This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

The Sakaguchi-Kuramoto model in presence of asymmetric interactions that break phase-shift symmetry

M. Manoranjani Centre for Nonlinear Science and Engineering, School of Electrical and Electronics Engineering, SASTRA Deemed University, Thanjavur 613 401, India    Shamik Gupta Department of Physics, Ramakrishna Mission Vivekananda Educational and Research Institute, Belur Math, Howrah 711202, India Quantitative Life Sciences Section, ICTP - The Abdus Salam International Centre for Theoretical Physics, Strada Costiera 11, 34151 Trieste, Italy
   V. K. Chandrasekar Centre for Nonlinear Science and Engineering, School of Electrical and Electronics Engineering, SASTRA Deemed University, Thanjavur 613 401, India [email protected]
Abstract

The celebrated Kuramoto model provides an analytically tractable framework to study spontaneous collective synchronization and comprises globally coupled limit-cycle oscillators interacting symmetrically with one another. The Sakaguchi-Kuramoto model is a generalization of the basic model that considers the presence of a phase-lag parameter in the interaction, thereby making it asymmetric between oscillator pairs. Here, we consider a further generalization, by adding an interaction that breaks the phase-shift symmetry of the model. The highlight of our study is the unveiling of a very rich bifurcation diagram comprising of both oscillatory and non-oscillatory synchronized states as well as an incoherent state: There are regions of two-state as well as an interesting and hitherto unexplored three-state coexistence arising from asymmetric interactions in our model.

preprint: AIP/123-QED

The Kuramoto model serves as a paradigm to study spontaneous synchronization, the phenomenon of synchronization among the phases of a macroscopic number of interacting limit-cycle oscillators of distributed frequencies. In the original model, the interaction is invariant with respect to arbitrary but equal shift of all the phases in the system (phase-shift symmetry), leading to either an unsynchronized/incoherent state or a synchronized state at long times. A previous study that considered explicit breaking of the phase-shift symmetry in the Kuramoto model revealed emergence of several interesting states such as an oscillatory (OS) state and a synchronized oscillatory death (OD) state, in addition to the incoherent (IC) state, so that phase-shift-symmetry-breaking interaction may be concluded to affect significantly the bifurcation diagram of the original Kuramoto model. In this work, we consider further implications of such symmetry-breaking interactions in a variant of the Kuramoto model, the so-called Sakaguchi-Kuramoto model in which the interaction between any pair of oscillators has unlike the Kuramoto model an explicit asymmetry. Our model is a variant of the celebrated Winfree model of coupled oscillators. Introducing a phase-shift-symmetry-breaking interaction in the Sakaguchi-Kuramoto model is found to significantly modify its bifurcation diagram and in particular result in the emergence of a very peculiar three-state-coexistence region between the OD-OS-IC, which we believe is new to the literature on Kuramoto and Sakaguchi-Kuramoto models. Our results are based on numerical integration of the dynamical equations as well as an exact analysis of the dynamics by invoking the so-called Ott-Antonsen ansatz that allows to derive a reduced set of time-evolution equations for the order parameter.

I Introduction

The fundamental paradigm of the Kuramoto model Kuramoto:1984 ; Strogatz:2000 ; Acebron:2005 ; Gupta:2014 ; Gupta:2018 has been widely employed over the years in studying collective behavior of interacting stable limit-cycle oscillators. The model has been particularly successful in explaining spontaneous collective synchronization, a phenomenon exhibited by large ensembles of coupled oscillators and encountered across disciplines, e.g., in physics, biology, chemistry, ecology, electrical engineering, neuroscience, and sociology Pikovsky:2001 . Examples of collective synchrony include synchronized firing of cardiac pacemaker cells Peskin:1975 , synchronous emission of light pulses by groups of fireflies Buck:1988 , chirping of crickets Walker:1969 , synchronization in ensembles of electrochemical oscillators Kiss:2002 , synchronization in human cerebral connectome Schmidt:2015 , and synchronous clapping of audience Neda:2000 . The Kuramoto model comprises NN globally-coupled stable limit-cycle oscillators with distributed natural frequencies interacting symmetrically with one another through the sine of their phase differences. Denoting by θj[π,π]\theta_{j}\in[-\pi,\pi] the phase of the jj-th oscillator, j=1,2,,Nj=1,2,\ldots,N, the dynamics of the model is described by a set of NN coupled first-order nonlinear differential equations of the form

dθjdt=ωj+KNk=1Nsin(θkθj),\frac{{\rm d}\theta_{j}}{{\rm d}t}=\omega_{j}+\frac{K}{N}\sum_{k=1}^{N}\sin(\theta_{k}-\theta_{j}), (1)

where K0K\geq 0 is the coupling constant, and ωj\omega_{j} is the natural frequency of the jj-th oscillator. The frequencies {ωj}\{\omega_{j}\} denote a set of quenched-disordered random variables sampled independently from a distribution g(ω)g(\omega) usually taken to be unimodal, that is, symmetric about the mean ω0\omega_{0} and decreasing monotonically and continuously to zero with increasing |ωω0||\omega-\omega_{0}|. In the dynamics (1) the interaction is symmetric: the effect on the jj-th oscillator due to the kk-th one being proportional to sin(θkθj)\sin(\theta_{k}-\theta_{j}) is equal in magnitude (but opposite in sign) to the one on the kk-th oscillator due to the jj-th one.

In contrast to the dynamics (1), interactions between oscillators may more generally be asymmetric. Considering symmetric interaction in the dynamics is only an approximation that may simplify theoretical analysis, but which may fail to capture important phenomena occurring in real systems. For example, asymmetric interaction leads to novel features such as families of travelling wave states Iatsenko:2013 ; Petkoski:2013 , glassy states and super-relaxation Iatsenko:2014 , and so forth, and has been invoked to discuss coupled circadian neurons Gu:2016 , dynamic interactions Yang:2020 ; Sakaguchi:1988 , etc. A generalization of the Kuramoto model (1) that accounts for asymmetric interaction is the so-called Sakaguchi-Kuramoto model, with the dynamics described by the equation of motion Sakaguchi:1986

dθjdt=ωj+KNk=1Nsin(θkθj+α),\frac{{\rm d}\theta_{j}}{{\rm d}t}=\omega_{j}+\frac{K}{N}\sum_{k=1}^{N}\sin(\theta_{k}-\theta_{j}+\alpha), (2)

where 0α<π/20\leq\alpha<\pi/2 is the so-called phase lag parameter. It is now easily seen that owing to the presence of an α0\alpha\neq 0, the influence on the jj-th oscillator due to the kk-th one is not any more equal in magnitude to the influence on the kk-th oscillator due to the jj-th one. As has been the case with the Kuramoto model, the model (2) and its variants have been successfully invoked to study a variety of dynamical scenarios, including, to name a few, disordered Josephson series array Wiesenfeld:1996 , time-delayed interactions Yeung:1999 , hierarchical populations of coupled oscillators Pikovsky:2008 , chaotic transients Wolfrum:2011 , dynamics of pulse-coupled oscillators Pazo:2014 , etc. We note in passing that asymmetric interaction arises in the Kuramoto model with spatially heterogeneous time-delays in the interaction, see Ref. Skardal:2018 . Let us note that both the dynamics (1) and (2) satisfy phase-shift symmetry, whereby rotating every phase by an arbitrary angle same for all leaves the dynamics invariant. In particular, one may implement the transformation θj(t)θj(t)+ω0tj,t\theta_{j}(t)\to\theta_{j}(t)+\omega_{0}t~{}\forall~{}j,t, which is tantamount to viewing the dynamics in a frame rotating uniformly with frequency ω0\omega_{0} with respect to an inertial frame, e.g., the laboratory frame.

The paper is organized as follows. In the following section, we describe the model of study, Eq. (3), and summarize our results obtained later in the paper. In Section III, we present our Ott Antonsen ansatz-based analysis of the dynamics (3) and the existence and stability of all the different possible states at long times. In Section IV, we discuss our analytical vis-à-vis numerical results. Finally, in Section V, we draw our conclusions.

II Model of study and Summary of results

In this work, we study a generalization of the Sakaguchi-Kuramoto dynamics (2) by including an interaction term that explicitly breaks the phase-shift symmetry of the dynamics. To this end, we consider the following set of NN coupled nonlinear differential equations:

dθjdt=ωj+1N[ϵ1k=1Nsin(θkθj+α)+ϵ2k=1Nsin(θk+θj+α)],\frac{{\rm d}\theta_{j}}{{\rm d}t}=\omega_{j}+\frac{1}{N}\bigg{[}\epsilon_{1}\sum_{k=1}^{N}\sin(\theta_{k}-\theta_{j}+\alpha)+\epsilon_{2}\sum_{k=1}^{N}\sin(\theta_{k}+\theta_{j}+\alpha)\bigg{]}, (3)

where the real parameters ϵ1,2\epsilon_{1,2} denote the coupling constants. Equation (3) may be obtained as a result of phase reduction analysis of a model of all-to-all-coupled Stuart-Landau oscillators with a symmetry-breaking form of interaction  cj23 ; cj3 .

Equation (3) may also be written as

dθidt=ωi+k=12Qk(θi)fkNj=1NPk(θj),\frac{d\theta_{i}}{dt}=\omega_{i}+\sum_{k=1}^{2}Q_{k}(\theta_{i})\frac{f_{k}}{N}\sum_{j=1}^{N}P_{k}(\theta_{j}), (4)

where we have f1=ϵ1+ϵ2f_{1}=\epsilon_{1}+\epsilon_{2}, f2=ϵ2ϵ1f_{2}=\epsilon_{2}-\epsilon_{1}, P1(θ)=cos(θ)P_{1}(\theta)=\cos(\theta), P2(θ)=sin(θ)P_{2}(\theta)=\sin(\theta), Q1(θ)=sin(θ+α)Q_{1}(\theta)=\sin(\theta+\alpha) and Q2(θ)=cos(θ+α)Q_{2}(\theta)=\cos(\theta+\alpha). Equation (4) resembles the Winfree model winfree , so we may consider our model of study as a variant of a Winfree-type system. The Winfree model played a seminal role in the field of collective synchrony, inspiring the Kuramoto model as well as promoting recent advances in theoretical neuroscience wf-3 ; wf-4 . In spite of the simplifying assumptions of the Winfree model, namely, that of uniform all-to-all weak coupling, analytical solutions have been found only recently using the Ott-Antonsen ansatz wf-5 ; Pazo:2014 , see also wf-6 .

Note that on putting ϵ2=0\epsilon_{2}=0 in Eq. (3), one recovers the dynamics of the Sakaguchi-Kuramoto model (2) on identifying ϵ1\epsilon_{1} with the parameter K0K\geq 0 in the latter, and so we take ϵ1\epsilon_{1} to be positive. Here, we consider ϵ2\epsilon_{2} to satisfy ϵ20\epsilon_{2}\geq 0. The dynamics (3) has phase-shift symmetry only with the choice ϵ2=0\epsilon_{2}=0, and so the ϵ2\epsilon_{2}-term acts a phase-shift-symmetry-breaking interaction (With ϵ20\epsilon_{2}\neq 0, the only case of phase-shift symmetry is with respect to the transformation θjθj+πj\theta_{j}\to\theta_{j}+\pi~{}\forall~{}j.). In contrast to the Sakaguchi-Kuramoto model, the dynamics (3) is not invariant with respect to the transformation θjθj+ω0tj,t\theta_{j}\to\theta_{j}+\omega_{0}t~{}\forall~{}j,t owing to the presence of the ϵ2\epsilon_{2}-term. Consequently, the mean ω0\omega_{0} of the frequency distribution g(ω)g(\omega) would have a significant influence on the dynamics (3), and cannot be gotten rid of by viewing the dynamics in a frame rotating uniformly with frequency ω0\omega_{0} with respect to the laboratory frame, as is possible with the Sakaguchi-Kuramoto model. We note in passing that the so-called active rotators may also be described by phase oscillators. Active rotators are well-established paradigms for excitable systems, and possess a term that breaks the phase-shift symmetry  Sakaguchi:1988 ; AR2 ; AR3 .

We will consider in this work a unimodal g(ω)g(\omega). Specifically, we will consider a Lorentzian g(ω)g(\omega):

g(ω)=γπ((ωω0)2+γ2);γ>0.g(\omega)=\frac{\gamma}{\pi((\omega-\omega_{0})^{2}+\gamma^{2})};~{}~{}\gamma>0. (5)

Analysis of synchronization in the context of the Kuramoto class of models involves introducing a complex-valued order parameter given by Kuramoto:1984

z(t)=r(t)eiψ(t)1Nj=1Neiθj(t).z(t)=r(t)e^{\mathrm{i}\psi(t)}\equiv\frac{1}{N}\sum_{j=1}^{N}e^{\mathrm{i}\theta_{j}(t)}. (6)

The quantity r(t);0r(t)1r(t);~{}0\leq r(t)\leq 1, measures the amount of synchrony present in the system at time tt, while ψ(t)[π,π]\psi(t)\in[-\pi,\pi] gives the average phase. Considering the limit NN\to\infty, both the dynamics (1) and (2) allow for a stationary state to exist at long times. By stationary state is meant a state with time independent zz. In such a state, the system may be found in a synchronized or an incoherent state. The two states are characterized by the time-independent value that r(t)r(t) assumes at long times, namely, a zero value in the incoherent state and a non-zero value in the synchronized state.

Considering the limit NN\to\infty, this work aims at a detailed characterization of the long-time (tt\to\infty) limit of the dynamics (3) and understanding of what new features with respect to the Sakaguchi-Kuramoto model are brought in by the introduction of the phase-shift-symmetry-breaking ϵ2\epsilon_{2}-term. An asymmetric phase-shift-symmetry-breaking interaction, such as the one being considered by us, is an hitherto unexplored theme in the context of the Sakaguchi-Kuramoto model, and raises many queries: Does the introduction of the ϵ2\epsilon_{2}-term suffice to allow for the dynamics to have a stationary state, and if so, what is the nature of the stationary state? What is the range of parameter values for which one has a synchronized stationary state? Most importantly, what is the complete bifurcation diagram in the (ϵ1,ϵ2\epsilon_{1},\epsilon_{2})-plane?

Recently, the dynamics of the Kuramoto model in presence of phase-shift-symmetry-breaking symmetric interaction was shown to unveil a rather rich bifurcation diagram with existence of both stationary and non-stationary synchronized states Chandru:2020 ; the model studied therein corresponds to the dynamics (3) with α\alpha set to zero. It is therefore pertinent that we summarize right at the outset what new features does the dynamics (3) offer with respect to (i) the Sakaguchi-Kuramoto model (i.e., the case ϵ2=0\epsilon_{2}=0 in Eq. (3)), and (ii) the Kuramoto model with an additional phase-symmetry-breaking symmetric interaction (i.e., the case α=0\alpha=0 in Eq. (3)). We focus on unimodal frequency distributions. As is well known, the Sakaguchi-Kuramoto model shows either an incoherent (r(t)r(t) vanishes as tt\to\infty) or a synchronized (r(t)r(t) as tt\to\infty has a nonzero value, and moreover, r(t)r(t) does not oscillate as a function of time) state Sakaguchi:1986 . These states are observed only in a co-rotating frame rotating uniformly with frequency ω0\omega_{0} with respect to the laboratory frame. As one tunes the strength of ϵ1\epsilon_{1}, one has typically a continuous synchronization transition between an incoherent and a synchronized state, though for certain specific unimodal frequency distributions and carefully chosen phase lag α\alpha, one may observe more than one non-trivial synchronization transitions Oleh-SK-1 ; Oleh-SK-2 . Now, coming to the model (ii), it has been observed that in addition to the incoherent and the synchronized state, the dynamics may also exhibit what we called a standing wave state, namely, a state in which r(t)r(t) at long times oscillates as a function of time, yielding a non-zero time-independent time average. Note that for the model (ii), all the three mentioned states are observed in the laboratory frame itself. Moreover, the bifurcation diagram in the (ϵ1,ϵ2)(\epsilon_{1},\epsilon_{2})-plane exhibits a continuous transition between the incoherent and the standing wave state, but instead a first-order transition between the incoherent and the synchronized state, and between the standing wave and the synchronized state. The latter fact implies regions of metastability or coexistence between the incoherent and the synchronized state, and between the standing wave and the synchronized state. In the light of the aforementioned facts, we now summarize the relevant features of the bifurcation diagram in the (ϵ1,ϵ2)(\epsilon_{1},\epsilon_{2})-plane for the model (3) that we report in this work. The model exhibits in the laboratory frame the incoherent (IC), the synchronized and the standing wave state; for better highlighting of the differences between the last two states, we call them the oscillation death (OD) state and the oscillatory synchronized (OS) state, respectively. However, in contrast to the model (ii), we now have multistability/coexistence between all the different pair of states, that is, there are IC-OD, OS-OD, IC-OS coexistence regions, and in addition, a very peculiar and striking three-state-coexistence region between IC-OS-OD. We believe that this three-state coexistence is new to the literature on Kuramoto and Sakaguchi-Kuramoto models. The highlight of our work is thus the revelation that asymmetric interactions lead to a very rich bifurcation diagram when compared to the original Sakaguchi-Kuramoto model and the Kuramoto model with an additional phase-symmetry-breaking symmetric interaction (i.e., the case α=0\alpha=0 in Eq. (3)). In particular, with respect to models (i) and (ii), all the possible transitions in the model (3) are first-order, and, moreover, a new three-state-coexistence region is observed; we may conclude therefore that introducing a phase-shift-symmetry-breaking interaction in the Sakaguchi-Kuramoto model drastically and non trivially modifies the bifurcation diagram with respect to the Sakaguchi-Kuramoto model and with respect to the model studied in Ref. Chandru:2020 .

The rest of the paper is devoted to a derivation of the aforementioned results. For Lorentzian g(ω)g(\omega), Eq. (5), we use exact analytical results derived by applying the so-called Ott-Antonsen ansatz, combined with numerical integration of the dynamics (3) for large NN, to support the key result of our work, the bifurcation diagram of Fig. 3. The celebrated Ott-Antonsen ansatz is a remarkable method of analysis introduced to study coupled oscillator systems, which allows to rewrite in the limit NN\to\infty the dynamics of coupled networks of phase oscillators in terms of a few collective variables Ott:2008 ; Ott:2009 .

III Analysis of the dynamics (3): The Ott-Antonsen ansatz

We now analyse the dynamics (3) in the limit NN\to\infty by employing the Ott-Antonsen ansatz. In this limit, the dynamics may be characterized by defining a single-oscillator distribution function f(θ,ω,t)f(\theta,\omega,t), which is such that f(θ,ω,t)f(\theta,\omega,t) is the probability density of finding an oscillator with natural frequency ω\omega and phase θ\theta at time tt. The distribution is 2π2\pi-periodic in θ\theta and is moreover normalized as

02πdθf(θ,ω,t)=g(ω)ω,t.\int_{0}^{2\pi}{\rm d}\theta~{}f(\theta,\omega,t)=g(\omega)~{}\forall~{}\omega,t. (7)

The evolution of ff is given by the continuity equation describing the conservation of number of oscillators of a given frequency under the dynamics (3):

ft+θ(fv)=0,\frac{\partial f}{\partial t}+\frac{\partial}{\partial\theta}(fv)=0, (8)

where v(θ,ω,t)dθ/dtv(\theta,\omega,t)\equiv{\rm d}\theta/{\rm d}t is the angular velocity at position θ\theta at time tt. From Eq. (3), we get

v(θ,ω,t)=ω+\displaystyle v(\theta,\omega,t)=\omega+ ϵ12i[zei(θα)zei(θα)]\displaystyle\frac{\epsilon_{1}}{2\mathrm{i}}[ze^{-\mathrm{i}(\theta-\alpha)}-z^{\star}e^{\mathrm{i}(\theta-\alpha)}]
ϵ22i[zei(θ+α)zei(θ+α)],\displaystyle-\frac{\epsilon_{2}}{2\mathrm{i}}[ze^{\mathrm{i}(\theta+\alpha)}-z^{\star}e^{-\mathrm{i}(\theta+\alpha)}], (9)

where z=z(t)z=z(t) is obtained as the NN\to\infty-limit generalization of Eq. (6):

z=dωdθf(θ,ω,t)eiθ.z=\int{\rm d}\omega\int{\rm d}\theta~{}f(\theta,\omega,t)e^{\mathrm{i}\theta}. (10)

In their seminal papers Ott:2008 ; Ott:2009 , Ott and Antonsen pointed out that all the attractors of the Kuramoto model and its many variants and for the case of the Lorentzian g(ω)g(\omega), Eq. (5), may be found by using the ansatz

f(θ,ω,t)=g(ω)2π[1+n=1(fn(ω,t)einθ+c.c.)].f(\theta,\omega,t)=\frac{g(\omega)}{2\pi}\left[1+\sum_{n=1}^{\infty}\left(f_{n}(\omega,t)e^{\mathrm{i}n\theta}+{\rm c.c.}\right)\right]. (11)

Here, c.c. stands for a term obtained by complex conjugation of the first term within the brackets occurring in the sum, and

fn(ω,t)=[a(ω,t)]n,f_{n}(\omega,t)=\left[a(\omega,t)\right]^{n}, (12)

with arbitrary a(ω,t)a(\omega,t) satisfying |a(ω,t)|<1|a(\omega,t)|<1, together with the requirements that a(ω,t)a(\omega,t) may be analytically continued to the whole of the complex-ω\omega plane, it has no singularities in the lower-half complex-ω\omega plane, and |a(ω,t)|0|a(\omega,t)|\to 0 as Im(ω){\rm Im}(\omega)\to-\infty.

Using the ansatz (11) in Eq. (8), we straightforwardly get

at+iωa+ϵ12(za2eiαzeiα)+ϵ22(zeiαza2eiα)=0,\frac{\partial a}{\partial t}+\mathrm{i}\omega a+\frac{\epsilon_{1}}{2}(za^{2}e^{\mathrm{i}\alpha}-z^{\star}e^{-\mathrm{i}\alpha})+\frac{\epsilon_{2}}{2}(ze^{\mathrm{i}\alpha}-z^{\star}a^{2}e^{-\mathrm{i}\alpha})=0, (13)

where we have

z=a(t,ω)g(ω)𝑑ω=a((ω0iγ),t),z^{\star}=\int_{-\infty}^{\infty}a(t,\omega)g(\omega)d\omega=a((\omega_{0}-{\rm i}\gamma),t), (14)

obtained by using in Eq. (10) the ansatz (11) and Eq. (5) for g(ω)g(\omega), then converting the integral therein into a contour integral, and finally evaluating the contour integral. Equation (13) may then be rewritten as

zti(ω0+i\displaystyle\frac{\partial z}{\partial t}-{\rm i}(\omega_{0}+\mathrm{i} γ)z+ϵ12[|z|2zeiαzeiα]\displaystyle\gamma)z+\frac{\epsilon_{1}}{2}\big{[}|z|^{2}ze^{-\mathrm{i}\alpha}-ze^{\mathrm{i}\alpha}\big{]}
+ϵ22[zeiαz3eiα]=0.\displaystyle+\frac{\epsilon_{2}}{2}\big{[}z^{\star}e^{-\mathrm{i}\alpha}-z^{3}e^{\mathrm{i}\alpha}\big{]}=0. (15)

The above equation expressed in terms of the quantities rr and ψ\psi, Eq. (6), gives the following two coupled equations:

drdt=γrr2(r21)(ϵ1cos(α)ϵ2cos(2ψ+α)),\displaystyle\frac{{\rm d}r}{{\rm d}t}=-\gamma r-\frac{r}{2}(r^{2}-1)(\epsilon_{1}\cos(\alpha)-{\epsilon_{2}}\cos(2\psi+\alpha)),
dψdt=ω0+12(r2+1)(ϵ1sin(α)+ϵ2sin(2ψ+α)).\displaystyle\frac{{\rm d}\psi}{{\rm d}t}=\omega_{0}+\frac{1}{2}(r^{2}+1)(\epsilon_{1}\sin(\alpha)+{\epsilon_{2}}\sin(2\psi+\alpha)).

The above equations constitute the Ott-Antonsen-ansatz-reduced order parameter dynamics corresponding to the dynamics (3) in the limit NN\to\infty and for the case of the Lorentzian g(ω)g(\omega), Eq. (5). Let us remark that these equations are invariant under the transformation (r,ψ)(r,ψ+π)(r,\psi)\to(r,\psi+\pi), which may be traced back to the fact that the original dynamics (3) is invariant under the transformation θjθj+πj\theta_{j}\to\theta_{j}+\pi~{}\forall~{}j.

Note that for ϵ2=0\epsilon_{2}=0 and α=0\alpha=0, when one has the Kuramoto model, the two equations in (LABEL:eq:r-dynamics) are decoupled, and the equations then allow for only uniform rotation of ψ\psi with frequency ω0\omega_{0}. The case of our interest, namely, ϵ20\epsilon_{2}\neq 0 and α0\alpha\neq 0, is analysed in the subsection that follows. It would prove convenient for the discussion presented therein to define the time average of r(t)r(t) in the long-time (tt\to\infty) limit as

Rlimt1τtt+τdtr(t).R\equiv\lim_{t\to\infty}\frac{1}{\tau}\int_{t}^{t+\tau}{\rm d}t^{\prime}~{}r(t^{\prime}). (17)

III.1 Analysis of the Ott-Antonsen-ansatz-based dynamics

Below we discuss the various states obtained in the long-time (tt\to\infty) limit of the dynamics (15), equivalently, Eq. (LABEL:eq:r-dynamics).

III.1.1 Incoherent (IC) state

The incoherent (IC) state is characterized by time independent zz satisfying z=z=0z=z^{\star}=0 (thus representing a stationary state of the dynamics (LABEL:eq:r-dynamics)); correspondingly, one has r=0r=0, and hence, R=0R=0. The linear stability of such a state is determined by linearising Eq. (15) around z=0z=0, by writing zz as z=uz=u with |u||u|~{}\ll1. We obtain

ut+(γiω0)uϵ12(ueiα)+ϵ22(ueiα)=0.\frac{\partial u}{\partial t}+(\gamma-\mathrm{i}\omega_{0})u-\frac{\epsilon_{1}}{2}(ue^{-\mathrm{i}\alpha})+\frac{\epsilon_{2}}{2}(u^{\star}e^{\mathrm{i}\alpha})=0. (18)

Writing u=ux+iuyu=u_{x}+\mathrm{i}u_{y} yields

t[uxuy]=M[uxuy];\frac{\partial}{\partial t}\begin{bmatrix}u_{x}\\ u_{y}\end{bmatrix}=M\begin{bmatrix}u_{x}\\ u_{y}\end{bmatrix};\\ (19)
M[γ+cos(α)[ϵ12ϵ22]ω0sin(α)[ϵ12ϵ22]ω0+sin(α)[ϵ12+ϵ22]γ+cos(α)[ϵ12+ϵ22]].~{}~{}M\equiv\begin{bmatrix}-\gamma+\cos(\alpha)\big{[}\frac{\epsilon_{1}}{2}-\frac{\epsilon_{2}}{2}\big{]}&-\omega_{0}-\sin(\alpha)\big{[}\frac{\epsilon_{1}}{2}-\frac{\epsilon_{2}}{2}\big{]}\\ \\ ~{}\omega_{0}+\sin(\alpha)\big{[}\frac{\epsilon_{1}}{2}+\frac{\epsilon_{2}}{2}\big{]}&-\gamma+\cos(\alpha)\big{[}\frac{\epsilon_{1}}{2}+\frac{\epsilon_{2}}{2}\big{]}\\ \end{bmatrix}.

The matrix MM has eigenvalues

λ1,2=2γ+ϵ1cos(α)±Δ2,\lambda_{1,2}=\frac{-2\gamma+\epsilon_{1}\cos(\alpha)\pm\sqrt{\Delta}}{2}, (20)

with Δ=(ϵ22ϵ12sin2α4ω024ϵ1ω0sin(α))\Delta=(\epsilon_{2}^{2}-\epsilon_{1}^{2}\sin^{2}\alpha-4\omega_{0}^{2}-4\epsilon_{1}\omega_{0}\sin(\alpha)). Note that we have λ1>λ2\lambda_{1}>\lambda_{2}. The stability threshold for the IC is then obtained by analysing λ1\lambda_{1} as a function of ϵ1\epsilon_{1} and ϵ2\epsilon_{2}, and asking for a given ϵ2\epsilon_{2} the particular value of ϵ1\epsilon_{1} at which λ1\lambda_{1} vanishes. One thus obtains the stability threshold as

ϵ1=2γsec(α),forΔ0,\displaystyle\epsilon_{1}=2\gamma\sec(\alpha),~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}~{}\;\;\;\mbox{for}\;\;\Delta\leq 0,
ϵ1=2γcos(α)2ω0sin(α)P,forΔ>0.\displaystyle\epsilon_{1}=2\gamma\cos(\alpha)-2\omega_{0}\sin(\alpha)-P\,,~{}~{}~{}~{}~{}\;\;\;\mbox{for}\;\;\Delta>0.

Here, we have

P=ϵ224γ2sin2(α)4ω02cos2(α)4γωsin(2α).\displaystyle P=\sqrt{\epsilon_{2}^{2}-4\gamma^{2}\sin^{2}(\alpha)-4\omega_{0}^{2}\cos^{2}(\alpha)-4\gamma\omega\sin(2\alpha)}. (22)

III.1.2 Oscillatory Synchronized (OS) state

The oscillatory synchronized (OS) state is characterized by zz that is time dependent (thus characterizing a non-stationary state of the dynamics (LABEL:eq:r-dynamics)). In this state, the order parameter r(t)r(t) oscillates as a function of tt, but nevertheless yields a non-zero time-independent time average, R0R\neq 0. It is thus distinct from the non-oscillatory synchronized state (i.e., an oscillation death (OD) state, see below) that is also possible as a long-time solution of the dynamics (LABEL:eq:r-dynamics). For the OS, one has zz that is time independent (thus characterizing a stationary state of the dynamics (LABEL:eq:r-dynamics)) and correspondingly, both r(t)r(t) and RR have non-zero time-independent values, but the former does not oscillate as a function of time. Deriving stability conditions for the OS does not prove easy, unlike the IC. Hence, we analysed using Eq. (LABEL:eq:r-dynamics) the OS stability using the numerical package XPPAUT xpp . The analysis is pursued by expressing Eq. (LABEL:eq:r-dynamics) in the Cartesian coordinates x=rcosψ,y=rsinψ;x,y[,]x=r\cos\psi,~{}y=r\sin\psi;~{}~{}x,y\in[-\infty,\infty]. Our analysis reveals that the OS represents a stable limit cycle in the (x,y)(x,y)-plane. In Section IV, we will present XPPAUT-generated phase-space portraits in the (x,y)(x,y)-plane for not only the IC, the OS and the OD state, but also for regions in parameter space allowing for coexistence of two or more states. Let us remark in passing that owing to the invariance of the dynamics (LABEL:eq:r-dynamics) under the transformation (r,ψ+π)(r,\psi+\pi), it follows that the phase portrait would be symmetric under (x,y)(x,y)(x,y)\leftrightarrow(-x,-y).

III.1.3 Oscillation Death (OD) state

Considering the dynamics (LABEL:eq:r-dynamics), we now explore the possibility of existence of the oscillation death (OD) state. Requiring in the dynamics that rr and ψ\psi have time-independent non-zero values so that the left hand side of the two equations may be set to zero, we obtain for the OD the two coupled equations

ϵ22cos(2ψ+α)(r21)=γ+ϵ12cos(α)(r21),\displaystyle\frac{\epsilon_{2}}{2}\cos(2\psi+\alpha)(r^{2}-1)=\gamma+\frac{\epsilon_{1}}{2}\cos(\alpha)(r^{2}-1),
ϵ22sin(2ψ+α)(r2+1)=ω0ϵ12sin(α)(r2+1).\displaystyle\frac{\epsilon_{2}}{2}\sin(2\psi+\alpha)(r^{2}+1)=-\omega_{0}-\frac{\epsilon_{1}}{2}\sin(\alpha)(r^{2}+1).

The above equations give the following solutions for stationary rr and ψ\psi:

ϵ224=(γr21+ϵ12cos(α))2+(ω0r2+1+ϵ12sin(α))2,\displaystyle\frac{\epsilon_{2}^{2}}{4}=\bigg{(}\frac{\gamma}{r^{2}-1}+\frac{\epsilon_{1}}{2}\cos(\alpha)\bigg{)}^{2}+~{}\bigg{(}\frac{\omega_{0}}{r^{2}+1}+\frac{\epsilon_{1}}{2}\sin(\alpha)\bigg{)}^{2},
tan(2ψ+α)=(r21)(ω0ϵ12sin(α)(r2+1))(r2+1)(γ+ϵ12cos(α)(r21)).\displaystyle\tan(2\psi+\alpha)=\frac{(r^{2}-1)(-\omega_{0}-\frac{\epsilon_{1}}{2}\sin(\alpha)(r^{2}+1))}{(r^{2}+1)(\gamma+\frac{\epsilon_{1}}{2}\cos(\alpha)(r^{2}-1))}.

We note in passing that in the context of our model, OD refers to a state in which r(t)r(t) at long times has a non-zero time-independent value, while OD refers to quenching of oscillations in coupled dynamical networks DV .

In the next section, we view the above results in the light of those obtained from numerical integration of the dynamics (3).

IV Numerical results

Refer to caption
Figure 1: Temporal behavior of r(t)r(t) corresponding to the IC, the OS and the OD state obtained with the dynamics (3) for α=1.3\alpha=1.3, ϵ2=2.0\epsilon_{2}=2.0 and with varying values of ϵ1\epsilon_{1} mentioned in the figure. The frequency distribution is the Lorentzian (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6. The data are obtained from numerical integration of the dynamics (3) with N=105N=10^{5}.
Refer to caption
Figure 2: The figure shows corresponding to Fig. 1 the variation of the mean-ensemble frequency ff and the mean-field frequency Ω\Omega as a function of ϵ1\epsilon_{1}. Here, we have compared numerical integration results with those based on the OA ansatz. The different regimes are differentiated with different grey scales: IC and OS represented by light and dark grey shades, respectively, while OD is represented by white shade.
Refer to caption
Figure 3: For the model (3) and considering for ωj\omega_{j}’s the Lorentzian distribution (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6 , the figure depicts the two-parameter bifurcation diagram in the (ϵ1,ϵ2\epsilon_{1},\epsilon_{2})-plane for α=1.3\alpha=1.3. We show here the various stable states and their boundaries, with bifurcation behavior observed as one crosses the different boundaries. The regions representing stable existence of the OD (Oscillation Death state), the IC (Incoherent state) and the OS (Oscillatory Synchronized state) have been constructed by analysing the long-time numerical solution of the dynamics (3) for N=104N=10^{4}, namely, by asking at given values of ϵ1\epsilon_{1} and ϵ2\epsilon_{2}, the quantity r(t)r(t) at long times represents which one of the three possible behavior depicted in Fig. 1. The blue dot-dashed line, the black dashed line, and the maroon continuous line are stability boundaries of the IC, the OD and the OS, respectively, and have been obtained by using the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics) and following the procedure of its analysis detailed in the text. The regions R1, R2, R3, and R4 represent multistability or coexistence between IC-OD, between OS-OD, between IC-OS-OD and between IC-OS, respectively. The dashed lines L1, L2 and L3 indicate the values of ϵ2\epsilon_{2} at which the plots of Figs. 6 and 7, reported later in the paper, are obtained.
Refer to caption
Figure 4: A zoom in on the bifurcation diagram in Fig. 3. In the figure, we show that the transitions between the IC, the OS, and the OD state are mediated by either a pitchfork (PF, dot-dashed line), or a saddle-node (SN, dotted line), or a saddle-node limit-cycle (SNLC, continuous line), or a Hopf (HB, continuous line containing filled squares) or a homoclinic (HC, double-dot dashed line) bifurcation. Corresponding to the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics), the insets show the XPPAUT-generated phase-space portraits in the (x,y)(x,y)-plane in the region of the bifurcation diagram in which they have been placed (red filled triangle: stable spiral, red filled circle: stable node, black filled square: stable limit cycle, purple open triangle: unstable fixed point, blue open circle: saddle). The nature of bifurcations as mentioned above has also been obtained from the XPPAUT analysis of the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics)
Refer to caption
Figure 5: Corresponding to the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics), the figures show the XPPAUT-generated phase-space portraits in the (x,y)(x,y)-plane for the different coexistence or multistability regions in the bifurcation diagram 3, namely, panel (a): R1; panel (b): R2; panel (c): R3; panel (d): R4. Legends: (i) red filled triangle: stable spiral, (ii) red filled circle: stable node, (iii) purple open triangle: unstable fixed point, (iv) black filled square: stable limit cycle, (v) blue open circle: saddle.

In the preceding section, we discussed the existence of the IC, the OS and the OD state. Throughout this work, while discussing numerical integration results for the dynamics (3), unless stated otherwise, we consider the number of oscillators to be N=105N=10^{5} and the natural frequency distribution to be given by the Lorentzian (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6. Numerical integration is performed by employing a standard fourth-order Runge-Kutta integration scheme with integration step size dt=0.01{\rm d}t=0.01.

In Fig. 1, we have plotted the temporal behavior of the IC, the OS and the OD, for α=1.3\alpha=1.3. The data are obtained from numerical integration of the dynamics (3). At fixed ϵ2=2.0\epsilon_{2}=2.0, one has the OD at ϵ1=0.5\epsilon_{1}=0.5, the IC at ϵ1=1.5\epsilon_{1}=1.5, and the OS at ϵ1=2.5\epsilon_{1}=2.5. As expected, we see that the three states are distinguished by the different long-time temporal behavior of r(t)r(t). Namely, for the IC, r(t)r(t) takes the value zero in the tt\to\infty limit. In the OS, r(t)r(t) as tt\to\infty oscillates in time. For the OD, r(t)r(t) as tt\to\infty has a non-zero time-independent constant value. Figure 2 shows as a function of ϵ1\epsilon_{1} the mean-ensemble frequency ff and the mean-field frequency Ω\Omega at long times. For details of computation of these quantities, we refer the reader to Ref. Chandru:2020 .

In order to demonstrate the influence of α\alpha on the stability of the different states, we now discuss the bifurcation diagram in the (ϵ1,ϵ2\epsilon_{1},\epsilon_{2})-plane. Figure 3 shows the stable states in the (ϵ1,ϵ2)(\epsilon_{1},\epsilon_{2})-plane for the model (3) with α=1.3\alpha=1.3. Here the states represent either the IC or the OS or the OD state. The regions representing stable existence of the IC, the OS and the OD state have been constructed by analysing the long-time numerical solution of the dynamics (3) for N=104N=10^{4}, namely, by asking at given values of ϵ1\epsilon_{1} and ϵ2\epsilon_{2} the quantity r(t)r(t) at long times represents which one of the three possible behavior depicted in Fig. 1. The stability boundary for the IC (blue dot-dashed line) is given by the Ott-Antonsen-ansatz-based equation, Eq. (LABEL:eq:stability-ISS). The stability boundary for the OD (black dashed line) is obtained from the Ott-Antonsen-ansatz-based equation, Eq. (LABEL:eq:stability-SSS). The procedure is as follows: For given γ\gamma, ω0\omega_{0} and α\alpha, we vary at fixed ϵ2\epsilon_{2} the value of ϵ1\epsilon_{1} from high to low, and use the first equation in (LABEL:eq:stability-SSS) to ascertain the particular value of ϵ1\epsilon_{1} when for the first time the equation admits a solution for rr in the range 0<r10<r\leq 1; this particular value of ϵ1\epsilon_{1} gives the stability threshold of the OD at the chosen value of ϵ2\epsilon_{2}. The process is repeated for different values of ϵ2\epsilon_{2}. The stability boundary for the OS (maroon continuous line) is obtained from the XPPAUT analysis discussed in Section III.1.2 for the Ott-Antonsen-ansatz-based dynamics, Eq. (LABEL:eq:r-dynamics). The detailed procedure involves the following: For given γ\gamma, ω0\omega_{0} and α\alpha, we vary at fixed ϵ2\epsilon_{2} the value of ϵ1\epsilon_{1} from low to high, and use the numerical solution of the Eq. (LABEL:eq:r-dynamics) (rewritten in terms of x=x(t)x=x(t) and y=y(t)y=y(t)) to ascertain the particular value of ϵ1\epsilon_{1} when we first encounter at long times a stable limit cycle in the (x,y)(x,y)-plane. We then repeat the process for different values of ϵ2\epsilon_{2}.

Figure 3 shows in particular the presence of multistability or coexistence regions R1, R2, R3 and R4; these represent multistability between IC-OD, between OS-OD, between IC-OS-OD (coexistence of all the states) and between IC-OS, respectively. At a fixed ϵ1\epsilon_{1} and on tuning ϵ2\epsilon_{2} (or vice versa), one observes bifurcations as one crosses the different boundaries. When compared with the bifurcation diagram in case of symmetric interactions that either preserve or break phase-shift symmetry Chandru:2020 , we see that presence of asymmetry in the interaction leads to a very rich bifurcation diagram. The dashed lines L1, L2, and L3 in Fig. 3 indicate the values of ϵ2\epsilon_{2} for which the plots in Figs. 6 and  7, reported later in the paper, are obtained. Figure 3, the bifurcation diagram of model (3), is the key result of our work.

Figure 4 shows further details of the bifurcation diagram, and in particular, corresponding to the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics), the XPPAUT-generated phase portraits in the (x,y)(x,y)-plane for the IC, the OS and the OD state. The OD corresponds to two symmetrically-placed stable nodes at nonzero xx and yy (red filled circle); the phase portrait, panel (a), shows an unstable fixed point at x=0,y=0x=0,~{}y=0 (purple open triangle), while that in panel (b) shows in addition to the unstable fixed point also two saddles (blue open circle). The IC represents a fixed point at x=0,y=0x=0,~{}y=0 that is a stable spiral (red filled triangle), so that trajectories in course of evolution spiral in to the fixed point, see panel (c). The OS corresponds to a stable limit cycle (black filled square), so that trajectories emanating from the unstable fixed point at x=0,y=0x=0,~{}y=0 (purple open triangle) as well as those from the region outside the limit cycle eventually approach the limit cycle in course of evolution (see panel (d)). In the figure, we show that the transitions between these states are mediated by either a pitchfork (PF, dot-dashed line), or a saddle-node (SN, dotted line), or a saddle-node limit-cycle (SNLC, continuous line), or a Hopf (HB, continuous line containing filled squares), or a homoclinic (HC, double-dot dashed line) bifurcation. The nature of bifurcations has been obtained from the XPPAUT analysis of the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics).

In Fig. 5, we show the XPPAUT-generated phase-space portraits in each of the coexistence regions R1, R2, R3, R4, based on the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics). In (a), corresponding to R1, we see the coexistence of IC (a stable spiral (red filled triangle)) and the OD (two stable nodes (red filled circle)), together with two saddles (blue open circle). In (b), corresponding to R2, the OS (a stable limit cycle (black filled square)) coexists with the OD (two stable nodes (red filled circle)), together with an unstable fixed point (purple open triangle) and two saddles (blue open circle). In (c), corresponding to R3, the OS (a stable limit cycle (black filled square)) coexists with the IC (a stable spiral (red filled triangle)) and the OD (two stable nodes (red filled circle)), and additionally, there are two saddles (blue open circle). In (d), corresponding to R4, the OS (a stable limit cycle (black filled square)) coexists with the IC (a stable spiral (red filled triangle)) (in this case, there is an unstable limit cycle (not shown) separating the two behavior).

Refer to caption
Figure 6: The plots correspond to model (3) with α=1.3\alpha=1.3, and by considering for ωj\omega_{j}’s the Lorentzian distribution (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6. Panels (a), (b) and (c), (d) correspond to values of ϵ2\epsilon_{2} represented in Fig. 3 by dashed lines L1 (ϵ2=2.0\epsilon_{2}=2.0) and L3 (ϵ2=3.4\epsilon_{2}=3.4), respectively. Panels (a) and (c) show as a function of adiabatically-tuned ϵ1\epsilon_{1} the quantity RR, namely, the time-averaged order parameter in the long-time limit. The lines correspond to results based on numerical integration of the dynamics (3), while symbols correspond to the analysis of the Ott-Antonsen-ansatz-based dynamics, Eq. (LABEL:eq:r-dynamics), and are obtained as detailed in the main text. The symbols in panels (b) and (d) represent XPPAUT-generated bifurcation plots for yy is a function of ϵ1\epsilon_{1} with fixed ϵ2\epsilon_{2} and based on the Ott-Antonsen-ansatz-dynamics (LABEL:eq:r-dynamics). All the panels show the existence of the different states as well as multistability regions R1, R2, and R4 (cf. bifurcation diagram 3).

Now that we have seen the complete bifurcation diagram and the phase portraits in the three states, the IC, the OS and the OD, and in regions of their coexistence, we turn to a discussion of the behavior of the quantity RR (the time-averaged value of r(t)r(t) computed at long times, see Eq. (17)) as a function of adiabatically-tuned ϵ1\epsilon_{1} for representative values of ϵ2\epsilon_{2}, with the aim to see signatures of bifurcation. We first let the system settle to the stationary state at a fixed value of ϵ1\epsilon_{1}, and then tune ϵ1\epsilon_{1} adiabatically in time from low to high values while recording the value of RR in time; this corresponds to forward variation of ϵ1\epsilon_{1}. Subsequently, we tune ϵ1\epsilon_{1} adiabatically in time from high to low values (backward variation of ϵ1\epsilon_{1}). Adiabatic tuning ensures that the system remains in the stationary state at all times as the value of ϵ1\epsilon_{1} changes in time. In Fig. 6, we consider two values of ϵ2\epsilon_{2}: Panels (a) and (b) are for ϵ2=2.0\epsilon_{2}=2.0, while panels (c) and (d) are for ϵ2=3.4\epsilon_{2}=3.4. Here, the lines correspond to results based on numerical integration of the dynamics (3), while symbols correspond to the analysis of the Ott-Antonsen-ansatz-based dynamics, Eq. (LABEL:eq:r-dynamics), and are obtained as follows: For the IC, the Ott-Antonsen analysis predicts that the IC state with R=0R=0 exists only for ϵ1\epsilon_{1} larger than its threshold value given by Eq. (LABEL:eq:stability-ISS). For the OS, the quantity RR is obtained from the XPPAUT analysis of Eq. (LABEL:eq:r-dynamics). For the OD, the values of RR are obtained from numerical integration of Eq. (LABEL:eq:stability-SSS).

In panel (a), we observe hysteresis, implying occurrence of the coexistence region R1 between the OD and the IC and the coexistence region R4 between the IC and the OS. This is indeed consistent with Fig. 3 which shows that ϵ2=2.0\epsilon_{2}=2.0 allows for the existence of R1 and R4 regions. The hysteresis seen in panel (c) implies occurrence of the coexistence region R2 between the OD and the OS, and is again consistent with Fig. 3 in which we see that ϵ2=3.4\epsilon_{2}=3.4 allows for the existence of R2 region. The symbols in panels (b) and (d) represent XPPAUT-generated bifurcation plots for yy as a function of ϵ1\epsilon_{1} with fixed ϵ2\epsilon_{2} and based on the Ott-Antonsen-ansatz-dynamics (LABEL:eq:r-dynamics), and are a further confirmation of multistability and bifurcation behavior.

In panel (b), we see that when the IC becomes unstable (i) with the decrease of ϵ1\epsilon_{1}, one observes a subcritical pitchfork bifurcation (PF) to give rise to the OD: at the bifurcation point, two symmetric unstable branches (blue open circle, represents saddles) and one stable branch corresponding to the IC (red filled triangle) go over to one unstable branch (purple open triangle, represents unstable fixed points); (ii) with the increase of ϵ1\epsilon_{1}, one observes a saddle-node limit cycle bifurcation (SNLC) to give rise to a stable and an unstable limit cycle coexisting with the IC; the IC loses its stability with increase of ϵ1\epsilon_{1} via Hopf bifurcation (HB), which gives rise to the stable OS. At HB, the stable and the unstable limit cycle born at SNLC bifurcation collide with each other and disappear. One stable branch corresponding to the IC (red filled triangle) goes over at the bifurcation point to a stable branch corresponding to the OS (black filled square: upper and lower branches in the figure correspond to the maximum and the minimum of the corresponding stable limit cycle). Next, when the OD becomes unstable with the increase of ϵ1\epsilon_{1}, one observes a saddle-node bifurcation (SN) to give rise to the IC: at the bifurcation point, one stable branch corresponding to the OD (red filled circle) and one unstable branch (blue open circle, represent saddles) annihilate each other. On the other hand, when the OS becomes unstable with the decrease of ϵ1\epsilon_{1}, one observes a saddle-node limit-cycle bifurcation (SNLC) to give rise to the IC: at the bifurcation point, a stable branch corresponding to the OS (black filled square: upper and lower branches in the figure correspond to the maximum and the minimum of the corresponding stable limit cycle) and an unstable branch (purple open triangle, represents unstable spirals) annihilate each other.

In panel (d), we see that when the OD becomes unstable with the increase of ϵ1\epsilon_{1}, one observes a saddle-node bifurcation to give rise to the OS: at the bifurcation point, a stable branch corresponding to the OD (red filled circle) and an unstable branch (blue open circle, represent saddles) annihilate each other. Similarly, when the OS becomes unstable with the decrease of ϵ1\epsilon_{1}, one observes a homoclinic bifurcation: at the bifurcation point, a stable branch corresponding to the OS (a stable limit cycle) and represented by black filled squares (upper and lower branch correspond respectively to the maximum and the minimum of the limit cycle) collides with an unstable branch (blue open circle, represents saddles).

Refer to caption
Figure 7: The plots correspond to model (3) with α=1.3\alpha=1.3, and by considering for ωj\omega_{j}’s the Lorentzian distribution (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6. The panels correspond to the value ϵ2=3.1\epsilon_{2}=3.1, represented as the straight line L2 in Fig. 3. Panel (a) shows as a function of adiabatically-tuned ϵ1\epsilon_{1} the quantity RR, namely, the time-averaged order parameter in the long-time limit. The symbols in panel (b) represent XPPAUT-generated bifurcation plots for yy as a function of ϵ1\epsilon_{1} with fixed ϵ2\epsilon_{2} and based on the Ott-Antonsen-ansatz-dynamics (LABEL:eq:r-dynamics). Here, panel (a) (respectively, panel (b)) has been obtained by following the same procedure as the one followed in obtaining panels (a) and (c) (respectively, panels (b) and (d)) of Fig. 6. The panels show the different states as well as the multistability regions of R1, R2, R3. (cf. bifurcation diagram 3).

In order to witness the R3 region, one has to choose the value of ϵ2\epsilon_{2} carefully as R3 represents a very narrow region, see Fig. 3; we consider ϵ2=3.1\epsilon_{2}=3.1 to witness the R3 region, see Fig. 7. Here, panel (a) (respectively, panel (b)) has been obtained by following the same procedure as the one followed in obtaining panels (a) and (c) (respectively, panels (b) and (d)) of Fig. 6. Here, we see the regions R1 and R2 as well. In panel (a), we see during the forward (adiabatic) variation of ϵ1\epsilon_{1} and starting with the OD (red filled circle) that the state disappears with the emergence of the OS (black filled square), while during the backward variation, the OS destabilizes to give birth to the IC (red filled triangle) (this confirms the existence of the multistability region R2), and eventually back to the OD. Choosing the IC as the initial state shows during the forward variation of ϵ1\epsilon_{1} a destabilization to give rise to the OS and during the backward variation a destabilization to give rise to the IC and eventually to the OD (this last behavior confirms the existence of the region R1). This establishes R3 as the region in which the OD, the IC and the OS coexist. In panel (b), we see that when the OD becomes unstable with the increase of ϵ1\epsilon_{1}, one observes a saddle-node bifurcation (SN) to the OS: at the bifurcation point, one stable branch corresponding to the OD (red filled circle) and one unstable branch (blue open circle, represent saddles) annihilate each other. When the OS becomes unstable with the decrease of ϵ1\epsilon_{1}, it bifurcates (i) first as a Hopf bifurcation (HB) to the IC, and (ii) then as a saddle-node limit-cycle bifurcation to the IC. The IC so obtained undergoes with further decrease of ϵ1\epsilon_{1} a pitchfork bifurcation (PF) to the OD.

Refer to caption
Figure 8: Temporal behaviour of r(t)r(t) showing expected long-time stable coexistence of the different states under the dynamics (3) initiated with the respective states. The parameters ω0\omega_{0}, γ\gamma and α\alpha have the same values as in Fig. 3. Panel (a), (b), (c) and (d) represent respectively the multistability regions R4, R3, R1 and R2, respectively. The values of ϵ1\epsilon_{1} and ϵ2\epsilon_{2} are: ϵ2=2.0\epsilon_{2}=2.0 and ϵ1=2.21\epsilon_{1}=2.21 (panel (a)), ϵ2=3.1\epsilon_{2}=3.1 and ϵ1=2.23\epsilon_{1}=2.23 (panel (b)), ϵ2=2.5\epsilon_{2}=2.5 and ϵ1=1.5\epsilon_{1}=1.5 (panel (c)), and ϵ2=3.4\epsilon_{2}=3.4 and ϵ1=2.5\epsilon_{1}=2.5 (panel (d)). The data are obtained from numerical integration of the dynamics (3).
Refer to caption
Figure 9: For the model (3), the figure depicts the two-parameter bifurcation diagram in the (ϵ1,ϵ2)(\epsilon_{1},\epsilon_{2})-plane for different α\alpha values given by α=0.1\alpha=0.1 (panel (a)), α=0.5\alpha=0.5 (panel (b)), α=1.0\alpha=1.0 (panel (c)) and α=1.5\alpha=1.5 (panel (d)). The frequency distribution is the Lorentzian (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6. The regions of the different states as well as the boundaries are obtained in the same manner as in Fig. 3. The regions R1, R2, R3, and R4 represent multistability or coexistence between IC-OD, between OS-OD, between IC-OS-OD and between IC-OS, respectively.
Refer to caption
Figure 10: For the model (3) and considering for ωj\omega_{j}’s the Lorentzian distribution (5) with γ=0.3\gamma=0.3 and ω0=0.6\omega_{0}=0.6, the figure depicts the two-parameter bifurcation diagram in the (α,ϵ1\alpha,\epsilon_{1})-plane for ϵ2=1.4\epsilon_{2}=1.4 (panel (a)) and ϵ2=2.0\epsilon_{2}=2.0 (panel (b)). We show here the various stable states and their boundaries, with bifurcation behavior observed as one crosses the different boundaries. The regions representing stable existence of the OD (Oscillation Death state), the IC (Incoherent state) and the OS (Oscillatory Synchronized state) have been constructed by analysing the long-time numerical solution of the dynamics (3) for N=104N=10^{4}, namely, by asking at given values of ϵ1\epsilon_{1} the quantity r(t)r(t) at long times represents which one of the three possible behavior depicted in Fig. 1. The blue dot-dashed line, the black dashed line, and the maroon continuous line are stability boundaries of the IC, the OD and the OS, respectively, and have been obtained by using the Ott-Antonsen-ansatz-based dynamics (LABEL:eq:r-dynamics) and following the procedure of its analysis detailed in the text. The regions R1, R2, R3, and R4 represent multistability or coexistence between IC-OD, between OS-OD, between IC-OS-OD and between IC-OS, respectively.

We now obtain the temporal behaviour of r(t)r(t) for all the four multistability regions while starting from different initial states; the data are obtained from numerical integration of the dynamics (3). Figure 8(a) shows that the dynamics initiated with either the IC or the OS remaining stabilized at these states (the inset shows that both these states remain stabilized at long times) when ϵ1\epsilon_{1} and ϵ2\epsilon_{2} have values in the R4 region of the bifurcation diagram. Panel (b) shows that the dynamics initialized with either the IC or the OS or the OD remaining stabilized at these states when ϵ1\epsilon_{1} and ϵ2\epsilon_{2} have values in the R3 region of the bifurcation diagram. Panels (c) and (d) represent in a similar manner the expected behavior in the multistability regions R1 and R2, respectively.

We have until now analysed the bifurcation scenario in the (ϵ1,ϵ2)(\epsilon_{1},\epsilon_{2})-plane for α=1.3\alpha=1.3. To illustrate the effect of varying α\alpha, we verified qualitatively similar bifurcation diagrams for four different values of α\alpha, namely, α=0.1,0.5,1.0\alpha=0.1,~{}0.5,~{}1.0 and 1.51.5, shown in Fig. 9, panels (a), (b), (c), (d), respectively. The regions of the different states as well as the boundaries are obtained in the same manner as in Fig. 3. The bifurcation diagram 9(a) for α=0.1\alpha=0.1 is very similar to the one for the dynamics (3) in the absence of asymmetry in the interaction, i.e., with α=0\alpha=0 Chandru:2020 . Even with a small increase in α\alpha value to α=0.5\alpha=0.5, we see the emergence of regions R3 and R4, see panel (b). Moreover, we see that increase in α\alpha values leads to growth of the IC region. In Fig. 10, we report for the dynamics (3) the bifurcation diagram in (α,ϵ1)(\alpha,\epsilon_{1})-plane for different values of ϵ2\epsilon_{2}.

V Conclusions

In this work, we studied a nontrivial generalization of the Sakaguchi-Kuramoto model of spontaneous collective synchronization, by considering an additional asymmetric interaction in the dynamics that breaks the phase-shift symmetry of the model. We reported the emergence of a very rich bifurcation diagram, including the existence of non-stationary synchronized states arising from destruction of stationary synchronized states. The bifurcation diagram shows existence of regions of two-state as well as three-state coexistence arising from asymmetric interaction in our model. Our results are based on numerical integration of the dynamical equations as well as an exact analysis of the dynamics by invoking the so-called Ott-Antonsen ansatz. It would be of immense interest to explore how inclusion of inertial effects Gupta-inertia in our model modifies the bifurcation diagram 3, an issue we are working on at the moment.

Author’s Contributions

V.K.Chandrasekar and Shamik Gupta formulated the problem. M. Manoranjani carried out the simulations and calculations. All the authors discussed the results and drafted the manuscript.

Acknowledgements

M.M. wishes to thank SASTRA Deemed University for research funds and for extending infrastructure support to carry out this work. S.G. acknowledges support from the Science and Engineering Research Board (SERB), India under SERB-TARE scheme Grant No. TAR/2018/000023, SERB-MATRICS scheme Grant No. MTR/2019/000560, and SERB-CRG scheme Grant No. CRG/2020/000596. He also thanks ICTP – The Abdus Salam International Centre for Theoretical Physics, Trieste, Italy for support under its Regular Associateship scheme. The work of V.K.C. is supported by the SERB-DST-MATRICS Grant No. MTR/2018/000676 and DST-CRG Project under Grant No. CRG/2020/004353.

Data Availability

The data that support the findings of this study are available from the corresponding author upon reasonable request.

References

  • (1) Kuramoto, Y., Chemical Oscillations, Waves and Turbulence.Springer, Berlin (1984).
  • (2) Strogatz, S. H., From Kuramoto to Crawford: exploring the onset of synchronization in populations of coupled oscillators, Physica D 143, 1 (2000).
  • (3) Acebron, A.J., Bonilla, J.J., Vicente, C.J.P., Ritort, F., Spigler, R.: The Kuramoto model: a simple paradigm for synchronization phenomena, Rev. Mod. Phys.77, 137 (2005).
  • (4) Gupta, S., Campa, A., Ruffo, S.:Kuramoto model of synchronization: equilibrium and nonequilibrium aspects, J. Stat. Mech. R08001 (2014).
  • (5) Gupta, S., Campa, A., Ruffo, S.: Statistical Physics of Synchronization (Springer, Berlin, 2018).
  • (6) Pikovsky, A., Rosenblum, M., and Kurths, J.:Synchronization: a Universal Concept in Nonlinear Sciences (Cambridge University Press, Cambridge, 2001).
  • (7) Peskin, C.S.:Mathematical aspects of heart physiology.Courant Institute of Mathematical Sciences, New York (1975).
  • (8) Buck, J.:Synchronous rhythmic flashing of fireflies. II., Q. Rev. Biol. 63, 265 (1988).
  • (9) Walker, T.J.:Acoustic synchrony: two mechanisms in the snowy tree cricket, Science 166, 891 (1969).
  • (10) Kiss, I., Zhai, Y., Hudson, J.:Emerging coherence in a population of chemical oscillators, Science 296, 1676 (2002).
  • (11) Schmidt, R., LaFleur, K.J.R., de Reus, M.A.: Kuramoto model simulation of neural hubs and dynamic synchrony in the human cerebral connectome, BMC Neurosci 16, 54 (2015).
  • (12) Néda, Z., Ravasz, E., Vicsek, T., Brechet, Y., Barabási, A.L.: Physics of the rhythmic applause, Phys. Rev. E 61, 6987 (2000).
  • (13) Iatsenko, D., Petkoski, S., McClintock, P.V.E., Stefanovska, A.:Stationary and Traveling Wave States of the Kuramoto Model with an Arbitrary Distribution of Frequencies and Coupling Strengths, Phys. Rev. Lett. 110, 064101 (2013).
  • (14) Petkoski, S., Iatsenko, D., Basnarkov, L., Stefanovska, A.:Mean-field and mean-ensemble frequencies of a system of coupled oscillators, Phys. Rev. E 87, 032908 (2013).
  • (15) Iatsenko, D., McClintock, P.V.E., Stefanovska, A.:Glassy states and super-relaxation in populations of coupled phase oscillators, Nature Communications 5, 4118 (2014).
  • (16) Gu, C., Liang, X., Yang, H., Rohling, J.H.T.:Heterogeneity induces rhythms of weakly coupled circadian neurons, Scientific Reports 6, 21412 (2016).
  • (17) Seong-Gyu Yang, Hong, H., Kim, B.J.:Asymmetric dynamic interaction shifts synchronized frequency of coupled oscillators, Scientific Reports 10, 2516 (2020).
  • (18) Sakaguchi, H., Kuramoto, Y., Shinomoto S., "Mutual Entrainment in Oscillator Lattices with N on variational Type Interaction ", Prog. Theor. Phys. 79, 5 (1988).
  • (19) Sakaguchi, H., Kuramoto, Y."A Soluble Active Rotator Model Showing Phase Transitions via Mutual Entrainment", Prog. Theor. Phys. 76, 576 (1986).
  • (20) Wiesenfeld, k., Colet, P., Strogatz, S.H.:Synchronization Transitions in a Disordered Josephson Series Array, Phys. Rev. Lett. 76, 404 (1996).
  • (21) Stephen Yeung, M.K., Strogatz, S.H.:Time Delay in the Kuramoto Model of Coupled Oscillators, Phys. Rev. Lett. 82, 648 (1999).
  • (22) Pikovsky, A., Rosenblum, M.:Partially Integrable Dynamics of Hierarchical Populations of Coupled Oscillators, Phys. Rev. Lett. 101, 264103 (2008).
  • (23) Wolfrum, M., and Omel’chenko, O.E.:Chimera states are chaotic transients, Phys. Rev. E 84, 015201(R) (2011).
  • (24) Pazó, D., Montbrió, E."Low-Dimensional Dynamics of Populations of Pulse-Coupled Oscillators", Phys. Rev. X 4, 011009 (2014).
  • (25) Skardal,P. S.,:Stability Diagram, Hysteresis, and Critical Time Delay and Frequency for the Kuramoto Model with Heterogeneous Interaction Delays, International Journal of Bifurcation and Chaos 28, 1830014 (2018).
  • (26) Zakharova, A., Kapeller, M., Scho¨\ddot{o}ll, E.,"Chimera Death: Symmetry Breaking in Dynamical Networks", Phys. Rev. Lett. 112, 154101 (2014).
  • (27) Premalatha, K., Chandrasekar, V.K., Senthilvelan, M., Lakshmanan, M."Impact of symmetry breaking in networks of globally coupled oscillators", Phys. Rev. E 19, 052915 (2015).
  • (28) Winfree, A. T. "Biological rhythms and the behavior of populations of coupled oscillators", J. Theor. Biol. 16, 15 (1967).
  • (29) Strogatz, S. H. “From Kuramoto to Crawford: exploring the onset of synchronization in populations of coupled oscillators”, Physica D 143, 1–20(2000).
  • (30) E. Montbrió and D. Pazó, “Kuramoto model for excitation-inhibition-based oscillations,” Phys. Rev. Lett. 120, 244101 (2018).
  • (31) R. Gallego, E. Montbrió, and D. Pazó, “Synchronization scenarios in the Winfree model of coupled oscillators,” Phys. Rev. E 96, 042208 (2017).
  • (32) T. Ariaratnam and S. H. Strogatz, “Phase diagram for the Winfree model of coupled nonlinear oscillators,” Phys. Rev. Lett. 86, 4278-4281 (2001).
  • (33) Shinomoto, S., Kuramoto, Y."Phase Transitions in Active Rotator Systems", Prog. Theor. Phys. 75, 1105 (1986).
  • (34) Acebron, A.,Bonilla, L. L., Perez Vicente, C.J., Ritort, F., and Spigler, R."The Kuramoto model: A simple paradigm for synchronization phenomena", Rev. Mod. Phys. 77, 137 (2005).
  • (35) Chandrasekar, V.K., Manoranjani, M., and Gupta, S."Kuramoto model in presence of additional interactions that break rotational symmetry", Phys. Rev. E 102, 012206 (2020).
  • (36) Omel’chenko, O.M., and Wolfrum, M."Nonuniversal Transitions to Synchrony in the Sakaguchi-Kuramoto Model", Phys. Rev. Lett. 109, 164101 (2012).
  • (37) Omel’chenko, O.M., Matthias Wolfrum,"Bifurcations in the Sakaguchi–Kuramoto model", Physica D 74, 263 (2013).
  • (38) Ott, E., Antonsen, T.M."Low dimensional behavior of large systems of globally coupled oscillators", Chaos 18, 037113 (2008).
  • (39) Ott, E., Antonsen, T.M."Long time evolution of phase oscillator systems", Chaos 19, 023117 (2009).
  • (40) Ermentrout, B.:Simulating, Analyzing, and Animating Dynamical Systems: A Guide to XPPAUT for Researchers and Students.Society for Industrial & Applied Math, Philadelphia, PA, (2002).
  • (41) Wei Zou., Senthilkumar, D. V., Zhan, M., Kurths, J."Quenching, aging, and reviving in coupled dynamical networks", Phys. Rep. (2021). https://doi.org/10.1016/j.physrep.2021.07.004.
  • (42) Gupta, S., Campa, A., Ruffo, S."Nonequilibrium first-order phase transition in coupled oscillator systems with inertia and noise", Phys. Rev. E 89, 02212 (2014).