Quasi-periodic solutions of nonlinear wave equations with quasi-periodic forcing

This work focuses on one-dimensional (1D) quasi-periodically forced nonlinear wave equations. This means studying with Dirichlet boundary conditions, where ε is a small positive parameter, (t) is a real analytic quasi-periodic function in t with frequency vector ω=(ω₁,ω₂…,ω_m) and the nonlinearity h is a real analytic odd function of the form It is shown that, under a suitable hypothesis on (t) and h, there are many quasi-periodic solutions for the above equation via KAM theory.     

Weighted coupling for geographical networks: Application to reducing consensus time in sensor networks

Although many complex real-world networks are weighted, unweighted networks are used in many applications such as sensor networks. In this Letter it is shown using properly weighted networks the performance can be greatly enhanced by reducing the time necessary for the average consensus. Random geographical models are adapted as network models and a method based on mutually coupled phase oscillators is used for providing average consensus over the network. The consensus time is calculated by numerically solving the network's differential equations and monitoring the average error. The simulation results on some sample networks show that the consensus time is dramatically reduced when the proposed weights are used for the links of the underlying network.     

Stability of motions near resonances in quasi-integrable Hamiltonian systems

Nekhoroshev's theorem on the stability of motions in quasi-integrable Hamiltonian systems is revisited. At variance with the proofs already available in the literature, we explicitly consider the case of weakly perturbed harmonic oscillators; furthermore we prove the confinement of orbits in resonant regions, in the general case of nonisochronous systems, by using the elementary idea of energy conservation instead of more complicated mechanisms. An application of Nekhoroshev's theorem to the study of perturbed motions inside resonances is also provided.Partially supported by Ministere della Pubblica Istruzione.Partially supported by Grant N.S.F. DMS 85-03333 and by Ministero della Pubblica Istruzione.     

Unusual slow energy relaxation induced by mobile discrete breathers in one-dimensional lattices with next-nearest-neighbor coupling

We study the energy relaxation process in one-dimensional (1D) lattices with next-nearest-neighbor (NNN) couplings. This relaxation is produced by adding damping (absorbing conditions) to the boundary (free-end) of the lattice. Compared to the 1D lattices with on-site potentials, the properties of discrete breathers (DBs) that are spatially localized intrinsic modes are quite unusual with the NNN couplings included, i.e. these DBs are mobile, and thus they can interact with both the phonons and the boundaries of the lattice. For the interparticle interactions of harmonic and Fermi–Pasta–Ulam–Tsingou-β (FPUT-β) types, we find two crossovers of relaxation in general, i.e. a first crossover from the stretched-exponential to the regular exponential relaxation occurring in a short timescale, and a further crossover from the exponential to the power-law relaxation taking place in a long timescale. The first and second relaxations are universal, but the final power-law relaxation is strongly influenced by the properties of DBs, e.g. the scattering processes of DBs with phonons and boundaries in the FPUT-β type systems make the power-law decay relatively faster than that in the counterparts of the harmonic type systems under the same coupling. Our results present new information and insights for understanding the slow energy relaxation in cooling the lattices.     

Clustering in neural networks with heterogeneous and asymmetrical coupling strengths

The existence and stability of phase-clustered states have been studied previously in networks of weakly coupled oscillators with uniform coupling strengths [Physica D 63 (1993) 424]. However, several studies have shown that if the coupling is uniform and repulsive, it is hard to obtain stable phase-clustered states in networks of realistic neural oscillators when noise is present [Neural Comput. 7 (1995) 307; Phys. Rev. E 57 (1998) 2150]. This problem was avoided by introducing heterogeneity in the distribution of coupling strengths [J. Phys. Soc. Jpn. 72 (2003) 443]. It has been shown that heterogeneous coupling strengths make the occurrence of stable clustered states possible in small networks of repulsively coupled neural oscillators of all kinds [J. Comput. Neurosci. 14 (2003) 139; SIAM J. Appl. Math., submitted for publication]. The present work extends these results to large networks of N identical neurons that are globally coupled with heterogeneous and asymmetrical coupling strengths. Conditions for the existence and stability of a state of n synchronized clusters at evenly distributed phases, called the state of n splay-phase clusters, are derived. Clusters of different sizes, i.e. containing different numbers of neurons, are studied. The existence of such a state is guaranteed if the strength of the coupling originating from one neuron to other neurons is inversely proportional to the size of the cluster to which it belongs. This condition is called the rule of inverse cluster-size. At the state of n splay-phase clusters, the N-neuron network behaves like a network of n “big neurons”. Stability of this state is determined by n eigenvalues of which only one determines the stability of intra-cluster phase differences. The remaining n−1 conditions determine the stability of inter-cluster phase differences, but only n_h=(n− mod (n,2))/2 of them have distinct real parts due to symmetry. Heterogeneous coupling makes the stability conditions depend on coupling strengths. This analysis not only reveals how clustered states occur in more general kinds of networks, but also illustrates how the stability of clustered states can be achieved in networks of repulsively coupled neural oscillators. Results on clustered states with phases that are not evenly distributed in the phase space are also presented. Potential applications of these results are discussed.     

Synchronization in lattice-embedded scale-free networks

In this work, we study the effects of embedding a system of non-linear phase oscillators in a two-dimensional scale-free lattice. In order to analyze the effects of the embedding, we consider two different topologies. On the one hand, we consider a scale-free complex network where no constraint on the length of the links is taken into account. On the other hand, we use a method recently introduced for embedding scale-free networks in regular Euclidean lattices. In this case, the embedding is driven by a natural constraint of minimization of the total length of the links in the system. We analyze and compare the synchronization properties of a system of non-linear Kuramoto phase oscillators, when interactions between the oscillators take place in these networks. First, we analyze the behavior of the Kuramoto order parameter and show that the onset of synchronization is lower for non-constrained lattices. Then, we consider the behavior of the mean frequency of the oscillators as a function of the natural frequency for the two different networks and also for different values of the scale-free exponent. We show that, in contrast to non-embedded lattices that present a mean-field-like behavior characterized by the presence of a single cluster of synchronized oscillators, in embedded lattices the presence of a diversity of synchronized clusters at different mean frequencies can be observed. Finally, by considering the behavior of the mean frequency as a function of the degree, we study the role of hubs in the synchronization properties of the system.     

Hamiltonian and Brownian systems with long-range interactions: IV. General kinetic equations from the quasilinear theory

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. This equation is valid at order 1/N in a proper thermodynamic limit and it coincides with the kinetic equation obtained from the BBGKY hierarchy. For N→+∞, it reduces to the Vlasov equation governing collisionless systems. We describe the process of phase mixing and violent relaxation leading to the formation of a quasistationary state (QSS) on the coarse-grained scale. We interpret the physical nature of the QSS in relation to Lynden-Bell’s statistical theory and discuss the problem of incomplete relaxation. In the second part of the paper, we consider the relaxation of a test particle in a thermal bath. We derive a Fokker-Planck equation by directly calculating the diffusion tensor and the friction force from the Klimontovich equation. We give general expressions of these quantities that are valid for possibly spatially inhomogeneous systems with long correlation time. We show that the diffusion and friction terms have a very similar structure given by a sort of generalized Kubo formula. We also obtain non-Markovian kinetic equations that can be relevant when the auto-correlation function of the force decreases slowly with time. An interesting factor in our approach is the development of a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems.     

Fast long-range connections in transportation networks

Multidimensional scaling is applied in order to visualize an analogue of the small-world effect implied by edges having different displacement velocities in transportation networks. Our findings are illustrated for two real-world systems, namely the London urban network (streets and underground) and the US highway network enhanced by some of the main US airlines routes. We also show that the travel time in these two networks is drastically changed by attacks targeting the edges with large displacement velocities.     

Hamiltonian and Brownian systems with long-range interactions: V. Stochastic kinetic equations and theory of fluctuations

We developed a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic Smoluchowski equation governing the evolution of the fluctuating density field of Brownian particles, we determine the expression of the correlation function of the density fluctuations around a spatially homogeneous equilibrium distribution. In the stable regime, we find that the temporal correlation function of the Fourier components of density fluctuations decays exponentially rapidly, with the same rate as the one characterizing the damping of a perturbation governed by the deterministic mean field Smoluchowski equation (without noise). On the other hand, the amplitude of the spatial correlation function in Fourier space diverges at the critical point T=T_c (or at the instability threshold k=k_m) implying that the mean field approximation breaks down close to the critical point, and that the phase transition from the homogeneous phase to the inhomogeneous phase occurs sooner. By contrast, the correlations of the velocity fluctuations remain finite at the critical point (or at the instability threshold). We give explicit examples for the Brownian Mean Field (BMF) model and for Brownian particles interacting via the gravitational potential and via the attractive Yukawa potential. We also introduce a stochastic model of chemotaxis for bacterial populations generalizing the deterministic mean field Keller-Segel model by taking into account fluctuations and memory effects.     

Hamiltonian and Brownian systems with long-range interactions: III. The BBGKY hierarchy for spatially inhomogeneous systems

We study the growth of correlations in systems with weak long-range interactions. Starting from the BBGKY hierarchy, we determine the evolution of the two-body correlation function by using an expansion of the solutions of the hierarchy in powers of 1/N in a proper thermodynamic limit N→+∞, where N is the number of particles. These correlations are responsible for the “collisional” evolution of the system beyond the Vlasov regime due to finite N effects. We obtain a general kinetic equation that can be applied to spatially inhomogeneous systems and that takes into account memory effects. These peculiarities are specific to systems with unshielded long-range interactions. For spatially homogeneous systems with short memory time like plasmas, we recover the classical Landau (or Lenard-Balescu) equations. An interest of our approach is to develop a formalism that remains in physical space (instead of Fourier space) and that can deal with spatially inhomogeneous systems. This enlightens the basic physics and provides novel kinetic equations with a clear physical interpretation. However, unless we restrict ourselves to spatially homogeneous systems, closed kinetic equations can be obtained only if we ignore some collective effects between particles. General exact coupled equations taking into account collective effects are also given. We use this kinetic theory to discuss the processes of violent collisionless relaxation and slow collisional relaxation in systems with weak long-range interactions. In particular, we investigate the dependence of the relaxation time with the system size N and try to provide a coherent discussion of all the numerical results obtained for these systems.     

Renormalization method for computing the threshold of the large-scale stochastic instability in two degrees of freedom Hamiltonian systems

An approximate renormalization procedure is derived for the HamiltonianH(v,x,t)=v²/2–M cosx–P cosk(x–t). It gives an estimate of the large scale stochastic instability threshold which agrees within 5–10% with the results obtained from direct numerical integration of the canonical equations. It shows that this instability is related to the destruction of KAM tori between the two resonances and makes the connection with KAM theory. Possible improvements of the method are proposed. The results obtained forH allow us to estimate the threshold for a large class of Hamiltonian systems with two degrees of freedom.     

Dynamical robustness analysis of weighted complex networks

Robustness of weighted complex networks is analyzed from nonlinear dynamical point of view and with focus on different roles of high-degree and low-degree nodes. We find that the phenomenon for the low-degree nodes being the key nodes in the heterogeneous networks only appears in weakly weighted networks and for weak coupling. For all other parameters, the heterogeneous networks are always highly vulnerable to the failure of high-degree nodes; this point is the same as in the structural robustness analysis. We also find that with random inactivation, heterogeneous networks are always more robust than the corresponding homogeneous networks with the same average degree except for one special parameter. Thus our findings give an integrated picture for the dynamical robustness analysis on complex networks.     

Synchronization time in a hyperbolic dynamical system with long-range interactions

We show that the threshold of complete synchronization in a lattice of coupled non-smooth chaotic maps is determined by linear stability along the directions transversal to the synchronization subspace. We examine carefully the synchronization time and show that an inadequate observation of the system evolution leads to wrong results. We present both careful numerical experiments and a rigorous mathematical explanation confirming this fact, allowing for a generalization involving hyperbolic coupled map lattices.     

不同质量和频率的耦合谐振子体系哈密顿量的对角化

讨论了耦合项为λ１Ｘ１Ｘ２和λ２ｐ１ｐ２的两个不同质量和频率的耦合谐振子哈密顿量的对角化。     

Discrete gap breathers in a two-dimensional diatomic face-centered square lattice

In this paper we study the existence and stability of two-dimensional discrete gap breathers in a two-dimensional diatomic face-centered square lattice consisting of alternating light and heavy atoms, with on-site potential and coupling potential. This study is focused on two-dimensional breathers with their frequency in the gap that separates the acoustic and optical bands of the phonon spectrum. We demonstrate the possibility of the existence of two-dimensional gap breathers by using a numerical method. Six types of two-dimensional gap breathers are obtained, i.e., symmetric, mirror-symmetric and asymmetric, whether the center of the breather is on a light or a heavy atom. The difference between one-dimensional discrete gap breathers and two-dimensional discrete gap breathers is also discussed. We use Aubry's theory to analyze the stability of discrete gap breathers in the two-dimensional diatomic face-centered square lattice.     

Estimates for Non-Resonant Normal Forms in Hamiltonian Perturbation Theory

We make a remark about an estimate of the rest for the non-resonant action-angle normal forms and exhibit a simple example suggesting the optimality of this estimate when there are no small divisors. Given a polynomial perturbation of degree P and an integer k, calling the size of the small denominators up to order k, we prove that the kth order remainder is bounded by (2/ ₀) ^k+1 with ₀=const ²/(kP ²). Thus, fixing the degree of the perturbation, if is independent of k (i.e., if there are no small divisors), we obtain a rest bounded by (const k) ^k+1. These estimates are also applied to the case in which the small divisors are absent, and they are conjectured to be optimal in this context. To support this idea we present a simplified model problem with no small denominators, formally related to the above calculations, and we show that it indeed has factorial divergence of its Birkhoff series. We also obtain Nekhoroshev's Theorem for harmonic oscillators. We hope that our simple approach makes more accessible to a general audience this important (although quite technical) topic.     

The Liouville integrable coupling system of the m-AKNS hierarchy and its Hamiltonian structure

In this paper a type of 9-dimensional vector loop algebra \tilde{F} is constructed, which is devoted to establish an isospectral problem. It follows that a Liouville integrable coupling system of the m-AKNS hierarchy is obtained by employing the Tu scheme, whose Hamiltonian structure is worked out by making use of constructed quadratic identity. The method given in the paper can be used to obtain many other integrable couplings and their Hamiltonian structures.     

Effective spin-glass Hamiltonian for the anomalous dynamics of the HMF model

We discuss an effective spin-glass Hamiltonian which can be used to study the glassy-like dynamics observed in the metastable states of the Hamiltonian mean field (HMF) model. By means of the Replica formalism, we were able to find a self-consistent equation for the glassy order parameter which reproduces, in a restricted energy region below the phase transition, the microcanonical simulations for the polarization order parameter recently introduced in the HMF model.     

Flow version of statistical neurodynamics for oscillator neural networks

We consider a neural network of Stuart–Landau oscillators as an associative memory. This oscillator network with N$N$ elements is a system of an N$N$-dimensional differential equation, works as an attractor neural network, and is expected to have no Lyapunov functions. Therefore, the technique of equilibrium statistical physics is not applicable to the study of this system in the thermodynamic limit. However, the simplicity of this system allows us to extend statistical neurodynamics [S. Amari, K. Maginu, Neural Netw. 1 (1988) 63–73], which was originally developed to analyse the discrete time evolution of the Hopfield model, into the version for continuous time evolution. We have developed and attempted to apply this method in the analysis of the phase transition of our model network.