Nonequilibrium first-order phase transition in coupled oscillator systems with inertia and noise

Stochastic Kuramoto oscillators with inertia and higher-order interactions

The impact of noise in coupled oscillators with pairwise interactions has been extensively explored. Here, we study stochastic second-order coupled Kuramoto oscillators with higher-order interactions and show that as noise strength increases, the critical points associated with synchronization transitions shift toward higher coupling values. By employing the perturbation analysis, we obtain an expression for the forward critical point as a function of inertia and noise strength. Further, for overdamped systems, we show that as noise strength increases, the first-order transition switches to second-order even for higher-order couplings. We include a discussion on the nature of critical points obtained through Ott-Antonsen ansatz.

Prolonged hysteresis in the Kuramoto model with inertia and higher-order interactions

The inclusion of inertia in the Kuramoto model has long been reported to change the nature of a phase transition, providing a fertile ground to model the dynamical behaviors of interacting units. More recently, higher-order interactions have been realized as essential for the functioning of real-world complex systems ranging from the brain to disease spreading. Yet analytical insights to decipher the role of inertia with higher-order interactions remain challenging. Here, we study the Kuramoto model with inertia on simplicial complexes, merging two research domains. We develop an analytical framework in a mean-field setting using self-consistent equations to describe the steady-state behavior, which reveals a prolonged hysteresis in the synchronization profile. Inertia and triadic interaction strength exhibit isolated influence on system dynamics by predominantly governing, respectively, the forward and backward transition points. This paper sets a paradigm to deepen our understanding of real-world complex systems such as power grids modeled as the Kuramoto model with inertia.

Oscillation quenching in diffusively coupled dynamical networks with inertial effects

Self-sustained oscillations are ubiquitous and of fundamental importance for a variety of physical and biological systems including neural networks, cardiac dynamics, and circadian rhythms. In this work, oscillation quenching in diffusively coupled dynamical networks including "inertial" effects is analyzed. By adding inertia to diffusively coupled first-order oscillatory systems, we uncover that even small inertia is capable of eradicating the onset of oscillation quenching. We consolidate the generality of inertia in eradicating oscillation quenching by extensively examining diverse quenching scenarios, where macroscopic oscillations are extremely deteriorated and even completely lost in the corresponding models without inertia. The presence of inertia serves as an additional scheme to eradicate the onset of oscillation quenching, which does not need to tailor the coupling functions. Our findings imply that inertia of a system is an enabler against oscillation quenching in coupled dynamical networks, which, in turn, is helpful for understanding the emergence of rhythmic behaviors in complex coupled systems with amplitude degree of freedom.

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

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.

Traveling bands, clouds, and vortices of chiral active matter

We consider stochastic dynamics of self-propelled particles with nonlocal normalized alignment interactions subject to phase lag. The role of the lag is to indirectly generate chirality into particle motion. To understand large-scale behavior, we derive a continuum description of an active Brownian particle flow with macroscopic scaling in the form of a partial differential equation for a one-particle probability density function. Due to indirect chirality, we find a spatially homogeneous nonstationary analytic solution for this class of equations. Our development of kinetic and hydrodynamic theories towards such a solution reveals the existence of a wide variety of spatially nonhomogeneous patterns reminiscent of traveling bands, clouds, and vortical structures of linear active matter. Our model may thereby serve as the basis for understanding the nature of chiral active media and designing multiagent swarms with designated behavior.

Blinking chimeras in globally coupled rotators

In globally coupled ensembles of identical oscillators so-called chimera states can be observed. The chimera state is a symmetry-broken regime, where a subset of oscillators forms a cluster, a synchronized population, while the rest of the system remains a collection of nonsynchronized, scattered units. We describe here a blinking chimera regime in an ensemble of seven globally coupled rotators (Kuramoto oscillators with inertia). It is characterized by a death-birth process, where a long-term stable cluster of four oscillators suddenly dissolves and is very quickly reborn with a new reshuffled configuration. We identify three different kinds of rare blinking events and give a quantitative characterization by applying stability analysis to the long-lived chaotic state and to the short-lived regular regimes that arise when the cluster dissolves.

First-order phase transition in a majority-vote model with inertia

We generalize the original majority-vote model by incorporating inertia into the microscopic dynamics of the spin flipping, where the spin-flip probability of any individual depends not only on the states of its neighbors, but also on its own state. Surprisingly, the order-disorder phase transition is changed from a usual continuous or second-order type to a discontinuous or first-order one when the inertia is above an appropriate level. A central feature of such an explosive transition is a strong hysteresis behavior as noise intensity goes forward and backward. Within the hysteresis region, a disordered phase and two symmetric ordered phases are coexisting and transition rates between these phases are numerically calculated by a rare-event sampling method. A mean-field theory is developed to analytically reveal the property of this phase transition.

Multistable states in a system of coupled phase oscillators with inertia

We investigate the generalized Kuramoto model of globally coupled oscillators with inertia, in which oscillators with positive coupling strength are conformists and oscillators with negative coupling strength are contrarians. We consider the correlation between the coupling strengths of oscillators and the distributions of natural frequencies. Two different types of correlations are studied. It is shown that the model supports multistable synchronized states such as different types of travelling wave states, π state and another type of nonstationary state: an oscillating π state. The phase distribution oscillates in a confined region and the phase difference between conformists and contrarians oscillates around π periodically in the oscillating π state. The different types of travelling wave state may be characterized by the speed of travelling wave and the effective frequencies of oscillators. Finally, the bifurcation diagrams of the model in the parameter space are presented.

Bifurcations and Singularities for Coupled Oscillators with Inertia and Frustration

We prove that any nonzero inertia, however small, is able to change the nature of the synchronization transition in Kuramoto-like models, either from continuous to discontinuous or from discontinuous to continuous. This result is obtained through an unstable manifold expansion in the spirit of Crawford, which features singularities in the vicinity of the bifurcation. Far from being unwanted artifacts, these singularities actually control the qualitative behavior of the system. Our numerical tests fully support this picture.

Continuous and discontinuous transitions to synchronization

We describe how the transition to synchronization in a system of globally coupled Stuart-Landau oscillators changes from continuous to discontinuous when the nature of the coupling is moved from diffusive to reactive. We explain this drastic qualitative change as resulting from the co-existence of a particular synchronized macrostate together with the trivial incoherent macrostate, in a range of parameter values for which the latter is linearly stable. In contrast to the paradigmatic Kuramoto model, this particular state observed at the synchronization transition contains a finite, non-vanishing number of synchronized oscillators, which results in a discontinuous transition. We consider successively two situations where either a fully synchronized state or a partially synchronized state exists at the transition. Thermodynamic limit and finite size effects are briefly discussed, as well as connections with recently observed discontinuous transitions.

Spatiotemporal dynamics of the Kuramoto-Sakaguchi model with time-dependent connectivity

We study the dynamics of the paradigmatic Kuramoto-Sakaguchi model of identical coupled phase oscillators with various kinds of time-dependent connectivity using Eulerian discretization. We explore the parameter spaces for various types of collective states using the phase plots of the two statistical quantities, namely, the strength of incoherence and the discontinuity measure. In the quasistatic limit of the changing of coupling range, we observe how the system relaxes from one state to another and identify a few interesting collective dynamical states along the way. Under a sinusoidal change of the coupling range, the global order parameter characterizing the degree of synchronization in the system is shown to undergo a hysteresis with the coupling range. We also study the low-dimensional spatiotemporal dynamics of the local order parameter in the continuum limit using the recently developed Ott-Antonsen ansatz and justify some of our numerical results. In particular, we identify an intrinsic time scale of the Kuramoto system and show that the simulations exhibit two distinct kinds of qualitative behavior in two cases when the time scale associated with the switching of the coupling radius is very large compared to the intrinsic time scale and when it is comparable to the intrinsic time scale.

Chimera states in coupled Kuramoto oscillators with inertia

The dynamics of two symmetrically coupled populations of rotators is studied for different values of the inertia. The system is characterized by different types of solutions, which all coexist with the fully synchronized state. At small inertia, the system is no more chaotic and one observes mainly quasi-periodic chimeras, while the usual (stationary) chimera state is not anymore observable. At large inertia, one observes two different kind of chaotic solutions with broken symmetry: the intermittent chaotic chimera, characterized by a synchronized population and a population displaying a turbulent behaviour, and a second state where the two populations are both chaotic but whose dynamics adhere to two different macroscopic attractors. The intermittent chaotic chimeras are characterized by a finite life-time, whose duration increases as a power-law with the system size and the inertia value. Moreover, the chaotic population exhibits clear intermittent behavior, displaying a laminar phase where the two populations tend to synchronize, and a turbulent phase where the macroscopic motion of one population is definitely erratic. In the thermodynamic limit, these states survive for infinite time and the laminar regimes tends to disappear, thus giving rise to stationary chaotic solutions with broken symmetry contrary to what observed for chaotic chimeras on a ring geometry.

Intermittent chaotic chimeras for coupled rotators

Two symmetrically coupled populations of N oscillators with inertia m display chaotic solutions with broken symmetry similar to experimental observations with mechanical pendulums. In particular, we report evidence of intermittent chaotic chimeras, where one population is synchronized and the other jumps erratically between laminar and turbulent phases. These states have finite lifetimes diverging as a power law with N and m. Lyapunov analyses reveal chaotic properties in quantitative agreement with theoretical predictions for globally coupled dissipative systems.

Nonlinear transient waves in coupled phase oscillators with inertia

Like the inertia of a physical body describes its tendency to resist changes of its state of motion, inertia of an oscillator describes its tendency to resist changes of its frequency. Here, we show that finite inertia of individual oscillators enables nonlinear phase waves in spatially extended coupled systems. Using a discrete model of coupled phase oscillators with inertia, we investigate these wave phenomena numerically, complemented by a continuum approximation that permits the analytical description of the key features of wave propagation in the long-wavelength limit. The ability to exhibit traveling waves is a generic feature of systems with finite inertia and is independent of the details of the coupling function.

Ensemble inequivalence in a mean-field XY model with ferromagnetic and nematic couplings

We explore ensemble inequivalence in long-range interacting systems by studying an XY model of classical spins with ferromagnetic and nematic coupling. We demonstrate the inequivalence by mapping the microcanonical phase diagram onto the canonical one, and also by doing the inverse mapping. We show that the equilibrium phase diagrams within the two ensembles strongly disagree within the regions of first-order transitions, exhibiting interesting features like temperature jumps. In particular, we discuss the coexistence and forbidden regions of different macroscopic states in both the phase diagrams.

Hysteretic transitions in the Kuramoto model with inertia

We report finite-size numerical investigations and mean-field analysis of a Kuramoto model with inertia for fully coupled and diluted systems. In particular, we examine, for a gaussian distribution of the frequencies, the transition from incoherence to coherence for increasingly large system size and inertia. For sufficiently large inertia the transition is hysteretic, and within the hysteretic region clusters of locked oscillators of various sizes and different levels of synchronization coexist. A modification of the mean-field theory developed by Tanaka, Lichtenberg, and Oishi [Physica D 100, 279 (1997)] allows us to derive the synchronization curve associated to each of these clusters. We have also investigated numerically the limits of existence of the coherent and of the incoherent solutions. The minimal coupling required to observe the coherent state is largely independent of the system size, and it saturates to a constant value already for moderately large inertia values. The incoherent state is observable up to a critical coupling whose value saturates for large inertia and for finite system sizes, while in the thermodinamic limit this critical value diverges proportionally to the mass. By increasing the inertia the transition becomes more complex, and the synchronization occurs via the emergence of clusters of whirling oscillators. The presence of these groups of coherently drifting oscillators induces oscillations in the order parameter. We have shown that the transition remains hysteretic even for randomly diluted networks up to a level of connectivity corresponding to a few links per oscillator. Finally, an application to the Italian high-voltage power grid is reported, which reveals the emergence of quasiperiodic oscillations in the order parameter due to the simultaneous presence of many competing whirling clusters.

Random transitions described by the stochastic Smoluchowski-Poisson system and by the stochastic Keller-Segel model

We study random transitions between two metastable states that appear below a critical temperature in a one-dimensional self-gravitating Brownian gas with a modified Poisson equation experiencing a second order phase transition from a homogeneous phase to an inhomogeneous phase [P. H. Chavanis and L. Delfini, Phys. Rev. E 81, 051103 (2010)]. We numerically solve the N-body Langevin equations and the stochastic Smoluchowski-Poisson system, which takes fluctuations (finite N effects) into account. The system switches back and forth between the two metastable states (bistability) and the particles accumulate successively at the center or at the boundary of the domain. We explicitly show that these random transitions exhibit the phenomenology of the ordinary Kramers problem for a Brownian particle in a double-well potential. The distribution of the residence time is Poissonian and the average lifetime of a metastable state is given by the Arrhenius law; i.e., it is proportional to the exponential of the barrier of free energy ΔF divided by the energy of thermal excitation kBT. Since the free energy is proportional to the number of particles N for a system with long-range interactions, the lifetime of metastable states scales as eN and is considerable for N≫1. As a result, in many applications, metastable states of systems with long-range interactions can be considered as stable states. However, for moderate values of N, or close to a critical point, the lifetime of the metastable states is reduced since the barrier of free energy decreases. In that case, the fluctuations become important and the mean field approximation is no more valid. This is the situation considered in this paper. By an appropriate change of notations, our results also apply to bacterial populations experiencing chemotaxis in biology. Their dynamics can be described by a stochastic Keller-Segel model that takes fluctuations into account and goes beyond the usual mean field approximation.