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Steven H. Strogatz

Publications and source records attributed to Steven H. Strogatz.

At least 19 recordsLinked to original sources

Synchronization in random networks of identical phase oscillators: A graphon approach

Networks of coupled nonlinear oscillators have been used to model circadian rhythms, flashing fireflies, Josephson junction arrays, high-voltage electric grids, and many other kinds of self-organizing systems. Recently, several authors have sought to understand how coupled oscillators behave when they interact according to a random graph. Here we consider interaction networks generated by a graphon model known as a $W$-random network, and examine the dynamics of an infinite number of identical phase oscillators. We show that with sufficient regularity on $W$, the solution to the dynamical system over a $W$-random network of size $n$ converges in the $L^{\infty}$ norm to the solution of the infinite graphon system, with high probability as $n\rightarrow\infty$. We leverage this convergence result to explore synchronization for two classes of identical phase oscillators on Erd\H{o}s-R\'enyi random graphs. This result suggests a framework for studying synchronization properties in large but finite random networks.

math.DS

Expander graphs are globally synchronizing

The Kuramoto model is fundamental to the study of synchronization. It consists of a collection of oscillators with interactions given by a network, which we identify respectively with vertices and edges of a graph. In this paper, we show that a graph with sufficient expansion must be globally synchronizing, meaning that a homogeneous Kuramoto model of identical oscillators on such a graph will converge to the fully synchronized state with all the oscillators having the same phase, for every initial state up to a set of measure zero. In particular, we show that for any $\varepsilon > 0$ and $p \geq (1 + \varepsilon) (\log n) / n$, the homogeneous Kuramoto model on the Erd\H{o}s-R\'enyi random graph $G(n, p)$ is globally synchronizing with probability tending to one as $n$ goes to infinity. This improves on a previous result of Kassabov, Strogatz, and Townsend and solves a conjecture of Ling, Xu, and Bandeira. We also show that the model is globally synchronizing on any $d$-regular Ramanujan graph, and on typical $d$-regular graphs, for large enough degree $d$.

math.CO

Comparing the efficiency of forward and backward contact tracing

Tracing potentially infected contacts of confirmed cases is important when fighting outbreaks of many infectious diseases. The COVID-19 pandemic has motivated researchers to examine how different contact tracing strategies compare in terms of effectiveness (ability to mitigate infections) and cost efficiency (number of prevented infections per isolation). Two important strategies are so-called forward contact tracing (tracing to whom disease spreads) and backward contact tracing (tracing from whom disease spreads). Recently, Kojaku and colleagues reported that backward contact tracing was ``profoundly more effective'' than forward contact tracing, that contact tracing effectiveness ``hinges on reaching the `source' of infection'', and that contact tracing outperformed case isolation in terms of cost efficiency. Here we show that these conclusions are not true in general. They were based in part on simulations that vastly overestimated the effectiveness and efficiency of contact tracing. Our results show that the efficiency of contact tracing strategies is highly contextual; faced with a disease outbreak, the disease dynamics determine whether tracing infection sources or new cases is more impactful. Our results also demonstrate the importance of simulating disease spread and mitigation measures in parallel rather than sequentially.

q-bio.PE

Asymptotic absorption-time distributions in extinction-prone Markov processes

We characterize absorption-time distributions for birth-death Markov chains with an absorbing boundary. For "extinction-prone" chains (which drift on average toward the absorbing state) the asymptotic distribution is Gaussian, Gumbel, or belongs to a family of skewed distributions. The latter two cases arise when the dynamics slow down dramatically near the boundary. Several models of evolution, epidemics, and chemical reactions fall into these classes; in each case we establish new results for the absorption-time distribution. Applications to African sleeping sickness are discussed.

cond-mat.stat-mech

Coupled metronomes on a moving platform with Coulomb friction

Using a combination of theory, experiment, and simulation, we revisit the dynamics of two coupled metronomes on a moving platform. Our experiments show that the platform's motion is damped by a dry friction force of Coulomb type, not the viscous linear friction force that has often been assumed in the past. Prompted by this result, we develop a new mathematical model that builds on previously introduced models, but departs from them in its treatment of the friction on the platform. We analyze the model by a two-timescale analysis and derive the slow-flow equations that determine its long-term dynamics. The derivation of the slow flow is challenging, due to the stick-slip motion of the platform in some parameter regimes. Simulations of the slow flow reveal various kinds of long-term behavior including in-phase and antiphase synchronization of identical metronomes, phase locking and phase drift of non-identical metronomes, and metronome suppression and death. In these latter two states, one or both of the metronomes come to swing at such low amplitude that they no longer engage their escapement mechanisms. We find good agreement between our theory, simulations, and experiments, but stress that our exploration is far from exhaustive. Indeed, much still remains to be learned about the dynamics of coupled metronomes, despite their simplicity and familiarity.

nlin.AO

A global synchronization theorem for oscillators on a random graph

Consider $n$ identical Kuramoto oscillators on a random graph. Specifically, consider \ER random graphs in which any two oscillators are bidirectionally coupled with unit strength, independently and at random, with probability $0\leq p\leq 1$. We say that a network is globally synchronizing if the oscillators converge to the all-in-phase synchronous state for almost all initial conditions. Is there a critical threshold for $p$ above which global synchrony is extremely likely but below which it is extremely rare? It is suspected that a critical threshold exists and is close to the so-called connectivity threshold, namely, $p\sim \log(n)/n$ for $n \gg 1$. Ling, Xu, and Bandeira made the first progress toward proving a result in this direction: they showed that if $p\gg \log(n)/n^{1/3}$, then \ER networks of Kuramoto oscillators are globally synchronizing with high probability as $n\rightarrow\infty$. Here we improve that result by showing that $p\gg \log^2(n)/n$ suffices. Our estimates are explicit: for example, we can say that there is more than a $99.9996\%$ chance that a random network with $n = 10^6$ and $p>0.01117$ is globally synchronizing.

math.DS

Surprises in a classic boundary-layer problem

We revisit a textbook example of a singularly perturbed nonlinear boundary-value problem. Unexpectedly, it shows a wealth of phenomena that seem to have been overlooked previously, including a pitchfork bifurcation in the number of solutions as one varies the small parameter, and transcendentally small terms in the initial conditions that can be calculated by elementary means. Based on our own classroom experience, we believe this problem could provide an enjoyable workout for students in courses on perturbation methods, applied dynamical systems, or numerical analysis.

math.CA

Basins with tentacles

To explore basin geometry in high-dimensional dynamical systems, we consider a ring of identical Kuramoto oscillators. Many attractors coexist in this system; each is a twisted periodic orbit characterized by a winding number $q$, with basin size proportional to $e^{-kq^2}.$ We uncover the geometry behind this size distribution and find the basins are octopus-like, with nearly all their volume in the tentacles, not the head of the octopus (the ball-like region close to the attractor). We present a simple geometrical reason why basins with tentacles should be common in high-dimensional systems.

nlin.AO

How a minority can win: Undemocratic outcomes in a simple model of voter turnout

The outcome of an election depends not only on which candidate is more popular, but also on how many of their voters actually turn out to vote. Here we consider a simple model in which voters abstain from voting if they think their vote would not matter. Specifically, they do not vote if they feel sure their preferred candidate will win anyway (a condition we call complacency), or if they feel sure their candidate will lose anyway (a condition we call dejectedness). The voters reach these decisions based on a myopic assessment of their local network, which they take as a proxy for the entire electorate: voters know which candidate their neighbors prefer and they assume -- perhaps incorrectly -- that those neighbors will turn out to vote, so they themselves cast a vote if and only if it would produce a tie or a win for their preferred candidate in their local neighborhood. We explore various network structures and distributions of voter preferences and find that certain structures and parameter regimes favor undemocratic outcomes where a minority faction wins, especially when the locally preferred candidate is not representative of the electorate as a whole.

physics.soc-ph

The Kuramoto model on a sphere: Explaining its low-dimensional dynamics with group theory and hyperbolic geometry

We study a system of $N$ interacting particles moving on the unit sphere in $d$-dimensional space. The particles are self-propelled and coupled all to all, and their motion is heavily overdamped. For $d=2$, the system reduces to the classic Kuramoto model of coupled oscillators; for $d=3$, it has been proposed to describe the orientation dynamics of swarms of drones or other entities moving about in three-dimensional space. Here we use group theory to explain the recent discovery that the model shows low-dimensional dynamics for all $N \ge 3$, and to clarify why it admits the analog of the Ott-Antonsen ansatz in the continuum limit $N \rightarrow \infty$. The underlying reason is that the system is intimately connected to the natural hyperbolic geometry on the unit ball $B^d$. In this geometry, the isometries form a Lie group consisting of higher-dimensional generalizations of the Möbius transformations used in complex analysis. Once these connections are realized, the reduced dynamics and the generalized Ott-Antonsen ansatz follow immediately. This framework also reveals the seamless connection between the finite and infinite-$N$ cases. Finally, we show that special forms of coupling yield gradient dynamics with respect to the hyperbolic metric, and use that fact to obtain global stability results about convergence to the synchronized state.

math.DS

Designing temporal networks that synchronize under resource constraints

Being fundamentally a non-equilibrium process, synchronization comes with unavoidable energy costs and has to be maintained under the constraint of limited resources. Such resource constraints are often reflected as a finite coupling budget available in a network to facilitate interaction and communication. Here, we show that introducing temporal variation in the network structure can lead to efficient synchronization even when stable synchrony is impossible in any static network under the given budget, thereby demonstrating a fundamental advantage of temporal networks. The temporal networks generated by our open-loop design are versatile in the sense of promoting synchronization for systems with vastly different dynamics, including periodic and chaotic dynamics in both discrete-time and continuous-time models. Furthermore, we link the dynamic stabilization effect of the changing topology to the curvature of the master stability function, which provides analytical insights into synchronization on temporal networks in general. In particular, our results shed light on the effect of network switching rate and explain why certain temporal networks synchronize only for intermediate switching rate.

nlin.AO

Sufficiently dense Kuramoto networks are globally synchronizing

Consider any network of $n$ identical Kuramoto oscillators in which each oscillator is coupled bidirectionally with unit strength to at least $μ(n-1)$ other oscillators. There is a critical value of the connectivity, $μ_c$, such that whenever $μ>μ_c$, the system is guaranteed to converge to the all-in-phase synchronous state for almost all initial conditions, but when $μ<μ_c$, there are networks with other stable states. The precise value of the critical connectivity remains unknown, but it has been conjectured to be $μ_c=0.75$. In 2020, Lu and Steinerberger proved that $μ_c\leq 0.7889$, and Yoneda, Tatsukawa, and Teramae proved in 2021 that $μ_c > 0.6838$. In this paper, we prove that $μ_c\leq 0.75$ and explain why this is the best upper bound that one can obtain by a purely linear stability analysis.

math.DS

Modeling the interplay between seasonal flu outcomes and individual vaccination decisions

Seasonal influenza presents an ongoing challenge to public health. The rapid evolution of the flu virus necessitates annual vaccination campaigns, but the decision to get vaccinated or not in a given year is largely voluntary, at least in the United States, and many people decide against it. In early attempts to model these yearly flu vaccine decisions, it was often assumed that individuals behave rationally, and do so with perfect information -- assumptions that allowed the techniques of classical economics and game theory to be applied. However, the usual assumptions are contradicted by the emerging empirical evidence about human decision-making behavior in this context. We develop a simple model of coupled disease spread and vaccination dynamics that instead incorporates experimental observations from social psychology to model annual vaccine decision-making more realistically. We investigate population-level effects of these new decision-making assumptions, with the goal of understanding whether the population can self-organize into a state of herd immunity, and if so, under what conditions. Our model agrees with established results while also revealing more subtle population-level behavior, including biennial oscillations about the herd immunity threshold.

q-bio.PE

Dense networks that do not synchronize and sparse ones that do

For any network of identical Kuramoto oscillators with identical positive coupling, there is a critical connectivity above which the system is guaranteed to converge to the in-phase synchronous state, for almost all initial conditions. But the precise value of this critical connectivity remains unknown. In 2018, Ling, Xu, and Bandeira proved that if each oscillator is coupled to at least 79.29 percent of all the others, global synchrony is ensured. In 2019, Lu and Steinerberger improved this bound to 78.89 percent. Here, by focusing on circulant networks, we find clues that the critical connectivity may be exactly 75 percent. Our methods yield a slight improvement on the best known lower bound on the critical connectivity, from $68.18\%$ to $68.28\%$. We also consider the opposite end of the connectivity spectrum, where the networks are sparse rather than dense. In this regime, we ask how few edges one needs to add to a ring of $n$ oscillators to turn it into a globally synchronizing network. We prove a partial result: all the twisted states in a ring of size $n=2^m$ can be destabilized by adding just $\mathcal{O}(n \log_2 n)$ edges. To finish the proof, one also needs to rule out all other candidate attractors. We have done this for $n=8$ with computational algebraic geometry, but the problem remains open for larger $n$. Thus, even for systems as simple as Kuramoto oscillators, much remains to be learned about dense networks that do not globally synchronize and sparse ones that do.

nlin.AO

Descendant distributions for the impact of mutant contagion on networks

Contagion, broadly construed, refers to anything that can spread infectiously from peer to peer. Examples include communicable diseases, rumors, misinformation, ideas, innovations, bank failures, and electrical blackouts. Sometimes, as in the 1918 Spanish flu epidemic, a contagion mutates at some point as it spreads through a network. Here, using a simple susceptible-infected (SI) model of contagion, we explore the downstream impact of a single mutation event. Assuming that this mutation occurs at a random node in the contact network, we calculate the distribution of the number of "descendants," $d$, downstream from the initial "Patient Zero" mutant. We find that the tail of the distribution decays as $d^{-2}$ for complete graphs, random graphs, small-world networks, networks with block-like structure, and other infinite-dimensional networks. This prediction agrees with the observed statistics of memes propagating and mutating on Facebook, and is expected to hold for other effectively infinite-dimensional networks, such as the global human contact network. In a wider context, our approach suggests a possible starting point for a mesoscopic theory of contagion. Such a theory would focus on the paths traced by a spreading contagion, thereby furnishing an intermediate level of description between that of individual nodes and the total infected population. We anticipate that contagion pathways will hold valuable lessons, given their role as the conduits through which single mutations, innovations, or failures can sweep through a network as a whole.

physics.soc-ph

Fitness dependence of the fixation-time distribution for evolutionary dynamics on graphs

Evolutionary graph theory models the effects of natural selection and random drift on structured populations of competing mutant and non-mutant individuals. Recent studies have found that fixation times in such systems often have right-skewed distributions. Little is known, however, about how these distributions and their skew depend on mutant fitness. Here we calculate the fitness dependence of the fixation-time distribution for the Moran Birth-death process in populations modeled by two extreme networks: the complete graph and the one-dimensional ring lattice, obtaining exact solutions in the limit of large network size. We find that with non-neutral fitness, the Moran process on the ring has normally distributed fixation times, independent of the relative fitness of mutants and non-mutants. In contrast, on the complete graph, the fixation-time distribution is a fitness-weighted convolution of two Gumbel distributions. When fitness is neutral the fixation-time distribution jumps discontinuously and becomes highly skewed on both the complete graph and the ring. Even on these simple networks, the fixation-time distribution exhibits rich fitness dependence, with discontinuities and regions of universality. Extensions of our results to two-fitness Moran models, times to partial fixation, and evolution on random networks are discussed.

q-bio.PE

Quantifying the sensing power of crowd-sourced vehicle fleets

Sensors can measure air quality, traffic congestion, and other aspects of urban environments. The fine-grained diagnostic information they provide could help urban managers to monitor a city's health. Recently, a `drive-by' paradigm has been proposed in which sensors are deployed on third-party vehicles, enabling wide coverage at low cost} Research on drive-by sensing has mostly focused on sensor engineering, but a key question remains unexplored: How many vehicles would be required to adequately scan a city? Here, we address this question by analyzing the sensing power of a taxi fleet. Taxis, being numerous in cities and typically equipped with some sensing technology (e.g. GPS), are natural hosts for the sensors. Our strategy is to view drive-by sensing as a spreading process, in which the area of sensed terrain expands as sensor-equipped taxis diffuse through a city's streets. In tandem with a simple model for the movements of the taxis, this analogy lets us analytically determine the fraction of a city's street network sensed by a fleet of taxis during a day. Our results agree with taxi data obtained from nine major cities, and reveal that a remarkably small number of taxis can scan a large number of streets. This finding appears to be universal, indicating its applicability to cities beyond those analyzed here. Moreover, because taxi motions combine randomness and regularity (passengers' destinations being random, but the routes to them being deterministic), the spreading properties of taxi fleets are unusual; in stark contrast to random walks, the stationary densities of our taxi model obey Zipf's law, consistent with the empirical taxi data. Our results have direct utility for town councilors, smart-city designers, and other urban decision makers.

physics.soc-ph

Conformational Control of Mechanical Networks

Understanding conformational change is crucial for programming and controlling the function of many mechanical systems such as allosteric enzymes and tunable metamaterials. Of particular interest is the relationship between the network topology or geometry and the specific motions observed under controlling perturbations. We study this relationship in mechanical networks of 2-D and 3-D Maxwell frames composed of point masses connected by rigid rods rotating freely about the masses. We first develop simple principles that yield all bipartite network topologies and geometries that give rise to an arbitrarily specified instantaneous and finitely deformable motion in the masses as the sole non-rigid body zero mode. We then extend these principles to characterize networks that simultaneously yield multiple specified zero modes, and create large networks by coupling individual modules. These principles are then used to characterize and design networks with useful material (negative Poisson ratio) and mechanical (targeted allosteric response) functions.

physics.comp-ph