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Emergence of synchronization in Kuramoto model with general digraph

Xiongtao Zhang {\dagger},§\S  and  Tingting Zhu {\ddagger},§\S,*
Abstract.

In this paper, we study the complete synchronization of the Kuramoto model with general network containing a spanning tree, when the initial phases are distributed in an open half circle. As lack of uniform coercivity in general digraph, in order to capture the dissipation structure on a general network, we apply the node decomposition criteria in [22] to yield a hierarchical structure, which leads to the hypo-coercivity. This drives the phase diameter into a small region after finite time in a large coupling regime, and the uniform boundedness of the diameter eventually leads to the emergence of exponentially fast synchronization.

Key words and phrases:
Synchronization, Kuramoto model, general digraph, spanning tree, hypo-coercivity
Center for Mathematical Sciences, Huazhong University of Science and Technology, Wuhan, China ([email protected])
School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, China ([email protected])
§ The authors X. Zhang and T. Zhu contribute equally to the work.
Corresponding author.
The work of X. Zhang is supported by the National Natural Science Foundation of China (Grant No. 11801194).

1. Introduction

Emergent collective behaviors in complex systems are ubiquitous around the world, such as aggregation of bacteria, flocking of birds, synchronous flashing of fireflies and so forth [7, 8, 9, 27, 31, 32, 33, 34], in which self-propelled agents organize themselves into a particular motion via limited environmental information and simple rules. In order to study the driven mechanism of the emergence of collective behaviors, various dynamic models have been proposed in recent years such as Cucker-Smale model [6], Kuraomoto model [24], and Winfree model [34], etc.. These seminal models have received lots of attention and have been systematically studied due to their potential applications in biology and engineer, to name a few, modeling of cell and filament orientation, sensor networks, formation control of robots and unmanned aerial vehicles [25, 27, 28], etc.

In the present paper, we focus on the emergence of synchronization in Kuramoto model with general interaction network. The terminology synchronization represents the phenomena in which coupled oscillators adjust their rhythms through weak interaction [1, 29], and Kuramoto model is a classical model to study the emergence of synchronization. The emergent dynamics of the Kuramoto model has been extensively studied in literature [2, 3, 5, 13, 14, 16, 17, 18, 19, 23, 26, 30]. In our work, to fix the idea, we consider a digraph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}) consisting of a finite set 𝒱={1,,N}\mathcal{V}=\{1,\ldots,N\} of vertices and a set 𝒱×𝒱\mathcal{E}\subset\mathcal{V}\times\mathcal{V} of directed arcs. We assume that Kuramoto oscillators are located at vertices and interact with each other via the underlying network topology. For each vertex ii, we denote the set of its neighbors by 𝒩i\mathcal{N}_{i}, which is the set of vertices that directly influence vertex ii. Now, let θi=θi(t)\theta_{i}=\theta_{i}(t) be the phase of the Kuramoto oscillator at vertex ii, and define the (0,1)(0,1)-adjacency matrix (χij)(\chi_{ij}) as follows:

χij={1if the jth oscillator influences the ith oscillator,0otherwise.\chi_{ij}=\begin{cases}\displaystyle 1\quad\mbox{if the $j$th oscillator influences the $i$th oscillator},\\ \displaystyle 0\quad\mbox{otherwise}.\end{cases}

Then, the set of neighbors of ii-th oscillator is actually 𝒩i:={j:χij>0}\mathcal{N}_{i}:=\{j:\chi_{ij}>0\}. In this setting, the dynamics of phase θi\theta_{i} is governed by the following ordinary differential system:

(1.1) {θ˙i(t)=Ωi+κj𝒩isin(θj(t)θi(t)),t>0,i𝒱,θi(0)=θi0.\begin{cases}\displaystyle\dot{\theta}_{i}(t)=\Omega_{i}+\kappa\underset{j\in\mathcal{N}_{i}}{\sum}\sin(\theta_{j}(t)-\theta_{i}(t)),\quad t>0,\quad i\in\mathcal{V},\\ \displaystyle\theta_{i}(0)=\theta_{i0}.\end{cases}

where κ>0\kappa>0 is the uniform coupling strength and Ωi\Omega_{i} represents the intrinsic natural frequency of the iith oscillator drawn from some distribution function g=g(Ω)g=g(\Omega). The motivation to consider general network is very natural, since the non all-to-all or non-symmetric interactions are common in the real world. For instance, flying birds can make a flocking cluster via the influence from several neighbors, while the sheep can form a group by following the leader. Therefore, study on the dynamical system on a general digraph is natural and important, and gradually attracts a lot of researchers from different areas. We refer the readers to the following references for more details of the background [4, 10, 11, 12, 15, 20, 21, 22].

There are few works [10, 12, 21] on the synchronization of the Kuramoto model on a general digraph in contrast with the complete graph. More precisely, the authors in [12] studied the generalized Kuramoto model with directed coupling topology, which is allowed to be non-symmetric. They showed the frequency synchronization when the initial phases of oscillators are distributed over the open half circle for a large class of coupling structure. However, they required any pair of oscillators have one common neighbor, so that the dissipation structure can be captured by the good property of sine function. In [21], the authors provided an asymptotic formation of phase-locked states for the ensemble of Kuramoto oscillators with a symmetric and connected network, when the initial configuration is distributed in a half circle. More precisely, they exploit the gradient structure and use energy method to derive complete synchronization whereas there is no information about the convergence rate. In literature [11], the authors studied a network structure containing a spanning tree (see Definition 2.1) on the collective behaviors of Kuramoto oscillators. Actually, they lift the Kuramoto model to second-order system such that the second-order formulation enjoys several similar mathematical structures as for the Cucker-Smale flocking model [10]. But this method only works when initial phases are confined in a quarter circle, since the cosine function becomes negative if π2<θ<π\frac{\pi}{2}<\theta<\pi.

So far, if the ensemble distributed in half circle, the dissipation structure of the Kuramoto model with general digragh is still unclear. The main difficulty is that, when considering the ensemble in half circle, there is no uniform coercive inequality to yield the dissipation, which is due to the non-all-to-all and non-symmetric structure. For example, the time derivative of the diameter may be zero in the general digraph. Therefore, we switch to construct the hypo-coercivity similar as in [22], which will help us to capture the dissipation structure. Comparing to [22] which deals with the Cucker-Smale model on a general digraph, the interactions in Kuramoto model lack the monotonic property since sin(x)\sin(x) is not monotonic in half circle. Therefore, we choose more delicate constructions and estimates of the convex combinations to fit the special structure of Kuramoto model, which eventually yields the following main theorem.

Theorem 1.1.

Suppose that the network topology (χij)(\chi_{ij}) contains a spanning tree, and let θi\theta_{i} be a solution to (1.1). Moreover, assume that the initial data and the quantity η\eta satisfy

(1.2) D(θ(0))<α<γ<π,η>max{1sinγ,21αγ},D(\theta(0))<\alpha<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\alpha}{\gamma}}\right\},

where α,γ\alpha,\gamma are constants. Then, we can find a sufficiently small positive constant D<min{α,π2}D^{\infty}<\min\left\{\alpha,\frac{\pi}{2}\right\} and a corresponding time tt_{*} such that

D(θ(t))<D,t(t,+),D(\theta(t))<D^{\infty},\qquad t\in(t_{*},+\infty),

provided the coupling strength κ\kappa satisfies

(1.3) κ>(1+(d+1)ααD(θ(0)))(4c)dc~βd+1D,\kappa>\left(1+\frac{(d+1)\alpha}{\alpha-D(\theta(0))}\right)\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}},

where dd is the number of general nodes which is smaller than NN (see Section 2) and

c=(2N+1)(j=1N1ηjA(2N,j)+1)γsinγ,c~=D(Ω)(j=1N1ηjA(2N,j)+1)γsinγ.c=\frac{(2N+1)(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma},\quad\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma}.

Note that Theorem 1.1 only shows the small and uniform boundedness of the ensemble, then we can directly apply the methods and results in [22] or [11] to yield the exponentially fast emergence of frequency synchronization. Therefore, we will only show the detailed proof of Theorem 1.1.

The rest of the paper is organized as follows. In Section 2, we recall some concepts on the network topology and provide an a priori local-in-time estimate about phase diameter of the ensemble. In Section 3, we consider a strong connected ensemble for which the initial phases are distributed in the open half circle. We show that the phase diameter is uniformly bounded and will be confined in a small region after some finite time in a large coupling regime. In Section 4, we study the general network with a spanning tree structure. In our framework, the coupling strength is sufficiently large and the initial data is confined in an open half circle. We use the inductive argument and show that the phase diameter of the whole digraph will concentrate into a small region of a quarter circle after some finite time, which yields the exponential emergence of synchronization. Section 5 is devoted to a brief summary.

2. Preliminaries

In this section, we introduce some basic concepts such as spanning tree and node decomposition of a general network (1.1). Then, we will provide some necessary notations and an a priori estimate that will be frequently used in later sections.

2.1. Spanning tree

Roughly speaking, spanning tree means we can find an oscillator which affects all the other oscillators directly or in-directly. In other words, a system without spanning tree can be separated into two parts without any interactions. Therefore, this is the most important structure for emergence of collective behavior on a general digraph.

More precisely, let the network topology be registered by the neighbor set 𝒩i\mathcal{N}_{i} which consists of all neighbors of the iith oscillator. Then, for a given set of {𝒩i}i=1N\{\mathcal{N}_{i}\}_{i=1}^{N} in system (1.1), we have the following definition.

Definition 2.1.
  1. (1)

    The Kuramoto digraph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}) associated to (1.1) consists of a finite set 𝒱={1,2,,N}\mathcal{V}=\{1,2,\ldots,N\} of vertices, and a set 𝒱×𝒱\mathcal{E}\subset\mathcal{V}\times\mathcal{V} of arcs with ordered pair (j,i)(j,i)\in\mathcal{E} if j𝒩ij\in\mathcal{N}_{i}.

  2. (2)

    A path in 𝒢\mathcal{G} from i1i_{1} to iki_{k} is a sequence i1,i2,,iki_{1},i_{2},\ldots,i_{k} such that

    is𝒩is+1for 1sk1.i_{s}\in\mathcal{N}_{i_{s+1}}\quad\mbox{for}\ 1\leq s\leq k-1.

    If there exists a path from jj to ii, then vertex ii is said to be reachable from vertex jj.

  3. (3)

    The Kuramoto digraph contains a spanning tree if we can find a vertex such that any other vertex of 𝒢\mathcal{G} is reachable from it.

According to the discussion of spanning tree in the beginning of this part, in order to guarantee the emergence of synchronization, we will always assume the existence of a spanning tree throughout the paper. Now we recall the concepts of root and general root in [22]. Let l,kl,k\in\mathbb{N} with 1lkN1\leq l\leq k\leq N, and let Cl,k=(cl,cl+1,,ck)C_{l,k}=(c_{l},c_{l+1},\ldots,c_{k}) be a vector in kl+1\mathbb{R}^{k-l+1} such that

ci0,likandi=lkci=1.c_{i}\geq 0,\quad l\leq i\leq k\quad\mbox{and}\quad\sum_{i=l}^{k}c_{i}=1.

For an ensembel of NN-oscillators with phase {θi}i=1N\{\theta_{i}\}_{i=1}^{N}, we set lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) to be a convex combination of {θi}i=lk\{\theta_{i}\}_{i=l}^{k} with the coefficient Cl,kC_{l,k}:

lk(Cl,k):=i=lkciθi.\mathcal{L}_{l}^{k}(C_{l,k}):=\sum_{i=l}^{k}c_{i}\theta_{i}.

Note that each θi\theta_{i} is a convex combination of itself, and particularly θN=NN(1)\theta_{N}=\mathcal{L}_{N}^{N}(1) and θ1=11(1)\theta_{1}=\mathcal{L}_{1}^{1}(1).

Definition 2.2.

(Root and general root)

  1. (1)

    We say θk\theta_{k} is a root if it is not affected by the rest oscillators, i.e., j𝒩kj\notin\mathcal{N}_{k} for any j{1,2,,N}{k}j\in\{1,2,\ldots,N\}\setminus\{k\}.

  2. (2)

    We say lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) is a general root if lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) is not affected by the rest oscillators, i.e., for any i{l,l+1,,k}i\in\{l,l+1,\ldots,k\} and j{1,2,,N}{l,l+1,,k}j\in\{1,2,\ldots,N\}\setminus\{l,l+1,\ldots,k\}, we have j𝒩ij\notin\mathcal{N}_{i}.

Lemma 2.1.

[22] The following assertions hold.

  1. (1)

    If the network contains a spanning tree, then there is at most one root.

  2. (2)

    Assume the network contains a spanning tree. If kN(Ck,N)\mathcal{L}_{k}^{N}(C_{k,N}) is a general root, then 1l(C1,l)\mathcal{L}_{1}^{l}(C_{1,l}) is not a general root for each l{1,2,,k1}l\in\{1,2,\ldots,k-1\}.

2.2. Node decomposition

In this subsection, we will introduce the concept of maximum node. Then, we can introduce node decomposition to represent the whole graph 𝒢\mathcal{G} (or say vertex set 𝒱\mathcal{V}) as a disjoint union of a sequence of nodes. The key point is that the node decomposition shows a hierarchical structure which allows us to apply the induction principle. Let 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}) and 𝒱1𝒱\mathcal{V}_{1}\subset\mathcal{V}, a subgraph 𝒢1=(𝒱1,1)\mathcal{G}_{1}=(\mathcal{V}_{1},\mathcal{E}_{1}) is the digraph with vertex set 𝒱1\mathcal{V}_{1} and arc set 1\mathcal{E}_{1} which consists of the arcs in 𝒢\mathcal{G} connecting agents in 𝒱1\mathcal{V}_{1}. For convenience, for a given digraph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}), we will identify a subgraph 𝒢1=(𝒱1,1)\mathcal{G}_{1}=(\mathcal{V}_{1},\mathcal{E}_{1}) with its vertex set 𝒱1\mathcal{V}_{1}. Now we first introduce the definition of nodes below.

Definition 2.3.

(Node) Let 𝒢\mathcal{G} be a digraph. A subset 𝒢1\mathcal{G}_{1} of vertices is called a node if it is strongly connected, i.e., for any subset 𝒢2\mathcal{G}_{2} of 𝒢1\mathcal{G}_{1}, 𝒢2\mathcal{G}_{2} is affected by 𝒢1𝒢2\mathcal{G}_{1}\setminus\mathcal{G}_{2}. Moreover, if 𝒢1\mathcal{G}_{1} is not affected by 𝒢𝒢1\mathcal{G}\setminus\mathcal{G}_{1}, we say 𝒢1\mathcal{G}_{1} is a maximum node.

Notably, a node can be understood intuitively in a manner that a set of oscillators can be viewed as a ”large” oscillator. Next, we can exploit the concept of node to simplify the structure of the digraph, and this can help us to catch the attraction effect more clearly in the underlying network topology.

Lemma 2.2.

[22] Any digraph 𝒢\mathcal{G} contains at least one maximum node. A digraph 𝒢\mathcal{G} contains a unique maximum node if and only if 𝒢\mathcal{G} has a spanning tree.

Lemma 2.3.

[22](Node decomposition) Let 𝒢\mathcal{G} be any digraph. Then we can decompose 𝒢\mathcal{G} to be a union as 𝒢=i=0d(j=1ki𝒢ij)\mathcal{G}=\bigcup_{i=0}^{d}(\bigcup_{j=1}^{k_{i}}\mathcal{G}_{i}^{j}) such that

  1. (1)

    𝒢0j\mathcal{G}_{0}^{j} are the maximum nodes of 𝒢\mathcal{G}, where 1jk01\leq j\leq k_{0}.

  2. (2)

    For any p,qp,q where 1pd1\leq p\leq d and 1qkp1\leq q\leq k_{p}, 𝒢pq\mathcal{G}_{p}^{q} are the maximum nodes of 𝒢(i=0p1(j=1ki𝒢ij))\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}(\bigcup_{j=1}^{k_{i}}\mathcal{G}_{i}^{j})).

Remark 2.1.

Lemma 2.3 shows a clear hierarchical structure on a general digraph. For the convenience of later analysis, we give some comments on important notations and properties to be used throughout the paper.

  1. (1)

    According to the definition of maximum node, we know 𝒢pq\mathcal{G}_{p}^{q} and 𝒢pq\mathcal{G}_{p}^{q^{\prime}} do not influence each other for 1qqkp1\leq q\neq q^{\prime}\leq k_{p}. Actually, 𝒢pq\mathcal{G}_{p}^{q} will only be affected by 𝒢0\mathcal{G}_{0} and 𝒢ij\mathcal{G}_{i}^{j}, where 1ip1, 1jki1\leq i\leq p-1,\ 1\leq j\leq k_{i}. Therefore without loss of generality, we may assume ki=1k_{i}=1 for all 1id1\leq i\leq d in the proof of our main theorem (see Theorem 1.1). Thus, the decomposition can be expressed by

    𝒢=i=0d𝒢i,\mathcal{G}=\bigcup_{i=0}^{d}\mathcal{G}_{i},

    where 𝒢p\mathcal{G}_{p} is a maximum node of 𝒢(i=0p1𝒢i)\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}\mathcal{G}_{i}).

  2. (2)

    Given an oscillator θik+1𝒢k+1\theta_{i}^{k+1}\in\mathcal{G}_{k+1}, we denote by j=0k+1𝒩ik+1(j)\bigcup_{j=0}^{k+1}\mathcal{N}_{i}^{k+1}(j) the set of neighbors of θik+1\theta_{i}^{k+1}, where 𝒩ik+1(j)\mathcal{N}_{i}^{k+1}(j) represents the neighbors of θik+1\theta_{i}^{k+1} in 𝒢j\mathcal{G}_{j}. The node decomposition and spanning tree structure in 𝒢\mathcal{G} guarantee that j=0k𝒩pk+1(j)\bigcup_{j=0}^{k}\mathcal{N}_{p}^{k+1}(j)\neq\emptyset.

2.3. Notations and local estimates

In this part, for simplicity, we introduce some notations, such as the extreme phase, phase diameter of 𝒢\mathcal{G} and the first k+1k+1 nodes, frequency diameter, and cardinality of subdigraph:

θM=max1kN{θk}=max0idmax1jNi{θji},θm=min1kN{θk}=min0idmin1jNi{θji},\displaystyle\theta_{M}=\max_{1\leq k\leq N}\{\theta_{k}\}=\max_{0\leq i\leq d}\max_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},\quad\theta_{m}=\min_{1\leq k\leq N}\{\theta_{k}\}=\min_{0\leq i\leq d}\min_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},
D(θ)=θMθm,Dk(θ)=max0ikmax1jNi{θji}min0ikmin1jNi{θji},\displaystyle D(\theta)=\theta_{M}-\theta_{m},\quad D_{k}(\theta)=\max_{0\leq i\leq k}\max_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},
ΩM=max0idmax1jNi{Ωji},Ωm=min0idmin1jNi{Ωji},D(Ω)=ΩMΩm,\displaystyle\Omega_{M}=\max_{0\leq i\leq d}\max_{1\leq j\leq N_{i}}\{\Omega_{j}^{i}\},\quad\Omega_{m}=\min_{0\leq i\leq d}\min_{1\leq j\leq N_{i}}\{\Omega_{j}^{i}\},\quad D(\Omega)=\Omega_{M}-\Omega_{m},
Ni=|𝒢i|,Sk=i=0kNi,0kd,i=0dNi=N.\displaystyle N_{i}=|\mathcal{G}_{i}|,\quad S_{k}=\sum_{i=0}^{k}N_{i},\quad 0\leq k\leq d,\quad\sum_{i=0}^{d}N_{i}=N.

Finally, we provide an a priori local-in-time estimate on the phase diameter to finish the section, which shows the diameter of the ensemble remains less than π\pi in short time.

Lemma 2.4.

Let θi\theta_{i} be a solution to system (1.1) and suppose the initial phase diameter satisfies D(θ(0))<α<γ<πD(\theta(0))<\alpha<\gamma<\pi. Then there exists time t¯\bar{t} such that

(2.1) D(θ(t))<α,t[0,t¯),D(\theta(t))<\alpha,\quad\forall\ t\in[0,\bar{t}),

where α,γ\alpha,\gamma are constants and t¯=αD(θ(0))D(Ω)\bar{t}=\frac{\alpha-D(\theta(0))}{D(\Omega)}.

Proof.

According to system (1.1), we have

θ˙M=ΩM+κj𝒩Msin(θjθM),θ˙m=Ωm+κj𝒩msin(θjθm).\dot{\theta}_{M}=\Omega_{M}+\kappa\sum_{j\in\mathcal{N}_{M}}\sin(\theta_{j}-\theta_{M}),\qquad\dot{\theta}_{m}=\Omega_{m}+\kappa\sum_{j\in\mathcal{N}_{m}}\sin(\theta_{j}-\theta_{m}).

When the phase diameter is located in [D(θ(0)),α][D(\theta(0)),\alpha], it is obvious that

j𝒩Msin(θjθM)0,j𝒩msin(θjθm)0.\sum_{j\in\mathcal{N}_{M}}\sin(\theta_{j}-\theta_{M})\leq 0,\quad\sum_{j\in\mathcal{N}_{m}}\sin(\theta_{j}-\theta_{m})\geq 0.

Hence, the dynamics of phase diameter of all nodes can be estimated as follows

(2.2) D˙(θ(t))=ddt(θMθm)D(Ω).\dot{D}(\theta(t))=\frac{d}{dt}(\theta_{M}-\theta_{m})\leq D(\Omega).

That is to say, the growth of phase diameter is less than the linear growth with slope D(Ω)D(\Omega) if D(θ(t))[D(θ(0)),α]D(\theta(t))\in[D(\theta(0)),\alpha]. Set t¯=αD(θ(0))D(Ω)\bar{t}=\frac{\alpha-D(\theta(0))}{D(\Omega)}. Then according to (2.2), it can be seen that D(θ(t))D(\theta(t)) is less than α\alpha before time t¯\bar{t}, i.e.,

D(θ(t))<α,t[0,t¯),D(\theta(t))<\alpha,\quad\forall\ t\in[0,\bar{t}),

3. Strong connected case

We will first study the special case when the network is strongly connected. Without loss of generality, we denote the strong connected graph by 𝒢0\mathcal{G}_{0}. According to Definition 2.3, Lemma 2.2 and Lemma 2.3, this means the network contains only one maximum node. Then, we will show the emergence of complete synchronization in the strong connected case. We now introduce an algorithm to construct a proper convex combination of the oscillators, which can involve the dissipation from interaction of general network. More precisely, the algorithm for 𝒢0\mathcal{G}_{0} consists of the following three steps:

Step 1. For any given time tt, we reorder the oscillator indexes to make the oscillator phases from minimum to maximum. More specifically, by relabeling the agents at time tt, we set

(3.1) θ10(t)θ20(t)θN00(t).\theta_{1}^{0}(t)\leq\theta_{2}^{0}(t)\leq\ldots\leq\theta_{N_{0}}^{0}(t).

In order to introduce the following steps, we first provide the process of iterations for ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) and ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) as follows:

\bullet(𝒜1\mathcal{A}_{1}): If ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) is not a general root, then we construct

¯k1N0(C¯k1,N0)=a¯k1¯kN0(C¯k,N0)+θk10a¯k1+1.\bar{\mathcal{L}}_{k-1}^{N_{0}}(\bar{C}_{k-1,N_{0}})=\frac{\bar{a}_{k-1}\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}})+\theta^{0}_{k-1}}{\bar{a}_{k-1}+1}.

\bullet(𝒜2\mathcal{A}_{2}): If ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) is not a general root, then we construct

¯1l+1(C¯1,l+1)=a¯l+1¯1l(C¯1,l)+θl+10a¯l+1+1\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1})=\frac{\underline{a}_{l+1}\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l})+\theta^{0}_{l+1}}{\underline{a}_{l+1}+1}

Step 2. According to the strong connectivity of 𝒢0\mathcal{G}_{0}, we immediately know that ¯1N0(C¯1,N0)\bar{\mathcal{L}}_{1}^{N_{0}}(\bar{C}_{1,N_{0}}) is a general root, and ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) is not a general root for k>1k>1. Therefore, we may start from θN00\theta^{0}_{N_{0}} and follow the process 𝒜1\mathcal{A}_{1} to construct ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) until k=1k=1.

Step 3. Similarly, we know that ¯1N0(C¯1,N0)\underline{\mathcal{L}}_{1}^{N_{0}}(\underline{C}_{1,N_{0}}) is a general root and ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) is not a general root for l<N0l<N_{0}. Therefore, we may start from θ10\theta^{0}_{1} and follow the process 𝒜2\mathcal{A}_{2} until l=N0l=N_{0}.

We emphasize that the order of the oscillators will change along time tt, but at each time tt, the above algorithm works. For convenience, the algorithm from Step 1 to Step 3 will be referred as Algorithm 𝒜\mathcal{A}. Then, according to Algorithm 𝒜\mathcal{A}, we will show a monotone property about the function sinx\sin x, and provide a priori estimates which will be crucially used later in the proof of uniform boundness of phase diameter.

Lemma 3.1.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1) with srong connected network 𝒢0\mathcal{G}_{0}. Moreover at time tt, for the digraph 𝒢0\mathcal{G}_{0}, we also assume that the oscillators are well-ordered as (3.1), the phase diameter and the quantity η\eta satisfiy the following condition:

D0(θ(t))<γ,η>max{1sinγ,21αγ},D_{0}(\theta(t))<\gamma,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\alpha}{\gamma}}\right\},

where α,γ\alpha,\gamma are given in the condition (1.2). Then at time tt, we have

{i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))sin(θk¯n0θN00),k¯n=minji=nN0𝒩i0(0)j,1nN0.i=1n(ηnimaxj𝒩i0(0)jisin(θj0θi0))sin(θk¯n0θ10),k¯n=maxji=1n𝒩i0(0)j,1nN0.\begin{cases}\displaystyle\sum_{i=n}^{N_{0}}(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta_{j}^{0}-\theta_{i}^{0}))\leq\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}}),\quad\bar{k}_{n}=\min_{j\in\cup_{i=n}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j,\quad 1\leq n\leq N_{0}.\\ \displaystyle\sum_{i=1}^{n}(\eta^{n-i}\underset{j\geq i}{\max_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta_{j}^{0}-\theta_{i}^{0}))\geq\sin(\theta^{0}_{\underline{k}_{n}}-\theta_{1}^{0}),\quad\underline{k}_{n}=\max_{j\in\cup_{i=1}^{n}\mathcal{N}^{0}_{i}(0)}j,\quad 1\leq n\leq N_{0}.\end{cases}
Proof.

We will only prove the first inequality, the second relation can be proved in a similar manner. In fact, if N0=1N_{0}=1, i.e., N0N_{0} is a (general) root, we are done. Now we consider the case N02N_{0}\geq 2. Due to the strong connectivity of the digraph 𝒢0\mathcal{G}_{0}, ¯1N0(C¯1,N0)\bar{\mathcal{L}}_{1}^{N_{0}}(\bar{C}_{1,N_{0}}) is a general root while ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) is not a general root for k>1k>1.

For any given n[1,N0]n\in[1,N_{0}], we have k¯n=minji=nN0𝒩i0(0)j\bar{k}_{n}=\min\limits_{j\in\cup_{i=n}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j. Hence, there exists l0[n,N0]l_{0}\in[n,N_{0}] such that k¯n𝒩l00(0)\bar{k}_{n}\in\mathcal{N}^{0}_{l_{0}}(0) due to the fact k¯ni=nN0𝒩i0(0)\bar{k}_{n}\in\cup_{i=n}^{N_{0}}\mathcal{N}^{0}_{i}(0). For l0l_{0}, since ¯l0+1N0(C¯l0+1,N0)\bar{\mathcal{L}}_{l_{0}+1}^{N_{0}}(\bar{C}_{l_{0}+1,N_{0}}) is not a general root, there exist j0l0j_{0}\leq l_{0} and l1[l0+1,N0]l_{1}\in[l_{0}+1,N_{0}] such that j0𝒩l10(0)j_{0}\in\mathcal{N}^{0}_{l_{1}}(0). For l1l_{1}, as ¯l1+1N0(C¯l1+1,N0)\bar{\mathcal{L}}_{l_{1}+1}^{N_{0}}(\bar{C}_{l_{1}+1,N_{0}}) is not a general root, there exist j1l1j_{1}\leq l_{1} and l2[l1+1,N0]l_{2}\in[l_{1}+1,N_{0}] such that j1𝒩l20(0)j_{1}\in\mathcal{N}_{l_{2}}^{0}(0). we repeat the process until find some lp=N0l_{p}=N_{0} and jp1lp1j_{p-1}\leq l_{p-1} such that jp1𝒩lp0(0)=𝒩N00(0)j_{p-1}\in\mathcal{N}^{0}_{l_{p}}(0)=\mathcal{N}_{N_{0}}^{0}(0). Obviously, we have

(3.2) i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))\displaystyle\sum_{i=n}^{N_{0}}(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta_{j}^{0}-\theta_{i}^{0})) ηN0nsin(θjp10θN00)+ηlp1nsin(θjp20θlp10)1\displaystyle\leq\overbrace{\eta^{N_{0}-n}\sin(\theta_{j_{p-1}}^{0}-\theta^{0}_{N_{0}})+\eta^{l_{p-1}-n}\sin(\theta^{0}_{j_{p-2}}-\theta^{0}_{l_{p-1}})}^{\mathcal{I}_{1}}
+ηlp2nsin(θjp30θlp20)++ηl2nsin(θj10θl20)\displaystyle+\eta^{l_{p-2}-n}\sin(\theta^{0}_{j_{p-3}}-\theta^{0}_{l_{p-2}})+\cdots+\eta^{l_{2}-n}\sin(\theta^{0}_{j_{1}}-\theta^{0}_{l_{2}})
+ηl1nsin(θj00θl10)+ηl0nsin(θk¯n0θ0l0).\displaystyle+\eta^{l_{1}-n}\sin(\theta^{0}_{j_{0}}-\theta^{0}_{l_{1}})+\eta^{l_{0}-n}\sin(\theta^{0}_{\bar{k}_{n}}}-\theta^{0}_{l_{0}).\hfil

where we have the following relations

jklk,lk<lk+1,k=0,1,,p1.j_{k}\leq l_{k},\quad l_{k}<l_{k+1},\quad k=0,1,\ldots,p-1.

In the following, we plan to add all the terms on the right-hand side of (3.2) together to yield the desired estimate. We only consider the case γ>π2\gamma>\frac{\pi}{2}, and the situation γπ2\gamma\leq\frac{\pi}{2} can be similarly dealt with. We first deal with 1\mathcal{I}_{1} in (3.2). If θN0θjp10π2\theta^{0}_{N}-\theta^{0}_{j_{p-1}}\leq\frac{\pi}{2}, we obtain that 0<θN0θlp10θN0θjp10π20<\theta^{0}_{N}-\theta^{0}_{l_{p-1}}\leq\theta^{0}_{N}-\theta^{0}_{j_{p-1}}\leq\frac{\pi}{2} due to jp1lp1j_{p-1}\leq l_{p-1}. Hence, according to lp1<N0l_{p-1}<N_{0}, the following assertion can be obtained

(3.3) ηN0nsin(θjp10θN0)ηlp1nsin(θjp10θN0)ηlp1nsin(θlp10θN0),\eta^{N_{0}-n}\sin(\theta^{0}_{j_{p-1}}-\theta^{0}_{N})\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{j_{p-1}}-\theta^{0}_{N})\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{l_{p-1}}-\theta^{0}_{N}),

On the other hand, if π2<θN0θjp10D0(θ(t))<γ\frac{\pi}{2}<\theta^{0}_{N}-\theta^{0}_{j_{p-1}}\leq D_{0}(\theta(t))<\gamma. It’s clear that sin(θN0θjp10)>sinγ\sin(\theta^{0}_{N}-\theta^{0}_{j_{p-1}})>\sin\gamma. Then according to the strict inequality lp1<N0l_{p-1}<N_{0} and η>1sinγ1\eta>\frac{1}{\sin\gamma}\geq 1, we can obtain that

(3.4) ηN0nsin(θjp10θN00)ηN0n1ηsinγηN0n1ηlp1nηlp1nsin(θlp10θN0),\displaystyle\eta^{N_{0}-n}\sin(\theta^{0}_{j_{p-1}}-\theta^{0}_{N_{0}})\leq-\eta^{N_{0}-n-1}\eta\sin\gamma\leq-\eta^{N_{0}-n-1}\leq-\eta^{l_{p-1}-n}\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{l_{p-1}}-\theta^{0}_{N}),

where the last inequality holds due to the fact sinx1\sin x\geq-1. Therefore, combining above estimates (3.3) and (3.4), we obtain that

(3.5) ηN0nsin(θjp10θN00)ηlp1nsin(θlp10θN00).\eta^{N_{0}-n}\sin(\theta^{0}_{j_{p-1}}-\theta^{0}_{N_{0}})\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{l_{p-1}}-\theta^{0}_{N_{0}}).

Next, we apply (3.5) and the concave property of sinx\sin x in half circle to estimate the term 1\mathcal{I}_{1} as follows:

(3.6) 1ηlp1nsin(θlp10θN0)+ηlp1nsin(θjp20θlp10)ηlp1nsin(θjp20θN0).\mathcal{I}_{1}\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{l_{p-1}}-\theta^{0}_{N})+\eta^{l_{p-1}-n}\sin(\theta^{0}_{j_{p-2}}-\theta^{0}_{l_{p-1}})\leq\eta^{l_{p-1}-n}\sin(\theta^{0}_{j_{p-2}}-\theta^{0}_{N}).

Finally, we repeat the similar argument in (3.5) and (3.6) to obtain that

i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))\displaystyle\sum_{i=n}^{N_{0}}(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})) ηl0nsin(θl00θN00)+ηl0nsin(θk¯n0θl00)\displaystyle\leq\eta^{l_{0}-n}\sin(\theta^{0}_{l_{0}}-\theta^{0}_{N_{0}})+\eta^{l_{0}-n}\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{l_{0}})
ηl0nsin(θk¯n0θN00)sin(θk¯n0θN00),\displaystyle\leq\eta^{l_{0}-n}\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}})\leq\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}}),

where the last inequality holds since l0nl_{0}\geq n. Therefore we derive the desired result. ∎

Based on a priori estimates in Lemma 3.1, we next design a proper convex combination so that we can capture the dissipation structure. Recall the strongly connected ensemble 𝒢0\mathcal{G}_{0}, and denote by θi0(i=1,2,,N0)\theta_{i}^{0}\ (i=1,2,\ldots,N_{0}) the members in 𝒢0\mathcal{G}_{0}. Now we assume that at time tt, the oscillators in 𝒢0\mathcal{G}_{0} are well-ordered as follows,

θ10(t)θ20(t)θN00(t).\theta^{0}_{1}(t)\leq\theta^{0}_{2}(t)\leq\ldots\leq\theta^{0}_{N_{0}}(t).

Then we apply the process 𝒜1\mathcal{A}_{1} from θN00\theta^{0}_{N_{0}} to θ10\theta^{0}_{1} and the process 𝒜2\mathcal{A}_{2} from θ10\theta^{0}_{1} to θN00\theta^{0}_{N_{0}} to respectively construct

(3.7) ¯k1N0(C¯k1,N0)witha¯N00=0,a¯k10=η(2N0k+2)(a¯k0+1),2kN0,\displaystyle\bar{\mathcal{L}}_{k-1}^{N_{0}}(\bar{C}_{k-1,N_{0}})\ \mbox{with}\ \bar{a}^{0}_{N_{0}}=0,\ \bar{a}^{0}_{k-1}=\eta(2N_{0}-k+2)(\bar{a}^{0}_{k}+1),\quad 2\leq k\leq N_{0},
¯1k+1(C¯1,k+1)witha¯10=0,a¯k+10=η(k+1+N0)(a¯k0+1),1kN01,\displaystyle\underline{\mathcal{L}}_{1}^{k+1}(\underline{C}_{1,k+1})\ \mbox{with}\ \underline{a}^{0}_{1}=0,\ \underline{a}^{0}_{k+1}=\eta(k+1+N_{0})(\underline{a}^{0}_{k}+1),\quad 1\leq k\leq N_{0}-1,

where N0N_{0} is the cardinality of 𝒢0\mathcal{G}_{0} and η\eta is given in the condition (1.2). By induction, we can derive explict expressions about the constructed coefficients:

(3.8) a¯k10=j=1N0k+1ηjA(2N0k+2,j),2kN0,\displaystyle\bar{a}^{0}_{k-1}=\sum_{j=1}^{N_{0}-k+1}\eta^{j}A(2N_{0}-k+2,j),\quad 2\leq k\leq N_{0},
a¯k+10=j=1kηjA(k+1+N0,j),1kN01.\displaystyle\underline{a}^{0}_{k+1}=\sum_{j=1}^{k}\eta^{j}A(k+1+N_{0},j),\quad 1\leq k\leq N_{0}-1.

Note that a¯N0+1i0=a¯i0,i=1,2,N0\bar{a}^{0}_{N_{0}+1-i}=\underline{a}^{0}_{i},\ i=1,2\ldots,N_{0}. And we set

(3.9) θ¯k0:=¯kN0(C¯k,N0),θ¯k0:=¯1k(C¯1,k),1kN0.\bar{\theta}^{0}_{k}:=\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}),\quad\underline{\theta}^{0}_{k}:=\underline{\mathcal{L}}_{1}^{k}(\underline{C}_{1,k}),\quad 1\leq k\leq N_{0}.

We define Q0=θ¯0θ¯0Q^{0}=\bar{\theta}_{0}-\underline{\theta}_{0} where θ¯0=θ¯10\bar{\theta}_{0}=\bar{\theta}^{0}_{1} and θ¯0=θ¯N00\underline{\theta}_{0}=\underline{\theta}^{0}_{N_{0}}. Note that Q0(t)Q^{0}(t) is Lipschitz continuous with respect to tt. We then establish the comparison relation between Q0Q^{0} and the phase diameter D0(θ)D_{0}(\theta) of 𝒢0\mathcal{G}_{0} in the following lemma.

Lemma 3.2.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1) with strong connected digraph 𝒢0\mathcal{G}_{0}. Assume that for the group 𝒢0\mathcal{G}_{0}, the coefficients a¯k0\bar{a}_{k}^{0}’s and a¯k0\underline{a}_{k}^{0}’s satisfy the scheme (3.7). Then at each time tt, we have the following relation

βD0(θ(t))Q0(t)D0(θ(t)),β=12η,\beta D_{0}(\theta(t))\leq Q^{0}(t)\leq D_{0}(\theta(t)),\quad\beta=1-\frac{2}{\eta},

where η\eta satisfies the condition (1.2).

Proof.

From the convex combination structure of θ¯0\bar{\theta}_{0} and θ¯0\underline{\theta}_{0}, we immediately have

Q0(t)=θ¯0θ¯0θN00(t)θ10(t)=D0(θ(t)).Q^{0}(t)=\bar{\theta}_{0}-\underline{\theta}_{0}\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{1}(t)=D_{0}(\theta(t)).

We now prove the left part of the desired relation. In fact, we have the following estimate about Q0(t)Q^{0}(t):

(3.10) Q0(t)\displaystyle Q^{0}(t) =θ¯0(t)θ¯0(t)=θ¯0(t)θN00(t)+θN00(t)θ10(t)+θ10(t)θ¯0(t)\displaystyle=\bar{\theta}_{0}(t)-\underline{\theta}_{0}(t)=\bar{\theta}_{0}(t)-\theta_{N_{0}}^{0}(t)+\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)+\theta^{0}_{1}(t)-\underline{\theta}_{0}(t)
=θN00(t)θ10(t)+θ¯0(t)θN00(t)+θ10(t)θ¯0(t)\displaystyle=\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)+\bar{\theta}_{0}(t)-\theta_{N_{0}}^{0}(t)+\theta^{0}_{1}(t)-\underline{\theta}_{0}(t)
=θN00(t)θ10(t)+(θ10(t)a¯10+1+l=1N01a¯l0l=1N01(a¯l0+1)θN00(t)+i=2N01l=1i1a¯l0l=1i(a¯l0+1)θi0(t)θN00(t))\displaystyle=\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)+\left(\frac{\theta_{1}^{0}(t)}{\bar{a}_{1}^{0}+1}+\frac{\prod_{l=1}^{N_{0}-1}\bar{a}_{l}^{0}}{\prod_{l=1}^{N_{0}-1}(\bar{a}^{0}_{l}+1)}\theta^{0}_{N_{0}}(t)+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{0}_{l}}{\prod_{l=1}^{i}(\bar{a}^{0}_{l}+1)}\theta_{i}^{0}(t)-\theta^{0}_{N_{0}}(t)\right)
+(θ10(t)θN00(t)a¯N00+1l=2N0a¯l0l=2N0(a¯l0+1)θ10(t)i=2N01l=i+1N0a¯l0l=iN0(a¯l0+1)θi0(t))\displaystyle+\left(\theta^{0}_{1}(t)-\frac{\theta^{0}_{N_{0}}(t)}{\underline{a}_{N_{0}}^{0}+1}-\frac{\prod_{l=2}^{N_{0}}\underline{a}_{l}^{0}}{\prod_{l=2}^{N_{0}}(\underline{a}_{l}^{0}+1)}\theta^{0}_{1}(t)-\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=i+1}^{N_{0}}\underline{a}_{l}^{0}}{\prod_{l=i}^{N_{0}}(\underline{a}_{l}^{0}+1)}\theta^{0}_{i}(t)\right)
=θN00(t)θ10(t)+1a¯10+1(θ10(t)θN00(t))+i=2N01l=1i1a¯l0l=1i(a¯l0+1)(θi0(t)θN00(t))\displaystyle=\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)+\frac{1}{\bar{a}_{1}^{0}+1}(\theta^{0}_{1}(t)-\theta^{0}_{N_{0}}(t))+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{0}_{l}}{\prod_{l=1}^{i}(\bar{a}^{0}_{l}+1)}(\theta_{i}^{0}(t)-\theta^{0}_{N_{0}}(t))
+1a¯N00+1(θ10(t)θN00(t))+i=2N01l=i+1N0a¯l0l=iN0(a¯l0+1)(θ10(t)θi0(t)),\displaystyle+\frac{1}{\underline{a}_{N_{0}}^{0}+1}(\theta^{0}_{1}(t)-\theta^{0}_{N_{0}}(t))+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=i+1}^{N_{0}}\underline{a}_{l}^{0}}{\prod_{l=i}^{N_{0}}(\underline{a}_{l}^{0}+1)}(\theta^{0}_{1}(t)-\theta^{0}_{i}(t)),

where we apply the property that the coefficients sum of convex combination structure of θ¯0\bar{\theta}_{0} and θ¯0\underline{\theta}_{0} are respectively equal to 11. According to the design of coefficients (3.7) and (3.8), it is known that

a¯N0+1i0=a¯i0,i=1,2,N0.\bar{a}^{0}_{N_{0}+1-i}=\underline{a}^{0}_{i},\quad i=1,2\ldots,N_{0}.

Thus, we immediately have

(3.11) l=i+1N0a¯l0l=iN0(a¯l0+1)=l=1N0ia¯l0l=1N0+1i(a¯l0+1).\frac{\prod_{l=i+1}^{N_{0}}\underline{a}_{l}^{0}}{\prod_{l=i}^{N_{0}}(\underline{a}_{l}^{0}+1)}=\frac{\prod_{l=1}^{N_{0}-i}\bar{a}_{l}^{0}}{\prod_{l=1}^{N_{0}+1-i}(\bar{a}_{l}^{0}+1)}.

Then we combine (3.10) and (3.11)to obtain that

Q0(t)\displaystyle Q^{0}(t) θN00(t)θ10(t)+1a¯10+1(θ10(t)θN00(t))+i=2N01l=1i1a¯l0l=1i(a¯l0+1)(θ10(t)θN00(t))\displaystyle\geq\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)+\frac{1}{\bar{a}_{1}^{0}+1}(\theta^{0}_{1}(t)-\theta^{0}_{N_{0}}(t))+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{0}_{l}}{\prod\limits_{l=1}^{i}(\bar{a}^{0}_{l}+1)}(\theta_{1}^{0}(t)-\theta^{0}_{N_{0}}(t))
+1a¯10+1(θ10(t)θN00(t))+i=2N01l=1N0ia¯l0l=1N0+1i(a¯l0+1)(θ10(t)θN00(t))\displaystyle+\frac{1}{\bar{a}_{1}^{0}+1}(\theta^{0}_{1}(t)-\theta^{0}_{N_{0}}(t))+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{N_{0}-i}\bar{a}_{l}^{0}}{\prod_{l=1}^{N_{0}+1-i}(\bar{a}_{l}^{0}+1)}(\theta^{0}_{1}(t)-\theta^{0}_{N_{0}}(t))
=θN00(t)θ10(t)(2a¯10+1+i=2N01l=1i1a¯l0l=1i(a¯l0+1)+i=2N01l=1N0ia¯l0l=1N0+1i(a¯l0+1))(θN00(t)θ10(t)),\displaystyle=\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)-\left(\frac{2}{\bar{a}_{1}^{0}+1}+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{0}_{l}}{\prod_{l=1}^{i}(\bar{a}^{0}_{l}+1)}+\sum_{i=2}^{N_{0}-1}\frac{\prod_{l=1}^{N_{0}-i}\bar{a}_{l}^{0}}{\prod_{l=1}^{N_{0}+1-i}(\bar{a}_{l}^{0}+1)}\right)(\theta^{0}_{N_{0}}(t)-\theta^{0}_{1}(t)),

where we exploit the property of well-ordering, i.e.,

θ10θi0θN00,1iN0.\theta_{1}^{0}\leq\theta_{i}^{0}\leq\theta_{N_{0}}^{0},\quad 1\leq i\leq N_{0}.

From (3.7), it is obvious that the value of coefficients a¯k0\bar{a}^{0}_{k}’s is increasing as the subscript is decreasing, in particular,

a¯l0a¯N010=η(N0+2),1lN01.\bar{a}^{0}_{l}\geq\bar{a}^{0}_{N_{0}-1}=\eta(N_{0}+2),\quad 1\leq l\leq N_{0}-1.

Then for 2iN012\leq i\leq N_{0}-1, we have the following estimates,

1a¯10+11η(N0+2)+1,l=1i1a¯l0l=1i(a¯l0+1)1a¯i0+11η(N0+2)+1,\displaystyle\frac{1}{\bar{a}_{1}^{0}+1}\leq\frac{1}{\eta(N_{0}+2)+1},\quad\frac{\prod_{l=1}^{i-1}\bar{a}^{0}_{l}}{\prod_{l=1}^{i}(\bar{a}^{0}_{l}+1)}\leq\frac{1}{\bar{a}_{i}^{0}+1}\leq\frac{1}{\eta(N_{0}+2)+1},
l=1N0ia¯l0l=1N0+1i(a¯l0+1)1a¯N0+1i0+11η(N0+2)+1.\displaystyle\frac{\prod_{l=1}^{N_{0}-i}\bar{a}_{l}^{0}}{\prod_{l=1}^{N_{0}+1-i}(\bar{a}_{l}^{0}+1)}\leq\frac{1}{\bar{a}_{N_{0}+1-i}^{0}+1}\leq\frac{1}{\eta(N_{0}+2)+1}.

Therefore we immediately obtain that

Q0(t)θN00(t)θ10(t)2(N01)η(N0+2)+1(θN00(t)θ10(t))=D0(θ(t))2(N01)η(N0+2)+1D0(θ(t)).Q^{0}(t)\geq\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t)-\frac{2(N_{0}-1)}{\eta(N_{0}+2)+1}(\theta_{N_{0}}^{0}(t)-\theta_{1}^{0}(t))=D_{0}(\theta(t))-\frac{2(N_{0}-1)}{\eta(N_{0}+2)+1}D_{0}(\theta(t)).

Since 2(N01)η(N0+2)+12N0ηN0=2η\frac{2(N_{0}-1)}{\eta(N_{0}+2)+1}\leq\frac{2N_{0}}{\eta N_{0}}=\frac{2}{\eta}, it can be obtained that

Q0(t)(12η)D0(θ(t)),Q^{0}(t)\geq(1-\frac{2}{\eta})D_{0}(\theta(t)),

thus we derive the desired result. ∎

In the following, we exploit Algorithm 𝒜\mathcal{A} and Lemma 3.1 to estimate the dynamics of the constructed quantity Q0Q^{0}, i.e., the relative distance between ¯1N0(C¯1,N0)\bar{\mathcal{L}}_{1}^{N_{0}}(\bar{C}_{1,N_{0}}) and ¯1N0(C¯1,N0)\underline{\mathcal{L}}_{1}^{N_{0}}(\underline{C}_{1,N_{0}}), which will be presented in the lemma below.

Lemma 3.3.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be the solution to system (1.1) with strong connected digraph 𝒢0\mathcal{G}_{0}. Moreover, for a given sufficiently small D<min{π2,α}D^{\infty}<\min\left\{\frac{\pi}{2},\alpha\right\}, assume the following conditions hold,

(3.12) D0(θ(0))<α<γ<π,η>max{1sinγ,21αγ},κ>(1+ααD(θ(0)))c~βD,D_{0}(\theta(0))<\alpha<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\alpha}{\gamma}}\right\},\quad\kappa>\left(1+\frac{\alpha}{\alpha-D(\theta(0))}\right)\frac{\tilde{c}}{\beta D^{\infty}},

where α,γ\alpha,\gamma are constants and

c~=D(Ω)(j=1N01ηjA(2N0,j)+1)γsinγ.\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}{\sin\gamma}.

Then, the dynamics of Q0(t)Q^{0}(t) is governed by the following equation

Q˙0(t)D(Ω)κj=1N01(ηjA(2N0,j))+1sinγγQ0(t),t[0,+),\dot{Q}^{0}(t)\leq D(\Omega)-\frac{\kappa}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in[0,+\infty),

and the phase diameter of the graph 𝒢0\mathcal{G}_{0} is uniformly bounded by γ\gamma:

D0(θ(t))<γ,t[0,+).D_{0}(\theta(t))<\gamma,\quad t\in[0,+\infty).
Proof.

As the proof is rather lengthy, we put it in Appendix A. ∎

Lemma 3.3 states that the phase diameter of the digraph 𝒢0\mathcal{G}_{0} is uniformly bounded and can be confined in half circle. We next show that there exists some time t0t_{0} after which the phase diameter of the digraph 𝒢0\mathcal{G}_{0} enters into a small region.

Lemma 3.4.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1), and supose the assumptions of Lemma 3.3 hold. Then there exists time t0t_{0} such that

D0(θ(t))D,fort[t0,+),D_{0}(\theta(t))\leq D^{\infty},\quad\mbox{for}\ t\in[t_{0},+\infty),

where t0t_{0} can be estimated as below and bounded by t¯\bar{t} given in Lemma 2.4

(3.13) t0<ακsinγ(j=1N01ηjA(2N0,j)+1)γβDD(Ω)<t¯.t_{0}<\frac{\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}\beta D^{\infty}-D(\Omega)}<\bar{t}.
Proof.

In Lemma 3.3, we have obtained that the dynamics of quantity Q0(t)Q^{0}(t) is governed by the following equation

(3.14) Q˙0(t)D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγQ0(t),t[0,+).\dot{Q}^{0}(t)\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in[0,+\infty).

In the subsequence, we will find some time t0t_{0} after which the quantity Q0Q^{0} in (3.14) is uniformly bounded. We consider two cases separately.

\diamond Case 1. We first consider the case that Q0(0)>βDQ^{0}(0)>\beta D^{\infty}. When Q0(t)[βD,Q0(0)]Q^{0}(t)\in[\beta D^{\infty},Q^{0}(0)], according to (A.15), we have

(3.15) Q˙0(t)\displaystyle\dot{Q}^{0}(t) D(Ω)κsinγ(j=1N01(ηjA(2N0,j))+1)γQ0(t)\displaystyle\leq D(\Omega)-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1)\gamma}Q^{0}(t)
D(Ω)κsinγ(j=1N01(ηjA(2N0,j))+1)γβD<0.\displaystyle\leq D(\Omega)-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1)\gamma}\beta D^{\infty}<0.

This means that when Q0(t)Q^{0}(t) is located in the interval [βD,Q0(0)][\beta D^{\infty},Q^{0}(0)], Q0(t)Q^{0}(t) will keep decreasing with a uniform rate. Therefore we can define a stopping time t0t_{0} as follows,

t0=inf{t0|Q0(t)βD}.t_{0}=\inf\{t\geq 0\ |\ Q^{0}(t)\leq\beta D^{\infty}\}.

Then, according to the definition of t0t_{0}, we know that Q0Q^{0} will decrease before t0t_{0} and has the following property at t0t_{0},

(3.16) Q0(t0)=βD.Q^{0}(t_{0})=\beta D^{\infty}.

Moerover, according to (3.15), it is obvious that the stopping time t0t_{0} satisfies the following upper bound estimate,

(3.17) t0Q0(0)βDκsinγ(j=1N01ηjA(2N0,j)+1)γβDD(Ω).t_{0}\leq\frac{Q^{0}(0)-\beta D^{\infty}}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}\beta D^{\infty}-D(\Omega)}.

Now we study the upper bound of Q0Q^{0} on [t0,+)[t_{0},+\infty). Coming back to (3.15), we can apply (3.16) and the same argument in (A.16) to derive

(3.18) Q0(t)βD,t[t0,+).Q^{0}(t)\leq\beta D^{\infty},\ t\in[t_{0},+\infty).

\diamond Case 2. For another case that Q0(0)βDQ^{0}(0)\leq\beta D^{\infty}. Applying the same analysis in (A.16), we get

(3.19) Q0(t)βD,t[0,+).Q^{0}(t)\leq\beta D^{\infty},\quad t\in[0,+\infty).

This allows us to directly set t0=0t_{0}=0.

Thus we apply (3.18), (3.19), and Lemma 3.2 to estimate the upper bound of D0(θ)D_{0}(\theta) on [t0,)[t_{0},\infty) as below

(3.20) D0(θ(t))Q0(t)βD,fort[t0,+).D_{0}(\theta(t))\leq\frac{Q^{0}(t)}{\beta}\leq D^{\infty},\quad\mbox{for}\ t\in[t_{0},+\infty).

On the other hand, in order to verify (3.13), we do further estimates on t0t_{0} in (3.20). It is known from (3.17) in Case 1 and t0=0t_{0}=0 in Case 2 that

(3.21) t0<ακsinγ(j=1N01ηjA(2N0,j)+1)γβDD(Ω).t_{0}<\frac{\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}\beta D^{\infty}-D(\Omega)}.

Here, we use the truth that Q0(0)<αQ^{0}(0)<\alpha. Thus, from the assumption of κ\kappa in (3.12), i.e.,

κ>(1+ααD(θ(0)))c~βD,c~=D(Ω)(j=1N01ηjA(2N0,j)+1)γsinγ.\kappa>\left(1+\frac{\alpha}{\alpha-D(\theta(0))}\right)\frac{\tilde{c}}{\beta D^{\infty}},\quad\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}{\sin\gamma}.

it yields that the time t0t_{0} has the following estimate,

(3.22) t0<α(1+ααD(θ(0)))D(Ω)D(Ω)=αD(θ(0))D(Ω)=t¯.t_{0}<\frac{\alpha}{(1+\frac{\alpha}{\alpha-D(\theta(0))})D(\Omega)-D(\Omega)}=\frac{\alpha-D(\theta(0))}{D(\Omega)}=\bar{t}.

Thus, we derive the desired results (3.20), (3.21) and (3.22). ∎

4. General network

Now, we focus on the general network, and provide a proof of Theorem 1.1 for the emergence of complete synchronization in Kuramoto model with general network containing a spanning tree. According to Definition 2.3 and Lemma 2.2, the digraph 𝒢\mathcal{G} associated to system (1.1) has a unique maximum node if it contains a spanning tree structure. From Remark 2.1, without loss of generality, 𝒢\mathcal{G} can be decomposed into a union as 𝒢=i=0d𝒢i\mathcal{G}=\bigcup_{i=0}^{d}\mathcal{G}_{i}, where 𝒢p\mathcal{G}_{p} is a maximum node of 𝒢(i=0p1𝒢i)\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}\mathcal{G}_{i}).

In Section 3, for the situation that d=0d=0, we showed that the phase diameter of the digraph 𝒢0\mathcal{G}_{0} is uniformly bounded and can be confined in a quarter circle after some finite time. However, for the case that d>0d>0, 𝒢k\mathcal{G}_{k}’s are not maximum nodes in 𝒢\mathcal{G} for k1k\geq 1. Hence, we can not directly apply the same method in Lemma 3.3 and Lemma 3.4 for the situation d=0d=0. More precisely, the oscillators in 𝒢i\mathcal{G}_{i} with i<ki<k perform as an attraction source and influence the agents in 𝒢k\mathcal{G}_{k}. Thus we can not ignore the information from 𝒢i\mathcal{G}_{i} with i<ki<k when we study the behavior of agents in 𝒢k\mathcal{G}_{k}.

From Remark 2.1 and node decomposition, the graph 𝒢\mathcal{G} can be represented as

𝒢=k=0d𝒢k,|𝒢k|=Nk,\mathcal{G}=\bigcup_{k=0}^{d}\mathcal{G}_{k},\quad|\mathcal{G}_{k}|=N_{k},

and we denote the oscillators in 𝒢k\mathcal{G}_{k} by θik\theta^{k}_{i} with 1iNk1\leq i\leq N_{k}. Then we assume that at time tt, the oscillators in each 𝒢k\mathcal{G}_{k} are well-ordered as below:

(4.1) θ1k(t)θ2k(t)θNkk(t),0kd.\theta^{k}_{1}(t)\leq\theta^{k}_{2}(t)\leq\ldots\leq\theta^{k}_{N_{k}}(t),\quad 0\leq k\leq d.

For each subdigraph 𝒢k\mathcal{G}_{k} with k0k\geq 0 which is strongly connected, we follow the process in Algorithm 𝒜1\mathcal{A}_{1} and 𝒜2\mathcal{A}_{2} to construct ¯l1Nk(C¯l1,Nk)\bar{\mathcal{L}}_{l-1}^{N_{k}}(\bar{C}_{l-1,N_{k}}) and ¯1l+1(C¯1,l+1)\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1}) by redesigning the coefficients a¯lk\bar{a}^{k}_{l} and a¯lk\underline{a}_{l}^{k} of convex combination as below:

(4.2) {¯l1Nk(C¯l1,Nk)witha¯Nkk=0,a¯l1k=η(2Nl+2)(a¯lk+1),2lNk,¯1l+1(C¯1,l+1)witha¯1k=0,a¯l+1k=η(l+1+2NNk)(a¯lk+1),1lNk1,\begin{cases}\displaystyle\bar{\mathcal{L}}_{l-1}^{N_{k}}(\bar{C}_{l-1,N_{k}})\ \mbox{with}\ \bar{a}^{k}_{N_{k}}=0,\ \bar{a}^{k}_{l-1}=\eta(2N-l+2)(\bar{a}^{k}_{l}+1),\quad 2\leq l\leq N_{k},\\ \displaystyle\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1})\ \mbox{with}\ \underline{a}^{k}_{1}=0,\ \underline{a}^{k}_{l+1}=\eta(l+1+2N-N_{k})(\underline{a}^{k}_{l}+1),\quad 1\leq l\leq N_{k}-1,\end{cases}

By induction principle, we deduce that

(4.3) {a¯l1k=j=1Nkl+1ηjA(2Nl+2,j),2lNk,a¯l+1k=j=1lηjA(l+1+2NNk,j),1lNk1.\begin{cases}\displaystyle\bar{a}^{k}_{l-1}=\sum_{j=1}^{N_{k}-l+1}\eta^{j}A(2N-l+2,j),\quad 2\leq l\leq N_{k},\\ \displaystyle\underline{a}^{k}_{l+1}=\sum_{j=1}^{l}\eta^{j}A(l+1+2N-N_{k},j),\quad 1\leq l\leq N_{k}-1.\end{cases}

Note that a¯Nk+1ik=a¯ik,i=1,2,Nk\bar{a}^{k}_{N_{k}+1-i}=\underline{a}^{k}_{i},\ i=1,2\ldots,N_{k}. By simple calculation, we have

(4.4) a¯1k=j=1Nk1(ηjA(2N,j)),a¯1kj=1N1(ηjA(2N,j)),0kd.\bar{a}^{k}_{1}=\sum^{N_{k}-1}_{j=1}(\eta^{j}A(2N,j)),\quad\bar{a}^{k}_{1}\leq\sum^{N-1}_{j=1}(\eta^{j}A(2N,j)),\quad 0\leq k\leq d.

And we set the following notations,

(4.5) θ¯lk:=¯lNk(C¯l,Nk),θ¯lk:=¯1l(C¯1,l),1lNk,0kd,\displaystyle\bar{\theta}^{k}_{l}:=\bar{\mathcal{L}}_{l}^{N_{k}}(\bar{C}_{l,N_{k}}),\quad\underline{\theta}^{k}_{l}:=\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}),\quad 1\leq l\leq N_{k},\quad 0\leq k\leq d,
(4.6) θ¯k:=¯1Nk(C¯1,Nk),θ¯k:=¯1Nk(C¯1,Nk),0kd,\displaystyle\bar{\theta}_{k}:=\bar{\mathcal{L}}_{1}^{N_{k}}(\bar{C}_{1,N_{k}}),\quad\underline{\theta}_{k}:=\underline{\mathcal{L}}_{1}^{N_{k}}(\underline{C}_{1,N_{k}}),\quad 0\leq k\leq d,
(4.7) Qk(t):=max0ik{θ¯i}min0ik{θ¯i},0kd.\displaystyle Q^{k}(t):=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}-\min_{0\leq i\leq k}\{\underline{\theta}_{i}\},\quad 0\leq k\leq d.

Due to the analyticity of the solution, Qk(t)Q^{k}(t) is Lipschitz continuous. Similar as in Section 3, in the following, we will first establish the comparison relation between the quantity Qk(t)Q^{k}(t) and phase diameter Dk(θ(t))D_{k}(\theta(t)) of the first k+1k+1 nodes, which plays an important role in the later analysis.

Lemma 4.1.

Let θi\theta_{i} be a solution to system (1.1) and assume that for each subdigraph 𝒢k\mathcal{G}_{k}, the coefficients a¯lk\bar{a}^{k}_{l} and a¯lk\underline{a}^{k}_{l} of convex combination in Algorithm 𝒜\mathcal{A} satisfy the scheme (4.2). Then at each time tt, we have the following relation

βDk(θ(t))Qk(t)Dk(θ(t)),0kd,β=12η,\beta D_{k}(\theta(t))\leq Q^{k}(t)\leq D_{k}(\theta(t)),\quad 0\leq k\leq d,\quad\beta=1-\frac{2}{\eta},

where Dk(θ)=max0ikmax1jNi{θji}min0ikmin1jNi{θji}D_{k}(\theta)=\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}-\min\limits_{0\leq i\leq k}\min\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\} and η\eta satisfies the condition (1.2).

Proof.

Without loss of generality, assume that at time tt, the oscillators in each subdigraph 𝒢k\mathcal{G}_{k} are all well-ordered as below

(4.8) θ1kθ2kθNkk,0kd.\theta^{k}_{1}\leq\theta^{k}_{2}\leq\ldots\leq\theta^{k}_{N_{k}},\quad 0\leq k\leq d.

From the definition of the quantity Qk(t)Q^{k}(t) in (4.7) and the convex combination structure of θ¯k\bar{\theta}_{k} and θ¯k\underline{\theta}_{k} in (4.6), it can be directly derived that

(4.9) θ¯kθNkk,θ¯kθ1k,Qk(t)=max0ik{θ¯i}min0ik{θ¯i}max0ik{θNii}min0ik{θ1i}.\bar{\theta}_{k}\leq\theta^{k}_{N_{k}},\quad\underline{\theta}_{k}\geq\theta^{k}_{1},\quad Q^{k}(t)=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}-\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\leq\max_{0\leq i\leq k}\{\theta^{i}_{N_{i}}\}-\min_{0\leq i\leq k}\{\theta^{i}_{1}\}.

This means that

Qk(t)Dk(θ(t))=max0ikmax1jNi{θji}min0ikmin1jNi{θji}.Q^{k}(t)\leq D_{k}(\theta(t))=\max_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}-\min_{0\leq i\leq k}\min\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}.

Next we will prove the left part of this Lemma. In fact, we denote the extreme phases of the first k+1k+1 nodes by

(4.10) θNpp:=max0ikmax1jNi{θji},θ1q:=min0ikmin1jNi{θji},0pk, 0qk.\theta^{p}_{N_{p}}:=\max_{0\leq i\leq k}\max_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\},\quad\theta^{q}_{1}:=\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\},\quad 0\leq p\leq k,\ 0\leq q\leq k.

It is clear that Dk(θ(t))=θNppθ1qD_{k}(\theta(t))=\theta^{p}_{N_{p}}-\theta^{q}_{1}. We consider two cases separately.

\bullet Case 1. If the index satisfy the relation p=qp=q, we have

Qk(t)=max0ik{θ¯i}min0ik{θ¯i}θ¯pθ¯p=θNppθ1p+θ¯pθNpp+θ1pθ¯p.Q^{k}(t)=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}-\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\geq\bar{\theta}_{p}-\underline{\theta}_{p}=\theta^{p}_{N_{p}}-\theta^{p}_{1}+\bar{\theta}_{p}-\theta^{p}_{N_{p}}+\theta^{p}_{1}-\underline{\theta}_{p}.

In this case, applying the same arguments in Lemma 3.2, we obtain that

Qk(t)\displaystyle Q^{k}(t) θNpp(t)θ1p(t)2(Np1)η(N+2)+1(θNpp(t)θ1p(t))=Dk(θ(t))2(Np1)η(N+2)+1Dk(θ(t))\displaystyle\geq\theta^{p}_{N_{p}}(t)-\theta^{p}_{1}(t)-\frac{2(N_{p}-1)}{\eta(N+2)+1}(\theta_{N_{p}}^{p}(t)-\theta_{1}^{p}(t))=D_{k}(\theta(t))-\frac{2(N_{p}-1)}{\eta(N+2)+1}D_{k}(\theta(t))
(12η)Dk(θ(t))=βDk(θ(t)).\displaystyle\geq(1-\frac{2}{\eta})D_{k}(\theta(t))=\beta D_{k}(\theta(t)).

Here, in the above estimates, based on the construction of coefficients of convex combination in (4.2), we used the inequalities

(4.11) a¯lka¯Nk1k=η(2NNk+2)η(N+2),0kd, 1lNk1,\bar{a}^{k}_{l}\geq\bar{a}^{k}_{N_{k}-1}=\eta(2N-N_{k}+2)\geq\eta(N+2),\quad 0\leq k\leq d,\ 1\leq l\leq N_{k}-1,

and applied the symmetric property

(4.12) a¯Nk+1lk=a¯lk,1lNk, 0kd.\bar{a}^{k}_{N_{k}+1-l}=\underline{a}^{k}_{l},\quad 1\leq l\leq N_{k},\ 0\leq k\leq d.

\bullet Case 2. Consider the case that pqp\neq q, then we have

(4.13) Qk(t)\displaystyle Q^{k}(t) =max0ik{θ¯i}min0ik{θ¯i}θ¯pθ¯q=θ¯p(t)θNpp(t)+θNpp(t)θ1q(t)+θ1q(t)θ¯q(t)\displaystyle=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}-\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\geq\bar{\theta}_{p}-\underline{\theta}_{q}=\bar{\theta}_{p}(t)-\theta_{N_{p}}^{p}(t)+\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)+\theta^{q}_{1}(t)-\underline{\theta}_{q}(t)
=θNpp(t)θ1q(t)+θ¯p(t)θNpp(t)+θ1q(t)θ¯q(t)\displaystyle=\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)+\bar{\theta}_{p}(t)-\theta_{N_{p}}^{p}(t)+\theta^{q}_{1}(t)-\underline{\theta}_{q}(t)
=θNpp(t)θ1q(t)+(θ1p(t)a¯1p+1+l=1Np1a¯lpl=1Np1(a¯lp+1)θNpp(t)+i=2Np1l=1i1a¯lpl=1i(a¯lp+1)θip(t)θNpp(t))\displaystyle=\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)+\left(\frac{\theta_{1}^{p}(t)}{\bar{a}_{1}^{p}+1}+\frac{\prod_{l=1}^{N_{p}-1}\bar{a}_{l}^{p}}{\prod_{l=1}^{N_{p}-1}(\bar{a}^{p}_{l}+1)}\theta^{p}_{N_{p}}(t)+\sum_{i=2}^{N_{p}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{p}_{l}}{\prod_{l=1}^{i}(\bar{a}^{p}_{l}+1)}\theta_{i}^{p}(t)-\theta^{p}_{N_{p}}(t)\right)
+(θ1q(t)θNqq(t)a¯Nqq+1l=2Nqa¯lql=2Nq(a¯lq+1)θ1q(t)i=2Nq1l=i+1Nqa¯lql=iNq(a¯lq+1)θiq(t))\displaystyle+\left(\theta^{q}_{1}(t)-\frac{\theta^{q}_{N_{q}}(t)}{\underline{a}_{N_{q}}^{q}+1}-\frac{\prod_{l=2}^{N_{q}}\underline{a}_{l}^{q}}{\prod_{l=2}^{N_{q}}(\underline{a}_{l}^{q}+1)}\theta^{q}_{1}(t)-\sum_{i=2}^{N_{q}-1}\frac{\prod_{l=i+1}^{N_{q}}\underline{a}_{l}^{q}}{\prod_{l=i}^{N_{q}}(\underline{a}_{l}^{q}+1)}\theta^{q}_{i}(t)\right)
=θNpp(t)θ1q(t)+1a¯1p+1(θ1p(t)θNpp(t))+i=2Np1l=1i1a¯lpl=1i(a¯lp+1)(θip(t)θNpp(t))\displaystyle=\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)+\frac{1}{\bar{a}_{1}^{p}+1}(\theta^{p}_{1}(t)-\theta^{p}_{N_{p}}(t))+\sum_{i=2}^{N_{p}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{p}_{l}}{\prod_{l=1}^{i}(\bar{a}^{p}_{l}+1)}(\theta_{i}^{p}(t)-\theta^{p}_{N_{p}}(t))
+1a¯Nqq+1(θ1q(t)θNqq(t))+i=2Nq1l=i+1Nqa¯lql=iNq(a¯lq+1)(θ1q(t)θiq(t)),\displaystyle+\frac{1}{\underline{a}_{N_{q}}^{q}+1}(\theta^{q}_{1}(t)-\theta^{q}_{N_{q}}(t))+\sum_{i=2}^{N_{q}-1}\frac{\prod_{l=i+1}^{N_{q}}\underline{a}_{l}^{q}}{\prod_{l=i}^{N_{q}}(\underline{a}_{l}^{q}+1)}(\theta^{q}_{1}(t)-\theta^{q}_{i}(t)),

where we apply the property that the coefficients sum of convex combination of θ¯k\bar{\theta}_{k} and θ¯k\underline{\theta}_{k} with 0kd0\leq k\leq d are respectively equal to 11. Moreover, we know from (4.10) that

θipθ1q,i=1,2,,Np1,θiqθNpp,i=2,,Nq1,Nq.\theta^{p}_{i}\geq\theta^{q}_{1},\ i=1,2,\ldots,N_{p}-1,\qquad\theta^{q}_{i}\leq\theta^{p}_{N_{p}},\ i=2,\ldots,N_{q}-1,N_{q}.

This implies that

(4.14) θipθNppθ1qθNpp,i=1,2,,Np1,θ1qθiqθ1qθNpp,i=2,,Nq1,Nq.\theta^{p}_{i}-\theta^{p}_{N_{p}}\geq\theta^{q}_{1}-\theta^{p}_{N_{p}},\ i=1,2,\ldots,N_{p}-1,\quad\theta^{q}_{1}-\theta^{q}_{i}\geq\theta^{q}_{1}-\theta^{p}_{N_{p}},\ i=2,\ldots,N_{q}-1,N_{q}.

Moreover, exlpoiting the symmetric property (4.12), we immediately have

(4.15) l=i+1Nqa¯lql=iNq(a¯lq+1)=l=1Nqia¯lql=1Nq+1i(a¯lq+1).\frac{\prod_{l=i+1}^{N_{q}}\underline{a}_{l}^{q}}{\prod_{l=i}^{N_{q}}(\underline{a}_{l}^{q}+1)}=\frac{\prod_{l=1}^{N_{q}-i}\bar{a}_{l}^{q}}{\prod_{l=1}^{N_{q}+1-i}(\bar{a}_{l}^{q}+1)}.

Therefore, combining (4.13), (4.14) and (4.15), we obtain that

Qk(t)\displaystyle Q^{k}(t) θNpp(t)θ1q(t)+1a¯1p+1(θ1q(t)θNpp(t))+i=2Np1l=1i1a¯lpl=1i(a¯lp+1)(θ1q(t)θNpp(t))\displaystyle\geq\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)+\frac{1}{\bar{a}_{1}^{p}+1}(\theta^{q}_{1}(t)-\theta^{p}_{N_{p}}(t))+\sum_{i=2}^{N_{p}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{p}_{l}}{\prod_{l=1}^{i}(\bar{a}^{p}_{l}+1)}(\theta_{1}^{q}(t)-\theta^{p}_{N_{p}}(t))
+1a¯1q+1(θ1q(t)θNpp(t))+i=2Nq1l=1Nqia¯lql=1Nq+1i(a¯lq+1)(θ1q(t)θNpp(t))\displaystyle+\frac{1}{\bar{a}_{1}^{q}+1}(\theta^{q}_{1}(t)-\theta^{p}_{N_{p}}(t))+\sum_{i=2}^{N_{q}-1}\frac{\prod_{l=1}^{N_{q}-i}\bar{a}_{l}^{q}}{\prod_{l=1}^{N_{q}+1-i}(\bar{a}_{l}^{q}+1)}(\theta^{q}_{1}(t)-\theta^{p}_{N_{p}}(t))
=θNpp(t)θ1q(t)\displaystyle=\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)
(1a¯1p+1+i=2Np1l=1i1a¯lpl=1i(a¯lp+1)+1a¯1q+1+i=2Nq1l=1Nqia¯lql=1Nq+1i(a¯lq+1))(θNpp(t)θ1q(t)).\displaystyle-\left(\underbrace{\frac{1}{\bar{a}_{1}^{p}+1}+\sum_{i=2}^{N_{p}-1}\frac{\prod_{l=1}^{i-1}\bar{a}^{p}_{l}}{\prod_{l=1}^{i}(\bar{a}^{p}_{l}+1)}+\frac{1}{\bar{a}_{1}^{q}+1}+\sum_{i=2}^{N_{q}-1}\frac{\prod_{l=1}^{N_{q}-i}\bar{a}_{l}^{q}}{\prod_{l=1}^{N_{q}+1-i}(\bar{a}_{l}^{q}+1)}}\right)(\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)).

We apply (4.11) and estimate the items in the above brace respectively,

1a¯1p+11η(N+2)+1,1a¯1q+11η(N+2)+1,\displaystyle\frac{1}{\bar{a}_{1}^{p}+1}\leq\frac{1}{\eta(N+2)+1},\quad\frac{1}{\bar{a}_{1}^{q}+1}\leq\frac{1}{\eta(N+2)+1},
l=1i1a¯lpl=1i(a¯lp+1)1a¯ip+11η(N+2)+1,2iNp1,\displaystyle\frac{\prod_{l=1}^{i-1}\bar{a}^{p}_{l}}{\prod_{l=1}^{i}(\bar{a}^{p}_{l}+1)}\leq\frac{1}{\bar{a}_{i}^{p}+1}\leq\frac{1}{\eta(N+2)+1},\quad 2\leq i\leq N_{p}-1,
l=1Nqia¯lql=1Nq+1i(a¯lq+1)1a¯Nq+1iq+11η(N+2)+1,2iNq1.\displaystyle\frac{\prod_{l=1}^{N_{q}-i}\bar{a}_{l}^{q}}{\prod_{l=1}^{N_{q}+1-i}(\bar{a}_{l}^{q}+1)}\leq\frac{1}{\bar{a}_{N_{q}+1-i}^{q}+1}\leq\frac{1}{\eta(N+2)+1},\quad 2\leq i\leq N_{q}-1.

Thus, based on the above estimates, we have

Qk(t)θNpp(t)θ1q(t)Np+Nq2η(N+2)+1(θNpp(t)θ1q(t))=Dk(θ(t))Np+Nq2η(N+2)+1Dk(θ(t).Q^{k}(t)\geq\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t)-\frac{N_{p}+N_{q}-2}{\eta(N+2)+1}(\theta_{N_{p}}^{p}(t)-\theta_{1}^{q}(t))=D_{k}(\theta(t))-\frac{N_{p}+N_{q}-2}{\eta(N+2)+1}D_{k}(\theta(t).

Since Np+Nq2η(N+2)+12NηN=2η\frac{N_{p}+N_{q}-2}{\eta(N+2)+1}\leq\frac{2N}{\eta N}=\frac{2}{\eta} and from (4.10), we immediately have

Qk(t)(12η)Dk(θ(t))=βDk(θ(t)).Q^{k}(t)\geq(1-\frac{2}{\eta})D_{k}(\theta(t))=\beta D_{k}(\theta(t)).

Thus combining the above analysis, we derive the desired result. ∎

Now, we are ready to prove the main Theorem 1.1. We will follow similar arguments as in Section 3 to finish the proof. Actually, we will study the constructed quantity Qk(t)Q^{k}(t) which contains the information from 𝒢i\mathcal{G}_{i} with i<ki<k, and then yield the hypo-coercivity of the diameter. Following similar arguments in Lemma 3.3 and Lemma 3.4, we have the following estimates for the first maximal node 𝒢0\mathcal{G}_{0}.

Lemma 4.2.

Suppose that the network topology contains a spanning tree, and let θi\theta_{i} be a solution to (1.1). Moreover, assume that the initial data and the quantity η\eta satisfy

(4.16) D(θ(0))<α<γ<π,η>max{1sinγ,21αγ},D(\theta(0))<\alpha<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\alpha}{\gamma}}\right\},

where α,γ\alpha,\gamma are positive constants. For a given sufficiently small D<min{π2,α}D^{\infty}<\min\{\frac{\pi}{2},\alpha\}, if the coupling strength κ\kappa satisfies

(4.17) κ>(1+(d+1)ααD(θ(0)))(4c)dc~βd+1D,\kappa>\left(1+\frac{(d+1)\alpha}{\alpha-D(\theta(0))}\right)\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}},

where dd is the number of general nodes and

c=(2N+1)(j=1N1ηjA(2N,j)+1)γsinγ,c~=D(Ω)(j=1N1ηjA(2N,j)+1)γsinγ,c=\frac{(2N+1)(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma},\quad\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma},

then the following two assertions hold for the maximum node 𝒢0\mathcal{G}_{0}:

  1. (1)

    The dynamics of Q0(t)Q^{0}(t) is governed by the following equation

    Q˙0(t)D(Ω)κj=1N1(ηjA(2N,j))+1sinγγQ0(t),t[0,+),\dot{Q}^{0}(t)\leq D(\Omega)-\frac{\kappa}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in[0,+\infty),
  2. (2)

    there exists time t0t_{0} such that

    D0(θ(t))βdD(4c)d,fort[t0,+),D_{0}(\theta(t))\leq\frac{\beta^{d}D^{\infty}}{(4c)^{d}},\quad\mbox{for}\ t\in[t_{0},+\infty),

    where t0t_{0} can be estimated as below and bounded by t¯\bar{t} given in Lemma 2.4

    t0<ακsinγ(j=1N1ηjA(2N,j)+1)γβd+1D(4c)dD(Ω)<t¯.t_{0}<\frac{\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}-D(\Omega)}<\bar{t}.

Since the proof is almost the same as that in Lemma 3.3 and Lemma 3.4, we omit its details. Inspiring from Lemma 4.2, we make the following reasonable ansatz for Qk(t)Q^{k}(t) for 0kd0\leq k\leq d.

Ansatz:

  1. (1)

    The dynamics of Qk(t)Q^{k}(t) is governed by the following differential inequality,

    (4.18) Q˙k(t)D(Ω)κj=1N1(ηjA(2N,j))+1sinγγQk(t)+κ(2N+1)Dk1(θ(t)),t[0,+),\dot{Q}^{k}(t)\leq D(\Omega)-\frac{\kappa}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k}(t)+\kappa(2N+1)D_{k-1}(\theta(t)),\quad t\in[0,+\infty),

    where we assume D1(θ(t))=0D_{-1}(\theta(t))=0.

  2. (2)

    There exists a finite time tkt_{k} such that, the phase diameter Dk(θ)D_{k}(\theta) of i=0k𝒢i\bigcup_{i=0}^{k}\mathcal{G}_{i} is uniformly bounded after tkt_{k}, i.e.,

    (4.19) Dk(θ(t))βdkD(4c)dk,fort[tk,+),D_{k}(\theta(t))\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k}},\quad\mbox{for}\ t\in[t_{k},+\infty),

    where tkt_{k} can be estimated as below

    (4.20) tk<(k+1)ακsinγ(j=1N1ηjA(2N,j)+1)γβd+1D(4c)dD(Ω)<t¯=αD(θ(0))D(Ω).t_{k}<\frac{(k+1)\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}-D(\Omega)}<\bar{t}=\frac{\alpha-D(\theta(0))}{D(\Omega)}.

In the following, we will verify the ansatz respectively in two lemmas by induction criteria. More precisely, suppose the ansatz holds for QkQ^{k} and Dk(θ)D_{k}(\theta) with 0kd10\leq k\leq d-1, we will prove that the ansatz also holds for Qk+1Q^{k+1} and Dk+1(θ)D_{k+1}(\theta).

Lemma 4.3.

Suppose the conditions in Lemma 4.2 are fulfilled, and the ansatz in (4.18), (4.19) and (4.20) holds for some kk with 0kd10\leq k\leq d-1. Then the ansatz (4.18) holds for k+1k+1.

Proof.

Similar as before, we will use proof by contradiction criteria to verify the ansatz for Qk+1Q^{k+1}. To this end, we first define a set below,

k+1={T>0:Dk+1(θ(t))<γ,t[0,T)}.\mathcal{B}_{k+1}=\{T>0\ :\ D_{k+1}(\theta(t))<\gamma,\ \forall\ t\in[0,T)\}.

From Lemma 2.4, we know that

Dk+1(θ(t))D(θ(t))<α<γ,t[0,t¯).D_{k+1}(\theta(t))\leq D(\theta(t))<\alpha<\gamma,\quad\forall\ t\in[0,\bar{t}).

It is clear that t¯k+1\bar{t}\in\mathcal{B}_{k+1}. Thus the set k+1\mathcal{B}_{k+1} is not empty. We define T=supk+1T^{*}=\sup\mathcal{B}_{k+1}, and will prove by contradiction that T=+T^{*}=+\infty. Suppose not, i.e., T<+T^{*}<+\infty. It is obvious that

(4.21) t¯T,Dk+1(θ(t))<γ,t[0,T),Dk+1(θ(T))=γ.\bar{t}\leq T^{*},\quad D_{k+1}(\theta(t))<\gamma,\ \forall\ t\in[0,T^{*}),\quad D_{k+1}(\theta(T^{*}))=\gamma.

Since the solution to system (1.1) is analytic, in the finite time interval [0,T)[0,T^{*}), θ¯i\bar{\theta}_{i} and θ¯j\bar{\theta}_{j} either collide finite times or always stay together. Similar to the analysis in Lemma 3.3, without loss of generality, we only consider the situation that there is no pair of θ¯i\bar{\theta}_{i} and θ¯j\bar{\theta}_{j} staying together through all period [0,T)[0,T^{*}). That means the order of {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} will only exchange finite times in [0,T)[0,T^{*}), so does {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} . Thus, we divide the time interval [0,T)[0,T^{*}) into a finite union as below

[0,T)=l=1rJl,Jl=[tl1,tl).[0,T^{*})=\bigcup_{l=1}^{r}J_{l},\quad J_{l}=[t_{l-1},t_{l}).

such that the orders of both {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} and {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} are preseved in each interval JlJ_{l}. In the following, we will show the contradiction in two steps.

\star Step 1. In this step, we first verify the Claim (4.18) holds for Qk+1Q^{k+1} on [0,T)[0,T^{*}), i.e.,

(4.22) Q˙k+1(t)D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),on[0,T).\dot{Q}^{k+1}(t)\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\quad\mbox{on}\ [0,T^{*}).

As the proof is rather lengthy, we put the detailed proof in Appendix B.

\star Step 2. In this step, we will study the upper bound of Qk+1Q^{k+1} in (4.22) in time interval [tk,T)[t_{k},T^{*}), where tkt_{k} is defined in Ansatz (4.19)\eqref{F-2} for Dk(θ)D_{k}(\theta). For the sake of discussion, we rewrite the equation (4.22)

(4.23) Q˙k+1(t)κsinγ(j=1N1(ηjA(2N,j))+1)γ(Qk+1(t)cDk(θ(t))c~κ),t[0,T),\dot{Q}^{k+1}(t)\leq-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(Q^{k+1}(t)-cD_{k}(\theta(t))-\frac{\tilde{c}}{\kappa}\right),\quad t\in[0,T^{*}),

where the expressions of cc and c~\tilde{c} are given as below

(4.24) c=(2N+1)(j=1N1(ηjA(2N,j))+1)γsinγandc~=D(Ω)(j=1N1(ηjA(2N,j))+1)γsinγ.c=\frac{(2N+1)(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}{\sin\gamma}\quad\mbox{and}\quad\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}{\sin\gamma}.

For the term Dk(θ)D_{k}(\theta) in (4.23), by induction principle, we have assumed that the Claim (4.19) holds for Dk(θ)D_{k}(\theta), i.e., there exists time tkt_{k} such that

(4.25) Dk(θ(t))βdkD(4c)dk,t[tk,+),tk<t¯.D_{k}(\theta(t))\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k}},\quad\ t\in[t_{k},+\infty),\quad t_{k}<\bar{t}.

For the term c~κ\frac{\tilde{c}}{\kappa} in (4.23), from the condition (1.3), it is obvious that

κ>(1+(d+1)ααD(θ(0)))(4c)dc~βd+1D>(4c)dc~βd+1D,\kappa>\left(1+\frac{(d+1)\alpha}{\alpha-D(\theta(0))}\right)\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}}>\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}},

which directly yields that

(4.26) c~κ<βd+1D(4c)d<βdkD4dkcdk1,where 0kd1,β<1,c>1.\frac{\tilde{c}}{\kappa}<\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}<\frac{\beta^{d-k}D^{\infty}}{4^{d-k}c^{d-k-1}},\quad\mbox{where}\ 0\leq k\leq d-1,\quad\beta<1,\quad c>1.

Then we add the esimates of the two terms Dk(θ)D_{k}(\theta) and c~κ\frac{\tilde{c}}{\kappa} in (4.25) and (4.26) to get

(4.27) cDk(θ(t))+c~κ<cβdkD(4c)dk+βdkD4dkcdk1<βdkD2(4c)dk1<βdkD(4c)dk1,t[tk,+).cD_{k}(\theta(t))+\frac{\tilde{c}}{\kappa}<c\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k}}+\frac{\beta^{d-k}D^{\infty}}{4^{d-k}c^{d-k-1}}<\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}<\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}},\quad t\in[t_{k},+\infty).

Since tk<t¯Tt_{k}<\bar{t}\leq T^{*} where t¯\bar{t} is obtained in Lemma 2.4, it makes sense when we consider the time interval [tk,T)[t_{k},T^{*}). Now based on the above estiamte (4.27), we apply the differential equation (4.23) and study the upper bound of Qk+1Q^{k+1} on [tk,T)[t_{k},T^{*}). We claim that

(4.28) Qk+1(t)max{Qk+1(tk),βdkD(4c)dk1}:=Mk+1,t[tk,T).Q^{k+1}(t)\leq\max\left\{Q^{k+1}(t_{k}),\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}\right\}:=M_{k+1},\quad t\in[t_{k},T^{*}).

Suppose not, then there exists some t~(tk,T)\tilde{t}\in(t_{k},T^{*}) such that Qk+1(t~)>Mk+1Q^{k+1}(\tilde{t})>M_{k+1}. We construct a set

𝒞k+1:={tkt<t~:Qk+1(t)Mk+1}.\mathcal{C}_{k+1}:=\{t_{k}\leq t<\tilde{t}:Q^{k+1}(t)\leq M_{k+1}\}.

Since Qk+1(tk)Mk+1Q^{k+1}(t_{k})\leq M_{k+1}, the set 𝒞k+1\mathcal{C}_{k+1} is not empty. Then we denote t=sup𝒞k+1t^{*}=\sup\mathcal{C}_{k+1}. It is easy to see that

(4.29) t<t~,Qk+1(t)=Mk+1,Qk+1(t)>Mk+1fort(t,t~].t^{*}<\tilde{t},\quad Q^{k+1}(t^{*})=M_{k+1},\quad Q^{k+1}(t)>M_{k+1}\quad\mbox{for}\ t\in(t^{*},\tilde{t}].

According to the construction of Mk+1M_{k+1}, (4.27) and (4.29), it is clear that for t(t,t~]t\in(t^{*},\tilde{t}]

κsinγ(j=1N1(ηjA(2N,j))+1)γ(Qk+1(t)cDk(θ(t))c~κ)\displaystyle-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(Q^{k+1}(t)-cD_{k}(\theta(t))-\frac{\tilde{c}}{\kappa}\right)
<κsinγ(j=1N1(ηjA(2N,j))+1)γ(Mk+1βdkD(4c)dk1)0.\displaystyle<-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(M_{k+1}-\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}\right)\leq 0.

Apply the above inequality and integrate on both sides of (4.23)\eqref{F-d20} from tt^{*} to t~\tilde{t} to get

0<Qk+1(t~)Mk+1\displaystyle 0<Q^{k+1}(\tilde{t})-M_{k+1} =Qk+1(t~)Qk+1(t)\displaystyle=Q^{k+1}(\tilde{t})-Q^{k+1}(t^{*})
tt~κsinγ(j=1N1(ηjA(2N,j))+1)γ(Qk+1(t)cDk(θ(t))c~κ)dt<0,\displaystyle\leq\int_{t^{*}}^{\tilde{t}}-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(Q^{k+1}(t)-cD_{k}(\theta(t))-\frac{\tilde{c}}{\kappa}\right)dt<0,

which is an obvious contradiction. Thus we complete the proof of (4.28).

\star Step 3. In this step, we will construct a contradiction to (4.21). According to (4.28), Lemma 2.4 and the fact that

βdkD(4c)dk1<D,tk<t¯,Qk+1(tk)Dk+1(θ(tk))D(θ(tk))<α,\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}<D^{\infty},\quad t_{k}<\bar{t},\quad Q^{k+1}(t_{k})\leq D_{k+1}(\theta(t_{k}))\leq D(\theta(t_{k}))<\alpha,

it yields that

Qk+1(t)max{Qk+1(tk),βdkD(4c)dk1}<max{α,D}=α,t[tk,T).Q^{k+1}(t)\leq\max\left\{Q^{k+1}(t_{k}),\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}\right\}<\max\{\alpha,D^{\infty}\}=\alpha,\quad t\in[t_{k},T^{*}).

Applying Lemma 4.1 and the condition (1.2), we immediately have

Dk+1(θ(t))Qk+1(t)β<αβ<γ,t[tk,T).D_{k+1}(\theta(t))\leq\frac{Q^{k+1}(t)}{\beta}<\frac{\alpha}{\beta}<\gamma,\quad t\in[t_{k},T^{*}).

Due to the continuity of Dk+1(θ(t))D_{k+1}(\theta(t)), we have

Dk+1(θ(T))=limt(T)Dk+1(θ(t))αβ<γ,D_{k+1}(\theta(T^{*}))=\lim_{t\to(T^{*})^{-}}D_{k+1}(\theta(t))\leq\frac{\alpha}{\beta}<\gamma,

which obviously contradicts to the assumption Dk+1(θ(T))=γD_{k+1}(\theta(T^{*}))=\gamma in (4.21).

Thus, we combine all above analysis to conclude that T=+T^{*}=+\infty, that is to say,

(4.30) Dk+1(θ(t))<γ,t[0,+).D_{k+1}(\theta(t))<\gamma,\quad\forall\ t\in[0,+\infty).

Then for any finite time T>0T>0, according to (4.30), we can repeat the analysis in Step 1 to obtain that the differential inequality (4.18) holds for Qk+1Q^{k+1} on [0,T)[0,T). This yields the dynamics of Qk+1Q^{k+1} in whole time interval as below:

(4.31) Q˙k+1(t)D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),on[0,+).\dot{Q}^{k+1}(t)\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\quad\mbox{on}\ [0,+\infty).

Therefore, we complete the proof of the Claim (4.18) for Qk+1Q^{k+1}.

Lemma 4.4.

Suppose the conditions in Lemma 4.2 are fulfilled, and the ansatz in (4.18), (4.19) and (4.20) holds for some kk with 0kd10\leq k\leq d-1. Then the ansatz (4.19) and (4.20) holds for k+1k+1.

Proof.

According to Lemma 4.3, we know the dynamic of Qk+1Q^{k+1} is governed by (4.31). For the sake of discussion, we rewrite the differential equation (4.31) and consider it on [tk,+)[t_{k},+\infty),

(4.32) Q˙k+1(t)κsinγ(j=1N1(ηjA(2N,j))+1)γ(Qk+1(t)cDk(θ(t))c~κ),t[tk,+),\dot{Q}^{k+1}(t)\leq-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(Q^{k+1}(t)-cD_{k}(\theta(t))-\frac{\tilde{c}}{\kappa}\right),\quad t\in[t_{k},+\infty),

where cc and c~\tilde{c} are given in (4.24). In the following, we will find time tk+1t_{k+1} after which the quantity Qk+1Q^{k+1} in (4.32) is uniformly bounded. There are two cases we need to consider separately.

\bullet Case 1. We first consider the case that Qk+1(tk)>βdkD(4c)dk1Q^{k+1}(t_{k})>\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}. In this case, When Qk+1(t)[βdkD(4c)dk1,Qk+1(tk)]Q^{k+1}(t)\in[\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}},Q^{k+1}(t_{k})], according to (4.27) and (4.32), we have

(4.33) Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) κsinγ(j=1N1(ηjA(2N,j))+1)γ(βdkD(4c)dk1βdkD2(4c)dk1)\displaystyle\leq-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\left(\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}-\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}\right)
=κsinγ(j=1N1(ηjA(2N,j))+1)γβdkD2(4c)dk1<0.\displaystyle=-\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}<0.

This means that when Qk+1(t)Q^{k+1}(t) is located in the interval [βdkD(4c)dk1,Qk+1(tk)][\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}},Q^{k+1}(t_{k})], Qk+1(t)Q^{k+1}(t) will keep decreasing with a uniform rate. Therefore, we can define a stopping time tk+1t_{k+1} as follows,

tk+1=inf{ttk|Qk+1(t)βdkD(4c)dk1}.t_{k+1}=\inf\{t\geq t_{k}\ |\ Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}\}.

Then, according to the definition of tk+1t_{k+1}, we know that Qk+1Q^{k+1} will decrease before tk+1t_{k+1} and has the following property at tk+1t_{k+1},

(4.34) Qk+1(tk+1)=βdkD(4c)dk1.Q^{k+1}(t_{k+1})=\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}.

Moreover, according to (4.33), it is obvious the stopping time tk+1t_{k+1} satisfies the following upper bound estimate,

(4.35) tk+1Qk+1(tk)βdkD(4c)dk1κsinγ(j=1N1(ηjA(2N,j))+1)γβdkD2(4c)dk1+tk.t_{k+1}\leq\frac{Q^{k+1}(t_{k})-\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}}+t_{k}.

Now we study the upper bound of Qk+1Q^{k+1} on [tk+1,+)[t_{k+1},+\infty). Coming back to (4.33),we can apply (4.34) and the same arguments as (4.28) to derive

(4.36) Qk+1(t)βdkD(4c)dk1,t[tk+1,+).Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}},\quad t\in[t_{k+1},+\infty).

On the other hand, in order to verify (4.20), we do further estimates on tk+1t_{k+1} in (4.35). For the first part on the right-hand side of (4.35), according to Lemma 2.4, tk<t¯t_{k}<\bar{t} and the fact that

Qk+1(tk)Dk+1(θ(tk))D(θ(tk))<α,βdkD2(4c)dk1>βd+1D(4c)d,Q^{k+1}(t_{k})\leq D_{k+1}(\theta(t_{k}))\leq D(\theta(t_{k}))<\alpha,\quad\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}>\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}},

we have the following estimates,

(4.37) Qk+1(tk)βdkD(4c)dk1κsinγ(j=1N1(ηjA(2N,j))+1)γβdkD2(4c)dk1<ακsinγ(j=1N1(ηjA(2N,j))+1)γβd+1D(4c)dD(Ω).\frac{Q^{k+1}(t_{k})-\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\frac{\beta^{d-k}D^{\infty}}{2(4c)^{d-k-1}}}<\frac{\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1)\gamma}\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}-D(\Omega)}.

For the term tkt_{k} in (4.35), based on the assumption (4.20) for tkt_{k}, we have

(4.38) tk<(k+1)ακsinγ(j=1N1ηjA(2N,j)+1)γβd+1D(4c)dD(Ω)<t¯=αD(θ(0))D(Ω).t_{k}<\frac{(k+1)\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}-D(\Omega)}<\bar{t}=\frac{\alpha-D(\theta(0))}{D(\Omega)}.

Thus it yields from (4.35), (4.37) and (4.38) that the time tk+1t_{k+1} can be estimated as below

(4.39) tk+1<(k+2)ακsinγ(j=1N1ηjA(2N,j)+1)γβd+1D(4c)dD(Ω).t_{k+1}<\frac{(k+2)\alpha}{\kappa\frac{\sin\gamma}{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}\frac{\beta^{d+1}D^{\infty}}{(4c)^{d}}-D(\Omega)}.

Moreover, according to (4.17), the coupling strength κ\kappa satisfies the following inequality

(4.40) κ>(1+(d+1)ααD(θ(0)))(4c)dc~βd+1D>(1+(k+2)ααD(θ(0)))(4c)dc~βd+1D,0kd1,\kappa>\left(1+\frac{(d+1)\alpha}{\alpha-D(\theta(0))}\right)\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}}>\left(1+\frac{(k+2)\alpha}{\alpha-D(\theta(0))}\right)\frac{(4c)^{d}\tilde{c}}{\beta^{d+1}D^{\infty}},\quad 0\leq k\leq d-1,

thus we combine (4.39) and (4.40) to verify the ansatz (4.20) for k+1k+1 in the first case, i.e., the time tk+1t_{k+1} has the following estimate,

(4.41) tk+1<t¯=αD(θ(0))D(Ω).t_{k+1}<\bar{t}=\frac{\alpha-D(\theta(0))}{D(\Omega)}.

\bullet Case 2. For another case that Qk+1(tk)βdkD(4c)dk1Q^{k+1}(t_{k})\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}. Similar to the analysis in (4.28), we apply (4.33) to conclude that

(4.42) Qk+1(t)βdkD(4c)dk1,t[tk,+).Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}},\quad t\in[t_{k},+\infty).

This allows us to directly set tk+1=tkt_{k+1}=t_{k}. Then, according to (4.38), we know (4.39) and (4.41) hold, which finish the verification of the ansatz (4.20) in the second case.

Finally, we are ready to verify the ansatz (4.19) and (4.20) for k+1k+1. Actually, we can apply (4.36), (4.42) and Lemma 4.1 to have the upper bound of Dk+1(θ)D_{k+1}(\theta) on [tk+1,+)[t_{k+1},+\infty) as below

(4.43) Dk+1(θ(t))Qk+1(t)ββdk1D(4c)dk1,t[tk+1,+),\displaystyle D_{k+1}(\theta(t))\leq\frac{Q^{k+1}(t)}{\beta}\leq\frac{\beta^{d-k-1}D^{\infty}}{(4c)^{d-k-1}},\quad t\in[t_{k+1},+\infty),

Then we combine (4.39), (4.41) and (4.43) in Case 1 and similar analysis in Case 2 to conclude that the Claim (4.19) and (4.20) are true for Dk+1(θ)D^{k+1}(\theta). ∎

Proof of Theorem 1.1: Now, we are ready to prove the main theorem. Combining Lemma 4.2, Lemma 4.3 and Lemma 4.4, we apply inductive criteria to conclude that the ansatz (4.18) –(4.20) hold for all 0kd0\leq k\leq d. Then, we immediately obtain from (4.19) that there exists time tdt_{d} such that

D(θ(t))=Dd(θ(t))D,fort[td,+),D(\theta(t))=D_{d}(\theta(t))\leq D^{\infty},\quad\mbox{for}\ t\in[t_{d},+\infty),

which yields the desired result in Theorem 1.1.

Remark 4.1.

In Theorem 1.1, we show that the phase diameter will enter into a small region after some finite time, which means cosx\cos x is positive after the finite time. Therefore, we can lift (1.1) to the second-order formulation, which enjoys the similar form to Cucker-Smale model with the interaction function cosx\cos x.

More precisely, we can introduce phase velocity ωi(t):=θ˙i(t)\omega_{i}(t):=\dot{\theta}_{i}(t) for each oscillator, and directly differentiate (1.1) with respect to time tt to derive the equivalent Cucker-Smale type second order model as below

(4.44) {θ˙i(t)=ωi(t),t>0,i=1,2,,N,ω˙i(t)=κj𝒩icos(θj(t)θi(t))(ωj(t)ωi(t)),ωi(0)=θ˙i(0).\begin{cases}\displaystyle\dot{\theta}_{i}(t)=\omega_{i}(t),\quad t>0,\quad i=1,2,\ldots,N,\\ \displaystyle\dot{\omega}_{i}(t)=\kappa\sum_{j\in\mathcal{N}_{i}}\cos(\theta_{j}(t)-\theta_{i}(t))(\omega_{j}(t)-\omega_{i}(t)),\\ \displaystyle\omega_{i}(0)=\dot{\theta}_{i}(0).\end{cases}
Corollary 4.1.

Let θi\theta_{i} be a solution to system (4.44) and suppose the assumptions in Lemma 4.2 are fulfilled. Moreover, assume that there exists time t>0t_{*}>0 such that

(4.45) D(θ(t))D,t[t,+),D(\theta(t))\leq D^{\infty},\quad\ t\in[t_{*},+\infty),

where D<π2D^{\infty}<\frac{\pi}{2} is a small positive constant. Then there exist positive constants C1C_{1} and C2C_{2} such that

D(ω(t))C1eC2(tt),t>t,D(\omega(t))\leq C_{1}e^{-C_{2}(t-t_{*})},\quad t>t_{*},

where D(ω(t))=max1iN{ωi(t)}min1iN{ωi(t)}D(\omega(t))=\max_{1\leq i\leq N}\{\omega_{i}(t)\}-\min_{1\leq i\leq N}\{\omega_{i}(t)\} is the diameter of phase velocity.

Proof.

We can apply Theorem 1.1 and the methods and results in the work of Ha et al. [22] for Cucker-Smale model to yield the emergence of exponentially fast synchronization in (1.1) and (4.44). As the proof is almost the same as in [22], we omit the details, and we refer the readers to [22] for more infomation.

5. Summary

In this paper, we presented a sufficient framework for the complete synchronization of the Kuramoto model with general network containing a spanning tree. To this end, we followed a node decomposition introduced in [22] to construct new quantities which are equivalent to phase diameters. In a large coupling strength, when the initial data is confined in an open half circle, we proved that the phase diameter of the whole ensemble will concentrate into a small region, thus we can apply the method in [22] or [11] which yielded that the complete synchronization occurs exponentially fast. However, our analytical method restricts the initial phase configuration to be confined in a half circle. It would be interesting to see whether the restriction on the initial data can be replaced by a generic one. This interesting issue will be further dealt with in our future work.

Appendix A proof of Lemma 3.3

We will split the proof into six steps. In the first step, we show that the phase diameter of 𝒢0\mathcal{G}_{0} is bounded by γ\gamma in a finite time interval. In the second, third and forth steps, we use induction criteria to construct the differential inequality of Q0(t)Q^{0}(t) in the finite time interval. In the last two steps, we exploit the derived differential inequality of Q0(t)Q^{0}(t) to conclude that phase diameter of 𝒢0\mathcal{G}_{0} is bounded by γ\gamma on [0,+)[0,+\infty), and thus the differential inequality of Q0(t)Q^{0}(t) obtained in second step also holds on [0,+)[0,+\infty).

\bigstar Step 1. We first define a set

0:={T>0:D0(θ(t))<γ,t[0,T)}.\mathcal{B}_{0}:=\{T>0:\ D_{0}(\theta(t))<\gamma,\ \forall\ t\in[0,T)\}.

According to Lemma 2.1, the set 0\mathcal{B}_{0} is non-empty since

D0(θ(t))<α<γ,t[0,t¯),D_{0}(\theta(t))<\alpha<\gamma,\quad t\in[0,\bar{t}),

which implies that t¯0\bar{t}\in\mathcal{B}_{0}. In the following, we set T=sup0T^{*}=\sup\mathcal{B}_{0}, and prove T=+T^{*}=+\infty to finish the proof of the lemma. If not, i.e., suppose T<+T^{*}<+\infty, then we apply the continuity of D0(θ(t))D_{0}(\theta(t)) to have

(A.1) D0(θ(t))<γ,t[0,T),D0(θ(T))=γ.D_{0}(\theta(t))<\gamma,\quad\forall\ t\in[0,T^{*}),\quad D_{0}(\theta(T^{*}))=\gamma.

In particular, we have t¯T\bar{t}\leq T^{*}. According to the standard theory of ordinary differential equation, the solution to system (1.1) is analytic. Therefore, in the finite time interval [0,T)[0,T^{*}), any two oscillators either collide finite times or always stay together. If there are some θi\theta_{i} and θj\theta_{j} which always stay together in [0,T][0,T^{*}], we can view them as one oscillator and thus the total number of oscillators that we need to study can be reduced. For this more simpler situation, we can deal with it in a similar method. Therefore, we only consider the case that there is no pair of oscillators staying together in all period [0,T)[0,T^{*}). In this situation, only finite many collisions occur through [0,T)[0,T^{*}). Thus, we divide the time interval [0,T)[0,T^{*}) into a finite union as below

[0,T)=l=1rJl,Jl=[tl1,tl),[0,T^{*})=\bigcup_{l=1}^{r}J_{l},\quad J_{l}=[t_{l-1},t_{l}),

where the end point tlt_{l} denotes the collision time. It is clear that there is no collision in the interior of JlJ_{l}. Then we pick out any time interval JlJ_{l} and assume that

(A.2) θ10(t)θ20(t)θN00(t),tJl.\theta_{1}^{0}(t)\leq\theta^{0}_{2}(t)\leq\ldots\leq\theta^{0}_{N_{0}}(t),\quad t\in J_{l}.

  

\bigstar Step 2. According to the notations in (3.9), we follow the process 𝒜1\mathcal{A}_{1} and 𝒜2\mathcal{A}_{2} to construct θ¯n0\bar{\theta}^{0}_{n} and θ¯n0, 1nN0\underline{\theta}^{0}_{n},\ 1\leq n\leq N_{0}, respecively. We first consider the dynamics of θ¯N00=θN00\bar{\theta}_{N_{0}}^{0}=\theta_{N_{0}}^{0},

(A.3) θ˙N00(t)=ΩN00+κj𝒩N00(0)sin(θj0θN00)ΩM+κminj𝒩N00(0)sin(θj0θN00).\dot{\theta}_{N_{0}}^{0}(t)=\Omega^{0}_{N_{0}}+\kappa\sum_{j\in\mathcal{N}_{N_{0}}^{0}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\leq\Omega_{M}+\kappa\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}}).

The last inequality above holds because of the negative sign of sin(θj0(t)θN00(t))\sin(\theta^{0}_{j}(t)-\theta^{0}_{N_{0}}(t)) due to the well-ordered assumption (A.2). For the dynamics of θ¯N010\bar{\theta}^{0}_{N_{0}-1}, according to the process 𝒜1\mathcal{A}_{1} and a¯N010=η(N0+2)\bar{a}^{0}_{N_{0}-1}=\eta(N_{0}+2) in (3.7), we have estimates for the derivative of θ¯N010\bar{\theta}^{0}_{N_{0}-1} as follows,

θ¯˙N010\displaystyle\dot{\bar{\theta}}^{0}_{N_{0}-1} =ddt(a¯N010θN00+θN010a¯N010+1)=a¯N010a¯N010+1θ˙N00+1a¯N010+1θ˙N010\displaystyle=\frac{d}{dt}\left(\frac{\bar{a}^{0}_{N_{0}-1}\theta^{0}_{N_{0}}+\theta^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\right)=\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\dot{\theta}^{0}_{N_{0}}+\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\dot{\theta}^{0}_{N_{0}-1}
a¯N010a¯N010+1(ΩM+κminj𝒩N00(0)sin(θj0θN00))\displaystyle\leq\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\left(\Omega_{M}+\kappa\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\right)
+1a¯N010+1(ΩN010+κj𝒩N010(0)sin(θj0θN010))\displaystyle+\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\Omega^{0}_{N_{0}-1}+\kappa\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})\right)
(A.4) ΩM+κη(N0+2)a¯N010+1minj𝒩N00(0)sin(θj0θN00)\displaystyle\leq\Omega_{M}+\kappa\frac{\eta(N_{0}+2)}{\bar{a}^{0}_{N_{0}-1}+1}\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})
+κ1a¯N010+1(sin(θN00θN010)+j𝒩N010(0)jN01sin(θj0θN00))\displaystyle+\kappa\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})+\underset{j\leq N_{0}-1}{\sum_{j\in\mathcal{N}_{N_{0}-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\right)
ΩM+κηa¯N010+1minj𝒩N00(0)sin(θj0θN00)+κ1a¯N010+1minj𝒩N010(0)jN01sin(θj0θN010)\displaystyle\leq\Omega_{M}+\kappa\frac{\eta}{\bar{a}^{0}_{N_{0}-1}+1}\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\kappa\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\underset{j\leq N_{0}-1}{\min_{j\in\mathcal{N}_{N_{0}-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})
+κ1a¯N010+1(ηminj𝒩N00(0)sin(θj0θN00)+sin(θN00θN010))2.\displaystyle+\kappa\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\underbrace{\left(\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\right)}_{\mathcal{I}_{2}}.

We now show the term 2\mathcal{I}_{2} is non-positive. We will only consider the situation γ>π2\gamma>\frac{\pi}{2}, and the situation γπ2\gamma\leq\frac{\pi}{2} can be similarly dealt with. It is obvious that

minj𝒩N00(0)sin(θj0θN00)sin(θk¯N00θN00),k¯N0=minj𝒩N00(0)j.\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\leq\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}}),\quad\bar{k}_{N_{0}}=\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}j.

Note that k¯N0N01\bar{k}_{N_{0}}\leq N_{0}-1 since ¯N0N0(C¯N0,N0)\bar{\mathcal{L}}^{N_{0}}_{N_{0}}(\bar{C}_{N_{0},N_{0}}) is not a general root. Therefore, if 0θN00(t)θk¯N00(t)π20\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)\leq\frac{\pi}{2}, we immediately obtain that

0θN00(t)θN010(t)θN00(t)θk¯N00(t)π2,0\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{N_{0}-1}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)\leq\frac{\pi}{2},

which implies that

2ηsin(θk¯N00θN00)+sin(θN00θN010)sin(θk¯N00θN00)+sin(θN00θN010)0.\mathcal{I}_{2}\leq\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq 0.

On the other hand, if π2<θN00(t)θk¯N00(t)<γ\frac{\pi}{2}<\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)<\gamma, we use the fact

η>1sinγandsin(θN00(t)θk¯N00(t))>sinγ,\eta>\frac{1}{\sin\gamma}\quad\mbox{and}\quad\sin(\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t))>\sin\gamma,

to conclude that ηsin(θk¯N00θN00)1\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})\leq-1. Hence, in this case, we still obtain that

2ηsin(θk¯N00θN00)+sin(θN00θN010)1+10.\mathcal{I}_{2}\leq\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq-1+1\leq 0.

Thus, for tJlt\in J_{l}, we combine above analysis to conclude that

(A.5) 2=ηminj𝒩N00(0)sin(θj0θN00)+sin(θN00θN010)0.\mathcal{I}_{2}=\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq 0.

Then combining (A.4) and (A.5), we derive that

(A.6) θ¯˙N010ΩM+κ1a¯N010+1(ηminj𝒩N00(0)sin(θj0θN00)+minj𝒩N010(0)jN01sin(θj0θN010)).\dot{\bar{\theta}}^{0}_{N_{0}-1}\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\underset{j\leq N_{0}-1}{\min_{j\in\mathcal{N}_{N_{0}-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})\right).

  

\bigstar Step 3. Now we apply the induction principle to cope with θ¯n0\bar{\theta}^{0}_{n} in (3.9), which are construced in the iteration process 𝒜1\mathcal{A}_{1}. We will prove for 1nN01\leq n\leq N_{0} that,

(A.7) θ¯˙n0(t)ΩM+κ1a¯n0+1i=nN0(ηinminj𝒩i0(0)jisin(θj0(t)θi0(t))).\dot{\bar{\theta}}^{0}_{n}(t)\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{n}+1}\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}(t)-\theta^{0}_{i}(t))\right).

In fact, (A.7) already holds for n=N0,N01n=N_{0},N_{0}-1 from (A.3) and (A.6). Then, suppose that for nlN0n\leq l\leq N_{0} where 2nN02\leq n\leq N_{0}, we have

(A.8) θ¯˙l0(t)ΩM+κ1a¯l0+1i=lN0(ηilminj𝒩i0(0)jisin(θj0(t)θi0(t))),\dot{\bar{\theta}}^{0}_{l}(t)\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{l}+1}\sum_{i=l}^{N_{0}}\left(\eta^{i-l}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}(t)-\theta^{0}_{i}(t))\right),

we next verify that (A.7) still holds for l=n1l=n-1. According to the Algorithm 𝒜1\mathcal{A}_{1} and (A.8), the dynamics of the quantity θ¯n10(t)\bar{\theta}^{0}_{n-1}(t) has following estimates,

θ¯˙n10\displaystyle\dot{\bar{\theta}}^{0}_{n-1} =ddt(a¯n10θ¯n0+θn10a¯n10+1)=a¯n10a¯n10+1θ¯˙n0+1a¯n10+1θ˙n10\displaystyle=\frac{d}{dt}\left(\frac{\bar{a}^{0}_{n-1}\bar{\theta}^{0}_{n}+\theta^{0}_{n-1}}{\bar{a}^{0}_{n-1}+1}\right)=\frac{\bar{a}^{0}_{n-1}}{\bar{a}^{0}_{n-1}+1}\dot{\bar{\theta}}^{0}_{n}+\frac{1}{\bar{a}^{0}_{n-1}+1}\dot{\theta}^{0}_{n-1}
a¯n10a¯n10+1[ΩM+κ1a¯n0+1i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))]\displaystyle\leq\frac{\bar{a}^{0}_{n-1}}{\bar{a}^{0}_{n-1}+1}\left[\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{n}+1}\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)\right]
+1a¯n10+1(Ωn10+κj𝒩n10(0)sin(θj0θn10))\displaystyle+\frac{1}{\bar{a}^{0}_{n-1}+1}\left(\Omega^{0}_{n-1}+\kappa\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})\right)
ΩM+κη(2N0n+2)a¯n10+1i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))\displaystyle\leq\Omega_{M}+\kappa\frac{\eta(2N_{0}-n+2)}{\bar{a}^{0}_{n-1}+1}\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)
+κ1a¯n10+1(j𝒩n10(0)jn1sin(θj0θn10)+j𝒩n10(0)j>n1sin(θj0θn10))\displaystyle+\kappa\frac{1}{\bar{a}^{0}_{n-1}+1}\left(\underset{j\leq n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})+\underset{j>n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})\right)
(A.9) ΩM+κηN0a¯n10+1i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))3\displaystyle\leq\Omega_{M}+\underbrace{\kappa\frac{\eta N_{0}}{\bar{a}^{0}_{n-1}+1}\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)}_{\mathcal{I}_{3}}
+κηa¯n10+1i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))+κ1a¯n10+1minj𝒩n10(0)jn1sin(θj0θn10)\displaystyle+\kappa\frac{\eta}{\bar{a}^{0}_{n-1}+1}\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)+\kappa\frac{1}{\bar{a}^{0}_{n-1}+1}\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})
+κa¯n10+1(η(N0n+1)i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))+j𝒩n10(0)j>n1sin(θj0θn10)4).\displaystyle+\frac{\kappa}{\bar{a}^{0}_{n-1}+1}\left(\underbrace{\eta(N_{0}-n+1)\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)+\underset{j>n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})}_{\mathcal{I}_{4}}\right).

In above estimates, we used the fact that

a¯n10=η(2N0n+2)(a¯n0+1),j𝒩n10(0)jn1sin(θj0θn10)minj𝒩n10(0)jn1sin(θj0θn10).\bar{a}^{0}_{n-1}=\eta(2N_{0}-n+2)(\bar{a}^{0}_{n}+1),\quad\underset{j\leq n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})\leq\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1}).

It is obvious that 30\mathcal{I}_{3}\leq 0, and thus we can neglect it. In the subsequence, we will deal with 4\mathcal{I}_{4} and prove that

(A.10) 40.\mathcal{I}_{4}\leq 0.

In fact, according to Lemma 3.1, we directly have

(A.11) i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))sin(θk¯n0θN00),k¯n=minji=nN0𝒩i0(0)j.\sum_{i=n}^{N_{0}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)\leq\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}}),\quad\bar{k}_{n}=\min_{j\in\bigcup_{i=n}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j.

Similar to the analysis in (A.5), we only deal with 4\mathcal{I}_{4} under the situation γ>π2\gamma>\frac{\pi}{2}. Now we consider two cases according to the relation of size between θN00θk¯n0\theta^{0}_{N_{0}}-\theta^{0}_{\bar{k}_{n}} and π2\frac{\pi}{2}.
\diamond For the case that 0θN00(t)θk¯n0(t)π20\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{n}}(t)\leq\frac{\pi}{2}, we immediately obtain that for j𝒩n10(0),j>n1j\in\mathcal{N}^{0}_{n-1}(0),\ j>n-1,

0θj0(t)θn10(t)θN00(t)θn10(t)θN00(t)θk¯n0(t)π2,0\leq\theta^{0}_{j}(t)-\theta^{0}_{n-1}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{n-1}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{n}}(t)\leq\frac{\pi}{2},

where we use the fact that k¯nn1\bar{k}_{n}\leq n-1 as ¯nN0(C¯n,N0)\bar{\mathcal{L}}^{N_{0}}_{n}(\bar{C}_{n,N_{0}}) is not a general root. Then, we combine (A.11) to have

4\displaystyle\mathcal{I}_{4} η(N0n+1)sin(θk¯n0θN00)+j𝒩n10(0)j>n1sin(θj0θn10)\displaystyle\leq\eta(N_{0}-n+1)\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})
(N0n+1)sin(θk¯n0θN00)+(N0n+1)sin(θN00(t)θn10(t))0,\displaystyle\leq(N_{0}-n+1)\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}})+(N_{0}-n+1)\sin(\theta^{0}_{N_{0}}(t)-\theta^{0}_{n-1}(t))\leq 0,

where we apply the fact η>1\eta>1 and the monotone property of sine function in [0,π2][0,\frac{\pi}{2}].
\diamondFor another case that π2<θN00(t)θk¯n0(t)<γ\frac{\pi}{2}<\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{n}}(t)<\gamma, it is known that

η>1sinγandsin(θN00(t)θk¯n0(t))>sinγ,\eta>\frac{1}{\sin\gamma}\quad\mbox{and}\quad\sin(\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{n}}(t))>\sin\gamma,

which means ηsin(θk¯n0θN00)1\eta\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}})\leq-1. Thus we obtain that

4\displaystyle\mathcal{I}_{4} η(N0n+1)sin(θk¯n0θN00)+j𝒩n10(0)j>n1sin(θj0θn10)\displaystyle\leq\eta(N_{0}-n+1)\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})
(N0n+1)+(N0n+1)=0.\displaystyle\leq-(N_{0}-n+1)+(N_{0}-n+1)=0.

Therefore, (A.10) holds at time tJlt\in J_{l}. Now we combine (A.9) and (A.10) to get

θ¯˙n10\displaystyle\dot{\bar{\theta}}^{0}_{n-1} ΩM+κ1a¯n10+1[i=nN0(ηi(n1)minj𝒩i0(0)jisin(θj0θi0))+minj𝒩n10(0)jn1sin(θj0θn10)]\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{n-1}+1}\left[\sum_{i=n}^{N_{0}}\left(\eta^{i-(n-1)}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right)+\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})\right]
=ΩM+κ1a¯n10+1i=n1N0(ηi(n1)minj𝒩i0(0)jisin(θj0θi0)).\displaystyle=\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{n-1}+1}\sum_{i=n-1}^{N_{0}}\left(\eta^{i-(n-1)}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})\right).

So far, we complete the proof of the claim (A.7).

\bigstar Step 4. Now, we set n=1n=1 in (A.7) and apply Lemma 3.1 to have

(A.12) θ¯˙10(t)\displaystyle\dot{\bar{\theta}}^{0}_{1}(t) ΩM+κ1a¯10+1i=1N0(ηi1minj𝒩i0(0)jisin(θj0(t)θi0(t)))\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{1}+1}\sum_{i=1}^{N_{0}}\left(\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}(t)-\theta^{0}_{i}(t))\right)
ΩM+κ1a¯10+1sin(θk¯10θN00)=ΩM+κ1a¯10+1sin(θ10θN00),\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{\bar{k}_{1}}-\theta^{0}_{N_{0}})=\Omega_{M}+\kappa\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{1}-\theta^{0}_{N_{0}}),

where k¯1=minji=1N0𝒩i0(0)j=1\bar{k}_{1}=\min_{j\in\bigcup_{i=1}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j=1 due to the strong connectivity of 𝒢0\mathcal{G}_{0}. Similarly, we can follow the process 𝒜2\mathcal{A}_{2} to construct θ¯k0\underline{\theta}^{0}_{k} in (3.9) until k=N0k=N_{0}. Then, we can apply the similar argument as before to obtain that,

(A.13) ddtθ¯N00(t)\displaystyle\frac{d}{dt}\underline{\theta}^{0}_{N_{0}}(t) Ωm+κ1a¯N00+1i=1N0(ηN0imaxj𝒩i0(0)jisin(θj0(t)θi0(t)))\displaystyle\geq\Omega_{m}+\kappa\frac{1}{\underline{a}^{0}_{N_{0}}+1}\sum_{i=1}^{N_{0}}\left(\eta^{N_{0}-i}\underset{j\geq i}{\max_{j\in\mathcal{N}_{i}^{0}(0)}}\sin(\theta^{0}_{j}(t)-\theta^{0}_{i}(t))\right)
Ωm+κ1a¯N00+1sin(θk¯N00θ10)=Ωm+κ1a¯10+1sin(θN00θ10),\displaystyle\geq\Omega_{m}+\kappa\frac{1}{\underline{a}^{0}_{N_{0}}+1}\sin(\theta^{0}_{\underline{k}_{N_{0}}}-\theta^{0}_{1})=\Omega_{m}+\kappa\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1}),

where we use the strong connectivity and the fact that k¯N0=maxji=1N0𝒩i0(0)j=N0\underline{k}_{N_{0}}=\max_{j\in\bigcup_{i=1}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j=N_{0} and a¯N00=a¯10\underline{a}^{0}_{N_{0}}=\bar{a}^{0}_{1}. Then we recall the notations θ¯0=θ¯10\bar{\theta}_{0}=\bar{\theta}^{0}_{1} and θ¯0=θ¯N00\underline{\theta}_{0}=\underline{\theta}^{0}_{N_{0}}, and combine (A.12) and (A.13) to obtain that

Q˙0(t)\displaystyle\dot{Q}^{0}(t) =ddt(θ¯0θ¯0)D(Ω)κ2a¯10+1sin(θN00θ10)\displaystyle=\frac{d}{dt}(\bar{\theta}_{0}-\underline{\theta}_{0})\leq D(\Omega)-\kappa\frac{2}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1})
D(Ω)κ1j=1N01(ηjA(2N0,j))+1sin(θN00θ10),\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1}),

In the above estimates, we use the property

a¯10=j=1N01(ηjA(2N0,j)).\bar{a}^{0}_{1}=\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j)).

Since the function sinxx\frac{\sin x}{x} is monotonically decreasing in (0,π](0,\pi], we apply (A.1) to obtain that

sin(θN00θ10)sinγγ(θN00θ10).\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1})\geq\frac{\sin\gamma}{\gamma}(\theta^{0}_{N_{0}}-\theta^{0}_{1}).

Moreover, due to the formula Q0(t)θN00(t)θ10(t)Q^{0}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{1}(t), we have

(A.14) Q˙0(t)\displaystyle\dot{Q}^{0}(t) D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγ(θN00θ10)\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}(\theta^{0}_{N_{0}}-\theta^{0}_{1})
D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγQ0(t),tJl.\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in J_{l}.

Note that the constructed quantity Q0(t)=θ¯0(t)θ¯0(t)Q^{0}(t)=\bar{\theta}_{0}(t)-\underline{\theta}_{0}(t) is Lipschitz continuous on [0,T)[0,T^{*}). Moreover, the above analysis does not depend on the time interval Jl,l=1,2,,rJ_{l},\ l=1,2,\ldots,r, thus the differential inequality (A.14) holds almost everywhere on [0,T)[0,T^{*}).

\bigstar Step 5. For a given sufficiently small D<min{π2,α}D^{\infty}<\min\{\frac{\pi}{2},\alpha\}, based on the assumption of the coupling strength in (3.12), we have

(A.15) κ>(1+ααD(θ(0)))c~βD>1βDD(Ω)(j=1N01ηjA(2N0,j)+1)γsinγ\kappa>\left(1+\frac{\alpha}{\alpha-D(\theta(0))}\right)\frac{\tilde{c}}{\beta D^{\infty}}>\frac{1}{\beta D^{\infty}}\frac{D(\Omega)(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}{\sin\gamma}

where

c~=D(Ω)(j=1N01ηjA(2N0,j)+1)γsinγ.\tilde{c}=\frac{D(\Omega)(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1)\gamma}{\sin\gamma}.

Next we study the upper bound of Q0(t)Q^{0}(t) in the period [0,T)[0,T^{*}). Define

M0=max{Q0(0),βD}.M_{0}=\max\left\{Q^{0}(0),\beta D^{\infty}\right\}.

We claim that

(A.16) Q0(t)M0for allt[0,T).Q^{0}(t)\leq M_{0}\quad\mbox{for all}\ t\in[0,T^{*}).

Suppose not, then there exists some t~[0,T)\tilde{t}\in[0,T^{*}) such that Q0(t~)>M0Q^{0}(\tilde{t})>M_{0}. We construct a set

𝒞0:={t<t~|Q0(t)M0}.\mathcal{C}_{0}:=\{t<\tilde{t}\ |\ Q^{0}(t)\leq M_{0}\}.

Since 0𝒞00\in\mathcal{C}_{0}, the set 𝒞0\mathcal{C}_{0} is not empty. Then we denote t=sup𝒞0t^{*}=\sup\mathcal{C}_{0}, and immediately obtain that

(A.17) t<t~,Q0(t)=M0,Q0(t)>M0fort(t,t~].t^{*}<\tilde{t},\quad Q^{0}(t^{*})=M_{0},\quad Q^{0}(t)>M_{0}\quad\mbox{for}\ t\in(t^{*},\tilde{t}].

According to the construction of M0M_{0}, (A.15) and (A.17) , it is known the following estimates hold for t(t,t~]t\in(t^{*},\tilde{t}],

D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγQ0(t)\displaystyle D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t)
<D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγβD<0.\displaystyle<D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}\beta D^{\infty}<0.

Then, we apply the above inequality and integrate on the both sides of (A.14) from tt^{*} to t~\tilde{t} to get

0<Q0(t~)M0=Q0(t~)Q0(t)tt~(D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγQ0(t))𝑑t<0,0<Q^{0}(\tilde{t})-M_{0}=Q^{0}(\tilde{t})-Q^{0}(t^{*})\leq\int_{t^{*}}^{\tilde{t}}(D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t))dt<0,

which is an obvious contradiction. Thus we complete the proof of (A.16).

\bigstar Step 6. Now, we are ready to show the contradiction to (A.1), and thus it implies that T=+T^{*}=+\infty. In fact, due to the fact that β<1,D<α\beta<1,D^{\infty}<\alpha and Q0(0)D0(θ(0))<αQ^{0}(0)\leq D_{0}(\theta(0))<\alpha, we have

Q0(t)M0=max{Q0(0),βD}<α,t[0,T).Q^{0}(t)\leq M_{0}=\max\left\{Q^{0}(0),\beta D^{\infty}\right\}<\alpha,\quad t\in[0,T^{*}).

Then we apply the relation βD0(θ(t))Q0(t)\beta D_{0}(\theta(t))\leq Q^{0}(t) given in Lemma 3.2 and the assumption η>21αγ\eta>\frac{2}{1-\frac{\alpha}{\gamma}} in (3.12) to obtain that

D0(θ(t))Q0(t)β<αβ<γ,t[0,T)whereβ=12η.D_{0}(\theta(t))\leq\frac{Q^{0}(t)}{\beta}<\frac{\alpha}{\beta}<\gamma,\quad t\in[0,T^{*})\quad\mbox{where}\ \beta=1-\frac{2}{\eta}.

As D0(θ(t))D_{0}(\theta(t)) is continuous, we have

D0(θ(T))=limt(T)D0(θ(t))αβ<γ,D_{0}(\theta(T^{*}))=\lim_{t\to(T^{*})^{-}}D_{0}(\theta(t))\leq\frac{\alpha}{\beta}<\gamma,

which contradicts to the situation that D0(θ(T))=γD_{0}(\theta(T^{*}))=\gamma in (A.1). Therefore, we derive that T=+T^{*}=+\infty, which yields that

(A.18) D0(θ(t))<γ,for allt[0,+).D_{0}(\theta(t))<\gamma,\quad\mbox{for all}\ t\in[0,+\infty).

Then for any finite time T>0T>0, we apply (A.18) and repeat the same argument in the second, third, forth steps to obtain the dynamics of Q0(t)Q^{0}(t) in (A.14) holds on [0,T)[0,T). This yields the following differential inequality of Q0Q^{0} on the whole time interval:

Q˙0(t)D(Ω)κ1j=1N01(ηjA(2N0,j))+1sinγγQ0(t),t[0,+).\dot{Q}^{0}(t)\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N_{0}-1}(\eta^{j}A(2N_{0},j))+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in[0,+\infty).

Thus, we complete the proof of this Lemma. ∎

Appendix B proof of step 1 in lemma 4.3

We will show the detailed proof of Step 1 in Lemma 4.3. Now we pick out any interval JlJ_{l} with 1lr1\leq l\leq r, where the orders of both {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} and {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} are preseved and the order of oscillators in each subdigraph 𝒢i\mathcal{G}_{i} with 0ik+10\leq i\leq k+1 will not change in each time interval. Then, we consider four cases according to the possibility of relative position between i=0k𝒢\bigcup_{i=0}^{k}\mathcal{G} and 𝒢k+1\mathcal{G}_{k+1}.

B.1. Case 1

Consider the case that

max0ik+1{θ¯i}=max0ik{θ¯i},min0ik+1{θ¯i}=min0ik{θ¯i}inJl.\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\},\quad\min_{0\leq i\leq k+1}\{\underline{\theta}_{i}\}=\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\quad\mbox{in}\ J_{l}.
Refer to caption
Figure 1. The comparison relation in Case 1

The comparison relation in this case is showed in Figure 1. In this case, Qk+1(t)=Qk(t)Q^{k+1}(t)=Q^{k}(t), by the assumption of induction principle and from (4.18), we obviously have

ddtQk+1(t)\displaystyle\frac{d}{dt}Q^{k+1}(t) =ddtQk(t),tJl,\displaystyle=\frac{d}{dt}Q^{k}(t),\qquad\qquad t\in J_{l},
D(Ω)κj=1N1(ηjA(2N,j))+1sinγγQk(t)+κ(2N+1)Dk1(θ(t))\displaystyle\leq D(\Omega)-\frac{\kappa}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k}(t)+\kappa(2N+1)D_{k-1}(\theta(t))
D(Ω)κj=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),\displaystyle\leq D(\Omega)-\frac{\kappa}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),

where we use Dk1(θ(t))Dk(θ(t))D_{k-1}(\theta(t))\leq D_{k}(\theta(t)). Thus we obtain the dynamics for Qk+1(t)Q^{k+1}(t) in (4.18) on JlJ_{l}.

B.2. Case 2

Consider the case that

max0ik+1{θ¯i}=θ¯k+1,min0ik+1{θ¯i}=θ¯k+1inJl.\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}=\bar{\theta}_{k+1},\quad\min_{0\leq i\leq k+1}\{\underline{\theta}_{i}\}=\underline{\theta}_{k+1}\quad\mbox{in}\ J_{l}.
Refer to caption
Figure 2. The comparison relation in Case 2

The comparison relation in this case is presented in Figure 2. For this case, we assume that

θ1k+1θ2k+1θNk+1k+1,onJl.\theta^{k+1}_{1}\leq\theta^{k+1}_{2}\leq\dots\leq\theta^{k+1}_{N_{k+1}},\quad\mbox{on}\ J_{l}.

\bigstar Step 1. Similar to formula (A.7), we claim that for 1nNk+11\leq n\leq N_{k+1}, the following inequalities hold

(B.1) ddtθ¯nk+1(t)\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{n}(t)\leq ΩM+κSkDk(θ(t))\displaystyle\ \Omega_{M}+\kappa S_{k}D_{k}(\theta(t))
+κ1a¯nk+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t))),\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{n}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right),

where Sk=i=0kNiS_{k}=\sum_{i=0}^{k}N_{i}. In the subsequence, we will prove the claim (B.1) by induction.

\bigstar Step 1.1. As an initial step, we first verify that (B.1) holds for n=Nk+1n=N_{k+1}. In fact, the dynamics of θ¯Nk+1k+1\bar{\theta}^{k+1}_{N_{k+1}} is given by

(B.2) ddtθ¯Nk+1k+1=ddtθNk+1k+1=\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{N_{k+1}}=\frac{d}{dt}\theta^{k+1}_{N_{k+1}}= ΩNk+1k+1+κj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)1\displaystyle\ \Omega^{k+1}_{N_{k+1}}+\underbrace{\kappa\sum_{j\in\mathcal{N}_{N_{k+1}}^{k+1}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})}_{\mathcal{I}_{1}}
+κl=0kj𝒩Nk+1k+1(l)sin(θjlθNk+1k+1)2.\displaystyle+\underbrace{\kappa\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{N_{k+1}}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})}_{\mathcal{I}_{2}}.

\diamond Estimates on 𝟏\mathbf{\mathcal{I}_{1}} in (B.2). We know that θNk+1k+1\theta^{k+1}_{N_{k+1}} is the largest phase among 𝒢k+1\mathcal{G}_{k+1}, and all the oscillators in i=0k+1𝒢i\bigcup_{i=0}^{k+1}\mathcal{G}_{i} stay in half circle before TT^{*}. Therefore, it is clear that

sin(θjk+1θNk+1k+1)0,forj𝒩Nk+1k+1(k+1).\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})\leq 0,\quad\mbox{for}\ j\in\mathcal{N}_{N_{k+1}}^{k+1}(k+1).

Then we have

(B.3) j𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)minj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1).\sum_{j\in\mathcal{N}_{N_{k+1}}^{k+1}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})\leq\min_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}}).

\diamond Estimates on 𝟐\mathbf{\mathcal{I}_{2}} in (B.2). For θjl\theta^{l}_{j} which is the neighbor of θNk+1k+1\theta^{k+1}_{N_{k+1}} in 𝒢l\mathcal{G}_{l} with 0lk0\leq l\leq k, i.e., j𝒩Nk+1k+1(l)j\in\mathcal{N}_{N_{k+1}}^{k+1}(l), there are two possible orderings between θjl\theta^{l}_{j} and θNk+1k+1\theta^{k+1}_{N_{k+1}}:

If θjlθNk+1k+1\theta^{l}_{j}\leq\theta^{k+1}_{N_{k+1}}, we immediately have

sin(θjlθNk+1k+1)0.\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq 0.

If θjl>θNk+1k+1\theta^{l}_{j}>\theta^{k+1}_{N_{k+1}}, according to the fact that

(B.4) θNiiθ¯iθ¯iθ1i,0id,\theta^{i}_{N_{i}}\geq\bar{\theta}_{i}\geq\underline{\theta}_{i}\geq\theta^{i}_{1},\quad 0\leq i\leq d,

we immediately obtain

(B.5) θNk+1k+1θ¯k+1=max0ik+1{θ¯i}max0ik{θ¯i}min0ik{θ¯i}min0ikmin1jNi{θji}.\theta^{k+1}_{N_{k+1}}\geq\bar{\theta}_{k+1}=\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}\geq\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}\geq\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\geq\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}.

Thus we use the property of sinxx,x0\sin x\leq x,\ x\geq 0 and (B.5) to get

(B.6) sin(θjlθNk+1k+1)θjlθNk+1k+1θjlmin0ikmin1jNi{θji}Dk(θ(t)).\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}}\leq\theta^{l}_{j}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\leq D_{k}(\theta(t)).

Therefore, combining the above discussion, (B.2) and (B.3), we obtain that

ddtθ¯Nk+1k+1ΩM+κminj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)+κSkDk(θ(t)).\frac{d}{dt}\bar{\theta}^{k+1}_{N_{k+1}}\leq\Omega_{M}+\kappa\min_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})+\kappa S_{k}D_{k}(\theta(t)).

Thus we have that (B.1) holds for n=Nk+1n=N_{k+1}.

\bigstar Step 1.2. Next, we will apply inductive criteria. We assume that (B.1) holds for nn with 2nNk+12\leq n\leq N_{k+1}, and we will show that (B.1) holds for n1n-1. According to the process 𝒜1\mathcal{A}_{1}, we have

(B.7) θ¯˙n1k+1\displaystyle\dot{\bar{\theta}}^{k+1}_{n-1} =ddt(a¯n1k+1θ¯nk+1+θn1k+1a¯n1k+1+1)=a¯n1k+1a¯n1k+1+1θ¯˙nk+1+1a¯n1k+1+1θ˙n1k+1\displaystyle=\frac{d}{dt}\left(\frac{\bar{a}^{k+1}_{n-1}\bar{\theta}^{k+1}_{n}+\theta^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\right)=\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\dot{\bar{\theta}}^{k+1}_{n}+\frac{1}{\bar{a}^{k+1}_{n-1}+1}\dot{\theta}^{k+1}_{n-1}
a¯n1k+1a¯n1k+1+1[ΩM+κ1a¯nk+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))]\displaystyle\leq\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\left[\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{n}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)\right]
+a¯n1k+1a¯n1k+1+1κSkDk(θ(t))\displaystyle+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\kappa S_{k}D_{k}(\theta(t))
+1a¯n1k+1+1(Ωn1k+1+κj𝒩n1k+1(k+1)sin(θjk+1θn1k+1)+κl=0kj𝒩n1k+1(l)sin(θjlθn1k+1))\displaystyle+\frac{1}{\bar{a}^{k+1}_{n-1}+1}\left(\Omega^{k+1}_{n-1}+\kappa\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})+\kappa\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n-1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\right)
ΩM+κη(2NNk+1Sk)a¯n1k+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))11\displaystyle\leq\Omega_{M}+\underbrace{\kappa\frac{\eta(2N-N_{k+1}-S_{k})}{\bar{a}^{k+1}_{n-1}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)}_{\mathcal{I}_{11}}
+κη(Nk+1n+2+Sk)a¯n1k+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))\displaystyle+\kappa\frac{\eta(N_{k+1}-n+2+S_{k})}{\bar{a}^{k+1}_{n-1}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)
+κ1a¯n1k+1+1(j𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1)12+j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)13)\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{n-1}+1}\left(\underbrace{\underset{j\leq n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})}_{\mathcal{I}_{12}}+\underbrace{\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})}_{\mathcal{I}_{13}}\right)
+κ1a¯n1k+1+1l=0kj𝒩n1k+1(l)sin(θjlθn1k+1)14+a¯n1k+1a¯n1k+1+1κSkDk(θ(t)),\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underbrace{\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n-1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})}_{\mathcal{I}_{14}}+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\kappa S_{k}D_{k}(\theta(t)),

where we use the fact

a¯n1k+1=η(2Nn+2)(a¯nk+1+1),2Nn+2=(Nk+1n+2+Sk)+2NNk+1Sk.\bar{a}^{k+1}_{n-1}=\eta(2N-n+2)(\bar{a}^{k+1}_{n}+1),\quad 2N-n+2=(N_{k+1}-n+2+S_{k})+2N-N_{k+1}-S_{k}.

  

\diamond Estimates on 𝟏𝟏\mathbf{\mathcal{I}_{11}} in (B.7). We apply the strong connectivity of 𝒢k+1\mathcal{G}_{k+1} and Lemma 3.1 to obtain that

(B.8) i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))sin(θk¯nk+1θNk+1k+1),\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)\leq\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}}),

where k¯n=minji=nNk+1𝒩ik+1(k+1)jn1\bar{k}_{n}=\min_{j\in\bigcup_{i=n}^{N_{k+1}}\mathcal{N}^{k+1}_{i}(k+1)}j\leq n-1. And it is obvious that 110\mathcal{I}_{11}\leq 0.

\diamond Estimates on 𝟏𝟐\mathbf{\mathcal{I}_{12}} in (B.7). For the term 12\mathcal{I}_{12}, we apply direct calculation to obtain that

(B.9) 12=j𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1)minj𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1).\mathcal{I}_{12}=\underset{j\leq n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})\leq\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1}).

\diamond Estimates on 𝟏𝟑\mathbf{\mathcal{I}_{13}} in (B.7). For the term 13\mathcal{I}_{13}, the estimate is almost the same as (A.10). Without loss of generality, we only deal with 13\mathcal{I}_{13} under the situation γ>π2\gamma>\frac{\pi}{2}. According to (B.8), we consider two cases depending on comparison between θNk+1k+1θk¯nk+1\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}} and π2\frac{\pi}{2}.

(i) For the first case that 0θNk+1k+1θk¯nk+1π20\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}, we immediately obtain that for j𝒩n1k+1(k+1),j>n1j\in\mathcal{N}^{k+1}_{n-1}(k+1),\ j>n-1,

(B.10) 0θjk+1(t)θn1k+1(t)θNk+1k+1(t)θn1k+1(t)θNk+1k+1(t)θk¯nk+1(t)π2.0\leq\theta^{k+1}_{j}(t)-\theta^{k+1}_{n-1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{n-1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{\bar{k}_{n}}(t)\leq\frac{\pi}{2}.

Then it is known from (B.8), (B.10) and η>2\eta>2 that

η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+13\displaystyle\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{13}
η(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)\displaystyle\leq\eta(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+(Nk+1n+1)sin(θNk+1k+1θn1k+1)\displaystyle\leq(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+(N_{k+1}-n+1)\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1})
0.\displaystyle\leq 0.

(ii) For the second case that π2<θNk+1k+1θk¯nk+1<γ\frac{\pi}{2}<\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}<\gamma, it is known that

(B.11) η>1sinγandsin(θNk+1k+1θk¯nk+1)>sinγ,\eta>\frac{1}{\sin\gamma}\quad\mbox{and}\quad\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}})>\sin\gamma,

which yields ηsin(θk¯nk+1θNk+1k+1)1\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})\leq-1. Thus we immediately derive that

η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+13\displaystyle\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{13}
η(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)\displaystyle\leq\eta(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
(Nk+1n+1)+(Nk+1n+1)=0.\displaystyle\leq-(N_{k+1}-n+1)+(N_{k+1}-n+1)=0.

Therefore, we combine the above arguments in (i) and (ii) to obtain

(B.12) η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))+130.\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\mathcal{I}_{13}\leq 0.

\diamond Estimates on 𝟏𝟒\mathbf{\mathcal{I}_{14}} in (B.7). For the term 14\mathcal{I}_{14}, there are three possible comparison between θjl\theta^{l}_{j} with 0lk0\leq l\leq k and θn1k+1\theta^{k+1}_{n-1}:

(i) If θjlθn1k+1\theta^{l}_{j}\leq\theta^{k+1}_{n-1}, we immediately have sin(θjlθn1k+1)0\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq 0.

(ii) If θn1k+1<θjlθNk+1k+1\theta^{k+1}_{n-1}<\theta^{l}_{j}\leq\theta^{k+1}_{N_{k+1}}, we consider two cases separately:

(a) For the case that 0θNk+1k+1θk¯nk+1π20\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}, it is clear that

0θjlθn1k+1θNk+1k+1θn1k+1θNk+1k+1θk¯nk+1π2.0\leq\theta^{l}_{j}-\theta^{k+1}_{n-1}\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1}\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}.

Thus from the above inequality and (B.8), we have

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)\displaystyle\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
ηsin(θk¯nk+1θNk+1k+1)+sin(θjlθn1k+1)\displaystyle\leq\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
sin(θk¯nk+1θNk+1k+1)+sin(θNk+1k+1θk¯nk+1)=0.\displaystyle\leq\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}})=0.

(b) For another case that π2<θNk+1k+1θk¯nk+1<γ\frac{\pi}{2}<\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}<\gamma, it is known from (B.11) that

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)\displaystyle\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
ηsin(θk¯nk+1θNk+1k+1)+sin(θjlθn1k+1)\displaystyle\leq\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
1+1=0\displaystyle\leq-1+1=0

Hence, combining the above arguments in (a) and (b), we obtain that

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)0.\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq 0.

  

(iii) If θjl>θNk+1k+1\theta^{l}_{j}>\theta^{k+1}_{N_{k+1}}, we exploit the concave property of sine function in [0,π][0,\pi] to get

(B.13) sin(θjlθn1k+1)sin(θjlθNk+1k+1)+sin(θNk+1k+1θn1k+1).\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1}).

For the second part on the right-hand side of above inequality (B.13), we apply the same analysis in (ii) to obtain

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))+sin(θNk+1k+1θn1k+1)0.\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1})\leq 0.

For the first part on the right-hand side of (B.13), the calculation is the same as the formula (B.6), thus we have

sin(θjlθNk+1k+1)θjlθNk+1k+1θjlmin0ikmin1jNi{θji}Dk(θ(t)).\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}}\leq\theta^{l}_{j}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\leq D_{k}(\theta(t)).

Therefore, we combine the above estimates to obtain

(B.14) ηSki=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+14\displaystyle\eta S_{k}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{14}
ηSksin(θk¯nk+1θNk+1k+1)+l=0kj𝒩n1k+1(l)sin(θjlθn1k+1)\displaystyle\leq\eta S_{k}\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n-1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
SkDk(θ(t)).\displaystyle\leq S_{k}D_{k}(\theta(t)).

Then combining (B.9), (B.12), (B.14) and coming back to (B.7), we obtain that

ddtθ¯n1k+1\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{n-1} ΩM+κηa¯n1k+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle\leq\Omega_{M}+\kappa\frac{\eta}{\bar{a}^{k+1}_{n-1}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)
+κ1a¯n1k+1+1minj𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1)\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
+a¯n1k+1a¯n1k+1+1κSkDk(θ(t))+1a¯n1k+1+1κSkDk(θ(t))\displaystyle+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}\kappa S_{k}D_{k}(\theta(t))+\frac{1}{\bar{a}^{k+1}_{n-1}+1}\kappa S_{k}D_{k}(\theta(t))
=ΩM+κ1a¯n1k+1+1i=n1Nk+1(ηi(n1)minj𝒩ik+1(k+1)jisin(θjk+1θik+1))+κSkDk(θ(t)).\displaystyle=\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{n-1}+1}\sum_{i=n-1}^{N_{k+1}}\left(\eta^{i-(n-1)}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\kappa S_{k}D_{k}(\theta(t)).

This means that the claim (B.1) does hold for n1n-1. Therefore, we apply the inductive criteria to complete the proof of the claim (B.1).

\bigstar Step 2. Now we are ready to prove (4.18) on JlJ_{l} for Case 2. In fact, we apply Lemma 3.1 and the strong connectivity of 𝒢k+1\mathcal{G}_{k+1} to have

i=1Nk+1(ηi1minj𝒩ik+1(k+1)jisin(θjk+1θik+1))sin(θ1k+1θNk+1k+1)\sum_{i=1}^{N_{k+1}}\left(\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)\leq\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})

From the notations in (4.5) and (4.6), it is known that

θ¯1k+1=θ¯k+1,θ¯Nk+1k+1=θ¯k+1.\bar{\theta}_{1}^{k+1}=\bar{\theta}_{k+1},\quad\underline{\theta}_{N_{k+1}}^{k+1}=\underline{\theta}_{k+1}.

Thus, we exploit the above inequality and set n=1n=1 in (B.1) to obtain

(B.15) ddtθ¯k+1\displaystyle\frac{d}{dt}\bar{\theta}_{k+1} =ddtθ¯1k+1\displaystyle=\frac{d}{dt}\bar{\theta}^{k+1}_{1}
ΩM+κ1a¯1k+1+1i=1Nk+1(ηi1minj𝒩ik+1(k+1)jisin(θjk+1θik+1))+κSkDk(θ(t))\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sum_{i=1}^{N_{k+1}}\left(\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\kappa S_{k}D_{k}(\theta(t))
ΩM+κSkDk(θ(t))+κ1a¯1k+1+1sin(θ1k+1θNk+1k+1)\displaystyle\leq\Omega_{M}+\kappa S_{k}D_{k}(\theta(t))+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})

We further apply the similar arguments in obtaining the dynamics of θ¯k+1\bar{\theta}_{k+1} in (B.15) to derive the differential inequality of θ¯k+1\underline{\theta}_{k+1} as below

(B.16) ddtθ¯k+1Ωm+κ1a¯1k+1+1sin(θNk+1k+1θ1k+1)κSkDk(θ(t)).\frac{d}{dt}\underline{\theta}_{k+1}\geq\Omega_{m}+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})-\kappa S_{k}D_{k}(\theta(t)).

Due to the monotone decreasing property of sinxx\frac{\sin x}{x} in (0,π](0,\pi] and from (4.21), it is obvious that

sin(θNk+1k+1θ1k+1)sinγγ(θNk+1k+1θ1k+1).\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})\geq\frac{\sin\gamma}{\gamma}(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}).

Then we combine the above inequality, (B.15), (B.16) and (4.4) to get

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) =ddt(θ¯k+1θ¯k+1)D(Ω)κ2a¯1k+1+1sin(θNk+1k+1θ1k+1)+2κSkDk(θ(t))\displaystyle=\frac{d}{dt}(\bar{\theta}_{k+1}-\underline{\theta}_{k+1})\leq D(\Omega)-\kappa\frac{2}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})+2\kappa S_{k}D_{k}(\theta(t))
D(Ω)κ1a¯1k+1+1sinγγ(θNk+1k+1θ1k+1)+2κSkDk(θ(t))\displaystyle\leq D(\Omega)-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})+2\kappa S_{k}D_{k}(\theta(t))
D(Ω)κ1a¯1k+1+1sinγγQk+1(t)+2κSkDk(θ(t))\displaystyle\leq D(\Omega)-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+2\kappa S_{k}D_{k}(\theta(t))
D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),tJl,\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\quad t\in J_{l},

where we use the fact that Qk+1(t)θNk+1k+1(t)θ1k+1(t)Q^{k+1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{1}(t). Thus we obtain the dynamics for Qk+1(t)Q^{k+1}(t) in (4.18) on JlJ_{l}.

B.3. Case 3

Consider the case that

max0ik+1{θ¯i}=θ¯k+1,min0ik+1{θ¯i}=min0ik{θ¯i}onJl.\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}=\bar{\theta}_{k+1},\quad\min_{0\leq i\leq k+1}\{\underline{\theta}_{i}\}=\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\quad\mbox{on}\ J_{l}.
Refer to caption
Figure 3. The comparison relation in Case 3

The comparison relation in this case is presented in Figure 3. For this case, without loss of generality, we set

θ¯q=min0ik{θ¯i}where 0qk.\underline{\theta}_{q}=\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\quad\mbox{where}\ 0\leq q\leq k.

We further assume

θ1k+1θ2k+1θNk+1k+1,θ1qθ2qθNqqinJl.\theta^{k+1}_{1}\leq\theta^{k+1}_{2}\leq\ldots\leq\theta^{k+1}_{N_{k+1}},\quad\theta^{q}_{1}\leq\theta^{q}_{2}\leq\ldots\leq\theta^{q}_{N_{q}}\quad\mbox{in}\ J_{l}.

It is obvious that θ¯q=min0iq{θ¯i}\underline{\theta}_{q}=\min_{0\leq i\leq q}\{\underline{\theta}_{i}\}. Thus we apply the same arguments in Case 2 to obtain

(B.17) ddtθ¯qΩm+κ1a¯1q+1sin(θNqqθ1q)κSq1Dq1(θ(t)).\frac{d}{dt}\underline{\theta}_{q}\geq\Omega_{m}+\kappa\frac{1}{\bar{a}^{q}_{1}+1}\sin(\theta^{q}_{N_{q}}-\theta^{q}_{1})-\kappa S_{q-1}D_{q-1}(\theta(t)).

In the subsequence, we prove (4.18) on JlJ_{l} in two sub-cases depending on the comparison between θ1k+1\theta^{k+1}_{1} and max0ikmax1jNi{θji}\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}.

\bullet Case 3.1. If θ1k+1max0ikmax1jNi{θji}\theta^{k+1}_{1}\leq\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}, then we combine (4.21), (B.15) and (B.17) to get

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) =ddt(θ¯k+1θ¯q)\displaystyle=\frac{d}{dt}(\bar{\theta}_{k+1}-\underline{\theta}_{q})
D(Ω)+κSkDk(θ(t))κ1a¯1k+1+1sin(θNk+1k+1θ1k+1)\displaystyle\leq D(\Omega)+\kappa S_{k}D_{k}(\theta(t))-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})
κ1a¯1q+1sin(θNqqθ1q)+κSq1Dq1(θ(t))\displaystyle-\kappa\frac{1}{\bar{a}^{q}_{1}+1}\sin(\theta^{q}_{N_{q}}-\theta^{q}_{1})+\kappa S_{q-1}D_{q-1}(\theta(t))
D(Ω)κmin{1a¯1k+1+1,1a¯1q+1}(sin(θNk+1k+1θ1k+1)+sin(θNqqθ1q))\displaystyle\leq D(\Omega)-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\left(\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})+\sin(\theta^{q}_{N_{q}}-\theta^{q}_{1})\right)
+κ(Sk+Sq1)Dk(θ(t))\displaystyle+\kappa(S_{k}+S_{q-1})D_{k}(\theta(t))
D(Ω)κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(θNk+1k+1θ1k+1+θNqqθ1q)\displaystyle\leq D(\Omega)-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}+\theta^{q}_{N_{q}}-\theta^{q}_{1}\right)
+κ(Sk+Sq1)Dk(θ(t))κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(max0ikmax1jNi{θji}θNqq)\displaystyle+\kappa(S_{k}+S_{q-1})D_{k}(\theta(t))-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}-\theta^{q}_{N_{q}}\right)
+κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(max0ikmax1jNi{θji}θNqq)\displaystyle+\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}-\theta^{q}_{N_{q}}\right)
D(Ω)κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(θNk+1k+1θ1q)+κ(Sk+Sq1)Dk(θ(t))\displaystyle\leq D(\Omega)-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\theta^{q}_{1}\right)+\kappa(S_{k}+S_{q-1})D_{k}(\theta(t))
+κmin{1a¯1k+1+1,1a¯1q+1}sinγγDk(θ(t))\displaystyle+\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}D_{k}(\theta(t))
D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),inJl.\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\qquad\mbox{in}\ J_{l}.

In above estimates, we apply (4.4), (B.4) and the fact that

Qk+1(t)=θ¯k+1θ¯qθNk+1k+1θ1qandmin{1a¯1k+1+1,1a¯1q+1}sinγγ1.Q^{k+1}(t)=\bar{\theta}_{k+1}-\underline{\theta}_{q}\leq\theta^{k+1}_{N_{k+1}}-\theta^{q}_{1}\quad\mbox{and}\quad\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\leq 1.

\bullet Case 3.2. If θ1k+1>max0ikmax1jNi{θji}\theta^{k+1}_{1}>\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}, similar to Case 2, we can apply the induction principle to prove that for 1nNk+11\leq n\leq N_{k+1},

(B.18) ddtθ¯nk+1\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{n} ΩM+κ1a¯nk+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{n}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)
+κ1a¯nk+1+1l=0kj𝒩nk+1(l)sin(θjlθnk+1)\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{n}+1}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n})
+κi=n+1Nk+1(r=ni1a¯rk+1r=ni(a¯rk+1+1)l=0kj𝒩ik+1(l)sin(θjlθik+1)).\displaystyle+\kappa\sum_{i=n+1}^{N_{k+1}}\left(\frac{\prod_{r=n}^{i-1}\bar{a}^{k+1}_{r}}{\prod_{r=n}^{i}(\bar{a}^{k+1}_{r}+1)}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{i}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{i})\right).

Since the proof of (B.18) is similar to that of (B.1), we omit its details. In particular, we set n=1n=1 in the above inequality (B.18) and apply Lemma 3.1 to get

(B.19) ddtθ¯k+1=ddtθ¯1k+1\displaystyle\frac{d}{dt}\bar{\theta}_{k+1}=\frac{d}{dt}\bar{\theta}^{k+1}_{1} ΩM+κ1a¯1k+1+1sin(θ1k+1θNk+1k+1)+κ1a¯1k+1+1l=0kj𝒩1k+1(l)sin(θjlθ1k+1)\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{1})
+κi=2Nk+1(r=1i1a¯rk+1r=1i(a¯rk+1+1)l=0kj𝒩ik+1(l)sin(θjlθik+1))\displaystyle+\kappa\sum_{i=2}^{N_{k+1}}\left(\frac{\prod_{r=1}^{i-1}\bar{a}^{k+1}_{r}}{\prod_{r=1}^{i}(\bar{a}^{k+1}_{r}+1)}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{i}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{i})\right)

Due to the situation that θ1k+1>max0ikmax1jNi{θji}\theta^{k+1}_{1}>\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}, it is known that for 0lk0\leq l\leq k, the term sin(θjlθik+1)\sin(\theta^{l}_{j}-\theta^{k+1}_{i}) in (B.19) is non-positive. And according to the spanning tree structure, the neighbors set of 𝒢k+1\mathcal{G}_{k+1} in l=0k𝒢l\bigcup_{l=0}^{k}\mathcal{G}_{l} is non-empty,

i=1Nk+1l=0k𝒩ik+1(l),\bigcup_{i=1}^{N_{k+1}}\bigcup_{l=0}^{k}\mathcal{N}_{i}^{k+1}(l)\neq\emptyset,

this means that there must exist some θnl\theta^{l}_{n} belonging to l=0k𝒢l\bigcup_{l=0}^{k}\mathcal{G}_{l} and θmk+1\theta^{k+1}_{m} such that θnl𝒩mk+1(l)\theta^{l}_{n}\in\mathcal{N}^{k+1}_{m}(l). Moreover, from (4.2), it is clear that for the coefficients in the last term in (B.19) satisfy

r=1i1a¯rk+1r=2i(a¯rk+1+1)=r=1i1a¯rk+1r=1i1(a¯r+1k+1+1)=r=1i1η(2Nr+1)>1with 2iNk+1.\frac{\prod_{r=1}^{i-1}\bar{a}^{k+1}_{r}}{\prod_{r=2}^{i}(\bar{a}^{k+1}_{r}+1)}=\frac{\prod_{r=1}^{i-1}\bar{a}^{k+1}_{r}}{\prod_{r=1}^{i-1}(\bar{a}^{k+1}_{r+1}+1)}=\prod_{r=1}^{i-1}\eta(2N-r+1)>1\quad\mbox{with}\ 2\leq i\leq N_{k+1}.

Then we combine the above estimates to have

(B.20) ddtθ¯k+1\displaystyle\frac{d}{dt}\bar{\theta}_{k+1} ΩM+κ1a¯1k+1+1sin(θ1k+1θNk+1k+1)+κ1a¯1k+1+1l=0kj𝒩1k+1(l)sin(θjlθ1k+1)\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{1})
+κ1a¯1k+1+1i=2Nk+1(l=1i1a¯lk+1l=2i(a¯lk+1+1)l=0kj𝒩ik+1(l)sin(θjlθik+1))\displaystyle+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sum_{i=2}^{N_{k+1}}\left(\frac{\prod_{l=1}^{i-1}\bar{a}^{k+1}_{l}}{\prod_{l=2}^{i}(\bar{a}^{k+1}_{l}+1)}\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{i}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{i})\right)
ΩM+κ1a¯1k+1+1sin(θ1k+1θNk+1k+1)+κ1a¯1k+1+1sin(θnlθmk+1)\displaystyle\leq\Omega_{M}+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})+\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{l}_{n}-\theta^{k+1}_{m})
ΩMκ1a¯1k+1+1sinγγ(θNk+1k+1θ1k+1)κ1a¯1k+1+1sinγγ(θmk+1θnl)\displaystyle\leq\Omega_{M}-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}\right)-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{m}-\theta^{l}_{n}\right)
ΩMκ1a¯1k+1+1sinγγ(θNk+1k+1θ1k+1+θ1k+1max0ikmax1jNi{θji})\displaystyle\leq\Omega_{M}-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}+\theta^{k+1}_{1}-\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\right)
=ΩMκ1a¯1k+1+1sinγγ(θNk+1k+1max0ikmax1jNi{θji}),\displaystyle=\Omega_{M}-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\right),

where we exploit the property

θmk+1θnlθ1k+1max0ikmax1jNi{θji}.\theta^{k+1}_{m}-\theta^{l}_{n}\geq\theta^{k+1}_{1}-\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}.

Then we combine (B.17) and (B.20) to obtain that

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) D(Ω)κ1a¯1k+1+1sinγγ(θNk+1k+1max0ikmax1jNi{θji})\displaystyle\leq D(\Omega)-\kappa\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\right)
κ1a¯1q+1sin(θNqqθ1q)+κSq1Dq1(θ(t))\displaystyle-\kappa\frac{1}{\bar{a}^{q}_{1}+1}\sin(\theta^{q}_{N_{q}}-\theta^{q}_{1})+\kappa S_{q-1}D_{q-1}(\theta(t))
D(Ω)κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(θNk+1k+1max0ikmax1jNi{θji}+θNqqθ1q)\displaystyle\leq D(\Omega)-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}+\theta^{q}_{N_{q}}-\theta^{q}_{1}\right)
κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(max0ikmax1jNi{θji}θNqq)\displaystyle-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}-\theta^{q}_{N_{q}}\right)
+κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(max0ikmax1jNi{θji}θNqq)+κSq1Dq1(θ(t))\displaystyle+\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}-\theta^{q}_{N_{q}}\right)+\kappa S_{q-1}D_{q-1}(\theta(t))
D(Ω)κmin{1a¯1k+1+1,1a¯1q+1}sinγγ(θNk+1k+1θ1q)+κ(2N+1)Dk(θ(t))\displaystyle\leq D(\Omega)-\kappa\min\left\{\frac{1}{\bar{a}^{k+1}_{1}+1},\frac{1}{\bar{a}^{q}_{1}+1}\right\}\frac{\sin\gamma}{\gamma}\left(\theta^{k+1}_{N_{k+1}}-\theta^{q}_{1}\right)+\kappa(2N+1)D_{k}(\theta(t))
D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),inJl.\displaystyle\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\qquad\mbox{in}\ J_{l}.

  

B.4. Case 4

Consider the case that

max0ik+1{θ¯i}=max0ik{θ¯i},min0ik+1{θ¯i}=θ¯k+1inJl.\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\},\quad\min_{0\leq i\leq k+1}\{\underline{\theta}_{i}\}=\underline{\theta}_{k+1}\quad\mbox{in}\ J_{l}.
Refer to caption
Figure 4. The comparison relation in Case 4

The comparison relation in this case is showed in Figure 4. For this case, the analysis is similar to that in Case 3. Therefore, we omit the details of discussion.

B.5. Conclusion

Since all analysis above do not depend on interval JlJ_{l} with 1lr1\leq l\leq r, thus we combine all analysis in Case 1, Case 2, Case 3, and Case 4 to derive that

Q˙k+1(t)D(Ω)κ1j=1N1(ηjA(2N,j))+1sinγγQk+1(t)+κ(2N+1)Dk(θ(t)),in[0,T).\dot{Q}^{k+1}(t)\leq D(\Omega)-\kappa\frac{1}{\sum_{j=1}^{N-1}(\eta^{j}A(2N,j))+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t)+\kappa(2N+1)D_{k}(\theta(t)),\qquad\mbox{in}\ [0,T^{*}).

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