Emergence of synchronization in Kuramoto model with general digraph
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
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 consisting of a finite set of vertices and a set 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 , we denote the set of its neighbors by , which is the set of vertices that directly influence vertex . Now, let be the phase of the Kuramoto oscillator at vertex , and define the -adjacency matrix as follows:
Then, the set of neighbors of -th oscillator is actually . In this setting, the dynamics of phase is governed by the following ordinary differential system:
(1.1) |
where is the uniform coupling strength and represents the intrinsic natural frequency of the th oscillator drawn from some distribution function . 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 .
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 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 contains a spanning tree, and let be a solution to (1.1). Moreover, assume that the initial data and the quantity satisfy
(1.2) |
where are constants. Then, we can find a sufficiently small positive constant and a corresponding time such that
provided the coupling strength satisfies
(1.3) |
where is the number of general nodes which is smaller than (see Section 2) and
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 which consists of all neighbors of the th oscillator. Then, for a given set of in system (1.1), we have the following definition.
Definition 2.1.
-
(1)
The Kuramoto digraph associated to (1.1) consists of a finite set of vertices, and a set of arcs with ordered pair if .
-
(2)
A path in from to is a sequence such that
If there exists a path from to , then vertex is said to be reachable from vertex .
-
(3)
The Kuramoto digraph contains a spanning tree if we can find a vertex such that any other vertex of 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 with , and let be a vector in such that
For an ensembel of -oscillators with phase , we set to be a convex combination of with the coefficient :
Note that each is a convex combination of itself, and particularly and .
Definition 2.2.
(Root and general root)
-
(1)
We say is a root if it is not affected by the rest oscillators, i.e., for any .
-
(2)
We say is a general root if is not affected by the rest oscillators, i.e., for any and , we have .
Lemma 2.1.
[22] The following assertions hold.
-
(1)
If the network contains a spanning tree, then there is at most one root.
-
(2)
Assume the network contains a spanning tree. If is a general root, then is not a general root for each .
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 (or say vertex set ) 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 and , a subgraph is the digraph with vertex set and arc set which consists of the arcs in connecting agents in . For convenience, for a given digraph , we will identify a subgraph with its vertex set . Now we first introduce the definition of nodes below.
Definition 2.3.
(Node) Let be a digraph. A subset of vertices is called a node if it is strongly connected, i.e., for any subset of , is affected by . Moreover, if is not affected by , we say 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 contains at least one maximum node. A digraph contains a unique maximum node if and only if has a spanning tree.
Lemma 2.3.
[22](Node decomposition) Let be any digraph. Then we can decompose to be a union as such that
-
(1)
are the maximum nodes of , where .
-
(2)
For any where and , are the maximum nodes of .
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)
According to the definition of maximum node, we know and do not influence each other for . Actually, will only be affected by and , where . Therefore without loss of generality, we may assume for all in the proof of our main theorem (see Theorem 1.1). Thus, the decomposition can be expressed by
where is a maximum node of .
-
(2)
Given an oscillator , we denote by the set of neighbors of , where represents the neighbors of in . The node decomposition and spanning tree structure in guarantee that .
2.3. Notations and local estimates
In this part, for simplicity, we introduce some notations, such as the extreme phase, phase diameter of and the first nodes, frequency diameter, and cardinality of subdigraph:
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 in short time.
Lemma 2.4.
Let be a solution to system (1.1) and suppose the initial phase diameter satisfies . Then there exists time such that
(2.1) |
where are constants and .
Proof.
According to system (1.1), we have
When the phase diameter is located in , it is obvious that
Hence, the dynamics of phase diameter of all nodes can be estimated as follows
(2.2) |
That is to say, the growth of phase diameter is less than the linear growth with slope if . Set . Then according to (2.2), it can be seen that is less than before time , i.e.,
∎
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 . 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 consists of the following three steps:
Step 1. For any given time , we reorder the oscillator indexes to make the oscillator phases from minimum to maximum. More specifically, by relabeling the agents at time , we set
(3.1) |
In order to introduce the following steps, we first provide the process of iterations for and as follows:
(): If is not a general root, then we construct
(): If is not a general root, then we construct
Step 2. According to the strong connectivity of , we immediately know that is a general root, and is not a general root for . Therefore, we may start from and follow the process to construct until .
Step 3. Similarly, we know that is a general root and is not a general root for . Therefore, we may start from and follow the process until .
We emphasize that the order of the oscillators will change along time , but at each time , the above algorithm works. For convenience, the algorithm from Step 1 to Step 3 will be referred as Algorithm . Then, according to Algorithm , we will show a monotone property about the function , and provide a priori estimates which will be crucially used later in the proof of uniform boundness of phase diameter.
Lemma 3.1.
Proof.
We will only prove the first inequality, the second relation can be proved in a similar manner. In fact, if , i.e., is a (general) root, we are done. Now we consider the case . Due to the strong connectivity of the digraph , is a general root while is not a general root for .
For any given , we have . Hence, there exists such that due to the fact . For , since is not a general root, there exist and such that . For , as is not a general root, there exist and such that . we repeat the process until find some and such that . Obviously, we have
(3.2) | ||||
where we have the following relations
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 , and the situation can be similarly dealt with. We first deal with in (3.2). If , we obtain that due to . Hence, according to , the following assertion can be obtained
(3.3) |
On the other hand, if . It’s clear that . Then according to the strict inequality and , we can obtain that
(3.4) |
where the last inequality holds due to the fact . Therefore, combining above estimates (3.3) and (3.4), we obtain that
(3.5) |
Next, we apply (3.5) and the concave property of in half circle to estimate the term as follows:
(3.6) |
Finally, we repeat the similar argument in (3.5) and (3.6) to obtain that
where the last inequality holds since . 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 , and denote by the members in . Now we assume that at time , the oscillators in are well-ordered as follows,
Then we apply the process from to and the process from to to respectively construct
(3.7) | ||||
where is the cardinality of and is given in the condition (1.2). By induction, we can derive explict expressions about the constructed coefficients:
(3.8) | ||||
Note that . And we set
(3.9) |
We define where and . Note that is Lipschitz continuous with respect to . We then establish the comparison relation between and the phase diameter of in the following lemma.
Lemma 3.2.
Proof.
From the convex combination structure of and , we immediately have
We now prove the left part of the desired relation. In fact, we have the following estimate about :
(3.10) | ||||
where we apply the property that the coefficients sum of convex combination structure of and are respectively equal to . According to the design of coefficients (3.7) and (3.8), it is known that
Thus, we immediately have
(3.11) |
Then we combine (3.10) and (3.11)to obtain that
where we exploit the property of well-ordering, i.e.,
From (3.7), it is obvious that the value of coefficients ’s is increasing as the subscript is decreasing, in particular,
Then for , we have the following estimates,
Therefore we immediately obtain that
Since , it can be obtained that
thus we derive the desired result. ∎
In the following, we exploit Algorithm and Lemma 3.1 to estimate the dynamics of the constructed quantity , i.e., the relative distance between and , which will be presented in the lemma below.
Lemma 3.3.
Let be the solution to system (1.1) with strong connected digraph . Moreover, for a given sufficiently small , assume the following conditions hold,
(3.12) |
where are constants and
Then, the dynamics of is governed by the following equation
and the phase diameter of the graph is uniformly bounded by :
Proof.
As the proof is rather lengthy, we put it in Appendix A. ∎
Lemma 3.3 states that the phase diameter of the digraph is uniformly bounded and can be confined in half circle. We next show that there exists some time after which the phase diameter of the digraph enters into a small region.
Lemma 3.4.
Proof.
In Lemma 3.3, we have obtained that the dynamics of quantity is governed by the following equation
(3.14) |
In the subsequence, we will find some time after which the quantity in (3.14) is uniformly bounded. We consider two cases separately.
Case 1. We first consider the case that . When , according to (A.15), we have
(3.15) | ||||
This means that when is located in the interval , will keep decreasing with a uniform rate. Therefore we can define a stopping time as follows,
Then, according to the definition of , we know that will decrease before and has the following property at ,
(3.16) |
Moerover, according to (3.15), it is obvious that the stopping time satisfies the following upper bound estimate,
(3.17) |
Now we study the upper bound of on . Coming back to (3.15), we can apply (3.16) and the same argument in (A.16) to derive
(3.18) |
Case 2. For another case that . Applying the same analysis in (A.16), we get
(3.19) |
This allows us to directly set .
On the other hand, in order to verify (3.13), we do further estimates on in (3.20). It is known from (3.17) in Case 1 and in Case 2 that
(3.21) |
Here, we use the truth that . Thus, from the assumption of in (3.12), i.e.,
it yields that the time has the following estimate,
(3.22) |
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 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, can be decomposed into a union as , where is a maximum node of .
In Section 3, for the situation that , we showed that the phase diameter of the digraph is uniformly bounded and can be confined in a quarter circle after some finite time. However, for the case that , ’s are not maximum nodes in for . Hence, we can not directly apply the same method in Lemma 3.3 and Lemma 3.4 for the situation . More precisely, the oscillators in with perform as an attraction source and influence the agents in . Thus we can not ignore the information from with when we study the behavior of agents in .
From Remark 2.1 and node decomposition, the graph can be represented as
and we denote the oscillators in by with . Then we assume that at time , the oscillators in each are well-ordered as below:
(4.1) |
For each subdigraph with which is strongly connected, we follow the process in Algorithm and to construct and by redesigning the coefficients and of convex combination as below:
(4.2) |
By induction principle, we deduce that
(4.3) |
Note that . By simple calculation, we have
(4.4) |
And we set the following notations,
(4.5) | |||
(4.6) | |||
(4.7) |
Due to the analyticity of the solution, is Lipschitz continuous. Similar as in Section 3, in the following, we will first establish the comparison relation between the quantity and phase diameter of the first nodes, which plays an important role in the later analysis.
Lemma 4.1.
Proof.
Without loss of generality, assume that at time , the oscillators in each subdigraph are all well-ordered as below
(4.8) |
From the definition of the quantity in (4.7) and the convex combination structure of and in (4.6), it can be directly derived that
(4.9) |
This means that
Next we will prove the left part of this Lemma. In fact, we denote the extreme phases of the first nodes by
(4.10) |
It is clear that .
We consider two cases separately.
Case 1. If the index satisfy the relation , we have
In this case, applying the same arguments in Lemma 3.2, we obtain that
Here, in the above estimates, based on the construction of coefficients of convex combination in (4.2), we used the inequalities
(4.11) |
and applied the symmetric property
(4.12) |
Case 2. Consider the case that , then we have
(4.13) | ||||
where we apply the property that the coefficients sum of convex combination of and with are respectively equal to . Moreover, we know from (4.10) that
This implies that
(4.14) |
Moreover, exlpoiting the symmetric property (4.12), we immediately have
(4.15) |
Therefore, combining (4.13), (4.14) and (4.15), we obtain that
We apply (4.11) and estimate the items in the above brace respectively,
Thus, based on the above estimates, we have
Since and from (4.10), we immediately have
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 which contains the information from with , 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 .
Lemma 4.2.
Suppose that the network topology contains a spanning tree, and let be a solution to (1.1). Moreover, assume that the initial data and the quantity satisfy
(4.16) |
where are positive constants. For a given sufficiently small , if the coupling strength satisfies
(4.17) |
where is the number of general nodes and
then the following two assertions hold for the maximum node :
-
(1)
The dynamics of is governed by the following equation
- (2)
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 for .
Ansatz:
-
(1)
The dynamics of is governed by the following differential inequality,
(4.18) where we assume .
-
(2)
There exists a finite time such that, the phase diameter of is uniformly bounded after , i.e.,
(4.19) where can be estimated as below
(4.20)
In the following, we will verify the ansatz respectively in two lemmas by induction criteria. More precisely, suppose the ansatz holds for and with , we will prove that the ansatz also holds for and .
Lemma 4.3.
Proof.
Similar as before, we will use proof by contradiction criteria to verify the ansatz for . To this end, we first define a set below,
From Lemma 2.4, we know that
It is clear that . Thus the set is not empty. We define , and will prove by contradiction that . Suppose not, i.e., . It is obvious that
(4.21) |
Since the solution to system (1.1) is analytic, in the finite time interval , and 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 and staying together through all period . That means the order of will only exchange finite times in , so does . Thus, we divide the time interval into a finite union as below
such that the orders of both and are preseved in each interval . In the following, we will show the contradiction in two steps.
Step 1. In this step, we first verify the Claim (4.18) holds for on , i.e.,
(4.22) |
As the proof is rather lengthy, we put the detailed proof in Appendix B.
Step 2. In this step, we will study the upper bound of in (4.22) in time interval , where is defined in Ansatz for . For the sake of discussion, we rewrite the equation (4.22)
(4.23) |
where the expressions of and are given as below
(4.24) |
For the term in (4.23), by induction principle, we have assumed that the Claim (4.19) holds for , i.e., there exists time such that
(4.25) |
For the term in (4.23), from the condition (1.3), it is obvious that
which directly yields that
(4.26) |
Then we add the esimates of the two terms and in (4.25) and (4.26) to get
(4.27) |
Since where is obtained in Lemma 2.4, it makes sense when we consider the time interval . Now based on the above estiamte (4.27), we apply the differential equation (4.23) and study the upper bound of on . We claim that
(4.28) |
Suppose not, then there exists some such that . We construct a set
Since , the set is not empty. Then we denote . It is easy to see that
(4.29) |
According to the construction of , (4.27) and (4.29), it is clear that for
Apply the above inequality and integrate on both sides of from to to get
which is an obvious contradiction. Thus we complete the proof of (4.28).
Step 3. In this step, we will construct a contradiction to (4.21). According to (4.28), Lemma 2.4 and the fact that
it yields that
Applying Lemma 4.1 and the condition (1.2), we immediately have
Due to the continuity of , we have
which obviously contradicts to the assumption in (4.21).
Thus, we combine all above analysis to conclude that , that is to say,
(4.30) |
Then for any finite time , according to (4.30), we can repeat the analysis in Step 1 to obtain that the differential inequality (4.18) holds for on . This yields the dynamics of in whole time interval as below:
(4.31) |
Therefore, we complete the proof of the Claim (4.18) for .
∎
Lemma 4.4.
Proof.
According to Lemma 4.3, we know the dynamic of is governed by (4.31). For the sake of discussion, we rewrite the differential equation (4.31) and consider it on ,
(4.32) |
where and are given in (4.24). In the following, we will find time after which the quantity in (4.32) is uniformly bounded. There are two cases we need to consider separately.
Case 1. We first consider the case that . In this case, When , according to (4.27) and (4.32), we have
(4.33) | ||||
This means that when is located in the interval , will keep decreasing with a uniform rate. Therefore, we can define a stopping time as follows,
Then, according to the definition of , we know that will decrease before and has the following property at ,
(4.34) |
Moreover, according to (4.33), it is obvious the stopping time satisfies the following upper bound estimate,
(4.35) |
Now we study the upper bound of on . Coming back to (4.33),we can apply (4.34) and the same arguments as (4.28) to derive
(4.36) |
On the other hand, in order to verify (4.20), we do further estimates on in (4.35). For the first part on the right-hand side of (4.35), according to Lemma 2.4, and the fact that
we have the following estimates,
(4.37) |
For the term in (4.35), based on the assumption (4.20) for , we have
(4.38) |
Thus it yields from (4.35), (4.37) and (4.38) that the time can be estimated as below
(4.39) |
Moreover, according to (4.17), the coupling strength satisfies the following inequality
(4.40) |
thus we combine (4.39) and (4.40) to verify the ansatz (4.20) for in the first case, i.e., the time has the following estimate,
(4.41) |
Case 2. For another case that . Similar to the analysis in (4.28), we apply (4.33) to conclude that
(4.42) |
This allows us to directly set . 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 . Actually, we can apply (4.36), (4.42) and Lemma 4.1 to have the upper bound of on as below
(4.43) |
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 . ∎
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 . Then, we immediately obtain from (4.19) that there exists time such that
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 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 .
More precisely, we can introduce phase velocity for each oscillator, and directly differentiate (1.1) with respect to time to derive the equivalent Cucker-Smale type second order model as below
(4.44) |
Corollary 4.1.
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 is bounded by in a finite time interval. In the second, third and forth steps, we use induction criteria to construct the differential inequality of in the finite time interval. In the last two steps, we exploit the derived differential inequality of to conclude that phase diameter of is bounded by on , and thus the differential inequality of obtained in second step also holds on .
Step 1. We first define a set
According to Lemma 2.1, the set is non-empty since
which implies that . In the following, we set , and prove to finish the proof of the lemma. If not, i.e., suppose , then we apply the continuity of to have
(A.1) |
In particular, we have . According to the standard theory of ordinary differential equation, the solution to system (1.1) is analytic. Therefore, in the finite time interval , any two oscillators either collide finite times or always stay together. If there are some and which always stay together in , 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 . In this situation, only finite many collisions occur through . Thus, we divide the time interval into a finite union as below
where the end point denotes the collision time. It is clear that there is no collision in the interior of . Then we pick out any time interval and assume that
(A.2) |
Step 2. According to the notations in (3.9), we follow the process and to construct and , respecively. We first consider the dynamics of ,
(A.3) |
The last inequality above holds because of the negative sign of due to the well-ordered assumption (A.2). For the dynamics of , according to the process and in (3.7), we have estimates for the derivative of as follows,
(A.4) | ||||
We now show the term is non-positive. We will only consider the situation , and the situation can be similarly dealt with. It is obvious that
Note that since is not a general root. Therefore, if , we immediately obtain that
which implies that
On the other hand, if , we use the fact
to conclude that . Hence, in this case, we still obtain that
Thus, for , we combine above analysis to conclude that
(A.5) |
Then combining (A.4) and (A.5), we derive that
(A.6) |
Step 3. Now we apply the induction principle to cope with in (3.9), which are construced in the iteration process . We will prove for that,
(A.7) |
In fact, (A.7) already holds for from (A.3) and (A.6). Then, suppose that for where , we have
(A.8) |
we next verify that (A.7) still holds for . According to the Algorithm and (A.8), the dynamics of the quantity has following estimates,
(A.9) | ||||
In above estimates, we used the fact that
It is obvious that , and thus we can neglect it. In the subsequence, we will deal with and prove that
(A.10) |
In fact, according to Lemma 3.1, we directly have
(A.11) |
Similar to the analysis in (A.5), we only deal with under the situation . Now we consider two cases according to the relation of size between and .
For the case that , we immediately obtain that for ,
where we use the fact that as is not a general root. Then, we combine (A.11) to have
where we apply the fact and the monotone property of sine function in .
For another case that , it is known that
which means . Thus we obtain that
Therefore, (A.10) holds at time . Now we combine (A.9) and (A.10) to get
So far, we complete the proof of the claim (A.7).
Step 4. Now, we set in (A.7) and apply Lemma 3.1 to have
(A.12) | ||||
where due to the strong connectivity of . Similarly, we can follow the process to construct in (3.9) until . Then, we can apply the similar argument as before to obtain that,
(A.13) | ||||
where we use the strong connectivity and the fact that and . Then we recall the notations and , and combine (A.12) and (A.13) to obtain that
In the above estimates, we use the property
Since the function is monotonically decreasing in , we apply (A.1) to obtain that
Moreover, due to the formula , we have
(A.14) | ||||
Note that the constructed quantity is Lipschitz continuous on .
Moreover, the above analysis does not depend on the time interval , thus the differential inequality (A.14) holds almost everywhere on .
Step 5. For a given sufficiently small , based on the assumption of the coupling strength in (3.12), we have
(A.15) |
where
Next we study the upper bound of in the period . Define
We claim that
(A.16) |
Suppose not, then there exists some such that . We construct a set
Since , the set is not empty. Then we denote , and immediately obtain that
(A.17) |
According to the construction of , (A.15) and (A.17) , it is known the following estimates hold for ,
Then, we apply the above inequality and integrate on the both sides of (A.14) from to to get
which is an obvious contradiction. Thus we complete the proof of (A.16).
Step 6. Now, we are ready to show the contradiction to (A.1), and thus it implies that . In fact, due to the fact that and , we have
Then we apply the relation given in Lemma 3.2 and the assumption in (3.12) to obtain that
As is continuous, we have
which contradicts to the situation that in (A.1). Therefore, we derive that , which yields that
(A.18) |
Then for any finite time , we apply (A.18) and repeat the same argument in the second, third, forth steps to obtain the dynamics of in (A.14) holds on . This yields the following differential inequality of on the whole time interval:
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 with , where the orders of both and are preseved and the order of oscillators in each subdigraph with will not change in each time interval. Then, we consider four cases according to the possibility of relative position between and .
B.1. Case 1
Consider the case that

B.2. Case 2
Consider the case that

The comparison relation in this case is presented in Figure 2. For this case, we assume that
Step 1. Similar to formula (A.7), we claim that for , the following inequalities hold
(B.1) | ||||
where . In the subsequence, we will prove the claim (B.1) by induction.
Step 1.1. As an initial step, we first verify that (B.1) holds for . In fact, the dynamics of is given by
(B.2) | ||||
Estimates on in (B.2). We know that is the largest phase among , and all the oscillators in stay in half circle before . Therefore, it is clear that
Then we have
(B.3) |
Estimates on in (B.2). For which is the neighbor of in with , i.e., , there are two possible orderings between and :
If , we immediately have
If , according to the fact that
(B.4) |
we immediately obtain
(B.5) |
Thus we use the property of and (B.5) to get
(B.6) |
Therefore, combining the above discussion, (B.2) and (B.3), we obtain that
Thus we have that (B.1) holds for .
Step 1.2. Next, we will apply inductive criteria. We assume that (B.1) holds for with , and we will show that (B.1) holds for . According to the process , we have
(B.7) | ||||
where we use the fact
Estimates on in (B.7). We apply the strong connectivity of and Lemma 3.1 to obtain that
(B.8) |
where .
And it is obvious that .
Estimates on in (B.7). For the term , we apply direct calculation to obtain that
(B.9) |
Estimates on in (B.7). For the term , the estimate is almost the same as (A.10). Without loss of generality, we only deal with under the situation . According to (B.8), we consider two cases depending on comparison between and .
(i) For the first case that , we immediately obtain that for ,
(B.10) |
Then it is known from (B.8), (B.10) and that
(ii) For the second case that , it is known that
(B.11) |
which yields . Thus we immediately derive that
Therefore, we combine the above arguments in (i) and (ii) to obtain
(B.12) |
Estimates on in (B.7). For the term , there are three possible comparison between with and :
(i) If , we immediately have .
(ii) If , we consider two cases separately:
(a) For the case that , it is clear that
Thus from the above inequality and (B.8), we have
(b) For another case that , it is known from (B.11) that
Hence, combining the above arguments in (a) and (b), we obtain that
(iii) If , we exploit the concave property of sine function in to get
(B.13) |
For the second part on the right-hand side of above inequality (B.13), we apply the same analysis in (ii) to obtain
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
Therefore, we combine the above estimates to obtain
(B.14) | ||||
Then combining (B.9), (B.12), (B.14) and coming back to (B.7), we obtain that
This means that the claim (B.1) does hold for . Therefore, we apply the inductive criteria to complete the proof of the claim (B.1).
Step 2. Now we are ready to prove (4.18) on for Case 2. In fact, we apply Lemma 3.1 and the strong connectivity of to have
From the notations in (4.5) and (4.6), it is known that
Thus, we exploit the above inequality and set in (B.1) to obtain
(B.15) | ||||
We further apply the similar arguments in obtaining the dynamics of in (B.15) to derive the differential inequality of as below
(B.16) |
Due to the monotone decreasing property of in and from (4.21), it is obvious that
Then we combine the above inequality, (B.15), (B.16) and (4.4) to get
where we use the fact that . Thus we obtain the dynamics for in (4.18) on .
B.3. Case 3
Consider the case that

The comparison relation in this case is presented in Figure 3. For this case, without loss of generality, we set
We further assume
It is obvious that . Thus we apply the same arguments in Case 2 to obtain
(B.17) |
In the subsequence, we prove (4.18) on in two sub-cases depending on the comparison between and .
Case 3.1. If , then we combine (4.21), (B.15) and (B.17) to get
In above estimates, we apply (4.4), (B.4) and the fact that
Case 3.2. If , similar to Case 2, we can apply the induction principle to prove that for ,
(B.18) | ||||
Since the proof of (B.18) is similar to that of (B.1), we omit its details. In particular, we set in the above inequality (B.18) and apply Lemma 3.1 to get
(B.19) | ||||
Due to the situation that , it is known that for , the term in (B.19) is non-positive. And according to the spanning tree structure, the neighbors set of in is non-empty,
this means that there must exist some belonging to and such that . Moreover, from (4.2), it is clear that for the coefficients in the last term in (B.19) satisfy
Then we combine the above estimates to have
(B.20) | ||||
where we exploit the property
Then we combine (B.17) and (B.20) to obtain that
B.4. Case 4
Consider the case that

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 with , thus we combine all analysis in Case 1, Case 2, Case 3, and Case 4 to derive that
∎
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