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Synchronization: Bringing Order to Chaos A. Pikovsky Institut for Physics and Astronomy, University of Potsdam, Germany Florence, May 14, 2014 1 / 68 Historical introduction Christiaan Huygens (1629-1695) first observed a synchronization of


  1. Synchronization: Bringing Order to Chaos A. Pikovsky Institut for Physics and Astronomy, University of Potsdam, Germany Florence, May 14, 2014 1 / 68

  2. Historical introduction Christiaan Huygens (1629-1695) first observed a synchronization of two pendulum clocks 2 / 68

  3. He described: “ . . . It is quite worths noting that when we suspended two clocks so constructed from two hooks imbedded in the same wooden beam, the motions of each pendulum in opposite swings were so much in agreement that they never receded the least bit from each other and the sound of each was always heard simultaneously. Further, if this agreement was disturbed by some interference, it reestablished itself in a short time. For a long time I was amazed at this unexpected result, but after a careful examination finally found that the cause of this is due to the motion of the beam, even though this is hardly perceptible.” 3 / 68

  4. Lord Rayleigh described synchronization in acoustical systems: “When two organ-pipes of the same pitch stand side by side, complications ensue which not unfrequently give trouble in practice. In extreme cases the pipes may almost reduce one another to silence. Even when the mutual influence is more moderate, it may still go so far as to cause the pipes to speak in absolute unison, in spite of inevitable small differences.” 4 / 68

  5. Modern Times W. H. Eccles and J. H. Vincent applied for a British Patent confirming their discovery of the synchronization property of a triode generator Edward Appleton and Balthasar van der Pol extended the experiments of Eccles and Vincent and made the first step in the theoretical study of this effect (1922-1927) 5 / 68

  6. Biological observations Jean-Jacques Dortous de Mairan reported in 1729 on his experiments with the haricot bean and found a circadian rhythm (24-hours-rhythm): motion of leaves continues even without variations of the illuminance Engelbert Kaempfer wrote after his voyage to Siam in 1680: “The glowworms . . . represent another shew, which settle on some Trees, like a fiery cloud, with this surprising circumstance, that a whole swarm of these insects, having taken possession of one Tree, and spread themselves over its branches, sometimes hide their Light all at once, and a moment after make it appear again with the utmost regularity and exactness . . . ”. 6 / 68

  7. Basic effect A pendulum clock generates a (nearly) periodic motion characterized by the period T and the frequency ω = 2 π T period T α time α ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� 7 / 68

  8. α 1,2 period T 1 Two such clocks time α 2 have different ���� ���� ���� ���� ���� ���� α ���� ���� ���� ���� period T 2 ���� ���� 1 ���� ���� ���� ���� ���� ���� ���� ���� ���� ���� periods frequencies ���� ���� ���� ���� Being coupled, they adjust their rhythms and have the same frequency ω 1 < Ω < ω 2 . There are different possibilities: in-phase and out-of-phase α α 1,2 1,2 time time in phase out of phase 8 / 68

  9. Synchronization occurs within a whole region of parameters ∆Ω ∆ ω �������������������� �������������������� ������������ ������������ synchronization region ∆ ω – frequency mismatch (difference of natural frequencies) ∆Ω – difference of observed frequencies 9 / 68

  10. Self-sustained oscillations Synchronization is possible for self-sustained oscillators only Self-sustained oscillators - generate periodic oscillations - without periodic forces - are active/dissipative nonlinear systems - are described by autonomous ODEs - are represented by a limit cycle on the phase plane (plane of all variables) 10 / 68

  11. y x x time PHASE is the variable proportional to the fraction of the period amplitude measures deviations from the cycle - amplitude (form) of oscillations is fixed and stable - PHASE of oscillations is free �������������� �������������� phase φ 0 2π A amplitude 0 11 / 68

  12. Examples: amplifier with a feedback loop clocks: pendulum, electronic,... Speaker Amplifier ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ input output ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ ������ �� �� ������ ������ �� �� �� �� �� �� �� �� Microphone 12 / 68

  13. �������������������������������������������������������� metronom lasers, elsctronic generators, whistle, Josephson junction, spin-torque oscillators Damping ic M H 0 Spin z torque Precession y c ‘Free’ layer x Spacer n ‘Fixed’ layer 13 / 68

  14. The concept can be extended to non-physical systems! Ecosystems, predator-pray, rhythmic (e.g. circadian) processes in cells and organizms relaxation integrate-and-fire oscillators t 2 t 1 water level threshold level threshold level time T water outflow accumulation "firing" time T e.g., firing neuron cell potential time 14 / 68

  15. Autonomous oscillator - amplitude (form) of oscillations is fixed and stable - PHASE of oscillations is free �������������� �������������� phase φ 0 2π A amplitude 0 A θ ˙ θ = ω 0 (Lyapunov Exp. 0) ˙ A = − γ ( A − A 0 ) (LE − γ ) 15 / 68

  16. Forced oscillator With small periodic external force (e.g. ∼ ε sin ω t ): only the phase θ is affected d θ d ψ dt = ω 0 + ε G ( θ, ψ ) dt = ω ψ = ω t is the phase of the external force, G ( · , · ) is 2 π -periodic If ω 0 ≈ ω then ϕ = θ ( t ) − ψ ( t ) is slow ⇒ perform averaging by keeping only slow terms (e.g. ∼ sin( θ − ψ )) d ϕ dt = ∆ ω + ε sin ϕ ∆ ω = ω 0 − ω detuning Parameters in the Adler ε forcing strength equation (1946) : 16 / 68

  17. Solutions of the Adler equation d ϕ dt = ∆ ω + ε sin ϕ Fixed point for | ∆ ω | < ε : Frequency entrainment Ω = � ˙ θ � = ω Phase locking ϕ = θ − ψ = const Periodic orbit for | ∆ ω | > ε : an asynchronous quasiperiodic motion | ∆ ω | < ε | ∆ ω | > ε ϕ ϕ 17 / 68

  18. Phase dynamics as a motion of an overdamped particle in an inclined potential d ϕ dt = − dU ( ϕ ) U ( ϕ ) = − ∆ ω · ϕ + ε cos ϕ d ϕ | ∆ ω | < ε | ∆ ω | > ε 18 / 68

  19. Synchronization region – Arnold tongue ε ω ω_0 ∆Ω ∆ ω �������������������� �������������������� ������������ ������������ synchronization region Unusual situation: synchronization occurs for very small force ε → 0, but cannot be obtain with a simple perturbation method: the perturbation theory is singular due to a degeneracy (vanishing Lyapunov exponent) 19 / 68

  20. More generally: synchronization of higher order is possible, whith a relation Ω ω = m n ε 2:1 1:1 2:3 1:2 1:3 ω ω 0 /2 ω 0 /2 2ω 3ω 3ω 0 0 0 Ω/ω 2 1 ω ω /2 ω 0 3ω /2 2ω 3ω 0 0 0 0 20 / 68

  21. The simplest ways to observe synchronization: Lissajous figure Ω /ω = 1 / 1 quasiperiodicity Ω /ω = 1 / 2 x force 21 / 68

  22. Stroboscopic observation: Plot phase at each period of forcing quasiperiodicity synchrony 22 / 68

  23. Example: Periodically driven Josephson junction Synchronization regions – Shapiro steps, frequency ∼ voltage V = � 2 e ˙ ϕ [Lab. Nat. de m´ etrologie et d’essais] 23 / 68

  24. Example: Radio-controlled clocks Atomic clocks in the PTB, Braunschweig Radio-controlled clocks 24 / 68

  25. Example: circadian rhythm 18 24 6 12 18 24 6 12 hours 1 Light - dark 5 10 Constant conditions 15 asleep awake Jet-lag is the result of the phase difference shift – one needs to resynchronize 25 / 68

  26. One can control re-synchronization (eg for shift-work in space) [E. Klerman, Brigham and Women’s Hospital, Boston] 26 / 68

  27. Mutual synchronization Two non-coupled self-sustained oscillators: d θ 1 d θ 2 dt = ω 1 dt = ω 2 Two weakly coupled oscillators: d θ 1 d θ 2 dt = ω 1 + ε G 1 ( θ 1 , θ 2 ) dt = ω 2 + ε G 2 ( θ 1 , θ 2 ) For ω 1 ≈ ω 2 the phase difference ϕ = θ 1 − θ 2 is slow ⇒ averaging leads to the Adler equation d ϕ dt = ∆ ω + ε sin ϕ ∆ ω = ω 1 − ω 2 detuning Parameters: ε coupling strength 27 / 68

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