Professional Documents
Culture Documents
Kuramoto Model
Kuramoto Model
L. L. Bonilla†
Grupo de Modelización y Simulación Numérica, Universidad Carlos III de Madrid, Avenida
de la Universidad 30, 28911 Leganés, Spain
Synchronization phenomena in large populations of interacting elements are the subject of intense
research efforts in physical, biological, chemical, and social systems. A successful approach to the
problem of synchronization consists of modeling each member of the population as a phase oscillator.
In this review, synchronization is analyzed in one of the most representative models of coupled phase
oscillators, the Kuramoto model. A rigorous mathematical treatment, specific numerical methods, and
many variations and extensions of the original model that have appeared in the last few years are
presented. Relevant applications of the model in different contexts are also included.
weakly to ensure that no disturbance will take any of state called incoherence, in which every phase of the
them away from the global limit cycle. Therefore only oscillators is equally probable. Depending on the distri-
one degree of freedom is necessary to describe the dy- bution of natural frequencies, different synchronization
namic evolution of the system. Even at this simple level scenarios can occur in parameter regions where incoher-
of description it is not easy to propose specific models. ence is unstable. We present a complete analysis of these
The first scenario of pulse-coupled oscillators is perhaps scenarios for a bimodal frequency distribution using bi-
more intuitive, more direct, and easier to model. How- furcation theory.
ever, the discrete and nonlinear nature of pulse coupling Our original presentation of bifurcation calculations
gives rise to important mathematical complications. exploits the Chapman-Enskog method to construct the
While the treatment of just a few pulse-coupled ele- bifurcating solutions, which is an alternative to the
ments can be done within the framework of dynamical method of multiple scales for degenerate bifurcations
systems, the description becomes much more compli- and is simpler than using center-manifold techniques.
cated for a large number of such elements. Proposing a Section IV describes the known results for the Kura-
model within the second scenario of coupled limit-cycle moto model with couplings that are not of the mean-
oscillators leaves ample room for imagination. We are field type. They include short-range and hierarchical
forced to consider models that are mathematically trac- couplings, models with disorder, time-delayed couplings,
table, with continuous time and specific nonlinear inter- and models containing external fields or multiplicative
actions between oscillators. Our experience tells us that noise. Extensions of the original model are discussed in
models with the latter property are exceptional. Never- Sec. V. Section VI discusses numerical solutions of the
theless some authors have been looking for a “solvable” noisy Kuramoto model, both for the system of stochastic
model of this type for years. Winfree, for example, per- differential equations and for the nonlinear Fokker-
sistently sought a model with nonlinear interactions Planck equation describing the one-oscillator probability
共Winfree, 1967, 1980兲. He realized that synchronization density in the limit of infinitely many oscillators. Appli-
can be understood as a threshold process. When the cations of the Kuramoto model are considered in Sec.
coupling among oscillators is strong enough, a macro- VII. They include neural networks, Josephson junctions
scopic fraction of them synchronizes to a common fre- and laser arrays, and chemical oscillators. These applica-
quency. The model he proposed was hard to solve in its tions are often directly inspired by the original model,
full generality, although a solvable version has been re- share its philosophy, and represent an additional step
cently found 共Ariaratnam and Strogatz, 2001兲. Hence re- toward the development of new ideas. The last section
search on synchronization proceeded along other direc- contains our conclusions and discusses some open prob-
tions. lems and hints for future work. Some technical details
The most successful attempt was due to Kuramoto are collected in five appendixes.
共1975兲, who analyzed a model of phase oscillators run-
ning at arbitrary intrinsic frequencies and coupled II. THE KURAMOTO MODEL
through the sine of their phase differences. The Kura-
moto model is simple enough to be mathematically trac- The Kuramoto model consists of a population of N
table, yet sufficiently complex to be nontrivial. The coupled phase oscillators i共t兲 having natural frequencies
model is rich enough to display a large variety of syn- i distributed with a given probability density g共兲, and
chronization patterns and sufficiently flexible to be whose dynamics are governed by
adapted to many different contexts. This “little wonder”
N
is the object of this review. We have reviewed the
progress made in the analysis of the model and its ex- ˙ i = i + 兺
j=1
Kij sin共j − i兲, i = 1, . . . ,N. 共1兲
tensions during the last 28 years. We have also tried to
cover the most significant areas where the model has Thus each oscillator tries to run independently at its own
been applied, although we realize that this is not an easy frequency, while the coupling tends to synchronize it to
task because of its ubiquity. all the others. By making a suitable choice of rotating
The review is organized as follows. The Kuramoto frame, i → i − ⍀t, in which ⍀ is the first moment of
model with mean-field coupling is presented in Sec. II. g共兲, we can transform Eq. 共1兲 to an equivalent system
In the limit of infinitely many oscillators, we discuss the of phase oscillators whose natural frequencies have zero
characterization of incoherent, phase-locked, and par- mean. When the coupling is sufficiently weak, the oscil-
tially synchronized phases. The stability of the partially lators run incoherently, whereas beyond a certain
synchronized state, finite-size effects, and open prob- threshold collective synchronization emerges spontane-
lems are also considered. Section III concerns the noisy ously. Many different models for the coupling matrix Kij
mean-field Kuramoto model, resulting from adding ex- have been considered such as nearest-neighbor coupling,
ternal white-noise sources to the original model. This hierarchical coupling, random long-range coupling, or
section deals with the nonlinear Fokker-Planck equation even state-dependent interactions. All of them will be
describing the one-oscillator probability density in the discussed in this review.
limit of infinitely many oscillators 共which is derived in In this section, we introduce the Kuramoto model
Appendix A兲. We study synchronization by first analyz- with mean-field coupling among phase oscillators. For
ing the linear stability of the simple nonsynchronized this model, synchronization is conveniently measured by
an order parameter. In the limit of infinitely many oscil- t → ⬁ and the oscillators are not synchronized. On the
lators, N = ⬁, the amplitude of the order parameter van- other hand, in the limit of strong coupling, K → ⬁, the
ishes when the oscillators are out of synchrony, and it is oscillators become synchronized to their average phase,
positive in synchronized states. We first present Kura- i ⬇ , and Eq. 共5兲 implies r → 1. For intermediate cou-
moto’s calculations for partial synchronization of oscilla- plings, Kc ⬍ K ⬍ ⬁, part of the oscillators are phase
tors and bifurcation from incoherence, a state in which locked 共˙ i = 0兲, and part are rotating out of synchrony
the oscillator phase takes values on the interval 关− , 兴 with the locked oscillators. This state of partial synchro-
with equal probability. The stability of incoherence is nization yields 0 ⬍ r ⬍ 1 and will be further explained be-
then analyzed in the limit N = ⬁. For coupling constant low. Thus synchronization in the mean-field Kuramoto
K ⬍ Kc, a critical value of the coupling, incoherence is model 共with N = ⬁兲 is revealed by a nonzero value of the
neutrally stable because the spectrum of the operator order parameter. The concept of order parameter as a
governing its linear stability lies on the imaginary axis. measure of synchronization is less useful for models with
This means that disturbances from incoherence decay short-range coupling. In these systems, other concepts
similarly to the Landau damping in plasmas 共Strogatz et are more appropriate to describe oscillator synchroniza-
al., 1992兲. When K ⬎ Kc and unimodal natural frequency tion since more complex situations can happen 共Strogatz
distributions are considered, one positive eigenvalue and Mirollo, 1988a, 1988b兲. For instance, it could hap-
emerges from the spectrum. The partially synchronized pen that a finite fraction of the oscillators have the same
state bifurcates from incoherence at K = Kc, but a rigor- average frequency ˜ i, defined by
ous proof of its stability is still missing. Finally, finite-size
effects 共N ⬍ ⬁兲 on oscillator synchronization are dis-
cussed. ˜ i = lim
t→⬁
1
t
冕
0
t
˙ idt, 共6兲
i
re = 冕
−
e i
冉 1
兺
N
N j=1
冊
␦ 共 − j兲 d . 共4兲
and an appropriate initial condition. The system of Eqs.
共5兲–共8兲 has the trivial stationary solution = 1 / 共2兲, r = 0,
corresponding to an angular distribution of oscillators
having equal probability in the interval 关− , 兴. Then,
In the limit of infinitely many oscillators, they may be
the oscillators run incoherently, and hence the trivial so-
expected to be distributed with a probability density
lution is called the incoherent solution, or simply inco-
共 , , t兲, so that the arithmetic mean in Eq. 共2兲 now herence. Let us now try to find a simple solution corre-
becomes an average over phase and frequency, namely,
sponding to oscillator synchronization. In the strong-
rei = 冕冕
−
+⬁
−⬁
ei共, ,t兲g共兲dd . 共5兲
coupling limit, we have global synchronization 共phase
locking兲, so that all oscillators have the same phase, i
= 关=it + i共0兲兴, which yields r = 1. For a finite coupling,
This equation illustrates the use of the order parameter a lesser degree of synchronization with a stationary am-
to measure oscillator synchronization. In fact, when K plitude, 0 ⬍ r ⬍ 1, may occur. How can this smaller value
→ 0, Eq. 共3兲 yields i ⬇ it + i共0兲, that is, the oscillators of r arise? A typical oscillator running with velocity v
rotate at angular frequencies given by their own natural = − Kr sin共 − 兲 will become stably locked at an angle
frequencies. Consequently, setting ⬇ t in Eq. 共5兲, by such that Kr sin共 − 兲 = and − / 2 艋 共 − 兲 艋 / 2. All
the Riemann-Lebesgue lemma, we obtain that r → 0 as such oscillators are locked in the natural laboratory
冋 冉 冊册
powers of Kr yields the scaling law
冦 冧 冑
␦ − − sin−1 H共cos 兲, 兩兩 ⬍ Kr − 16共K − Kc兲
Kr r⬃ , 共14兲
= K4c g⬙共0兲
C
elsewhere.
兩 − Kr sin共 − 兲兩 as K → Kc. Throughout this review, we use the following
definitions of the symbol ⬃ 共asymptotic兲 which com-
共9兲
pares two functions or one function and an asymptotic
Here H共x兲 = 1 if x ⬎ 0 and H共x兲 = 0 otherwise, that is, series in the limit as ⑀ → 0 共Bender and Orszag, 1978兲:
H共x兲 is the Heaviside unit step function. Note that one f共⑀兲
can write equivalently = 冑K2r2 − 2␦关 − Kr sin共 f共⑀兲 ⬃ g共⑀兲 ⇔ lim
⑀→0 g共⑀兲
= 1, 共15兲
− 兲兴H共cos 兲 for −Kr ⬍ ⬍ Kr. The normalization con-
dition 共8兲 for each frequency yields C = 冑2 − 共Kr兲2 / 共2兲.
We can now evaluate the order parameter in the state of
partial synchronization by using Eqs. 共5兲 and 共9兲,
f共⑀兲 ⬃
⬁
k=0
冋 m
r= 冕 冕 /2
−/2 −⬁
+⬁
冋
ei共−兲␦ − − sin−1 冉 冊册
Kr
g共兲dd
According to Eq. 共14兲, the partially synchronized phase
bifurcates supercritically for K ⬎ Kc if g⬙共0兲 ⬍ 0, and sub-
critically for K ⬍ Kc if g⬙共0兲 ⬎ 0; see Figs. 1共a兲 and 1共b兲.
r= 冕 兩兩⬍Kr
冋 冉 冊册
cos sin−1
Kr
g共兲d
Kuramoto’s original construction of incoherent and
partially synchronized phases concerns purely stationary
states. Moreover, he did not establish any of their stabil-
= 冕 /2
−/2
cos g共Kr sin 兲Kr cos d ,
ity properties. The linear stability theory of incoherence
was published by Strogatz et al. 共1992兲 and interesting
work on the unsolved problems of nonlinear stability
that is, theory was carried out by Balmforth and Sassi 共2000兲. To
ascertain the stability properties of the incoherent and
r = Kr 冕 /2
−/2
cos2 g共Kr sin 兲d . 共11兲
partially synchronized solutions, it is better to work with
the probability density 共 , , t兲. Let us explain first what
is known in the limit of infinitely many oscillators de-
This equation always has the trivial solution r = 0 corre- scribed by Eqs. 共5兲–共7兲. The linearized stability problem
sponding to incoherence, = 共2兲−1. However, it also has for this case is obtained by inserting = 1 / 共2兲
a second branch of solutions corresponding to the par- + ˜ 共 , t ; 兲 with
˜ 共 , t ; 兲 = exp共t兲共 , 兲 in Eqs. 共5兲–共8兲,
tially synchronized phase 共9兲, satisfying and then ignoring terms nonlinear in :
1=K 冕 /2
cos2 g共Kr sin 兲d . 共12兲
−
K
+
2
Re e−i 冕冕
−
+⬁
−⬁
e i⬘ 共 ⬘, ⬘兲
−/2
⫻ g共⬘兲d⬘d⬘ = , 共17兲
This branch bifurcates continuously from r = 0 at the
value K = Kc obtained by setting r = 0 in Eq. 共12兲, which
yields Kc = 2 / 关g共0兲兴. Such a formula and the argument 冕−
共, 兲d = 0. 共18兲
leading to it were first found by Kuramoto 共1975兲. Con-
sidering, as an example, the Lorentzian frequency distri- If Re ⬍ 0 for all possible , incoherence is linearly
bution stable, while it is unstable if some admissible has a
˜ 共,t; 兲 = 冉 18
−
5
+
1
2 + 4 2i − 1 2 − i 9
冊
ei共−t兲
5ei−t/2 ei−2t
+ + + c.c., 共21兲
9共2i − 1兲 9共2 − i兲
10 −t/2 4 −2t
R共t兲 = e − e 共22兲
9 9
冕冕
+⬁ • Exact solution of the Kuramoto model for g共兲
1
具, 典 = 共, 兲共, 兲g共兲dd . 共20兲 = ␦共兲.
2 − −⬁
• Attempted approximation of the solution for other
Equation 共19兲 shows that n共兲 = −in, n = ± 1 , ± 2 , . . ., frequency distributions near Kc assuming an unreal-
belong to the continuous spectrum describing the linear istic r that depends on .
• Regularizing the Kuramoto model by adding a diffu- large system may shed some light on the stability prop-
sive term to Eq. 共7兲 and constructing the stationary erties of the partially synchronized state. The question
probability density in the limit of vanishing diffusiv- can be posed as follows. What is the influence of finite-
ity by means of boundary layer methods. This regu- size effects on Kuramoto’s partially synchronized state
larization corresponds to adding white-noise forcing as N → ⬁?
terms to the Kuramoto model 共1兲. The corresponding One issue with kinetic equations describing popula-
equation for the probability density is Eq. 共7兲 with a tions of infinitely many elements is always that of finite-
diffusive term in its right-hand side, which is called size effects. This issue was already raised by Zermelo’s
the nonlinear Fokker-Planck equation. The nonlin- paradox, namely, that a system of finitely many particles
ear Fokker-Planck equation will be studied in Sec. governed by reversible classical Hamiltonian mechanics
III. was bound to have recurrences according to Poincaŕe’s
• A mixture of multiple scales and boundary layer recurrence theorem. Then, this system would come back
ideas in the same limit of vanishing diffusivity of the arbitrarily close to its initial condition infinitely many
nonlinear Fokker-Planck equation, but for K near times. Boltzmann’s answer to this paradox was that the
values corresponding to the bifurcation of synchro- recurrence times would become infinite as the number
nized states from incoherence. of particles tend to infinite. Simple model calculations
illustrate the following fact. A nonrecurrent kinetic de-
In the small-diffusivity limit of the nonlinear Fokker- scription for a system of infinitely many particles ap-
Planck equation, D → 0+, the calculations by Balmforth proximates the behavior of a system with a large but
and Sassi 共2000兲 indicate that the probability density finite number of particles during finite time intervals,
with unimodal frequency distribution and K ⬎ Kc tends after which recurrences set in 共Keller and Bonilla, 1986兲.
toward a stationary phase that is concentrated around The same behavior, denoting the noncommutativity of
the curve = Kr sin for 2 ⬍ K2r2. The peak of the
the limits N → ⬁ and t → ⬁, is also present in the Kura-
probability density is attained at 冑Kr / 共2D兲. It would moto model. For instance, Hemmen and Wreszinski
be useful to have consistent perturbation results for the 共1993兲 used a Lyapunov-function argument to point out
evolution of the probability density near bifurcation that a population of finitely many Kuramoto oscillators
points, in the low-noise limit D → 0+ of the nonlinear would reach a stationary state as t → ⬁. Our derivation
Fokker-Planck equation, and also for the Kuramoto of the nonlinear Fokker-Planck equation in Appendix A
model with D = 0. Both cases are clearly different, as
suggests that fluctuations scale as N−1/2 as N → ⬁, a scal-
shown by the fact that the synchronized phase is a gen-
ing that, for the order parameter, is confirmed by nu-
eralized function 共a distribution兲 when D = 0, while it is a merical simulations 共Kuramoto and Nishikawa, 1987;
smooth function for D ⬎ 0. In particular, it is clear that Daido, 1990兲.
Kuramoto’s partial synchronization solution 共9兲 共involv- More precise theoretical results are given by DaiPra
ing a delta function兲 cannot be obtained by small-
and den Hollander 共1996兲, for rather general mean-field
amplitude bifurcation calculations about incoherence,
models that include Kuramoto’s and also spin systems.
the laborious attempt by Crawford and Davies 共1999兲
DaiPra and den Hollander 共1996兲 obtained a central
notwithstanding.
limit theorem, which characterizes fluctuations about the
Thus understanding synchronization in the hyperbolic
one-oscillator probability density, for N = ⬁, as Gaussian
limit of the mean-field Kuramoto model 共with N → ⬁兲
fields having a certain covariance matrix and scaling as
requires the following. First, a fully consistent
N−1/2. Near bifurcation points, a different scaling is to be
asymptotic description of the synchronized phase and
expected, similarly to Dawson’s results for related mean-
the synchronization transition as D → 0+ should be
field models 共Dawson, 1983兲. Daido 共1987b, 1989兲 ex-
found. As indicated by Balmforth and Sassi 共2000兲, the
plored this issue by dividing the oscillator phase and the
necessary technical work involves boundary layers and
order parameter in Eq. 共2兲 into two parts: their limits
matching. These calculations could be easier if one
works directly with the equations for ln , as suggested achieved when N → ⬁ and their fluctuating parts 共which
in the early paper 共Bonilla, 1987兲. Second, and most were regarded as small兲. In the equations for the phase
likely harder, the same problems should be tackled for fluctuations, only terms linear in the fluctuation of the
order parameter were retained. The result was then in-
D = 0, where the stable synchronized phase is expected
serted into Eq. 共2兲, and a self-consistent equation for the
to be Kuramoto’s partially synchronized state 共which is a
distribution, not a smooth function兲. Third, as pointed fluctuation of the order parameter was found. For uni-
out by Strogatz 共2000兲, the problem of proving stability modal frequency distributions, Daido found the scaling
of the partially synchronized state as a solution of the 关共Kc − K兲N兴−1/2 for the rms fluctuation of the order pa-
Kuramoto model remains open. rameter as K → K−c 共from below兲. For coupling strengths
larger than Kc, he found that the fluctuation of the order
parameter was consistent with the scaling 共K
2. Finite-size effects
− Kc兲−1/8N−1/2 as K → K+c 共Daido, 1989兲. Balmforth and
Another way to regularize the hyperbolic equation 共7兲 Sassi 共2000兲 carried out numerical simulations to inves-
is to study a large population of finitely many phase os- tigate finite-size effects, and discussed how sampling the
cillators, which are globally coupled. The analysis of this natural frequency distribution affects the one-oscillator
probability density. In particular, they found that sam- The Fokker-Planck equation for the one-oscillator
pling may give rise to unexpected effects, such as time- probability density 共 , , t兲 corresponding to this sto-
periodic synchronization, even for populations with uni- chastic equation is
modal frequency distribution, g共兲. Note that such
effects do not appear in the limit N = ⬁. Further work on 2
= D 2 − 共v兲, 共26兲
this subject would be interesting, in particular, finding a t
formulation similar to Daido’s fluctuation theory for the
order parameter but for the one-oscillator probability
v共, ,t兲 = + Kr sin共 − 兲, 共27兲
density instead.
provided the order parameter rei is a known function of
III. THE MEAN-FIELD MODEL INCLUDING WHITE-NOISE time and we ignore the subscript i. In the limit N → ⬁
FORCES and provided all oscillators are initially independent, we
can derive Eq. 共5兲:
In this section, we analyze the mean-field Kuramoto
model with white-noise forcing terms. This generaliza-
tion makes the model more physical, in that unavoidable rei = 冕冕
−
+⬁
−⬁
ei共, ,t兲g共兲dd , 共28兲
random imperfections can be taken into account. At the
same time, the ensuing model turns out to be math- which together with Eq. 共26兲 constitute the nonlinear
ematically more tractable. In fact, in the limit of infi- Fokker-Planck equation 共see Appendix A for details兲.
nitely many oscillators, the one-oscillator probability Notice that Eq. 共26兲 becomes Eq. 共7兲 if D = 0. The system
density obeys a parabolic equation 共the nonlinear 共26兲–共28兲 is to be solved with the normalization condi-
Fokker-Planck equation兲, instead of the hyperbolic tion
equation 共7兲, which is harder to analyze. The nonlinear
Fokker-Planck equation is derived in Appendix A. Its
simplest solution is also = 共2兲−1, corresponding to in-
coherence. First, we shall study its linear stability prop-
冕 −
共, ,t兲d = 1, 共29兲
then to use a method of multiple scales. The main result 共4兲 At the special point 0 = D / 冑2 and Kc = 3D, the bi-
is that the solution of the nonlinear Fokker-Planck equa- furcation to stationary solutions changes from super-
tion splits 共at lowest order兲 into l phases, each obeying a critical to subcritical. Near this point, the bifurcation
nonlinear Fokker-Planck equation with a discrete uni- analysis can be extended to describe analytically
modal distribution centered at ⍀l and a coupling how the subcritical branch of stationary solutions
turns into a branch of stable solutions at a limit
strength ␣lK. Depending on the value of ␣lK, the lth
point.
phase turns out to be either synchronized or incoherent.
The overall order parameter is the weighted sum 共with 共5兲 At the special point 0 = D and Kc = 4D, which can
weight ␣l兲 of the order parameters of the corresponding be called the tricritical point, a line of Hopf bifurca-
phases. If first-order terms are included, the method of tions coalesces with a line of stationary bifurcations
multiple scales describes incoherence, as well as oscilla- and a line of homoclinic orbits. The study of the
tor synchronization for multimodal frequency distribu- corresponding O共2兲-symmetric Takens-Bogdanov
tions, rather well. These results hold for general fre- bifurcation shows how the oscillatory branches die
quency distributions 共both with or without reflection at a homoclinic orbit of an unstable stationary
symmetry兲 and for relatively low values of 0 共Acebrón solution.
and Bonilla, 1998兲. Related work on multimodal fre- The Chapman-Enskog method is flexible enough to ana-
quency distributions include that of Acebrón et al. 共1998兲 lyze all these bifurcations and, at the same time, simpler
and Acebrón, Perales, and Spigler 共2001兲. An interesting than alternatives such as constructing the center mani-
open problem is to generalize the method of Acebrón fold 共Crawford, 1994兲. Other than at the two special bi-
and Bonilla 共1998兲 so that both the location and the furcation points, the simpler method of multiple scales
width of the peaks in g共兲 are taken into account. explained in Appendix B yields the same results 共Bonilla
et al., 1992; Bonilla, Pérez-Vicente, and Spigler, 1998兲.
D. Synchronized phases as bifurcations from incoherence, The Chapman-Enskog method 共Chapman and Cowling,
D⫽0 1970兲 was originally employed by Enskog 共1917兲 in the
study of the hydrodynamic limit of the Boltzmann equa-
At the parameter values for which incoherence ceases tion. It becomes the averaging method for nonlinear os-
to be linearly stable, synchronized phases 关stable solu- cillations 共Boltzmann and Mitropolsky, 1961兲 and is
tions of the nonlinear Fokker-Planck equation, 共 , , t兲, equivalent to assuming a center manifold in bifurcation
with r ⬎ 0兴 may bifurcate from it. In this rather technical calculations 共Crawford, 1994兲.
冕
the solution of the linearized stability problem, but now
we can assume that the complex constant A varies n共,t, ;A,Ā兲d = 0, n 艌 2. 共40兲
slowly with time. How slowly? The linearized solution −
depends on time through the factor et, and = O共K
To find n, we substitute Eqs. 共36兲 and 共38兲 into Eq.
− Kc兲 = O共2兲. Thus we assume = 2t. The probability
共26兲 and use Eq. 共39兲 to simplify the result. This yields
density can then be written as
再
the following hierarchy of linear nonhomogeneous
equations:
1 A共 ;兲ei
共, ,t;兲 ⬃ 1+ + c.c.
2 D + i L2 ⬅ 共t − D2 + 兲2 + Kc兵Im e−i具e−i⬘, 2典其
+ 兺
⬁
nn共,t, ;A,Ā兲 冎 = − Kc兵1 Im e−i具e−i⬘, 1典其 + c.c., 共41兲
再
n=2
L3 = − Kc兵2 Im e−i具ei⬘, 1典其
1 A共 ;兲ei
⬃ exp + c.c. − K2 Im e−i具e−i⬘, 1典 − F共0兲A1 + c.c., 共42兲
2 D + i
+
n=2
⬁
4 = 4 + 1 3 +
22 212 41
2
+
2
+ ,
4!
共37兲 冓 1,
Q
D + i
冔 = 0, 共45兲
and so on. They depend on a fast scale t corresponding first found by Bonilla et al. 共1992兲. Note that we obtain
to stable exponentially decaying modes, and on a slow Eq. 共45兲 even when 具1 , P典 ⫽ 0. ei times the term propor-
time scale through their dependence on A. All terms in tional to 具1 , P典 in Eq. 共44兲 is a solution of L = 0 and
Eq. 共36兲 that decrease exponentially in time will be omit- should therefore be absorbed in the definitions of A and
ted. In Eq. 共36兲, the slowly varying amplitude A obeys Ā. This implies Eq. 共39兲.
the equation Inserting 1 into the right side of Eq. 共41兲, we find
L2 =
2A2 2i
D + i
e + c.c., 共46兲
dA
d
= K2 1 − 2 冉
K2 − 2冑22
D
A 冊
whose solution is 4共7K2 − 4冑22兲2 2722
− A兩A兩 2
− A兩A兩4; 共50兲
9D2 171D3
A2 see Appendix C. The stationary solutions of this equa-
2 = e2i + c.c. 共47兲
共D + i兲共2D + i兲 tion are the stationary synchronized phases. We see that
stable phases bifurcate supercritically for K2 ⬎ 0 if K2
We see that 1 contains odd harmonics and 2 contains ⬎ 2冑22, whereas a branch of unstable stationary solu-
even harmonics 共a possible -independent term is omit- tions bifurcates subcritically for K2 ⬍ 0 if K2 ⬍ 2冑22.
ted in 2 because of the normalization condition兲. This is This branch of unstable solutions coalesces with a
actually true in general: 2n contains harmonics ei2j, j branch of stable stationary synchronized phases at the
= 0 , ± 1 , . . . , ± n, and 2n+1 contains harmonics ei共2j+1兲, j limit point K2 ⬇ −192共7K2 − 4冑22兲2 / 612.
= −共n + 1兲 , . . . , n. The nonlinearity of the Fokker-Planck
equation is responsible for the appearance of resonant
terms in the equations for 2n+1, which should be elimi- 2. Bifurcation of synchronized oscillatory phases
nated through the terms containing F共2n兲. Then, we can The bifurcation in the case of complex eigenvalues
set F共2n+1兲 = 0 and we only need the scaling K − Kc can be easily described by the same method. The main
= O共2兲. The ultimate reason for these cancellations is, of difference is that the solution to the linearized problem
course, the O共2兲 symmetry of our problem, i.e., reflec- is now
tion symmetry and invariance under constant rotations,
→ + ␣ 共Crawford, 1994兲. A+共t兲 A−共t兲
1 = ei共⍀t+兲 + c.c. + ei共⍀t−兲
Similarly, the nonresonance condition for Eq. 共42兲 D + i共⍀ + 兲 D + i共⍀ − 兲
yields
+ c.c., 共51兲
F共0兲 = 1, 冓 1
共D + i兲2
冔冋 −1
2K2A
K2c
where ⍀ 2
= 20 − D2,
Kc = 4D, the eigenvalues with zero
real part being 共Kc兲 = ± i⍀. For the two slowly varying
冓 冔 册
amplitudes, A+ , A−, we assume that equations of the
1 form
− 1, A兩A兩2
共D + i兲2共2D + i兲 ⬁
冉 冊
dA±
2 1−
220
A兩A兩2 d
⬃
n=0
兺
2nF±共2n兲共A+,A−,A+,A−兲 共52兲
2
K 2A D
冉 冊 冉 冊冉 冊
= − . 共48兲 hold. Following the previous method, the nonresonance
20 20 20
2 1− 2 1− 2 4+ 2 D conditions for Eq. 共42兲, with 1 given by Eq. 共51兲, yield
D D D
F+共0兲 and F−共0兲. The corresponding amplitude equations are
Keeping this term in Eq. 共38兲, we obtain dA / d 共Bonilla, Pérez-Vicente, and Spigler, 1998兲
⬃ F共0兲, which is a reduced equation with the stationary
solution 兩A兩 = 冑共K2D / 4兲关4 + 共0 / D兲2兴 / 关1 − 2共0 / D兲2兴. The Ȧ+ = ␣A+ − 共兩A−兩2 + ␥兩A+兩2兲A+ ,
corresponding order parameter is
Ȧ− = ␣A− − 共兩A+兩2 + ␥兩A−兩2兲A− , 共53兲
冉 冊
冢 冣
20 1/2
共K − Kc兲D 4 + 2
where the overdot denotes differentiation with respect
D to , and
冉 冊
r⬃ , 共49兲
22
K2c 1 − 20 D2 + 20
D D+i
1 iD ⍀
␣= − , = ,
which was obtained by Bonilla et al. 共1992兲 using a dif- 4 4⍀ K2共4D + 20兲
2
FIG. 3. Phase planes 共a兲 共u , v兲 and 共b兲 共兩A+兩 , 兩A−兩兲 showing the critical points corresponding to traveling wave 共TW兲 and standing
wave 共SW兲 solutions. From Bonilla, Pérez-Vicente, and Spigler, 1998.
u̇ = 2 Re ␣u − Re共␥ + 兲u2 − Re共␥ − 兲v2 , cate supercritically with 储rSW储 / rTW ⬎ 1. Re共 + ␥兲 and
Re ␥ are both positive when K2 = 1, whereas the square
v̇ = 2 Re ␣v − 2 Re ␥uv. 共56兲 roots in Eqs. 共57兲 and 共58兲 become pure imaginary when
K2 = −1. This indicates that the bifurcating branches can-
Clearly, u = v or u = −v correspond to traveling-wave so- not be subcritical. An analysis of the phase portrait cor-
lutions with only one of the amplitudes A± being non- responding to Eq. 共56兲 shows that the standing-wave so-
zero. The case v ⬅ 0 corresponds to standing-wave solu- lutions are always globally stable, while the traveling-
tions, which are a combination of rotating and counter- wave solutions are unstable. This result was first pointed
rotating traveling waves with the same amplitude. We out by Crawford 共1994兲.
can easily find the phase portrait of Eqs. 共56兲 corre-
sponding to ␣, , and ␥ given by Eqs. 共54兲 共see Fig. 3兲.
Up to, possibly, a constant phase shift, the explicit solu- 3. Bifurcation at the tricritical point
tions
At the tricritical point, K = 4D, 0 = D, a branch of os-
A +共 兲 = 冑 Re ␣ i
Re ␥
e , A−共兲 ⬅ 0,
cillatory bifurcating phases coalesces with a branch of
stationary bifurcating phases and a branch of homoclinic
orbits, in an O共2兲-symmetric Takens-Bogdanov bifurca-
Im ␥ tion point. Studying the bifurcations in the vicinity of
= Im ␣ − Re ␣ 共57兲 such a point shows how the stable and unstable branches
Re ␥ of oscillatory phases, standing wave and traveling wave,
关or A+共兲 ⬅ 0 and A−共兲 as A+共兲 above兴 are obtained in respectively, end as the coupling is changed. Analyzing
the case of the traveling-wave solutions, while transitions at the tricritical point is a little more compli-
冑
cated because it requires changing the assumptions on
2 Re ␣ i the amplitude equation 共Bonilla, Pérez-Vicente, and Spi-
A +共 兲 = A −共 兲 = e ,
Re共␥ + 兲 gler, 1998; Bonilla, 2000兲. First of all, at the tri-
critical point, 具1 , 共D + i兲−2典 = Re共D + iD兲−2 = 0. This
Im共␥ + 兲 innocent-looking fact implies that the term −F共0兲A1 on
= Im ␣ − Re ␣ 共58兲 the right-hand side of Eq. 共42兲 dissapears in the nonreso-
Re共␥ + 兲
nance condition, and therefore using the same ansatz as
are obtained in the case of the standing-wave solutions. in Eqs. 共36兲 and 共38兲 will not deliver any amplitude equa-
Note that both standing wave and traveling wave bifur- tion. Second, the oscillatory ansatz 共51兲 breaks down
=−D+ 冑 冉冊
K
4
+i 20 −
K
4
2
= i 冑 冉 冊2D 2 −
K2
4
+
K 2 2
4
+ O共3兲
FIG. 4. Stability diagrams 共K2 , 2兲 near the tricritical point.
along with their complex conjugates, provided that K From Bonilla, Pérez-Vicente, and Spigler, 1998.
− 4D = K22, 0 − D = 22 with 2 ⬎ K2 / 4. Therefore the
time-dependent factors et appearing in the solution of
L2 D R4
the linearized problem indicate that the perturbations V ⬅ V共R兲 = − 共K 2 − 4 2 兲R 2
− 共64兲
about incoherence vary on a slow time scale T = t near 2R2 4 10
the tricritical point. This leads to the Chapman-Enskog is the potential. This system has the following special
ansatz
再
solutions:
冎
= 1 / 2. This solution is stable for K2 ⬍ 0 if 2 ⬎ 0
4 and for 共K2 − 42兲 ⬍ 0 if 2 ⬍ 0.
+ 兺 jj共,t,T;A,Ā兲 + O共5兲 , 共59兲
共ii兲 The steady-state solution, L = 0, R = R0
冑
j=2
= 5D关2 − 共K2 / 4兲兴 ⬎ 0, which exists provided that
d 2A 2 ⬎ K2 / 4. This solution is always unstable.
= F共0兲共A,Ā兲 + F共1兲共A,Ā兲 + O共2兲. 共60兲
dT2 共iii兲 The traveling-wave solutions, L = L0
= R20冑2D共2 − 5619
K2兲 ⬎ 0, R = R0 = 25 冑DK2 / 14⬎ 0,
The equation for A is second order 关rather than first
which exist provided that K2 ⬎ 0 and 2
order as in Eq. 共38兲兴 because resonant terms appear at
⬎ 19K2 / 56. These solutions bifurcate from the
O共3兲 for the first time. These are proportional to ATT
trivial solution at K2 = 2 = 0. When 2 = 19K2 / 56,
= d2A / dT2. The quantities F共0兲 and F共1兲 are evaluated in
the branch of traveling waves merges with the
Appendix D. The resulting amplitude equation is
steady-state solution branch. This solution is al-
D 2 ways unstable.
ATT − 共K2 − 4⍀2兲A − 兩A兩2A
2 5 共iv兲 The standing-wave solutions, L = 0, R = R共T兲 peri-
冉 冊
odic. Such solutions have been found explicitly
K2 23 1
= AT − 兩A兩2AT − 共兩A兩2A兲T + O共2兲. 共see Sec. V.A of Dangelmayr and Knobloch,
2 25D 5D 1987兲. The standing waves branch off from the
共61兲 trivial solution at K2 = 2 = 0, exist for 2
⬎ 11K2 / 19⬎ 0, and terminate by merging with a
Equation 共61兲 is in the scaled normal form studied by
homoclinic orbit of the steady state 共ii兲 on the line
Dangelmayr and Knobloch 关1987, cf. their equations
2 = 11K2 / 19 关see Eq. 共5.8兲 of Dangelmayr and
共3.3兲, p. 2480兴. Following these authors, we substitute
Knobloch, 1987兴. This solution is always stable.
A共T;兲 = R共T;兲ei共T;兲 共62兲 All these results are depicted in Fig. 4, which corre-
in Eq. 共61兲, separate real and imaginary parts, and ob- sponds to Fig. 4, IV, in the general classification of sta-
tain the perturbed Hamiltonian system bility diagrams reported by Dangelmayr and Knobloch
共1987, p. 267兲. For fixed 0 ⬎ D, the bifurcation diagram
RTT +
V
R
=
K2
2
冉−
38 2
25D
R RT , 冊 near the tricritical point is depicted in Fig. 5. Note that
Eq. 共59兲 yields, to leading order,
LT = 冉 K2
−
28 2
R L. 冊 共63兲
共, ,t;兲 ⬃
1
2
冋1+
Rei共+兲
D + i
册
+ c.c. , 共65兲
2 25D
and hence rei ⬃ Re−i / 共2D兲. It follows that r
Here L = R T is the angular momentum, and
2
⬃ R / 共2D兲 and ⬃ −, which shows that, essentially, the
A. Short-range models
FIG. 5. Bifurcation diagram 共K , R兲 near the tricritical point for
0 ⬎ D fixed. K* is the coupling at which a subcritical branch of A natural extension of the Kuramoto model discussed
stationary solutions bifurcates from incoherence. From Bon- in Sec. III includes short-range interaction effects 共Sak-
illa, Pérez-Vicente, and Spigler, 1998. aguchi et al., 1987; Daido, 1988; Strogatz and Mirollo,
1988a, 1988b兲. Kuramoto and co-workers 共Sakaguchi et
al., 1987兲 have considered the case in which oscillators
solution A共T ; 兲 to Eq. 共61兲 coincides with the conjugate occupy the sites of a d-dimensional cubic lattice and in-
of the complex order parameter. For this reason, in Fig. teractions occur between nearest neighbors,
5 the ordinate can be either R or r. In Fig. 6 we have
depicted the global bifurcation diagram which completes ˙ i = i + K 兺 sin共j − i兲, 共66兲
that shown in Bonilla et al. 共1992, Fig. 5兲. 共i,j兲
In closing, the Chapman-Enskog method can be used
where the pair 共i , j兲 stands for nearest-neighbor oscilla-
to calculate any bifurcations appearing for other fre-
tors and the i’s are independent random variables cho-
quency distributions and related nonlinear Fokker-
sen according to the distribution g共兲. Compared to the
Planck equations. As discussed in Sec. II.B, nontrivial
extensions are needed in the case of the hyperbolic limit, Kuramoto model 共23兲, the coupling strength K does not
need to be scaled by the total number of oscillators.
D → 0 +.
However, convergence of the model 共66兲 in the limit of
large d requires that K scale as 1 / d. Although this model
IV. VARIATIONS OF THE KURAMOTO MODEL can be extended so as to include stochastic noise, i.e.,
finite temperature T, most of the work on this type of
We have seen in the preceding section how the long- model has been done at T = 0. Solving the short-range
range character of the coupling interaction in the Kura- version of the Kuramoto model is a hopeless task 共ex-
moto model allows us to obtain many analytical results. cept for special cases such as one-dimensional models—
Yet one might ask how far these results extend beyond see below—or Cayley-tree structures兲 due to the diffi-
the mean-field limit in finite dimensions. Also, one culty of incorporating the randomness in any sort of
might ask how synchronization effects in the Kuramoto renormalization-group analysis. In short-range systems,
model are modified by keeping long-range interactions one usually distinguishes among different synchroniza-
but including additional sources of quenched disorder, tion regimes. Global synchronization, which implies that
all the oscillators are in phase, is rarely seen except for
K ⬀ N → ⬁. Phase locking or partial synchronization is
observed more frequently. This is the case in which a
local ensemble of oscillators verify the condition ˙ i
= const, for every i. A weaker situation concerns cluster-
ing or entrainment. Although this term sometimes has
been used in the sense of phase locking, usually it refers
to the case in which a finite fraction of the oscillators
have the same average frequency ˜ i defined by
i共t兲
˜ i = lim . 共67兲
t→⬁ t
There is no proof that such a limit exists. However, if it
does not exist, no synchronization whatsoever is pos-
FIG. 6. Global bifurcation diagram including all stationary- sible. The condition of clustering is less stringent than
solution branches. From Bonilla, Pérez-Vicente, and Spigler, phase locking, and therefore its absence is expected to
1998. preclude the existence of phase locking. Note that the
previous definitions do not exhaust all possible types of moves of length xi extracted from a given probability
synchronized stationary solutions, such as, for instance, distribution, where the end-to-end distance l共n兲 = 兺i=1 n
xi
the existence of moving traveling-wave structures. The is constrained to have a fixed value for a given number n
concept of synchronization 共either global or partial兲 is of steps. However, one of the most interesting results in
different from the concept of phase coherence intro- these studies is the use of block renormalization-group
duced in the context of the Kuramoto model in Sec. II; techniques to show whether clustering can occur in finite
see Eq. 共2兲. Phase coherence is a stronger condition than dimensions. Nearly at the same time, Strogatz and
synchronization as it assumes that all phases i are clus- Mirollo 共1988a, 1988b兲 and Daido 共1988兲 presented simi-
tered around a given unique value, as are their velocities lar arguments but leading to slightly different yet com-
˙ i. The contrary is not necessarily true, as phases can patible conclusions. For Strogatz and Mirollo 共1988a,
change at the same speed 共synchronization takes place兲 1988b兲, the goal was to calculate the probability P共N , K兲
while having completely different values 共incoherence兲. that a cube S containing a finite fraction ␣N 共␣ ⬍ 1兲 of
Coherence seems less general than synchronization as the oscillators could be entrained to have a single com-
the former bears connection to the type of ferromag- mon frequency. Following Strogatz and Mirollo 共1988a,
netic ordering present in the Kuramoto model. Al- 1988b兲, let us assume the macroscopic cluster S to be
though this type of ordering is expected to prevail in divided into cubic subclusters Sk of side l, the total num-
finite dimensions, synchronization seems more appropri- ber of subclusters being Ns = ␣N / ld which is of order N.
ate for discussing oscillator models with structural disor- For each subcluster k, the average frequency ⍀k and
der built in. phase ⌰k are defined as
For short-range systems, one would like to understand 1 1
several issues: ⍀k = 兺
ld i苸Sk
i, ⌰k = 兺
ld i苸Sk
i . 共68兲
• The existence of a lower critical dimension above
which any kind of entrainment is possible. In particu- Summing Eq. 共66兲 over all oscillators contained in each
lar, it is relevant to prove the existence of phase lock- subcluster Sk we get
ing and clustering for large enough dimensionality
and the differences between both types of synchroni- ˙ =⍀ + K
⌰ 兺
sin共j − i兲, 共69兲
k k
zation. ld 共i,j兲苸Sk
• The topological properties of the entrained clusters where the sum in the right-hand side runs over all links
and the possibility of defining a dynamical correla- 共i , j兲 crossing the surface Sk delimiting the region Sk.
tion length describing the typical length scale of Considering that there are 2dld−1 terms in the surface
these clusters. 关and hence in the sum in Eq. 共69兲兴, this implies that
• The existence of an upper critical dimension above ˙ − ⍀ 兩 艋 2dK .
which the synchronization transition is of the mean- 兩⌰ k k 共70兲
l
field type.
If S is a region of clustered oscillators around the fre-
• The resulting phase diagram in the presence of ther-
quency ˜ , then, after time averaging, the limit 共67兲 gives
mal noise.
兩
˜ − ⍀k兩 艋 2dK / l for all 1 艋 k 艋 Ns. Since the ⍀k are un-
Sakaguchi et al. 共1987兲 have proposed some heuristic correlated random variables, the probability that such a
arguments showing that any type of entrainment 共global condition is simultaneously satisfied for all Ns oscillators
or local兲 can occur only for d 艌 2. This conjecture is sup- is pNs , p being the typical probability value such that
ported by the absence of entrainment in one dimension. 兩
˜ − ⍀k兩 艋 2dK / l is satisfied for a given oscillator. This
Strogatz and Mirollo 共1988a, 1988b兲, however, have probability is therefore exponentially small when the
shown that no phase locking can occur at any finite di- number of subclusters Ns is of order O共N兲,
mension. As phase locking occurs in mean-field theory,
this result suggests that the upper critical dimension in P共N,K兲 ⬃ N exp共− cN兲. 共71兲
the model is infinite. Particularly interesting results were Here c is a constant, and the factor N in front of the
obtained in one dimension 共chains of oscillators兲. In this exponential is due to the number of all possible ways the
case, and for the case of a normal distribution of natural cluster S can be embedded in the lattice. Therefore the
frequencies i, it can be proven that the probability of probability vanishes in any dimension in the limit of
phase locking vanishes as N → ⬁, while it is finite when- large population. This proof assumes that entrained
ever K ⬇ 冑N. The same result can be obtained for any clusters have a compact structure such as a cubical
distribution 共not necessarily Gaussian兲 of independently shape. However, this need not necessarily be true. Had
distributed natural frequencies. The proof consists of the clusters a noncompact shape 共such as space-filling
showing that the probability of phase locking is related sponges or lattice-animal treelike structures兲, the proof
to the probability that the height of a certain Brownian would not hold anymore, since the number of subclus-
bridge is not larger than some given value which de- ters Ns does not have to scale necessarily as 1 / ld. There-
pends on K and the mean of g共兲. Recall that by Brown- fore such a result does not prevent the existence of a
ian bridge we mean a random walk described by n macroscopic entrainment in noncompact clusters.
兺
i=1
Kij = K, 共75兲
Before ending the present overview of short-range relevant to realistic oscillator systems than their ordered
models, it is worth mentioning that the complexity of the counterparts.
synchronization phenomenon in two dimensions has
been emphasized in another investigation conducted by 1. Disorder in the coupling: the oscillator glass model
Kuramoto and co-workers 共Sakaguchi et al., 1988兲. Here
they studied a model where the coupling function was The model 共77兲 with disorder in the coupling param-
slightly modified to account for an enhancement of the eter Kij and Aij = 0 has been the subject of recent work
oscillator frequencies due to their interaction, 共Daido, 1987a, 1992b, 2000; Stiller and Radons, 1998,
2000兲. The model equation is
˙ i = i + K 兺 关sin共j − i − ␣兲 + sin共␣兲兴, 共76兲
共i,j兲 ˙ i = i + 兺 Kij sin共j − i兲 + i共t兲, 共79兲
共i,j兲
with − / 2 艋 ␣ 艋 / 2. This is a nonvariational model,
since the interaction term does not correspond to the where the Kij’s are given by Eq. 共78兲. When i = 0 this
gradient of a two-body potential. The effect of the pa- corresponds to the XY spin-glass model 共Sherrington
rameter ␣ is to decrease the entrainment among oscilla- and Kirkpatrick, 1975; Kirkpatrick and Sherrington,
tors that have different natural frequencies, giving rise 1978兲, introduced to mimic the behavior of frustrated
to a higher value of the critical coupling. Notably this magnets. It is well known that the XY spin-glass model
model has been found to describe synchronization of has a transition at a critical noise intensity Dc = 1 from a
Josephson-junction arrays 关see Eq. 共155兲 and the ensuing paramagnetic phase 共D ⬎ Dc兲 to a spin-glass phase 共D
discussion兴. The parameter ␣ already has an interesting ⬍ Dc兲. When natural frequencies exist, a synchronization
effect in the nondisordered model i = 0 共for ␣ = 0 this is transition is expected to occur from an incoherent to a
the XY model兲, where neighboring phases inside a vor- synchronized glassy phase. The most complete study
tex can differ greatly, thereby inducing an increase in the 共yet with contradictory results; see below兲 was done
local frequency. The vortex acts as a pacemaker, enhanc- without noise and for a Gaussian frequency distribution
ing entrainment in the surrounding medium. g共兲 in two different works. One of these was done by
Daido 共1992b兲, the other by Stiller and Radons 共1998兲.
Daido 共1992b兲 conducted a detailed numerical analysis
B. Models with disorder of the distribution p共h兲 of the local field hj acting on
each oscillator defined by
The standard Kuramoto model already has disorder
N
built in. However, one can include additional disorder in 1
the coupling among the oscillators. Daido has consid- p共h兲 =
N j=1
兺␦共h − hj兲, 共80兲
ered the general mean-field model 共Daido, 1992b兲
冉 冊
Daido showed how, as the value of K is increased, p共h兲
N NK2ij changes from a pure Gaussian distribution, whose maxi-
P共Kij兲 = exp − , 共78兲
冑2 K 2 2K2 mum, h*, is located at 0, to a non-Gaussian function
where h* becomes positive. This establishes the value of
the natural frequencies being distributed according to a the critical coupling as Kc ⬇ 8.
distribution g共兲 and being Gaussian noise. The Aij are Glassy systems are known for their characteristic slow
real-valued numbers lying in the range 关− , 兴 and stand relaxational dynamics, which lead to phenomena such as
for potential vector differences between sites which aging in correlations and response functions and viola-
amount to random phase shifts. The interest of this tions of the fluctuation-dissipation theorem 共Crisanti
model lies in the fact that frustration, a new ingredient and Ritort, 2003兲. Synchronization models are expected
beyond disorder, is introduced. Frustration implies that to show similar nonequilibrium relaxation phenomena,
the reference oscillator configuration, which makes the although aging is not expected to occur in the stationary
coupling term in Eq. 共77兲 vanish, is incoherent, i.e., i state. In particular, Daido also considered the order pa-
− j ⫽ 0. This is due to the competing nature of the dif- rameter
ferent terms involved in that sum which contribute with
N
either a positive or a negative sign. Frustration makes 1
the reference configuration extremely hard to find using Z共t兲 =
N j=1
兺
exp关ij共t兲兴, 共82兲
standard optimization algorithms. Compared to the
models without disorder, few studies have been devoted showing that Z共t兲 decays exponentially with time in the
to the disordered case so far, yet they are very interest- incoherent-phase case 共K ⬍ Kc兲, and as a power law in
ing as they seem to display synchronization to a glassy time in the synchronized-phase case. These results were
phase rather than to a ferromagneticlike one. Moreover, criticized in a subsequent work by Stiller and Radons
as structural disorder tends to be widespread in many 共1998兲. They considered the analytical solution of the
physical systems, disordered models seems to be no less dynamics of the same model, using the path-integral for-
malism of Martin, Siggia, and Rose to reduce the thors found several phases, depending on the ratio be-
N-oscillator problem to a single-oscillator problem with tween K0 and K1, i.e., incoherence, synchronization,
a correlated noise. The resulting dynamical equations spin-glass phase, and mixed phase 共where oscillators are
can be solved self-consistently by using the approach de- partially coherently synchronized and partially in phase
veloped by Eisfeller and Opper for the Sherrington- opposition兲.
Kirkpatrick model 共Eissfeller and Opper, 1978兲. The ad-
vantage of such a method is that it directly yields 2. The oscillator gauge glass model
dynamical results in the infinite-size limit. The drawback
is that the time required to solve the dynamics up to M The oscillator gauge glass model has seldom been
time steps grows as M2, so that typically no more than studied and is included here for completeness. It corre-
M = 1000 time steps can be considered. Stiller and Ra- sponds to the model in Eq. 共77兲, where Kij = K / N and
dons 共1998兲 claimed that a power law for Z共t兲 could not frustration arises solely from the random phase shifts
be observed for values of Kc approximately above 8. Aij 苸 关− , 兴. Note that this term by itself is enough to
However, the results they reported in favor of their induce frustration. For instance, when Aij = 0 or with
claim were questionable. In particular, Stiller and Ra- probability 1 / 2, such a model coincides with the previ-
dons’s dynamic computations reached only time scales ous oscillator glass model where Kij = ± 1 with identical
much smaller than those attained by Daido using nu- probability. In general, for nondisordered models 共in the
merical simulations 共see Sec. VI.A兲, who reached times absence of natural frequencies兲, and in the absence of an
on the order of 100 Monte Carlo steps. It is difficult to external magnetic field, the vector potential components
sustain a discussion on the asymptotic behavior of Z共t兲 around a plaquette add to zero. In the presence of a
with the short time scales considered in both works. This field, this term is an integer number times the value of
issue has raised some controversy 共Daido, 2000; Stiller the quantized flux. Therefore the present oscillator
and Radons, 2000兲 which has not yet been resolved. Al- gauge glass model in two dimensions can be seen as a
though Stiller and Radons conclude that, after all, theirs simplified version of overdamped Josephson-junction ar-
and Daido’s results might be compatible, the discrepan- rays. Let us just mention a study by Park et al. 共1998兲 of
cies turn out to be serious enough to question the valid- the phase diagram of the oscillator gauge glass model, in
ity of either one’s results. Indeed, there is a discrepancy which the stationary states were taken as the equilib-
between the critical value Kc derived in these two works rium states of the corresponding Boltzmann system. The
from measurements made in the stationary regime. key technique was to map such a model into an equilib-
Stiller and Radons introduced the equivalent of the rium gauge glass model. However, as already explained
Edwards-Anderson parameter q̃ for the XY case, in Sec. VI.C, this approach does not guarantee a full
characterization of the stationary solutions.
q̃ = lim lim lim ReC共t0,t0 + t兲, 共83兲
t→⬁ N→⬁ t0→⬁
C. Time-delayed couplings
where C共t , s兲 is the two-times complex-valued correla-
tion function One of the most natural and well-motivated exten-
N sions of the Kuramoto model concerns the analysis of
1
C共t,s兲 = 兺
N j=1
exp兵i关共t兲 − 共s兲兴其. 共84兲 time-delayed coupling among oscillators. In biological
networks, electric signals propagate along neural axons
at a finite speed. Thus delays due to transmission are
The order of the limits in Eq. 共83兲 is important: the t0 natural elements in any theoretical approach to informa-
→ ⬁ limit assures that the stationary regime is attained tion processing. Time delays can substantially change
first, the N → ⬁ limit ensures ergodicity breaking, and the dynamical properties of coupled systems. In general,
the t → ⬁ limit measures the equilibrium order within the dynamic behavior becomes much richer and, on oc-
one ergodic component. Measurements of q̃ reveal a casion, even surprising. One might think that time de-
neat transition across Kc = 24 共see Fig. 3 in Stiller and lays tend to break coherence or to make it difficult in
Radons, 1998兲, nearly three times larger than the value populations of interacting units, but this is not always
reported by Daido 共see Fig. 2 in Daido, 1992b兲. The ori- the case. An important example has been the focus of
gin of such a discrepancy is thus far unknown. Further intense research in the past few years: synchronization in
work is needed to resolve this question. chaotic systems. It has been proved that a delayed cou-
Before finishing this section, let us mention that the pling is the key element for anticipating and controlling
study of the model in Eq. 共79兲 with site-disordered cou- the time evolution of chaotic coupled oscillators by syn-
plings has been considered by Bonilla et al. 共1993兲 for chronizing their dynamics 共Pikovsky et al., 2001; Voss,
the Kuramoto model with the van Hemmen–type inter- 2001兲. In excitable systems the situation is quite similar.
actions. Such interactions are characterized by the cou- It has been reported that delayed couplings may favor
pling parameters Kij = K0 / N + 共K1 / N兲共ij + ij兲, where the existence of rapid phase-locked behavior in net-
i,i are random independent identically distributed works of integrate-and-fire oscillators 共Gerstner, 1996兲.
quenched variables which take values ±1 with probabil- How important are time delays for a population of
ity 1 / 2. Such a model is exactly solvable, so the resulting coupled phase oscillators? This depends on the ratio of
phase diagram can be obtained analytically. These au- the time delay to the natural period of a typical oscilla-
tor. In general, the delay should be kept whenever the states coexist. The existence of all these regimes has
transmission time lag is much longer than the oscillation been corroborated by simulations 共Kim et al., 1997a; Ye-
period of a given unit 共Izhikevich, 1998兲. On the other ung and Strogatz, 1999兲. The same qualitative behavior
hand, the delay can be neglected whenever it is compa- has been found for nontrivial distributions of frequen-
rable to the period of the oscillators. cies. As in the standard Kuramoto model, in noisy sys-
Let us start by discussing the dynamic properties of tems there is a critical value of the coupling Kc, above
short-range coupled Kuramoto models with time- which the incoherent solution is unstable. The value of
delayed couplings 共Schuster and Wagner, 1989; Niebur, Kc depends on the natural frequency distribution, the
Schuster, and Kammen 1991; Nakamura et al., 1994兲: noise strength, and the delay. Yeung and Strogatz 共1999兲
and Choi et al. 共2000兲 carried out a detailed analysis of
K the bifurcation at Kc for the nonlinear Fokker-Planck
˙ i共t兲 = i + i共t兲 + 兺 sin关j共t − 兲 − i共t兲兴. 共85兲 equation corresponding to Eq. 共85兲. Kori and Kuramoto
N j
共2001兲 studied the same problem for more general phase
Here the sum is restricted to nearest neighbors, and oscillator models.
is a constant time delay. In this model, each oscillator
interacts with its neighbors in terms of the phase that D. External fields
they had at the time they sent a synchronizing signal.
In a simple system of two oscillators, Schuster and A natural extension of the original Kuramoto model
Wagner 共1989兲 found the typical fingerprint of delays in is to add external fields, which gives rise to a much
several relevant differences between this model and the richer dynamical behavior. External fields can model the
standard Kuramoto model. When = 0, one synchroniza- external current applied to a neuron so as to describe
tion state is stable. However, for nonzero delays and the collective properties of excitable systems with planar
given values of and K, there are multiple stable solu- symmetry. For other physical devices, such as Josephson
tions of Eq. 共85兲 with more than one synchronization junctions, a periodic external force can model an oscil-
frequency and different basins of attraction. In a re- lating current across the junctions. The Langevin equa-
markable application, this model has been used recently tion governing the dynamics of the extended model is
to explain the experimentally observed oscillatory be- N
havior of a unicellular organism 共Takamatsu et al., 2000兲. K
˙ i = i + i共t兲 + 兺 sin共j − i兲 + hi sin i . 共86兲
Keeping these results in mind, it is not difficult to N j=1
imagine what will happen for large ensembles of oscilla-
tors. In a 1D system, Nakamura et al. 共1994兲 have shown Shinomoto and Kuramoto 共1986兲 studied the case hi
that complex structures emerge spontaneously for N = h, for every i. They analyzed the nonlinear Fokker-
→ ⬁. They are characterized by many stable coexisting Planck equation associated with Eq. 共86兲 and found two
clusters, each formed by a large number of entrained different regions of the phase diagram: a region of time-
units, oscillating at different frequencies. Such structures periodic physical observables, and a region of stable sta-
have also been observed for a distribution of time delays tionary synchronized states. Sakaguchi 共1988兲 replaced
共Zanette, 2000兲. Another peculiarity of the model has the last term in Eq. 共86兲 by h sin共i − ft兲, where f is the
been observed for large coupling intensities and large frequency of the external force. Note that, by defining
delays. In this regime, the system exhibits frequency i = i − ft, we obtain again Eq. 共86兲 for i, but with
suppression resulting from the existence of a large num- natural frequencies i − f. Therefore introducing a
ber of metastable states. In two dimensions, Niebur, time-periodic external force amounts to modifying the
Schuster, and Kamman 共1991兲 have shown that the sys- statistical properties of the natural frequency distribu-
tem evolves towards a state with the lowest possible fre- tion g共兲. In general, there will be a competition be-
quency, selected from all the possible solutions of Eq. tween forced entrainment and mutual entrainment.
共85兲, for given values of K and . More recently, Jeong et When h is large, the oscillators tend to be entrained with
al. 共2002兲 have shown that distance-dependent time de- the external force. On the other hand, when h is small
lays induce various spatial structures such as spirals, there will be a macroscopic fraction of the population
traveling rolls, or more complex patterns. They also ana- mutually entrained displaying a synchronous collective
lyzed their stability and the relevance of initial condi- motion. Such a motion occurs with a frequency equal to
tions to select these structures. the mean natural frequency of the population.
The mean-field model has been studied theoretically Arenas and Pérez-Vicente 共1994a兲 studied the phase
by analyzing the corresponding nonlinear Fokker-Planck diagram of a Kuramoto model with a distribution of ran-
equation 共Luzyanina, 1995; Yeung and Strogatz, 1999; dom fields, f共h兲. They solved the nonlinear Fokker-
Choi et al., 2000兲. As in the case of short-range cou- Planck equation through a generating functional of the
plings, the delay gives rise to multistability even for order parameters, and found analytical expressions
identical oscillators and without external white noise. thereof, which fully agreed with the numerical simula-
The phase diagram 共K , 兲 contains regions where syn- tions. When f共h兲 is centered at h = 0, they found a phase
chronization is a stable solution of the dynamic equa- transition between an incoherent state with r = 0 and a
tions, other regions where coherence is strictly forbid- synchronized state, which is similar to the transition in
den, and still others where coherent and incoherent the static model as well as in the model of identical os-
cillators 共Arenas and Pérez-Vicente, 1993兲. The only dif- chronized oscillators can coexist. This phenomenology is
ference here is that the critical value Kc is larger. This is strictly induced by the multiplicative noise, without re-
reasonable because larger values of the coupling quiring time delays or high Fourier modes in the cou-
strength are needed to counteract the effect of rotation pling.
due to the frequency distribution. When the field distri- Kim et al. 共1996; Kim, Park, Doering, and Ryu, 1997兲
bution is not centered at the origin, an effective force supplemented Eq. 共87兲 with additive noise. Rather sur-
arises. This makes r ⫽ 0 for any value of the ratio K / D prisingly, the additive noise tended to suppress the ef-
共r ⬀ 具h典 for small K / D and for 具h典 Ⰶ 1兲, thereby preclud- fects triggered by the multiplicative noise, such as the
ing phase transitions, as in the static case. bifurcation from one-cluster phase to the two-cluster
Densities having time-dependent solutions with non- state. The new phase diagram exhibited a very rich be-
zero order parameters 共Shinomoto and Kuramoto, 1986; havior, with interesting nonequilibrium phenomena such
Sakaguchi, 1988; Arenas and Pérez-Vicente, 1994a兲 ex- as reentrant transitions between different phases. The
ist, provided that 兰hf共h兲dh ⫽ 0. Acebrón and Bonilla interesting physics induced by the combination of both
共1998兲 studied these solutions using the two-timescale types of noise caused Kim, Park, and Rhu 共1997b兲 to
asymptotic method mentioned in Sec. III.C. The prob- propose a new mechanism for noise-induced current in
ability density splits into independent components cor- systems under symmetric periodic potentials.
responding to different peaks in the multimodal fre- Reimann et al. 共1999兲 tackled the problem from a dif-
quency distribution. Each density component evolves ferent standpoint. They considered the standard mean-
toward a stationary distribution in a comoving frame, field equation 共23兲 with a nonequilibrium Gaussian
rotating at a frequency corresponding to the appropriate noise, characterized by
peak in g共兲. Therefore the overall synchronous behav-
ior can be determined by studying the synchronization 具i共t兲典 = 0, 具i共t兲j共t⬘兲典 = 2D共i兲␦ij␦共t − t⬘兲, 共88兲
of each density component 共Acebrón and Bonilla, 1998兲.
Inspired by biological applications, Frank et al. 共2000兲
analyzed the behavior of phase oscillators in the pres- where D共兲 = D0 + D1 cos共兲 and D0 艌 D1 艌 0. The au-
ence of forces derived from a potential with various thors considered only one Fourier mode to make their
Fourier modes. They studied in detail the transition analysis simpler, and studied the particular case D0
from incoherence to phase locking. Finally, Coolen and = D1 = Q / 2. Under such conditions, for identical oscilla-
Pérez-Vicente 共2003兲 studied the case of identical oscil- tors and for arbitrarily weak couplings, time-dependent
lators with disordered couplings and subject to random oscillatory synchronization appears for a certain value of
pinning fields. This system is extremely frustrated and the ratio K / Q, via spontaneous symmetry breaking. By
several spin-glass phases can be found in it. The equilib- means of numerical simulations, Reimann et al. also
rium properties of such a model depend on the symme- studied the effect of multiplicative noise in systems with
tries of the pinning-field distribution and on the level of short-range couplings. In such a case, even more com-
frustration due to the random interactions among oscil- plex behavior, including hysteretic phenomena and
lators. negative mobility, was found.
Recently, and only for identical oscillators, Kostur et
E. Multiplicative noise al. 共2002兲 studied Eq. 共86兲 with hi = −1 for every i, with
both additive and symmetric dichotomic noise. For the
To end this section, let us discuss the effect of multi- latter noise, they found a complex phase diagram with
plicative noise on the collective properties of phase os- five different regions: incoherence, bistability, phase
cillators. As far as is known, there have been two differ- locking, hysteretic phenomena, and an oscillatory re-
ent approaches to this problem. Park and Kim 共1996兲 gime.
studied the following rather complex version of the
Kuramoto model:
N
K + i共t兲
兺
V. BEYOND THE KURAMOTO MODEL
˙ i = i + sin共j − i兲 + h sin共i兲. 共87兲
N j=1
Many generalizations of the Kuramoto model have
Here i is a zero-mean delta-correlated Gaussian noise been proposed to analyze synchronization phenomena
with unit variance, measures the intensity of the noise, in more complex situations. First of all, periodic cou-
and is an integer. In this model, the phase oscillators pling functions, which contain more harmonics than the
are subject to an external pinning force and therefore simple sine function considered by Kuramoto, have
they represent excitable units. Thus Eq. 共87兲 describes been proposed. Moreover, there are oscillator models
the effect of multiplicative noise on a population of ex- described by two angles 共tops models兲, or by phase and
citable units. Through analytical and numerical studies amplitude 共amplitude oscillators兲. Finally, the dynamical
of the nonlinear Fokker-Planck equation, Park and Kim behavior described by the Kuramoto model changes if
共1996兲 found the phase diagram of the model 共h , 兲 for phase oscillators possess inertia, which makes synchro-
different values of . For identical oscillators, there are nization harder but the emergence of spontaneous phase
new phases in which two or more stable clusters of syn- oscillations easier.
Bonilla, Pérez-Vicente, Ritort, and Soler 共1998兲 stud- been studied recently by Ren and Ermentrout 共2000兲.
ied singular coupling functions such as h共兲 Given the complexity of such a problem, they studied
= ␦⬘共兲 , ␦共兲 , sin共兲, etc. which possess infinitely many general properties of the model such as the conditions
nonvanishing Fourier modes. They showed that the dy- required to ensure existence of phase-locking solutions.
namics of these models can be exactly solved using the Numerical examples were provided to confirm their the-
moment approach discussed in Sec. VI.C. Considering oretical predictions.
the generating function for the moments,
⬁ ⬁
1 ym B. Tops models
ˆ 共x,y,t兲 = 兺 兺
2 k=−⬁ m=0
exp共− ikx兲 Hkm共t兲,
m!
共95兲
The Kuramoto model deals with interacting units
which behave as oscillators that are described by only
N
1 one variable, i.e., their phase. However, it is not difficult
Hkm共t兲 = 兺
N j=1
exp关ikj共t兲兴m
j , to imagine other cases in which the mutually interacting
variables are not oscillators, but rather classical spins
its time evolution satisfies described by azimuthal and polar angles. Ritort 共1998兲
introduced a tops model, and solved the associated
ˆ 2ˆ 2ˆ phase diagram in the mean-field case.
= − 关v共x,t兲ˆ 兴 + D 2 − , 共96兲
t x x xy Although the name “top” is a misnomer 共tops are de-
where the drift velocity v共x , t兲 is defined by scribed by three Euler angles, rather than only two兲, it is
perhaps a more appropriate word than the more correct
⬁
term “spin.” This choice may avoid some confusion in
v共x,t兲 = − K 兺
n=−⬁
0
hnH−n exp共inx兲. 共97兲 view of the overwhelming variety of spin models existing
in the literature. The tops model might have experimen-
The moment-generating function and the one- tal relevance whenever precession motion is induced by
oscillator probability density are related by an external perturbation acting upon the orientational
冕 +⬁
degrees of freedom of a given system. It can describe the
ˆ 共x,y,t兲 = ey共x, ,t兲g共兲d . 共98兲 synchronized response of living beings, such as bacteria,
−⬁ endowed with orientational magnetic properties, or
complex resonance effects in random magnets or NMR.
Bonilla, Pérez-Vicente, Ritort, and Soler 共1998兲 noticed The model consists of a population of N Heisenberg
that, for special couplings and for g共兲 = ␦共兲 关so that ˆ spins or tops 兵ជ i , 1 艋 i 艋 N其 共of unit length兲 which precess
= 共x , t兲兴, it is possible to map synchronization into other around a given orientation n̂i at a given angular velocity
physical problems. For instance, for h共兲 = ␦⬘共兲, Eq. 共96兲 i. Larmor precession of the ith top is therefore de-
becomes ជ i = in̂i. Moreover, the tops in the
scribed by a vector
t
=K
x x
冉 冊
2
+ D 2,
x
共99兲
population mutually interact, trying to align in the same
direction. The tops-model equations of motion are
N
K E共ជ i, ជ j兲
which in the literature is used to describe porous media.
It can be shown that, in this case, the incoherent solution
ជ̇ i =
ជ i ⫻ ជ i − 兺
N j=1 i
+ ជi共t兲, 共101兲
is stable and therefore entrainment among oscillators is
not allowed. When h共兲 = ␦共兲, Eq. 共96兲 becomes the vis- where K is the coupling strength and E共 ជ i , ជ j兲 is the two-
cous Burgers equation, body energy term. Rotational invariance symmetry re-
quires E to be a function of the scalar product ជ iជ j, the
2 simplest case being the bilinear form E共 ជ i , ជ j兲 = ជ iជ j.
= 2K + D 2 共100兲
t x x Natural frequencies ជ i are chosen from a distribution
and synchronization is possible only at zero temperature P共 ជ i兲. The term ជ i共t兲 is a Gaussian noise of zero mean
共D = 0兲. Finally when h共兲 = sin共兲, the equation for can and variance equal to 6D, the factor 6 arising from the
be recast as a pair of coupled nonlinear partial differen- three degrees of freedom. As it stands, Eq. 共101兲 is not
tial equations. Their stationary solutions can be evalu- yet well defined because the unit length of the vector ជi
ated explicitly in terms of elliptic functions, and there- is not constant, as can be seen by multiplying both sides
fore the associated bifurcation diagram can be of the equation by ជ i. In order to avoid such a problem,
constructed analytically for all K’s. In this case, multiple it is convenient to project the tops onto the surface of a
solutions bifurcate from incoherence for different values unit radius sphere. This requires us to introduce the azi-
of the coupling strength. It should be mentioned that muthal angles i 苸 关0 , 兴 and the polar angles i
these authors established a link between their approach 苸 关0 , 2兲, ជ i = 关cos共i兲sin共i兲 , sin共i兲sin共i兲 , cos共i兲兴. The
and Daido’s order-function method. main technical difficulty in this approach arises from the
One-dimensional chains of phase oscillators with noise term, which should be described by Brownian mo-
nearest-neighbor interactions 共and also beyond nearest tion constrained on a spherical surface 共see, for instance,
neighbors兲 and arbitrary coupling function have also Coffey et al., 1996兲. The use of spherical coordinates also
requires that the natural frequency vectors ជ i be speci- More work still needs to be done on the tops model.
fied in terms of their modulus i, and their azimuthal Especially interesting would be an experimental verifi-
and polar angles 共i , i兲. Note at this point that three cation of the orientational entrainment in magnetic sys-
parameters enter into the description of the disordered tems or in magnetized living cells. Here, nonlinear ef-
units, rather than only one 共i.e., the natural frequency fects are introduced by the inertial effects induced by
i兲 in the Kuramoto model. The ensuing equations of the Larmor precession of magnetic moments in a mag-
motion are netic field.
phases are allowed to vary in time, it may happen that clude inertial effects in the model. This leads to the sys-
all the oscillator amplitudes die out, that is 兩zj兩 = 0 for tem of second-order stochastic differential equations:
every j. Such a behavior is referred to as “amplitude
death” or “oscillator death,” and this phenomenon oc- m¨ i + ˙ i = ⍀i + Kr sin共 − i兲 + i共t兲, i = 1, . . . ,N.
curs when 共a兲 the coupling strength is of the same order 共106兲
as the attraction to the limit-cycle, and 共b兲 the frequency
spread is sufficiently large 共Ermentrout, 1990兲. In bio- Here ⍀i represents the natural frequency of the ith os-
logical systems, this may be responsible for rhythmical cillator, while ˙ i = i is the instantaneous frequency.
loss. These ideas have been developed by Acebrón and
Apparently, Yamaguchi and Shimizu 共1984兲 were the Spigler 共1998, 2000兲, on the basis of the bivariate nonlin-
first to derive the model equation 共105兲. They considered ear Fokker-Planck equation, corresponding to Eq. 共107兲,
a system of weakly globally coupled Van der Pol oscilla- in the limit of infinitely many oscillators. Such an equa-
tors that included white-noise sources. Bonilla et al. tion is again a nonlinear integro-differential Fokker-
共1987兲 also analyzed Eq. 共105兲 共with noise兲 for a popula- Planck-type equation, which somehow generalizes the
tion of identical oscillators. They studied the nonlinear Fokker-plank description of the Kuramoto model. In an
Fokker-Planck equation for the one-oscillator probabil- earlier paper, Ermentrout 共1991兲 revisited the special
ity density, and found a transition from incoherence to a problem of self-synchronization in populations of cer-
time-periodic state via a supercritical Hopf bifurcation tain types of fireflies, as well as certain alterations in
Bonilla et al. 共1988兲. circadian cycles in mammals. The point was that the
A comprehensive analysis of Eq. 共105兲 is presented by Kuramoto model yielded too fast an approach to the
Matthews and Strogatz 共1990兲, Mirollo and Strogatz synchronized state in comparison to the experimental
共1990兲, and Matthews et al. 共1991兲. The phenomenon of observations and, moreover, an infinite value is needed
amplitude death and its stability regions have been ana- for the coupling parameter in order to obtain a full syn-
lyzed by Mirollo and Strogatz 共1990兲, in terms of the chronization. Consequently an adaptive frequency
coupling strength and the spread of natural frequencies. model was proposed for N nonlinearly coupled second-
In the same paper it was also shown that an infinite order differential equations for the phases. In such a
system gives a good description of large finite systems. formulation, the striking difference from the Kuramoto
Matthews and Strogatz 共1990兲 and Matthews et al. 共1991兲 model is that the natural frequency of each oscillator
present a detailed study of all possible bifurcations oc- may vary in time. Moreover, a nonlinear, in general non-
curring in Eq. 共105兲, discussing locking, amplitude death, sinusoidal coupling function was considered in a noise-
incoherence, and unsteady behavior 共Hopf oscillations, less framework. On the other hand, Tanaka et al. 共1997a,
large oscillations, quasiperiodicity, and chaos兲. Matthews 1997b兲 considered the same problem described by Er-
et al. 共1991兲 survey some of the previous work, namely, mentrout, but under the mean-field coupling assumption
the contributions of Shiino and Francowicz 共1989兲 and and with a sinusoidal nonlinearity, and still without any
Ermentrout 共1990兲. Shiino and Frankowicz, using a self- noise term. They observed hysteretic phenomena 共bista-
consistent equation, established the existence of par- bility between incoherence and partially synchronized
tially locked solutions as well as of amplitude death state兲 due to a first-order phase transition, also referred
states, but gave no analytical results on stability. On the to as a subcritical bifurcation. Such phenomena, how-
other hand, Ermentrout was probably the first to point ever, may also occur within the Kuramoto model when it
out the amplitude death phenomenon, and to study its is governed by bimodal frequency distributions 共Bonilla
stability analytically for certain frequency distributions et al., 1992兲.
and values of the coupling. Recently, the interplay between inertia and time delay
Recently, the dynamical behavior of this model has and their combined effect on synchronization within the
been revisited by Monte and D’ovidio 共2002兲, focusing Kuramoto model has been investigated both analytically
on the time evolution of the order parameter. This was and numerically by Hong et al. 共2002兲. The main feature
done by a suitable expansion, valid for any population here was the emergence of spontaneous phase oscilla-
size, but only for strong couplings and narrow frequency tions 共without any external driving兲. Such oscillations
distributions. Even though the truncation of the hierar- were also found to suppress synchronization, whereas
chy yielding the order parameter was arbitrary, several their frequency was shown to decrease when inertia and
known features of such systems were recovered qualita- delay decreased. Hong et al. also obtained the phase dia-
tively. Due to the limitation on the frequency spread, gram, which shows the stationary and oscillatory re-
however, no amplitude death could be detected. gimes as a function of delay, inertia, and coupling
strength. It appears clearly that, for any finite value of
D. Kuramoto model with inertia inertia and time delay, the system undergoes a transition
from a stationary to an oscillatory state when the cou-
Considering that the Kuramoto model is merely a pling is sufficiently large. Further investigation, however,
phase oscillator model and ignores the dynamical behav- seems desirable because in the strong-coupling limit the
ior of the corresponding frequencies, one might attempt phase model itself breaks down.
to generalize the original model and cast such features in Another line of research that should be pursued con-
it. The simplest way to accomplish such a task is to in- cerns the emergence of stochastic resonance phenomena
共see, for instance, Bulsara and Gammaitoni, 1996; Gam- quency times a slowly varying density function of time
maitoni et al., 1998兲 in oscillator systems characterized and of the other variables. When one uses the
by many degrees of freedom. An investigation in this Chapman-Enskog procedure, the Kuramoto nonlinear
direction has been started by Hong and Choi 共2000兲, Fokker-Planck equation is recovered as the zeroth-order
who are studying synchronization as well as noise- approximation for the slowly varying density 共Bonilla,
induced resonance phenomena and synchronization in 2000兲. More interestingly, the first-order correction to
systems of globally coupled oscillators, each having fi- this equation contains m and therefore consistently in-
nite inertia. Hong, Choi, Yi, et al. 共1999兲 considered syn- cludes the effects of a small inertia. Similar results were
chronization phenomena described by Eq. 共107兲, in the obtained earlier by Hong, Choi, Yoon, et al. 共1999兲, who
absence of noise, but under an external periodic driving used an arbitrary closure assumption, thereby omitting
force, that is, in systems governed by relevant terms that the systematic Chapman-Enskog
procedure provides 共Bonilla, 2000兲.
m¨ i + ˙ i = ⍀i + Kr sin共 − i兲 + Ai cos共⍀t兲, The incoherent solution to Eq. 共109兲 is a
-independent stationary solution. According to the
i = 1, . . . ,N, 共107兲 definition of the order parameter in Eq. 共109兲, in this
case the result r = 0 is obtained. Such a solution is given
where ⍀ is the frequency of external driving, and Ai is
by
the amplitude of the ith force term. They found that in a
system with inertia, unlocked oscillators besides those
locked to the external driving contribute to the collec- 0共,⍀兲 =
1
2
冑 m −共m/2D兲共 − ⍀兲2
2D
e . 共110兲
tive synchronization, whereas in the absence of inertia,
only those oscillators locked to the external driving con- Following a procedure similar to that adopted to
tribute 共Choi et al., 1994兲. study linear stability in the Kuramoto model 共see Sec.
Going back to the model equations in Eq. 共107兲, it was III兲, one can perturb the solution with a small term,
established by Acebrón and Spigler 共1998兲 and Acebrón which can be assumed depending on time as et, around
et al. 共2000兲 that such a model is also capable of synchro- the incoherent solution 0. Technical difficulties, how-
nizing simultaneously both phase and frequency, as can ever, more serious than in the case of the Kuramoto
be observed within the Kuramoto model 共Acebrón and model, beset the general procedure. First of all, the
Spigler, 2000兲. Proceeding formally, as in Sec. III, to de- equation satisfied by the perturbative term is now itself a
rive a nonlinear Fokker-Planck equation for the one- nonlinear partial integro-differential equation. After
oscillator probability density, in the limit of infinitely rather lengthy and cumbersome calculations, the equa-
many oscillators, they obtained the new equation 共Ace- tion
冉 冊
brón and Spigler, 1998兲
p
2 1 ⬁ 共− mD兲p 1 +
KemD mD
t
=D 2 −
m
兵关− + ⍀ + Kr sin共 − 兲兴其 1=
2 p=0
兺 p!
冕
+⬁
− . 共108兲 g共⍀兲d⍀
⫻ 共111兲
−⬁ p
+ D + i⍀ +
Here the order parameter is given by m
rei = 冕 冕 冕
+⬁
−⬁
2
0
+⬁
−⬁
ei共, ,⍀,t兲g共⍀兲d⍀dd ,
was obtained for the eigenvalues 共Acebrón et al.,
2000兲. Note that this equation reduces to the eigenvalue
equation for the Kuramoto model in the limit of vanish-
共109兲 ing inertia m → 0. The critical coupling, K = Kc, can be
where g共⍀兲 is the natural frequency distribution. As in found by setting Re共兲 = 0.
the nonlinear Fokker-Planck equation for the Kuramoto A surprising feature that can be established from such
model, initial value and 2-periodic boundary condi- a relation is that, when g共⍀兲 = ␦共⍀兲, the critical coupling
tions with respect to should be prescribed. Moreover, a turns out to be Kc = 2D, exactly as in the Kuramoto
suitable decay of 共 , , ⍀ , t兲 as → ± ⬁ is required. The model 共m = 0兲. For the Lorentzian frequency distribution
initial profile 共 , , ⍀ , 0兲 should be normalized accord- g共⍀兲 = 共 / 兲 / 共2 + ⍀2兲, the critical coupling was found to
ing to 兰−⬁+⬁ 2
兰0 共 , , ⍀ , 0兲dd = 1. Setting m = 0 in Eq. be
共107兲, one recovers the Kuramoto model. On the other 2共2 + 3m兲
hand, the effects of a small inertia on synchronization Kc = 2共m + 1兲 + D + O共D2兲, 共112兲
2 + m
can be ascertained by analyzing Eq. 共109兲 in the hyper-
bolic limit as m → 0. In this limit, the first two terms on for small values of noise. Note that in the limit of van-
the right-hand side of Eq. 共109兲 are of the same order ishing mass, the result Kc = 2共D + 兲, occurring in the
and dominate the others. Scaling the equation accord- Kuramoto model, is recovered. It should also be noted
ingly, the leading-order approximation to the probability that when the population is characterized by several fre-
density is a shifted Maxwellian function of the fre- quencies, the inertia does play a role, making it harder
FIG. 8. Discrete bimodal frequency distribution: Stability dia- FIG. 9. Stationary solutions of a Lorentzian frequency distri-
gram of incoherence in the parameter space 共⍀0 , K兲 for differ- bution with spread , separating the regions in parameter
ent mass values and D = 1. From Acebrón et al., 2000. space 共m , 兲 in which the transition to the synchronized state is
either subcritcal or supercritical: dotted line, the analytical so-
lution obtained using cn, n = 0,1,2; solid line, the solution com-
to synchronize the oscillator populations. In fact, the puted numerically. From Acebrón et al., 2000.
critical coupling in Eq. 共112兲 increases with m. Finally,
for the bimodal frequency distribution g共⍀兲 = 关␦共⍀ − ⍀0兲 able number of such coefficients, one can analyze the
+ ␦共⍀ + ⍀0兲兴 / 2, see the stability diagram in Fig. 8. type of bifurcations branching off the incoherence. It
To sum up, increasing any of the quantities m, D, can be found that both supercritical and subcritical bi-
共inertia, noise, frequency spread兲 makes it more difficult furcations may occur, depending on the value of the in-
to synchronize the oscillator population. ertia 共see Tanaka et al., 1997a, 1997b, concerning the
As for the stationary solutions, in the simplest case of subcritical behavior兲. For instance, in the case of a
a unimodal frequency distribution, g共⍀兲 = ␦共⍀兲, one can Lorentzian frequency distribution, this behavior differs
find analytically from that observed in the Kuramoto model, where only
冑
the supercritical bifurcation appears. Indeed, Fig. 9
m −共m/2D兲2 e共K/D兲r cos共−兲
0共 , 兲 = shows that apart from the Kuramoto model, a transition
冕
e 2 ,
2D 共K/D兲r cos共−兲 to a subcritical bifurcation takes place for any given
e d
0
spread when the inertia is sufficiently large 共the
smaller , the larger m兲. Therefore inertial effects favor
共113兲 the subcritical character of bifurcations in the transition
where from incoherence to a partially synchronized state.
Concerning the numerical simulations, a number of
rei = 冕 冕
0
2 +⬁
−⬁
ei0共, 兲dd . 共114兲
tools have been used. The problem is clearly harder than
treating the Kuramoto model, due to the double dimen-
sionality of the system. Extensive Brownian simulations
Despite the fact that 0 depends on m, one can check have been conducted on the system in Eq. 共107兲, and a
that actually the order parameter in Eq. 共114兲 does not Fourier-Hermite spectral method has been implemented
depend on the inertia. Furthermore, it coincides with the to solve the new nonlinear Fokker-Planck equation
order parameter of the Kuramoto model. 共Acebrón et al., 2000兲. The latter approach was sug-
For a general frequency distribution one can extract gested by the fact that the distribution is required to be
some information from an expansion like 2 periodic in and decay to zero as → ± ⬁, with a
冉 冊
2
2D −1/4
2/4D natural weight e−m /4D.
共, ,⍀,t兲 = e−m
m
⬁ VI. NUMERICAL METHODS
⫻ 兺 cn共,⍀,t兲n共兲,
n=0
共115兲 A. Simulating finite-size oscillator populations
where the n’s are given in terms of parabolic cylinder 1. Numerical treatment of stochastic differential
equations
functions 共or, equivalently, Hermite polynomials兲, and
the cn’s obey a certain system of coupled partial differ- In this section we review only some general ideas
ential equations 共Acebrón et al., 2000兲. Retaining a suit- about the numerical treatment of stochastic differential
equations. The reader is referred to the review papers of = O共⌬t兲兴 for a weak method. Higher-order methods,
Platen 共1999兲 and Higham 共2001兲, and the book of however, do exist; for instance, the stochastic generaliza-
Kloeden and Platen 共1999兲 for more details. An autono- tion of the Heun method,
mous stochastic differential equation has the form
X̄j = Xj−1 + f共Xj−1兲⌬t + g共Xj−1兲⌬Wj , 共121兲
dX共t兲 = f„X共t兲…dt + g„X共t兲…dW共t兲, 共116兲
1 1
Xj = Xj−1 + 关f共Xj−1兲 + f共X̄j兲兴⌬t + 关g共Xj−1兲
X共0兲 = X0, 0 ⬍ t 艋 T, 2 2
which should be considered as an abbreviation of the + g共X̄j兲兴⌬Wj, j = 1, . . . ,M.
integral equation
Others are based on the stochastic Taylor formula,
X共t兲 = X0 + 冕0
t
f„X共s兲…ds + 冕
0
t
g„X共s兲…dW共s兲, 共117兲
e.g., the Taylor formula of order 3 / 2, which, for the sca-
lar case, reads 共Kloeden and Platen, 1999兲
1
for 0 ⬍ t 艋 T. Here f is a given n-dimensional vector func- Xj = Xj−1 + f共Xj−1兲⌬t + g共Xj−1兲⌬Wj + g共Xj−1兲g⬘共Xj−1兲
2
tion, g is a given n ⫻ n matrix valued function, and X0
represents the initial condition. W共t兲 denotes an
m-dimensional vector whose entries are independent
⫻关共⌬Wj兲2 − ⌬t兴 +
共⌬t兲2
2
冉
f共Xj−1兲f⬘共Xj−1兲
冊
standard scalar Brownian motions 共Wiener processes兲,
and the second integral on the right-hand side of Eq. 1
+ 关g共Xj−1兲兴2f ⬙共Xj−1兲 + f ⬘共Xj−1兲g共Xj−1兲⌬Zj
共117兲 is intended as a stochastic integral in the sense of 2
Itô. Recall that the formal derivative, dW / dt, of the
Brownian motion is the so-called white noise. The solu-
tion X共t兲 to Eqs. 共116兲 and 共117兲 is an n-dimensional
冉 1
+ f共Xj−1兲g⬘共Xj−1兲 + 关g共Xj−1兲兴2g⬙共Xj−1兲
2
冊
stochastic process, that is, an n-dimensional random 1
variable vector for each t. When g = 0 the problem be- ⫻共⌬t⌬Wj − ⌬Zj兲 + 关g共Xj−1兲关g⬘共Xj−1兲兴2
2
冉 冊
comes deterministic and then Eq. 共116兲 is an ordinary
differential equation. 1
+ 关g共Xj−1兲兴2g⬙共Xj−1兲兴 共⌬Wj兲2 − ⌬t ⌬Wj , 共122兲
The simplest numerical scheme to compute the solu- 3
tion to Eq. 共116兲 is the natural generalization of the Eu-
where ⌬Zj are random variables, distributed according
ler method, which here takes on the form
to a Gaussian distribution with zero mean, variance
Xj = Xj−1 + f共Xj−1兲⌬t + g共Xj−1兲⌬Wj , 共118兲 共⌬t兲3 / 3, and correlation E共⌬Wj⌬Zj兲 = 共⌬t兲2 / 2. Using the
Heun method to compute paths 共strong scheme兲, the er-
for j = 1 , . . . , M. Here ⌬Wj = 共Wj − Wj−1兲, and Xj repre- ror can be shown to be s = O共⌬t兲, while for the corre-
sents an approximation of X共tj兲, tj = j⌬t, and ⌬t = T / M. As sponding weak scheme it is O共⌬t2兲. It can be proved that
is well known, the Brownian increments Wj − Wj−1 are computing paths by such a formula produces the inher-
random variables distributed according to a Gaussian ent error s = O共⌬t3/2兲, while computing moments gives
distribution with zero mean and variance ⌬t. Therefore an error of order O共⌬t3兲.
Eq. 共116兲 can be solved by generating suitable sequences
of random numbers. As for the error one should attach
2. The Kuramoto model
to approximate solutions to Eq. 共116兲, there are two dif-
ferent types, depending on whether one is interested in The Kuramoto model for N globally coupled nonlin-
obtaining the paths or the moments. In the literature, ear oscillators is given by the system
these are referred to as “strong” and “weak” approxi- N
K
˙ i = i + 兺 sin共j − i兲 + i共t兲,
mations, respectively. In the strong schemes, one should
i = 1, . . . ,N 共123兲
estimate the error N j=1
s = E关兩X共T兲 − XM兩兴, 共119兲 made up of stochastic differential equations 共23兲 and
共24兲. System 共23兲 can be solved numerically by the meth-
which provides a measure of the closeness of the paths ods described in the previous subsection 共Sartoretto et
at the end of the interval. In the weak schemes, one is al., 1998; Acebrón and Spigler, 2000兲. In Fig. 10, plots of
interested only in computing moments or other func- the amplitude of the order parameter as a function of
tionals of the process X共t兲. For instance, in the case of time, obtained using Euler, Heun, and Taylor formulas
the first moment, the error is given by of order 3 / 2, are compared. The reference solution was
provided by solving the nonlinear Fokker-Planck equa-
w = E关X共T兲兴 − E共XM兲. 共120兲
tion 共26兲 with a spectral 共thus extremely accurate兲
Note that estimating the latter is less demanding. It method 共Acebrón, Lavrentiev, and Spigler, 2001兲. Ex-
can be shown that the Euler scheme is of order 1 / 2, that periments were conducted for increasing values of N,
is s = O共⌬t1/2兲 for a strong method, but of order 1 关w which showed that results stabilize by N = 500.
FIG. 10. Comparison of the results of numerical simulations FIG. 12. Fluctuations of the order parameter computed for a
based on solving the nonlinear Fokker-Planck equation with finite number N of oscillators, around its limiting value 共ob-
the spectral method 共40 harmonics兲, and solving the system of tained for N → ⬁兲, shown as a function of N on logarithmic
stochastic differential equations with three different numerical scales. Dots are the computed values, while the dashed line is
schemes: Euler, Heun, Taylor 3 / 2. Here the time step is ⌬t the corresponding mean-square regression. The simulations
= 0.1. The population is N = 50 000 identical oscillators 共i = 0兲; were performed using the Taylor 3 / 2 scheme with ⌬t = 0.01.
K = 4 and D = 1. Parameters are the same as in Fig. 10.
The mean-field coupling assumption implies that in a population consisting of infinitely many members; see
the thermodynamic limit 共N → ⬁兲, averaging each single Fig. 11. In Fig. 12, the discrepancy between the order-
path i共t兲 over all the noise realizations yields the same parameter amplitude rN, computed with N oscillators,
results as averaging over the entire oscillator population. and that obtained when N → ⬁, in the long-time regime,
In practice, the population size N is assumed to be suf- was plotted versus N. The slope of log10 ⌬rN, where
ficiently large. Indeed, numerical simulations have ⌬rN = 兩rN − r兩, versus log10 N, shows that ⌬rN ⬃ N−1/2 as N
shown that populations of a few hundred oscillators, in grows.
many instances, behave qualitatively almost the same as
B. Simulating infinitely many oscillators
−⬁ 0
2
g共兲sin共 − 兲共, ,t兲dd ,
共Press et al., 1992兲.
2. Spectral method
J关兴 = 冕 冕 +⬁
−⬁ 0
2
g共兲cos共 − 兲共, ,t兲dd . 共125兲 The periodicity of the distribution in the nonlinear
Fokker-Planck equation suggests that a suitable numeri-
cal method for solving such a partial differential equa-
tion could be based on expanding in a Fourier series
1. Finite differences with respect to 共Shinomoto and Kuramoto, 1986; Sar-
toretto et al., 1998兲. Such a spectral method is known to
Explicit finite differences are easy to implement and be very efficient, in that convergence is expected to be
yield achieved exponentially fast, based on the number of har-
monics 共Fornberg, 1996兲. Expanding
⌬t n ⌬t n
n+1 = ni + D 共 − 2ni + i−1
n
兲− 共 − i−1
n
兲 ⬁
i
⌬2 i+1 2⌬ i+1 = 兺 n共t, 兲ein ,
⌬t n=−⬁
− I关n兴共n − i−1
n
兲 + J关ni 兴ni , 共126兲
2⌬ i i+1
−
e−ind 共129兲
冉 冕
should be picked up from the support of the natural ⬁
K
frequency distribution g共兲. In general, the integral ˙ n = − n2Dn − inn − n n+1 −1g共兲d
terms I关ni 兴 and J关ni 兴 involve a quadrature over the fre- 2 −⬁
quencies, which in fact requires a suitable numerical
treatment whenever g共兲 is a continuous function. For
instance, when g共兲 is a Lorentzian frequency distribu-
− n−1 冕 ⬁
−⬁
1g共兲d , 冊 n = 0, ± 1, ± . . . 共130兲
eKr0 cos共0−兲 1
N
0共 兲 = 共127兲 兺
冕 2 , 共,t, 兲 = 兵Rj cos关j共 − 兲兴 + ⌿j sin关j共 − 兲兴其,
deKr0 cos共0−兲 2 j=1
0 共131兲
where where
Rn共,t兲 = 冕−
cos关n共 − 兲兴d ,
⌿n共,t兲 = 冕 −
sin关n共 − 兲兴d . 共132兲
nKr d
Ṙn = − n2DRn + n⌿n + 共Rn−1 − Rn+1兲 − n ⌿n ,
2 dt
nKr
⌿̇n = − n2D⌿n − nRn + 共⌿n−1 − ⌿n+1兲
2 FIG. 14. The coefficients 兩n共⬁ , 兲兩 corresponding to the sta-
d tionary solution are shown for various coupling strength pa-
+n Rn , rameters K. The frequency distribution here is g共兲 = ␦共兲, and
dt
the diffusion constant D = 1. From Acebrón, Lavrentiev, and
Spigler, 2001.
r
d
dt
= 冕 +⬁
−⬁
R1共,t兲g共兲d . 共133兲
⌿n = 2关sn cos共n兲 + cn sin共n兲兴. 共138兲
Here, Comparing the two hierarchies, it is now clear that Eq.
−⬁
s1共t, 兲g共兲d, C= 冕−⬁
+⬁
c1共t, 兲g共兲d . with N = 2 , 4 , 8 harmonics. In Fig. 15, the global L2 error
as a function of N, with N = 1 / ⌬, is plotted in logarith-
共136兲 mic scales, which shows that the spectral method outper-
forms the finite-difference method. The CPU time
Note that needed to implement N = 12 harmonics in the spectral
method was approximately 25 times smaller than when
Rn = 2关cn cos共n兲 − sn sin共n兲兴, 共137兲 using finite differences with ⌬ = 0.04, ⌬t = 10−4.
FIG. 17. Dynamical evolution of the order parameter H01 FIG. 18. Same as in Fig. 17 with D = 0.05 and K = 1. A stable
= r exp共i兲 for the Kuramoto model with the discrete bimodal oscillatory synchronized phase exists for these parameter val-
frequency distribution and D = 1 / 2 and K = 1. Incoherence is ues. From Pérez-Vicente and Ritort, 1997.
stable for these parameter values. The trajectory is repre-
sented in the complex plane 共Re H01 , Im H01兲. From Pérez-
Vicente and Ritort, 1997. cases. Figures 17 and 18 show the evolution of the real
and imaginary parts of the order parameter H01
N = r exp共i兲 for parameter values corresponding to the in-
1
共, ,t兲g共兲 = 兺
N j=1
␦关j共t兲 − 兴␦共j − 兲
coherent and synchronized regimes, respectively. Figure
19 depicts the parameter r共t兲 corresponding to the oscil-
冕 +⬁
latory synchronized phase, after the transients have died
1 out. In this figure, the results obtained by the method of
= ˆ 共,is,t兲e−isds, 共142兲
2 −⬁ moments are compared with those given by Brownian
simulations.
where The moment formalism allows us to prove that the
⬁ ⬁ stationary distribution is not Gibbsian. It was shown by
1 sm
ˆ 共,s,t兲 ⬅ 兺 兺
2 k=−⬁ m=0
exp共− ik兲 Hkm共t兲.
m!
共143兲 Hemmen and Wreszinski 共1993兲 that the Hamiltonian
cortex, Schuster and Wagner 共1990a, 1990b兲 proposed a They used the phase-reduction technique to show that,
model of excitatory and inhibitory neurons. The main in order to understand synchronization phenomena, one
ingredients of the model are must analyze the effective interaction among oscillators.
They found that, under certain conditions, a weak exci-
共a兲 Inhomogeneous spatial distribution of connections.
tatory coupling leads to an effective inhibition among
Neurons are densely connected at a local scale but
neurons due to a decrease in their firing rates. A little
sparsely connected on a larger scale. This combina-
earlier, Abbott 共1990兲 had carried out a similar program
tion of short- and long-range couplings gives rise to
using piecewise linear Fitzhugh-Nagumo dynamics
the existence of local clusters of activity.
共Fitzhugh, 1961兲, instead of the Hodgkin-Huxley equa-
共b兲 Measurement of the activity of the neurons in tions. As in previous models, a convenient reduction of
terms of their mean firing rate. For sufficiently the original dynamical evolution led to a simplified
weak couplings, it is possible to describe the dy- model in which neurons could be treated as phase oscil-
namics of the whole population in terms of a single lators.
mean-field equation. Except for a more complex More recently, Seliger et al. 共2002兲 have discussed
form of the effective coupling among units, this mechanisms of learning and plasticity in networks of
equation is analogous to that governing the evolu- phase oscillators. They studied the long-time properties
tion of the phases for a limit-cycle oscillator. of the system by assuming a Hebbian-like 共Hebb, 1949兲
principle. Neurons with coherent mutual activity
In the case of the model proposed by Schuster and Wag-
strengthen their synaptic connections 共long-term poten-
ner 共1990a, 1990b兲, the coupling strength depends on the tiation兲, while in the opposite situation they weaken
activity of the two coupled clusters, and this remarkable their connections 共long-term depression兲. The slow dy-
feature is the key to reproducing stimulus-dependent co- namics associated with synaptic evolution gives rise to
herent oscillations. multistability, i.e., coexistence of multiple clusters of dif-
Sompolinsky and co-workers refined and extended ferent sizes and frequencies. The work of Seliger et al.
the previous idea in a series of papers 共Sompolinsky et 共2002兲 is essentially numerical. More elaborate theoreti-
al., 1990, 1991; Grannan et al., 1993兲. They proposed a cal work can be carried out provided neurons and cou-
similar model with more elaborate interneuron coupling plings evolve on widely separated times scales, fast for
共synapses兲, in which many calculations can be performed neurons and slow for couplings. An example is the for-
analytically. They considered a Kuramoto model with malism developed by Jongen et al. 共2001兲 for an XY
effective coupling among oscillators, given by Kij共r , r⬘兲 spin-glass model. Further work in this direction is desir-
= V共r兲W共r , r⬘兲V共r⬘兲, where V denotes the average level able.
of activity of the presynaptic and post-synaptic cell and
W共r , r⬘兲 denotes the specific architecture of the connec-
tions. To be more precise, W共r , r⬘兲 has two terms, one 2. Associative memory models
describing strong interactions among neurons in the
The field of neural networks experienced a remark-
same cluster 共with large overlapping receptive fields兲
able advance during the last 15 years of the twentieth
and another describing the weak coupling among neu-
century. One of the main contributions was the seminal
rons in different clusters 共without common receptive paper published by Hopfield 共1982兲, which was the pre-
fields兲. In addition, neurons respond to a preferred ori- cursor of the current studies in computational neuro-
entation as they do in certain regions of the visual cor- science. He discovered that a spin system endowed with
tex. With all these ingredients, the model displays an suitable couplings could exhibit an appealing collective
extremely rich range of behaviors. The results of Som- behavior which mimics some basic functions of the
polinsky et al. agree remarkably well with experiments, brain. To be more precise, Hopfield considered a system
even for small dynamic details, to the point that they of formal neurons, modeled as two-state units, repre-
have made this research a reference for similar studies. senting the active and passive states of real neurons. The
It provides a mechanism for linking and segmenting interactions among units 共synaptic efficacies兲 followed
stimuli that span multiple receptive fields through coher- Hebbian learning 共Hebb, 1949兲. The resulting model ex-
ent activity of neurons. hibits an interesting phase diagram with paramagnetic,
The idea of reducing the complexity of neuron dy- spin-glass, and ferromagnetic phases, the latter having
namics to simplified phase-oscillator equations has been effective associative-memory properties. The dynamics
very fruitful in different contexts. For instance, in order of the Hopfield model is a heat-bath Monte Carlo pro-
to model the interaction of the septohippocampal region cess, governed by the Hamiltonian
and cortical columns, Kazanovich and Borisyuk 共1994兲
analyzed a system of peripheral oscillators coupled to a
central oscillator. Their goal was to understand the prob-
H=− 兺
i⬍j
JijSiSj , 共146兲
1
p grows when scales as q−1. Although this final result
Jij = 兺 ,
N =1 i j
共147兲 seems promising, it has serious limitations given by the
size of the network 共since N ⬎ q兲, and also because the
time required to reach the stationary state is propor-
where each set i represents a pattern to be learned.
tional to q, as corroborated by Kohring 共1993兲. Other
Hopfield showed that the configurations i are attrac- models with similar features display the same type of
tors of the dynamics: when the initial state is in the basin behavior 共Noest, 1988兲.
of attraction of a given pattern 共partial information In the same context, the first model of phase oscilla-
about a given memory兲, the system evolves toward a tors having an intrinsic frequency distribution was stud-
final state having a large overlap with this learned con- ied by Arenas and Pérez-Vicente 共1994b兲. These authors
figuration. This evolution mimics a typical associative considered the standard Kuramoto model dynamics dis-
memory process. cussed in previous sections with coupling strengths given
Typical questions concern the number of patterns that by
can be stored in the system 共in other words, the amount
of information that can be processed by the model兲, the p
K
size of the basin of attraction of the memories, the ro- Jij =
N =1
兺
cos共i − j兲, 共148兲
bustness of the patterns in response to noise, as well as
other minor aspects. Usually, all these issues are tackled
where K is the intensity of the coupling. This form pre-
analytically by means of a standard method in the theory
serves the basic idea of Hebb’s rule adapted to the sym-
of spin glasses, namely, the replica approach 共Mezard et
metry of the problem. Now the state of the system, de-
al., 1987兲. It is not the goal of this review to discuss such
scribed by an N-dimensional vector whose ith
a technique, but simply to give the main results. The
component is the phase of the ith oscillator, is changing
number of patterns p that can be stored scales with the
continuously in time. However, this is not a problem. If
size of the system 共number of neurons N兲 as p
there is phase locking, the differences between the
⬇ 0.138N. Therefore the storage capacity defined as the phases of different oscillators remain constant in time.
ratio ␣ = p / N is 0.138. A detailed analysis of the whole Then it is possible to store information as a difference of
phase diagram ␣ − T can be found in many textbooks phases between pairs of oscillators, which justifies the
共Amit, 1989; Hertz et al., 1991; Peretto, 1992兲. choice of the learning rule given in Eq. 共148兲. Thus, if
The conventional models of attractor neural networks the initial state is phase locked with one of the embed-
共ANNs兲 characterize the activity of the neurons through ded patterns, then the final state will also have a macro-
binary values, corresponding to the active and nonactive scopic correlation with the same pattern, at least for
state of each neuron. However, in order to reproduce small p.
synchronization between members of a population, it is In the limit of ␣ → 0, Arenas and Pérez-Vicente
convenient to introduce new variables which provide in- 共1994b兲 showed that the degree of coherence between
formation about the degree of coherence in the time the stationary state and the best retrieved pattern is
response of active neurons. This can be done by associ-
冬 冭
ating a phase with each element of the system, thereby ⬁
共− 1兲n
modeling neurons as phase oscillators. A natural ques- 兺 2 2 In共m兲In−1共m兲
−⬁ + D n
2
tion is whether large populations of coupled oscillators
m= ⬁ . 共149兲
can store information after a proper choice of the matrix 共− 1兲n 2
Jij, as in conventional ANNs. Cook 共1989兲 considered a 兺 I 共m兲
+ D 2n 2 n
2
static approach 共no frequencies兲 in which each unit of −⬁
the system is modeled as a q-state clock, and the Heb- Here m is analogous to the order parameter r defined in
bian learning rule 关Eq. 共147兲兴 is used as a coupling. Since previous sections, In is a modified Bessel function of the
the Jij’s are symmetric, it is possible to define a first kind and of order n,  = J / 2D, and 具 典 means taking
Lyapunov functional whose minima coincide with the the average over the frequency distribution. In contrast
stationary states of Eq. 共146兲. Cook solved the model by with conventional ANN models, which, in the limit ␣
deriving mean-field equations in the replica-symmetric
→ 0, have a positive overlap below the critical tempera-
approximation. In the limit q → ⬁ and zero temperature, ture, in this model phase locking can be destroyed when-
she found that the stationary storage capacity of the net- ever the distribution of frequencies is sufficiently broad.
work is ␣c = 0.038, much smaller than the storage capac- From a linear analysis of Eq. 共149兲, it is straightforward
ity of the Hopfield model 共q = 2兲, ␣c = 0.138, or of the to show that there is no synchronization when
model with q = 3 where ␣c = 0.22. Instead of fixing the
couplings Jij, Gerl et al. 共1992兲 undertook to estimate the
冕 +⬁
g共兲
冉 冊
d ⬍ −1 . 共150兲
volume occupied in the space of couplings Jij according −⬁ 2
to the couplings obeying the stability condition +1
D2
i 兺jJijj ⬎ 艌 0. By using a standard formalism due to
Gardner 共1988兲, they found that, in the optimal case and Similarly, Hong et al. 共2001兲 found that, for zero tem-
for a fixed stability , the storage capacity decreases as q perature and for a Gaussian frequency distribution with
increases, and that the information content per synapse spread , a retrieval state can only exist above a critical
coupling value Kc / . The quality of the retrieval de- been carried out for systems with identical oscillators, so
pends on the number of stored patterns. Their numerical that a static approach can be used. The main result is
simulations show a rather complex time evolution to- that a network of phase oscillators is more robust
wards the stationary state. An analysis of the short-time against dilution than the Hopfield model. On the other
dynamics of this network was performed by Pérez- hand, for low levels of activity 共sparse by coded pat-
Vicente et al. 共1996兲. terns兲, the storage capacity diverges as 1 / a log a for a
The situation is more complex for networks that store → 0, a being the level of activity, as in conventional
an infinite number of patterns 共finite ␣兲. There have ANN models. It is also an open problem to analyze the
been some attempts to solve the retrieval problem effect of intrinsic frequency distributions on the retrieval
through a standard replica-symmetry formalism 共Park properties of these networks.
and Choi, 1995兲. However, as has already been discussed
in Sec. VI.C, there is no Lyapunov functional in such a
limit. Therefore other theoretical formalisms are re- B. Josephson junctions and laser arrays
quired to elucidate the long-time collective properties of
associative memory models of phase oscillators. In addition to the extensive development of synchro-
The long-time properties of networks of phase oscil- nization models, in particular the Kuramoto model, be-
lators without a Lyapunov functional have been success- cause of their intrinsic interest, in recent years, several
fully determined by the so-called self-consistent signal- applications of superconducting Josephson-junction ar-
to-noise analysis 共see Shiino and Fukai, 1992, 1993兲. To rays and of laser arrays to physics and technology have
apply this formalism it is necessary to have information been explored in detail. The main purpose of these ap-
about the fixed-point equations describing the equilib- plications is to synchronize a large number of single el-
rium states of the system. To be more precise, the ements in order to increase the effective output power.
method relies on the existence of Thouless-Anderson- As is well known, the Kuramoto model provides per-
Palmer-like equations 共Thouless et al., 1997兲, which, de- haps the simplest way to describe such collective behav-
rived in the context of spin glasses, have been very fruit- ior, and it has been shown that the dynamics of
ful in more general scenarios. These equations relate the Josephson-junction arrays 共Wiesenfeld, 1996兲, and laser
equilibrium time average of spins 共phase oscillators兲 to arrays 共Kozireff et al., 2000, 2001; Vladimirov et al.,
the effective local field acting on them. In general, the 2003兲 can be conveniently mapped onto it. Even though
effective and the time-averaged local fields are different, a few other physical applications have been found, to
and their difference coincides with the Onsager reaction isotropic gas of oscillating neutrinos 共Pantaleone, 1998兲,
term, which can be computed by analyzing the free en- beam steering in phased arrays 共Heath et al., 2000兲, and
ergy of the network. Once the Thouless-Anderson- nonlinear antenna technology 共Meadows et al., 2002兲 in
Palmer equations are available, the local field splits into this subsection only the first two subjects mentioned
the “signal” and “noise” parts. Then self-consistent above will be discussed at some length.
signal-to-noise analysis yields expressions for the order
parameters of the problem, and the 共extensive兲 number 1. Josephson-junction arrays
of stored patterns is determined as a result of this. This
method has been applied by several authors. For the Josephson junctions are superconducting devices ca-
standard Hebbian coupling given in Eq. 共147兲, Aonishi pable of generating high-frequency voltage oscillations,
共1998兲, Uchiyama and Fujisaka 共1999兲, Yamana et al. typically in the range 1010 – 1012 Hz 共Josephson, 1964;
共1999兲, Yoshioka and Shiino 共2000兲, and Aonishi et al. Duzer and Turner, 1999兲. They are natural voltage-to-
共2002兲 found peculiar associative memory properties for frequency transducers. Applications to both analog and
some special frequency distributions. For instance, in the digital electronics have been made, to realize amplifiers
absence of noise and for a discrete three-mode fre- and mixers for submillimeter waves, to detect infrared
quency distribution, Yoshioka and Shiino 共2000兲 ob- signals from distant galaxies, and to use as very sensitive
served the existence of two different retrieval regions magnetometers in SQUIDs 共superconducting quantum
separated by a window where retrieval is impossible. In interference devices兲.
the -␣ phase diagram, for sufficiently low temperature, A large number N of interconnected Josephson junc-
a nonmonotonic functional relationship is found. This tions may be combined in such a way as to achieve a
remarkable behavior, which is a direct consequence of large output power. This occurs because the power is
having nonidentical oscillators, is not observed in stan- proportional to V2, which turns out to be proportional to
dard ANN models. In the appropriate limit, the results N2, provided that all members oscillate in synchrony.
given by Cook 共1989兲 and Arenas and Pérez-Vicente Moreover, the frequency bandwidth decreases as N−2
共1994b兲 are recovered. 共Duzer and Turner, 1999兲. Networks of Josephson-
There are complementary aspects of phase-oscillator junction arrays coupled in parallel lead to nearest-
networks that are worth studying. For instance, how neighbor 共that is diffusive兲 coupling, and more precisely
many patterns can be stored in networks with diluted to sine-Gordon discrete equations with soliton solutions.
synapses 共Aoyagi and Kitano, 1997; Kitano and Aoyagi, On the other hand, Josephson-junction arrays connected
1998兲 or with sparsely coded patterns 共Aoyagi, 1995; in series through a load exhibit “all-to-all” 共that is glo-
Aoyagi and Nomura, 1999兲? So far, these analyses have bal兲 coupling 共Wiesenfeld et al., 1996兲. Moreover, the lat-
冢 冣
j
Ij − IB tan
2 jប 1 2
j = arctan , 共154兲
2erj 冑IB − I2j
2 冑IB2 − I2j
instead of the phases j. These angles are called natural
because they describe uniform rotations in the absence
of the coupling, Q̇ = 0, while the j’s do not. Using the
transformation to natural angles and the averaging pro-
cedure, Eq. 共152兲 yields, to leading order,
N
K
˙ j = j + 兺 sin共k − j + ␣兲. 共155兲
N k=1
冉 冊
N Kuramoto model affected by external field and disorder
dEj 1+P K
dt
=
1 + 兩Ej兩 2 − 1 + ij Ej +
N k=1
兺
共Ek − Ej兲, at the same time. In fact, setting ⌰i = i − ␣i in Eq. 共162兲,
we obtain
j = 1, . . . ,N. 共161兲 K
N
occur for couplings just below threshold. This fact is not APPENDIX A: PATH-INTEGRAL DERIVATION OF THE
surprising. It is well known that spatially discrete equa- NONLINEAR FOKKER-PLANCK EQUATION
tions with overdamped or underdamped dynamics are
models for dislocations and other defects that can either For the sake of completeness, a derivation of the non-
move or be pinned. Among these models, we can cite linear Fokker-Planck equation 共26兲 satisfied by the one-
the 1D Frenkel-Kontorova model 共Braun and Kivshar, oscillator probability density is presented. Such a deriva-
1998; Carpio and Bonilla, 2001, 2003b兲 or the chain os- tion follows the ideas of Bonilla 共1987兲, adapted to the
case of the noisy Kuramoto model. It is somewhat tech-
cillator models for 2D edge dislocations 共Carpio and
nical but it has an important advantage over other deri-
Bonilla, 2003a兲. The latter is exactly the 2D Kuramoto
vations. In fact, it shows that, in the limit as N → ⬁, the
model with asymmetric nearest-neighbor coupling and
p-oscillator probability density factorizes into the prod-
zero frequency on a finite lattice. A constant external
uct of p one-oscillator densities for all t ⬎ 0, provided all
field acts on the boundary and is responsible for depin-
oscillators were statistically independent at time t = 0.
ning the dislocations if it surpasses a critical value. For
This result of “propagation of molecular chaos” is usu-
these models, there are analytical theories of the depin- ally assumed in other simpler derivations which close a
ning transition, and the effects of weak disorder on the hierarchy of equations for p-oscillator densities 共Craw-
transition are also understood. Perhaps this methodol- ford and Davies, 1999兲.
ogy could be useful for understanding either synchroni- To derive the nonlinear Fokker-Planck equation, let
zation or its failure in the nearest-neighbor Kuramoto us first write down the path-integral representation of
model. It would also be interesting to analyze the en- the N-oscillator probability density N共t , គ , គ 兲 corre-
trainment properties of large populations of phase oscil- sponding to the system of stochastic equations in Eq.
lators connected in a scale-free network or in a small- 共23兲. N is equal to a product of ␦关i共t兲 − ⌰i共t ; គ 兲兴, aver-
world network. Perhaps new clustering properties or aged over the joint Gaussian distribution for the white
multistability phenomena will come out in a natural way. noise i共t兲, and over the initial distribution of the oscil-
Extensions of the Kuramoto model to new scenarios lators. ⌰i共t ; គ 兲 are the solutions of Eqs. 共23兲 for a given
should be considered. More work is needed to under- realization of the noises. We have
冓 冔
stand the stability properties of synchronized phases in
N
models with general periodic couplings or models with
inertia and time delay. N共t, គ , គ 兲 = 兿t 兿 ␦关i共t兲 − ⌰i共t; គ 兲兴
冓 冉
j=1 ,0
We hope the extensive discussion of the Kuramoto
model in this review helps in finding new applications of
this model. For the applications discussed here, = 兿t 兿
N
␦ j + j共t兲Im
K
兺
N
ei共k−j兲 − ˙ j 冊
冊冔
Josephson-junction arrays with nonzero capacitances j=1 N k=1
need to be better understood, given their frequent oc-
currence in real systems. More careful singular perturba-
tion methods should yield more general, yet tractable,
冉
⫻ det Re
K
N k=1
兺
N
ei共k−j兲共␦kj − 1兲 −
d
dt ,0
.
再冕 冋
logical applications, it would be interesting to investigate
in depth adaptive mechanisms that go beyond the stan-
dard learning rules discussed in this review.
Finally, models of phase oscillators different from
N共t, គ , គ 兲 = 冕冕 冕 គ 共t兲=គ
គ 共0兲=គ 0
exp
t N
兺
0 j=1
− 2D⌿2j
冉 冊
those discussed in this review should be explored. In this N
context, recent works on the Winfree model 共Ariarat- K
nam and Strogatz, 2001兲 and on circadian clocks 共Daido,
+ i⌿j j + Im 兺ei共k−j兲 − ˙ j
册冎
N k=1
2001兲 have pointed to paths worth pursuing. N
1 K
+ Re
2 N k=1
兺
ei共k−j兲共␦jk − 1兲 dt
N
ACKNOWLEDGMENTS
គ 共t兲Dគ 共t兲
⫻D⌿ 兿
i=1
关共i0, i兲di0兴, 共A2兲
This work was supported in part by the Italian
GNFM-INDAM, by the Spanish MCyT Grant Nos. after transforming the functional determinant as indi-
BFM2000-0626 and BFM2002-04127-C02-01, and by the cated by Bausch et al. 共1976兲, Phythian 共1977兲, and Do-
European Union under Grant No. HPRN-CT-2002- minicis and Peliti 共1978兲; and averaging over the initial
00282. conditions. In Eq. 共A2兲, គ = 1 , . . . , N are the oscillator
pendent and identically distributed, N共0 , គ , គ兲 In Eq. 共A8兲, ⫹¯ stands for six terms of the same type
= 兿j=1 共j , j兲 共the molecular chaos assumption兲. In ad-
N
as the three previous ones. The integrals over គ 共t兲 in Eq.
dition, the normalization constant in the path integral 共A7兲 can be approximated by means of the saddle-point
will be omitted. Since we are interested in one-oscillator method, resulting in
averages for systems of infinitely many oscillators, we
should study the one-oscillator probability density ␦
ln具eA典, = 0 共A10兲
共 , , t兲 such that ␦k
冕
N for k = 1 , . . . , 9. For the three terms displayed in Eq.
共1, 1,t兲 = lim N共t, គ , គ 兲 兿 关g共i兲didi兴. 共A3兲 共A8兲, Eq. 共A10兲 yields
冑 冑
N→⬁ i=2
K K
To analyze this function, note that the exponential in 1 = − i 具⌿̃ cos 典, 2 = − i 具sin 典,
2 2
Eq. 共A2兲 contains double sums such as
N
兺
j=1
兺
N
− 冉兺 冊 N
⌿̃j cos j
2
冕 A exp共¯兲D⌿共t兲D共t兲共0, 兲d0g共兲dd
冉兺 冊 册
j=1
具A典 =
冕
.
N 2
exp共¯兲D⌿共t兲D共t兲共0, 兲d0g共兲dd
− sin j , 共A4兲
j=1
共A12兲
and others of a similar form. Here ⌿̃j = i⌿j. Note that the Here the exponential terms coincide with that in the
squares of the sums in the previous formulas can be integrand in Eq. 共A8兲. After inserting Eq. 共A11兲 in these
eliminated by using Gaussian path integrals, exponentials, and substituting the result into Eq.
冕 再 冕冋
exp −
t
册冎 N2 + i冑2K
N
兺 Aj dt D共t兲
共A12兲, the terms containing k 共k = 1 , 2 , 3兲 become
−K具⌿̃ sin 典cos − K具cos 典⌿̃ sin . The denominator in
Eq. 共A12兲 can be set equal to 1, upon appropriately de-
再 冕冉 冊 冎
0 j=1
再 冕冋 册冎 冕冕 冕 共t兲=
冕
N
t
共, ,t兲 = exp A共⌿, ; ,t兲
exp − N2 + 冑2K 兺 Aj dt D共t兲 共0兲=0
再 冕冉 冊 冎
0 j=1
N 2
⫻D⌿共t兲D共t兲共0, 兲d0 , 共A13兲
t
冕再
K
= exp
2N 0
兺
j=1
Aj dt . 共A6兲 t
A共⌿, ; ,t兲 = − 2D⌿2 + i⌿关˙ − − Kr sin共 − 兲兴
Inserting Eqs. 共A2兲 and 共A4兲–共A6兲 into Eq. 共A3兲
冎
0
yields
Kr
+ cos共 − 兲 dt, 共A14兲
共, ,t兲 = lim 冕 eA共,,t;គ 兲共具eA典,兲N−1Dគ 共t兲, 共A7兲
2
冕冕
N→⬁
再冕
rei = 具ei典 = ei共, ,t兲g共兲dd . 共A15兲
A
e = 冕冕 冕 共t兲=
共0兲=0
exp −
t
0
关2D⌿ + ⌿̃共˙ − 兲 +
2
21
This is the path-integral representation of the solution of
the nonlinear Fokker-Planck equation satisfying
+ i冑2K1⌿̃ cos + 22 + 23 + i冑2K2 sin 共 , , 0兲 = 共 , 兲. Thus the one-oscillator density satis-
+ 冑2K3共⌿̃ cos + sin 兲
fies the nonlinear Fokker-Planck equation in the limit as
冎
N → ⬁ 共Bonilla, 1987兲. The same method can be used to
show propagation of molecular chaos: the p-oscillator
+ ¯ 兴dt D⌿共t兲D共t兲共0, 兲d0 , 共A8兲 probability density is given by
共, ,t;兲 ⬃
1
2
1+ 冋 ⬁
兺
nn共, ,t, 兲 , 册 共B1兲
3 =
e i K 2A
D + i Kc
冉−
F共0兲
−
A兩A兩2
D + i 共D + i兲共2D + i兲
冊
n=1
3A3ei3
and insert this asymptotic expansion into Eq. 共26兲, + c.c. + + c.c. 共C1兲
共D + i兲共2D + i兲共3D + i兲
thereby obtaining the hierarchy of linear equations,
冕−
2d = 0, 共B3兲
L5 = − Kc兵4 Im e−i具e−i⬘, 1典其 − F共2兲A1 + c.c.
共C2兲
L3 = − Kc兵2 Im e−i具e−i⬘, 1典 + 1 Im e−i具e−i⬘, 2典其 − F共0兲A3 + c.c. − K2兵2 Im e−i具e−i⬘, 1典其.
冊 冉 冊册
and so on. The solutions of Eqs. 共B1兲 and 共B2兲 are
1 2A兩A兩2 1 3
i + − +
A共兲e 2D + i 2D + i D + i 3D + i
1 = + c.c., 共B5兲
D + i
12A4ei4
+ c.c. +
A2 B共兲ei 共D + i兲共2D + i兲共3D + i兲共4D + i兲
2 = e2i + c.c. + + c.c.,
共D + i兲共2D + i兲 D + i + c.c. 共C4兲
共B6兲 The task of finding F共2兲 becomes simpler when we note
respectively. A共兲 and B共兲 are slowly varying ampli- that, near the degenerate point, the relation 0 = D / 冑2
tudes to be determined later. Inserting Eqs. 共B5兲 and + 22 holds. This yields
F共0兲 = K2 1 +冉 2冑222
D
A+ 冊
16冑222
9D2
A兩A兩2 共C5兲 F共0兲 =
D
2
2
共K2 − 42兲A + 兩A兩2A.
5
共D6兲
up to O共4兲 terms. Then, we only need to evaluate F共2兲 at The solution of Eq. 共D2兲 is
0 = D / 冑2 in order to obtain an amplitude equation con-
taining terms up to order O共4兲 in Eq. 共38兲. The terms
n, n = 1 , . . . , 4 should be inserted into the right-hand side
3 = 冉 K2 − 42
4D共D + i兲
A+
F共0兲
共D + i兲3
of Eq. 共C3兲, and the nonresonance condition for the re-
sulting equation should be used. In such an equation, we −
A兩A兩2
共D + i兲2共2D + i兲
冊
ei + c.c.
can set F共0兲 = K2A. The result is
K2
F共2兲 = − 2 A −
28K2
A兩A兩2 −
272
A兩A兩4 . 共C6兲 −
AAT 冉1
+
1
D + i 2D + i 2i
e + c.c.
冊
D 9D2 171D3 共D + i兲共2D + i兲
Then the amplitude equation 共50兲 is obtained after in-
A3e3i
serting Eqs. 共C5兲 and 共C6兲 into Eq. 共38兲. + + c.c. 共D7兲
共D + i兲共2D + i兲共3D + i兲
APPENDIX D: CALCULATION OF THE BIFURCATION AT Applying the nonresonance condition to the right-hand
THE TRICRITICAL POINT side of Eq. 共D3兲, we obtain
K2 共兩A兩2A兲T 23
Inserting Eq. 共59兲 into Eq. 共26兲 leads to the modified F共1兲 = AT − − 兩A兩2AT . 共D8兲
hierarchy 2 5D 25D
A Te i Inserting Eqs. 共D6兲 and 共D8兲 into Eq. 共60兲 yields the
L2 = − Kc兵1 Im e−i具e−i⬘, 1典其 − + c.c., sought amplitude equation 共61兲.
D + i
共D1兲
APPENDIX E: STATIONARY SOLUTIONS OF THE
−i i⬘ KURAMOTO MODEL ARE NOT EQUILIBRIUM STATES
L3 = − Kc兵2 Im e 具e , 1典其
In this appendix, we show how the stationary solu-
− K2 Im e−i具e−i⬘, 1典 − T2 + c.c., 共D2兲
tions of the Kuramoto model are not equilibrium states
for the model defined by the Hamiltonian 共144兲. Follow-
L4 = − Kc兵3 Im e−i具e−i⬘, 1典 ing Pérez-Vicente and Ritort 共1997兲, the equilibrium
+ 21 Im ei具ei⬘, 1典⬘其 value of the moments in Eq. 共140兲, Ekm, corresponding to
Eq. 共144兲, can be easily evaluated:
冉 冊
− K21 Im e−i具e−i⬘, 1典 − T3 + c.c. 共D3兲
Kr
Jk
with Kc = 4D. Here we have defined the “inner product”
冕
T
冉 冊
Ekm = Fkmeik = eik dg共兲m 共E1兲
冕冕 +⬁
,
1 − Kr
具, 典⬘ = 共, 兲共, 兲g0⬘共兲dd , J0
2 − −⬁ T
being an arbitrary phase. The functions Jk共x兲 are of
1 the Bessel type,
g⬘0共兲 = 关␦⬘共 + 0兲 − ␦⬘共 − 0兲兴. 共D4兲
冕
2
Equation 共60兲 has not yet been used. Using it leads to a Jk共x兲 = d exp共ik + x cos + 兲, 共E2兲
−
correction in Eqs. 共D2兲 and 共D3兲. The second term in
Eq. 共D1兲 has the same form as 1, but it is nonresonant and  = 1 / T 共T being the temperature兲. Inserting the
because 具1 , 共D + i兲−2典 = 0 at the tricritical point. The so- equilibrium values of the moments Ekm into Eq. 共141兲
lution of Eq. 共D1兲 is yields
2 = 冋 A2e2i
−
A Te i
共D + i兲共2D + i兲 共D + i兲2
+ c.c. 册 共D5兲 冉 冊
Hkm
t Hkm=Ekm
= ikvm exp共ik兲, 共E3兲
We now insert this solution into Eq. 共D2兲, and use the
where
ansatz 共60兲 because T2 contains a factor ATT in a truly
resonant term. Recall that it is at this point that the
冉 冉 冊 冊 2
冉 冊冕
routine Chapman-Enskog ansatz in Eq. 共38兲 fails to de- m exp −1
Kr T
冉 冊
liver a resonant term. Note that the ansatz in Eq. 共60兲 vm = T exp dg共兲 .
T − Kr
adds the term F共1兲ei / 共D + i兲2 + c.c. to the right-hand J0
side of Eq. 共D3兲. The nonresonance condition for Eq. T
共D2兲 yields 共E4兲
Stationarity of the equilibrium solution requires that tions are of the same order as Q̇ = O共eNCĪ2r̄2 / ប兲, and
vm vanish. In the simple case of a symmetric frequency
that both are much smaller than Ī. Thus we assume
distribution g共兲 = g共−兲, it can be proven that v2m = 0 for
every m. However, odd moments do not vanish. The eNCĪr̄2 t ប
temperature dependence of v2m−1 can be analytically Ⰶ 1, = Ⰶ 1. 共F3兲
ប tQ 2eCr̄共R + r̄兲Ī
evaluated in the high-temperature limit 关v2m−1 = 2m
+ O共3兲兴 as well as in the low-temperature limit 关v2m−1 Last, and according to our assumptions, we proceed to
= 2m + O共T兲兴. It is worth noting that, even in the zero- ignore terms Q̇ and Q̈ in Eqs. 共151兲 and 共152兲. This
temperature limit 共where a stability analysis reveals that yields Q as a function of the angular variables. We then
the synchronized solution is neutrally stable; see Sec. insert this result into Eq. 共F2兲, which is averaged over
II.B兲, the absolute minima of H are not stationary con-
the fast time scale t. We obtain the modified Kuramoto
figurations of the dynamics. This shows that the assump-
model 共155兲.
tion that the stationary solutions at T = 0 are local
minima of H in Eq. 共144兲 does not hold. For a symmetric
frequency distribution, where v0 = 0, this result does not
REFERENCES
guarantee that the Boltzmann distribution Peq共兵i其兲
⬀ exp关−H共兵i其兲兴 共which depends on the whole set of Abbott, L. F., 1990, J. Phys. A 23, 3835.
moments Hkm兲 is also stationary. In this case, in fact, both Abeles, M., 1991, Corticonics: Neural Circuits of the Cerebral
Hk0 = hk and the synchronization parameter r are station- Cortex 共Cambridge University Press, Cambridge, England兲.
ary. Acebrón, J. A., and L. L. Bonilla, 1998, Physica D 114, 296.
Acebrón, J. A., L. L. Bonilla, S. D. Leo, and R. Spigler, 1998,
Phys. Rev. E 57, 5287.
APPENDIX F: DERIVATION OF THE KURAMOTO MODEL Acebrón, J. A., L. L. Bonilla, and R. Spigler, 2000, Phys. Rev.
FOR AN ARRAY OF JOSEPHSON JUNCTIONS E 62, 3437.
Acebrón, J. A., M. M. Lavrentiev, and R. Spigler, 2001, IMA J.
By using an averaging procedure, Swift et al. 共1992兲, Numer. Anal. 21, 239.
Wiesenfeld 共1996兲, and Wiesenfeld et al. 共1996, 1998兲 Acebrón, J. A., A. Perales, and R. Spigler, 2001, Phys. Rev. E
have shown that Eqs. 共151兲 and 共152兲 with Cj = 0 共the 64, 016218.
resistively-shunted-junction or RSJ case兲 can be mapped Acebrón, J. A., and R. Spigler, 1998, Phys. Rev. Lett. 81, 2229.
onto the Kuramoto model, provided coupling and disor- Acebrón, J. A., and R. Spigler, 2000, Physica D 141, 65.
der are weak. The main steps of the procedure are as Amit, D. J., 1989, Modeling Brain Function 共Cambridge Uni-
follows. First, we change from the angular variables j to versity Press, Cambridge, England兲.
the natural angles j, which rotate uniformly in the ab- Aonishi, T., 1998, Phys. Rev. E 58, 4865.
sence of coupling: Aonishi, T., K. Kurata, and M. Okada, 2002, Phys. Rev. E 65,
046223.
2erj dj dj Aonishi, T., and M. Okada, 2002, Phys. Rev. Lett. 88, 024102.
= . 共F1兲
ប j IB − Ij sin j Aoyagi, T., 1995, Phys. Rev. Lett. 74, 4075.
Aoyagi, T., and K. Kitano, 1997, Phys. Rev. E 55, 7424.
Direct integration of this equation yields IB − Ij sin j Aoyagi, T., and M. Nomura, 1999, Phys. Rev. Lett. 83, 1062.
= 共IB
2
− I2j 兲 / 共IB − Ij cos j兲, which is equivalent to Eq. 共154兲. Arenas, A., and C. J. Péréz-Vicente, 1993, Physica A 201, 614.
In terms of the new angular variables, Eq. 共152兲 becomes Arenas, A., and C. J. Pérez-Vicente, 1994a, Phys. Rev. E 50,
949.
jQ̇共IB − Ij cos j兲 Arenas, A., and C. J. Pérez-Vicente, 1994b, Europhys. Lett. 26,
˙ j = j − 2 . 共F2兲
IB − I2j 79.
Ariaratnam, J. T., and S. H. Strogatz, 2001, Phys. Rev. Lett. 86,
Second, we want to estimate the orders of magnitude 4278.
of the terms in our equations. Equation 共152兲 yields the Balmforth, N. J., and R. Sassi, 2000, Physica D 143, 21.
characteristic time scale over which the angular vari- Bar-Eli, Z., 1985, Physica D 14, 242.
ables change, t = ប / 共2er̄Ī兲, where r̄ and Ī are the mean Barbara, P., A. B. Cawthorne, S. V. Shitov, and C. J. Lobb,
values of the resistances and critical currents in the junc- 1999, Phys. Rev. Lett. 82, 1963.
Bausch, R., H. J. Janssen, and H. Wagner, 1976, Z. Phys. B 24,
tions. Similarly, tQ = 共R + Nr̄兲C is the characteristic time
113.
scale in the resistance-inductance-capacitance 共RLC兲
Bender, C. M., and S. A. Orszag, 1978, Advanced Mathemati-
load circuit. By assuming that t / tQ Ⰶ 1, we can ignore cal Methods for Scientists and Engineers 共McGraw-Hill, New
the first two terms on the left side of Eq. 共152兲. If we York兲.
ignore Q̇ into Eq. 共152兲, and insert the resulting ˙ j into Bogoliubov, N. N., and Y. A. Mitropolsky, 1961, Asymptotic
共152兲, we obtain the following order of magnitude for Methods in the Theory of Nonlinear Oscillators 共Gordon and
Breach, New York兲.
the charge: Q = O共NCĪr̄兲. Then Q̇ = O共NCĪr̄ / t兲
Bonilla, L. L., 1987, J. Stat. Phys. 659, 47.
= O共eNCĪ r̄ / ប兲 in Eq. 共152兲. Third, we assume that the
2 2
Bonilla, L. L., 2000, Phys. Rev. E 62, 4862.
disorder in rj and Ij is weak. More precisely, we assume Bonilla, L. L., J. M. Casado, and M. Morillo, 1987, J. Stat.
that the fluctuations in the critical current of the junc- Phys. 571, 48.
Bonilla, L. L., J. M. Casado, and M. Morillo, 1988, J. Stat. Munk, and H. J. Reitboeck, 1988, Biol. Cybern. 60, 121.
Phys. 50, 849. Eissfeller, H., and M. Opper, 1978, J. Stat. Phys. 19, 1.
Bonilla, L. L., J. C. Neu, and R. Spigler, 1992, J. Stat. Phys. 67, Enskog, D., 1917, Inaugural Dissertation 共University of Upp-
313. sala兲.
Bonilla, L. L., C. J. Pérez-Vicente, F. Ritort, and J. Soler, 1998, Ermentrout, G. B., 1990, Physica D 41, 219.
Phys. Rev. Lett. 81, 3643. Ermentrout, G. B., 1991, J. Math. Biol. 29, 571.
Bonilla, L. L., C. J. Pérez-Vicente, and J. M. Rubi, 1993, J. Filatrella, G., N. F. Pedersen, and K. Wiesenfeld, 2000, Phys.
Stat. Phys. 70, 921. Rev. E 61, 2513.
Bonilla, L. L., C. J. Pérez-Vicente, and R. Spigler, 1998, Filatrella, G., N. F. Pedersen, and K. Wiesenfeld, 2001, IEEE
Physica D 113, 79. Trans. Appl. Supercond. 11, 1184.
Braiman, Y., T. A. B. Kennedy, K. Wiesenfeld, and A. Khib- Fitzhugh, R., 1961, Biophys. J. 1, 445.
nik, 1995, Phys. Rev. A 52, 1500. Fornberg, B., 1996, A Practical Guide to Pseudospectral Meth-
Braun, O. M., and Y. S. Kivshar, 1998, Phys. Rep. 306, 1. ods 共Cambridge University Press, Cambridge, England兲.
Bulsara, A., and L. Gammaitoni, 1996, Phys. Today 49, 39. Frank, T. D., A. Daffertshofer, C. Peper, P. J. Beek, and H.
Carpio, A., and L. L. Bonilla, 2001, Phys. Rev. Lett. 86, 6034. Haken, 2000, Physica D 144, 62.
Carpio, A., and L. L. Bonilla, 2003a, Phys. Rev. Lett. 90, Gammaitoni, L., P. Hänggi, P. Jung, and F. Marchesoni, 1998,
135502. Rev. Mod. Phys. 70, 223.
Carpio, A., and L. L. Bonilla, 2003b, Phys. Rev. E 67, 056621. Gardner, E., 1988, J. Phys. A 21, 257.
Chapman, S., and T. G. Cowling, 1970, The Mathematical Gerl, F., K. Bauer, and U. Krey, 1992, Z. Phys. B: Condens.
Theory of Non-uniform Gases, 3rd ed. 共Cambridge University Matter 88, 339.
Press, Cambridge, England兲. Gerstner, W., 1996, Phys. Rev. Lett. 76, 1755.
Choi, M. Y., H. J. Kim, D. Kim, and H. Hong, 2000, Phys. Rev. Golomb, D., D. Hansel, B. Shraiman, and H. Sompolinsky,
E 61, 371. 1992, Phys. Rev. A 45, 3516.
Choi, M. Y., Y. W. Kim, and D. C. Hong, 1994, Phys. Rev. E 49, Grannan, E. R., D. Kleinfeld, and H. Sompolinsky, 1993, Neu-
3825. ral Comput. 7, 551.
Coffey, W. T., Y. P. Kalmykov, and J. T. Waldron, 1996, The Gray, C. M., P. Konig, A. K. Engel, and W. Singer, 1989, Na-
Langevin Equation 共World Scientific, Singapore兲. ture 共London兲 338, 334.
Cook, J., 1989, J. Phys. A 22, 2057. Grüner, G., 1988, Rev. Mod. Phys. 60, 1129.
Coolen, A. C. C., and C. J. Pérez-Vicente, 2003, J. Phys. A 36, Grüner, G., and A. Zettl, 1985, Phys. Rep. 119, 117.
4477. Hansel, D., G. Mato, and C. Meunier, 1993a, Europhys. Lett.
Crawford, J. D., 1991, Rev. Mod. Phys. 63, 991. 23, 367.
Crawford, J. D., 1994, J. Stat. Phys. 74, 1047. Hansel, D., G. Mato, and C. Meunier, 1993b, Phys. Rev. E 48,
Crawford, J. D., 1995, Phys. Rev. Lett. 74, 4341. 3470.
Crawford, J. D., and K. T. R. Davies, 1999, Physica D 125, 1. Heath, T., and K. Wiesenfeld, 2000, Ann. Phys. 9, 689.
Crisanti, A., and F. Ritort, 2003, J. Phys. A, in press. Heath, T., K. Wiesenfeld, and R. A. York, 2000, Int. J. Bifur-
Daido, H., 1987a, Prog. Theor. Phys. 77, 622. cation Chaos Appl. Sci. Eng. 10, 2619.
Daido, H., 1987b, J. Phys. A 20, L629. Hebb, D. O., 1949, The Organization of Behavior 共Wiley, New
Daido, H., 1988, Phys. Rev. Lett. 61, 231. York兲.
Daido, H., 1989, Prog. Theor. Phys. 81, 727. Hemmen, J. L. V., and W. F. Wreszinski, 1993, J. Stat. Phys. 72,
Daido, H., 1990, J. Stat. Phys. 60, 753. 145.
Daido, H., 1992a, Prog. Theor. Phys. 88, 1213. Hertz, J. A., A. Krogh, and R. G. Palmer, 1991, Introduction to
Daido, H., 1992b, Phys. Rev. Lett. 68, 1073. the Theory of Neural Computation 共Addison-Wesley, Woking-
Daido, H., 1993a, Prog. Theor. Phys. 89, 929. ham, England兲.
Daido, H., 1993b, Physica D 69, 394. Higham, D. J., 2001, SIAM Rev. 43, 525.
Daido, H., 1994, Phys. Rev. Lett. 73, 760. Hong, H., and M. Choi, 2000, Phys. Rev. E 62, 6462.
Daido, H., 1995, J. Phys. A 28, L151. Hong, H., M. Choi, J. Yi, and K.-S. Soh, 1999, Phys. Rev. E 59,
Daido, H., 1996a, Phys. Rev. Lett. 77, 1406. 353.
Daido, H., 1996b, Physica D 91, 24. Hong, H., M. Y. Choi, B. G. Yoon, K. Park, and K. S. Soh,
Daido, H., 2000, Phys. Rev. E 61, 2145. 1999, J. Phys. A 32, L9.
Daido, H., 2001, Phys. Rev. Lett. 87, 048101. Hong, H., G. S. Jeon, and M. Choi, 2002, Phys. Rev. E 65,
DaiPra, P., and F. den Hollander, 1996, J. Stat. Phys. 84, 735. 026208.
Dangelmayr, G., and E. Knobloch, 1987, Philos. Trans. R. Soc. Hong, H., T. I. Um, Y. Shim, and M. Y. Choi, 2001, J. Phys. A
London, Ser. A 322, 243. 34, 5021.
Daniels, B., S. Dissanayake, and B. Trees, 2003, Phys. Rev. E Hopfield, J. J., 1982, Proc. Natl. Acad. Sci. U.S.A. 79, 2554.
67, 026216. Izhikevich, E. M., 1998, Phys. Rev. E 58, 905.
Dawson, D. A., 1983, J. Stat. Phys. 31, 29. Jeong, S., T. Ko, and H. Moon, 2002, Phys. Rev. Lett. 89,
Doedel, E. J., 1997, AUTO: Software for Continuation and Bi- 154104.
furcation Problems in Ordinary Differential Equations Jiang, Z., and M. McCall, 1993, J. Opt. Soc. Am. B 10, 155.
共Caltech, Pasadena兲. Jongen, G., J. Anemuller, D. Bolle, A. C. C. Coolen, and C. J.
Dominicis, C. D., and L. Peliti, 1978, Phys. Rev. B 18, 353. Perez-Vicente, 2001, J. Phys. A 34, 3957.
Duzer, T. V., and C. W. Turner, 1999, Superconductive Devices Josephson, B. D., 1964, Rev. Mod. Phys. 36, 216.
and Circuits 共Prentice Hall, Upper Saddle River, NJ兲. Kazanovich, Y. B., and R. M. Borisyuk, 1994, Biol. Cybern. 71,
Eckhorn, R., R. Bauer, W. Jordan, M. Brosch, W. Kruse, M. 177.
Keller, J. B., and L. L. Bonilla, 1986, J. Stat. Phys. 42, 1115. Okuda, K., 1993, Physica D 63, 424.
Kim, S., S. H. Park, C. R. Doering, and C. S. Ryu, 1997, Phys. Oliva, R. A., and S. H. Strogatz, 2001, Int. J. Bifurcation Chaos
Lett. A 224, 147. Appl. Sci. Eng. 11, 2359.
Kim, S., S. H. Park, and C. S. Ryu, 1996, ETRI J. 18, 147. Pantaleone, S., 1998, Phys. Rev. D 58, 073002.
Kim, S., S. H. Park, and C. S. Ryu, 1997a, Phys. Rev. Lett. 79, Park, K., and M. Y. Choi, 1995, Phys. Rev. E 52, 2907.
2911. Park, K., and M. Y. Choi, 1997, Phys. Rev. B 56, 387.
Kim, S., S. H. Park, and C. S. Ryu, 1997b, Phys. Lett. A 236, Park, K., S. W. Rhee, and M. Y. Choi, 1998, Phys. Rev. E 57,
409. 5030.
Kirkpatrick, S., and D. Sherrington, 1978, Phys. Rev. B 17, Park, S. H., and S. Kim, 1996, Phys. Rev. E 53, 3425.
4384. Peretto, P., 1992, An Introduction to the Modeling of Neural
Kiss, I., Y. Zhai, and J. Hudson, 2002, Science 296, 1676. Networks 共Cambridge University Press, Cambridge, En-
Kitano, K., and T. Aoyagi, 1998, Phys. Rev. E 57, 5914. gland兲.
Kloeden, P. E., and E. Platen, 1999, The Numerical Solution of Pérez-Vicente, C. J., A. Arenas, and L. L. Bonilla, 1996, J.
Stochastic Differential Equations 共Springer, Berlin兲. Phys. A 29, L9.
Kohring, G. A., 1993, Neural Networks 6, 573. Pérez-Vicente, C. J., and F. Ritort, 1997, J. Phys. A 30, 8095.
Kori, H., and Y. Kuramoto, 2001, Phys. Rev. E 63, 046214. Phythian, R., 1977, J. Phys. A 10, 777.
Kostur, M., J. Luczka, and L. Schimansky-Geier, 2002, Phys. Pikovski, A., M. Rosemblum, and J. Kurths, 2001, Synchroni-
Rev. E 65, 051115. zation, a Universal Concept in Nonlinear Sciences 共Cambridge
Kourtchatov, S. Y., V. V. Likhanskii, A. P. Napartovich, F. T. University Press, Cambridge, England兲.
Arecchi, and A. Lapucci, 1995, Phys. Rev. A 52, 4089. Platen, E., 1999, Acta Numerica 8, 197.
Kozireff, G., A. G. Vladimirov, and P. Mandel, 2000, Phys. Press, W. M., S. A. Teukolsky, W. T. Vetterling, and B. P. Flan-
Rev. Lett. 85, 3809. nery, 1992, Numerical Recipes in C 共Cambridge University
Kozireff, G., A. G. Vladimirov, and P. Mandel, 2001, Phys. Press, Cambridge, England兲.
Rev. E 64, 016613. Reimann, P., C. V. den Broeck, and R. Kawai, 1999, Phys. Rev.
Kuramoto, Y., 1975, in International Symposium on Math- E 60, 6402.
ematical Problems in Theoretical Physics, edited by H. Araki, Ren, L., and B. Ermentrout, 2000, Physica D 143, 56.
Lecture Notes in Physics No. 30 共Springer, New York兲, p. 420. Ritort, F., 1998, Phys. Rev. Lett. 80, 6.
Kuramoto, Y., 1984, Chemical Oscillations, Waves and Turbu- Rogers, J. L., and L. T. Wille, 1996, Phys. Rev. E 54, R2193.
lence 共Springer, New York兲. Sakaguchi, H., 1988, Prog. Theor. Phys. 79, 39.
Kuramoto, Y., and I. Nishikawa, 1987, J. Stat. Phys. 49, 569. Sakaguchi, H., and Y. Kuramoto, 1986, Prog. Theor. Phys. 76,
Lang, R., and K. Kobayashi, 1980, IEEE J. Quantum Electron. 576.
16, 347. Sakaguchi, H., S. Shinomoto, and Y. Kuramoto, 1987, Prog.
Li, R., and T. Erneux, 1993, Opt. Commun. 99, 196. Theor. Phys. 77, 1005.
Lumer, E. D., and B. A. Huberman, 1991, Phys. Lett. A 160, Sakaguchi, H., S. Shinomoto, and Y. Kuramoto, 1988, Prog.
227. Theor. Phys. 79, 1069.
Lumer, E. D., and B. A. Huberman, 1992, Neural Comput. 4, Sakaguchi, H., and K. Watanabe, 2000, J. Phys. Soc. Jpn. 69,
341. 3545.
Luzyanina, T. B., 1995, Network Comput. Neural Syst. 6, 43. Sartoretto, F., R. Spigler, and C. J. Pérez-Vicente, 1998, Math.
Marcus, C., S. Strogatz, and R. Westervelt, 1989, Phys. Rev. B Models Meth. Appl. Sci. 8, 1023.
40, 5588. Satoh, K., 1989, J. Phys. Soc. Jpn. 58, 2010.
Marek, M., and I. Stuchl, 1975, Biophys. Chem. 3, 263. Schuster, H. G., and P. Wagner, 1989, Prog. Theor. Phys. 81,
Marodi, M., F. d’Ovidio, and T. Vicsek, 2002, Phys. Rev. E 66, 939.
011109. Schuster, H. G., and P. Wagner, 1990a, Biol. Cybern. 64, 77.
Matthews, P. C., R. E. Mirollo, and S. H. Strogatz, 1991, Schuster, H. G., and P. Wagner, 1990b, Biol. Cybern. 64, 83.
Physica D 52, 293. Seliger, P., S. C. Young, and L. S. Tsimring, 2002, Phys. Rev. E
Matthews, P. C., and S. H. Strogatz, 1990, Phys. Rev. Lett. 65, 65, 041906.
1701. Sherrington, D., and S. Kirkpatrick, 1975, Phys. Rev. Lett. 35,
Meadows, B. K., T. H. Heath, J. D. Neff, E. A. Brown, D. W. 1792.
Fogliatti, M. Gabbay, V. In, P. Hasler, S. P. Deweerth, and W. Shiino, M., and M. Francowicz, 1989, Phys. Lett. A 136, 103.
L. Ditto, 2002, Proc. IEEE 90, 882. Shiino, M., and T. Fukai, 1992, J. Phys. A 25, L375.
Mezard, M., G. Parisi, and M. Virasoro, 1987, Spin Glass Shiino, M., and T. Fukai, 1993, Phys. Rev. E 48, 867.
Theory and Beyond 共World Scientific, Singapore兲. Shinomoto, S., and Y. Kuramoto, 1986, Prog. Theor. Phys. 75,
Mirollo, R., and S. H. Strogatz, 1990, J. Stat. Phys. 60, 245. 1105.
Monte, S. D., and F. D’ovidio, 2002, Europhys. Lett. 58, 21. Silber, M., L. Fabini, and K. Wisenfeld, 1993, J. Opt. Soc. Am.
Nakamura, Y., F. Tominaga, and T. Munakata, 1994, Phys. Rev. B 10, 1121.
E 49, 4849. Softky, W., and C. Koch, 1993, J. Neurosci. 13, 334.
Neu, J., 1979, SIAM J. Appl. Math. 37, 307. Sompolinsky, H., D. Golomb, and D. Kleinfeld, 1990, Proc.
Neu, J., 1980, SIAM J. Appl. Math. 38, 305. Natl. Acad. Sci. U.S.A. 87, 7200.
Niebur, E., H. G. Schuster, and D. M. Kammen, 1991, Phys. Sompolinsky, H., D. Golomb, and D. Kleinfeld, 1991, Phys.
Rev. Lett. 67, 2753. Rev. A 43, 6990.
Niebur, E., H. G. Schuster, D. M. Kammen, and C. Koch, Stiller, J. C., and G. Radons, 1998, Phys. Rev. E 58, 1789.
1991, Phys. Rev. A 44, 6895. Stiller, J. C., and G. Radons, 2000, Phys. Rev. E 61, 2148.
Noest, A. J., 1988, Europhys. Lett. 6, 469. Strogatz, S. H., 2000, Physica D 143, 1.
Strogatz, S. H., 2003, SYNC: the Emerging Science of Sponten- Vladimirov, A. G., G. Kozireff, and P. Mandel, 2003, Euro-
ous Order 共Hyperion, New York兲. phys. Lett. 61, 613.
Strogatz, S. H., C. Marcus, R. Westervelt, and R. E. Mirollo, Voss, H. U., 2001, Phys. Rev. E 61, 5115.
1988, Phys. Rev. Lett. 61, 2380. Wang, S. S., and H. G. Winful, 1988, Appl. Phys. Lett. 52, 1774.
Strogatz, S. H., C. Marcus, R. Westervelt, and R. E. Mirollo, Wieczorek, S., and D. Lenstra, 2004, Phys. Rev. E 69, 016218.
1989, Physica D 36, 23. Wiesenfeld, K., 1996, Physica B 222, 315.
Strogatz, S. H., and R. E. Mirollo, 1988a, J. Phys. A 21, L699. Wiesenfeld, K., P. Colet, and S. H. Strogatz, 1996, Phys. Rev.
Strogatz, S. H., and R. E. Mirollo, 1988b, Physica D 31, 143. Lett. 76, 404.
Strogatz, S. H., and R. E. Mirollo, 1991, J. Stat. Phys. 63, 613. Wiesenfeld, K., P. Colet, and S. H. Strogatz, 1998, Phys. Rev. E
Strogatz, S. H., R. E. Mirollo, and P. C. Matthews, 1992, Phys. 57, 1563.
Rev. Lett. 68, 2730. Winfree, A. T., 1967, J. Theor. Biol. 16, 15.
Swift, J. W., S. H. Strogatz, and K. Wiesenfeld, 1992, Physica D Winfree, A. T., 1980, The Geometry of Biological Time
55, 239. 共Springer, New York兲.
Takamatsu, A., T. Fujii, and I. Endo, 2000, Phys. Rev. Lett. 85, Winful, H. G., and S. S. Wang, 1988, Appl. Phys. Lett. 53, 1894.
2026. Yamaguchi, Y., and H. Shimizu, 1984, Physica D 11, 212.
Tanaka, H., A. J. Lichtenberg, and S. Oishi, 1997a, Physica D Yamana, M., M. Shiino, and M. Yoshioka, 1999, J. Phys. A 32,
100, 279. 3525.
Tanaka, H., A. J. Lichtenberg, and S. Oishi, 1997b, Phys. Rev. Yeung, M. K. S., and S. H. Strogatz, 1999, Phys. Rev. Lett. 82,
Lett. 78, 2104. 648.
Tass, P., 1997, Phys. Rev. E 56, 2043. Yoshimoto, M., K. Yoshikawa, and Y. Mori, 1993, Phys. Rev. E
Thouless, D. J., P. W. Anderson, and R. G. Palmer, 1977, Phi- 47, 864.
los. Mag. 35, 593. Yoshioka, M., and M. Shiino, 2000, Phys. Rev. E 61, 4732.
Tovee, M. J., and E. T. Rolls, 1992, TINS 15, 387. Zanette, D. H., 2000, Phys. Rev. E 62, 3167.
Uchiyama, S., and H. Fujisaka, 1999, J. Phys. A 32, 4623. Zheng, Z., G. Hu, and B. Hu, 1998, Phys. Rev. Lett. 81, 5318.