Analytic approximations of statistical quantities and response of noisy oscillators

Nonlinear oscillators have been utilized in many contexts because they encompass a large class of phenomena. For a reduced phase oscillator model with weak noise forcing that is necessarily multiplicative, we provide analytic formulas for the stationary statistical quantities of the random period. This is an important quantity which we term ‘response’ (i.e., the spike times, instantaneous frequency in neuroscience, the cycle time in chemical reactions, etc.) that is often analytically intractable in noisy oscillator systems. The analytic formulas are accurate in the weak noise limit so that one does not have to numerically solve a time-varying Fokker-Planck equation. The steady-state and dynamic responses are also analyzed with deterministic forcing. A second order analytic formula is derived for the steady-state response, whereas the dynamic response with time-varying forcing is more complicated. We focus on the specific case where the forcing is sinusoidal and accurately capture the frequency response with an analytic approximation that is obtained with a rescaling of the equation. By utilizing various techniques in the weak noise regime, this work leads to a better understanding of how the random period of nonlinear oscillators are affected by multiplicative noise and external forcing. Comparisons of the asymptotic formulas with a full oscillator system confirm the qualitative accurateness of the theory.     

Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

Statistical macrodynamics of large dynamical systems. Case of a phase transition in oscillator communities

A model dynamical system with a great many degrees of freedom is proposed for which the critical condition for the onset of collective oscillations, the evolution of a suitably defined order parameter, and its fluctuations around steady states can be studied analytically. This is a rotator model appropriate for a large population of limit cycle oscillators. It is assumed that the natural frequencies of the oscillators are distributed and that each oscillator interacts with all the others uniformly. An exact self-consistent equation for the stationary amplitude of the collective oscillation is derived and is extended to a dynamical form. This dynamical extension is carried out near the transition point where the characteristic time scales of the order parameter and of the individual oscillators become well separated from each other. The macroscopic evolution equation thus obtained generally involves a fluctuating term whose irregular temporal variation comes from a deterministic torus motion of a subpopulation. The analysis of this equation reveals order parameter behavior qualitatively different from that in thermodynamic phase transitions, especially in that the critical fluctuations in the present system are extremely small.Dedicated to Ilya Prigogine on the occasion of his 70th birthday.     

Detecting anomalous phase synchronization from time series

Modeling approaches are presented for detecting an anomalous route to phase synchronization from time series of two interacting nonlinear oscillators. The anomalous transition is characterized by an enlargement of the mean frequency difference between the oscillators with an initial increase in the coupling strength. Although such a structure is common in a large class of coupled nonisochronous oscillators, prediction of the anomalous transition is nontrivial for experimental systems, whose dynamical properties are unknown. Two approaches are examined; one is a phase equational modeling of coupled limit cycle oscillators and the other is a nonlinear predictive modeling of coupled chaotic oscillators. Application to prototypical models such as two interacting predator-prey systems in both limit cycle and chaotic regimes demonstrates the capability of detecting the anomalous structure from only a few sets of time series. Experimental data from two coupled Chua circuits shows its applicability to real experimental system.     

Noise enhanced phase synchronization and coherence resonance in sets of chaotic oscillators with weak global coupling

The effect of noise on phase synchronization in small sets and larger populations of weakly coupled chaotic oscillators is explored. Both independent and correlated noise are found to enhance phase synchronization of two coupled chaotic oscillators below the synchronization threshold; this is in contrast to the behavior of two coupled periodic oscillators. This constructive effect of noise results from the interplay between noise and the locking features of unstable periodic orbits. We show that in a population of nonidentical chaotic oscillators, correlated noise enhances synchronization in the weak coupling region. The interplay between noise and weak coupling induces a collective motion in which the coherence is maximal at an optimal noise intensity. Both the noise-enhanced phase synchronization and the coherence resonance numerically observed in coupled chaotic R?ssler oscillators are verified experimentally with an array of chaotic electrochemical oscillators.     

The stationary state and the heat equation for a variant of Davies' model of heat conduction

We study a variant of Davies' model of heat conduction, consisting of a chain of (classical or quantum) harmonic oscillators, whose ends are coupled to thermal reservoirs at different temperatures, and where neighboring oscillators interact via intermediate reservoirs. In the weak coupling limit, we show that a unique stationary state exists, and that a discretized heat equation holds. We give an explicit expression of the stationary state in the case of two classical oscillators. The heat equation is obtained in the hydrodynamic limit, and it is proved that it completely describes the macroscopic behavior of the model.     

A hierarchical heteroclinic network

We consider a heteroclinic network in the framework of winnerless competition of species. It consists of two levels of heteroclinic cycles. On the lower level, the heteroclinic cycle connects three saddles, each representing the survival of a single species; on the higher level, the cycle connects three such heteroclinic cycles, in which nine species are involved. We show how to tune the predation rates in order to generate the long time scales on the higher level from the shorter time scales on the lower level. Moreover, when we tune a single bifurcation parameter, first the motion along the lower and next along the higher-level heteroclinic cycles are replaced by a heteroclinic cycle between 3-species coexistence-fixed points and by a 9-species coexistence-fixed point, respectively. We also observe a similar impact of additive noise. Beyond its usual role of preventing the slowing-down of heteroclinic trajectories at small noise level, its increasing strength can replace the lower-level heteroclinic cycle by 3-species coexistence fixed-points, connected by an effective limit cycle, and for even stronger noise the trajectories converge to the 9-species coexistence-fixed point. The model has applications to systems in which slow oscillations modulate fast oscillations with sudden transitions between the temporary winners.     

Condensation in Stochastic Particle Systems with Stationary Product Measures

We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the context of the equivalence of ensembles, providing a general characterization of the condensation transition for homogeneous and inhomogeneous systems in the thermodynamic limit. This leads to strengthened results on weak convergence for subcritical systems, and establishes the equivalence of ensembles for spatially inhomogeneous systems under very general conditions, extending previous results which focused on attractive and finite systems. We use relative entropy techniques which provide simple proofs, making use of general versions of local limit theorems for independent random variables.     

Bistability effects of the brownian motion in periodic potentials

In the stationary state the equation of motion for particles moving in a periodic potential has two solutions, a locked one and a running one, for low and intermediate damping constants and for suitable external forces. The effect of an additional Langevin force to this bistable behaviour is investigated. For finite noise strength, the mobility depends continuously on the external force, whereas in the limit of vanishing strength of the noise force one gets a sharp transition between the locked and the running solution at a critical external force. This critical force is calculated exactly in the low friction limit and approximately for intermediate friction constants. Furthermore the temperature dependence for various forces including the critical one is shown in the low friction limit.     

Noise-induced synchronization and clustering in ensembles of uncoupled limit-cycle oscillators

We study synchronization properties of general uncoupled limit-cycle oscillators driven by common and independent Gaussian white noises. Using phase reduction and averaging methods, we analytically derive the stationary distribution of the phase difference between oscillators for weak noise intensity. We demonstrate that in addition to synchronization, clustering, or more generally coherence, always results from arbitrary initial conditions, irrespective of the details of the oscillators.     

The synchronization transition in correlated oscillator populations

The synchronization transition of correlated ensembles of coupled Kuramoto oscillators on sparse random networks is investigated. Extensive numerical simulations show that correlations between the native frequencies of adjacent oscillators on the network systematically shift the critical point as well as the critical exponents characterizing the transition. Negative correlations imply an onset of synchronization for smaller coupling, whereas positive correlations shift the critical coupling towards larger interaction strengths. For negatively correlated oscillators the transition still exhibits critical behaviour similar to that of the all-to-all coupled Kuramoto system, while positive correlations change the universality class of the transition depending on the correlation strength. Crucially, the paper demonstrates that the synchronization behaviour is not only determined by the coupling architecture, but also strongly influenced by the oscillator placement on the coupling network.     

Dynamics of the chain of forced oscillators with long-range interaction: from synchronization to chaos

We consider a chain of nonlinear oscillators with long-range interaction of the type 1l(1+alpha), where l is a distance between oscillators and 0相似文献   

Self-synchronization of populations of nonlinear oscillators in the thermodynamic limit

A population of identical nonlinear oscillators, subject to random forces and coupled via a mean-field interaction, is studied in the thermodynamic limit. The model presents a nonequilibrium phase transition from a stationary to a time-periodic probability density. Below the transition line, the population of oscillators is in a quiescent state with order parameter equal to zero. Above the transition line, there is a state of collective rhythmicity characterized by a time-periodic behavior of the order parameter and all moments of the probability distribution. The information entropy of the ensemble is a constant both below and above the critical line. Analytical and numerical analyses of the model are provided.     

Structure of resonances and formation of stationary points in symmetrical chains of bilinear oscillators

Dynamics of strongly nonlinear systems can in many cases be modelled by bilinear oscillators, which are the oscillators whose springs have different stiffnesses in compression and tension. This underpins the analysis of a wide range of phenomena, from oscillations of fragmented structures, connections and mooring lines to deformation of geological media. Single bilinear oscillators were studied previously and the presence of multiple resonances both super- and sub-harmonic was found. Less attention was paid to systems of multiple bilinear oscillators that describe many natural and engineering processes such as for example the behaviour of fragmented solids. Here we fill this gap concentrating on the simplest case – 1D symmetrical chains of bilinear oscillators. We show that the presence and structure of resonances in a symmetric chain of bilinear oscillators with fixed ends depends upon the number of oscillating masses. Two elementary chains act as the basic ones: a single mass bilinear chain (a mass connected to the fixed points by two bilinear springs) that behaves as a linear oscillator with a single resonance and a two mass chain that is a coupled bilinear oscillator (two masses connected by three bilinear springs). The latter has multiple resonances. We demonstrate that longer chains either do not have resonances or get decomposed, in the resonance, into either the single mass or two mass elementary chains with stationary masses in between. The resonance frequencies are inherited from the basic chains of decomposition. We show that if the number of masses is odd the chain can be decomposed into the single mass bilinear chains separated by stationary masses. It then inherits the resonances of the single mass bilinear chain. The chains with the number of masses minus 2 divisible by 3 can be decomposed into the two mass bilinear chains separated by stationary masses and inherit the resonances of the two mass chains. The chains whose lengths satisfy both criteria (such as chains with 5, 11, 17 … masses) allow both types of resonances.     

Glassy dynamics in strongly anharmonic chains of oscillators

We review the mechanism for transport in strongly anharmonic chains of oscillators near the atomic limit where all oscillators are decoupled. In this regime, the motion of most oscillators remains close to integrable, i.e. quasi-periodic, on very long time scales, while a few chaotic spots move very slowly and redistribute the energy across the system. The material acquires several characteristic properties of dynamical glasses: intermittency, jamming, and a drastic reduction of the mobility as a function of the thermodynamical parameters. We consider both classical and quantum systems, though with more emphasis on the former, and we discuss also the connections with quenched disordered systems, which display a similar physics to a large extent.     

Stationary and dynamic solutions of stochastic relaxation oscillators

Two different approaches are proposed to obtain explicit solutions for stochastic relaxation oscillator problems in the weak noise limit. The first method generalizes the idea of the cumulant expansion. It does not presuppose an analytical treatment of the deterministic motion. It is however restricted to the discussion of stationary situations. In the second method an adiabatic elimination of irrelevant variables allows for the computation of time dependent solutions. It can be carried through only if the deterministic limit cycle is known analytically. As special examples the stationary solutions of the stochastic van der Pol oscillator and time dependent solutions of a simple one dimensional model system have been obtained.This article is an excerpt from a dissertation presented at TH Darmstadt, Darmstädter Dissertation D17This work was performed within a program of the Sonderforschungsbereich 185 Darmstadt-Frankfurt, FRG     

Anharmonic resonances with recursive delay feedback

We consider application of time-delayed feedback with infinite recursion for control of anharmonic (nonlinear) oscillators subject to noise. In contrast to the case of a single delay feedback, recursive delay feedback exhibits resonances between feedback and nonlinear harmonics, leading to a resonantly strong or weak oscillation coherence even for a small anharmonicity. Remarkably, these small-anharmonicity induced resonances can be stronger than the harmonic ones. Analytical results are confirmed numerically for van der Pol and van der Pol-Duffing oscillators.     

Sub-shot-noise high-sensitivity spectroscopy with optical parametric oscillator twin beams

Nondegenerate optical parametric oscillators generate above-threshold signal and idler beams that have intensity fluctuations correlated at the quantum level (twin beams). We describe what is to our knowledge the first high-sensitivity spectroscopy experiment using twin beams emitted by a cw optical parametric oscillator: a very weak two-photon absorption signal, in the 10(-7) range, is recorded on the 4S(1/2)-5S(1/2) transition of atomic potassium with a noise background that is reduced by 1.9 dB with respect to the shot-noise limit of the light used in the experiment.