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Emerging asymptotic patterns in a Winfree ensemble with higher-order couplings

Dongnam Ko Department of Mathematics, The Catholic University of Korea,
Jibongro 43, Bucheon, Gyeonggido 14662, Republic of Korea
[email protected]
Seung-Yeal Ha Department of Mathematical Sciences and Research Institute of Mathematics,
Seoul National University, Seoul 08826
[email protected]
 and  Jaeyoung Yoon Department of Mathematical Sciences,
Seoul National University, Seoul 08826
[email protected]
Abstract.

The Winfree model is a phase-coupled synchronization model which simplifies pulse-coupled models such as the Peskin model on pacemaker cells. It is well-known that the Winfree ensemble with the first-order coupling exhibits discrete asymptotic patterns such as incoherence, locking and death depending on the coupling strength and variance of natural frequencies. In this paper, we further study higher-order couplings which makes the dynamics more close to the behaviors of the Peskin model. For this, we propose several sufficient frameworks for asymptotic patterns compared to the first-order coupling model. Our proposed conditions on the coupling strength, natural frequencies and initial data are independent of the number of oscillators so that they can be applied to the corresponding mean-field model. We also provide several numerical simulations and compare them with analytical results.

Key words and phrases:
Synchronization, pulse-coupled oscillators, Winfree model, singular interactions
* Corresponding author.
Acknowledgment. The work of D. Ko was supported by the Catholic University of Korea, Research Fund, 2022, and by National Research Foundation of Korea (NRF-2021R1G1A1008559) and the work of S.-Y. Ha was supported by National Research Foundation of Korea (NRF-2020R1A2C3A01003881). Also, J. Yoon is grateful to the DFG-NRF International Research Training Group IRTG 2235 supporting the Bielefeld-Seoul graduate exchange programme.

1. Introduction

Synchronization denotes the adjustment of rhythms in an oscillatory complex system. After novel approaches by Arthur Winfree and Yoshiki Kuramoto in almost half century ago, it has been extensively studied in diverse scientific disciplines such as applied mathematics, biology, control theory and statistical physics, etc.

In literature, there are two types of synchronization models for coupled oscillators. The first type is called “phase-coupled model”. This model assumes that the amplitude variations of oscillator’s states are assumed to be negligible, and it focuses only on the variations of phases. The models introduced by Winfree and Kuramoto belong to this category. In contrast, there are pulse-coupled models such as an integrate-and-fire model, Peskin model for pacemaker cells, etc. This latter type of models might be able to explain synchronization in real neurons, however, it is very difficult to perform rigorous mathematical analysis. This is why phase-coupled models are more frequently employed in the study of synchronization. The Peskin model [22, 26] requires discrete jumps in dynamics, while its asymptotic properties are recently discovered in some special cases [3, 35]. Another famous example is a network of FitzHugh–Nagumo oscillators, where its synchronization behavior has been extensively studied by researchers from mathematics, biology and physics [4, 23, 28, 29].

Analytical study on synchronization has been intensively complemented on the studies of oscillators in 𝕋N\mathbb{T}^{N} with smooth interactions [1, 13, 21, 27, 30] to avoid chaotic dynamical patterns. For a positive coupling strength, the firing phenomenon of one oscillator affects other oscillator’s phase. However, when the coupling strength is sufficiently small, the dynamics of each phase is basically governed by the corresponding natural frequency in the presence of coupling (called emergence of incoherence). On the opposite extreme regime in which the coupling strength is sufficiently large, the ensemble of phases approaches to an equilibrium and oscillators will not rotate any more. We call this emergent pattern as death. The remaining case is the intermediate regime in which the coupling strength is not that small and not that large so that all oscillators have the same rotation number. This pattern is called locking.

To put our discussion in a proper setting, we begin with the description of the Winfree model. Let θi=θi(t)\theta_{i}=\theta_{i}(t) be the phase of the ii-th Winfree oscillator. In a pulse-coupled setting, it is common to consider that one individual ‘fires’, when its phase reaches a certain value, namely, zero. Therefore, the influence of one oscillator to others should be accumulated near the zero value. To model such dynamics, we use a smooth but sharp bump-like function which we call it as “influence function” InI_{n} with an order nn. Among phase-coupled models, the Winfree model [34] is, from the beginning, built to approximate pulse-coupled synchronization using a smoothly approximated influence function InI_{n} for the constant multiple of Dirac-delta function:

(1.1) 2πδ(θ)an(1+cosθ)n=:In,n1,|θ|1.2\pi\delta(\theta)\approx a_{n}(1+\cos\theta)^{n}=:I_{n},\quad n\gg 1,\quad|\theta|\ll 1.

Here nn is the order of trigonometric coupling, which is a positive integer, while the coefficient ana_{n} is a positive normalizing constant chosen to satisfy

ππIn(θ)𝑑θ=2π.\int_{-\pi}^{\pi}I_{n}(\theta)d\theta=2\pi.

In this setting, the Winfree model with the influence function (1.1) reads as

(1.2) θi˙=νi+κNj=1NIn(θj)S(θi),i[N]:={1,,N},\displaystyle\dot{\theta_{i}}=\nu_{i}+\frac{\kappa}{N}\sum_{j=1}^{N}I_{n}(\theta_{j})S(\theta_{i}),\quad i\in[N]:=\{1,\cdots,N\},

where νi\nu_{i} is the natural frequency of the ii-th oscillator, and (In,S)(I_{n},S) is the pair of influence-sensitivity functions of order n+n\in{\mathbb{Z}}_{+}:

(1.3) {In(θ):=an(1+cosθ)n=2nancos2nθ2,S(θ):=sinθ,an=2n(2n2)22n(2n1)(2n3)1=(2n)!!2n(2n1)!!.\begin{cases}\displaystyle I_{n}(\theta):=a_{n}(1+\cos\theta)^{n}=2^{n}a_{n}\cos^{2n}\frac{\theta}{2},\quad S(\theta):=-\sin\theta,\vspace{0.5em}\\ \displaystyle a_{n}=\frac{2n(2n-2)\cdots 2}{2^{n}(2n-1)(2n-3)\cdots 1}=\frac{(2n)!!}{2^{n}(2n-1)!!}.\end{cases}
Refer to caption
(a) Graphs of InI_{n} with different nn
Refer to caption
(b) Adjusted phase dynamics for n=10n=10
Figure 1. Single-oscillator dynamics for n=10n=10

From now on, we call (1.2)–(1.3) as “the Winfree model with order nn. As we can see in Figure 1(A), the maximal height of InI_{n} grows with the order of 𝒪(n)\mathcal{O}(\sqrt{n}) (check Lemma 3.1 for details), whereas the effective size of the support of InI_{n} decreases as nn increases. As nn\to\infty, the influence function of order nn approximates Dirac-delta function so that the resulting dynamics might behave the same way as the pulse-coupled one. In Figure 1(B), we can see the temporal evolution of phase over time while we subtract a kind of group velocity to the phase graph in order to observe the pulse-like behavior significantly.

In previous literature [5, 22], the first-order pair (I1,S)(I_{1},S):

I1(θ)=1+cosθandS(θ)=sinθI_{1}(\theta)=1+\cos\theta\quad\mbox{and}\quad S(\theta)=-\sin\theta

has been extensively used in the mathematical analysis on the emergent dynamics of a Winfree emsemble. To introduce definitions on asymptotic patterns, here we adopt a classical concept, namely rotation number, which is commonly used in literature of phase-coupled dynamics. Let Θ={θi}i[N]\Theta=\{\theta_{i}\}_{i\in[N]} be a collection of phases. For each i[N]i\in[N], we define the rotation number ρi\rho_{i} as an asymptotic frequency ([20]):

ρi:=limtθi(t)t.\rho_{i}:=\lim_{t\to\infty}\frac{\theta_{i}(t)}{t}.

if the right-hand side exists. Equipped with rotation numbers, we can classify asymptotic patterns in the Winfree model as follows.

Definition 1.1.

[5] Let Θ=Θ(t)\Theta=\Theta(t) be a time-dependent oscillator ensemble.

  1. (1)

    The ensemble Θ(t)\Theta(t) exhibits death asymptotically if all the rotation numbers are zero:

    ρi=0,i[N].\rho_{i}=0,\quad\forall~{}i\in[N].
  2. (2)

    The ensemble Θ(t)\Theta(t) exhibits locking asymptotically if all the rotation numbers are equal to a nonzero constant:

    ρi=ρ0,i[N],\rho_{i}=\rho\neq 0,\quad\forall~{}i\in[N],
  3. (3)

    The ensemble Θ(t)\Theta(t) exhibits incoherence if all the rotation numbers for oscillators with different natural frequency are different:

    ρiρj,(i,j)[N]×[N]such thatνiνj.\rho_{i}\neq\rho_{j},\quad\forall~{}(i,j)\in[N]\times[N]~{}\mbox{such that}~{}\nu_{i}\neq\nu_{j}.

The purpose of this paper is to investigate the emergent dynamics of (1.2)–(1.3) depending on the order nn. The bifurcation simulation in [5] of SS and InI_{n} with n=10n=10 presents a similar diagram qualitatively to the one with n=1n=1. However, their critical values of κ\kappa for incoherence becomes much smaller. This phenomenon may indicate that the bifurcation of collective dynamics in the original Winfree model (1.2) may not be preserved in the limit nn\to\infty since the critical coupling strength for bifurcation could tend to 0. This generates the following question:

“What is a proper normalization factor for the interaction kernels InI_{n} and SS which we can still see the bifurcation diagram between incoherence, locking and death, as nn\to\infty?”

Next, we briefly discuss our main results. First, we present a sufficient framework for incoherence in terms of natural frequency and coupling strength:

νiνj,0κ<κincij:=|νiνj|2nan𝒪(1n).\nu_{i}\neq\nu_{j},\quad 0\leq\kappa<\kappa^{ij}_{\mathrm{inc}}:=\frac{|\nu_{i}-\nu_{j}|}{2^{n}a_{n}}\sim{\mathcal{O}}\Big{(}\frac{1}{\sqrt{n}}\Big{)}.

Under these conditions, there exists a positive constant ωij\omega_{ij}^{\infty} for each pair of ii and jj such that

inf0t<|θ˙i(t)θ˙j(t)|ωij>0.\inf_{0\leq t<\infty}|\dot{\theta}_{i}(t)-\dot{\theta}_{j}(t)|\geq\omega_{ij}^{\infty}>0.

Note that κincij\kappa^{ij}_{\mathrm{inc}} does not depend on NN. We refer to Theorem 3.1 and Remark 3.2 for details.

Second, we provide a sufficient framework leading to death. Let βn\beta_{n} be the minimum point of SInSI_{n} in (0,π)(0,\pi) determined later by the relation (4.6), and we assume that parameters αn,κ\alpha_{n},\kappa and initial data satisfy

βn<αn<π,|θi0|<αn,κ>maxi|νi||(SIn)(αn)|=κd,n(αn).\beta_{n}<\alpha_{n}<\pi,\quad|\theta_{i}^{0}|<\alpha_{n},\quad\kappa>\frac{\max_{i}|\nu_{i}|}{|(SI_{n})(\alpha_{n})|}=\kappa_{d,n}(\alpha_{n}).

Then, all the rotation numbers are zero (see Theorem 4.1):

ρi=0,i[N].\rho_{i}=0,\quad i\in[N].

Here the critical coupling strength κd,n(βn)\kappa_{d,n}(\beta_{n}), where βn\beta_{n} is the maximizer of |SIn||SI_{n}|, is the order of 𝒪(1){\mathcal{O}}(1). This is consistent with the phase diagram in [5] that κd,n(βn)\kappa_{d,n}(\beta_{n}) is not affected much by nn.

Third, we deal with a sufficient condition for locking in a homogeneous Winfree ensemble, where the whole oscillators have the same natural frequency ν>0\nu>0. For some restricted initial phase configuration, if coupling strength is sufficiently small

0<κ<ν2n+1an𝒪(νn),0<\kappa<\frac{\nu}{2^{n+1}a_{n}}\sim{\mathcal{O}}\Big{(}\frac{\nu}{\sqrt{n}}\Big{)},

then all the rotation numbers are equal to ν\nu:

ρi=ν,i[N].\rho_{i}=\nu,\quad i\in[N].

We refer to Theorem 5.1 for details. When κ\kappa becomes large, it tends to death by Theorem 4.1.

The rest of this paper is organized as follows. In Section 2, we briefly review basic structures for the interaction pair (In,S)(I_{n},S) and recall previous results on the emergent dynamics of the Winfree model with order one. In Section 3 and Section 4, we provide a rigorous analysis for the emergence of incoherence and death, respectively. In Section 5, we present sufficient frameworks leading to complete and partial phase-lockings for a homogeneous Winfree emsemble. In Section 6, we provide several numerical examples and compare them with analytical results in proceeding sections. Finally, Section 7 is devoted to a brief summary of our main results and discussions on some remaining issues.

Notation: For simplicity, we employ the following handy notation:

Θ:={θi},𝒱:={νi},Θp:=(i=1N|θi|p)1p,1p<Θ:=max1iN|θi|,𝒟(Θ):=max1i,jN|θiθj|,𝒟(𝒱):=max1i,jN|νiνj|.\displaystyle\begin{aligned} &\Theta:=\{\theta_{i}\},\quad\mathcal{V}:=\{\nu_{i}\},\quad\|\Theta\|_{p}:=\Big{(}\sum_{i=1}^{N}|\theta_{i}|^{p}\Big{)}^{\frac{1}{p}},\quad 1\leq p<\infty\quad\|\Theta\|_{\infty}:=\max_{1\leq i\leq N}|\theta_{i}|,\\ &{\mathcal{D}}(\Theta):=\max_{1\leq i,j\leq N}|\theta_{i}-\theta_{j}|,\quad{\mathcal{D}}(\mathcal{V}):=\max_{1\leq i,j\leq N}|\nu_{i}-\nu_{j}|.\end{aligned}

For a function F:+F:\mathbb{R}_{+}\to\mathbb{R}, we denote the Lp(+)L^{p}(\mathbb{R}_{+})-norm of FF by

FLp(+):={(0|F(t)|p𝑑t)1p,1p<,sup0t<|F(t)|,p=.\|F\|_{L^{p}(\mathbb{R}_{+})}:=\begin{cases}\Big{(}\int_{0}^{\infty}|F(t)|^{p}dt\Big{)}^{\frac{1}{p}},\quad&1\leq p<\infty,\\ \sup_{0\leq t<\infty}|F(t)|,\quad&p=\infty.\end{cases}

2. Preliminaries

In this section, we discuss the reinterpretation of (1.2) as a generalized Adler equation, and we recall some structural conditions for influence-sensitivity function pair (In,S)(I_{n},S). We also present previous results on the emergent dynamics of the Winfree model (1.2) with order 11.

2.1. The Winfree model with order nn

In this subsection, we briefly discuss how the Winfree model with order nn and the Kuramoto model can be viewed as generalized Adler equation. As noticed in [8], the Adler equation:

(2.1) θ˙=νκsinθ,t>0,{\dot{\theta}}=\nu-\kappa\sin\theta,\quad t>0,

plays a key role in synchronization dynamics. More precisely, we consider the Kuramoto model for two-oscillators:

θ˙1=ν1+κ2sin(θ2θ1),θ˙2=ν2+κ2sin(θ1θ2).{\dot{\theta}}_{1}=\nu_{1}+\frac{\kappa}{2}\sin(\theta_{2}-\theta_{1}),\quad{\dot{\theta}}_{2}=\nu_{2}+\frac{\kappa}{2}\sin(\theta_{1}-\theta_{2}).

In this case, the phase difference θ=θ1θ2\theta=\theta_{1}-\theta_{2} satisfies (2.1). On the other hand, the Kuramoto model with N3N\geq 3:

θ˙i=νi+κNj=1Nsin(θjθi){\dot{\theta}}_{i}=\nu_{i}+\frac{\kappa}{N}\sum_{j=1}^{N}\sin(\theta_{j}-\theta_{i})

can also be written as a generalized Adler equation with state dependent coupling strength κ=κ(Θ)\kappa=\kappa(\Theta) (see [8]) when the geometric shape of a phase configuration is confined in a half circle:

θ˙ij=νijκ(li,jCijl(Θ))sinθij,\dot{\theta}_{ij}=\nu_{ij}-\kappa\Big{(}\sum_{l\not=i,j}C^{l}_{ij}(\Theta)\Big{)}\sin\theta_{ij},

where differences θij,νij\theta_{ij},~{}\nu_{ij} and mean-field factor CijlC^{l}_{ij} are given as follows.

θij:=θiθj,νij:=νiνj,Cijl(Θ):=1cos(θli2+θlj2)cos(θji2).\theta_{ij}:=\theta_{i}-\theta_{j},\quad\nu_{ij}:=\nu_{i}-\nu_{j},\quad C^{l}_{ij}(\Theta):=1-\frac{\cos(\frac{\theta_{li}}{2}+\frac{\theta_{lj}}{2})}{\cos(\frac{\theta_{ji}}{2})}.

Similarly, (1.2) can cast as a Adler type equation. To see this, we set In,c(Θ)I_{n,c}(\Theta) as the average of {I(θi)}\{I(\theta_{i})\}:

In,c(Θ):=1Nk=1NIn(θk).I_{n,c}(\Theta):=\frac{1}{N}\sum_{k=1}^{N}I_{n}(\theta_{k}).

Then, the Winfree model (1.2)–(1.3) is rewritten as follows:

θi˙=νiκIn,c(Θ)sin(θi),i[N].\dot{\theta_{i}}=\nu_{i}-\kappa I_{n,c}(\Theta)\sin(\theta_{i}),\quad i\in[N].

In this way, the Kuramoto model and the Winfree model with order nn are both the special cases for a generalized Adler equation, and the only difference lies in the functional form of coupling strength on Θ\Theta:

Kuramoto oscillator:κli,jCijl(Θ),Winfree oscillator:κNk=1NI(θk),\mbox{Kuramoto oscillator}:~{}\kappa\sum_{l\not=i,j}C^{l}_{ij}(\Theta),\qquad\mbox{Winfree oscillator}:~{}\frac{\kappa}{N}\sum_{k=1}^{N}I(\theta_{k}),

which generates notable differences in asymptotic dynamics of both models.

2.2. Structural conditions on (In,S)(I_{n},S)

Next, we list sufficient conditions for the interaction kernels (In,S)(I_{n},S). Motivated by the specific example (1.3), the following conditions were proposed in [17]:

  • (𝒜1\mathcal{A}1) (Periodicity and parity conditions): for θ,\theta\in\mathbb{R},

    (2.2) S(θ+2π)=S(θ),S(θ)=S(θ),In(θ+2π)=In(θ),In(θ)=In(θ).S(\theta+2\pi)=S(\theta),\quad S(-\theta)=-S(\theta),\quad I_{n}(\theta+2\pi)=I_{n}(\theta),\quad I_{n}(-\theta)=I_{n}(\theta).
  • (𝒜2\mathcal{A}2) (Geometric shapes): there exist positive constants θ\theta_{*} and θ\theta^{*} satisfying

    0<θ<θπ0<\theta_{*}<\theta^{*}\leq\pi

    such that

    (2.3) {S0on [0,θ]andS0,S′′0on [0,θ],In0,In0on [0,θ]andIn′′0on [0,θ],(SIn)<0on (0,θ)and(SIn)>0on (θ,θ).\begin{cases}\displaystyle S\leq 0\quad\text{on }~{}[0,\theta^{*}]\quad\text{and}\quad S^{\prime}\leq 0,\quad S^{\prime\prime}\geq 0\quad\text{on }~{}[0,\theta_{*}],\\ \displaystyle I_{n}\geq 0,\quad I_{n}^{\prime}\leq 0\quad\text{on }~{}[0,\theta^{*}]\quad\text{and}\quad I_{n}^{\prime\prime}\leq 0\quad\text{on }~{}[0,\theta_{*}],\\ \displaystyle(SI_{n})^{\prime}<0\quad\text{on }~{}(0,\theta_{*})\quad\text{and}\quad(SI_{n})^{\prime}>0\quad\text{on }~{}(\theta_{*},\theta^{*}).\end{cases}
Remark 2.1.

Our choice (1.3) satisfies (𝒜1\mathcal{A}1)–(𝒜2\mathcal{A}2) with

θ=cos1(nn+1),θ=π.\theta_{*}=\cos^{-1}\Big{(}\frac{n}{n+1}\Big{)},\quad\theta^{*}=\pi.

2.3. Previous results

In this subsection, we briefly review previous results in [17] on the emerging patterns for the Winfree model with order 11. First, we recall a sufficient framework leading to the complete oscillator death in which all the rotation numbers are zero.

Theorem 2.1.

(Emergence of death [17]) Suppose that parameters and initial data satisfy

(2.4) 0<α<π,κ>𝒱S(α)I1(α),maxi[N]|θi0|α,0<\alpha<\pi,\qquad\kappa>-\frac{\|{\mathcal{V}}\|_{\infty}}{S(\alpha)I_{1}(\alpha)},\qquad\max_{i\in[N]}|\theta_{i}^{0}|\leq\alpha,

and let Θ=Θ(t)\Theta=\Theta(t) be a solution to (1.2)–(1.3). Then, the complete oscillator death emerges:

ρi=0,i[N].\rho_{i}=0,\quad i\in[N].
Remark 2.2.

Under the setting (2.4), one can show that there exists an equilibrium state Θ\Theta^{\infty} such that

limtΘ(t)Θ=0.\lim_{t\to\infty}\|\Theta(t)-\Theta^{\infty}\|_{\infty}=0.

Clearly, this is much stronger than the fact that the ensemble exhibits death.

In next theorem, we consider complete phase-locking.

Theorem 2.2.

(Emergence of locking [15]) The following assertions hold.

  1. (1)

    (Identical ensemble): If parameters and initial data satisfy

    {νi=ν,i[N],0<κ<π8ν,0<α<(π42κν),𝒟(Θ0)αexp[κν2κ(1+απ2)],\begin{cases}\displaystyle\nu_{i}=\nu,\quad\forall~{}i\in[N],\quad 0<\kappa<\frac{\pi}{8}\nu,\quad 0<\alpha<{\color[rgb]{0,0,0}\Big{(}\frac{\pi}{4}-\frac{2\kappa}{\nu}\Big{)}},\\ \displaystyle{\mathcal{D}}(\Theta^{0})\leq\alpha\exp\Big{[}-\frac{\kappa}{\nu-2\kappa}\Big{(}1+\alpha-\frac{\pi}{2}\Big{)}\Big{]},\end{cases}

    and let Θ(t)\Theta(t) be a solution to (1.2)-(1.3). Then, there exist positive constants βi\beta_{i} and Λi\Lambda_{i} such that

    β1𝒟(Θ0)eΛ1t𝒟(Θ(t))β2𝒟(Θ0)eΛ2tα,t0.\beta_{1}{\mathcal{D}}(\Theta^{0})e^{-\Lambda_{1}t}\leq{\mathcal{D}}(\Theta(t))\leq\beta_{2}{\mathcal{D}}(\Theta^{0})e^{-\Lambda_{2}t}\leq\alpha,\quad t\geq 0.
  2. (2)

    (Non-Identical ensemble): If parameters and initial data satisfy

    ν>0,κ>0,𝒟(Θ0)<α,0<α<(π8κν),\displaystyle\nu>0,\quad\kappa>0,\quad{\mathcal{D}}(\Theta^{0})<\alpha,\quad{\color[rgb]{0,0,0}0<\alpha<\Big{(}\frac{\pi}{8}-\frac{\kappa}{\nu}\Big{)}},
    0<δν<ν6κ,νδννiν+δν,i[N].\displaystyle{\color[rgb]{0,0,0}0<\delta_{\nu}<\nu-6\kappa},\quad\nu-\delta_{\nu}\leq\nu_{i}\leq\nu+\delta_{\nu},\quad\forall~{}i\in[N].

    Then, for a solution Θ(t)\Theta(t) to (1.2)–(1.3), one has

    sup0t<𝒟(Θ(t))3α.\sup_{0\leq t<\infty}{\mathcal{D}}(\Theta(t))\leq 3\alpha.
Remark 2.3.
  1. (1)

    The explicit functional relations for βi\beta_{i} and Λi\Lambda_{i} and partial phase-locking can be found in [15].

  2. (2)

    We also refer to other related results [24, 25] for the Winfree model.

  3. (3)

    Phase-locking of the Kuramoto oscillators has been extensively studied in literature, to name a few, we refer to [2, 6, 7, 9, 10, 13, 12, 14, 16, 18, 19, 31, 32, 33].

In the following three sections, we prove the emergence of asymptotic patterns discussed in Definition 1.1 with higher-order couplings, which correspond to Theorem 2.1 and Theorem 2.2.

3. Emergence of incoherence

In this section, we present a sufficient framework leading to incoherent state. For this, we show that there exists a pair of indices (i0,j0)[N]×[N](i_{0},j_{0})\in[N]\times[N] such that frequency difference |θ˙i0θ˙j0||{\dot{\theta}}_{i_{0}}-{\dot{\theta}}_{j_{0}}| has a positive lower bound, which shows that these two oscillators cannot be entrained. First, we estimate the bounds of interaction functions in the following lemma.

Lemma 3.1.

The following assertions hold.

  1. (1)

    The normalized constant ana_{n} in (1.3) is the order of n\sqrt{n} asymptotically for n1n\gg 1:

    an2nnπ1asn.a_{n}\frac{2^{n}}{\sqrt{n\pi}}\searrow 1\qquad\text{as}\quad n\to\infty.
  2. (2)

    Interaction function pair (In,S)(I_{n},S) satisfies

    (a)InL()=2nan𝒪(n),SL()=1,(b)SInL()=an2n+1n+1(2n+1n+1)n𝒪(1),(c)IL()=an(2n1n)n12n1𝒪(n),\displaystyle\begin{aligned} &(a)~{}\|I_{n}\|_{L^{\infty}(\mathbb{R})}=2^{n}a_{n}\sim\mathcal{O}(\sqrt{n}),\quad\|S\|_{L^{\infty}(\mathbb{R})}=1,\\ &(b)~{}\|SI_{n}\|_{L^{\infty}(\mathbb{R})}=a_{n}\frac{\sqrt{2n+1}}{n+1}\left(\frac{2n+1}{n+1}\right)^{n}\sim\mathcal{O}\left(1\right),\\ &(c)~{}\|I^{\prime}\|_{L^{\infty}(\mathbb{R})}=a_{n}\Big{(}\frac{2n-1}{n}\Big{)}^{n-1}\sqrt{2n-1}\sim{\mathcal{O}}\left(n\right),\end{aligned}

    as nn\to\infty.

Proof.

We set

bn:=an2nnπ.b_{n}:=\frac{a_{n}2^{n}}{\sqrt{n\pi}}.

(i) First, we show that

limnbn=1.\lim_{n\to\infty}b_{n}=1.

For this, we use (1.3) and Stirling’s formula:

(3.1) 2nan=(2n)!!(2n1)!!=((2n)!!)2(2n)!=22n((n)!)2(2n)!andlimn2πnn!(ne)n=12^{n}a_{n}=\frac{(2n)!!}{(2n-1)!!}=\frac{((2n)!!)^{2}}{(2n)!}=\frac{2^{2n}((n)!)^{2}}{(2n)!}\quad\mbox{and}\quad\lim_{n\to\infty}\frac{\sqrt{2\pi n}}{n!}\left(\frac{n}{e}\right)^{n}=1

to get

limn1nπ(2n)!!(2n1)!!=limn1nπ22n((n)!)2(2n)!=limn1nπ22n2πnn2ne2n4πn22nn2ne2n=1.\displaystyle\lim_{n\to\infty}\frac{1}{\sqrt{n\pi}}\frac{(2n)!!}{(2n-1)!!}=\lim_{n\to\infty}\frac{1}{\sqrt{n\pi}}\frac{2^{2n}((n)!)^{2}}{(2n)!}=\lim_{n\to\infty}\frac{1}{\sqrt{n\pi}}\frac{2^{2n}\cdot 2\pi n\cdot n^{2n}e^{-2n}}{\sqrt{4\pi n}\cdot 2^{2n}n^{2n}e^{-2n}}=1.

Therefore, we have

limn2nannπ=1.\lim_{n\to\infty}\frac{2^{n}a_{n}}{\sqrt{n\pi}}=1.

Second, we show that the sequence (bn)(b_{n}) is strictly decreasing: By (3.1), we have

bn+1bn=(2n+2)!!(2n+1)!!(2n1)!!(2n)!!nn+1=2n+22n+1nn+1=n+1nn+1/2<1,n1.\frac{b_{n+1}}{b_{n}}=\frac{(2n+2)!!}{(2n+1)!!}\frac{(2n-1)!!}{(2n)!!}\frac{\sqrt{n}}{\sqrt{n+1}}=\frac{2n+2}{2n+1}\frac{\sqrt{n}}{\sqrt{n+1}}=\frac{\sqrt{n+1}\sqrt{n}}{n+1/2}<1,\quad\forall~{}n\geq 1.

(ii) Recall that

(3.2) In(θ)=an(1+cosθ)n=2nan(cosθ2)2nandS(θ)=sinθ.I_{n}(\theta)=a_{n}(1+\cos\theta)^{n}=2^{n}a_{n}\left(\cos\frac{\theta}{2}\right)^{2n}\quad\text{and}\quad S(\theta)=-\sin\theta.

(a) The bounds of InI_{n} and SS are obvious from (3.2) and the estimate of ana_{n}.

(b) We set a 2π2\pi-periodic function ff as

f(θ)=In(θ)S(θ)=an(1+cosθ)nsinθ.f(\theta)=I_{n}(\theta)S(\theta)=-a_{n}(1+\cos\theta)^{n}\sin\theta.

By direct calculation, we have

f(θ)=an(1+cosθ)n[n(n+1)cosθ].f^{\prime}(\theta)=a_{n}(1+\cos\theta)^{n}\Big{[}n-(n+1)\cos\theta\Big{]}.

We set θ\theta_{*} to be the minimizer of ff in [π,π][-\pi,\pi], i.e.,

cosθ=nn+1andsinθ=1(nn+1)2=2n+1n+1.\cos\theta_{*}=\frac{n}{n+1}\quad\text{and}\quad\sin\theta_{*}=\sqrt{1-\Big{(}\frac{n}{n+1}\Big{)}^{2}}=\frac{\sqrt{2n+1}}{n+1}.

It follows from the graph of |f||f| that it has a maximum at θ\theta_{*} and θ-\theta_{*} in the domain of [π,π][-\pi,\pi]. Its maximum value is

SInL()=an(1+cosθ)nsinθ=an(1+nn+1)n2n+1n+1=an(2n+1n+1)n2n+1n+1.\|SI_{n}\|_{L^{\infty}(\mathbb{R})}=a_{n}\Big{(}1+\cos\theta_{*}\Big{)}^{n}\sin\theta_{*}=a_{n}\Big{(}1+\frac{n}{n+1}\Big{)}^{n}\frac{\sqrt{2n+1}}{n+1}=a_{n}\Big{(}\frac{2n+1}{n+1}\Big{)}^{n}\frac{\sqrt{2n+1}}{n+1}.

(c) We will use the same argument as in (b). More precisely, we set

g(θ)=In(θ)=ann(1+cosθ)n1sinθ.g(\theta)=I_{n}^{\prime}(\theta)=-a_{n}n(1+\cos\theta)^{n-1}\sin\theta.

By direct calculation,

g(θ)=ann(1+cosθ)n1[(n1)ncosθ].g^{\prime}(\theta)=a_{n}n(1+\cos\theta)^{n-1}\Big{[}(n-1)-n\cos\theta\Big{]}.

Thus, |g||g| has a maximum at the value θ~{\tilde{\theta}}_{*} such that

cosθ~=n1n,sinθ~=2n1n,\cos{\tilde{\theta}}_{*}=\frac{n-1}{n},\quad\sin{\tilde{\theta}}_{*}=\frac{\sqrt{2n-1}}{n},

i.e.,

|g(θ~)|=nan(1+n1n)n12n1n=nan(2n1n)n12n1n=𝒪(n).|g({\tilde{\theta}}_{*})|=na_{n}\Big{(}1+\frac{n-1}{n}\Big{)}^{n-1}\frac{\sqrt{2n-1}}{n}=na_{n}\Big{(}\frac{2n-1}{n}\Big{)}^{n-1}\frac{\sqrt{2n-1}}{n}={\color[rgb]{0,0,0}\mathcal{O}(n)}.

Remark 3.1.

It follows from Lemma 3.1 that

1bnb1=2πa1=2πn11\leq b_{n}\leq b_{1}=\frac{2}{\sqrt{\pi}}a_{1}=\frac{2}{\sqrt{\pi}}\quad\forall~{}n\geq 1

which is equivalent to

(3.3) nπ2nann2n1,n1.\frac{\sqrt{n\pi}}{2^{n}}\leq a_{n}\leq\frac{\sqrt{n}}{2^{n-1}},\quad n\geq 1.

Now, we present our first main result on the emergence of incoherent state. If the coupling strength vanishes (κ=0\kappa=0), oscillators disperse according to their natural frequencies. Similarly, for a small coupling strength κ1\kappa\ll 1, oscillators with different natural frequencies will disperse. We assume that all the natural frequencies are different and set

κincij:=|νiνj|2n+1an,i,j[N],κinc:=minij|νiνj|2n+1an,ωij:=|νiνj|κ2n+1an,ωm:=minijωij.\displaystyle\begin{aligned} &\kappa^{ij}_{\mathrm{inc}}:=\frac{|\nu_{i}-\nu_{j}|}{2^{n+1}a_{n}},\quad i,j\in[N],\quad\kappa_{\mathrm{inc}}:=\frac{\min_{i\neq j}|\nu_{i}-\nu_{j}|}{2^{n+1}a_{n}},\\ &\omega_{ij}^{\infty}:=|\nu_{i}-\nu_{j}|-\kappa 2^{n+1}a_{n},\quad\omega_{m}^{\infty}:=\min_{i\neq j}\omega_{ij}^{\infty}.\end{aligned}
Theorem 3.1.

(Emergence of incoherence) Suppose that system parameters satisfy

(3.4) νi>νj,0κ<κinc\nu_{i}>\nu_{j},\quad 0\leq\kappa<\kappa_{\mathrm{inc}}

and let Θ\Theta be a global solution to (1.2)–(1.3). Then, we have

inf0t<|θ˙i(t)θ˙j(t)|ωij>0.\inf_{0\leq t<\infty}|\dot{\theta}_{i}(t)-\dot{\theta}_{j}(t)|\geq\omega_{ij}^{\infty}>0.
Proof.

Recall a functional form (In,S)(I_{n},S):

(3.5) In(θ)=2nancos2nθ2andS(θ)=sinθ,I_{n}(\theta)=2^{n}a_{n}\cos^{2n}\frac{\theta}{2}\quad\text{and}\quad S(\theta)=-\sin\theta,

where their LL^{\infty}-norms satisfy (3.4). It follows from (1.2) that

(3.6) |θ˙iνi|κN|S(θi)|j=1N|In(θj)|κ2nan.|\dot{\theta}_{i}-\nu_{i}|\leq\frac{\kappa}{N}|S(\theta_{i})|\sum_{j=1}^{N}|I_{n}(\theta_{j})|\leq\kappa 2^{n}a_{n}.

Hence, we have

(3.7) θ˙i(t)(νiκ2nan,νi+κ2nan),i[N],t>0.\dot{\theta}_{i}(t)\in\left(\nu_{i}-\kappa 2^{n}a_{n},~{}\nu_{i}+\kappa 2^{n}a_{n}\right),\quad i\in[N],~{}~{}t>0.

Suppose that

νi>νj.\nu_{i}>\nu_{j}.

Then, it follows from (3.7) that

|θ˙i(t)θ˙j(t)||νiνj|κ2n+1an=ωij>0,t0.|{\dot{\theta}}_{i}(t)-{\dot{\theta}}_{j}(t)|\geq|\nu_{i}-\nu_{j}|-\kappa 2^{n+1}a_{n}=\omega_{ij}^{\infty}>0,\quad t\geq 0.

We take an infimum over tt to find the desired estimate. ∎

Remark 3.2.

Below, we briefly comment on the result of Theorem 3.1.

  1. (1)

    Suppose that all natural frequencies are completely distributed:

    ijνiνj.i\neq j\quad\Longrightarrow\quad\nu_{i}\neq\nu_{j}.

    If the coupling strength satisfies

    0κ<κinc,0\leq\kappa<\kappa_{\mathrm{inc}},

    then we have

    inf0t<minij|θ˙i(t)θ˙j(t)|minij|νiνj|κ2n+1an>0.\inf_{0\leq t<\infty}\min_{i\neq j}|\dot{\theta}_{i}(t)-\dot{\theta}_{j}(t)|\geq\min_{i\neq j}|\nu_{i}-\nu_{j}|-\kappa 2^{n+1}a_{n}>0.
  2. (2)

    By Lemma 3.1, we have

    2n+1an=𝒪(n),n1.2^{n+1}a_{n}={\color[rgb]{0,0,0}{\mathcal{O}}(\sqrt{n})},\quad n\gg 1.

    Thus, for n1n\gg 1, the upper bound for κ\kappa satisfies

    κincij=𝒪(1n)|νiνj|,n1.\kappa^{ij}_{\mathrm{inc}}={\mathcal{O}}\left(\frac{1}{\sqrt{n}}\right)|\nu_{i}-\nu_{j}|,\quad n\gg 1.
  3. (3)

    For identical ensemble with νi=ν\nu_{i}=\nu, (3.6) implies

    |θ˙iν|κ2nanκ𝒪(n),n1.|{\dot{\theta}}_{i}-\nu|\leq\kappa{\color[rgb]{0,0,0}2^{n}}a_{n}\sim\kappa\mathcal{O}(\sqrt{n}),\quad n\gg 1.

    Again, this yields

    |ρiν|𝒪(κn),|\rho_{i}-\nu|\leq{\mathcal{O}}(\kappa\sqrt{n}),

    if ρi\rho_{i} exists.

In all cases, the coupling strength κinc\kappa_{\mathrm{inc}} does not depend on the number of oscillators.

4. Emergence of death

In this section, we study sufficient frameworks leading to emergence of oscillator death state. Our strategy is to find a bounded invariant set of phases so that the corresponding rotation number becomes zero if they exist.

4.1. Complete oscillator death

For αn(0,π)\alpha_{n}\in(0,\pi), we define a square box B(αn)B(\alpha_{n}) in N\mathbb{R}^{N} as follows.

(4.1) B(αn):={ΘN:|θi|<αn for all i[N]}.B(\alpha_{n}):=\Big{\{}\Theta\in\mathbb{R}^{N}:~{}|\theta_{i}|<\alpha_{n}~{}\text{ for all }~{}i\in[N]\Big{\}}.

In next lemma, we study the positive invariance of B(αn)B(\alpha_{n}).

Lemma 4.1.

(Existence of a positive-invariant set) Suppose parameters satisfy

(4.2) 0<αn<πandκ>𝒱|(SIn)(αn)|=:κd,n(αn).0<\alpha_{n}<\pi\quad\mbox{and}\quad\kappa>\frac{\|{\mathcal{V}}\|_{\infty}}{|(SI_{n})(\alpha_{n})|}=:{\color[rgb]{0,0,0}\kappa_{d,n}(\alpha_{n})}.

Then, B(αn)B(\alpha_{n}) in (4.1) is positive-invariant under (1.2) and (1.3).

Proof.

Let Θ=Θ(t)\Theta=\Theta(t) be a solution to (1.2) with initial data Θ0\Theta^{0} satisfying

(4.3) Θ0B(αn).\Theta^{0}\in B(\alpha_{n}).

Then, it suffices to check that

(4.4) Θ(t)B(αn),t>0.\Theta(t)\in B(\alpha_{n}),\quad t>0.

Proof of (4.4): we use the continuity argument. For this, we define a set 𝒯{\mathcal{T}} and its supremum:

𝒯:={t(0,):Θ(s)B(αn) for s(0,t)}andt:=sup𝒯.\mathcal{T}:=\{t\in(0,\infty):\Theta(s)\in B(\alpha_{n})~{}\text{ for }~{}s\in(0,t)\}\quad\mbox{and}\quad t^{\infty}:=\sup\mathcal{T}.

By (4.3) and the continuity of solution, 𝒯{\mathcal{T}} contains a nontrivial interval. Hence, we have

0<t.0<t^{\infty}\leq\infty.

We claim t=t^{\infty}=\infty. Suppose the contrary holds, t<t^{\infty}<\infty. Then, there exists an index i0[N]i_{0}\in[N] which satisfies

(4.5) |θi0(t)|=αn,ddt|θi0||t=t0.|\theta_{i_{0}}(t^{\infty})|=\alpha_{n},\quad\frac{d}{dt}|\theta_{i_{0}}|\Big{|}_{t=t^{\infty}}\geq 0.

Moreover, we have

|θj(t)|αn,ji0.|\theta_{j}(t^{\infty})|\leq\alpha_{n},\quad\forall j\neq i_{0}.

For such i0i_{0}, we use structural assumptions (2.2), (2.3) and (4.2) to find

ddt|θi0||t=t=νi0sgn(θi0(t))+κNS(|θi0(t)|)j=1NIn(θj(t))𝒱+κ(SIn)(αn)<0.\displaystyle\begin{aligned} \frac{d}{dt}|\theta_{i_{0}}|\Big{|}_{t=t^{\infty}}&=\nu_{i_{0}}~{}\text{sgn}\left(\theta_{i_{0}}(t^{\infty})\right)+\frac{\kappa}{N}S(|\theta_{i_{0}}(t^{\infty})|)\sum_{j=1}^{N}I_{n}(\theta_{j}(t^{\infty}))\\ &\leq\|{\mathcal{V}}\|_{\infty}+\kappa(SI_{n})(\alpha_{n})<0.\end{aligned}

This is contradictory to (4.5)2\eqref{D-4}_{2}. Therefore t=t^{\infty}=\infty and we have the desired estimate. ∎

Remark 4.1.

Lemma 4.1 already yields

ρi=0,i[N],\rho_{i}=0,\quad i\in[N],

when Θ(t)\Theta(t) is in B(αn)B(\alpha_{n}) once. This implies the emergence of complete oscillator death.

Refer to caption
Figure 2. Schematic diagrams of SInSI_{n} with n=10n=10

Figure 2 shows the shape of SInSI_{n}, for the case of n=10n=10, which determines κd,n(αn)\kappa_{d,n}(\alpha_{n}) by (4.2). Let βn\beta_{n} be the minimum point of the function SInSI_{n} for θ(0,π)\theta\in(0,\pi):

(4.6) βn:=argmin0<θ<π(SIn)(θ).\beta_{n}:=\mbox{argmin}_{0<\theta<\pi}(SI_{n})(\theta).

By direct calculation, we have

βn=cos1(nn+1).\beta_{n}=\cos^{-1}\Big{(}\frac{n}{n+1}\Big{)}.

Then, it is easy to see that

(SIn)(βn)(SIn)(θ)0,θ[0,π].\displaystyle(SI_{n})(\beta_{n})\leq(SI_{n})(\theta)\leq 0,\quad\theta\in[0,\pi].
Remark 4.2.

The minimal value (SIn)(βn)(SI_{n})(\beta_{n}) is already computed in Lemma 3.1, which is in the order of 𝒪(1){\mathcal{O}}(1) with respect to nn. Hence, the value κd,n(αn)\kappa_{d,n}(\alpha_{n}) can be set as in the same order 𝒪(1){\mathcal{O}}(1):

κd,n(αn)κd,n(βn)𝒪(1)𝒱,n1.\kappa_{d,n}(\alpha_{n})\geq\kappa_{d,n}(\beta_{n})\sim{\mathcal{O}}(1)\|{\mathcal{V}}\|_{\infty},\quad n\gg 1.

For αn(βn,π)\alpha_{n}\in(\beta_{n},\pi), let αn(0,π)\alpha_{n}^{*}\in(0,\pi) be the unique point satisfying

αnβnαn,(SIn)(αn)=(SIn)(αn).\displaystyle\alpha_{n}^{*}\leq\beta_{n}\leq\alpha_{n},\quad(SI_{n})(\alpha_{n}^{*})=(SI_{n})(\alpha_{n}).

In Lemma 4.1, we have shown that the set B(αn)B(\alpha_{n}) is positive-invariant. Next, we show that the set B(αn)(B(αn))B(\alpha_{n}^{*})(\subset B(\alpha_{n})) further attracts all the trajectories issued from B(αn)B(\alpha_{n}) in finite time.

Theorem 4.1.

(Complete oscillator death) Let βn(0,π)\beta_{n}\in(0,\pi) be the minimum point determined by (4.6), and suppose parameters αn,κ\alpha_{n},\kappa and initial data satisfy

βn<αn<π,Θ0B(αn),κ>𝒱|(SIn)(αn)|=κd,n(αn),\displaystyle\beta_{n}<\alpha_{n}<\pi,\quad\Theta^{0}\in B(\alpha_{n}),\quad\kappa>\frac{\|{\mathcal{V}}\|_{\infty}}{|(SI_{n})(\alpha_{n})|}=\kappa_{d,n}(\alpha_{n}),

and let Θ(t)\Theta(t) be a global solution to (1.2). Then the set B(αn)B(\alpha^{*}_{n}) attracts the trajectory {Θ(t)}\{\Theta(t)\} in finite-time, i.e., there exists a nonnegative constant tt_{*} such that

Θ(t)B(αn),tt.\Theta(t)\in B(\alpha^{*}_{n}),\quad t\geq t_{*}.
Proof.

By Lemma 4.1, we have

|θj(t)|<αnfor allt0.|\theta_{j}(t)|<\alpha_{n}\quad\text{for all}\quad t\geq 0.

Then, we use the structural condition of SS to see that for any ii with |θi(t)|(αn,αn)|\theta_{i}(t)|\in(\alpha^{*}_{n},\alpha_{n}),

d|θi(t)|dt=νisgn(θi(t))+κNS(|θi(t)|)j=1NIn(θj(t))𝒱+κS(|θi(t)|)In(αn)κ(S(αn)+S(|θi(t)|))In(αn)<0.\displaystyle\begin{aligned} \frac{d|\theta_{i}(t)|}{dt}&=\nu_{i}~{}\text{sgn}\left(\theta_{i}(t)\right)+\frac{\kappa}{N}S(|\theta_{i}(t)|)\sum_{j=1}^{N}I_{n}(\theta_{j}(t))\\ &\leq\|{\mathcal{V}}\|_{\infty}+\kappa S(|\theta_{i}(t)|)I_{n}(\alpha_{n})\\ &\leq\kappa\Big{(}-S(\alpha_{n})+S(|\theta_{i}(t)|)\Big{)}I_{n}(\alpha_{n})<0.\end{aligned}

This implies that |θi(t)||\theta_{i}(t)| should enter the interval [0,αn)[0,\alpha^{*}_{n}) after some finite time t0t_{*}\geq 0. ∎

Remark 4.3.

Below, we comment on the results of Theorem 4.1.

  1. (1)

    Note that the coupling condition κ>κd,n(αn)\kappa>\kappa_{d,n}(\alpha_{n}) is not only sufficient but also necessary to make both B(αn)B(\alpha_{n}) and B(αn)B(\alpha_{n}^{*}) positive-invariant. Existence of a positive-invariant set in the phase space could have technically complicated conditions which varies on the distribution of natural frequencies and initial data. However, for generic initial phase data with closely accumulated natural frequencies, one can expect that the condition for death state will mainly follow κ>κd,n(βn)𝒪(1)𝒱\kappa>\kappa_{d,n}(\beta_{n})\sim{\mathcal{O}}(1)\|{\mathcal{V}}\|_{\infty}. This is also related to Theorem 4.2 and Remark 4.4 below.

  2. (2)

    One may also want to set a fixed bound α\alpha to make B(α)B(\alpha) positive-invariant. In this case, αnα\alpha_{n}\equiv\alpha for all nn. Since α>0\alpha>0,

    |(SIn)(α)|=ansinα(1+cosα)n𝒪(sinnα2)|(SI_{n})(\alpha)|=a_{n}\sin\alpha(1+\cos\alpha)^{n}\sim\mathcal{O}\left(\sin^{n}\frac{\alpha}{2}\right)

    which leads to

    κn,d(α)𝒪(γn)𝒱for someγ>1.\kappa_{n,d}(\alpha)\sim\mathcal{O}(\gamma^{n})\|\mathcal{V}\|_{\infty}\quad\mbox{for some}~{}~{}\gamma>1.

4.2. Partial oscillator death

In this subsection, we deal with sufficient conditions for partial oscillator death. For a positive integer 2pN2\leq p\leq N, we define a cylinder set as

Bp(α):={Θ=(θ1,,θN)N:|θi(t)|<αn,i[p]}.B_{p}(\alpha):=\Big{\{}\Theta=(\theta_{1},\ldots,\theta_{N})\in{\mathbb{R}}^{N}:~{}|\theta_{i}(t)|<\alpha_{n},\quad\forall~{}i\in[p]\Big{\}}.

For p=Np=N, this cylinder coincides with B(α)B(\alpha) defined in (4.1).

Theorem 4.2.

Suppose parameters and initial data satisfy

(4.7) 0<αn<π,max1ip|θi0|<αn,κ>Np𝒱(SIn)(αn),0<\alpha_{n}<\pi,\quad\max_{1\leq i\leq p}|\theta_{i}^{0}|<\alpha_{n},\quad\kappa>-\frac{N}{p}\frac{\|{\mathcal{V}}\|_{\infty}}{(SI_{n})(\alpha_{n})},

and let Θ\Theta be a global solution to (1.2)–(1.3). Then the following assertions hold.

  1. (1)

    Bp(α)B_{p}(\alpha) is positive-invariant.

  2. (2)

    For i[N][p]i\in[N]\setminus[p], if there exists t0t_{*}\geq 0 such that |θi(t)|<αn,|\theta_{i}(t_{*})|<\alpha_{n}, then we have

    |θi(t)|<αnfor all tt.|\theta_{i}(t)|<\alpha_{n}\quad\mbox{for all }t\geq t_{*}.
Proof.

Since the second assertion can be verified using the same argument as the first assertion, we first focus on the first statement below. For this, we again use continuity argument. By setting

𝒯:={τ[0,):|θj(t)|αnj[p],t[0,τ)}andτ:=sup𝒯,\mathcal{T}:=\Big{\{}\tau\in[0,\infty):|\theta_{j}(t)|\leq\alpha_{n}\quad\forall~{}j\in[p],\quad\forall~{}t\in[0,\tau)\Big{\}}\quad\mbox{and}\quad\tau^{\infty}:=\sup\mathcal{T},

we have nonempty 𝒯{\mathcal{T}} and 0<τ0<\tau^{\infty}\leq\infty from the initial condition and the continuity of solutions. Now we claim:

τ=.\tau^{\infty}=\infty.

Suppose the contrary holds, τ<\tau^{\infty}<\infty. This implies that there exists an index i0i_{0} with

(4.8) |θi0(τ)|=αnandd|θi0(t)|dt|t=τ0.|\theta_{i_{0}}(\tau^{\infty})|=\alpha_{n}\quad\mbox{and}\quad\frac{d|\theta_{i_{0}}(t)|}{dt}\Big{|}_{t=\tau^{\infty}}\geq 0.

For t[0,τ]t\in[0,\tau^{\infty}], one has

(4.9) d|θi0(t)|dt=νi0sgn(θi0(t))+κNS(|θi0(t)|)j=1NIn(θj(t))νi0sgn(θi0(t))+κNS(|θi0(t)|)j=1pIn(θj(t))𝒱+κpNS(|θi0(t)|)In(αn).\displaystyle\begin{aligned} \frac{d|\theta_{i_{0}}(t)|}{dt}&=\nu_{i_{0}}~{}\text{sgn}\left(\theta_{i_{0}}(t)\right)+\frac{\kappa}{N}S(|\theta_{i_{0}}(t)|)\sum_{j=1}^{N}I_{n}(\theta_{j}(t))\\ &\leq\nu_{i_{0}}~{}\text{sgn}\left(\theta_{i_{0}}(t)\right)+\frac{\kappa}{N}S(|\theta_{i_{0}}(t)|)\sum_{j=1}^{p}I_{n}(\theta_{j}(t))\\ &\leq\|{\mathcal{V}}\|_{\infty}+\frac{\kappa p}{N}S(|\theta_{i_{0}}(t)|)I_{n}(\alpha_{n}).\end{aligned}

Finally, we use (4.7)3\eqref{D-6-1}_{3} and (4.9) to get

d|θi0(t)|dt|t=τ𝒱+κpNS(αn)In(αn)<0,\frac{d|\theta_{i_{0}}(t)|}{dt}\Big{|}_{t=\tau^{\infty}}\leq\|{\mathcal{V}}\|_{\infty}+\frac{\kappa p}{N}S(\alpha_{n})I_{n}(\alpha_{n})<0,

which is contradictory to (4.8)2\eqref{D-7}_{2}. Hence, we have

τ=and|θi(t)|<αn,i[p].\tau^{\infty}=\infty\quad\mbox{and}\quad|\theta_{i}(t)|<\alpha_{n},\quad\forall~{}i\in[p].

Remark 4.4.

Note that Theorem 4.2 seems similar to Theorem 4.1. However, it implicitly explains the emergence of convergence from more general initial data as follows.

  1. (1)

    If oscillators are initially spreaded to (π,π)(-\pi,\pi) uniformly, then half of oscillators will be commonly in a half circle, (π/2,π/2)(-\pi/2,\pi/2). We set

    αn=π2,(SIn)(αn)=an.\alpha_{n}=\frac{\pi}{2},\quad(SI_{n})(\alpha_{n})=-a_{n}.

    Therefore, Theorem 4.2 implies

    κ>2𝒱an𝒪(n2n)𝒱|θi(t)|<π2,i[N].\kappa>\frac{2\|{\mathcal{V}}\|_{\infty}}{a_{n}}\sim\mathcal{O}\left(\frac{\sqrt{n}}{2^{n}}\right)\|\mathcal{V}\|_{\infty}\quad\Longrightarrow\quad|\theta_{i}(t)|<\frac{\pi}{2},\quad\forall i\in[N].

    Once there exists an invariant set, then Θ(t)\Theta(t) is bounded.

  2. (2)

    As in Theorem 4.1, once oscillators are trapped in the invariant set [αn,αn][-\alpha_{n},\alpha_{n}], they will be attracted to the set [αn,αn][-\alpha^{*}_{n},\alpha^{*}_{n}] in a finite time.

5. Emergence of locking

In this section, we study the emergence of phase locking for a Winfree ensemble with the same natural frequency. Here we mainly follow the methodology in [15] and carefully extend it to the case with higher-order couplings.

Let Θ=Θ(t)\Theta=\Theta(t) be a global solution to (1.2)–(1.3). Then, for t0t\geq 0, we set time-dependent extremal indices Mt,mtM_{t},~{}m_{t} and functionals A(t),R(t)A(t),R(t):

{Mt:=argmaxiθi(t),mt:=argminiθi(t),A(t):=θMt(t)+θmt(t)2,R(t):=θMt(t)θmt(t)2.\begin{cases}\displaystyle M_{t}:=\text{argmax}_{i}\theta_{i}(t),\quad m_{t}:=\text{argmin}_{i}\theta_{i}(t),\\ \displaystyle A(t):=\frac{\theta_{M_{t}}(t)+\theta_{m_{t}}(t)}{2},\quad R(t):=\frac{\theta_{M_{t}}(t)-\theta_{m_{t}}(t)}{2}.\end{cases}

Throughout this section, we assume that all oscillators have the same natural frequency:

νi=ν,i[N].\nu_{i}=\nu,\quad\forall~{}i\in[N].

This condition can be loosen as one can check results in [15] with non-identical natural frequencies.

First, from the identical natural frequencies and the uniqueness of solutions, the order of oscillators does not change over time:

θi0θj0,θi(t)θj(t),t0.\theta^{0}_{i}\leq\theta_{j}^{0},\quad\Longrightarrow\quad\theta_{i}(t)\leq\theta_{j}(t),\quad\forall~{}t\geq 0.

Therefore, maximal and minimal oscillators θM\theta_{M} and θm\theta_{m} are determined by that of initial phase oscillators. In the sequel, we consider the situation in which all oscillators are confined in a half circle geometrically:

|θM(t)θm(t)|<π,|\theta_{M}(t)-\theta_{m}(t)|<\pi,

so that

R(t)<π2.R(t)<\frac{\pi}{2}.

Of course, this a priori condition will be justified later. Moreover, we also consider a sufficient condition to make sure the strict increment of A(t)A(t). Once the functional AA is strictly increasing, there exist an increasing sequence of times {tl±}\{t_{l}^{\pm}\} such that

A(tl)=2lππ2,A(tl+)=2lπ+π2,ł.A(t_{l}^{-})=2l\pi-\frac{\pi}{2},\quad A(t_{l}^{+})=2l\pi+\frac{\pi}{2},\quad\l\in\mathbb{Z}.

Without loss of generality, we set NN_{*} to be the smallest positive integer satisfying the following relation:

(5.1) 0tN<tN+<tN+1<tN+1+<.0\leq t_{N_{*}}^{-}<t_{N_{*}}^{+}<t_{N_{*}+1}^{-}<t_{N_{*}+1}^{+}<\cdots.

Then, the value tN1+t_{N_{*}-1}^{+} can be positive or negative, but tN10t_{N_{*}-1}^{-}\leq 0.

Refer to caption
(a) Temporal evolution of AtA_{t}
Refer to caption
(b) Temporal evolution of RtR_{t}
Figure 3. Schematic diagrams of AtA_{t} and RtR_{t} under the framework of Theorem 5.1

5.1. Preparatory lemmas

In what follows, we present a series of basic estimates on AA and RR.

Lemma 5.1.

Suppose that system parameters satisfy

(5.2) νi=ν>0,i[N]and0<κ<ν2nan,\nu_{i}=\nu>0,~{}\forall~{}i\in[N]\quad\mbox{and}\quad 0<\kappa<\frac{\nu}{2^{n}a_{n}},

and let Θ=(θ1,,θN)\Theta=(\theta_{1},\cdots,\theta_{N}) be a global solution to (1.2)–(1.3). Then, functionals AA and RR satisfy the following three assertions:

  1. (1)

    A(t)A(t) is strictly increasing over time.

  2. (2)

    If t(tl,tl+)t\in(t_{l}^{-},t_{l}^{+}) and 0<R(t)π/20<R(t)\leq{\pi}/2, then RR is strictly decreasing over time.

  3. (3)

    If t(tl+,tl+1)t\in(t_{l}^{+},t_{l+1}^{-}) and 0<R(t)π/20<R(t)\leq{\pi}/2, then RR is strictly increasing over time.

Proof.

(i) We use the explicit form of SS in (1.3)2\eqref{A-2}_{2}:

θi˙=ν+κNj=1NS(θi)In(θj)=νκNj=1NsinθiIn(θj),i[N].\dot{\theta_{i}}=\nu+\frac{\kappa}{N}\sum_{j=1}^{N}S(\theta_{i})I_{n}(\theta_{j})=\nu-\frac{\kappa}{N}\sum_{j=1}^{N}\sin\theta_{i}I_{n}(\theta_{j}),\quad i\in[N].

Then, with (5.2)2\eqref{E-2}_{2}, we get the desired increasing property of AA:

(5.3) A˙=12(θ˙M+θ˙m)=νκ2N(sin(θM)+sin(θm))j=1NIn(θj)=νκIn,csinAcosRνκ2nan>0.\displaystyle\begin{aligned} \dot{A}&=\frac{1}{2}(\dot{\theta}_{M}+\dot{\theta}_{m})=\nu-\frac{\kappa}{2N}(\sin(\theta_{M})+\sin(\theta_{m}))\sum_{j=1}^{N}I_{n}(\theta_{j})\\ &=\nu-\kappa I_{n,c}\sin A\cos R\geq\nu-\kappa 2^{n}a_{n}>0.\end{aligned}

Here we used simplified notation In,c:=j=1NIn(θj)I_{n,c}:=\sum_{j=1}^{N}I_{n}(\theta_{j}) and InL2nan\|I_{n}\|_{L^{\infty}}\leq 2^{n}a_{n} from (3.5).

(ii) and (iii): From the definition of R(t)R(t), one has

(5.4) R˙(t)=12(θ˙M(t)θ˙m(t))=(κ2Nj=1NIn(θj(t)))(S(θM(t))S(θm(t)))=κIn,c(t)cosA(t)sinR(t).\displaystyle\begin{aligned} \dot{R}(t)&=\frac{1}{2}(\dot{\theta}_{M}(t)-\dot{\theta}_{m}(t))=\left(\frac{\kappa}{2N}\sum_{j=1}^{N}I_{n}(\theta_{j}(t))\right)(S(\theta_{M}(t))-S(\theta_{m}(t)))\\ &=-\kappa I_{n,c}(t)\cos A(t)\sin R(t).\end{aligned}

If t(tl,tl+)t\in(t_{l}^{-},t_{l}^{+}) and 0<R(t)π/20<R(t)\leq{\pi}/2, we have

cosA(t)>0andsinR(t)>0.\cos A(t)>0\quad\mbox{and}\quad\sin R(t)>0.

Then, (5.4) implies

R˙(t)<0,i.e.,R is strictly decreasing over time.\dot{R}(t)<0,\quad\mbox{i.e.,}\quad\mbox{$R$ is strictly decreasing over time}.

The remaining case, t(tl+,tl+1)t\in(t_{l}^{+},t_{l+1}^{-}) and 0<R(t)π/20<R(t)\leq{\pi}/2, can be treated similarly. ∎

Note that Lemma 5.1 allows us to differentiate RR with respect to AA. For a given α>0\alpha>0, we define functionals L1(A)L_{1}(A) and L2(A)L_{2}(A):

{L1(A):=κcosAνκ2nan(αan2n1(2n1n)n1+In(A)),L2(A):=κcosAν+κ2nan(αan2n1(2n1n)n1In(A)).\displaystyle\begin{cases}\displaystyle L_{1}(A):=\frac{-\kappa\cos A}{\nu-\kappa 2^{n}a_{n}}\left(\alpha a_{n}\sqrt{2n-1}\left(\frac{2n-1}{n}\right)^{n-1}+I_{n}(A)\right),\\ \displaystyle L_{2}(A):=\frac{\kappa\cos A}{\nu+\kappa 2^{n}a_{n}}\left(\alpha a_{n}\sqrt{2n-1}\left(\frac{2n-1}{n}\right)^{n-1}-I_{n}(A)\right).\end{cases}
Lemma 5.2.

Suppose that parameters satisfy

νi=ν>0,i[N],lN,α(0,π/2],0<κ<ν2nan,\nu_{i}=\nu>0,~{}\forall~{}i\in[N],\quad l\geq N_{*},\quad\alpha\in(0,\pi/2],\quad 0<\kappa<\frac{\nu}{2^{n}a_{n}},

and let Θ=(θ1,,θN)\Theta=(\theta_{1},\cdots,\theta_{N}) be a global solution to (1.2)–(1.3). Then, the following assertions hold.

  1. (1)

    If t(tl,tl+)t\in(t_{l}^{-},t_{l}^{+}) and 0<R(t)α0<R(t)\leq\alpha, then we have

    L1(A)1sinRdRdAL2(A).L_{1}(A)\leq\frac{1}{\sin R}\frac{dR}{dA}\leq L_{2}(A).
  2. (2)

    If t(tl+,tl+1)t\in(t_{l}^{+},t_{l+1}^{-}) and 0<R(t)α0<R(t)\leq\alpha, then we have

    L2(A)1sinRdRdAL1(A).L_{2}(A)\leq\frac{1}{\sin R}\frac{dR}{dA}\leq L_{1}(A).
Proof.

It follows from (5.3) and (5.4) that

A˙=νκIn,csinAcosRandR˙=κIn,ccosAsinR.\dot{A}=\nu-\kappa I_{n,c}\sin A\cos R\quad\text{and}\quad\dot{R}=-\kappa I_{n,c}\cos A\sin R.

These yield

(5.5) 1sinRdRdA=κIn,ccosAνκIn,csinAcosR.\frac{1}{\sin R}\frac{dR}{dA}=\frac{-\kappa I_{n,c}\cos A}{\nu-\kappa I_{n,c}\sin A\cos R}.

Note that sinR\sin R is always positive since we assumed R(t)(0,π/2]R(t)\in(0,\pi/2].

(i) Suppose that t(tl,tl+)t\in(t_{l}^{-},t_{l}^{+}) and 0<R(t)α0<R(t)\leq\alpha. Then, we have

2lππ2<A(t)<2lπ+π2,i.e.,cosA>0.2l\pi-\frac{\pi}{2}<A(t)<2l\pi+\frac{\pi}{2},\quad\mbox{i.e.,}\quad\cos A>0.

It follows from |In,c|2nan|I_{n,c}|\leq 2^{n}a_{n} that

(5.6) 0<νκ2nan<νκIn,csinAcosR<ν+κ2nan.0<\nu-\kappa 2^{n}a_{n}<\nu-\kappa I_{n,c}\sin A\cos R<\nu+\kappa 2^{n}a_{n}.

Next, we estimate the average influence In,cI_{n,c} with In(A)I_{n}(A). First, note that

|In(θj)In(A)|In|θjA|an2n1(2n1n)n1|θjA|.|I_{n}(\theta_{j})-I_{n}(A)|\leq\|I_{n}^{\prime}\|_{\infty}|\theta_{j}-A|\leq a_{n}\sqrt{2n-1}\left(\frac{2n-1}{n}\right)^{n-1}|\theta_{j}-A|.

Under the assumption 0<R(t)α0<R(t)\leq\alpha, the above estimate and

|θjA|12(|θjθM|+|θjθm|)R(t)|\theta_{j}-A|\leq\frac{1}{2}\Big{(}|\theta_{j}-\theta_{M}|+|\theta_{j}-\theta_{m}|\Big{)}\leq R(t)

induces the estimation:

(5.7) |In,c(Θ)In(A)|1Nj=1N|In(θj)In(A)|an2n1(2n1n)n1R(t)αan2n1(2n1n)n1.\displaystyle\begin{aligned} |I_{n,c}(\Theta)-I_{n}(A)|&\leq\frac{1}{N}\sum_{j=1}^{N}|I_{n}(\theta_{j})-I_{n}(A)|\leq a_{n}\sqrt{2n-1}\left(\frac{2n-1}{n}\right)^{n-1}R(t)\\ &\leq\alpha a_{n}\sqrt{2n-1}\left(\frac{2n-1}{n}\right)^{n-1}.\end{aligned}

In (5.5), we combine (5.6) and (5.7) to find

L1(A)1sinRdRdAL2(A).L_{1}(A)\leq\frac{1}{\sin R}\frac{dR}{dA}\leq L_{2}(A).

(ii) Suppose that t(tl,tl+1+)t\in(t_{l}^{-},t_{l+1}^{+}) and 0<R(t)α0<R(t)\leq\alpha. Then, we have

2lπ+π2<A(t)<2(l+1)ππ2,i.e.,cosA<0.2l\pi+\frac{\pi}{2}<A(t)<2(l+1)\pi-\frac{\pi}{2},\quad\mbox{i.e.,}\quad\cos A<0.

Therefore, the opposite inequalities hold due to the sign of cosA\cos A. ∎

Next, we show that the functional R(t)R(t) is bounded. In fact, for identical ensemble, we may eventually prove that R(t)R(t) goes to zero as tt\to\infty. Since the case for n=1n=1 was already studied in [15], we assume n2n\geq 2. Lemma 5.1 shows that R(t)R(t) increases for t(tl+,tl+1)t\in(t_{l}^{+},t_{l+1}^{-}) and decreases for t(tl,tl+)t\in(t_{l}^{-},t_{l}^{+}). From Lemma 5.2, we need to estimate, first, how small R(t)R(t) increases by measuring the integral of L2(A)L_{2}(A), second, how deeply R(t)R(t) decreases from the integral of L1(A)L_{1}(A). This comparison needs the following computation.

Lemma 5.3.

For n2n\geq 2, the following estimates hold.

(5.8) (i)π23π2(cosA)cos2nA2dA12n1.(ii)π2π2cosAcos2nA2dAnn+1π+22nan𝒪(1n).(iii)π23π2(cosA)cos2nA2dA=π2π2cosAcos2nA2dAπ2nan2nn+1.\displaystyle\begin{aligned} &(i)~{}\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA\leq\frac{1}{2^{n-1}}.\\ &(ii)~{}\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA\geq\frac{n}{n+1}\frac{\pi+2}{{\color[rgb]{0,0,0}2^{n}}a_{n}}\sim{\mathcal{O}}\left(\frac{1}{\sqrt{n}}\right).\\ &(iii)~{}\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA{\color[rgb]{0,0,0}=\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA-\frac{\pi}{2^{n}a_{n}}\frac{2n}{n+1}}.\end{aligned}
Proof.

(i) The first estimation is from the maximal value of cos2nA2\cos^{2n}\frac{A}{2}:

π23π2(cosA)cos2nA2dA\displaystyle\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA π23π2(cosA)12n𝑑A=12n1.\displaystyle\leq\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\frac{1}{2^{n}}dA=\frac{1}{2^{n-1}}.

(ii) For any n2n\geq 2, we use a well-known trigonometric formula

cosnθdθ=1ncosn1θsinθ+n1ncosn2θdθ\int\cos^{n}\theta d\theta=\frac{1}{n}\cos^{n-1}\theta\sin\theta+\frac{n-1}{n}\int\cos^{n-2}\theta d\theta

recursively to see

(5.9) π4π4cos2nθdθ=1n(cos2n1π4sinπ4)+2n12nπ4π4cos2n2θdθ=1n(12)n+k=1n1[(2n1)(2n3)(2n(2k1)))(2n)(2n2)(2n(2k2)))1nk(12)nk]+(2n1)(2n3)(2n(2n1))(2n)(2n2)(2n(2n2))π4π4cos0θdθ,=1n(12)n+k=1n1[(2n1)(2n3)(2n(2k1)))(2n)(2n2)(2n(2k2)))1nk(12)nk]+π2n+1an.\displaystyle\begin{aligned} &\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n}\theta d\theta=\frac{1}{n}\left(\cos^{2n-1}\frac{\pi}{4}\sin\frac{\pi}{4}\right)+\frac{2n-1}{2n}\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n-2}\theta d\theta\\ &\hskip 5.69046pt=\frac{1}{n}\left(\frac{1}{2}\right)^{n}+\sum_{k=1}^{n-1}\Big{[}\frac{(2n-1)(2n-3)\cdots(2n-(2k-1)))}{(2n)(2n-2)\cdots(2n-(2k-2)))}\cdot\frac{1}{n-k}\left(\frac{1}{2}\right)^{n-k}\Big{]}\\ &\hskip 5.69046pt+\frac{(2n-1)(2n-3)\cdots(2n-(2n-1))}{(2n)(2n-2)\cdots(2n-(2n-2))}\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{0}\theta d\theta,\\ &\hskip 5.69046pt=\frac{1}{n}\left(\frac{1}{2}\right)^{n}+\sum_{k=1}^{n-1}\Big{[}\frac{(2n-1)(2n-3)\cdots(2n-(2k-1)))}{(2n)(2n-2)\cdots(2n-(2k-2)))}\cdot\frac{1}{n-k}\left(\frac{1}{2}\right)^{n-k}\Big{]}+\frac{\pi}{2^{n+1}a_{n}}.\end{aligned}

Note that

π2π2cosAcos2nA2dA=π2π2(2cos2θ21)(cos2nθ2)𝑑θ=2π4π4(2cos2θ1)(cos2nθ)𝑑θ=4π4π4cos2n+2θ2π4π4cos2nθdθ.\displaystyle\begin{aligned} &\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA=\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\left(2\cos^{2}\frac{\theta}{2}-1\right)\left(\cos^{2n}\frac{\theta}{2}\right)d\theta\\ &\hskip 28.45274pt=2\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}(2\cos^{2}\theta-1)(\cos^{2n}\theta)d\theta=4\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n+2}\theta-2\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n}\theta d\theta.\end{aligned}

On the other hand, we use (LABEL:E-5) to find

π2π2cosAcos2nA2dA=4π4π4cos2n+2θdθ2π4π4cos2nθdθ=4[1n+1(12)n+1+k=1n(2n+1)(2n1)(2n2k+3)(2n+2)(2n)(2n2k+4)1n+1k(12)n+1k+π2n+2an+1]2[1n(12)n+k=1n1(2n1)(2n3)(2n(2k1))(2n)(2n2)(2n(2k2))1nk(12)nk+π2n+1an]=(12)n[2n+12n+2n+12n+24n]+π2nan[2n+1n+11]+k=1n1[42n+12n+22](2n1)(2n3)(2(k+1)1)(2n)(2n2)(2(k+1))1k(12)k=(12)n[4n+1]+π2nan[nn+1]+k=1n1[2nn+1](2n1)(2n3)(2(k+1)1)(2n)(2n2)(2(k+1))1k(12)k.\displaystyle\begin{aligned} &\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA=4\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n+2}\theta d\theta-2\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\cos^{2n}\theta d\theta\\ &\hskip 5.69046pt=4\left[\frac{1}{n+1}\left(\frac{1}{2}\right)^{n+1}+\sum_{k=1}^{n}\frac{(2n+1)(2n-1)\cdots(2n-2k+3)}{(2n+2)(2n)\cdots(2n-2k+4)}\cdot\frac{1}{n+1-k}\left(\frac{1}{2}\right)^{n+1-k}+\frac{\pi}{2^{n+2}a_{n+1}}\right]\\ &\hskip 5.69046pt\quad-2\left[\frac{1}{n}\left(\frac{1}{2}\right)^{n}+\sum_{k=1}^{n-1}\frac{(2n-1)(2n-3)\cdots(2n-(2k-1))}{(2n)(2n-2)\cdots(2n-(2k-2))}\cdot\frac{1}{n-k}\left(\frac{1}{2}\right)^{n-k}+\frac{\pi}{2^{n+1}a_{n}}\right]\\ &\hskip 5.69046pt=\left(\frac{1}{2}\right)^{n}\left[\frac{2}{n+1}-\frac{2}{n}+\frac{2n+1}{2n+2}\cdot\frac{4}{n}\right]+\frac{\pi}{2^{n}a_{n}}\left[\frac{2n+1}{n+1}-1\right]\\ &\hskip 5.69046pt\quad+\sum_{k=1}^{n-1}\left[4\cdot\frac{2n+1}{2n+2}-2\right]\frac{(2n-1)(2n-3)\cdots(2(k+1)-1)}{(2n)(2n-2)\cdots(2(k+1))}\cdot\frac{1}{k}\left(\frac{1}{2}\right)^{k}\\ &\hskip 5.69046pt=\left(\frac{1}{2}\right)^{n}\left[\frac{4}{n+1}\right]+\frac{\pi}{2^{n}a_{n}}\left[\frac{n}{n+1}\right]+\sum_{k=1}^{n-1}\left[\frac{2n}{n+1}\right]\frac{(2n-1)(2n-3)\cdots(2(k+1)-1)}{(2n)(2n-2)\cdots(2(k+1))}\cdot\frac{1}{k}\left(\frac{1}{2}\right)^{k}.\\ \end{aligned}

where we used the relation:

π2nan+1=2π2nan(2n+12n+2).\frac{\pi}{2^{n}a_{n+1}}=\frac{2\pi}{2^{n}a_{n}}\Big{(}\frac{2n+1}{2n+2}\Big{)}.

By selecting the second term and the third term with k=1k=1, we get a lower bound of the integration:

π2π2cosAcos2nA2dAnn+1π2nan+2nn+122nan12=nn+1π+22nan.\displaystyle\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA\geq\frac{n}{n+1}\frac{\pi}{2^{n}a_{n}}+\frac{2n}{n+1}\frac{2}{2^{n}a_{n}}\frac{1}{2}=\frac{n}{n+1}\frac{\pi+2}{2^{n}a_{n}}.

(iii)  For an integer n2n\geq 2, we use

sinnθdθ=1nsinn1θcosθ+n1nsinn2θdθ\int\sin^{n}\theta d\theta=-\frac{1}{n}\sin^{n-1}\theta\cos\theta+\frac{n-1}{n}\int\sin^{n-2}\theta d\theta

to see

π4π4sin2nθdθ=1n(12)nk=1n1(2n1)(2(k+1)1)(2n)(2(k+1))1k(12)k+(2n1)1(2n)2π2.\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\sin^{2n}\theta d\theta=-\frac{1}{n}\left(\frac{1}{2}\right)^{n}-\sum_{k=1}^{n-1}\frac{(2n-1)\cdots(2(k+1)-1)}{(2n)\cdots(2(k+1))}\cdot\frac{1}{k}\left(\frac{1}{2}\right)^{k}+\frac{(2n-1)\cdots 1}{(2n)\cdots 2}\cdot\frac{\pi}{2}.

Hence, we have

π23π2cosAcos2nA2dA=2π4π4sin2nθdθ4π4π4sin2n+2θdθ=(12)n4n+1π2nannn+1+k=1n12nn+1(2n1)(2(k+1)1)(2n)(2(k+1))1k(12)k,\displaystyle\begin{aligned} \int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}-\cos&A\cos^{2n}\frac{A}{2}dA=2\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\sin^{2n}\theta d\theta-4\int_{-\frac{\pi}{4}}^{\frac{\pi}{4}}\sin^{2n+2}\theta d\theta\\ &=\left(\frac{1}{2}\right)^{n}\frac{4}{n+1}-\frac{\pi}{2^{n}a_{n}}\frac{n}{n+1}+\sum_{k=1}^{n-1}\frac{2n}{n+1}\frac{(2n-1)\cdots(2(k+1)-1)}{(2n)\cdots(2(k+1))}\cdot\frac{1}{k}\left(\frac{1}{2}\right)^{k},\end{aligned}

which deduces the desired estimate by comparing it with the estimate of π2π2cosAcos2nA2dA\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA.

Next, we combine Lemma 5.2 and Lemma 5.3 to derive sufficient conditions on κ\kappa and α\alpha for the boundedness of R(t)R(t).

Lemma 5.4.

Suppose that system parameters satisfy

n2,0<κν2n+1an𝒪(νn)and\displaystyle n\geq 2,\qquad 0<\kappa\leq\frac{\nu}{2^{n+1}a_{n}}\sim{\mathcal{O}}\left(\frac{\nu}{\sqrt{n}}\right)\quad\text{and}
α<(π2n+1annn+112n)12n1(2n2n1)n1𝒪(1n).\displaystyle\alpha<\left(\frac{\pi}{2^{n+1}a_{n}}\frac{n}{n+1}-\frac{1}{2^{n}}\right)\frac{1}{\sqrt{2n-1}}\left(\frac{2n}{2n-1}\right)^{n-1}\sim\mathcal{O}\left(\frac{1}{n}\right).

Let Θ\Theta be a global solution to (1.2)–(1.3) satisfying a priori condition:

sup0t<R(t)α<π2.\sup_{0\leq t<\infty}R(t)\leq\alpha<\frac{\pi}{2}.

Then, the following estimates hold.

(i)π23π2L1(A)𝑑Aα2n1(2n12n)n1+12n1.(ii)π23π21sinRdRdA𝑑Aπ2π2L2(A)𝑑A+π23π2L1(A)𝑑A<0.\displaystyle\begin{aligned} &(i)~{}\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA\leq{\color[rgb]{0,0,0}\alpha\sqrt{2n-1}\left(\frac{2n-1}{2n}\right)^{n-1}}+\frac{1}{2^{n-1}}.\\ &(ii)~{}\int_{-\frac{\pi}{2}}^{\frac{3\pi}{2}}\frac{1}{\sin R}\frac{dR}{dA}dA\leq\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA<0.\end{aligned}
Proof.

(i) We use the integration of cosA\cos A and Lemma 5.3 to find

(5.10) π23π2L1(A)𝑑A=π23π2κcosAνκ2nan[α2nan2n12(2n12n)n1+In(A)]𝑑A=κ2nanνκ2nan[α2n1(2n12n)n1+π23π2(cosA)cos2nA2dA]κ2nanνκ2nan[α2n1(2n12n)n1+12n1],\displaystyle\begin{aligned} \int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA&=\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}\frac{-\kappa\cos A}{\nu-\kappa 2^{n}a_{n}}\Big{[}\alpha 2^{n}a_{n}\frac{\sqrt{2n-1}}{2}\left(\frac{2n-1}{2n}\right)^{n-1}+I_{n}(A)\Big{]}dA\\ &=\frac{\kappa 2^{n}a_{n}}{\nu-\kappa 2^{n}a_{n}}\Big{[}{\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA\Big{]}\\ &\leq\frac{\kappa 2^{n}a_{n}}{\nu-\kappa 2^{n}a_{n}}\Big{[}{\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}+\frac{1}{2^{n-1}}\Big{]},\end{aligned}

where the last inequality is due to (LABEL:E-4) (i) in Lemma 5.3. On the other hand, since the assumption on κ\kappa guarantees

κ2nanνκ2nan1,\frac{\kappa 2^{n}a_{n}}{\nu-\kappa 2^{n}a_{n}}\leq 1,

we have

π23π2L1(A)𝑑Aα2n1(2n12n)n1+12n1.\displaystyle\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA\leq{\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}+\frac{1}{2^{n-1}}.

(ii) We use Lemma 5.2 to get

(5.11) π23π21sinRdRdA𝑑Aπ2π2L2(A)𝑑A+π23π2L1(A)𝑑A.\int_{-\frac{\pi}{2}}^{\frac{3\pi}{2}}\frac{1}{\sin R}\frac{dR}{dA}dA\leq\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA.

Then, the right-hand side of (5.11) becomes

(5.12) π2π2L2(A)𝑑A+π23π2L1(A)𝑑A\displaystyle\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA
=π2π2κcosAν+κ2nan(α2nan2n12(2n12n)n1In(A))𝑑A+π23π2L1(A)𝑑A\displaystyle\quad=\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\frac{\kappa\cos A}{\nu+\kappa 2^{n}a_{n}}\left(\alpha 2^{n}a_{n}\frac{\sqrt{2n-1}}{2}\left(\frac{2n-1}{2n}\right)^{n-1}-I_{n}(A)\right)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA
=κ2nanν+κ2nan(α2n1(2n12n)n1π2π2cosAcos2nA2dA)\displaystyle\quad=\frac{\kappa 2^{n}a_{n}}{\nu+\kappa 2^{n}a_{n}}\left({\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}-\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA\right)
+κ2nanνκ2nan(α2n1(2n12n)n1+π23π2(cosA)cos2nA2dA).\displaystyle\quad\quad+\frac{\kappa 2^{n}a_{n}}{\nu-\kappa 2^{n}a_{n}}\left({\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA\right).

In order to compare two different coefficients, we use the assumption on κ\kappa:

κν2n+1an(hence, κ2nanνκ2nan3κ2nanν+κ2nan).\kappa\leq\frac{\nu}{2^{n+1}a_{n}}~{}\left(\mbox{hence, }~{}\frac{\kappa 2^{n}a_{n}}{\nu-\kappa 2^{n}a_{n}}\leq\frac{3\kappa 2^{n}a_{n}}{\nu+\kappa 2^{n}a_{n}}\right).

Then, the integral (5.12) can be estimated as

π2π2L2(A)𝑑A+π23π2L1(A)𝑑A\displaystyle\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA
κ2nanν+κ2nan[4α2n1(2n12n)n1π2π2cosAcos2nA2dA+3π23π2(cosA)cos2nA2dA].\displaystyle\leq\frac{\kappa 2^{n}a_{n}}{\nu+\kappa 2^{n}a_{n}}\left[{\color[rgb]{0,0,0}4}\alpha\sqrt{2n-1}\left(\frac{2n-1}{2n}\right)^{n-1}-\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\cos A\cos^{2n}\frac{A}{2}dA\right.\left.+3\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA\right].

Next, we erase the second term using (LABEL:E-4)(iii) of Lemma 5.3 and estimate the last term using (LABEL:E-4)(i) to get

π2π2L2(A)𝑑A+π23π2L1(A)𝑑A\displaystyle\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA
=κ2nanν+κ2nan[4α2n1(2n12n)n1π2nan2nn+1+2π23π2(cosA)cos2nA2dA]\displaystyle\quad=\frac{\kappa 2^{n}a_{n}}{\nu+\kappa 2^{n}a_{n}}\left[4\alpha\sqrt{2n-1}\left(\frac{2n-1}{2n}\right)^{n-1}-\frac{\pi}{2^{n}a_{n}}\frac{2n}{n+1}+2\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}(-\cos A)\cos^{2n}\frac{A}{2}dA\right]
<κ2nanν+κ2nan[4α2n1(2n12n)n12π2nannn+1+12n2].\displaystyle\quad<\frac{\kappa 2^{n}a_{n}}{\nu+\kappa 2^{n}a_{n}}\left[4\alpha\sqrt{2n-1}\left(\frac{2n-1}{2n}\right)^{n-1}-\frac{2\pi}{2^{n}a_{n}}\frac{n}{n+1}+\frac{1}{2^{n-2}}\right].

Therefore, it becomes a negative value if

α<(π2n+1annn+112n)12n1(2n2n1)n1.\alpha<\left(\frac{\pi}{2^{n+1}a_{n}}\frac{n}{n+1}-\frac{1}{2^{n}}\right)\frac{1}{\sqrt{2n-1}}\left(\frac{2n}{2n-1}\right)^{n-1}.

From the bounds of ana_{n} in (3.3) of Remark 3.1, ann/2n1a_{n}\leq\sqrt{n}/2^{n-1}, the right-hand side is always positive for n2n\geq 2. ∎

Next, we define constants C1+,C1,C2+C_{1}^{+},C_{1}^{-},C_{2}^{+}, and C2C_{2}^{-} as follows:

C1+:=2lππ22lπ+π2L1(A)𝑑A,C1:=2lπ+π22lπ+3π2L1(A)𝑑A,C2+:=2lππ22lπ+π2L2(A)𝑑A,C2:=2lπ+π22lπ+3π2L2(A)𝑑A.\displaystyle\begin{aligned} &-C_{1}^{+}:=\int_{2l\pi-\frac{\pi}{2}}^{2l\pi+\frac{\pi}{2}}L_{1}(A)dA,\quad C_{1}^{-}:=\int_{2l\pi+\frac{\pi}{2}}^{2l\pi+\frac{3\pi}{2}}L_{1}(A)dA,\\ &-C_{2}^{+}:=\int_{2l\pi-\frac{\pi}{2}}^{2l\pi+\frac{\pi}{2}}L_{2}(A)dA,\quad C_{2}^{-}:=\int_{2l\pi+\frac{\pi}{2}}^{2l\pi+\frac{3\pi}{2}}L_{2}(A)dA.\end{aligned}
Lemma 5.5.

Suppose that parameters satisfy

n2,l,0<κ<ν2n+1an𝒪(νn),α<(π2n+1annn+112n)12n1(2n2n1)n1𝒪(1n),\displaystyle\begin{aligned} &n\geq 2,\quad l\in\mathbb{Z},\quad 0<\kappa<\frac{\nu}{2^{n+1}a_{n}}\sim{\mathcal{O}}\left(\frac{\nu}{\sqrt{n}}\right),\\ &\alpha<\left(\frac{\pi}{2^{n+1}a_{n}}\frac{n}{n+1}-\frac{1}{2^{n}}\right)\frac{1}{\sqrt{2n-1}}\left(\frac{2n}{2n-1}\right)^{n-1}\sim\mathcal{O}\left(\frac{1}{n}\right),\end{aligned}

and let Θ\Theta be a global solution to (1.2)–(1.3) satisfying a priori condition:

sup0t<R(t)α<π2.\sup_{0\leq t<\infty}R(t)\leq\alpha<\frac{\pi}{2}.

Then, C1+,C1,C2+C_{1}^{+},C_{1}^{-},C_{2}^{+}, and C2C_{2}^{-} are all positive and the following estimates hold:

(i)C1+<lnR(tl+)R(tl)<sinααC2+andsinααC2<lnR(tl+1)R(tl+)<C1,\displaystyle(i)-C_{1}^{+}<\ln\frac{R(t_{l}^{+})}{R(t_{l}^{-})}<-\frac{\sin\alpha}{\alpha}C_{2}^{+}\quad\text{and}\quad\frac{\sin\alpha}{\alpha}C_{2}^{-}<\ln\frac{R(t_{l+1}^{-})}{R(t_{l}^{+})}<C_{1}^{-},
(ii)lnR(tl+1)R(tl)<sinαα(C1C2+)<0andlnR(tl+1+)R(tl+)C1++C2.\displaystyle(ii)\ln\frac{R(t_{l+1}^{-})}{R(t_{l}^{-})}<\frac{\sin\alpha}{\alpha}(C_{1}^{-}-C_{2}^{+})<0\quad\text{and}\quad\ln\frac{R(t_{l+1}^{+})}{R(t_{l}^{+})}\geq-C_{1}^{+}+C_{2}^{-}.
Proof.

The positivity of constants follows similar arguments to the proof of Lemma 5.4 using (5.10) and (5.12) with smallness condition on α\alpha. The proof of remaining estimates needs direct but lengthy calculation from Lemmas 5.2 to 5.4. Since this uses structurally the same argument as in Lemma 3.5 of [15], here we omit it. ∎

From Lemma 5.5, we have the following corollary, of which proof is the same as in Corollary 3.1 of [15].

Corollary 5.1.

Assume the positive parameters l,N,αl,N_{*},\alpha satisfy

lN,α(0,α),sup0t<R(t)α.l\geq N_{*},\quad\alpha\in(0,\alpha^{\infty}),\quad\sup_{0\leq t<\infty}R(t)\leq\alpha.

Then, we have the following estimates:

(i)lnR(tl)R(tN)sinαα(Ω2K)2π|C2+C1||tltN|.\displaystyle(i)~{}~{}\ln\frac{R(t_{l}^{-})}{R(t_{N_{*}}^{-})}\leq-\frac{\sin\alpha}{\alpha}\cdot\frac{(\Omega-2K)}{2\pi}|C_{2}^{+}-C_{1}^{-}|\cdot|t_{l}^{-}-t_{N_{*}}^{-}|.
(ii)lnR(tl+)R(tN+)(Ω+2K)2π|C1+C2||tl+tN+|.\displaystyle(ii)~{}~{}\ln\frac{R(t_{l}^{+})}{R(t_{N_{*}}^{+})}\geq-\frac{(\Omega+2K)}{2\pi}|C_{1}^{+}-C_{2}^{-}|\cdot|t_{l}^{+}-t_{N_{*}}^{+}|.

5.2. Exponential decay of phase diameter

In this subsection, we present our last main result on the exponential decay of RR.

Theorem 5.1.

Suppose that system parameters and initial data satisfy

0<κ<ν2n+1an𝒪(νn),R(0)<αexp[α2n1(2n12n)n112n1],\displaystyle 0<\kappa<\frac{\nu}{2^{n+1}a_{n}}\sim{\mathcal{O}}\left(\frac{\nu}{\sqrt{n}}\right),\quad R(0)<\alpha\exp\Big{[}-{\color[rgb]{0,0,0}\alpha\sqrt{2n-1}}\left(\frac{2n-1}{2n}\right)^{n-1}-\frac{1}{2^{n-1}}\Big{]},
0<α<(π2n+1annn+112n)12n1(2n2n1)n1𝒪(1n),\displaystyle 0<\alpha<\left(\frac{\pi}{2^{n+1}a_{n}}\frac{n}{n+1}-\frac{1}{2^{n}}\right)\frac{1}{\sqrt{2n-1}}\left(\frac{2n}{2n-1}\right)^{n-1}\sim\mathcal{O}\left(\frac{1}{n}\right),

and let Θ(t)\Theta(t) be a global solution to (1.2). Then, there exists positive constants β~i{\tilde{\beta}}_{i} and Λ~i{\tilde{\Lambda}}_{i}, i=1,2i=1,2 such that

β~1eΛ~1tR(0)R(t)β~2eΛ~2tR(0)<α,t0.{\tilde{\beta}}_{1}e^{-{\tilde{\Lambda}}_{1}t}R(0)\leq R(t)\leq{\tilde{\beta}}_{2}e^{-{\tilde{\Lambda}}_{2}t}R(0)<\alpha,\quad t\geq 0.
Proof.

Firstly, we will show

R(t)<α,t0.R(t)<\alpha,\quad\forall t\geq 0.

Before we start, let NN_{*} be the positive integer defined by (5.1), where tN>0t_{N_{*}}^{-}>0 and tN10t_{N_{*}-1}^{-}\leq 0 by definition. Define a set

𝒯:={T0:R(t)<α,t[0,T]}\mathcal{T}:=\{T\geq 0:R(t)<\alpha,\quad\forall t\in[0,T]\}

and let T:=sup𝒯T^{*}:=\sup\mathcal{T}. Since 0𝒯0\in\mathcal{T}, TT^{*} is a positive number. What we have to show is equivalent to T=T^{*}=\infty. Let us use the contradiction argument. Suppose T<T^{*}<\infty, which means R(T)=αR(T^{*})=\alpha. We begin with showing TtNT^{*}\geq t_{N_{*}}^{-}. We consider two cases with the assumption

T(0,tN).T^{*}\in(0,t_{N_{*}}^{-}).

\bullet Case A (tN1+0t_{N_{*}-1}^{+}\leq 0): Since A(0)0A(0)\leq 0 and L1(A)0L_{1}(A)\geq 0, we have

1sinR(t)dRdAL1(A(t)),t[0,tN].\frac{1}{\sin R(t)}\frac{dR}{dA}\leq L_{1}(A(t)),\quad\forall t\in[0,t_{N_{*}}^{-}].

So, one has

(5.13) A(0)A(T)1sinR(t)dRdA𝑑AA(0)A(T)Ł1(A(t))𝑑AA(tN1+)A(tN)L1(A(t))𝑑A=3π2π2L1(A(t))𝑑A=C1,\displaystyle\begin{aligned} \int_{A(0)}^{A(T^{*})}\frac{1}{\sin R(t)}\frac{dR}{dA}dA&\leq\int_{A(0)}^{A(T^{*})}\L_{1}(A(t))dA\\ &\leq\int_{A(t_{N_{*}-1}^{+})}^{A(t_{N_{*}}^{-})}L_{1}(A(t))dA=\int_{-\frac{3\pi}{2}}^{-\frac{\pi}{2}}L_{1}(A(t))dA=C_{1}^{-},\end{aligned}

where we used the fact tN1+0TTNt_{N_{*}-1}^{+}\leq 0\leq T^{*}\leq T_{N_{*}}^{-}. On the other hand, consider a function ff defined by

f(x):=ln(1+cosxsinx),x(0,π2),f(x):=-\ln\left(\frac{1+\cos x}{\sin x}\right),\quad x\in\left(0,\frac{\pi}{2}\right),

hence,

f(x)=1sinx>0.f^{\prime}(x)=\frac{1}{\sin x}>0.

Then, by simple calculations, we get

(5.14) sinyy(f(y)f(x))<lnyx<f(y)f(x).\displaystyle\frac{\sin y}{y}(f(y)-f(x))<\ln\frac{y}{x}<f(y)-f(x).

Back to our story, from (5.13) with (5.14), we can derive

ln(R(T)R(0))<f(R(T))f(R(0))C1,\displaystyle\ln\left(\frac{R(T^{*})}{R(0)}\right)<f(R(T^{*}))-f(R(0))\leq C_{1}^{-},

which implies R(T)R(0)eC1\frac{R(T^{*})}{R(0)}\leq e^{C_{1}^{-}}, that is,

R(T)R(0)eC1R(0)eα2n1(2n12n)n1+12n1<α.R(T^{*})\leq R(0)e^{C_{1}^{-}}\leq R(0)e^{\alpha\sqrt{2n-1}\left(\frac{2n-1}{2n}\right)^{n-1}+\frac{1}{2^{n}-1}}<\alpha.

This is contradictory to the assumption R(T)=αR(T^{*})=\alpha.

\bullet Case B (0tN1+0\leq t_{N_{*}-1}^{+}): Since RR is decreasing on [0,tN1+][0,t_{N_{*}-1}^{+}] and increasing on [tN1+,tN][t_{N_{*}-1}^{+},t_{N_{*}}^{-}],

f(α)f(R(0))\displaystyle f(\alpha)-f(R(0)) =f(R(T))f(R(0))f(R(T))f(R(tN1+)=A(tN1)A(T)1sinRdRdAdA\displaystyle=f(R(T^{*}))-f(R(0))\leq f(R(T^{*}))-f(R(t_{N_{*}-1}^{+})=\int_{A(t_{N_{*}-1})}^{A(T^{*})}\frac{1}{\sin R}\frac{dR}{dA}dA
=2(N1)+π2A(T)1sinRdRdA𝑑A2(N1)+π2A(T)L1(A)𝑑A<3π2π2L1(A)𝑑A,\displaystyle=\int_{2(N_{*}-1)+\frac{\pi}{2}}^{A(T^{*})}\frac{1}{\sin R}\frac{dR}{dA}dA\leq\int_{2(N_{*}-1)+\frac{\pi}{2}}^{A(T^{*})}L_{1}(A)dA<\int_{-\frac{3\pi}{2}}^{-\frac{\pi}{2}}L_{1}(A)dA,

which deduces the same contradiction in Case A.

From the both cases above, we obtained TtNT^{*}\geq t_{N_{*}}^{-}. Since we suppose T<T^{*}<\infty, there exists ll\in\mathbb{N} such that

tlTtl+1.t_{l}^{-}\leq T^{*}\leq t_{l+1}^{-}.

Since R(t)R(t) is decreasing on [tl,tl+][t_{l}^{-},t_{l}^{+}], one has T>tl+T^{*}>t_{l}^{+}, which deduces

f(R(T))f(R(tl))\displaystyle f(R(T^{*}))-f(R(t_{l}^{-})) =[f(R(tl+))f(R(tl))]+[f(R(T))f(R(tl))]\displaystyle=\big{[}f(R(t_{l}^{+}))-f(R(t_{l}^{-}))\big{]}+\big{[}f(R(T^{*}))-f(R(t_{l}^{-}))\big{]}
A(tl)A(tl+)L2(A)𝑑A+A(tl+)A(T)L1(A)𝑑A\displaystyle\leq\int_{A(t_{l}^{-})}^{A(t_{l}^{+})}L_{2}(A)dA+\int_{A(t_{l}^{+})}^{A(T^{*})}L_{1}(A)dA
π2π2L2(A)𝑑A+π23π2L1(A)𝑑A<0.\displaystyle\leq\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}L_{2}(A)dA+\int_{\frac{\pi}{2}}^{\frac{3\pi}{2}}L_{1}(A)dA<0.

From this, we derive the contradiction

R(T)<R(tl)<α.R(T^{*})<R(t_{l}^{-})<\alpha.

Therefore,

R(t)<α,t0.R(t)<\alpha,\quad\forall t\geq 0.

Now, we are ready to complete the proof using the above lemmas. By Lemma 5.5 (ii),

R(t)R(tl),fort[tl,tl+1].R(t)\leq R(t_{l}^{-}),\quad\mbox{for}~{}t\in[t_{l}^{-},t_{l+1}^{-}].

Hence, a new step function gg which is defined as

g(t):=R(tl)t(tl,tl+1],g(t):=R(t_{l}^{-})\quad t\in(t_{l}^{-},t_{l+1}^{-}],

satisfies

R(t)g(t),t0.R(t)\leq g(t),\quad\forall t\geq 0.

Also, one can derive

g(t)g(tl),ttl.g(t)\leq g(t_{l}^{-}),\quad\forall t\geq t_{l}^{-}.

Therefore, for ttN+1t\geq t_{N_{*}+1}^{-},

lnR(t)R(tN)\displaystyle\ln\frac{R(t)}{R(t_{N_{*}}^{-})} lng(t)R(tN)lnR(tN+1)R(tN)\displaystyle\leq\ln\frac{g(t)}{R(t_{N_{*}}^{-})}\leq\ln\frac{R(t_{N_{*}+1}^{-})}{R(t_{N_{*}}^{-})}
sinααΩ2K2π|C2+C1||tN+1tN|\displaystyle\leq-\frac{\sin\alpha}{\alpha}\cdot\frac{\Omega-2K}{2\pi}|C_{2}^{+}-C_{1}^{-}|\cdot|t_{N_{*}+1}^{-}-t_{N_{*}}^{-}|
sinααΩ2K2π|C2+C1|(ttN),\displaystyle\leq-\frac{\sin\alpha}{\alpha}\cdot\frac{\Omega-2K}{2\pi}|C_{2}^{+}-C_{1}^{-}|\cdot(t-t_{N_{*}}^{-}),

which implies the desired result. ∎

6. Numerical simulations

In this section, we provide several numerical simulations and compare them with analytical results in previous sections. For numerical simulations, we use the first-order forward Euler scheme with time-step Δt=102\Delta t=10^{-2}.

6.1. Temporal evolution of phase dynamics

In this subsection, we performed several simulations for the phase dynamics of a single oscillator and coupled oscillators for higher-order couplings to observe dynamical patterns from different order nn. For comparison, we used three different orders and the same other system parameters:

n=1,10,30,(ν,N,κ)=(5,10,1).n=1,10,30,\quad(\nu,N,\kappa)=(5,10,1).

6.1.1. Decoupled oscillator

We first consider the dynamics of single oscillator with ν=5\nu=5:

{θ˙=5(an(1+cosθ)n)sinθ,an=2n(2n2)22n(2n1)1.\displaystyle\begin{cases}\displaystyle\dot{\theta}=5-\Big{(}a_{n}\left(1+\cos\theta\right)^{n}\Big{)}\sin\theta,\\ \displaystyle a_{n}=\frac{2n(2n-2)\cdots 2}{2^{n}(2n-1)\cdots 1}.\end{cases}

In Figure 4, we plotted temporal evolution of modified phases θmo\theta_{mo} and θad\theta_{ad} with a suitable frequency shift:

θmo(t):=θ(t)5t,θad(t):=θ(t)(5+ω)t.\displaystyle\theta_{mo}(t):=\theta(t)-5t,\quad\theta_{ad}(t):=\theta(t)-(5+\omega_{\infty})t.

Here ω\omega_{\infty} is chosen after the simulation to nullify the drift from self-coupling. The spike-like phenomena are emphasized for large nn, where the spike happens near θ(t)=0\theta(t)=0.

Refer to caption
(a) Dynamics of θmo\theta_{mo} for n=1n=1
Refer to caption
(b) θad\theta_{ad} with ω=0.1281\omega_{\infty}=0.1281 and n=1n=1
Refer to caption
(c) Dynamics of θmo\theta_{mo} for n=10n=10
Refer to caption
(d) θad\theta_{ad} with ω=0.0075\omega_{\infty}=0.0075 and n=10n=10
Refer to caption
(e) Dynamics of θmo\theta_{mo} for n=30n=30
Refer to caption
(f) θad\theta_{ad} with ω=0.0474\omega_{\infty}=0.0474 and n=30n=30
Figure 4. Single-oscillator dynamics

6.1.2. Coupled oscillators

Next, we consider the coupled dynamics for ten oscillators (N=10N=10):

(6.1) {θ˙i=5110(anj=110(1+cosθj)n)sinθi,i[10],an=2n(2n2)22n(2n1)1.\begin{cases}\displaystyle\dot{\theta}_{i}=5-\frac{1}{10}\Big{(}a_{n}\sum_{j=1}^{10}(1+\cos\theta_{j})^{n}\Big{)}\sin\theta_{i},\quad i\in[10],\\ \displaystyle a_{n}=\frac{2n(2n-2)\cdots 2}{2^{n}(2n-1)\cdots 1}.\end{cases}

In Figure 5, we use fixed initial data for different nn:

{θi0}i=110={π2,3π4,5π6,7π8,9π10,4π3,6π5,8π7,10π9,12π11}.\{\theta_{i}^{0}\}_{i=1}^{10}=\Big{\{}\frac{\pi}{2},~{}\frac{3\pi}{4},~{}\frac{5\pi}{6},~{}\frac{7\pi}{8},~{}\frac{9\pi}{10},~{}\frac{4\pi}{3},~{}\frac{6\pi}{5},~{}\frac{8\pi}{7},~{}\frac{10\pi}{9},~{}\frac{12\pi}{11}\Big{\}}.

We plotted the dynamics of modified phases θi5t\theta_{i}-5t and phase diameter 𝒟(Θ){\mathcal{D}}(\Theta) over time, where all the numerical simulations tend to the locking state. To observe the effect of interaction terms in (6.1), we plot the following modified phases as in Figure 4 by subtracting the drift from natural frequency ν=5\nu=5:

θi(t)5t,i[10].\theta_{i}(t)-5t,\quad i\in[10].

From the whole simulations, there exist periodic oscillations. In detail, the motion of modified phases gets more accumulated near the spikes (where the oscillators ‘fire’) as nn increases. For n=1n=1, nearly the whole time the modified phases oscillate, while the diameter 𝒟(Θ){\mathcal{D}}(\Theta) shows stair-like plunges when n=10n=10 or 3030. It suggests that the model acts more like a pulse-coupled dynamics as nn gets larger.

Refer to caption
(a) Dynamics of θi5t\theta_{i}-5t for n=1n=1
Refer to caption
(b) Dynamics of 𝒟(Θ){\mathcal{D}}(\Theta) for n=1n=1
Refer to caption
(c) Dynamics of θi5t\theta_{i}-5t for n=10n=10
Refer to caption
(d) Dynamics of 𝒟(Θ){\mathcal{D}}(\Theta) for n=10n=10
Refer to caption
(e) Dynamics of θi5t\theta_{i}-5t for n=30n=30
Refer to caption
(f) Dynamics of 𝒟(Θ){\mathcal{D}}(\Theta) for n=30n=30
Figure 5. Coupled phase dynamics

6.2. Critical coupling strength

In Sections 3 to 5, we have provided sufficient conditions on the coupling strength for incoherence, partial locking, locking and death. In the sequel, we numerically study missing ranges of coupling strength between these collective behaviors.

More precisely, we study “empirical critical coupling strengths” κd,κp\kappa_{d},\kappa_{p} and κi\kappa_{i} which correspond to the threshold values of coupling strength from death to phase-locking, from phase-locking to partial locking and from partial-locking to incoherence, respectively. For numerical values for κd\kappa_{d}, κp\kappa_{p} and κi\kappa_{i} depending on nn, we choose the fixed initial data with N=10N=10 for each scenario.

Firstly, we consider two scenarios with the nonidentical oscillators which corresponds to the situation in Section 3 and Section 4. Here we use uniformly distributed natural frequencies

{ν1,ν2,,ν10}={5.4,5.8,,9.0}\{\nu_{1},\nu_{2},\cdots,\nu_{10}\}=\{5.4,5.8,\cdots,9.0\}

to distinguish the partial locking and locking significantly. The initial data are (uniformly) randomly chosen, one in a half circle and the other in the whole unit circle.

Figure 6 shows the phase diagram with different coupling strength κ\kappa and order nn. The asymptotic behaviors are labeled by observing the state at t=500t=500 (with Δt=0.01\Delta t=0.01) and marked with different colors. These simulations are done for each nn from n=1n=1 to n=30n=30 and each κ\kappa from 0 to 88 with step size Δκ=0.05\Delta\kappa=0.05.

One can observe that the asymptotic states depend on the initial data and κd\kappa_{d} can not be said increasing or decreasing easily. We cannot directly apply the result of Section 4 since κd,n\kappa_{d,n} is too large to compare to the value in the numeric phase diagram. However, the tendency along nn seems similar in the diagram while we expect κd𝒪(1)\kappa_{d}\sim{\mathcal{O}}(1). On the other hand, κi\kappa_{i} decays with the rate next to 𝒪(1n)\mathcal{O}\left(\frac{1}{\sqrt{n}}\right), whose order was given in Section 3. Overall, the numerical simulations shows similar tendency with respect to order nn to analytical results in Sections 3 and 4.

Secondly, we also consider two scenarios with the identical oscillators (See Figure 7), ν=5\nu=5, corresponding to Section 5 using following settings:

t[0,500]withΔt=0.01,n=1,,100,Δκ=0.01.t\in[0,500]~{}~{}\mbox{with}~{}~{}\Delta t=0.01,\quad n=1,\cdots,100,\quad\Delta\kappa=0.01.

Figure 7(A) shows the critical coupling κd\kappa_{d} for the initial data in a half circle. For the identical oscillators, the dynamics only show locking or death since the whole ensemble will follow the common frequency without help of coupling interactions. The other one, Figure 7(B), is for the initial data which satisfies the condition in Theorem 5.1 for all nn with α=3π/64\alpha=3\pi/64, hence, Θ(0)B(π/200)\Theta(0)\in B(\pi/200). Since these cases start with accumulated phases, one can expect that collective behaviors are much easier to emerge. Figure 7 shows that, however, the empirical critical couplings strengths do not much depend on the initial data. As our estimate in Theorem 5.1, κd\kappa_{d} shows the monotone decrement in nn with a quite similar decaying rate that we analyze, 𝒪(1n)\mathcal{O}\left(\frac{1}{\sqrt{n}}\right).

Therefore, we expect that our sufficient conditions on the coupling strength have the right growth rate with respect to order nn.

Refer to caption
(a) Θ(0)B(π2)\Theta(0)\in B\left(\frac{\pi}{2}\right)
Refer to caption
(b) Θ(0)B(π200)\Theta(0)\in B\left(\frac{\pi}{200}\right)
Figure 6. Phase diagram with nonidentical oscillators
Refer to caption
(a) Θ(0)B(π2)\Theta(0)\in B\left(\frac{\pi}{2}\right)
Refer to caption
(b) Θ(0)<B(π200)\Theta(0)<B\left(\frac{\pi}{200}\right)
Figure 7. Identical Oscillator

7. Conclusion

In this paper, we have provided several sufficient frameworks for the emergent dynamics of the Winfree model with higher-order couplings. Rigorous study on the pulse-coupled synchronous dynamics is very rare compared to the phase-coupled models such as the Kuramoto model and the Winfree model. As a first step toward the mathematical analysis of pulse-coupled models, we adopted the Winfree model with higher order trigonometric couplings, and study its emergent dynamics with respect to the order of couplings nn. As the order nn increases, the influence function approaches to the constant multiple of Dirac mass. From the estimate on phase diameters, we analyzed how the order nn of influence function affects the emergence of various types of collective modes. Of course, our proposed frameworks are only sufficient ones, and they certainly not optimal at all. It would be interesting to derive more refined and optimal coupling strengths between the transitions between collective modes:

Incoherence \quad\Longrightarrow\quad locking \quad\Longrightarrow\quad death.

On the other hand, compared to the numerical simulations in previous section, our coupling strength condition from Theorem 3.1 to Theorem 5.1 only work for restricted initial data, not for general one as in Figure 6(A) or 7(A). From these simulations, one may expect that the same asymptotic behavior emerges under a similar range of coupling strength κ\kappa. We leave them as a future work.

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