Collective behavior of coupled nonuniform stochastic oscillators

Theoretical studies of synchronization are usually based on models of coupled phase oscillators which, when isolated, have constant angular frequency. Stochastic discrete versions of these uniform oscillators have also appeared in the literature, with equal transition rates among the states. Here we start from the model recently introduced by Wood et al. [K. Wood, C. Van den Broeck, R. Kawai, K. Lindenberg, Universality of synchrony: critical behavior in a discrete model of stochastic phase-coupled oscillators, Phys. Rev. Lett. 96 (2006) 145701], which has a collectively synchronized phase, and parametrically modify the phase-coupled oscillators to render them (stochastically) nonuniform. We show that, depending on the nonuniformity parameter 0≤α≤1, a mean field analysis predicts the occurrence of several phase transitions. In particular, the phase with collective oscillations is stable for the complete graph only for α≤α^′<1. At α=1 the oscillators become excitable elements and the system has an absorbing state. In the excitable regime, no collective oscillations were found in the model.     

First-passage times in a critical stochastic model

Average first-passage times for a single-variable stochastic model with a critical fixed point at the origin are computed by exact enumeration. The numerical measurements show excellent agreement with analytical results. The scaling function approaches the predicted asymptotic dependence.     

Universal critical behavior of noisy coupled oscillators

We study the universal thermodynamic properties of systems consisting of many coupled oscillators operating in the vicinity of a homogeneous oscillating instability. In the thermodynamic limit, the Hopf bifurcation is a dynamic critical point far from equilibrium described by a statistical field theory. We perform a perturbative renormalization group study, and show that at the critical point a generic relation between correlation and response functions appears. At the same time, the fluctuation-dissipation relation is strongly violated.     

Nonequilibrium critical behavior in unidirectionally coupled stochastic processes

Phase transitions from an active into an absorbing, inactive state are generically described by the critical exponents of directed percolation (DP), with upper critical dimension d(c)=4. In the framework of single-species reaction-diffusion systems, this universality class is realized by the combined processes A-->A+A, A+A-->A, and A-->0. We study a hierarchy of such DP processes for particle species A,B,..., unidirectionally coupled via the reactions A-->B, ...(with rates mu(AB),...). When the DP critical points at all levels coincide, multicritical behavior emerges, with density exponents beta(i) which are markedly reduced at each hierarchy level i> or =2. This scenario can be understood on the basis of the mean-field rate equations, which yield beta(i)=1/2(i-1) at the multicritical point. Using field-theoretic renormalization-group techniques in d=4-epsilon dimensions, we identify a new crossover exponent phi, and compute phi=1+O(epsilon(2)) in the multicritical regime (for small mu(AB)) of the second hierarchy level. In the active phase, we calculate the fluctuation correction to the density exponent on the second hierarchy level, beta(2)=1/2-epsilon/8+O(epsilon(2)). Outside the multicritical region, we discuss the crossover to ordinary DP behavior, with the density exponent beta(1)=1-epsilon/6+O(epsilon(2)). Monte Carlo simulations are then employed to confirm the crossover scenario, and to determine the values for the new scaling exponents in dimensions d< or =3, including the critical initial slip exponent. Our theory is connected to specific classes of growth processes and to certain cellular automata, and the above ideas are also applied to unidirectionally coupled pair annihilation processes. We also discuss some technical as well as conceptual problems of the loop expansion, and suggest some possible interpretations of these difficulties.     

Explosive first-order transition to synchrony in networked chaotic oscillators

Critical phenomena in complex networks, and the emergence of dynamical abrupt transitions in the macroscopic state of the system are currently a subject of the outmost interest. We report evidence of an explosive phase synchronization in networks of chaotic units. Namely, by means of both extensive simulations of networks made up of chaotic units, and validation with an experiment of electronic circuits in a star configuration, we demonstrate the existence of a first-order transition towards synchronization of the phases of the networked units. Our findings constitute the first prove of this kind of synchronization in practice, thus opening the path to its use in real-world applications.     

Universality in the critical dynamics of fluids: ultrasonic attenuation

In contrast to the binary liquids, the order-parameter relaxation rates in the pure fluids are greatly affected by a large non-critical component. With the appropriate crossover correction to dynamic scaling, we restore universality and demonstrate that the ultrasonic data for both the one- and two-component fluids fall on the same scaling plot.     

Universality and a 3d Ising model whose critical exponent γ varies continuously with a parameter

A high temperature series expansion for the susceptibility of a double 3-dimensional Ising model with added four spin interactions indicates a continuous dependence of λ on a parameter.     

Continuous macroscopic limit of a discrete stochastic model for interaction of living cells

We derive a continuous limit of a two-dimensional stochastic cellular Potts model (CPM) describing cells moving in a medium and reacting to each other through direct contact, cell-cell adhesion, and long-range chemotaxis. All coefficients of the general macroscopic model in the form of a Fokker-Planck equation describing evolution of the cell probability density function are derived from parameters of the CPM. A very good agreement is demonstrated between CPM Monte Carlo simulations and a numerical solution of the macroscopic model. It is also shown that, in the absence of contact cell-cell interactions, the obtained model reduces to the classical macroscopic Keller-Segel model. A general multiscale approach is demonstrated by simulating spongy bone formation, suggesting that self-organizing physical mechanisms can account for this developmental process.     

One-dimensional random field Ising model and discrete stochastic mappings

Previous results relating the one-dimensional random field Ising model to a discrete stochastic mapping are generalized to a two-valued correlated random (Markovian) field and to the case of zero temperature. The fractal dimension of the support of the invariant measure is calculated in a simple approximation and its dependence on the physical parameters is discussed.Contribution to the symposium Statistical Mechanics of Phase Transitions—Mathematical and Physical Aspects, Trebo, CSSR, September 1–6, 1986.     

On the topology of synchrony optimized networks of a Kuramoto-model with non-identical oscillators

We study synchrony optimized networks. In particular, we focus on the Kuramoto model with non-identical native frequencies on a random graph. In a first step, we generate synchrony optimized networks using a dynamic breeding algorithm, whereby an initial network is successively rewired toward increased synchronization. These networks are characterized by a large anti-correlation between neighbouring frequencies. In a second step, the central part of our paper, we show that synchrony optimized networks can be generated much more cost efficiently by minimization of an energy-like quantity E and subsequent random rewires to control the average path length. We demonstrate that synchrony optimized networks are characterized by a balance between two opposing structural properties: A large number of links between positive and negative frequencies of equal magnitude and a small average path length. Remarkably, these networks show the same synchronization behaviour as those networks generated by the dynamic rewiring process. Interestingly, synchrony-optimized network also exhibit significantly enhanced synchronization behaviour for weak coupling, below the onset of global synchronization, with linear growth of the order parameter with increasing coupling strength. We identify the underlying dynamical and topological structures, which give rise to this atypical local synchronization, and provide a simple analytical argument for its explanation.     

Universality of quantum critical dynamics in a planar optical parametric oscillator

We analyze the critical quantum fluctuations in a coherently driven planar optical parametric oscillator. We show that the presence of transverse modes combined with quantum fluctuations changes the behavior of the "quantum image" critical point. This zero-temperature nonequilibrium quantum system has the same universality class as a finite-temperature magnetic Lifshitz transition.     

Large-time behavior of the Broadwell model of a discrete velocity gas

We study the behavior of solutions of the one-dimensional Broadwell model of a discrete velocity gas. The particles have velocity ±1 or 0; the total mass is assumed finite. We show that at large time the interaction is negligible and the solution tends to a free state in which all the mass travels outward at speed 1. The limiting behavior is stable with respect to the initial state. No smallness assumptions are made.Partially supported by N.S.F. Grant No. NSF-DMS-84-08393     

Analogue simulation of stochastic parametric oscillators

The problem of a harmonic oscillator subject to both additive and multiplicative gaussian noise is solved analytically by means of an iteration procedure. Our solution agrees very closely with earlier predictions available in the literature. The reliability of perturbation approaches to stochastic systems that do not verify the detailed balance conditions is criticized by comparison with exact results worked out for this peculiar model. The effects due to finite correlation times of the fluctuations are also accounted for analytically. All of our predictions have been checked by means of analogue simulation.     

Universality class of a Fibonacci Ising model

The specific heat of a certain ferromagnetic Fibonacci Ising model is shown to have a logarithmic singularity.     

Trajectory instability and strange attractors in a discrete model exhibiting chaotic behavior

A discrete model for the reaction-diffusion system proposed in a previous paper is further studied by calculating the rate of divergence of nearby trajectories. New periodic states are found, which exhibit another type of bifurcation scheme to a chaotic state. Several aspects of the chaotic state are discussed in comparison with the Lorenz model.