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Georgi S. Medvedev

Publications and source records attributed to Georgi S. Medvedev.

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Bifurcations in the Kuramoto model on graphs

In his classical work, Kuramoto analytically described the onset of synchronization in all-to-all coupled networks of phase oscillators with random intrinsic frequencies. Specifically, he identified a critical value of the coupling strength, at which the incoherent state loses stability and a gradual build-up of coherence begins. Recently, Kuramoto's scenario was shown to hold for a large class of coupled systems on convergent families of deterministic and random graphs. Guided by these results, in the present work, we study several model problems illustrating the link between network topology and synchronization in coupled dynamical systems. First, we identify several families of graphs, for which the transition to synchronization in the Kuramoto model starts at the same critical value of the coupling strength and proceeds in practically the same way. These examples include Erdős-Rényi random graphs, Paley graphs, complete bipartite graphs, and certain stochastic block graphs. These examples illustrate that some rather simple structural properties such as the volume of the graph may determine the onset of synchronization, while finer structural features may affect only higher order statistics of the transition to synchronization. Further, we study the transition to synchronization in the Kuramoto model on power law and small-world random graphs. The former family of graphs endows the Kuramoto model with very good synchronizability: the synchronization threshold can be made arbitrarily low by varying the parameter of the power law degree distribution. For the Kuramoto model on small-world graphs, in addition to the transition to synchronization, we identify a new bifurcation leading to stable random twisted states. The examples analyzed in this work complement the results in [Chiba, Medvedev, The mean field analysis for the Kuramoto model on graphs (parts I and II), arxiv].

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The mean field analysis of the Kuramoto model on graphs II. Asymptotic stability of the incoherent state, center manifold reduction, and bifurcations

In our previous work [Chiba, Medvedev, arXiv:1612.06493], we initiated a mathematical investigation of the onset of synchronization in the Kuramoto model (KM) of coupled phase oscillators on convergent graph sequences. There, we derived and rigorously justified the mean field limit for the KM on graphs. Using linear stability analysis, we identified the critical values of the coupling strength, at which the incoherent state looses stability, thus, determining the onset of synchronization in this model. In the present paper, we study the corresponding bifurcation. Specifically, we show that similar to the original KM with all-to-all coupling, the onset of synchronization in the KM on graphs is realized via a pitchfork bifurcation. The formula for the stable branch of the bifurcating equilibria involves the principal eigenvalue and the corresponding eigenfunctions of the kernel operator defined by the limit of the graph sequence used in the model. This establishes an explicit link between the network structure and the onset of synchronization in the KM on graphs. The results of this work are illustrated with the bifurcation analysis of the KM on Erdős-R{\' e}nyi, small-world, as well as certain weighted graphs on a circle.

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The mean field equation for the Kuramoto model on graph sequences with non-Lipschitz limit

The Kuramoto model (KM) of coupled phase oscillators on graphs provides the most influential framework for studying collective dynamics and synchronization. It exhibits a rich repertoire of dynamical regimes. Since the work of Strogatz and Mirollo, the mean field equation derived in the limit as the number of oscillators in the KM goes to infinity, has been the key to understanding a number of interesting effects, including the onset of synchronization and chimera states. In this work, we study the mathematical basis of the mean field equation as an approximation of the discrete KM. Specifically, we extend the Neunzert's method of rigorous justification of the mean field equation to cover interacting dynamical systems on graphs. We then apply it to the KM on convergent graph sequences with non-Lipschitz limit. This family of graphs includes many graphs that are of interest in applications, e.g., nearest-neighbor and small-world graphs.

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The Kuramoto model on power law graphs

The Kuramoto model (KM) of coupled phase oscillators on scale free graphs is analyzed in this work. The W-random graph model is used to define a convergent family of sparse graphs with power law degree distribution. For the KM on this family of graphs, we derive the mean field description of the system's dynamics in the limit as the size of the network tends to infinity. The mean field equation is used to study two problems: synchronization in the coupled system with randomly distributed intrinsic frequencies and existence and bifurcations of chimera states in the KM with repulsive coupling. The analysis of both problems highlights the role of the scale free network organization in shaping dynamics of the coupled system. The analytical results are complemented with the results of numerical simulations.

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The mean field analysis for the Kuramoto model on graphs I. The mean field equation and transition point formulas

In his classical work on synchronization, Kuramoto derived the formula for the critical value of the coupling strength corresponding to the transition to synchrony in large ensembles of all-to-all coupled phase oscillators with randomly distributed intrinsic frequencies. We extend the Kuramoto's result to a large class of coupled systems on convergent families of deterministic and random graphs. Specifically, we identify the critical values of the coupling strength (transition points), between which the incoherent state is linearly stable and is unstable otherwise. We show that the transition points depend on the largest positive or/and smallest negative eigenvalue(s) of the kernel operator defined by the graph limit. This reveals the precise mechanism, by which the network topology controls transition to synchrony in the Kuramoto model on graphs. To illustrate the analysis with concrete examples, we derive the transition point formula for the coupled systems on Erdős-Rényi, small-world, and $k$-nearest-neighbor families of graphs. As a result of independent interest, we provide a rigorous justification for the mean field limit for the Kuramoto model on graphs. The latter is used in the derivation of the transition point formulas.

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Stability of twisted states in the continuum Kuramoto model

We study a nonlocal diffusion equation approximating the dynamics of coupled phase oscillators on large graphs. Under appropriate assumptions, the model has a family of steady state solutions called twisted states. We prove a sufficient condition for stability of twisted states with respect to perturbations in the Sobolev and BV spaces. As an application, we study stability of twisted states in the Kuramoto model on small-world graphs.

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The semilinear heat equation on sparse random graphs

Using the theory of $L^p$-graphons (Borgs et al, 2014), we derive and rigorously justify the continuum limit for systems of differential equations on sparse random graphs. Specifically, we show that the solutions of the initial value problems for the discrete models can be approximated by those of an appropriate nonlocal diffusion equation. Our results apply to a range of spatially extended dynamical models of different physical, biological, social, and economic networks. Importantly, our assumptions cover network topologies featured in many important real-world networks. In particular, we derive the continuum limit for coupled dynamical systems on power law graphs. The latter is the main motivation for this work.

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Stability of equilibria of randomly perturbed maps

We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on stabilization are illustrated with numerical examples of randomly perturbed linear and nonlinear maps in one- and two-dimensional spaces.

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Stability of twisted states in the Kuramoto model on Cayley and random graphs

The Kuramoto model (KM) of coupled phase oscillators on complete, Paley, and Erdos-Renyi (ER) graphs is analyzed in this work. As quasirandom graphs, the complete, Paley, and ER graphs share many structural properties. For instance, they exhibit the same asymptotics of the edge distributions, homomorphism densities, graph spectra, and have constant graph limits. Nonetheless, we show that the asymptotic behavior of solutions in the KM on these graphs can be qualitatively different. Specifically, we identify twisted states, steady state solutions of the KM on complete and Paley graphs, which are stable for one family of graphs but not for the other. On the other hand, we show that the solutions of the IVPs for the KM on complete and random graphs remain close on finite time intervals, provided they start from close initial conditions and the graphs are sufficiently large. Therefore, the results of this paper elucidate the relation between the network structure and dynamics in coupled nonlinear dynamical systems. Furthermore, we present new results on synchronization and stability of twisted states for the KM on Cayley and random graphs.

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Synchronization of coupled chaotic maps

We prove a sufficient condition for synchronization for coupled one-dimensional maps and estimate the size of the window of parameters where synchronization takes place. It is shown that coupled systems on graphs with positive eigenvalues (EVs) of the normalized graph Laplacian concentrated around 1 are more amenable for synchronization. In the light of this condition, we review spectral properties of Cayley, quasirandom, power-law graphs, and expanders and relate them to synchronization of the corresponding networks. The analysis of synchronization on these graphs is illustrated with numerical experiments. The results of this paper highlight the advantages of random connectivity for synchronization of coupled chaotic dynamical systems.

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The nonlinear heat equation on dense graphs and graph limits

We use the combination of ideas and results from the theory of graph limits and nonlinear evolution equations to provide a rigorous mathematical justification for taking continuum limit for certain nonlocally coupled networks and to extend this method to cover many complex networks, for which it has not been applied before. Specifically, for dynamical networks on convergent sequences of simple and weighted graphs, we prove convergence of solutions of the initial-value problems for discrete models to those of the limiting continuous equations. In addition, for sequences of simple graphs converging to {0, 1}-valued graphons, it is shown that the convergence rate depends on the fractal dimension of the boundary of the support of the graph limit. These results are then used to study the regions of continuity of chimera states and the attractors of the nonlocal Kuramoto equation on certain multipartite graphs. Furthermore, the analytical tools developed in this work are used in the rigorous justification of the continuum limit for networks on random graphs that we undertake in a companion paper (Medvedev, 2013). As a by-product of the analysis of the continuum limit on deterministic and random graphs, we identify the link between this problem and the convergence analysis of several classical numerical schemes: the collocation, Galerkin, and Monte-Carlo methods. Therefore, our results can be used to characterize convergence of these approximate methods of solving initial-value problems for nonlinear evolution equations with nonlocal interactions.

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Small-world networks of Kuramoto oscillators

The Kuramoto model of coupled phase oscillators on small-world (SW) graphs is analyzed in this work. When the number of oscillators in the network goes to infinity, the model acquires a family of steady state solutions of degree q, called q-twisted states. We show that this class of solutions plays an important role in the formation of spatial patterns in the Kuramoto model on SW graphs. In particular, the analysis of q-twisted elucidates the role of long-range random connections in shaping the attractors in this model. We develop two complementary approaches for studying q-twisted states in the coupled oscillator model on SW graphs: the linear stability analysis and the numerical continuation. The former approach shows that long-range random connections in the SW graphs promote synchronization and yields the estimate of the synchronization rate as a function of the SW randomization parameter. The continuation shows that the increase of the long-range connections results in patterns consisting of one or several plateaus separated by sharp interfaces. These results elucidate the pattern formation mechanisms in nonlocally coupled dynamical systems on random graphs.

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The nonlinear heat equation on W-random graphs

For systems of coupled differential equations on a sequence of W-random graphs, we derive the continuum limit in the form of an evolution integral equation. We prove that solutions of the initial value problems (IVPs) for the discrete model converge to the solution of the IVP for its continuum limit. These results combined with the analysis of nonlocally coupled deterministic networks in [9] justify the continuum (thermodynamic) limit for a large class of coupled dynamical systems on convergent families of graphs.

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Stochastic stability of continuous time consensus protocols

A unified approach to studying convergence and stochastic stability of continuous time consensus protocols (CPs) is presented in this work. Our method applies to networks with directed information flow; both cooperative and noncooperative interactions; networks under weak stochastic forcing; and those whose topology and strength of connections may vary in time. The graph theoretic interpretation of the analytical results is emphasized. We show how the spectral properties, such as algebraic connectivity and total effective resistance, as well as the geometric properties, such the dimension and the structure of the cycle subspace of the underlying graph, shape stability of the corresponding CPs. In addition, we explore certain implications of the spectral graph theory to CP design. In particular, we point out that expanders, sparse highly connected graphs, generate CPs whose performance remains uniformly high when the size of the network grows unboundedly. Similarly, we highlight the benefits of using random versus regular network topologies for CP design. We illustrate these observations with numerical examples and refer to the relevant graph-theoretic results. Keywords: consensus protocol, dynamical network, synchronization, robustness to noise, algebraic connectivity, effective resistance, expander, random graph

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The geometry of spontaneous spiking in neuronal networks

The mathematical theory of pattern formation in electrically coupled networks of excitable neurons forced by small noise is presented in this work. Using the Freidlin-Wentzell large deviation theory for randomly perturbed dynamical systems and the elements of the algebraic graph theory, we identify and analyze the main regimes in the network dynamics in terms of the key control parameters: excitability, coupling strength, and network topology. The analysis reveals the geometry of spontaneous dynamics in electrically coupled network. Specifically, we show that the location of the minima of a certain continuous function on the surface of the unit n-cube encodes the most likely activity patterns generated by the network. By studying how the minima of this function evolve under the variation of the coupling strength, we describe the principal transformations in the network dynamics. The minimization problem is also used for the quantitative description of the main dynamical regimes and transitions between them. In particular, for the weak and strong coupling regimes, we present asymptotic formulas for the network activity rate as a function of the coupling strength and the degree of the network. The variational analysis is complemented by the stability analysis of the synchronous state in the strong coupling regime. The stability estimates reveal the contribution of the network connectivity and the properties of the cycle subspace associated with the graph of the network to its synchronization properties. This work is motivated by the experimental and modeling studies of the ensemble of neurons in the Locus Coeruleus, a nucleus in the brainstem involved in the regulation of cognitive performance and behavior.

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The Poincare map of randomly perturbed periodic motion

A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic system, we define, construct, and analyze the Poincare map of the randomly perturbed periodic motion. We show that the time of the first exit from a small neighborhood of the fixed point of the map, which corresponds to the unperturbed periodic orbit, is well approximated by the geometric distribution. The parameter of the geometric distribution tends zero together with the noise intensity. Therefore, our result can be interpreted as an estimate of stability of periodic motion to random perturbations. In addition, we show that the geometric distribution of the first exit times translates into statistical properties of solutions of important differential equation models in applications. To this end, we demonstrate three examples from mathematical neuroscience featuring complex oscillatory patterns characterized by the geometric distribution. We show that in each of these models the statistical properties of emerging oscillations are fully explained by the general properties of randomly perturbed periodic motions identified in this paper.

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Shaping bursting by electrical coupling and noise

Gap-junctional coupling is an important way of communication between neurons and other excitable cells. Strong electrical coupling synchronizes activity across cell ensembles. Surprisingly, in the presence of noise synchronous oscillations generated by an electrically coupled network may differ qualitatively from the oscillations produced by uncoupled individual cells forming the network. A prominent example of such behavior is the synchronized bursting in islets of Langerhans formed by pancreatic β-cells, which in isolation are known to exhibit irregular spiking. At the heart of this intriguing phenomenon lies denoising, a remarkable ability of electrical coupling to diminish the effects of noise acting on individual cells. In this paper, we derive quantitative estimates characterizing denoising in electrically coupled networks of conductance-based models of square wave bursting cells. Our analysis reveals the interplay of the intrinsic properties of the individual cells and network topology and their respective contributions to this important effect. In particular, we show that networks on graphs with large algebraic connectivity or small total effective resistance are better equipped for implementing denoising. As a by-product of the analysis of denoising, we analytically estimate the rate with which trajectories converge to the synchronization subspace and the stability of the latter to random perturbations. These estimates reveal the role of the network topology in synchronization. The analysis is complemented by numerical simulations of electrically coupled conductance-based networks. Taken together, these results explain the mechanisms underlying synchronization and denoising in an important class of biological models.

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Synchronization of coupled limit cycles

A unified approach for analyzing synchronization in coupled systems of autonomous differential equations is presented in this work. Through a careful analysis of the variational equation of the coupled system we establish a sufficient condition for synchronization in terms of the geometric properties of the local limit cycles and the coupling operator. This result applies to a large class of differential equation models in physics and biology. The stability analysis is complemented with a discussion of numerical simulations of a compartmental model of a neuron.

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