A unique state of clustered chimera in
  non-locally coupled phase oscillators
        with propagation delays


     Gautam C Sethia and Abhijit Sen
       Institute for Plasma Research
     Bhat, Gandhinagar 382 428, India
              Fatihcan M Atay
Max Planck Institute for Mathematics in the Sciences
            Leipzig 041103, Germany
Reaction-diffusion systems:
Kuramoto starts his famous book
“Chemical Oscillations, Waves
and Turbulence” with the words:
 “Mathematically, a reaction-
 diffusion system is obtained by
 adding some diffusion terms to
 a set of ordinary differential
 equations which are first-order
 in time.”
Normal form of bifurcation:
Like in case of a single oscillator, it is possible
to derive the normal form at the supercritical
Hopf bifurcation point for spatially extended
systems with diffusive coupling. The result is
well known and well studied complex
Ginzburg-Landau equation (CGLE) which
describes the universal dynamics of reaction-
diffusion systems close to the emergence of
uniform oscillations.
Complex Ginzburg-Landau
Equation (CGLE):
One-dimensional CGLE:
 ∂                              2              ∂2
    A( x, t ) = A − (1 + iC2 ) A A + (1 + iC1 ) 2 A( x, t )
 ∂t                                            ∂x

Discrete version of CGLE is as follows:
                              2
 ∂ t Ai = Ai − (1 + iC2 ) Ai Ai + (1 + iC1 )( Ai −1 − 2 Ai + Ai +1 )

     Limit cycle oscillator                    Diffusive coupling
       A(t ) = ρe iωt
       ρ = 1, ω = −C2
Collective modes of coupled
oscillators:
• Coherent solutions of the CGLE correspond to collective
modes of a large assembly of coupled oscillators
• A variety of solutions exist:
            • plane waves
            • hole solutions
            • fronts
            • spirals (in 2D)
            • scrolls (in 3D)
• Wide applications in a variety of physical, chemical and
  biological systems
Non-local CGLE:
   ∂                              2
      A( x, t ) = A − (1 + iC2 ) A A + K (1 + iC1 )( Z ( x,t ) − A( x, t ))
   ∂t
   Z ( x, t ) = ∫ G ( x − x' ) A( x' , t )dx'
          κ ( −κ y )
   G( y) = e
          2

Important in many physical, chemical, biological modeling:
  • interaction between neurons over large distances
  • certain reaction diffusion systems for chemical
  interactions
  • heat pulse propagation problems in tokamak plasmas
  • Josephson junction arrays
Coexistence of coherence and
incoherence:
Solving the non-locally coupled CGLE for a
finite system size with periodic boundary
conditions and in a suitable range of
parameters, in which the uniform oscillation is
linearly stable, the system develops peculiar
patterns of coexisting coherence and
incoherence named as chimera.
“Novel” collective state:
Simultaneous existence of coherent and incoherent states:
               “Chimera” state




K = 4.0, α = 1.45, N = 256       Time evolution of phases
Chimera in greek mythology:
                The three-formed
                monster Khimaira
                (chimera) is depicted
                with a lion's body
                and head, a goat's
                drooping udders and
                goat-head rising
                from the middle of
                its back, and a
                serpent-headed tail.
Chimera in the present
context:
 A mathematical Chimera in which an array of
 identical oscillators splits into two domains: one
 coherent (phase locked) and the other incoherent
 (desynchronized).

 First identified by Kuramoto and Battogtokh
 (Nonl. Phenom. Compl. Syst. 5, 380, 2002) and
 named Chimera by Abrams and Strogatz (Phys.
 Rev. Lett. 93, 174102, 2004).
Can a chimera state exist in a time
delayed system?

• Time delay arises due to finite propagation
speed of a signal.

• Information arises later and later from
distant oscillators to a given oscillator –
model assumes constant speed v of signals.
The phase reduction of non-
locally coupled CGLE:
When the coupling strength K is weak, the
non-locally coupled CGLE takes the form :

 ∂φ
    = ω − ∫ G ( x − x' ) sin[φ ( x, t ) − φ ( x' , t ) + α ]dx'
 ∂t
          C 2 − C1
tan(α ) =           , α (C 2 − C1 ) > 0
          1 + C1C 2
Phase equation with
propagation time delays:

∂φ                                                    x − x'
   = ω − ∫ G ( x − x' ) sin[φ ( x, t ) − φ ( x' , t −        ) + α ]dx'
∂t                                                      v
         κ
G ( y ) = exp(−κ y ) Exponential kernel
         2

∫ G( y)dy = 1
v is the propagation velocity
The typical spatial profiles of coupling
kernel G and propagation delays:
Space-time plots of the phases:
Set-1: 1/v=10.24, 2L=1.0, α=0.0, ω=2.0
Chimera states with and without
delay:         (parameter set-1)




   With delay         Without delay
Space-time plots of the phases:
Set-2: 1/v=10.24, 2L=1.0, α=0.9, ω=1.1
Phase equation with relative
phases:
The phase equation can be rewritten in
terms of the relative phases
θ(x,t)=φ(x,t)-Ωt :
∂θ                                                        x − x'          x − x'
   = ω − Ω − ∫ G ( x − x' ) sin[θ ( x, t ) − θ ( x' , t −        ) +α + Ω        ]dx'
∂t                                                          v               v


where Ω denotes a constant drift frequency.
Complex order parameter for
time delayed system:

                                                                 x− x'      x− x'   
                                                   i θ ( x ',t −       ) −Ω         
  R ( x , t ) e iΘ ( x , t ) = ∫ G ( x − x ' ) e     
                                                                  v          v      
                                                                                     
                                                                                         dx'

 ∂θ
     = ω − Ω − R sin[θ − Θ + α ]
  ∂t
 θ = φ − Ωt , ∆ = ω − Ω
  R( x) ≥ ∆           phase − locked solutions
  R( x) < ∆           phase − drift solutions
Self-consistency equation with time
delays for stationary solutions:
Under the restriction of stationary solutions, in
which R and Θ depend on space but not on
time, the following self-consistency equation
is obtained:
                                                              x− x'   
                                              i  Θ ( x ') − Ω             ∆ − ∆2 − R 2 ( x' ) 
R ( x ) e iΘ ( x ) = e iβ ∫ G ( x − x ' ) e                    v      
                                                                      
                                                                                                 dx'
                                                                                R( x' )         
                                                                                                
   π
β = −α
   2
∆ =ω −Ω
Solving the self-consistency
equation: (parameter set-1)
Convergence of order
parameter: (parameter set-1)



 R




                 X
Spatial profiles of the order
parameter (R & Θ) : set-1
Direct simulations compared with solutions
of the self-consistency equation:   set-1
Direct simulations compared with solutions
of the self-consistency equation:   set-2
Conclusions:
Nonlocal coupling is not simply an intermediate
coupling between “local” and “global” but
generates a wide range of unexpected behaviour
and the chimera state is one of them.

The propagation delays further restructure the no-
delay chimera state into a periodic cluster of anti-
phase coherent regions interspersed by incoherent
regions.
Conclusions:                            contd.
Our numerical simulations of the coupled oscillator
dynamics are further validated and explained
through the solutions of a generalized functional
self-consistency equation of the mean field.

Thus time delay offers an additional mechanism for
cluster formations in dynamical systems and model
systems incorporating time delays may provide a
useful paradigm for studying this phenomenon.
Conclusions:                             contd.
The number and the distribution of the clusters is a
sensitive function of delay and is a result of time
delay induced spatial modulations of the order
parameter R.
There is a correspondence between the number of
clusters (2q) and the wave number (q) of the co-
existing traveling wave solutions.
The work is under progress to investigate the
phase-locked and the chimera states in a wide
range of system parameters and delay values.
Pegasus, used in the battle
against Chimera:

                        Thank you very
                        much for your
                        attention.

 Mythological figures have been obtained from the
 site http://www.theoi.com (Theoi project: Guide to
 Greek mythology).
Solving the self-consistency
equation:         (parameter set-2)
Spatial profiles of the order
parameter (R & Θ) :       set-2
Reaction-diffusion systems:
Kuramoto starts his famous book “Chemical Oscillations,
Waves and Turbulence” with the words:

 “Mathematically, a reaction-diffusion system is obtained by
 adding some diffusion terms to a set of ordinary differential
 equations which are first-order in time.”
Like in case of a single oscillator, it is possible to derive the
normal form at the supercritical Hopf bifurcation point for
spatially extended systems with diffusive coupling. The result is
well known and well studied complex Ginzburg-Landau
equation (CGLE) which describes the universal dynamics of
reaction-diffusion systems close to the emergence of uniform
oscillations.

Rdnd2008

  • 1.
    A unique stateof clustered chimera in non-locally coupled phase oscillators with propagation delays Gautam C Sethia and Abhijit Sen Institute for Plasma Research Bhat, Gandhinagar 382 428, India Fatihcan M Atay Max Planck Institute for Mathematics in the Sciences Leipzig 041103, Germany
  • 2.
    Reaction-diffusion systems: Kuramoto startshis famous book “Chemical Oscillations, Waves and Turbulence” with the words: “Mathematically, a reaction- diffusion system is obtained by adding some diffusion terms to a set of ordinary differential equations which are first-order in time.”
  • 3.
    Normal form ofbifurcation: Like in case of a single oscillator, it is possible to derive the normal form at the supercritical Hopf bifurcation point for spatially extended systems with diffusive coupling. The result is well known and well studied complex Ginzburg-Landau equation (CGLE) which describes the universal dynamics of reaction- diffusion systems close to the emergence of uniform oscillations.
  • 4.
    Complex Ginzburg-Landau Equation (CGLE): One-dimensionalCGLE: ∂ 2 ∂2 A( x, t ) = A − (1 + iC2 ) A A + (1 + iC1 ) 2 A( x, t ) ∂t ∂x Discrete version of CGLE is as follows: 2 ∂ t Ai = Ai − (1 + iC2 ) Ai Ai + (1 + iC1 )( Ai −1 − 2 Ai + Ai +1 ) Limit cycle oscillator Diffusive coupling A(t ) = ρe iωt ρ = 1, ω = −C2
  • 5.
    Collective modes ofcoupled oscillators: • Coherent solutions of the CGLE correspond to collective modes of a large assembly of coupled oscillators • A variety of solutions exist: • plane waves • hole solutions • fronts • spirals (in 2D) • scrolls (in 3D) • Wide applications in a variety of physical, chemical and biological systems
  • 6.
    Non-local CGLE: ∂ 2 A( x, t ) = A − (1 + iC2 ) A A + K (1 + iC1 )( Z ( x,t ) − A( x, t )) ∂t Z ( x, t ) = ∫ G ( x − x' ) A( x' , t )dx' κ ( −κ y ) G( y) = e 2 Important in many physical, chemical, biological modeling: • interaction between neurons over large distances • certain reaction diffusion systems for chemical interactions • heat pulse propagation problems in tokamak plasmas • Josephson junction arrays
  • 7.
    Coexistence of coherenceand incoherence: Solving the non-locally coupled CGLE for a finite system size with periodic boundary conditions and in a suitable range of parameters, in which the uniform oscillation is linearly stable, the system develops peculiar patterns of coexisting coherence and incoherence named as chimera.
  • 8.
    “Novel” collective state: Simultaneousexistence of coherent and incoherent states: “Chimera” state K = 4.0, α = 1.45, N = 256 Time evolution of phases
  • 9.
    Chimera in greekmythology: The three-formed monster Khimaira (chimera) is depicted with a lion's body and head, a goat's drooping udders and goat-head rising from the middle of its back, and a serpent-headed tail.
  • 10.
    Chimera in thepresent context: A mathematical Chimera in which an array of identical oscillators splits into two domains: one coherent (phase locked) and the other incoherent (desynchronized). First identified by Kuramoto and Battogtokh (Nonl. Phenom. Compl. Syst. 5, 380, 2002) and named Chimera by Abrams and Strogatz (Phys. Rev. Lett. 93, 174102, 2004).
  • 11.
    Can a chimerastate exist in a time delayed system? • Time delay arises due to finite propagation speed of a signal. • Information arises later and later from distant oscillators to a given oscillator – model assumes constant speed v of signals.
  • 12.
    The phase reductionof non- locally coupled CGLE: When the coupling strength K is weak, the non-locally coupled CGLE takes the form : ∂φ = ω − ∫ G ( x − x' ) sin[φ ( x, t ) − φ ( x' , t ) + α ]dx' ∂t C 2 − C1 tan(α ) = , α (C 2 − C1 ) > 0 1 + C1C 2
  • 13.
    Phase equation with propagationtime delays: ∂φ x − x' = ω − ∫ G ( x − x' ) sin[φ ( x, t ) − φ ( x' , t − ) + α ]dx' ∂t v κ G ( y ) = exp(−κ y ) Exponential kernel 2 ∫ G( y)dy = 1 v is the propagation velocity
  • 14.
    The typical spatialprofiles of coupling kernel G and propagation delays:
  • 15.
    Space-time plots ofthe phases: Set-1: 1/v=10.24, 2L=1.0, α=0.0, ω=2.0
  • 16.
    Chimera states withand without delay: (parameter set-1) With delay Without delay
  • 17.
    Space-time plots ofthe phases: Set-2: 1/v=10.24, 2L=1.0, α=0.9, ω=1.1
  • 18.
    Phase equation withrelative phases: The phase equation can be rewritten in terms of the relative phases θ(x,t)=φ(x,t)-Ωt : ∂θ x − x' x − x' = ω − Ω − ∫ G ( x − x' ) sin[θ ( x, t ) − θ ( x' , t − ) +α + Ω ]dx' ∂t v v where Ω denotes a constant drift frequency.
  • 19.
    Complex order parameterfor time delayed system:  x− x' x− x'  i θ ( x ',t − ) −Ω  R ( x , t ) e iΘ ( x , t ) = ∫ G ( x − x ' ) e   v v   dx' ∂θ = ω − Ω − R sin[θ − Θ + α ] ∂t θ = φ − Ωt , ∆ = ω − Ω R( x) ≥ ∆ phase − locked solutions R( x) < ∆ phase − drift solutions
  • 20.
    Self-consistency equation withtime delays for stationary solutions: Under the restriction of stationary solutions, in which R and Θ depend on space but not on time, the following self-consistency equation is obtained:  x− x'  i  Θ ( x ') − Ω   ∆ − ∆2 − R 2 ( x' )  R ( x ) e iΘ ( x ) = e iβ ∫ G ( x − x ' ) e  v      dx'  R( x' )    π β = −α 2 ∆ =ω −Ω
  • 21.
  • 22.
    Convergence of order parameter:(parameter set-1) R X
  • 23.
    Spatial profiles ofthe order parameter (R & Θ) : set-1
  • 24.
    Direct simulations comparedwith solutions of the self-consistency equation: set-1
  • 25.
    Direct simulations comparedwith solutions of the self-consistency equation: set-2
  • 26.
    Conclusions: Nonlocal coupling isnot simply an intermediate coupling between “local” and “global” but generates a wide range of unexpected behaviour and the chimera state is one of them. The propagation delays further restructure the no- delay chimera state into a periodic cluster of anti- phase coherent regions interspersed by incoherent regions.
  • 27.
    Conclusions: contd. Our numerical simulations of the coupled oscillator dynamics are further validated and explained through the solutions of a generalized functional self-consistency equation of the mean field. Thus time delay offers an additional mechanism for cluster formations in dynamical systems and model systems incorporating time delays may provide a useful paradigm for studying this phenomenon.
  • 28.
    Conclusions: contd. The number and the distribution of the clusters is a sensitive function of delay and is a result of time delay induced spatial modulations of the order parameter R. There is a correspondence between the number of clusters (2q) and the wave number (q) of the co- existing traveling wave solutions. The work is under progress to investigate the phase-locked and the chimera states in a wide range of system parameters and delay values.
  • 29.
    Pegasus, used inthe battle against Chimera: Thank you very much for your attention. Mythological figures have been obtained from the site http://www.theoi.com (Theoi project: Guide to Greek mythology).
  • 30.
  • 31.
    Spatial profiles ofthe order parameter (R & Θ) : set-2
  • 32.
    Reaction-diffusion systems: Kuramoto startshis famous book “Chemical Oscillations, Waves and Turbulence” with the words: “Mathematically, a reaction-diffusion system is obtained by adding some diffusion terms to a set of ordinary differential equations which are first-order in time.” Like in case of a single oscillator, it is possible to derive the normal form at the supercritical Hopf bifurcation point for spatially extended systems with diffusive coupling. The result is well known and well studied complex Ginzburg-Landau equation (CGLE) which describes the universal dynamics of reaction-diffusion systems close to the emergence of uniform oscillations.