramoto model

dθi(t) =

(ωi +

κ

N

N

∑j=1

sin(θj(t)−θi(t))

)dt +σ dξi(t), i = 1, . . . ,N

ωi taken from distribution g(ω) over [1− γ,1+ γ]γ — measures the heterogeneity of the population

κ — measures the strength of coupling

[6] Y. Kuramoto (1975)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 4 / 69

Page 7: Synchronization of coupled oscillators is a game

Classical Kuramoto model

dθi(t) =

(ωi +

κ

N

N

∑j=1

sin(θj(t)−θi(t))

)dt +σ dξi(t), i = 1, . . . ,N

ωi taken from distribution g(ω) over [1− γ,1+ γ]γ — measures the heterogeneity of the population

κ — measures the strength of coupling

0 0.1 0.20.1

0.15

0.2

0.25

0.3 Locking

Incoherence

κ

κ < κc(γ)

R

γ

Synchrony

Incoherence

[6] Y. Kuramoto (1975)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 4 / 69

Page 8: Synchronization of coupled oscillators is a game

Movies of incoherence and synchrony solution

−1

0.8

0.6

0.4

0.2

0

0.2

0.4

0.6

0.8

1

−1

0.8

0.6

0.4

0.2

0

0.2

0.4

0.6

0.8

1

Incoherence Synchrony

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 5 / 69

Page 9: Synchronization of coupled oscillators is a game

Problem statement

Dynamics of ith oscillator

dθi = (ωi +ui(t))dt +σ dξi, i = 1, . . . ,N, t ≥ 0

ui(t) — control 1- 1+1

ith oscillator seeks to minimize

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[ c(θi;θ−i)︸ ︷︷ ︸

cost of anarchy

+ 12 Ru2

i︸ ︷︷ ︸cost of control

]ds

θ−i = (θj)j6=iR — control penalty

c(·) — cost function

c(θi;θ−i) =1N ∑

j 6=ic•(θi,θj), c• ≥ 0

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 6 / 69

Page 10: Synchronization of coupled oscillators is a game

Problem statement

Dynamics of ith oscillator

dθi = (ωi +ui(t))dt +σ dξi, i = 1, . . . ,N, t ≥ 0

ui(t) — control 1- 1+1

ith oscillator seeks to minimize

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[ c(θi;θ−i)︸ ︷︷ ︸

cost of anarchy

+ 12 Ru2

i︸ ︷︷ ︸cost of control

]ds

θ−i = (θj)j6=iR — control penalty

c(·) — cost function

c(θi;θ−i) =1N ∑

j 6=ic•(θi,θj), c• ≥ 0

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 6 / 69

Page 11: Synchronization of coupled oscillators is a game

Problem statement

Dynamics of ith oscillator

dθi = (ωi +ui(t))dt +σ dξi, i = 1, . . . ,N, t ≥ 0

ui(t) — control 1- 1+1

ith oscillator seeks to minimize

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[ c(θi;θ−i)︸ ︷︷ ︸

cost of anarchy

+ 12 Ru2

i︸ ︷︷ ︸cost of control

]ds

θ−i = (θj)j6=iR — control penalty

c(·) — cost function

c(θi;θ−i) =1N ∑

j 6=ic•(θi,θj), c• ≥ 0

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 6 / 69

Page 12: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 13: Synchronization of coupled oscillators is a game

Motivation Why a game?

Quiz

In the video you just watched, why were theindividuals walking strangely?

A. To show respect to the Queen.B. Anarchists in the crowd were trying to destabilize the bridge.C. They were stepping to the beat of the soundtrack "Walk Like an

Egyptian."D. The individuals were trying to maintain their balance.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 8 / 69

Page 14: Synchronization of coupled oscillators is a game

Motivation Why a game?

Quiz

In the video you just watched, why were theindividuals walking strangely?

A. To show respect to the Queen.B. Anarchists in the crowd were trying to destabilize the bridge.C. They were stepping to the beat of the soundtrack "Walk Like an

Egyptian."D. The individuals were trying to maintain their balance.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 8 / 69

Page 15: Synchronization of coupled oscillators is a game

Motivation Why a game?

Quiz

In the video you just watched, why were theindividuals walking strangely?

A. To show respect to the Queen.B. Anarchists in the crowd were trying to destabilize the bridge.C. They were stepping to the beat of the soundtrack "Walk Like an

Egyptian."D. The individuals were trying to maintain their balance.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 8 / 69

Page 16: Synchronization of coupled oscillators is a game

Motivation Why a game?

Quiz

In the video you just watched, why were theindividuals walking strangely?

A. To show respect to the Queen.B. Anarchists in the crowd were trying to destabilize the bridge.C. They were stepping to the beat of the soundtrack "Walk Like an

Egyptian."D. The individuals were trying to maintain their balance.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 8 / 69

Page 17: Synchronization of coupled oscillators is a game

Motivation Why a game?

Quiz

In the video you just watched, why were theindividuals walking strangely?

A. To show respect to the Queen.B. Anarchists in the crowd were trying to destabilize the bridge.C. They were stepping to the beat of the soundtrack "Walk Like an

Egyptian."D. The individuals were trying to maintain their balance.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 8 / 69

Page 18: Synchronization of coupled oscillators is a game

Motivation Why a game?

“Rational irrationality”

“—behavior that, on the individual level, is perfectly reasonable butthat, when aggregated in the marketplace, produces calamity.”

ExamplesMillennium bridgeFinancial market

John Cassidy, “Rational Irrationality: The real reason that capitalism is so crash-prone,” The New Yorker, 2009

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 9 / 69

Page 19: Synchronization of coupled oscillators is a game

Motivation Why a game?

“Rational irrationality”

“—behavior that, on the individual level, is perfectly reasonable butthat, when aggregated in the marketplace, produces calamity.”

ExamplesMillennium bridgeFinancial market

John Cassidy, “Rational Irrationality: The real reason that capitalism is so crash-prone,” The New Yorker, 2009

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 9 / 69

Page 20: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 21: Synchronization of coupled oscillators is a game

Motivation Why Oscillators?

Hodgkin-Huxley type Neuron model

CdVdt

=−gT ·m2∞(V) ·h · (V−ET)

−gh · r · (V−Eh)− . . . . . .

dhdt

=h∞(V)−h

τh(V)drdt

=r∞(V)− r

τr(V)2000 2200 2400 2600 2800 3000 3200 3400 3600 3800 4000

−150

−100

−50

0

50

100

Voltage

time

Neural spike train

[4] J. Guckenheimer, J. Math. Biol., 1975; [2] J. Moehlis et al., Neural Computation, 2004

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 11 / 69

Page 22: Synchronization of coupled oscillators is a game

Motivation Why Oscillators?

Hodgkin-Huxley type Neuron model

CdVdt

=−gT ·m2∞(V) ·h · (V−ET)

−gh · r · (V−Eh)− . . . . . .

dhdt

=h∞(V)−h

τh(V)drdt

=r∞(V)− r

τr(V)2000 2200 2400 2600 2800 3000 3200 3400 3600 3800 4000

−150

−100

−50

0

50

100

Voltage

time

Neural spike train

[4] J. Guckenheimer, J. Math. Biol., 1975; [2] J. Moehlis et al., Neural Computation, 2004

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 11 / 69

Page 23: Synchronization of coupled oscillators is a game

Motivation Why Oscillators?

Hodgkin-Huxley type Neuron model

CdVdt

=−gT ·m2∞(V) ·h · (V−ET)

−gh · r · (V−Eh)− . . . . . .

dhdt

=h∞(V)−h

τh(V)drdt

=r∞(V)− r

τr(V)2000 2200 2400 2600 2800 3000 3200 3400 3600 3800 4000

−150

−100

−50

0

50

100

Voltage

time

Neural spike train

−100

−50

0

50

100

0

0.2

0.4

0.6

0.8

10

0.1

0.2

0.3

0.4

Vh

r

Limit cyle

r

h v

[4] J. Guckenheimer, J. Math. Biol., 1975; [2] J. Moehlis et al., Neural Computation, 2004

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 11 / 69

Page 24: Synchronization of coupled oscillators is a game

Motivation Why Oscillators?

Hodgkin-Huxley type Neuron model

CdVdt

=−gT ·m2∞(V) ·h · (V−ET)

−gh · r · (V−Eh)− . . . . . .

dhdt

=h∞(V)−h

τh(V)drdt

=r∞(V)− r

τr(V)2000 2200 2400 2600 2800 3000 3200 3400 3600 3800 4000

−150

−100

−50

0

50

100

Voltage

time

Neural spike train

−100

−50

0

50

100

0

0.2

0.4

0.6

0.8

10

0.1

0.2

0.3

0.4

Vh

r

Limit cyle

r

h v

Normal form reduction−−−−−−−−−−−−−→

θi = ωi +ui ·Φ(θi)

[4] J. Guckenheimer, J. Math. Biol., 1975; [2] J. Moehlis et al., Neural Computation, 2004

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 11 / 69

Page 25: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 26: Synchronization of coupled oscillators is a game

Problems and results Problem statement

Finite oscillator model

Dynamics of ith oscillator

dθi = (ωi +ui(t))dt +σ dξi, i = 1, . . . ,N, t ≥ 0

ui(t) — control 1- 1+1

ith oscillator seeks to minimize

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[ c(θi;θ−i)︸ ︷︷ ︸

cost of anarchy

+ 12 Ru2

i︸ ︷︷ ︸cost of control

]ds

θ−i = (θj)j6=iR — control penaltyc(·) — cost function

c(θi;θ−i) =1N ∑

j 6=ic•(θi,θj), c• ≥ 0

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 13 / 69

Page 27: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 28: Synchronization of coupled oscillators is a game

Problems and results Main results

1. Synchronization is a solution of game

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

Incoherence

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds

1- 1+1

Yin et al., ACC 2010 Strogatz et al., J. Stat. Phy., 1992

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 15 / 69

Page 29: Synchronization of coupled oscillators is a game

Problems and results Main results

1. Synchronization is a solution of game

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

Incoherence

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds

0 0.1 0.20.1

0.15

0.2

0.25

0.3 Locking

Incoherence

κ

κ < κc(γ)

R

γ

Synchrony

Incoherence

dθi =

(ωi +

κ

N

N

∑j=1

sin(θj−θi)

)dt +σ dξi

Yin et al., ACC 2010 Strogatz et al., J. Stat. Phy., 1992

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 15 / 69

Page 30: Synchronization of coupled oscillators is a game

Problems and results Main results

2. Kuramoto control is approximately optimal

−0.2

0

0.2

0.4

0.6

ω = 1

Kuramoto

PopulationDensity

Control laws

0 π 2π θ

ui =−A∗iR

1N ∑

j 6=isin(θ −θj(t))

0 50 100 150 200 250 3002

2.5

3

3.5

4

4.5

5

5.5

6

t

k = 0.01; R = 1000

Ai

A*

Learning algorithm:dAi

dt=−ε . . .

Yin et.al. CDC 2010

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 16 / 69

Page 31: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 32: Synchronization of coupled oscillators is a game

Derivation of model Overview

Overview of model derivation

dθi = (ωi +ui(t))dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi, t)+ 1

2 Ru2i ]ds

Influence

Influence

Mass

1 Mean-field approximationAssumption:

c(θi;θ−i(t)) =1N ∑

j6=ic•(θi,θj)

N→∞−−−−−−→ c(θ , t)

2 Optimal control of single oscillatorDecentralized control structure

[5] M. Huang, P. Caines, and R. Malhame, IEEE TAC, 2007 [HCM]

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 18 / 69

Page 33: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 34: Synchronization of coupled oscillators is a game

Derivation of model Derivation steps

Single oscillator with given cost

Dynamics of the oscillator

dθi = (ωi +ui(t))dt +σ dξi, t ≥ 0

The cost function is assumed known

ηi(ui; c) = limT→∞

1T

∫ T

0E[ c(θi;θ−i) + 1

2 Ru2i (s)]ds

⇑c(θi(s),s)

HJB equation:

∂thi +ωi∂θ hi =1

2R(∂θ hi)2− c(θ , t)+η

∗i −

σ2

2∂

2θθ hi

Optimal control law: u∗i (t) = ϕi(θ , t) =− 1R

∂θ hi(θ , t)

[1] D. P. Bertsekas (1995); [9] S. P. Meyn, IEEE TAC, 1997

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 20 / 69

Page 35: Synchronization of coupled oscillators is a game

Derivation of model Derivation steps

Single oscillator with optimal control

Dynamics of the oscillator

dθi(t) =(

ωi−1R

∂θ hi(θi, t))

dt +σ dξi(t)

Fokker-Planck equation for pdf p(θ , t,ωi)

FPK: ∂tp+ωi∂θ p =1R

∂θ [p(∂θ h)]+σ2

2∂

2θθ p

[7] A. Lasota and M. C. Mackey, “Chaos, Fractals and Noise,” Springer 1994

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 21 / 69

Page 36: Synchronization of coupled oscillators is a game

Derivation of model Derivation steps

Mean-field Approximation

HJB equation for population

∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t)+η(ω)− σ2

2∂

2θθ h h(θ , t,ω)

Population density

∂tp+ω∂θ p =1R

∂θ [p(∂θ h)]+σ2

2∂

2θθ p p(θ , t,ω)

Enforce cost consistency

c(θ , t) =∫

Ω

∫ 2π

0c•(θ ,ϑ)p(ϑ , t,ω)g(ω)dϑ dω

≈ 1N ∑

j 6=ic•(θ ,ϑ)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 22 / 69

Page 37: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 38: Synchronization of coupled oscillators is a game

Derivation of model PDE model

Summary

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

Mean-field approx.: c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

1 Bellman’s optimality principle (H,J,B)2 Propagation of chaos (F,P,K, Mckean, Vlasov,. . . )3 Mean-field approximation (Boltzmann, Kac,. . . )4 Connection to Nash game (Weintraub, HCM, Altman,. . . )

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 24 / 69

Page 39: Synchronization of coupled oscillators is a game

Derivation of model PDE model

Summary

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

Mean-field approx.: c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

1 Bellman’s optimality principle (H,J,B)2 Propagation of chaos (F,P,K, Mckean, Vlasov,. . . )3 Mean-field approximation (Boltzmann, Kac,. . . )4 Connection to Nash game (Weintraub, HCM, Altman,. . . )

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 24 / 69

Page 40: Synchronization of coupled oscillators is a game

Derivation of model PDE model

Summary

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

Mean-field approx.: c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

1 Bellman’s optimality principle (H,J,B)2 Propagation of chaos (F,P,K, Mckean, Vlasov,. . . )3 Mean-field approximation (Boltzmann, Kac,. . . )4 Connection to Nash game (Weintraub, HCM, Altman,. . . )

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 24 / 69

Page 41: Synchronization of coupled oscillators is a game

Derivation of model PDE model

Summary

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

Mean-field approx.: c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

1 Bellman’s optimality principle (H,J,B)2 Propagation of chaos (F,P,K, Mckean, Vlasov,. . . )3 Mean-field approximation (Boltzmann, Kac,. . . )4 Connection to Nash game (Weintraub, HCM, Altman,. . . )

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 24 / 69

Page 42: Synchronization of coupled oscillators is a game

Derivation of model PDE model

Summary

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

Mean-field approx.: c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

1 Bellman’s optimality principle (H,J,B)2 Propagation of chaos (F,P,K, Mckean, Vlasov,. . . )3 Mean-field approximation (Boltzmann, Kac,. . . )4 Connection to Nash game (Weintraub, HCM, Altman,. . . )

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 24 / 69

Page 43: Synchronization of coupled oscillators is a game

Derivation of model PDE model

1. Solution of PDE gives ε-Nash equilibrium

Optimal control law

uoi =− 1

R∂θ h(θ(t), t,ω)

∣∣ω=ωi

ε-Nash property (as N→ ∞)

ηi(uoi ;uo−i)≤ ηi(ui;uo

−i)+O(1√N

), i = 1, . . . ,N.

So, we look for solutions of PDEs.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 25 / 69

Page 44: Synchronization of coupled oscillators is a game

Derivation of model PDE model

1. Solution of PDE gives ε-Nash equilibrium

Optimal control law

uoi =− 1

R∂θ h(θ(t), t,ω)

∣∣ω=ωi

ε-Nash property (as N→ ∞)

ηi(uoi ;uo−i)≤ ηi(ui;uo

−i)+O(1√N

), i = 1, . . . ,N.

So, we look for solutions of PDEs.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 25 / 69

Page 45: Synchronization of coupled oscillators is a game

Derivation of model PDE model

1. Solution of PDE gives ε-Nash equilibrium

Optimal control law

uoi =− 1

R∂θ h(θ(t), t,ω)

∣∣ω=ωi

ε-Nash property (as N→ ∞)

ηi(uoi ;uo−i)≤ ηi(ui;uo

−i)+O(1√N

), i = 1, . . . ,N.

So, we look for solutions of PDEs.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 25 / 69

Page 46: Synchronization of coupled oscillators is a game

Derivation of model PDE model

2. Incoherence solution (PDE)

Incoherence solution

h(θ , t,ω) = h0(θ) := 0 p(θ , t,ω) = p0(θ) :=1

incoherence

h(θ , t,ω) = 0 ⇒ ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t)+η

∗− σ2

2∂

2θθ h

∂tp+ω∂θ p =1R

∂θ [p(∂θ h)]+σ2

2∂

2θθ p

c(θ , t) =∫

Ω

∫ 2π

0c•(θ ,ϑ)p(ϑ , t,ω)g(ω)dϑ dω

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 26 / 69

Page 47: Synchronization of coupled oscillators is a game

Derivation of model PDE model

2. Incoherence solution (PDE)

Incoherence solution

h(θ , t,ω) = h0(θ) := 0 p(θ , t,ω) = p0(θ) :=1

incoherence

h(θ , t,ω) = 0⇒ ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t)+η

∗− σ2

2∂

2θθ h

p(θ , t,ω) = 12π⇒ ∂tp+ω∂θ p =

1R

∂θ [p(∂θ h)]+σ2

2∂

2θθ p

c(θ , t) =∫

Ω

∫ 2π

0c•(θ ,ϑ)p(ϑ , t,ω)g(ω)dϑ dω

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 26 / 69

Page 48: Synchronization of coupled oscillators is a game

Derivation of model PDE model

2. Incoherence solution (PDE)

Assume c•(ϑ ,θ) = c•(ϑ −θ) = 12 sin2

(ϑ −θ

2

)Incoherence solution

h(θ , t,ω) = h0(θ) := 0 p(θ , t,ω) = p0(θ) :=1

Optimal control u =− 1R

∂θ h = 0

Average cost

c(θ , t) =∫

Ω

∫ 2π

0

12 sin2

(θ −ϑ

2

)1

2πg(ω)dϑ dω

η∗(ω) = c(θ , t) =

14

=: η0 for all ω ∈Ω

incoherence soln.

No cost of control

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 27 / 69

Page 49: Synchronization of coupled oscillators is a game

Derivation of model PDE model

2. Incoherence solution (Finite population)

Closed-loop dynamics dθi = (ωi + ui︸︷︷︸=0

)dt +σ dξi(t)

Average cost

ηi = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i︸ ︷︷ ︸

=0

]dt

= limT→∞

1N ∑

j 6=i

1T

∫ T

0E[ 1

2 sin2(

θi(t)−θj(t)2

)]dt

=1N ∑

j6=i

∫ 2π

0E[ 1

2 sin2(

θi(t)−ϑ

2

)]

12π

dϑ =N−1

Nη0

−1

0.8

0.6

0.4

0.2

0

0.2

0.4

0.6

0.8

1

incoherence

ε-Nash property

ηi(uoi ;uo−i)≤ ηi(ui;uo

−i)+O(1√N

), i = 1, . . . ,N.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 28 / 69

Page 50: Synchronization of coupled oscillators is a game

Derivation of model PDE model

2. Incoherence solution (Finite population)

Closed-loop dynamics dθi = (ωi + ui︸︷︷︸=0

)dt +σ dξi(t)

Average cost

ηi = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i︸ ︷︷ ︸

=0

]dt

= limT→∞

1N ∑

j 6=i

1T

∫ T

0E[ 1

2 sin2(

θi(t)−θj(t)2

)]dt

=1N ∑

j6=i

∫ 2π

0E[ 1

2 sin2(

θi(t)−ϑ

2

)]

12π

dϑ =N−1

Nη0

−1

0.8

0.6

0.4

0.2

0

0.2

0.4

0.6

0.8

1

incoherence

ε-Nash property

ηi(uoi ;uo−i)≤ ηi(ui;uo

−i)+O(1√N

), i = 1, . . . ,N.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 28 / 69

Page 51: Synchronization of coupled oscillators is a game

Derivation of model PDE model

3. Synchronization is a solution of game

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

IncoherenceR−1/ 2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.350. 1

0.15

0. 2

0.25

ω= 0.95

ω= 1

ω= 1.05

R > Rc

η(ω) = η0

R < R

c

η(ω) < η0

c

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds η(ω) = min

uiηi(ui;uo

−i)

0 1 2 3 4 5 60

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1t = 38.24

Synchrony solution of

Yin et al., “Synchronization of oscillators is a game,” ACC2010P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 29 / 69

Page 52: Synchronization of coupled oscillators is a game

Derivation of model PDE model

3. Synchronization is a solution of game

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

IncoherenceR−1/ 2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.350. 1

0.15

0. 2

0.25

ω= 0.95

ω= 1

ω= 1.05

R > Rc

η(ω) = η0

R < R

c

η(ω) < η0

c

incoherence soln.

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds η(ω) = min

uiηi(ui;uo

−i)

0 1 2 3 4 5 60

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1t = 38.24

Synchrony solution of

Yin et al., “Synchronization of oscillators is a game,” ACC2010P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 29 / 69

Page 53: Synchronization of coupled oscillators is a game

Derivation of model PDE model

3. Synchronization is a solution of game

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

IncoherenceR−1/ 2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.350. 1

0.15

0. 2

0.25

ω= 0.95

ω= 1

ω= 1.05

R > Rc

η(ω) = η0

R < R

c

η(ω) < η0

c

synchrony soln.

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds η(ω) = min

uiηi(ui;uo

−i)

0 1 2 3 4 5 60

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1t = 38.24

Synchrony solution of

Yin et al., “Synchronization of oscillators is a game,” ACC2010P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 29 / 69

Page 54: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 55: Synchronization of coupled oscillators is a game

Analysis of phase transition Incoherence solution

Overview of the steps

HJB: ∂th+ω∂θ h =1

2R(∂θ h)2− c(θ , t) +η

∗− σ2

2∂

2θθ h ⇒ h(θ , t,ω)

FPK: ∂tp+ω∂θ p =1R

∂θ [p( ∂θ h )]+σ2

2∂

2θθ p ⇒ p(θ , t,ω)

c(ϑ , t) =∫

Ω

∫ 2π

0c•(ϑ ,θ) p(θ , t,ω) g(ω)dθ dω

Assume c•(ϑ ,θ) = c•(ϑ −θ) = 12 sin2

(ϑ −θ

2

)Incoherence solution

h(θ , t,ω) = h0(θ) := 0 p(θ , t,ω) = p0(θ) :=1

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 31 / 69

Page 56: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 57: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Linearization and spectra

Linearized PDE (about incoherence solution)

∂ tz(θ , t,ω) =

(−ω∂θ h− c− σ2

2 ∂ 2θθ

h−ω∂θ p+ 1

2πR ∂ 2θθ

h+ σ2

2 ∂ 2θθ

p

)=: LRz(θ , t,ω)

Spectrum of the linear operator1 Continuous spectrum S(k)+∞

k=−∞

S(k) :=λ ∈ C

∣∣λ =±σ2

2k2− kωi for all ω ∈Ω

2 Discrete spectrum

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 33 / 69

Page 58: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Linearization and spectra

Linearized PDE (about incoherence solution)

∂ tz(θ , t,ω) =

(−ω∂θ h− c− σ2

2 ∂ 2θθ

h−ω∂θ p+ 1

2πR ∂ 2θθ

h+ σ2

2 ∂ 2θθ

p

)=: LRz(θ , t,ω)

Spectrum of the linear operator1 Continuous spectrum S(k)+∞

k=−∞

S(k) :=λ ∈ C

∣∣λ =±σ2

2k2− kωi for all ω ∈Ω

2 Discrete spectrum

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 33 / 69

Page 59: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Linearization and spectra

Linearized PDE (about incoherence solution)

∂ tz(θ , t,ω) =

(−ω∂θ h− c− σ2

2 ∂ 2θθ

h−ω∂θ p+ 1

2πR ∂ 2θθ

h+ σ2

2 ∂ 2θθ

p

)=: LRz(θ , t,ω)

Spectrum of the linear operator1 Continuous spectrum S(k)+∞

k=−∞

S(k) :=λ ∈ C

∣∣λ =±σ2

2k2− kωi for all ω ∈Ω

−0.2 −0.1 0 0.1 0.2 0.3

−3

−2

−1

0

1

2

3

real

ima

g

γ = 0.1

R decreases

k=2 k=2

k=1 k=1

2 Discrete spectrum

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 33 / 69

Page 60: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Linearization and spectra

Linearized PDE (about incoherence solution)

∂ tz(θ , t,ω) =

(−ω∂θ h− c− σ2

2 ∂ 2θθ

h−ω∂θ p+ 1

2πR ∂ 2θθ

h+ σ2

2 ∂ 2θθ

p

)=: LRz(θ , t,ω)

Spectrum of the linear operator1 Continuous spectrum S(k)+∞

k=−∞

S(k) :=λ ∈ C

∣∣λ =±σ2

2k2− kωi for all ω ∈Ω

−0.2 −0.1 0 0.1 0.2 0.3

−3

−2

−1

0

1

2

3

real

ima

g

γ = 0.1

R decreases

k=2 k=2

k=1 k=1

2 Discrete spectrum

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 33 / 69

Page 61: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Bifurcation diagram (Hamiltonian Hopf)

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

Stability proof

[3] Dellnitz et al., Int. Series Num. Math., 1992

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 34 / 69

Page 62: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Bifurcation diagram (Hamiltonian Hopf)

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

Stability proof

−0.2 −0.1 0 0.1 0.2

-0.6

-0.8

-1

-1.2

-1.4

real

imag

(a)

Cont. spectrum; ind. of RDisc. spectrum; fn. of R

Bifurcation point

[3] Dellnitz et al., Int. Series Num. Math., 1992

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 34 / 69

Page 63: Synchronization of coupled oscillators is a game

Analysis of phase transition Bifurcation analysis

Bifurcation diagram (Hamiltonian Hopf)

Characteristic eqn:1

8R

∫Ω

g(ω)

(λ − σ2

2 +ωi)(λ + σ2

2 +ωi)dω +1 = 0.

Stability proof

−0.2 −0.1 0 0.1 0.2

-0.6

-0.8

-1

-1.2

-1.4

real

imag

(a)

Cont. spectrum; ind. of RDisc. spectrum; fn. of R

Bifurcation point

0 0.05 0.1 0.15 0.215

20

25

30

35

40

45

50

Incoherence

R > RR

c(γ

γ

) (c))

Synchrony

0.05

[3] Dellnitz et al., Int. Series Num. Math., 1992

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 34 / 69

Page 64: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 65: Synchronization of coupled oscillators is a game

Analysis of phase transition Numerics

Numerical solution of PDEs

Incoherence; R = 60incoherence

incoherence

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 36 / 69

Page 66: Synchronization of coupled oscillators is a game

Analysis of phase transition Numerics

Numerical solution of PDEs

Incoherence; R = 60incoherence

incoherence

Synchrony; R = 10

synchrony

synchrony

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 36 / 69

Page 67: Synchronization of coupled oscillators is a game

Analysis of phase transition Numerics

Bifurcation diagram

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

Incoherence R−1/2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.35

0. 1

0.15

0. 2

0.25

ω = 0.95

ω = 1

ω = 1.05

R > Rc

η(ω) = η0

R < Rc

η(ω) < η0

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 37 / 69

Page 68: Synchronization of coupled oscillators is a game

Analysis of phase transition Numerics

Bifurcation diagram

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

Incoherence R−1/2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.35

0. 1

0.15

0. 2

0.25

ω = 0.95

ω = 1

ω = 1.05

R > Rc

η(ω) = η0

R < Rc

η(ω) < η0

incoherence soln.

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 37 / 69

Page 69: Synchronization of coupled oscillators is a game

Analysis of phase transition Numerics

Bifurcation diagram

Locking

0 0.1 0.2

0.15

0.2

0.25

R−1/ 2

γγIncoherence

R > Rc(γ)

Synchrony

Incoherence R−1/2

η(ω)

0. 1 0.15 0. 2 0.25 0. 3 0.35

0. 1

0.15

0. 2

0.25

ω = 0.95

ω = 1

ω = 1.05

R > Rc

η(ω) = η0

R < Rc

η(ω) < η0

synchrony soln.

dθi = (ωi +ui)dt +σ dξi

ηi(ui;u−i) = limT→∞

1T

∫ T

0E[c(θi;θ−i)+ 1

2 Ru2i ]ds

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 37 / 69

Page 70: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 71: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Comparison to Kuramoto law

Control law u = ϕ(θ , t,ω)

−0.2

0

0.2

0.4

0.6

ω = 0.95

ω = 1

ω = 1.05

PopulationDensity

Control laws

0 π 2π θ

Equivalent control law in Kuramoto oscillator

u(Kur)i =

κ

N

N

∑j=1

sin(θj(t)−θi)N→∞

≈ κ0 sin(ϑ0 + t−θi)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 39 / 69

Page 72: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Comparison to Kuramoto law

Control law u = ϕ(θ , t,ω)

−0.2

0

0.2

0.4

0.6

ω = 0.95

ω = 1

ω = 1.05

Kuramoto

Population

Density

Control laws

0 π 2π θ

Equivalent control law in Kuramoto oscillator

u(Kur)i =

κ

N

N

∑j=1

sin(θj(t)−θi)N→∞

≈ κ0 sin(ϑ0 + t−θi)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 39 / 69

Page 73: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Optimality equation minuic(θ ;θ−i(t))+ 1

2 Ru2i +Duihi(θ , t)︸ ︷︷ ︸

=: Hi(θ ,ui;θ−i(t))

= η∗i

Optimal control law Kuramoto law

u∗i =− 1R

∂θ hi(θ , t) u(Kur)i =−κ

N ∑j 6=i

sin(θi−θj(t))

Parameterization:

H(Ai,φi)i (θ ,ui;θ−i(t))= c(θ ;θ−i(t))+ 1

2 Ru2i +(ωi−1+ui)AiS(φi)+

σ2

2AiC(φi)

where

S(φ)(θ ,θ−i) =1N ∑

j 6=isin(θ −θj−φ), C(φ)(θ ,θ−i) =

1N ∑

j 6=icos(θ −θj−φ)

Approx. optimal control:

u(Ai,φi)i = argmin

ui

H(Ai,φi)i (θ ,ui;θ−i(t))=−Ai

RS(φi)(θ ,θ−i)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 40 / 69

Page 74: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Optimality equation minuic(θ ;θ−i(t))+ 1

2 Ru2i +Duihi(θ , t)︸ ︷︷ ︸

=: Hi(θ ,ui;θ−i(t))

= η∗i

Optimal control law Kuramoto law

u∗i =− 1R

∂θ hi(θ , t) u(Kur)i =−κ

N ∑j 6=i

sin(θi−θj(t))

Parameterization:

H(Ai,φi)i (θ ,ui;θ−i(t))= c(θ ;θ−i(t))+ 1

2 Ru2i +(ωi−1+ui)AiS(φi)+

σ2

2AiC(φi)

where

S(φ)(θ ,θ−i) =1N ∑

j 6=isin(θ −θj−φ), C(φ)(θ ,θ−i) =

1N ∑

j 6=icos(θ −θj−φ)

Approx. optimal control:

u(Ai,φi)i = argmin

ui

H(Ai,φi)i (θ ,ui;θ−i(t))=−Ai

RS(φi)(θ ,θ−i)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 40 / 69

Page 75: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Optimality equation minuic(θ ;θ−i(t))+ 1

2 Ru2i +Duihi(θ , t)︸ ︷︷ ︸

=: Hi(θ ,ui;θ−i(t))

= η∗i

Optimal control law Kuramoto law

u∗i =− 1R

∂θ hi(θ , t) u(Kur)i =−κ

N ∑j 6=i

sin(θi−θj(t))

Parameterization:

H(Ai,φi)i (θ ,ui;θ−i(t))= c(θ ;θ−i(t))+ 1

2 Ru2i +(ωi−1+ui)AiS(φi)+

σ2

2AiC(φi)

where

S(φ)(θ ,θ−i) =1N ∑

j 6=isin(θ −θj−φ), C(φ)(θ ,θ−i) =

1N ∑

j 6=icos(θ −θj−φ)

Approx. optimal control:

u(Ai,φi)i = argmin

ui

H(Ai,φi)i (θ ,ui;θ−i(t))=−Ai

RS(φi)(θ ,θ−i)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 40 / 69

Page 76: Synchronization of coupled oscillators is a game

Learning Q-function approximation

Optimality equation minuic(θ ;θ−i(t))+ 1

2 Ru2i +Duihi(θ , t)︸ ︷︷ ︸

=: Hi(θ ,ui;θ−i(t))

= η∗i

Optimal control law Kuramoto law

u∗i =− 1R

∂θ hi(θ , t) u(Kur)i =−κ

N ∑j 6=i

sin(θi−θj(t))

Parameterization:

H(Ai,φi)i (θ ,ui;θ−i(t))= c(θ ;θ−i(t))+ 1

2 Ru2i +(ωi−1+ui)AiS(φi)+

σ2

2AiC(φi)

where

S(φ)(θ ,θ−i) =1N ∑

j 6=isin(θ −θj−φ), C(φ)(θ ,θ−i) =

1N ∑

j 6=icos(θ −θj−φ)

Approx. optimal control:

u(Ai,φi)i = argmin

ui

H(Ai,φi)i (θ ,ui;θ−i(t))=−Ai

RS(φi)(θ ,θ−i)

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 40 / 69

Page 77: Synchronization of coupled oscillators is a game

1 MotivationWhy a game?Why Oscillators?

2 Problems and resultsProblem statementMain results

3 Derivation of modelOverviewDerivation stepsPDE model

4 Analysis of phase transitionIncoherence solutionBifurcation analysisNumerics

5 LearningQ-function approximationSteepest descent algorithm

Page 78: Synchronization of coupled oscillators is a game

Learning Steepest descent algorithm

Bellman error:

Pointwise: L (Ai,φi)(θ , t) = minuiH(Ai,φi)

i −η(A∗i ,φ

∗i )

i

Simple gradient descent algorithm

e(Ai,φi) =2

∑k=1|〈L (Ai,φi), ϕk(θ)〉|2

dAi

dt=−ε

de(Ai,φi)dAi

,dφi

dt=−ε

de(Ai,φi)dφi

(∗)

Theorem (Convergence)

Assume population is in synchrony. The ith oscillator updatesaccording to (∗). Then

Ai(t)→ A∗ =1

2σ2

The pointwise Bellman error L (Ai,0)(θ , t) = ε(R)cos2(θ − t)

where ε(R) =1

16Rσ4

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 42 / 69

Page 79: Synchronization of coupled oscillators is a game

Learning Steepest descent algorithm

Phase transition

Suppose all oscillators use approx. optimal control law:

ui =−A∗

R1N ∑

j 6=isin(θi−θj(t))

then the phase transition boundary is

Rc(γ) =

1

2σ4 if γ = 01

4σ2γtan−1

(2γ

σ2

)if γ > 0

0 50 100 150 200 250 3002

2.5

3

3.5

4

4.5

5

5.5

6

t

k = 0.01; R = 1000

Ai

A*

0 0.05 0.1 0.15 0.215

20

25

30

35

40

45

50

γ

R

PDE

Learning

Incoherence

Synchrony

P. G. Mehta (UIUC) Univ. of Maryland Mar. 4, 2010 43 / 69

Page 80: Synchronization of coupled oscillators is a game

Thank you!

Website: http://www.mechse.illinois.edu/research/mehtapg

Huibing Yin Sean P. Meyn Uday V. Shanbhag

H. Yin, P. G. Mehta, S. P. Meyn and U. V. Shanbhag, “Synchronization of coupled oscillators is a game,” ACC 2010

Page 81: Synchronization of coupled oscillators is a game

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Minyi Huang, Peter E. Caines, and Roland P. Malhame.

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Large-population cost-coupled LQG problems with nonuniformagents: Individual-mass behavior and decentralized ε-nashequilibria.IEEE transactions on automatic control, 52(9):1560–1571, 2007.

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P. Mehta and S. Meyn.Q-learning and Pontryagin’s Minimum Principle.To appear, 48th IEEE Conference on Decision and Control,December 16-18 2009.

Sean P. Meyn.

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