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节律行为, 即系统行为呈现随时间的周期变化, 在我们的周围随处可见. 不同节律之间可以通过相互影响、相互作用产生自组织, 其中同步是最典型、最直接的有序行为, 它也是非线性波、斑图、集群行为等的物理内在机制. 不同的节律可以用具有不同频率的振子(极限环)来刻画, 它们之间的同步可以用耦合极限环系统的动力学来加以研究. 微观动力学表明, 随着耦合强度增强, 振子同步伴随着动力学状态空间降维到一个低维子空间, 该空间由序参量来描述. 序参量的涌现及其所描述的宏观动力学行为可借助于协同学与流形理论等降维思想来进行. 本文从统计物理学的角度讨论了耦合振子系统序参量涌现的几种降维方案, 并对它们进行了对比分析. 序参量理论可有效应用于耦合振子系统的同步自组织与相变现象的分析, 通过进一步研究序参量的动力学及其分岔行为, 可以对复杂系统的涌现动力学有更为深刻的理解.Rhythmic behaviors, i.e. temporally periodic oscillations in a system, can be ubiquitously found in nature. Interactions among various rhythms can lead to self-organized behaviors and synchronizations. This mechanism is also responsible for many phenomena such as nonlinear waves, spatiotemporal patterns, and collective behaviors in populations emerging in complex systems. Mathematically different oscillations are described by limit-cycle oscillators (pacemakers) with different intrinsic frequencies, and the synchrony of these units can be described by the dynamics of coupled oscillators. Studies of microscopic dynamics reveal that the emergence of synchronization manifests itself as the dimension reduction of phase space, indicating that synchrony can be considered as no-equilibrium phase transition and can be described in terms of order parameters. The emergence of order parameters can be theoretically explored based on the synergetic theory, central manifold theorem and statistical physics. In this paper, we discuss the order-parameter theory of synchronization in terms of statistical physics and set up the dynamical equations of order parameters. We also apply this theory to studying the nonlinear dynamics and bifurcation of order parameters in several typical coupled oscillator systems.
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Keywords:
- synchronization /
- order parameter /
- emergence /
- bifurcation
[1] Glass L, Mackay M C 1988 From Clocks to Chaos: The Rhythms of Life (Princeton: Princeton University Press) p10
[2] Mikhailov A S, Calenbuhr V 2002 From Cells to Societies: Models of Complex Coherent Action (Berlin: Springer-Verlag) pp127−154
[3] 郑志刚 2004 耦合非线性系统的时空动力学与合作行为 (北京: 高等教育出版社)第53−85页
Zheng Z G 2004 Spatiotemporal Dynamics and Cooperative Behaviors in Coupled Nonlinear Systems (Beijing: Higher Education Press) pp53−85 (in Chinese)
[4] Pikovsky A, Rosenblum M, Kurths J 2001 Synchronization, A Universal Concept in Nonlinear Sciences (New York: Cambridge University Press) pp1−24
[5] Strogatz S 2003 Sync: The Emerging Science of Spontaneous Order (New York: Hyperion) pp103−152
[6] Wiener N 1965 Cybernetics or Control and Communication in the Animal and the Machine (Cambridge: MIT Press) p65
[7] Winfree A T 1967 J. Theor. Biol. 16 15Google Scholar
[8] Kuramoto Y 1975 Self-entrainment of a Population of Coupled Non-linear Oscillators, in: International Symposium on Mathematical Problems in Theoretical Physics (Berlin: Springer) pp420−428
[9] Kuramoto Y 1984 Chemical Oscillations, Waves and Turbulence (Berlin: Springer-Verlag) pp60−66
[10] Kuramoto Y, Nishikawa I 1987 J. Stat. Phys. 49 569Google Scholar
[11] Acebrón J A, Bonilla L L, Vicente C J P, Ritort F, Spigler R 2005 Rev. Mod. Phys. 77 137Google Scholar
[12] Bocaletti S, Kurths J, Osipov G, Valladares D, Zhou C 2002 Phys. Rep. 336 1
[13] Arenas A, Díaz-Guilera A, Kurths J, Moreno Y, Zhou C 2008 Phys. Rep. 469 93Google Scholar
[14] Rodrigues F A, Peron T K DM, Ji P, Kurths J 2016 Phys. Rep. 610 1Google Scholar
[15] Osipov G V, Kurths J, Zhou C S 2007 Synchronization in Oscillatory Networks, Springer Series in Synergetics (Berlin: Springer-Verlag) pp3−10
[16] Balanov A, Janson N, Postnov D, Sosnovtseva O 2009 Synchronization: From Simle to Complex (Berlin: Springer-Verlag) p21
[17] Zheng Z G 2011 Synchronization of Coupled Phase Oscillators (New York: Nova Science Publishing House) pp293−327
[18] Komarov M, Pikovsky A 2014 Physica D 289 18Google Scholar
[19] Komarov M, Pikovsky A 2013 Phys. Rev. Lett. 111 204101Google Scholar
[20] Hong H, Choi M Y, Kim B J 2002 Phys. Rev. E 65 026139Google Scholar
[21] Moreno Y, Pacheco A F 2004 Europhys. Lett. 68 603Google Scholar
[22] Gomez-Gardenes J, Gomez S, Arenas A, et al. 2011 Phys. Rev. Lett 106 12870
[23] Peron T K D, Rodrigues F A 2012 Phys. Rev. E 86 056108Google Scholar
[24] Peron T, de Resende B M F, Mata A S, Rodrigues F A, Moreno Y 2019 Phys. Rev. E 100 042302
[25] Xu C, Gao J, Sun Y T, Huang X, Zheng Z G 2015 Sci. Rep. 5 12039Google Scholar
[26] O’Keeffe K P, Krapivsky P L, Strogatz S H 2015 Phys. Rev. Lett. 115 064101Google Scholar
[27] Bonilla L L, Perez Vicente C J, Rubi J M 1993 J. Stat. Phys. 70 921Google Scholar
[28] Hong H, Strogatz S H 2011 Phys. Rev. Lett. 106 054102Google Scholar
[29] Hong H, Strogatz S H 2012 Phys. Rev. E 85 056210Google Scholar
[30] Tanaka H, Lichtenberg A J, Oishi S 1997 Phys. Rev. Lett. 78 2104Google Scholar
[31] Gao J, Efstathiou K 2018 Phys. Rev. E 98 042201Google Scholar
[32] Omata S, Yamaguchi Y, Shimizu H 1988 Physica D 31 397Google Scholar
[33] Zheng Z G 2001 Chin. Phys. 10 703Google Scholar
[34] Zhang T X, Zheng Z G 2009 Phys. B 18 1674
[35] Omel’chenko E, Wolfrum M 2012 Phys. Rev. Lett. 109 164101Google Scholar
[36] Yeung M K S, Strogatz S H 1999 Phys. Rev. Lett. 82 648Google Scholar
[37] Childs L M, Strogatz S H 2008 Chaos 18 043128Google Scholar
[38] Petkoski S, Stefanovska A 2012 Phys. Rev. E 86 046212Google Scholar
[39] Cohen A H, Holmes P J, Rand R H 1982 J. Math. Biol. 13 345Google Scholar
[40] Ermentrout G B, Kopell N 1984 SIAM J. Math. Anal. 15 215Google Scholar
[41] Strogatz S H, Mirollo R E 1988 Physica D 31 143Google Scholar
[42] Zheng Z G, Hu G, Hu B 1998 Phys. Rev. Lett. 81 5318Google Scholar
[43] Zheng Z G, Hu B, Hu G 2000 Phys. Rev. E 62 402
[44] Hu B, Zheng Z G 2000 Int. J. Bif. & Chaos 10 2399
[45] Pikovsky A, Rosenblum M 2015 Chaos 25 097616Google Scholar
[46] Watanabe S, Strogatz S H 1994 Phys. Rev. Lett. 70 2391
[47] Ott E, Antonsen T M 2008 Chaos 18 037113Google Scholar
[48] Ott E, Antonsen T M 2009 Chaos 19 023117Google Scholar
[49] Marvel S A, Strogatz S H 2009 Chaos 19 013132Google Scholar
[50] Marvel S A, Mirollo R E, Strogatz S H 2009 Chaos 19 043104Google Scholar
[51] 郑志刚 2019 复杂系统的涌现动力学: 从同步到集体输运 (北京: 科学出版社) 第95−176页
Zheng Z G 2019 Emergence Dynamics in Complex Systems: From Synchronization to Collective Transport (Beijing: Science Press) pp95−176 (in Chinese)
[52] Nicolis G, Prigogine I 1989 Exploring Complexity: An Introduction (New York: W. H. Freeman) pp21−25
[53] Prigogine I, Nicolis G 1977 Self-Organization in Non-Equilibrium Systems (New Jersey: Wiley) pp63−222
[54] Haken H 1983 Synergetics: An Introduction (3rd Ed.) (Berlin: Springer-Verlag) pp191−224
[55] Haken H 1983 Advanced Synergetics (Berlin: Springer Verlag) pp187−221
[56] Gao J, Xu C, Sun Y T, Zheng Z G 2016 Sci. Rep. 6 30184Google Scholar
[57] Tristan N 1997 Visual Complex Analysis (Oxford: Clarendon Press) p1
[58] Xu C, Xiang H, Gao J, Zheng Z G 2016 Sci. Rep. 6 31133Google Scholar
[59] Yao N, Zheng Z G 2016 Int. J. Mod. Phys. B 30 7 1630002
[60] 郑志刚, 翟云 2020 中国科学: 物理学 力学 天文学 50 010505Google Scholar
Zheng Z G, Zhai Y 2020 Sci. Sin.-Phys. Mech. Astron. 50 010505Google Scholar
[61] 刘宗华 2018 混沌动力学基础及其在大脑功能方面的应用 (北京: 科学出版社) 第234−256页
Liu Z H 2018 Chaotic Dynamics Foundation and Its Applications in Brain functions (Beijing: Science Press) pp234−256 (in Chinese)
[62] Abrams D M, Strogatz S H 2004 Phys. Rev. Lett. 93 174102Google Scholar
[63] Omel'chenko E, Maistrenko Y L, Tass P A 2008 Phys. Rev. Lett. 100 044105Google Scholar
[64] Sethia G C, Sen A 2014 Phys. Rev. Lett. 112 144101Google Scholar
[65] Zakharova A, Kapeller M, Schol E 2014 Phys. Rev. Lett. 112 154101Google Scholar
[66] Omelchenko I, Maistrenko Y, Hovel P, et al. 2011 Phys. Rev. Lett 106 234102Google Scholar
[67] Gu C, St-Yves G, Davidsen J 2013 Phys. Rev. Lett. 111 134101Google Scholar
[68] Hagerstrom A M, Murphy T E, Roy R, et al. 2012 Nat. Phys 8 658Google Scholar
[69] Tinsley M R, Nkomo S, Showalter K 2012 Nat. Phys. 8 662Google Scholar
[70] Abrams D M, Strogatz S H 2006 Int. J. Bif. & Chaos 16 21
[71] Laing C R 2009 Physica D 238 1569Google Scholar
[72] Daido H 1992 Prog. Theor. Phys. 88 1213Google Scholar
[73] Pikovsky A, Rosenblum M 2008 Phys. Rev. Lett. 101 264103Google Scholar
[74] Gong C C 2019 arXiv 1909.07718
[75] Komarov M, Pikovsky A 2015 Phys. Rev. E 92 020901Google Scholar
[76] Skardal P S, Arenas A 2019 Phys. Rev. Lett. 122 248301Google Scholar
[77] Skardal P, Ott E, Restrepo J G 2011 Phys. Rev. E 84 036208Google Scholar
[78] Yuan D, Cui H, Tian J, Xiao Y, Zhang Y 2016 Commun. Nonlinear Sci. Numer. Simul. 38 23Google Scholar
[79] Wang H, Han W, Yang J 2017 Phys. Rev. E 96 022202Google Scholar
[80] Czolczynski K, Perlikowski P, Stefanski A, Kapitaniak T 2013 Commun. Nonlinear. Sci. Numer. Simul. 18 386Google Scholar
[81] Goldobin E, Koelle D, Kleiner R, Kleiner R G 2011 Phys. Rev. Lett. 107 227001Google Scholar
[82] Goldobin E, Kleiner R, Koelle D, Mints R G 2013 Phys. Rev. Lett. 111 057004Google Scholar
[83] Kiss I Z, Zhai Y, Hudson J L 2005 Phys. Rev. Lett. 94 248301Google Scholar
[84] Huang X H, Zheng Z G, Hu G, Wu S, Rasch M J 2015 New J. Phys. 17 035006Google Scholar
[85] Zhang Z Y, Zheng Z G, Niu H J, Mi Y Y, Wu S, Hu G 2015 Phys. Rev. E 91 012814Google Scholar
[86] Chen Y, Wang S H, Zheng Z G, Zhang Z Y, Hu G 2016 EPL 113 18005Google Scholar
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图 1 耦合振子同步示意图 (a) 在耦合强度很弱时, 大量振子不同步, 任一时刻相位均匀分布于0−2π之间; (b)随着耦合强度的增加, 越来越多的振子会同步, 振子不再均匀分布; (c) 在很强的耦合下, 振子相位会靠得很近, 形成整体的同步大集团; (d) 序参量随耦合强度的变化
Fig. 1. A schematic diagram of synchronization of coupled oscillators: (a) Most of the oscillators are asynchronous and evenly distributed along the circle; (b) with increasing the coupling, more and more oscillators are synchronized and are no longer evenly distributed; (c) under a strong coupling, oscillators form a single synchronous cluster, and the phases of oscillators are close to each other; (d) dependence of the order parameter on the coupling strength
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[1] Glass L, Mackay M C 1988 From Clocks to Chaos: The Rhythms of Life (Princeton: Princeton University Press) p10
[2] Mikhailov A S, Calenbuhr V 2002 From Cells to Societies: Models of Complex Coherent Action (Berlin: Springer-Verlag) pp127−154
[3] 郑志刚 2004 耦合非线性系统的时空动力学与合作行为 (北京: 高等教育出版社)第53−85页
Zheng Z G 2004 Spatiotemporal Dynamics and Cooperative Behaviors in Coupled Nonlinear Systems (Beijing: Higher Education Press) pp53−85 (in Chinese)
[4] Pikovsky A, Rosenblum M, Kurths J 2001 Synchronization, A Universal Concept in Nonlinear Sciences (New York: Cambridge University Press) pp1−24
[5] Strogatz S 2003 Sync: The Emerging Science of Spontaneous Order (New York: Hyperion) pp103−152
[6] Wiener N 1965 Cybernetics or Control and Communication in the Animal and the Machine (Cambridge: MIT Press) p65
[7] Winfree A T 1967 J. Theor. Biol. 16 15Google Scholar
[8] Kuramoto Y 1975 Self-entrainment of a Population of Coupled Non-linear Oscillators, in: International Symposium on Mathematical Problems in Theoretical Physics (Berlin: Springer) pp420−428
[9] Kuramoto Y 1984 Chemical Oscillations, Waves and Turbulence (Berlin: Springer-Verlag) pp60−66
[10] Kuramoto Y, Nishikawa I 1987 J. Stat. Phys. 49 569Google Scholar
[11] Acebrón J A, Bonilla L L, Vicente C J P, Ritort F, Spigler R 2005 Rev. Mod. Phys. 77 137Google Scholar
[12] Bocaletti S, Kurths J, Osipov G, Valladares D, Zhou C 2002 Phys. Rep. 336 1
[13] Arenas A, Díaz-Guilera A, Kurths J, Moreno Y, Zhou C 2008 Phys. Rep. 469 93Google Scholar
[14] Rodrigues F A, Peron T K DM, Ji P, Kurths J 2016 Phys. Rep. 610 1Google Scholar
[15] Osipov G V, Kurths J, Zhou C S 2007 Synchronization in Oscillatory Networks, Springer Series in Synergetics (Berlin: Springer-Verlag) pp3−10
[16] Balanov A, Janson N, Postnov D, Sosnovtseva O 2009 Synchronization: From Simle to Complex (Berlin: Springer-Verlag) p21
[17] Zheng Z G 2011 Synchronization of Coupled Phase Oscillators (New York: Nova Science Publishing House) pp293−327
[18] Komarov M, Pikovsky A 2014 Physica D 289 18Google Scholar
[19] Komarov M, Pikovsky A 2013 Phys. Rev. Lett. 111 204101Google Scholar
[20] Hong H, Choi M Y, Kim B J 2002 Phys. Rev. E 65 026139Google Scholar
[21] Moreno Y, Pacheco A F 2004 Europhys. Lett. 68 603Google Scholar
[22] Gomez-Gardenes J, Gomez S, Arenas A, et al. 2011 Phys. Rev. Lett 106 12870
[23] Peron T K D, Rodrigues F A 2012 Phys. Rev. E 86 056108Google Scholar
[24] Peron T, de Resende B M F, Mata A S, Rodrigues F A, Moreno Y 2019 Phys. Rev. E 100 042302
[25] Xu C, Gao J, Sun Y T, Huang X, Zheng Z G 2015 Sci. Rep. 5 12039Google Scholar
[26] O’Keeffe K P, Krapivsky P L, Strogatz S H 2015 Phys. Rev. Lett. 115 064101Google Scholar
[27] Bonilla L L, Perez Vicente C J, Rubi J M 1993 J. Stat. Phys. 70 921Google Scholar
[28] Hong H, Strogatz S H 2011 Phys. Rev. Lett. 106 054102Google Scholar
[29] Hong H, Strogatz S H 2012 Phys. Rev. E 85 056210Google Scholar
[30] Tanaka H, Lichtenberg A J, Oishi S 1997 Phys. Rev. Lett. 78 2104Google Scholar
[31] Gao J, Efstathiou K 2018 Phys. Rev. E 98 042201Google Scholar
[32] Omata S, Yamaguchi Y, Shimizu H 1988 Physica D 31 397Google Scholar
[33] Zheng Z G 2001 Chin. Phys. 10 703Google Scholar
[34] Zhang T X, Zheng Z G 2009 Phys. B 18 1674
[35] Omel’chenko E, Wolfrum M 2012 Phys. Rev. Lett. 109 164101Google Scholar
[36] Yeung M K S, Strogatz S H 1999 Phys. Rev. Lett. 82 648Google Scholar
[37] Childs L M, Strogatz S H 2008 Chaos 18 043128Google Scholar
[38] Petkoski S, Stefanovska A 2012 Phys. Rev. E 86 046212Google Scholar
[39] Cohen A H, Holmes P J, Rand R H 1982 J. Math. Biol. 13 345Google Scholar
[40] Ermentrout G B, Kopell N 1984 SIAM J. Math. Anal. 15 215Google Scholar
[41] Strogatz S H, Mirollo R E 1988 Physica D 31 143Google Scholar
[42] Zheng Z G, Hu G, Hu B 1998 Phys. Rev. Lett. 81 5318Google Scholar
[43] Zheng Z G, Hu B, Hu G 2000 Phys. Rev. E 62 402
[44] Hu B, Zheng Z G 2000 Int. J. Bif. & Chaos 10 2399
[45] Pikovsky A, Rosenblum M 2015 Chaos 25 097616Google Scholar
[46] Watanabe S, Strogatz S H 1994 Phys. Rev. Lett. 70 2391
[47] Ott E, Antonsen T M 2008 Chaos 18 037113Google Scholar
[48] Ott E, Antonsen T M 2009 Chaos 19 023117Google Scholar
[49] Marvel S A, Strogatz S H 2009 Chaos 19 013132Google Scholar
[50] Marvel S A, Mirollo R E, Strogatz S H 2009 Chaos 19 043104Google Scholar
[51] 郑志刚 2019 复杂系统的涌现动力学: 从同步到集体输运 (北京: 科学出版社) 第95−176页
Zheng Z G 2019 Emergence Dynamics in Complex Systems: From Synchronization to Collective Transport (Beijing: Science Press) pp95−176 (in Chinese)
[52] Nicolis G, Prigogine I 1989 Exploring Complexity: An Introduction (New York: W. H. Freeman) pp21−25
[53] Prigogine I, Nicolis G 1977 Self-Organization in Non-Equilibrium Systems (New Jersey: Wiley) pp63−222
[54] Haken H 1983 Synergetics: An Introduction (3rd Ed.) (Berlin: Springer-Verlag) pp191−224
[55] Haken H 1983 Advanced Synergetics (Berlin: Springer Verlag) pp187−221
[56] Gao J, Xu C, Sun Y T, Zheng Z G 2016 Sci. Rep. 6 30184Google Scholar
[57] Tristan N 1997 Visual Complex Analysis (Oxford: Clarendon Press) p1
[58] Xu C, Xiang H, Gao J, Zheng Z G 2016 Sci. Rep. 6 31133Google Scholar
[59] Yao N, Zheng Z G 2016 Int. J. Mod. Phys. B 30 7 1630002
[60] 郑志刚, 翟云 2020 中国科学: 物理学 力学 天文学 50 010505Google Scholar
Zheng Z G, Zhai Y 2020 Sci. Sin.-Phys. Mech. Astron. 50 010505Google Scholar
[61] 刘宗华 2018 混沌动力学基础及其在大脑功能方面的应用 (北京: 科学出版社) 第234−256页
Liu Z H 2018 Chaotic Dynamics Foundation and Its Applications in Brain functions (Beijing: Science Press) pp234−256 (in Chinese)
[62] Abrams D M, Strogatz S H 2004 Phys. Rev. Lett. 93 174102Google Scholar
[63] Omel'chenko E, Maistrenko Y L, Tass P A 2008 Phys. Rev. Lett. 100 044105Google Scholar
[64] Sethia G C, Sen A 2014 Phys. Rev. Lett. 112 144101Google Scholar
[65] Zakharova A, Kapeller M, Schol E 2014 Phys. Rev. Lett. 112 154101Google Scholar
[66] Omelchenko I, Maistrenko Y, Hovel P, et al. 2011 Phys. Rev. Lett 106 234102Google Scholar
[67] Gu C, St-Yves G, Davidsen J 2013 Phys. Rev. Lett. 111 134101Google Scholar
[68] Hagerstrom A M, Murphy T E, Roy R, et al. 2012 Nat. Phys 8 658Google Scholar
[69] Tinsley M R, Nkomo S, Showalter K 2012 Nat. Phys. 8 662Google Scholar
[70] Abrams D M, Strogatz S H 2006 Int. J. Bif. & Chaos 16 21
[71] Laing C R 2009 Physica D 238 1569Google Scholar
[72] Daido H 1992 Prog. Theor. Phys. 88 1213Google Scholar
[73] Pikovsky A, Rosenblum M 2008 Phys. Rev. Lett. 101 264103Google Scholar
[74] Gong C C 2019 arXiv 1909.07718
[75] Komarov M, Pikovsky A 2015 Phys. Rev. E 92 020901Google Scholar
[76] Skardal P S, Arenas A 2019 Phys. Rev. Lett. 122 248301Google Scholar
[77] Skardal P, Ott E, Restrepo J G 2011 Phys. Rev. E 84 036208Google Scholar
[78] Yuan D, Cui H, Tian J, Xiao Y, Zhang Y 2016 Commun. Nonlinear Sci. Numer. Simul. 38 23Google Scholar
[79] Wang H, Han W, Yang J 2017 Phys. Rev. E 96 022202Google Scholar
[80] Czolczynski K, Perlikowski P, Stefanski A, Kapitaniak T 2013 Commun. Nonlinear. Sci. Numer. Simul. 18 386Google Scholar
[81] Goldobin E, Koelle D, Kleiner R, Kleiner R G 2011 Phys. Rev. Lett. 107 227001Google Scholar
[82] Goldobin E, Kleiner R, Koelle D, Mints R G 2013 Phys. Rev. Lett. 111 057004Google Scholar
[83] Kiss I Z, Zhai Y, Hudson J L 2005 Phys. Rev. Lett. 94 248301Google Scholar
[84] Huang X H, Zheng Z G, Hu G, Wu S, Rasch M J 2015 New J. Phys. 17 035006Google Scholar
[85] Zhang Z Y, Zheng Z G, Niu H J, Mi Y Y, Wu S, Hu G 2015 Phys. Rev. E 91 012814Google Scholar
[86] Chen Y, Wang S H, Zheng Z G, Zhang Z Y, Hu G 2016 EPL 113 18005Google Scholar
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