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.
The continuum limit of coupled dynamical systems is an approximate procedure, by which the dynamical problem on a sequence of large graphs is replaced by an evolution integral equation on a continuous spatial domain. While this method has been widely used in the analysis of pattern formation in nonlocally coupled networks, its mathematical basis remained little understood.In this paper, 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 the continuum limit 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 [31].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.
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 [Chiba and Medvedev, "The mean field analysis of the Kuramoto model on graphs. I. The mean field equation and the transition point formulas," Discrete and Continuous Dynamical Systems-Series A (to be published); "The mean field analysis of the Kuramoto model on graphs. II. Asymptotic stability of the incoherent state, center manifold reduction, and bifurcations," Discrete and Continuous Dynamical Systems-Series A (submitted).]. 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 a similar manner. 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. Furthermore, 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 and Medvedev, "The mean field analysis of the Kuramoto model on graphs. I. The mean field equation and the transition point formulas," Discrete and Continuous Dynamical Systems-Series A (to be published); "The mean field analysis of the Kuramoto model on graphs. II. Asymptotic stability of the incoherent state, center manifold reduction, and bifurcations," Discrete and Continuous Dynamical Systems-Series A (submitted).
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