The Kuramoto model in complex networks

181 pages, 48 figures. In Press, Accepted Manuscript, Physics Reports 2015 Acknowledgments We are indebted with B. Sonnenschein, E. R. dos Santos, P. Schultz, C. Grabow, M. Ha and C. Choi for insightful and helpful discussions. T.P. acknowledges FAPESP (No. 2012/22160-7 and No. 2015/02486-3) and IRTG 1740. P.J. thanks founding from the China Scholarship Council (CSC). F.A.R. acknowledges CNPq (Grant No. 305940/2010-4) and FAPESP (Grants No. 2011/50761-2 and No. 2013/26416-9) for financial support. J.K. would like to acknowledge IRTG 1740 (DFG and FAPESP).Peer reviewedPreprin

Synchronization in STDP-driven memristive neural networks with time-varying topology

Synchronization is a widespread phenomenon in the brain. Despite numerous studies, the specific parameter configurations of the synaptic network structure and learning rules needed to achieve robust and enduring synchronization in neurons driven by spike-timing-dependent plasticity (STDP) and temporal networks subject to homeostatic structural plasticity (HSP) rules remain unclear. Here, we bridge this gap by determining the configurations required to achieve high and stable degrees of complete synchronization (CS) and phase synchronization (PS) in time-varying small-world and random neural networks driven by STDP and HSP. In particular, we found that decreasing $P$ (which enhances the strengthening effect of STDP on the average synaptic weight) and increasing $F$ (which speeds up the swapping rate of synapses between neurons) always lead to higher and more stable degrees of CS and PS in small-world and random networks, provided that the network parameters such as the synaptic time delay $\tau_c$, the average degree $\langle k \rangle$, and the rewiring probability $\beta$ have some appropriate values. When $\tau_c$, $\langle k \rangle$, and $\beta$ are not fixed at these appropriate values, the degree and stability of CS and PS may increase or decrease when $F$ increases, depending on the network topology. It is also found that the time delay $\tau_c$ can induce intermittent CS and PS whose occurrence is independent $F$. Our results could have applications in designing neuromorphic circuits for optimal information processing and transmission via synchronization phenomena.Comment: 28 pages, 86 references, 8 figures, 2 Table

Synchrony and bifurcations in coupled dynamical systems and effects of time delay

Dynamik auf Netzwerken ist ein mathematisches Feld, das in den letzten Jahrzehnten schnell gewachsen ist und Anwendungen in zahlreichen Disziplinen wie z.B. Physik, Biologie und Soziologie findet. Die Funktion vieler Netzwerke hängt von der Fähigkeit ab, die Elemente des Netzwerkes zu synchronisieren. Mit anderen Worten, die Existenz und die transversale Stabilität der synchronen Mannigfaltigkeit sind zentrale Eigenschaften. Erst seit einigen Jahren wird versucht, den verwickelten Zusammenhang zwischen der Kopplungsstruktur und den Stabilitätseigenschaften synchroner Zustände zu verstehen. Genau das ist das zentrale Thema dieser Arbeit. Zunächst präsentiere ich erste Ergebnisse zur Klassifizierung der Kanten eines gerichteten Netzwerks bezüglich ihrer Bedeutung für die Stabilität des synchronen Zustands. Folgend untersuche ich ein komplexes Verzweigungsszenario in einem gerichteten Ring von Stuart-Landau Oszillatoren und zeige, dass das Szenario persistent ist, wenn dem Netzwerk eine schwach gewichtete Kante hinzugefügt wird. Daraufhin untersuche ich synchrone Zustände in Ringen von Phasenoszillatoren die mit Zeitverzögerung gekoppelt sind. Ich bespreche die Koexistenz synchroner Lösungen und analysiere deren Stabilität und Verzweigungen. Weiter zeige ich, dass eine Zeitverschiebung genutzt werden kann, um Muster im Ring zu speichern und wiederzuerkennen. Diese Zeitverschiebung untersuche ich daraufhin für beliebige Kopplungsstrukturen. Ich zeige, dass invariante Mannigfaltigkeiten des Flusses sowie ihre Stabilität unter der Zeitverschiebung erhalten bleiben. Darüber hinaus bestimme ich die minimale Anzahl von Zeitverzögerungen, die gebraucht werden, um das System äquivalent zu beschreiben. Schließlich untersuche ich das auffällige Phänomen eines nichtstetigen Übergangs zu Synchronizität in Klassen großer Zufallsnetzwerke indem ich einen kürzlich eingeführten Zugang zur Beschreibung großer Zufallsnetzwerke auf den Fall zeitverzögerter Kopplungen verallgemeinere.Since a couple of decades, dynamics on networks is a rapidly growing branch of mathematics with applications in various disciplines such as physics, biology or sociology. The functioning of many networks heavily relies on the ability to synchronize the network’s nodes. More precisely, the existence and the transverse stability of the synchronous manifold are essential properties. It was only in the last few years that people tried to understand the entangled relation between the coupling structure of a network, given by a (di-)graph, and the stability properties of synchronous states. This is the central theme of this dissertation. I first present results towards a classification of the links in a directed, diffusive network according to their impact on the stability of synchronization. Then I investigate a complex bifurcation scenario observed in a directed ring of Stuart-Landau oscillators. I show that under the addition of a single weak link, this scenario is persistent. Subsequently, I investigate synchronous patterns in a directed ring of phase oscillators coupled with time delay. I discuss the coexistence of multiple of synchronous solutions and investigate their stability and bifurcations. I apply these results by showing that a certain time-shift transformation can be used in order to employ the ring as a pattern recognition device. Next, I investigate the same time-shift transformation for arbitrary coupling structures in a very general setting. I show that invariant manifolds of the flow together with their stability properties are conserved under the time-shift transformation. Furthermore, I determine the minimal number of delays needed to equivalently describe the system’s dynamics. Finally, I investigate a peculiar phenomenon of non-continuous transition to synchrony observed in certain classes of large random networks, generalizing a recently introduced approach for the description of large random networks to the case of delayed couplings

Effect of Distributed Delays in Systems of Coupled Phase Oscillators

Communication delays are common in many complex systems. It has been shown that these delays cannot be neglected when they are long enough compared to other timescales in the system. In systems of coupled phase oscillators discrete delays in the coupling give rise to effects such as multistability of steady states. However, variability in the communication times inherent to many processes suggests that the description with discrete delays maybe insufficient to capture all effects of delays. An interesting example of the effects of communication delays is found during embryonic development of vertebrates. A clock based on biochemical reactions inside cells provides the periodicity for the successive and robust formation of somites, the embryonic precursors of vertebrae, ribs and some skeletal muscle. Experiments show that these cellular clocks communicate in order to synchronize their behavior. However, in cellular systems, fluctuations and stochastic processes introduce a variability in the communication times. Here we account for such variability by considering the effects of distributed delays. Our approach takes into account entire intervals of past states, and weights them according to a delay distribution. We find that the stability of the fully synchronized steady state with zero phase lag does not depend on the shape of the delay distribution, but the dynamics when responding to small perturbations about this steady state do. Depending on the mean of the delay distribution, a change in its shape can enhance or reduce the ability of these systems to respond to small perturbations about the phase-locked steady state, as compared to a discrete delay with a value equal to this mean. For synchronized steady states with non-zero phase lag we find that the stability of the steady state can be altered by changing the shape of the delay distribution. We conclude that the response to a perturbation in systems of phase oscillators coupled with discrete delays has a sharper functional dependence on the mean delay than in systems with distributed delays in the coupling. The strong dependence of the coupling on the mean delay time is partially averaged out by distributed delays that take into account intervals of the past.:Abstract i Acknowledgement iii I. INTRODUCTION 1. Coupled Phase Oscillators Enter the Stage 5 1.1. Adjusting rhythms – synchronization . . . . . . . . . . . . . . . . . . 5 1.2. Historical remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.3. Reducing variables – phase models . . . . . . . . . . . . . . . . . . . . 9 1.4. The Kuramoto order parameter . . . . . . . . . . . . . . . . . . . . . . 10 1.5. Who talks to whom – coupling topologies . . . . . . . . . . . . . . . . 12 2. Coupled Phase Oscillators with Delay in the Coupling 15 2.1. Communication needs time – coupling delays . . . . . . . . . . . . . . 15 2.1.1. Discrete delays consider one past time . . . . . . . . . . . . . . 16 2.1.2. Distributed delays consider multiple past times . . . . . . . . 17 2.2. Coupled phase oscillators with discrete delay . . . . . . . . . . . . . . 18 2.2.1. Phase locked steady states with no phase lags . . . . . . . . . 18 2.2.2. m-twist solutions: phase-locked steady states with phase lags 21 3. The Vertebrate Segmentation Clock – What Provides the Rhythm? 25 3.1. The clock and wavefront mechanism . . . . . . . . . . . . . . . . . . . 26 3.2. Cyclic gene expression on the cellular and the tissue level . . . . . . 27 3.3. Coupling by Delta-Notch signalling . . . . . . . . . . . . . . . . . . . . 29 3.4. The Delayed Coupling Theory . . . . . . . . . . . . . . . . . . . . . . . 30 3.5. Discrete delay is an approximation – is it sufficient? . . . . . . . . . 32 4. Outline of the Thesis 33 II. DISTRIBUTED DELAYS 5. Setting the Stage for Distributed Delays 37 5.1. Model equations with distributed delays . . . . . . . . . . . . . . . . . 37 5.2. How we include distributed delays . . . . . . . . . . . . . . . . . . . . 38 5.3. Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 6. The Phase-Locked Steady State Solution 41 6.1. Global frequency of phase-locked steady states . . . . . . . . . . . . . 41 6.2. Linear stability of the steady state . . . . . . . . . . . . . . . . . . . . 42 6.3. Linear dynamics of the perturbation – the characteristic equation . 43 6.4. Summary and application to the Delayed Coupling Theory . . . . . . 50 7. Dynamics Close to the Phase-Locked Steady State 53 7.1. The response to small perturbations . . . . . . . . . . . . . . . . . . . 53 7.2. Relation between order parameter and perturbation modes . . . . . 54 7.3. Perturbation dynamics in mean-field coupled systems . . . . . . . . 56 7.4. Nearest neighbour coupling with periodic boundary conditions . . . 62 7.4.1. How variance and skewness influence synchrony dynamics . 73 7.4.2. The dependence of synchrony dynamics on the number of oscillators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 7.5. Synchrony dynamics in systems with arbitrary coupling topologies . 88 7.6. Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 8. The m-twist Steady State Solution on a Ring 95 8.1. Global frequency of m-twist steady states . . . . . . . . . . . . . . . . 95 8.2. Linear stability of m-twist steady states . . . . . . . . . . . . . . . . . 97 8.3. Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 9. Dynamics Approaching the m-twist Steady States 105 9.1. Relation between order parameter and perturbation modes . . . . . 105 9.2. Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 10.Conclusions and Outlook 111 vi III. APPENDICES A. 119 A.1. Distribution composed of two adjacent boxcar functions . . . . . . . 119 A.2. The gamma distribution . . . . . . . . . . . . . . . . . . . . . . . . . . 124 A.3. Distribution composed of two Dirac delta peaks . . . . . . . . . . . . 125 A.4. Gerschgorin’s circle theorem . . . . . . . . . . . . . . . . . . . . . . . . 127 A.5. The Lambert W function . . . . . . . . . . . . . . . . . . . . . . . . . . 127 A.6. Roots of unity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 B. Simulation methods 12

Synchronization and application of delay-coupled semiconductor lasers

The work in this thesis is focused on the complex dynamics of semiconductor laser (SL) devices which receive time-delayed feedback from an external cavity or are delay-coupled with a second semiconductor laser. We investigate fundamental properties of the dynamics and study the utilization of transient complex dynamics of a single SL arising from delayed feedback and external signal injection for a neuro-inspired photonic data processing scheme. Based on experiments and numerical modelling, we investigate systems of two coupled SLs, gaining insights into the role of laser and coupling parameters for the synchronization characteristics of these systems. We link certain features of the synchronization dynamics, like intermittent desynchronization events, to the underlying nonlinear dynamics in the coupled laser system. Our research thus combines both fundamental insights into delay-coupled lasers as well as novel application perspectives

Macroscopic Models and Phase Resetting of Coupled Biological Oscillators

This thesis concerns the derivation and analysis of macroscopic mathematical models for coupled biological oscillators. Circadian rhythms, heart beats, and brain waves are all examples of biological rhythms formed through the aggregation of the rhythmic contributions of thousands of cellular oscillations. These systems evolve in an extremely high-dimensional phase space having at least as many degrees of freedom as the number of oscillators. This high-dimensionality often contrasts with the low-dimensional behavior observed on the collective or macroscopic scale. Moreover, the macroscopic dynamics are often of greater interest in biological applications. Therefore, it is imperative that mathematical techniques are developed to extract low-dimensional models for the macroscopic behavior of these systems. One such mathematical technique is the Ott-Antonsen ansatz. The Ott-Antonsen ansatz may be applied to high-dimensional systems of heterogeneous coupled oscillators to derive an exact low-dimensional description of the system in terms of macroscopic variables. We apply the Ott-Antonsen technique to determine the sensitivity of collective oscillations to perturbations with applications to neuroscience. The power of the Ott-Antonsen technique comes at the expense of several limitations which could limit its applicability to biological systems. To address this we compare the Ott-Antonsen ansatz with experimental measurements of circadian rhythms and numerical simulations of several other biological systems. This analysis reveals that a key assumption of the Ott-Antonsen approach is violated in these systems. However, we discover a low-dimensional structure in these data sets and characterize its emergence through a simple argument depending only on general phase-locking behavior in coupled oscillator systems. We further demonstrate the structure's emergence in networks of noisy heterogeneous oscillators with complex network connectivity. We show how this structure may be applied as an ansatz to derive low-dimensional macroscopic models for oscillator population activity. This approach allows for the incorporation of cellular-level experimental data into the macroscopic model whose parameters and variables can then be directly associated with tissue- or organism-level properties, thereby elucidating the core properties driving the collective behavior of the system. We first apply our ansatz to study the impact of light on the mammalian circadian system. To begin we derive a low-dimensional macroscopic model for the core circadian clock in mammals. Significantly, the variables and parameters in our model have physiological interpretations and may be compared with experimental results. We focus on the effect of four key factors which help shape the mammalian phase response to light: heterogeneity in the population of oscillators, the structure of the typical light phase response curve, the fraction of oscillators which receive direct light input and changes in the coupling strengths associated with seasonal day-lengths. We find these factors can explain several experimental results and provide insight into the processing of light information in the mammalian circadian system. In a second application of our ansatz we derive a pair of low-dimensional models for human circadian rhythms. We fit the model parameters to measurements of light sensitivity in human subjects, and validate these parameter fits with three additional data sets. We compare our model predictions with those made by previous phenomenological models for human circadian rhythms. We find our models make new predictions concerning the amplitude dynamics of the human circadian clock and the light entrainment properties of the clock. These results could have applications to the development of light-based therapies for circadian disorders.PHDApplied and Interdisciplinary MathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/138766/1/khannay_1.pd

Dynamics and Synchronization of Weak Chimera States for a Coupled Oscillator System

This thesis is an investigation of chimera states in a network of identical coupled phase oscillators. Chimera states are intriguing phenomena that can occur in systems of coupled identical phase oscillators when synchronized and desynchronized oscillators coexist. We use the Kuramoto model and coupling function of Hansel for a specific system of six oscillators to prove the existence of chimera states. More precisely, we prove analytically there are chimera states in a small network of six phase oscillators previously investigated numerically by Ashwin and Burylko [8]. We can reduce to a two-dimensional system within an invariant subspace, in terms of phase differences. This system is found to have an integral of motion for a specific choice of parameters. Using this we prove there is a set of periodic orbits that is a weak chimera. Moreover, we are able to confirmthat there is an infinite number of chimera states at the special case of parameters, using the weak chimera definition of [8]. We approximate the Poincaré return map for these weak chimera solutions and demonstrate several results about their stability and bifurcation for nearby parameters. These agree with numerical path following of the solutions. We also consider another invariant subspace to reduce the Kuramoto model of six coupled phase oscillators to a first order differential equation. We analyse this equation numerically and find regions of attracting chimera states exist within this invariant subspace. By computing eigenvalues at a nonhyperbolic point for the system of phase differences, we numerically find there are chimera states in the invariant subspace that are attracting within full system.Republic of Iraq, Ministry of Higher Education and Scientific Research

Memòria científica 2006

N

Adomian decomposition method, nonlinear equations and spectral solutions of burgers equation

Tese de doutoramento. Ciências da Engenharia. 2006. Faculdade de Engenharia. Universidade do Porto, Instituto Superior Técnico. Universidade Técnica de Lisbo

Stochastic and complex dynamics in mesoscopic brain networks

The aim of this thesis is to deepen into the understanding of the mechanisms responsible for the generation of complex and stochastic dynamics, as well as emerging phenomena, in the human brain. We study typical features from the mesoscopic scale, i.e., the scale in which the dynamics is given by the activity of thousands or even millions of neurons. At this scale the synchronous activity of large neuronal populations gives rise to collective oscillations of the average voltage potential. These oscillations can easily be recorded using electroencephalography devices (EEG) or measuring the Local Field Potentials (LFPs). In Chapter 5 we show how the communication between two cortical columns (mesoscopic structures) can be mediated efficiently by a microscopic neural network. We use the synchronization of both cortical columns as a probe to ensure that an effective communication is established between the three neural structures. Our results indicate that there are certain dynamical regimes from the microscopic neural network that favor the correct communication between the cortical columns: therefore, if the LFP frequency of the neural network is of around 40Hz, the synchronization between the cortical columns is more robust compared to the situation in which the neural network oscillates at a lower frequency (10Hz). However, microscopic topological characteristics of the network also influence communication, being a small-world structure the one that best promotes the synchronization of the cortical columns. Finally, this Chapter shows how the mediation exerted by the neural network cannot be substituted by the average of its activity, that is, the dynamic properties of the microscopic neural network are essential for the proper transmission of information between all neural structures. The oscillatory brain electrical activity is largely dependent on the interplay between excitation and inhibition. In Chapter 6 we study how groups of cortical columns show complex patterns of cortical excitation and inhibition taking into account their topological features and the strength of their couplings. These cortical columns segregate between those dominated by excitation and those dominated by inhibition, affecting the synchronization properties of networks of cortical columns. In Chapter 7 we study a dynamic regime by which complex patterns of synchronization between chaotic oscillators appear spontaneously in a network. We show what conditions must a set of coupled dynamical systems fulfill in order to display heterogeneity in synchronization. Therefore, our results are related to the complex phenomenon of synchronization in the brain, which is a focus of study nowadays. Finally, in Chapter 8 we study the ability of the brain to compute and process information. The novelty here is our use of complex synchronization in the brain in order to implement basic elements of Boolean computation. In this way, we show that the partial synchronization of the oscillations in the brain establishes a code in terms of synchronization / non-synchronization (1/0, respectively), and thus all simple Boolean functions can be implemented (AND, OR, XOR, etc.). We also show that complex Boolean functions, such as a flip-flop memory, can be constructed in terms of states of dynamic synchronization of brain oscillations.L'objectiu d'aquesta Tesi és aprofundir en la comprensió dels mecanismes responsables de la generació de dinàmica complexa i estocàstica, així com de fenòmens emergents, en el cervell humà. Estudiem la fenomenologia característica de l'escala mesoscòpica, és a dir, aquella en la que la dinàmica característica ve donada per l'activitat de milers de neurones. En aquesta escala l'activitat síncrona de grans poblacions neuronals dóna lloc a un fenomen col·lectiu pel qual es produeixen oscil·lacions del seu potencial mitjà. Aquestes oscil·lacions poden ser fàcilment enregistrades mitjançant aparells d'electroencefalograma (EEG) o enregistradors de Potencials de Camp Local (LFP). En el Capítol 5 mostrem com la comunicació entre dos columnes corticals (estructures mesoscòpiques) pot ser conduïda de forma eficient per una xarxa neuronal microscòpica. De fet, emprem la sincronització de les dues columnes corticals per comprovar que s'ha establert una comunicació efectiva entre les tres estructures neuronals. Els resultats indiquen que hi ha règims dinàmics de la xarxa neuronal microscòpica que afavoreixen la correcta comunicació entre les columnes corticals: si la freqüència típica de LFP a la xarxa neuronal està al voltant dels 40Hz la sincronització entre les columnes corticals és més robusta que a una menor freqüència (10Hz). La topologia de la xarxa microscòpica també influeix en la comunicació, essent una estructura de tipus món petit (small-world) la que més afavoreix la sincronització. Finalment, la mediació de xarxa neuronal no pot ser substituïda per la mitjana de la seva activitat, és a dir, les propietats dinàmiques microscòpiques són imprescindibles per a la correcta transmissió d'informació entre totes les escales cerebrals. L'activitat elèctrica oscil·latòria cerebral ve donada en gran mesura per la interacció entre excitació i inhibició neuronal. En el Capítol 6 estudiem com grups de columnes corticals mostren patrons complexos d'excitació i inhibició segons quina sigui la seva topologia i d'acoblament. D'aquesta manera les columnes corticals se segreguen entre aquelles dominades per l'excitació i aquelles dominades per la inhibició, influint en les capacitats de sincronització de xarxes de columnes corticals. En el Capítol 7 estudiem un règim dinàmic segons el qual patrons complexos de sincronització apareixen espontàniament en xarxes d'oscil·ladors caòtics. Mostrem quines condicions s'han de donar en un conjunt de sistemes dinàmics acoblats per tal de mostrar heterogeneïtat en la sincronització, és a dir, coexistència de sincronitzacions. D'aquesta manera relacionem els nostres resultats amb el fenomen de sincronització complexa en el cervell. Finalment, en el Capítol 8 estudiem com el cervell computa i processa informació. La novetat aquí és l'ús que fem de la sincronització complexa de columnes corticals per tal d'implementar elements bàsics de computació Booleana. Mostrem com la sincronització parcial de les oscil·lacions cerebrals estableix un codi neuronal en termes de sincronització/no sincronització (1/0, respectivament) amb el qual totes les funcions Booleanes simples poden ésser implementades (AND, OR, XOR, etc). Mostrem, també, com emprant xarxes mesoscòpiques extenses les capacitats de computació creixen proporcionalment. Així funcions Booleanes complexes, com una memòria del tipus flip-flop, pot ésser construïda en termes d'estats de sincronització dinàmica d'oscil·lacions cerebrals.Postprint (published version