Steven H. Strogatz

The study of networks pervades all of science, from neurobiology to statistical physics. The most basic issues are structural: how does one characterize the wiring diagram of a food web or the Internet or the metabolic network of the bacterium Escherichia coli? Are there any unifying principles underlying their topology? From the perspective of nonlinear dynamics, we would also like to understand how an enormous network of interacting dynamical systems-be they neurons, power stations or lasers-will behave collectively, given their individual dynamics and coupling architecture. Researchers are only now beginning to unravel the structure and dynamics of complex networks.

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Recent work on the structure of social networks and the internet has focused attention on graphs with distributions of vertex degree that are significantly different from the Poisson degree distributions that have been widely studied in the past. In this paper we develop in detail the theory of random graphs with arbitrary degree distributions. In addition to simple undirected, unipartite graphs, we examine the properties of directed and bipartite graphs. Among other results, we derive exact expressions for the position of the phase transition at which a giant component first forms, the mean component size, the size of the giant component if there is one, the mean number of vertices a certain distance away from a randomly chosen vertex, and the average vertex-vertex distance within a graph. We apply our theory to some real-world graphs, including the world-wide web and collaboration graphs of scientists and Fortune 1000 company directors. We demonstrate that in some cases random graphs with appropriate distributions of vertex degree predict with surprising accuracy the behavior of the real world, while in others there is a measurable discrepancy between theory and reality, perhaps indicating the presence of additional social structure in the network that is not captured by the random graph.

The Kuramoto model describes a large population of coupled limit-cycle oscillators whose natural frequencies are drawn from some prescribed distribution. If the coupling strength exceeds a certain threshold, the system exhibits a phase transition: some of the oscillators spontaneously synchronize, while others remain incoherent. The mathematical analysis of this bifurcation has proved both problematic and fascinating. We review 25 years of research on the Kuramoto model, highlighting the false turns as well as the successes, but mainly following the trail leading from Kuramoto’s work to Crawford’s recent contributions. It is a lovely winding road, with excursions through mathematical biology, statistical physics, kinetic theory, bifurcation theory, and plasma physics.

Recent work on the Internet, social networks, and the power grid has addressed the resilience of these networks to either random or targeted deletion of network nodes or links. Such deletions include, for example, the failure of Internet routers or power transmission lines. Percolation models on random graphs provide a simple representation of this process but have typically been limited to graphs with Poisson degree distribution at their vertices. Such graphs are quite unlike real-world networks, which often possess power-law or other highly skewed degree distributions. In this paper we study percolation on graphs with completely general degree distribution, giving exact solutions for a variety of cases, including site percolation, bond percolation, and models in which occupation probabilities depend on vertex degree. We discuss the application of our theory to the understanding of network resilience.

A simple model for synchronous firing of biological oscillators based on Peskin’s model of the cardiac pacemaker [Mathematical aspects of heart physiology, Courant Institute of Mathematical Sciences, New York University, New York, 1975, pp. 268–278] is studied. The model consists of a population of identical integrate-and-fire oscillators. The coupling between oscillators is pulsatile: when a given oscillator fires, it pulls the others up by a fixed amount, or brings them to the firing threshold, whichever is less. The main result is that for almost all initial conditions, the population evolves to a state in which all the oscillators are firing synchronously. The relationship between the model and real communities of biological oscillators is discussed; examples include populations of synchronously flashing fireflies, crickets that chirp in unison, electrically synchronous pacemaker cells, and groups of women whose menstrual cycles become mutually synchronized.

We describe some new exactly solvable models of the structure of social networks, based on random graphs with arbitrary degree distributions. We give models both for simple unipartite networks, such as acquaintance networks, and bipartite networks, such as affiliation networks. We compare the predictions of our models to data for a number of real-world social networks and find that in some cases, the models are in remarkable agreement with the data, whereas in others the agreement is poorer, perhaps indicating the presence of additional social structure in the network that is not captured by the random graph.

Arrays of identical oscillators can display a remarkable spatiotemporal pattern in which phase-locked oscillators coexist with drifting ones. Discovered two years ago, such "chimera states" are believed to be impossible for locally or globally coupled systems; they are peculiar to the intermediate case of nonlocal coupling. Here we present an exact solution for this state, for a ring of phase oscillators coupled by a cosine kernel. We show that the stable chimera state bifurcates from a spatially modulated drift state, and dies in a saddle-node bifurcation with an unstable chimera state.

A circuit implementation of the chaotic Lorenz system is described. The chaotic behavior of the circuit closely matches the results predicted by numerical experiments. Using the concept of synchronized chaotic systems (SCS's), two possible approaches to secure communications are demonstrated with the Lorenz circuit implemented in both the transmitter and receiver. In the first approach, a chaotic masking signal is added at the transmitter to the message, and at the receiver, the masking is regenerated and subtracted from the received signal. The second approach utilizes modulation of the coefficients of the chaotic system in the transmitter and corresponding detection of synchronization error in the receiver to transmit binary-valued bit streams. The use of SCS's for communications relies on the robustness of the synchronization to perturbations in the drive signal. As a step toward further understanding the inherent robustness, we establish an analogy between synchronization in chaotic systems, nonlinear observers for deterministic systems, and state estimation in probabilistic systems. This analogy exists because SCS's can be viewed as performing the role of a nonlinear state space observer. To calibrate the robustness of the Lorenz SCS as a nonlinear state estimator, we compare the performance of the Lorenz SCS to an extended Kalman filter for providing state estimates when the measurement consists of a single noisy transmitter component.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

Preface 1. Overview 1.0 Chaos, Fractals, and Dynamics 1.1 Capsule History of Dynamics 1.2 The Importance of Being Nonlinear 1.3 A Dynamical View of the World PART I. ONE-DIMENSIONAL FLOWS 2. Flows on the Line 2.0 Introduction 2.1 A Geometric Way of Thinking 2.2 Fixed Points and Stability 2.3 Population Growth 2.4 Linear Stability Analysis 2.5 Existence and Uniqueness 2.6 Impossibility of Oscillations 2.7 Potentials 2.8 Solving Equations on the Computer Exercises 3. Bifurcations 3.0 Introduction 3.1 Saddle-Node Bifurcation 3.2 Transcritical Bifurcation 3.3 Laser Threshold 3.4 Pitchfork Bifurcation 3.5 Overdamped Bead on a Rotating Hoop 3.6 Imperfect Bifurcations and Catastrophes 3.7 Insect Outbreak Exercises 4. Flows on the Circle 4.0 Introduction 4.1 Examples and Definitions 4.2 Uniform Oscillator 4.3 Nonuniform Oscillator 4.4 Overdamped Pendulum 4.5 Fireflies 4.6 Superconducting Josephson Junctions Exercises PART II. TWO-DIMENSIONAL FLOWS 5. Linear Systems 5.0 Introduction 5.1 Definitions and Examples 5.2 Classification of Linear Systems 5.3 Love Affairs Exercises 6. Phase Plane 6.0 Introduction 6.1 Phase Portraits 6.2 Existence, Uniqueness, and Topological Consequences 6.3 Fixed Points and Linearization 6.4 Rabbits versus Sheep 6.5 Conservative Systems 6.6 Reversible Systems 6.7 Pendulum 6.8 Index Theory Exercises 7. Limit Cycles 7.0 Introduction 7.1 Examples 7.2 Ruling Out Closed Orbits 7.3 Poincare-Bendixson Theorem 7.4 Lienard Systems 7.5 Relaxation Oscillators 7.6 Weakly Nonlinear Oscillators Exercises 8. Bifurcations Revisited 8.0 Introduction 8.1 Saddle-Node, Transcritical, and Pitchfork Bifurcations 8.2 Hopf Bifurcations 8.3 Oscillating Chemical Reactions 8.4 Global Bifurcations of Cycles 8.5 Hysteresis in the Driven Pendulum and Josephson Junction 8.6 Coupled Oscillators and Quasiperiodicity 8.7 Poincare Maps Exercises PART III. CHAOS 9. Lorenz Equations 9.0 Introduction 9.1 A Chaotic Waterwheel 9.2 Simple Properties of the Lorenz Equations 9.3 Chaos on a Strange Attractor 9.4 Lorenz Map 9.5 Exploring Parameter Space 9.6 Using Chaos to Send Secret Messages Exercises 10. One-Dimensional Maps 10.0 Introduction 10.1 Fixed Points and Cobwebs 10.2 Logistic Map: Numerics 10.3 Logistic Map: Analysis 10.4 Periodic Windows 10.5 Liapunov Exponent 10.6 Universality and Experiments 10.7 Renormalization Exercises 11. Fractals 11.0 Introduction 11.1 Countable and Uncountable Sets 11.2 Cantor Set 11.3 Dimension of Self-Similar Fractals 11.4 Box Dimension 11.5 Pointwise and Correlation Dimensions Exercises 12. Strange Attractors 12.0 Introductions 12.1 The Simplest Examples 12.2 Henon Map 12.3 Rossler System 12.4 Chemical Chaos and Attractor Reconstruction 12.5 Forced Double-Well Oscillator Exercises Answers to Selected Exercises References Author Index Subject Index

Human circadian rhythms were once thought to be insensitive to light, with synchronization to the 24-hour day accomplished either through social contacts or the sleep-wake schedule. Yet the demonstration of an intensity-dependent neuroendocrine response to bright light has led to renewed consideration of light as a possible synchronizer of the human circadian pacemaker. In a laboratory study, the output of the circadian pacemaker of an elderly woman was monitored before and after exposure to 4 hours of bright light for seven consecutive evenings, and before and after a control study in ordinary room light while her sleep-wake schedule and social contacts remained unchanged. The exposure to bright light in the evening induced a 6-hour delay shift of her circadian pacemaker, as indicated by recordings of body temperature and cortisol secretion. The unexpected magnitude, rapidity, and stability of the shift challenge existing concepts regarding circadian phase-resetting capacity in man and suggest that exposure to bright light can indeed reset the human circadian pacemaker, which controls daily variations in physiologic, behavioral, and cognitive function.

Taxi services are a vital part of urban transportation, and a considerable contributor to traffic congestion and air pollution causing substantial adverse effects on human health. Sharing taxi trips is a possible way of reducing the negative impact of taxi services on cities, but this comes at the expense of passenger discomfort quantifiable in terms of a longer travel time. Due to computational challenges, taxi sharing has traditionally been approached on small scales, such as within airport perimeters, or with dynamical ad hoc heuristics. However, a mathematical framework for the systematic understanding of the tradeoff between collective benefits of sharing and individual passenger discomfort is lacking. Here we introduce the notion of shareability network, which allows us to model the collective benefits of sharing as a function of passenger inconvenience, and to efficiently compute optimal sharing strategies on massive datasets. We apply this framework to a dataset of millions of taxi trips taken in New York City, showing that with increasing but still relatively low passenger discomfort, cumulative trip length can be cut by 40% or more. This benefit comes with reductions in service cost, emissions, and with split fares, hinting toward a wide passenger acceptance of such a shared service. Simulation of a realistic online system demonstrates the feasibility of a shareable taxi service in New York City. Shareability as a function of trip density saturates fast, suggesting effectiveness of the taxi sharing system also in cities with much sparser taxi fleets or when willingness to share is low.

We show that a current-biased series array of nonidentical Josephson junctions undergoes two transitions as a function of the spread of natural frequencies. One transition corresponds to the onset of partial synchronization, and the other corresponds to complete phase locking. In the limit of weak coupling and disorder, the system can be mapped onto an exactly solvable model introduced by Kuramoto and the transition points can be accurately predicted.

Diverse biochemical rhythms are generated by thousands of cellular oscillators that somehow manage to operate synchronously. In fields ranging from circadian biology to endocrinology, it remains an exciting challenge to understand how collective rhythms emerge in multicellular structures. Using mathematical and computational modeling, we study the effect of coupling through intercell signaling in a population of Escherichia coli cells expressing a synthetic biological clock. Our results predict that a diverse and noisy community of such genetic oscillators interacting through a quorum-sensing mechanism should self-synchronize in a robust way, leading to a substantially improved global rhythmicity in the system. As such, the particular system of coupled genetic oscillators considered here might be a good candidate to provide the first quantitative example of a synchronization transition in a population of biological oscillators.

We generalize the Kuramoto model of coupled oscillators to allow time-delayed interactions. New phenomena include bistability between synchronized and incoherent states, and unsteady solutions with time-dependent order parameters. We derive exact formulas for the stability boundaries of the incoherent and synchronized states, as a function of the delay, in the special case where the oscillators are identical. The experimental implications of the model are discussed for populations of chirping crickets, where the finite speed of sound causes communication delays, and for physical systems such as coupled phase-locked loops or lasers.

Networks of identical, symmetrically coupled oscillators can spontaneously split into synchronized and desynchronized sub-populations. Such chimera states were discovered in 2002, but are not well understood theoretically. Here we obtain the first exact results about the stability, dynamics, and bifurcations of chimera states by analyzing a minimal model consisting of two interacting populations of oscillators. Along with a completely synchronous state, the system displays stable chimeras, breathing chimeras, and saddle-node, Hopf and homoclinic bifurcations of chimeras.

The circadian clock in the suprachiasmatic nuclei is composed of multiple, single-cell circadian oscillators (clock cells). We now test the hypothesis that the circadian period in behavior is determined by the mean period that arises from the coupling of clock cells with diverse circadian periods. For these studies, we monitored firing rate rhythms of individual suprachiasmatic nuclei neurons on fixed multielectrode plates and exploited the altered circadian periods expressed by heterozygous and homozygous tau mutant hamsters. The results show that circadian period in the whole animal is determined by averaging widely dispersed periods of individual clock cells. The data also demonstrate that the tau mutation affects circadian function in a cell-autonomous manner.

Thousands of the world's languages are vanishing at an alarming rate, with 90% of them being expected to disappear with the current generation1. Here we develop a simple model of language competition that explains historical data on the decline of Welsh, Scottish Gaelic, Quechua (the most common surviving indigenous language in the Americas) and other endangered languages. A linguistic parameter that quantifies the threat of language extinction can be derived from the model and may be useful in the design and evaluation of language-preservation programmes.

We analyze a minimal model of a growing network. At each time step, a new vertex is added; then, with probability delta, two vertices are chosen uniformly at random and joined by an undirected edge. This process is repeated for t time steps. In the limit of large t, the resulting graph displays surprisingly rich characteristics. In particular, a giant component emerges in an infinite-order phase transition at delta=1/8. At the transition, the average component size jumps discontinuously but remains finite. In contrast, a static random graph with the same degree distribution exhibits a second-order phase transition at delta=1/4, and the average component size diverges there. These dramatic differences between grown and static random graphs stem from a positive correlation between the degrees of connected vertices in the grown graph-older vertices tend to have higher degree, and to link with other high-degree vertices, merely by virtue of their age. We conclude that grown graphs, however randomly they are constructed, are fundamentally different from their static random graph counterparts.

We show that series arrays of N identical overdamped Josephson junctions have extremely degenerate dynamics. In particular, we prove that such arrays have N − 3 constants of motion for all N ⩾ 3. The analysis is based on a coordinate transformation that reduces the governing equations to an (N − 3)-parameter family of low-dimensional systems. In the weak-coupling limit, the reduced equations can be analyzed completely. Either all solutions approach the synchronous state or they converge to a continuous family of incoherent oscillations, depending on a certain parameter value. At the transitional value of this parameter, the system becomes completely integrable. Then the phase space is foliated by invariant two-dimensional tori, for any N ⩾ 3. The infinite-N limit of the system is an integro-partial differential equation with rigorously low-dimensional dynamics. It supports solitons in the integrable case, and chaotic waves in the non-integrable case.

'SYNC' IS A STORY OF A DAZZLING KIND OF ORDER IN THE UNIVERSE, THE HARMONY THAT COMES FROM CYCLES IN SYNC. THE TENDENCY TO SYCHRONIZE IS ONE OF THE MOST FAR- REACHING DRIVES IN ALL OF NATURE. IT EXTENDS FROM PEOPLE TO PLANETS, FROM ANIMALS TO ATOMS. IN 'SYNC' PROFESSOR STEVEN STROGATZ CONSIDERS A RANGE OF APPLICATIONS - HUMAN SLEEP AND CIRCADIAN RHYTHMS, MENSTRUAL SYNCHRONY, INSECT OUTBREAKS, SUPERCONDUCTORS, LASERS, SECRET CODES, HEART ARRHYTHMIAS AND FADS - CONNECTING ALL TRHOUGH AN EXPLORATION OF THE SAME MATHEMATICAL THEME: SELF- ORGANISATION, OR THE SPONTANEOUS EMERGENCE OF ORDER OUT OF CHAOS. FOCUSED ENOUGH TO PRESENT A COHERENT WORLD UNTO THEMSELVES, STROGATZ'S CHOSEN TOPICS TOUCH ON SEVERAL OF THE HOTTEST DIRECTIONS IN CONTEMPORARY SCIENCE.

The circuit equations for certain series arrays of Josephson junctions can be mapped onto a simple model originally introduced by Kuramoto [in Proceedings of the International Symposium on Mathematical Problems in Theoretical Physics, edited by H. Araki, Lecture Notes in Physics Vol. 39 (Springer, Berlin, 1975)] to study fundamental aspects of frequency locking in large populations of nonlinear oscillators. This correspondence makes it possible to derive accurate theoretical predictions of transitions signaling the onset of partial and complete locking, respectively. We calculate that both transitions should be observable experimentally using present fabrication tolerances.

Do regional boundaries defined by governments respect the more natural ways that people interact across space? This paper proposes a novel, fine-grained approach to regional delineation, based on analyzing networks of billions of individual human transactions. Given a geographical area and some measure of the strength of links between its inhabitants, we show how to partition the area into smaller, non-overlapping regions while minimizing the disruption to each person's links. We tested our method on the largest non-Internet human network, inferred from a large telecommunications database in Great Britain. Our partitioning algorithm yields geographically cohesive regions that correspond remarkably well with administrative regions, while unveiling unexpected spatial structures that had previously only been hypothesized in the literature. We also quantify the effects of partitioning, showing for instance that the effects of a possible secession of Wales from Great Britain would be twice as disruptive for the human network than that of Scotland.

We consider a generalization of the Kuramoto model in which the oscillators are coupled to the mean field with random signs. Oscillators with positive coupling are ``conformists''; they are attracted to the mean field and tend to synchronize with it. Oscillators with negative coupling are ``contrarians''; they are repelled by the mean field and prefer a phase diametrically opposed to it. The model is simple and exactly solvable, yet some of its behavior is surprising. Along with the stationary states one might have expected (a desynchronized state, and a partially-synchronized state, with conformists and contrarians locked in antiphase), it also displays a traveling wave, in which the mean field oscillates at a frequency different from the population's mean natural frequency.

It is not uncommon for certain social networks to divide into two opposing camps in response to stress. This happens, for example, in networks of political parties during winner-takes-all elections, in networks of companies competing to establish technical standards, and in networks of nations faced with mounting threats of war. A simple model for these two-sided separations is the dynamical system dX / dt = X 2 , where X is a matrix of the friendliness or unfriendliness between pairs of nodes in the network. Previous simulations suggested that only two types of behavior were possible for this system: Either all relationships become friendly or two hostile factions emerge. Here we prove that for generic initial conditions, these are indeed the only possible outcomes. Our analysis yields a closed-form expression for faction membership as a function of the initial conditions and implies that the initial amount of friendliness in large social networks (started from random initial conditions) determines whether they will end up in intractable conflict or global harmony.

We analyze a large system of globally coupled phase oscillators whose natural frequencies are bimodally distributed. The dynamics of this system has been the subject of long-standing interest. In 1984 Kuramoto proposed several conjectures about its behavior; ten years later, Crawford obtained the first analytical results by means of a local center manifold calculation. Nevertheless, many questions have remained open, especially about the possibility of global bifurcations. Here we derive the system's stability diagram for the special case where the bimodal distribution consists of two equally weighted Lorentzians. Using an ansatz recently discovered by Ott and Antonsen, we show that in this case the infinite-dimensional problem reduces exactly to a flow in four dimensions. Depending on the parameters and initial conditions, the long-term dynamics evolves to one of three states: incoherence, where all the oscillators are desynchronized; partial synchrony, where a macroscopic group of phase-locked oscillators coexists with a sea of desynchronized ones; and a standing wave state, where two counter-rotating groups of phase-locked oscillators emerge. Analytical results are presented for the bifurcation boundaries between these states. Similar results are also obtained for the case in which the bimodal distribution is given by the sum of two Gaussians.

This article has explored history, recent advances, and challenges in distributed synchronization for distributed wireless systems. It is focused on synchronization schemes based on exchange of signals at the physical layer and corresponding baseband processing, wherein analysis and design can be performed using known tools from signal processing. Emphasis has also been given on the synergy between distributed synchronization and distributed estimation/detection problems. Finally, we have touched upon synchronization of nonperiodic (chaotic) signals. Overall, we hope to have conveyed the relevance of the subject and to have provided insight on the open issues and available analytical tools that could inspire further research within the signal processing community.

Spiral waves are ubiquitous in two-dimensional systems of chemical or biological oscillators coupled locally by diffusion. At the center of such spirals is a phase singularity, a topological defect where the oscillator amplitude drops to zero. But if the coupling is nonlocal, a new kind of spiral can occur, with a circular core consisting of desynchronized oscillators running at full amplitude. Here we provide the first analytical description of such a spiral wave chimera, and use perturbation theory to calculate its rotation speed and the size of its incoherent core.

Synchronization occurs in many natural and technological systems, from cardiac pacemaker cells to coupled lasers. In the synchronized state, the individual cells or lasers coordinate the timing of their oscillations, but they do not move through space. A complementary form of self-organization occurs among swarming insects, flocking birds, or schooling fish; now the individuals move through space, but without conspicuously altering their internal states. Here we explore systems in which both synchronization and swarming occur together. Specifically, we consider oscillators whose phase dynamics and spatial dynamics are coupled. We call them swarmalators, to highlight their dual character. A case study of a generalized Kuramoto model predicts five collective states as possible long-term modes of organization. These states may be observable in groups of sperm, Japanese tree frogs, colloidal suspensions of magnetic particles, and other biological and physical systems in which self-assembly and synchronization interact.

We analyze a model of globally coupled nonlinear oscillators with randomly distributed frequencies. Twenty-five years ago it was conjectured that, for coupling strengths below a certain threshold, this system would always relax to an incoherent state. We prove this conjecture for the system linearized about the incoherent state, for frequency distributions with compact support. The relaxation is exponentially fast at intermediate times but slower than exponential at long times. The decay mechanism is remarkably similar to Landau damping in plasmas, even though the model was originally inspired by biological rhythms.

We analyze a large dynamical system of limit-cycle oscillators with mean-field coupling and randomly distributed natural frequencies. Depending on the choice of coupling strength and the spread of natural frequencies, the system exhibits frequency locking, amplitude death, and incoherence, as well as novel unsteady behavior characterized by periodic, quasiperiodic, or chaotic evolution of the system's order parameter. The phase boundaries between several of these states are obtained analytically.

We suggest a new line of research that we hope will appeal to the nonlinear dynamics community, especially the readers of this Focus Issue. Consider a network of identical oscillators. Suppose the synchronous state is locally stable but not globally stable; it competes with other attractors for the available phase space. How likely is the system to synchronize, starting from a random initial condition? And how does the probability of synchronization depend on the way the network is connected? On the one hand, such questions are inherently difficult because they require calculation of a global geometric quantity, the size of the “sync basin” (or, more formally, the measure of the basin of attraction for the synchronous state). On the other hand, these questions are wide open, important in many real-world settings, and approachable by numerical experiments on various combinations of dynamical systems and network topologies. To give a case study in this direction, we report results on the sync basin for a ring of n⪢1 identical phase oscillators with sinusoidal coupling. Each oscillator interacts equally with its k nearest neighbors on either side. For k∕n greater than a critical value (approximately 0.34, obtained analytically), we show that the sync basin is the whole phase space, except for a set of measure zero. As k∕n passes below this critical value, coexisting attractors are born in a well-defined sequence. These take the form of uniformly twisted waves, each characterized by an integer winding number q, the number of complete phase twists in one circuit around the ring. The maximum stable twist is proportional to n∕k; the constant of proportionality is also obtained analytically. For large values of n∕k, corresponding to large rings or short-range coupling, many different twisted states compete for their share of phase space. Our simulations reveal that their basin sizes obey a tantalizingly simple statistical law: the probability that the final state has q twists follows a Gaussian distribution with respect to q. Furthermore, as n∕k increases, the standard deviation of this distribution grows linearly with n∕k. We have been unable to explain either of these last two results by anything beyond a hand-waving argument.

We show that a dynamical system of N phase oscillators with global cosine coupling is completely integrable. In particular, we prove that the N-dimensional phase space is foliated by invariant two-dimensional tori, for all N\ensuremath{\ge}3. Explicit expressions are given for the constants of motion, and for the solitary waves that occur in the continuum limit. Our analysis elucidates the origin of the remarkable phase space structure detected in recent numerical studies of globally coupled arrays of Josephson junctions, lasers, and Ginzburg-Landau oscillators.

We derive a stability criterion for the synchronous state in networks of identical phase oscillators with delayed coupling. The criterion applies to any network (whether regular or random, low dimensional or high dimensional, directed or undirected) in which each oscillator receives delayed signals from k others, where k is uniform for all oscillators.

We consider the interaction of a large number of limit-cycle oscillators with linear, all-to-all coupling and a distribution of natural frequencies. The system exhibits extremely rich dynamics as the coupling strength and the width of the frequency distribution are varied. We find a variety of steady behaviors that can be described by a stationary distribution in phase space: frequency locking, amplitude death, incoherence and partial locking. An unexpected result is that the system can also exhibit unsteady behavior, in which the phase space distribution evolves periodically, quasiperiodically or even chaotically. The simple form of the model allows us to derive several analytical results. The stability boundaries of amplitude death and incoherence are found explicitly. Rigorous results on the existence and stability of frequency locking are also obtained.

Arrays of identical limit-cycle oscillators have been used to model a wide variety of pattern-forming systems, such as neural networks, convecting fluids, laser arrays and coupled biochemical oscillators. These systems are known to exhibit rich collective behavior, from synchrony and traveling waves to spatiotemporal chaos and incoherence. Recently, Kuramoto and his colleagues reported a strange new mode of organization — here called the chimera state — in which coherence and incoherence exist side by side in the same system of oscillators. Such states have never been seen in systems with either local or global coupling; they are apparently peculiar to the intermediate case of nonlocal coupling. Here we give an exact solution for the chimera state, for a one-dimensional ring of phase oscillators coupled nonlocally by a cosine kernel. The analysis reveals that the chimera is born in a continuous bifurcation from a spatially modulated drift state, and dies in a saddle-node collision with an unstable version of itself.

Recent observations suggest that the basic supranucleosomal structure of chromatin is a zigzag helical ribbon with a repeat unit made of two nucleosomes connected by a relaxed spacer DNA. A remarkable feature of one particular ribbon is that it solves the apparent paradox between the number of DNA turns per nucleosome and the total linking number of a nucleosome-containing closed circular DNA molecule. We show here that the repeat unit of the proposed structure, which contains two nucleosomes with -1 3/4 DNA turns per nucleosome and one spacer crossover per repeat, contributes -2 to the linking number of closed circular DNA. Space-filling models show that the cylindrical 250-A chromatin fiber can be generated by twisting the ribbon.

We study phase-locking in a network of coupled nonlinear oscillators with local interactions and random intrinsic frequencies. The oscillators are located at the vertices of a graph and interact along the edges. They are coupled by sinusoidal functions of the phase differences across the edges, and their intrinsic frequencies are independent and identically distributed with finite mean and variance. We derive an exact expression for the probability of phase-locking in a linear chain of such oscillators and prove that this probability tends to zero as the number of oscillators grows without bound. However, if the coupling strength increases as the square root of the number of oscillators, the probability of phase-locking tends to a limiting distribution, the Kolmogorov-Smirnov distribution. This latter result is obtained by showing that the phase-locking problem is equivalent to a discretization of pinned Brownian motion. The results on chains of oscillators are extended to more general graphs. In particular, for a hypercubic lattice of any dimension, the probability of phase-locking tends to zero exponentially fast as the number of oscillators grows without bound. We also consider a less stringent type of synchronization, characterized by large clusters of oscillators mutually entrained at the same average frequency. It is shown that if such clusters exist, they necessarily have a sponge-like geometry.

We analyze the linear stability of the phase-locked state in the Kuramoto model of coupled oscillators. The main result is the first rigorous characterization of the spectrum and its associated eigenvectors, for any finite number of oscillators. All but two of the eigenvalues are negative, and merge into a continuous spectrum as the number of oscillators tends to infinity. One eigenvalue is always zero, by rotational invariance. The final eigenvalue, corresponding to a collective mode, determines the stability of the locked state.

We model a close-knit community of friends and enemies as a fully connected network with positive and negative signs on its edges. Theories from social psychology suggest that certain sign patterns are more stable than others. This notion of social ``balance'' allows us to define an energy landscape for such networks. Its structure is complex: numerical experiments reveal a landscape dimpled with local minima of widely varying energy levels. We derive rigorous bounds on the energies of these local minima and prove that they have a modular structure that can be used to classify them.

Systems of N identical phase oscillators with global sinusoidal coupling are known to display low-dimensional dynamics. Although this phenomenon was first observed about 20 years ago, its underlying cause has remained a puzzle. Here we expose the structure working behind the scenes of these systems, by proving that the governing equations are generated by the action of the Mobius group, a three-parameter subgroup of fractional linear transformations that map the unit disc to itself. When there are no auxiliary state variables, the group action partitions the N-dimensional state space into three-dimensional invariant manifolds (the group orbits). The N-3 constants of motion associated with this foliation are the N-3 functionally independent cross ratios of the oscillator phases. No further reduction is possible, in general; numerical experiments on models of Josephson junction arrays suggest that the invariant manifolds often contain three-dimensional regions of neutrally stable chaos.

We analyze the periodically forced Kuramoto model. This system consists of an infinite population of phase oscillators with random intrinsic frequencies, global sinusoidal coupling, and external sinusoidal forcing. It represents an idealization of many phenomena in physics, chemistry, and biology in which mutual synchronization competes with forced synchronization. In other words, the oscillators in the population try to synchronize with one another while also trying to lock onto an external drive. Previous work on the forced Kuramoto model uncovered two main types of attractors, called forced entrainment and mutual entrainment, but the details of the bifurcations between them were unclear. Here we present a complete bifurcation analysis of the model for a special case in which the infinite-dimensional dynamics collapse to a two-dimensional system. Exact results are obtained for the locations of Hopf, saddle-node, and Takens–Bogdanov bifurcations. The resulting stability diagram bears a striking resemblance to that for the weakly nonlinear forced van der Pol oscillator.

On its opening day the London Millennium footbridge experienced unexpected large amplitude wobbling subsequent to the migration of pedestrians onto the bridge. Modeling the stepping of the pedestrians on the bridge as phase oscillators, we obtain a model for the combined dynamics of people and the bridge that is analytically tractable. It provides predictions for the phase dynamics of individual walkers and for the critical number of people for the onset of oscillations. Numerical simulations and analytical estimates reproduce the linear relation between pedestrian force and bridge velocity as observed in experiments. They allow prediction of the amplitude of bridge motion, the rate of relaxation to the synchronized state and the magnitude of the fluctuations due to a finite number of people.

Novelties are a familiar part of daily life. They are also fundamental to the evolution of biological systems, human society, and technology. By opening new possibilities, one novelty can pave the way for others in a process that Kauffman has called "expanding the adjacent possible". The dynamics of correlated novelties, however, have yet to be quantified empirically or modeled mathematically. Here we propose a simple mathematical model that mimics the process of exploring a physical, biological, or conceptual space that enlarges whenever a novelty occurs. The model, a generalization of Polya's urn, predicts statistical laws for the rate at which novelties happen (Heaps' law) and for the probability distribution on the space explored (Zipf's law), as well as signatures of the process by which one novelty sets the stage for another. We test these predictions on four data sets of human activity: the edit events of Wikipedia pages, the emergence of tags in annotation systems, the sequence of words in texts, and listening to new songs in online music catalogues. By quantifying the dynamics of correlated novelties, our results provide a starting point for a deeper understanding of the adjacent possible and its role in biological, cultural, and technological evolution.

Sharing rides could drastically improve the efficiency of car and taxi transportation. Unleashing such potential, however, requires understanding how urban parameters affect the fraction of individual trips that can be shared, a quantity that we call shareability. Using data on millions of taxi trips in New York City, San Francisco, Singapore, and Vienna, we compute the shareability curves for each city, and find that a natural rescaling collapses them onto a single, universal curve. We explain this scaling law theoretically with a simple model that predicts the potential for ride sharing in any city, using a few basic urban quantities and no adjustable parameters. Accurate extrapolations of this type will help planners, transportation companies, and society at large to shape a sustainable path for urban growth.

We consider a variant of the Kuramoto model in which all the oscillators are now assumed to have the same natural frequency, but some of them are negatively coupled to the mean field. These contrarian oscillators tend to align in antiphase with the mean field, whereas, the positively coupled conformist oscillators favor an in-phase relationship. The interplay between these effects can lead to rich dynamics. In addition to a splitting of the population into two diametrically opposed factions, the system can also display traveling waves, complete incoherence, and a blurred version of the two-faction state. Exact solutions for these states and their bifurcations are obtained by means of the Watanabe-Strogatz transformation and the Ott-Antonsen ansatz. Curiously, this system of oscillators with identical frequencies turns out to exhibit more complicated dynamics than its counterpart with heterogeneous natural frequencies.

In 1967 Winfree proposed a mean-field model for the spontaneous synchronization of chorusing crickets, flashing fireflies, circadian pacemaker cells, or other large populations of biological oscillators. Here we give the first bifurcation analysis of the model, for a tractable special case. The system displays rich collective dynamics as a function of the coupling strength and the spread of natural frequencies. Besides incoherence, frequency locking, and oscillator death, there exist hybrid solutions that combine two or more of these states. We present the phase diagram and derive several of the stability boundaries analytically.

In a recent numerical study, Gang et al. [Phys. Rev. Lett. 71, 807 (1993)] presented the first example of stochastic resonance in an autonomous system. They considered a two-variable model in which a limit cycle is born as some parameter is varied. Their numerical experiments revealed various noise-induced effects, including a noise-induced shift in the frequency of the limit-cycle oscillations, and noise-induced oscillations in the absence of a deterministic limit cycle. We show that both of these effects are simple consequences of the nonuniformity of the motion along the limit cycle.

The authors study mutual synchronisation in a model of interacting limit cycle oscillators with random intrinsic frequencies. It is shown rigorously that the model exhibits no long-range order in one dimension, and that in higher-dimensional lattices, large clusters of synchronised oscillators necessarily have a sponge-like structure. Surprisingly, the phase-locking behaviour of the mean-field model is completely different from that of any finite-dimensional lattice, indicating that d= infinity is the upper critical dimension for phase locking.

The human circadian pacemaker modulates our desire and ability to fall asleep at different times of day. To study this circadian component of sleep tendency, we have analyzed the sleep-wake patterns recorded from 15 free-running subjects in whom the sleep-wake cycle spontaneously desynchronized from the circadian rhythm of body temperature. The analysis indicates that the distribution of sleep onsets during free run is bimodal, with one peak at the temperature trough and, contrary to previous reports, a second peak 9-10 h later. Furthermore, there are two consistent zones in the circadian temperature cycle during which normal subjects rarely fall asleep. We hypothesize that this bimodal rhythm of sleep tendency, revealed under free-running conditions, maintains the same fixed phase relation to the circadian temperature cycle during 24-h entrainment. This would imply that normally entrained individuals should experience a peak of sleep tendency in the midafternoon and a zone of minimal sleep tendency approximately 1-3 h before habitual bedtime. Our temporal isolation data thereby account quantitatively for the timing of the afternoon siesta and suggest that malfunctions of the phasing of the circadian pacemaker may underlie the insomnia associated with sleep-scheduling disorders.

We analyze the damped, driven, discrete sine-Gordon equation with periodic boundary conditions and constant forcing. Analytical and numerical results are presented about the existence, stability, and bifurcations of traveling waves in this system. These results are compared with experimental measurements of the current-voltage (I–V) characteristics of a ring of N = 8 underdamped Josephson junctions. We find two types of traveling waves: low-velocity kinks and high-velocity whirling modes. The kinks excite small-amplitude linear waves intheir wake. At certain drive strengths, the linear waves phase-lock to the kink, generating resonant steps in the I–V curve. Steps also occur in the high-velocity region, due to parametric instabilities of the whirling mode. We analyze the onset of these instabilities, then numerically study the secondary bifurcations and complex spatiotemporal phenomena that occur past the onset. In all cases, the measured voltage locations of the resonant steps are in good agreement with the predictions.

We study a set of N globally coupled ordinary differential equations of the form encountered in circuit analysis of superconducting Josephson junction arrays. Particular attention is paid to two kinds of simple time-periodic behavior, known as in-phase and splay phase states. Some results valid for general N, as well as further results for N = 2 and N → ∞, are presented; a recurring theme is the appearance of very weak dynamics near the periodic states. The implications for Josephson junction arrays are discussed.

In recent numerical experiments on series arrays of overdamped Josephson junctions, Nichols and Wiesenfeld [Phys. Rev. A 45, 8430 (1992)] discovered that the periodic states known as splay states are neutrally stable in all but four directions in phase space. We present a theory that accounts for this enormous degree of neutral stability. The theory also predicts the four non-neutral Floquet multipliers to within 0.1% of their numerically computed values. The analytical approach used here may be appli- cable to other globally coupled systems of oscillators, such as multimode lasers, electronic oscillator circuits, and solid-state laser arrays.

We solve a long-standing stability problem for the Kuramoto model of coupled oscillators. This system has attracted mathematical attention, in part because of its applications in fields ranging from neuroscience to condensed-matter physics, and also because it provides a beautiful connection between nonlinear dynamics and statistical mechanics. The model consists of a large population of phase oscillators with all-to-all sinusoidal coupling. The oscillators' intrinsic frequencies are randomly distributed across the population according to a prescribed probability density, here taken to be unimodal and symmetric about its mean. As the coupling between the oscillators is increased, the system spontaneously synchronizes: The oscillators near the center of the frequency distribution lock their phases together and run at the same frequency, while those in the tails remain unlocked and drift at different frequencies. Although this "partially locked" state has been observed in simulations for decades, its stability has never been analyzed mathematically. Part of the difficulty is in formulating a reasonable infinite-N limit of the model. Here we describe such a continuum limit, and prove that the corresponding partially locked state is, in fact, neutrally stable, contrary to what one might have expected. The possible implications of this result are discussed.

Superlinear scaling in cities, which appears in sociological quantities such as economic productivity and creative output relative to urban population size, has been observed, but not been given a satisfactory theoretical explanation. Here we provide a network model for the superlinear relationship between population size and innovation found in cities, with a reasonable range for the exponent.

The network characteristics based on the phonological similarities in the lexicons of several languages were examined. These languages differed widely in their history and linguistic structure, but commonalities in the network characteristics were observed. These networks were also found to be different from other networks studied in the literature. The properties of these networks suggest explanations for various aspects of linguistic processing and hint at deeper organization within the human language.

We consider a variant of the Kuramoto model of coupled oscillators in which both attractive and repulsive pairwise interactions are allowed. The sign of the coupling is assumed to be a characteristic of a given oscillator. Specifically, some oscillators repel all the others, thus favoring an antiphase relationship with them. Other oscillators attract all the others, thus favoring an in-phase relationship. The Ott-Antonsen ansatz is used to derive the exact low-dimensional dynamics governing the system's long-term macroscopic behavior. The resulting analytical predictions agree with simulations of the full system. We explore the effects of changing various parameters, such as the width of the distribution of natural frequencies and the relative strengths and proportions of the positive and negative interactions. For the particular model studied here we find, unexpectedly, that the mixed interactions produce no new effects. The system exhibits conventional mean-field behavior and displays a second-order phase transition like that found in the original Kuramoto model. In contrast to our recent study of a different model with mixed interactions [Phys. Rev. Lett. 106, 054102 (2011)], the π state and traveling-wave state do not appear for the coupling type considered here.

We analyze the replicator-mutator equations for the rock-paper-scissors game. Various graph-theoretic patterns of mutation are considered, ranging from a single unidirectional mutation pathway between two of the species, to global bidirectional mutation among all the species. Our main result is that the coexistence state, in which all three species exist in equilibrium, can be destabilized by arbitrarily small mutation rates. After it loses stability, the coexistence state gives birth to a stable limit cycle solution created in a supercritical Hopf bifurcation. This attracting periodic solution exists for all the mutation patterns considered, and persists arbitrarily close to the limit of zero mutation rate and a zero-sum game.

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, are natural hosts for the sensors. Using a ball-in-bin model in tandem with a simple model of taxi movements, we 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 taxis' motion combines 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 empirical taxi data. Our results have direct utility for town councilors, smart-city designers, and other urban decision makers.

We report the first observation of phase locking between a kink propagating in a highly discrete system and the linear waves excited in its wake. The current-voltage ($I\ensuremath{-}V$) characteristics of discrete rings of Josephson junctions have been measured. Resonant steps appear in the $I\ensuremath{-}V$ curve, due to phase locking between a propagating vortex and its induced radiation. Unexpectedly, mode numbers outside the first Brillouin zone are physically relevant, due to the nonlinearity of the system.

We study how the interplay between the memory immune response and pathogen mutation affects epidemic dynamics in two related models. The first explicitly models pathogen mutation and individual memory immune responses, with contacted individuals becoming infected only if they are exposed to strains that are significantly different from other strains in their memory repertoire. The second model is a reduction of the first to a system of difference equations. In this case, individuals spend a fixed amount of time in a generalized immune class. In both models, we observe four fundamentally different types of behavior, depending on parameters: (1) pathogen extinction due to lack of contact between individuals, (2) endemic infection (3) periodic epidemic outbreaks, and (4) one or more outbreaks followed by extinction of the epidemic due to extremely low minima in the oscillations. We analyze both models to determine the location of each transition. Our main result is that pathogens in highly connected populations must mutate rapidly in order to remain viable.

We study a specific system of symmetrically coupled oscillators using the method of averaging. The equations describe a series array of Josephson junctions. We concentrate on the dynamics near the splay-phase state (also known as the antiphase state, ponies on a merry-go-round, or rotating wave). We calculate the Floquet exponents of the splay-phase periodic orbit in the weak-coupling limit, and find that all of the Floquet exponents are purely imaginary; in fact, all the Floquet exponents are zero except for a single complex conjugate pair. Thus, nested two-tori of doubly periodic solutions surround the splay-phase state in the linearized averaged equations. We numerically integrate the original system, and find startling agreement with the averaging results on two counts: The observed ratio of frequencies is very close to the prediction, and the solutions of the full equations appear to be either periodic or doubly periodic, as they are in the averaged equations. Such behavior is quite surprising from the point of view of generic dynamical systems theory-one expects higher-dimensional tori and chaotic solutions. We show that the functional form of the equations, and not just their symmetry, is responsible for this nongeneric behavior.

Motivated by the recent work of Bajer &amp; Moffatt (1990), we investigate the kinematics of bounded steady Stokes flows. Specifically, we consider the streamlines inside a neutrally buoyant spherical drop immersed in a general linear flow. The Eulerian velocity field internal to the drop, known analytically, is a cubic function of position. For a wide range of parameters the internal streamlines, hence the fluid particle paths, may wander chaotically. Typical Poincaré sections show both ordered and chaotic regions. The extent and existence of chaotic wandering is related to (i) the orientation of the vorticity vector relative to the principal axes of strain of the undisturbed flow and (ii) the magnitude of the vorticity relative to the magnitude of the rate-of-strain tensor. In the limit of small vorticity, we use the method of averaging to predict the size of the dominant island region. This yields the critical orientation of the vorticity vector at which this dominant island disappears so that particle paths fill almost the entire Poincaré section. The problem studied here appears to be one of the simplest, physically realizable, bounded steady Stokes flows which produces chaotic streamlines.

We analyze a large system of nonlinear oscillators with random pinning, mean-field coupling and external drive. For small coupling and drive strength, the system evolves to an incoherent pinned state, with all the oscillators stuck at random phases. As the coupling or drive strength is increased beyond a depinning treshold, the steady-state solution switches to a coherent moving state, with all the oscillators moving nearly in phase. This depinning transition is discontinuous and hysteretic. We also show analytically that there is a delayed onset of coherence in response to a sudden superthreshold drive. The time delay increases as the threshold is approached from above. The discontinuous, hysteretic transition and the delayed onset of coherence are directly attributable to the form of the coupling, which is periodic in the phase difference between oscillators. The system studied here provides a simple model of charge-density wave transport in certain quasi-one-dimensional metals and semiconductors in the regime where phase-slip is important; however this paper is intended primarily as a study of a model system with analytically tractable collective dynamics.

During prolonged temporal isolation in caves or windowless rooms, human subjects often develop complicated sleep-wake patterns. Seeking lawful structure in these patterns, we have reanalyzed the spontaneous timing of 359 sleep-wake cycles recorded from 15 internally desynchronized human subjects. The observed sleep-wake patterns obey a simple rule: The phase of the circadian temperature rhythm at bedtime determines the lengths of both prior wake (α) and subsequent sleep (ρ). From this rule we derive an average a:r relationship that depends on circadian phase. The relationship reconciles the established negative α:ρ correlation observed in synchronized subjects with the positive α:ρ correlation found in desynchronized subjects. Our most surprising result concerns the residual deviations of α and ρ from their circadian phase-adjusted mean values. We report that there is no significant positive correlation between the residuals of α and ρ, contrary to the prediction of restorative models of sleep duration. Our findings illuminate the mechanisms underlying sleep regulation and provide much-needed tests of mathematical models of the sleep-wake cycle.

Recent papers have demonstrated that synchronization in the Lorenz system is highly robust to additive perturbation of the drive signal. This property has led to a concept known as chaotic signal masking and recovery. This paper presents experiments and an approximate analytical model that quantify and explain the observed robustness of synchronization in the Lorenz system. In particular, we explain why speech and other narrowband perturbations can be recovered faithfully, even though the synchronization error is comparable in power to the message itself.

We present a mean-field analysis of a many-body dynamical system which models charge-density-wave transport in the presence of random pinning impurities. Phase slip between charge-density-wave domains is modeled by a coupling term that is periodic in the phase differences. When driven by an external field, the system exhibits a first-order depinning transition, hysteresis, and switching between pinned and sliding states, and a delayed onset of sliding near threshold.

We study the nonlinear dynamics of series arrays of Josephson junctions in the large-N limit, where N is the number of junctions in the array. The junctions are assumed to be identical, overdamped, driven by a constant bias current, and globally coupled through a common load. Previous simulations of such arrays revealed that their dynamics are remarkably simple, hinting at the presence of some hidden symmetry or other structure. These observations were later explained by the discovery of N-3 constants of motion, the choice of which confines the resulting flow in phase space to a low-dimensional invariant manifold. Here we show that the dimensionality can be reduced further by restricting attention to a special family of states recently identified by Ott and Antonsen. In geometric terms, the Ott-Antonsen ansatz corresponds to an invariant submanifold of dimension one less than that found earlier. We derive and analyze the flow on this submanifold for two special cases: an array with purely resistive loading and another with resistive-inductive-capacitive loading. Our results recover (and in some instances improve) earlier findings based on linearization arguments.

Some of the most pivotal moments in intellectual history occur when a new ideology sweeps through a society, supplanting an established system of beliefs in a rapid revolution of thought. Yet in many cases the new ideology is as extreme as the old. Why is it then that moderate positions so rarely prevail? Here, in the context of a simple model of opinion spreading, we test seven plausible strategies for deradicalizing a society and find that only one of them significantly expands the moderate subpopulation without risking its extinction in the process.

Novelties are part of our daily lives. We constantly adopt new technologies, conceive new ideas, meet new people, experiment with new situations. Occasionally, we as individuals, in a complicated cognitive and sometimes fortuitous process, come up with something that is not only new to us, but to our entire society so that what is a personal novelty can turn into an innovation at a global level. Innovations occur throughout social, biological and technological systems and, though we perceive them as a very natural ingredient of our human experience, little is known about the processes determining their emergence. Still the statistical occurrence of innovations shows striking regularities that represent a starting point to get a deeper insight in the whole phenomenology. This paper represents a small step in that direction, focusing on reviewing the scientific attempts to effectively model the emergence of the new and its regularities, with an emphasis on more recent contributions: from the plain Simon's model tracing back to the 1950s, to the newest model of Polya's urn with triggering of one novelty by another. What seems to be key in the successful modelling schemes proposed so far is the idea of looking at evolution as a path in a complex space, physical, conceptual, biological, technological, whose structure and topology get continuously reshaped and expanded by the occurrence of the new. Mathematically it is very interesting to look at the consequences of the interplay between the "actual" and the "possible" and this is the aim of this short review.

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. Then, there is a critical value of μ above which the system is guaranteed to converge to the in-phase synchronous state for almost all initial conditions. The precise value of μ remains unknown. In 2018, Ling, Xu, and Bandeira proved that if each oscillator is coupled to at least 79.29% of all the others, global synchrony is ensured. In 2019, Lu and Steinerberger improved this bound to 78.89%. Here, we find clues that the critical connectivity may be exactly 75%. 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=2m can be destabilized by adding just O(nlog2⁡n) edges. To finish the proof, one needs to rule out all other candidate attractors. We have done this for n≤8 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.

August 1972 saw the publication of Philip Anderson’s essay ‘More is different’. In it, he crystallized the idea of emergence, arguing that “at each level of complexity entirely new properties appear” — that is, although, for example, chemistry is subject to the laws of physics, we cannot infer the field of chemistry from our knowledge of physics. Fifty years on from this landmark publication, eight scientists describe the most interesting phenomena that emerge in their fields. Fifty years after the publication of Philip Anderson’s landmark essay ‘More is different’ that crystallized the idea of emergence, eight scientists describe the most interesting phenomena that emerge in their fields.

This is the first of a series of papers on the anatomy of three-dimensional dissipative structures in excitable media. The Belousov-Zhabotinsky reagent provides examples. We describe the propagation of chemical waves in such media first in terms of “phase” in a cycle of excitation and relaxation, then in terms of chemical concentration surfaces. Phase singularities are shown to arise in a natural way as ring-like filaments in three dimensions. We describe the known methods of creating singularities and the simplest wave structure organized by a singular filament: the experimentally demonstrated scroll ring.

Evolutionary graph theory models the effects of natural selection and random drift on structured populations of competing mutant and nonmutant 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 nonmutants. 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 a 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.

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.

We analyze a mean-field model for a large array of coupled solid-state lasers with randomly distributed natural frequencies. Using techniques developed previously for coupled nonlinear oscillators, we derive exact formulas for the stability boundaries of the phase locked, incoherent, and off states, as functions of the coupling and pump strength and the spread of natural frequencies. For parameters in the intermediate regime between total incoherence and perfect phase locking, numerical simulations reveal a variety of unsteady collective states in which all the lasers' intensities vary periodically, quasiperiodically, or chaotically.

We analyze the damped driven discrete sine-Gordon equation. For underdamped, highly discrete systems, we show that whirling periodic solutions undergo parametric instabilities at certain drive strengths. The theory predicts novel resonant steps in the current-voltage characteristics of discrete Josephson rings, occurring in the return path of the subgap region. We have observed these steps experimentally in a ring of 8 underdamped junctions. An unusual prediction, verified experimentally, is that such steps occur even if there are no vortices in the ring. Numerical simulations indicate that complex spatiotemporal behavior occurs past the onset of instability.

(1988). Love Affairs and Differential Equations. Mathematics Magazine: Vol. 61, No. 1, pp. 35-35.

This is the last of four papers on the anatomy of three-dimensional organizing centers in excitable media. These organizing centers are made of “scroll ring waves” with twists and knots in them, diversely linked together. Each such aggregate of linked rings is characterized by a handful of “topological quantum numbers” which partition the family of organizing centers into discrete classes, or “atoms”. We derive the rules which govern nuclear structure in this periodic table, as well as the selection rules for transmutation.

This is the third of a series of papers on the anatomy of three-dimensional organizing centers in excitable media. We here ask whether all self-consistent waves in excitable media are topologically equivalent to the experimentally-verified scroll ring, whose axis lies in a plane. As a test case we examine a scroll ring whose axis contains a knot. It proves to be incompatible with the requirements of physical chemistry unless simultaneously twisted by an amount equal to the “writhing number” of its axis (which is zero for planar closed curves). Appropriate initial conditions are suggested for experimentally creating a wave whose source is a scroll ring knotted and twisted in this way.

Previous network analyses of several languages revealed a unique set of structural characteristics.One of these characteristics-the presence of many smaller components (referred to as islands)-was further examined with a comparative analysis of the island constituents.The results showed that Spanish words in the islands tended to be phonologically and semantically similar to each other, but English words in the islands tended only to be phonologically similar to each other.The results of this analysis yielded hypotheses about language processing that can be tested with psycholinguistic experiments, and offer insight into cross-language differences in processing that have been previously observed.