Abstract
Synchronizing phase-frustrated Kuramoto oscillators, a challenge that has found applications from neuronal networks to the power grid, is an eluding problem, as even small phase lags cause the oscillators to avoid synchronization. Here we show, constructively, how to strategically select the optimal frequency set, capturing the natural frequencies of all oscillators, for a given network and phase lags, that will ensure perfect synchronization. We find that high levels of synchronization are sustained in the vicinity of the optimal set, allowing for some level of deviation in the frequencies without significant degradation of synchronization. Demonstrating our results on first- and second-order phase-frustrated Kuramoto dynamics, we implement them on both model and real power grid networks, showing how to achieve synchronization in a phase-frustrated environment.
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Synchronization captures the emergence of collective behavior in complex systems [1–3], ranging from neuronal dynamics [4] to animal behavior [5] and technological networks [6]. In its classic formulation synchronization is driven by the coupling between the oscillators, which drives them towards collective oscillations, overcoming the diversity in the intrinsic frequencies of each individual oscillator [7–11]. Hence synchronization is enhanced either by increasing the coupling strength between the oscillating units, or by a homogeneous frequency distribution among all oscillators. These strategies towards synchronization, however, fail in case the coupling between the oscillators induces phase lags [12–14], a common characteristic featured by many real systems, where the components take time to respond to their neighboring oscillators. Indeed, under phase-frustration, the system persistently avoids synchronization, even when the frequencies are homogeneous or under relatively strong coupling.
To overcome this challenge, we derive here the link between the network characteristics, the phase lags and the optimal frequency set, that allows the phase-frustrated system to reach perfect synchronization. This allows us a two-way prediction: for a given network and phase lags, we predict the optimal selection of natural frequencies that will ensure synchronization. Alternatively, given a set of natural frequencies, we show how to design the network that will lead the oscillators towards perfect synchrony. We find, numerically, that our predicted synchronization is quite robust, exhibiting a range of phase-locked solutions even under deviations from our predicted frequencies/networks, thus being insensitive to moderate levels of noise/perturbation. Counterintuitively, we find that synchronization is not necessarily enhanced by strengthening the coupling or by selecting homogeneous frequencies, rather it emerges from the complex interplay between the selected frequencies, the distribution of phase lags and the structure of the weighted underlying network.
Consider a system of N coupled oscillators, whose phases , , are driven by the dynamic equations [7,12]
where ωi represents node i's natural frequency and Aij is a weighted adjacency matrix with arbitrary degree and weight distributions. The functional form of the coupling is captured by , a periodic function, with distributed phase lags , which capture the response time of oscillator i to changes in its neighbor's phase . Phase-frustrated models of the form (1) are frequently used to describe coupled systems, from Josephson junctions [15] to power supply networks [16] and mechanical rotors [17]. Choosing (with independent of i and j), eq. (1) converges to the Sakaguchi-Kuramoto model of phase frustrated oscillators [12–14,18]; setting we arrive at the classic Kuramoto dynamics [7].
To quantify the level of synchronization in the system we use the Kuramoto order parameter
which approaches in the disordered regime and r = 1 in the limit where all oscillators are in perfect synchrony, namely . In the classic Kuramoto framework the level of synchronization is determined by the trade-off between the heterogeneity of the natural frequencies ωi and the strength of the coupling, as determined by Aij. Hence to achieve synchronous behavior one draws ωi from a narrowly bounded distribution (e.g., normal distribution) or increases the weights of Aij until reaching . Such perfect synchronization, however, is unattainable in the presence of phase-lags even for extreme coupling strengths [19,20]. Hence we seek the optimal frequency sequence that will enable perfect synchronization r = 1 for phase-frustrated oscillators of the form (1).
To obtain ω, we analyze eq. (1) as it approaches synchronization [11,19–21], namely in the limit where . In this limit, the coupling function in (1) can be approximated by , where . This allows us to write eq. (1) as
where
and
in which is the Kronecker δ-function. The system will reach a synchronized state if, for some choice of the natural frequencies ω, eq. (3) reaches a stable solution in which all phases, , evolve according to some common frequency Ω, namely , where is the phase of oscillator i. Transforming to an Ω-rotating frame, we have , which in eq. (3) leads to
where represents the vector of all phases, and is the pseudo-inverse [22] of L in (5). The condition (6) captures frequency synchronization, a state in which all units oscillate at a common frequency, but with different phases . Complete synchronization, however, requires also that all phases condense around a common value ϕ, which, by additional rotation of the system can be set to . With this gauging with arrive at
where and C is an arbitrary constant, a degree of freedom enabled due to the fact that [22]. We use this degree of freedom to select , allowing us to write, explicitly, the designated frequency of the i-th oscillator as
for which , namely we gauge the mean frequency to be zero.
Equation (8) represents our key prediction, providing the optimal frequency set ω in a weighted network of heterogeneous phase-frustrated oscillators. It indicates that the optimal frequency set ω is determined by the interplay between the system's topology (Aij), its dynamics (F) and the specific form of the distributed phase lags . For the unfrustrated Kuramoto model it predicts that the optimal frequency set is uniform, for all i, reaffirming Kuramoto's classic prediction [7]. In the Sakaguchi-Kuramoto model eq. (8) predicts that ωi scales with node i's weighted degree up to an additive constant . This implies that contrary to the Kuramoto model, where synchrony is a consequence of ω 's homogeneity, in the phase-frustrated case ω depends on Aij's degree sequence, therefore it must follow Aij's degree heterogeneity. For instance, if Aij is scale-free, as often encountered in real networks [23,24], ωi must also be drawn from a scale-free distribution. Hence, counterintuitively, (8) shows that perfect synchrony may arise from oscillator heterogeneity, namely from a scale-free sequence ω.
To test our prediction we constructed eq. (1) using a weighted scale-free network Aij () of interacting oscillators, whose phase lags were extracted from a uniform distribution , i.e. . The weights of all existing links were also extracted from a uniform distribution . We then numerically solved eq. (1) and tested the level of synchronization r (2), for several choices of ω: homogeneous, in which all ωi are identical; normal, in which ωi are extracted from a normal distribution with mean 0 and variance 1, i.e. ; and uniform, where . For uniform ω we find that the system cannot synchronize with r being significantly smaller than unity (fig. 1(a), red). Synchronization becomes even lower for normal (blue), and slightly improved for homogeneous (green). Hence, as opposed to the unfrustrated Kuramoto dynamics, here a bounded frequency distribution cannot lead to synchronization. Our theory, however, predicts that synchronization can be obtained if we construct ω using the optimal frequency set (8). Indeed, we find that selecting our predicted ω, the system successfully reaches perfect synchronization, featuring r = 1, as predicted (black).
As explained above, synchronization is often a consequence of two competing effects: the strength of the coupling, which forces the system into collective oscillations vs. the heterogeneity in ω, which drives the system away from synchronization. We now test these two effects systematically, by first, rescaling, and hence weakening/strengthening, the coupling between all oscillators, and then adding increasing levels of noise to the optimal frequency set predicted in (8).
Coupling strength: Often one wishes to force a system towards global synchrony by strengthening the level of coupling between the interacting oscillators, for instance, multiplying all Aij terms (weights) by a factor of K > 1. For phase-frustrated systems of the form (1), however, such approach will not lead to global synchrony. Indeed, as fig. 1(b) indicates, for ω uniform (red), normal (blue) and homogeneous (green), the system consistently avoids global synchronization, despite increasing K. For the optimal frequency set (black), we obtain perfect synchronization for (magenta dot), as predicted, yet increasing or decreasing K harms the level of synchronization since any change to Aij, even increasing the strength of the coupling (K > 1), leads to consequent changes in the optimal frequency set (8). The important point is that for a rather broad range of K values, the system sustains relatively high levels of synchronization, allowing for a phase-locked solution, even if the selected frequency set is not precisely the optimal one predicted by (8). This represents the robustness of our solution, opening a wide window of phase-locked solutions in the vicinity of the optimal selection (8).
Frequency deviations: To test the sensitivity of the synchronization to deviations from the optimal frequency set (8) we add Gaussian noise to ω, setting , where , a normally distributed random variable with mean zero and variance , representing multiplicative noise that is proportional to ωi. Such deviation will reduce the level of synchronization to r < 1, resulting in synchronization loss, which can be quantified by . For small σ the deviation from synchronization is small, allowing us to approximate (2) up to second order as [11,19], therefore,
where Var(X) represents the variance of the random variable X. Using (6), we write
and hence, with being approximately independent of , we have
where we also used the fact that are independent of each other. As a result we find that
where , and hence the overall variance of all satisfies , where the proportion constant is a function of all pre-factors Ci. Omitting such factors that do not depend on the noise level σ, we arrive at the scaling relationship , which in (9) provides
showing that synchronization loss is quadratically dependent on the noise level in the oscillator frequencies. This allows us to evaluate the decay in synchronization as we deviate from the optimal frequency set (8). For small σ we predict the scaling (13) and as σ increases ω continues to deviate from (8) until eventually synchronization is completely lost and . This behavior is clearly observed in fig. 2, where we introduce increasing levels of noise to the optimal frequency set. We find that for small noise levels (solid line) as predicted and for , a limit where ω is completely overridden by noise, synchronization is lost with and, consequently, ρ approaching unity.
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Standard imageSecond-order dynamics: Our formalism is also applicable beyond the limits of eq. (1). To show this we focus on second-order phase-frustrated Kuramoto dynamics, captured by
as frequently used to describe phase synchronization in power supply networks [6,25–28]. In (14) Pi represents the generated (Pi > 0) or consumed (Pi < 0) power, and β is the damping coefficient of the system components. To examine our formalism in an empirical setting we collected data from the northern European power grid [29], comprising nodes and links. We extracted the frustration terms from a uniform distribution, . As before, we constructed the optimal frequency set ω and tested the level of synchronization r against varying levels of coupling K and noise σ, setting and , to represent the limits of strong and weak damping. We find that also in the case of second-order dynamics, the empirical power grid network reaches global synchronization for , as predicted. It exhibits a phase-locked solution, , at a range of K values around (fig. 3(a), (c)). The loss of synchronization scales as , for small deviations from the optimal ω, with complete synchronization loss at , the point where noise levels become comparable to the frequencies themselves (fig. 3(b), (d)).
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Standard imageDesigning networks for synchronization: Our theory, up to this point, focused on the selection of ω that will enable (1) to reach synchronization, namely, we begin with a given weighted network Aij and phases , for which we seek the optimal set of natural frequencies ωi. Often, however, we are confronted with the opposite challenge: given a set of oscillators with natural frequencies ω, can we design a weighted network Aij with lags that will drive the oscillators toward synchronization? As indicated by eq. (8) this reverse challenge is not as well-defined, allowing a broad degree of freedom to select the network, its link weights and the matching phase lags, hence for a given set ω, one can construct many synchronizable networks. To examine this systematically we consider the case where the phase lags were all set to , leaving us with the degree of freedom to construct Aij. Extracting the natural frequencies from a uniform distribution , we constructed a weighted network that satisfies (8), by setting its weighted degrees di (4) to conform with the condition (7). As predicted, we find that the designed network leads to perfect synchronization r = 1 (fig. 4(a)); perturbing this network results in gradual synchronization loss (fig. 4(b)).
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Standard imageDimension reduction analysis: To assess the stability of our observed synchronization we use a collective coordinate approach [21,30,31], to analyze the behavior of the synchronized and phase-locked solutions in the rotating frame. In this approach, the instantaneous phase of each phase-locked oscillator is approximated by
where is a time-dependent function. A stable phase-locked solution emerges in the network when the error
is minimized. Such minimization is enabled if is orthogonal to the tangent subspace of the solution space of eq. (15), spanned by [30,31]. Projecting onto this restricted subspace and using the orthogonality condition we obtain a reduced one-dimensional differential equation for
where
and . Equation (17) reaches a stable fixed point if for some choice of ω, eq. (18) satisfies and . Under these conditions we have independent of time, which in (15) predicts a time-independent , representing a phase-locked system, where all nodes oscillate at a common frequency, with their relative phases constant in time. If such fixed-point occurs for the phases (15) approach a single value , representing a convergence to prefect synchronization . In fig. 5(a) we show vs. χ taking our predicted optimal ω from (8). We find that a stable fixed point (, ) occurs at , precisely the predicted global synchronization obtained under our optimal ω (8). For the other three selections of ω (uniform, normal, homogeneous), we observed that never crosses zero, indicating that stable synchronization is indeed unattainable (fig. 5(a), red, blue, green, comparing to fig. 1(a)).
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Standard imageTo test the impact of changes to the coupling K, we show, in fig. 5(b), the behavior of under the optimal ω, for a selection of K values. As explained above, perfect synchrony occurs when and at precisely , conditions that are only satisfied for (black), the value for which our optimal ω was constructed. Especially important is the critical (yellow), representing the coupling where (17) assumes a stable fixed-point for the first time. This point represents the onset of a phase-locked solution, where r begins to rise above zero. Beyond this point r consistently increases as the crossing point () approaches closer to , eventually reaching perfect synchronization at , for which . Indeed, in fig. 1(b) we observe the onset of synchronization at precisely , a reassuring consistency with fig. 5(b). For larger values of the system continues to exhibit a stable phase-locked solution, indicated by the slow decline in fig. 1(b) for K > 1 and by the consistent crossing of in fig. 5(b) (green, cyan). Note, that for the fixed-point condition is satisfied for two values of χ, indicated by the two crossing points , both featuring a negative slope. In our analysis, however, we only regard the first crossing point, as phase-locking is only captured by (15) in the limit of small χ.
The onset of synchronization: The optimal set ω is designed for perfect synchronization r = 1 at a given weight (set to unity in our analyses up to this point). However, the onset of synchronization occurs at a critical , a point where r begins to rapidly ascend from the chaotic regime ( in our previous example, figs. 1(b) and 5(b)). In the Supplementary Material Supplementarymaterial.pdf we use mean-field analysis [32–34] to analytically predict Kc under homogeneous phase lags as
where the group angular velocity satisfies
in which , , qmin is the minimum degree over all nodes and P(q) is the probability density function of node frequencies. Equations (19) and (20), our final prediction, allow us, for a given Aij, α and natural frequencies ω, to express Kc, the critical point of transition, in which synchronization begins to emerge. Together with of eq. (8) these two points fully characterize the states of the system: chaotic ( for K < Kc, phase-locked (r > 0) at and optimal at .
To observe this we constructed a scale-free Aij (, , , ) with homogeneous phase lags α. We matched this network with the appropriate optimal frequency sets ω, such that perfect synchronization occurs at . In fig. 6(a) we show r vs. K, for (blue) and (red) finding that indeed, in both cases, r = 1 at the optimal . The crucial point is that synchronization begins to appear at significantly lower values of K, at the critical Kc, where r begins to sharply incline. We next used (19) to calculate Kc in both cases, confirming our analytical predictions, which perfectly match the observed criticality (vertical dashed lines). Repeating the same experiment, this time setting we observe further confirmation of our prediction (fig. 6(b)).
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Standard imageUnderstanding the phenomena of synchronization in networks has crucial applications in fields ranging from neuronal networks to power supply. These systems are often described by highly heterogeneous weighted networks and exhibit distributed lag times, a combination that rarely succumbs to analytical treatment [35–38]. Our analysis here has shown how to analytically construct the appropriate frequency sequence to ensure perfect synchronization, relating the optimal frequency set to the weighted network structure and to the distributed lags . It shows that the systems' weighted degree distribution plays an important role in determining the desired frequencies, where degree heterogeneity dictates a similar heterogeneity in the frequency set. This shows that synchronization can occur by introducing diversity in ωi, rather than by increasing its homogeneity. Hence cooperative phenomena may emerge even in the presence of microscopic diversity, a consequence of the phase lags, that is absent in the classical Kuramoto framework.
Acknowledgments
The authors would like to thank Syamal Dana for interesting comments and suggestions. PK acknowledges support from DST, India under the DST-INSPIRE scheme (Code: IF140880). CH is supported by the CHE/PBC, Israel. This work was supported by NSF-CRISP Award No. 1735505.