Emergence of synchronization in Kuramoto model with frustration under general network topology
Abstract.
In this paper, we will study the emergent behavior of Kuramoto model with frustration on a general digraph containing a spanning tree. We provide a sufficient condition for the emergence of asymptotical synchronization if the initial data is confined in half circle. As lack of uniform coercivity in general digraph, we apply the node decomposition criteria in [25] to capture a clear hierarchical structure, which successfully yields the dissipation mechanism of phase diameter and a small invariant set after finite time. Then the dissipation of frequency diameter will be clear, which eventually leads to the synchronization.
Key words and phrases:
Kuramoto model, frustration, general digraph, spanning tree, hypo-coercivity, synchronizationMathematics Subject Classification:
34D06, 34C15,92B25, 70F99.
1. Introduction
Synchronized behavior in complex systems is ubiquitous and has been extensively investigated in various academic communities such as physics, biology, engineering [2, 7, 29, 37, 36, 39, 40, 42], etc. Recently, sychronization mechanism has been applied in control of robot systems and power systems [12, 13, 34]. The rigorous mathematical treatment of synchronization phenomena was started by two pioneers Winfree [43] and Kuramoto [27, 28] several decades ago, who introduced different types of first-order systems of ordinary differential equations to describe the synchronous behaviors. These models contain rich emergent behaviors such as synchronization, partially phase-lcoking and nonlinear stability, etc., and have been extensively studied in both theoretical and numerical level [1, 3, 5, 11, 14, 17, 18, 19, 21, 26, 32, 39].
In this paper, we address the synchronous problem of Kuramoto model on a general graph under the effect of frustration. To fix the idea, we consider a digraph consisting of a finite set of vertices and a set of directed arcs. We assume that Kuramoto oscillators are located at vertices and interact with each other via the underlying network topology. For each vertex , we denote the set of its neighbors by , which is the set of vertices that directly influence vertex . Now, let be the phase of the Kuramoto oscillator at vertex , and define the -adjacency matrix as follows:
Then, the set of neighbors of -th oscillator is actually . In this setting, the Kuramoto model with frustration on a general network is governed by the following ODE system:
(1.1) |
where and are the natural frequency of the th oscillator, coupling strength, the number of oscillators and the uniform frustration between oscillators, respectively. For the case of nonpositive frustration, we can reformulate such a system into (1.1) form by taking for . Note that the well-posedness of system (1.1) is guaranteed by the standard Cauchy-Lipschitz theory since the vector field on the R.H.S of (1.1) is analytic.
Comparing to the original Kuramoto model, there are two additional structures, i.e., frustration and general digraph. The frustration was introduced by Sakaguchi and Kuramoto [38], due to the observation that a pair of strongly coupled oscillators eventually oscillate with a common frequency that deviates from the average of their natural frequencies. On the other hand, the original all-to-all symmetric network is an ideal setting, thus it is natural to further consider general digraph case. Therefore, the frustration model with general digraph is more realistic in some sense. Moreover, these two structures also lead to richer phenomenon. For instance, the author in [6] observed that the frustration is common in disordered interactions, and the author in [44] found that frustration can induce the desynchronization through varying the value of in numerical simulations. For more information, please refer to [4, 10, 16, 23, 24, 25, 30, 33, 35, 41].
However, mathematically, for the Kuramoto model, the frustration and general digraph structures generate a lot of difficulties in rigorous analysis. For instance, the conservation law and gradient flow structure are lost, and thus the asymptotic states and dissipation mechanism become non-trivial. For all-to-all and symmetric case with frustration, in [15], the authors provided sufficient frameworks leading to complete synchronization under the effect of uniform frustration. In their work, they required initial configuration to be confined in half circle. Furthermore, the authors in [31] dealt with the stability and uniqueness of emergent phase-locked states. In particular, the authors in [22] exploited order parameter approach to study the identical Kuramoto oscillators with frustration. They showed that an initial configuration whose order parameter is bounded below will evolve to the complete phase synchronization or the bipolar state exponentially fast. On the other hand, for non-all-to-all case without frustration, the authors in [9] lifted the Kuramoto model to second-order system such that the second-order formulation enjoys several similar mathematical structures to that of Cucker-Smale flocking model [8]. But this method only works when the size of initial phases is less than a quarter circle, as we know the cosine function becomes negative if . To the best knowledge of the authors, there is few work on the Kuramoto model over general digraph with frustration. The authors in [20] studied the Kuramoto model with frustrations on a complete graph which is a small perturbation of all-to-all network, and provided synchronization estimates in half circle.
Our interest in this paper is studying the system (1.1) with uniform frustration on a general digraph. As far as the authors know, when the ensemble is distributed in half circle, the dissipation structure of the Kuramoto model with general digragh is still unclear. The main difficulties comes from the loss of uniform coercive inequality, which is due to the non-all-to-all and non-symmetric interactions. Thus we cannot expect to capture the dissipation from Gronwall-type inequality of phase diameter. For example, the time derivative of the phase diameter may be zero at some time for general digraph case. To this end, we switch to follow similar idea in [25] to gain the dissipation through hypo-coercivity. Different from [25] which deals with the Cucker-Smale model on a general digraph, the interactions in Kuramoto model requires more delicate estimates due to the lack of monotonicity of sine function in half circle. Eventually, we have the following main theorem..
Theorem 1.1.
Suppose the network topology contains a spanning tree, is a given positive constant such that , and all the oscillators are initially confined in half circle, i.e.,
Then for sufficient large coupling strength and small frustration , there exists a finite time such that
Remark 1.1.
Theorem 1.1 claims that all oscillators confined initially in half circle will enter a small region after some finite time. It is natural to ask how large and how small we need to guarantee the Theorem 1.1. In fact, according to the proof in later sections, we have the following explicit constraints on and ,
(1.2) | ||||
where is the number of general nodes which is smaller than (see Definition 2.3), is the diameter of natural frequency, and the other parameters , , , and are positive constants which satisfy the following properties,
(1.3) | ||||
where denotes the permutation. It’s obvious that we can find admissible parameters satisfying (1.3) since . Once the parameters are fixed, we immediately conclude (1.2) holds for small and large .
Remark 1.2.
After , all oscillators are confined in a small region less than , and Kuramoto model (1.1) will be equivalent to Cucker-Smale type model with frustration (see (4.36)). Therefore, we can directly apply the methods and results in [9] to conclude the emergence of frequency synchronization for large coupling and small frustration (see Corollary 4.1). Therefore, to guarantee the emergence of synchronization, it suffices to show the detailed proof of Theorem 1.1.
The rest of the paper is organized as follows. In Section 2, we recall some concepts on the network topology and provide an a priori local-in-time estimate on the phase diameter of whole ensemble with frustration. In Section 3, we consider a strong connected ensemble with frustration for which the initial phases are distributed in a half circle. We show that for large coupling strength and small frustration, the phase diameter plus a phase shift is uniformly bounded by a small value after some finite time. In Section 4, we study the general network with a spanning tree structure under the effect of uniform frustration. We use the inductive argument and show that Kuramoto oscillators will concentrate into a small region less than a quarter circle in finite time, which eventually leads to the emergence of synchronization exponentially fast. Section 5 is devoted to a brief summary.
2. Preliminaries
In this section, we first introduce some fundamental concepts such as spanning tree and node decomposition of a general network (1.1). Then, we will provide some necessary notations and an a priori estimate that will be frequently used in later sections.
2.1. Directed graph
Let the network topology be registered by the neighbor set which consists of all neighbors of the th oscillator. Then, for a given set of in system (1.1), we have the following definition.
Definition 2.1.
-
(1)
The Kuramoto digraph associated to (1.1) consists of a finite set of vertices, and a set of arcs with ordered pair if .
-
(2)
A path in from to is a sequence such that
If there exists a path from to , then vertex is said to be reachable from vertex .
-
(3)
The Kuramoto digraph contains a spanning tree if we can find a vertex such that any other vertex of is reachable from it.
In order to guarantee the emergence of synchronization, we will always assume the existence of a spanning tree throughout the paper. Now we recall the concepts of root and general root introduced in [25]. Let with , and let be a vector in such that
For an ensembel of -oscillators with phases , we set to be a convex combination of with the coefficient :
Note that each is a convex combination of itself, and particularly and .
Definition 2.2.
(Root and general root)
-
(1)
We say is a root if it is not affected by the rest oscillators, i.e., for any .
-
(2)
We say is a general root if is not affected by the rest oscillators, i.e., for any and , we have .
Lemma 2.1.
[25] The following assertions hold.
-
(1)
If the network contains a spanning tree, then there is at most one root.
-
(2)
Assume the network contains a spanning tree. If is a general root, then is not a general root for each .
2.2. Node decomposition
In this part, we will recall the concept of maximum node introduced in [25]. Then, we can follow node decomposition introduced in [25] to represent the whole graph (or say vertex set ) as a disjoint union of a sequence of nodes. The key point is that the node decomposition shows a hierarchical structure, then we can exploit this advantage to apply the induction principle. Let , and a subgraph is the digraph with vertex set and arc set which consists of the arcs in connecting agents in . For a given digraph , we will identify a subgraph with its vertex set for convenience. Now we first present the definition of nodes below.
Definition 2.3.
[25] (Node) Let be a digraph. A subset of vertices is called a node if it is strongly connected, i.e., for any subset of , is affected by . Moreover, if is not affected by , we say is a maximum node.
Intuitively, a node can be understood through a way that a set of oscillators can be viewed as a ”large” oscillator. The concept of node can be exploited to simplify the structure of the digraph, which indeed helps us to catch the attraction effect more clearly in the network topology.
Lemma 2.2.
[25] Any digraph contains at least one maximum node. A digraph contains a unique maximum node if and only if has a spanning tree.
Lemma 2.3.
[25](Node decomposition) Let be any digraph. Then we can decompose to be a union as such that
-
(1)
are the maximum nodes of , where .
-
(2)
For any where and , are the maximum nodes of .
Remark 2.1.
Lemma 2.3 shows a clear hierarchical structure on a general digraph. For the convenience of later analysis, we make some comments on important notations and properties that are used throughout the paper.
-
(1)
From the definition of maximum node, for , we see that and do not affect each other. Actually, will only be affected by and , where . Thus in the proof of our main theorem (see Theorem 1.1), without loss of generality, we may assume for all . Hence, the decomposition can be further simplified and expressed by
where is a maximum node of .
-
(2)
For a given oscillator , we denote by the set of neighbors of , where represents the neighbors of in . Note that the node decomposition and spanning tree structure in guarantee that .
2.3. Notations and local estimates
In this part, for notational simplicity, we introduce some notations, such as the extreme phase, phase diameter of and the first nodes, natural frequency diameter, and cardinality of subdigraph:
Finally, we provide an a priori local-in-time estimate on the phase diameter to finish this section, which states that all oscillators can be confined in half circle in short time.
Lemma 2.4.
Let be a solution to system (1.1) and suppose the initial phase diameter satisfies
then there exists a finite time such that the phase diameter of whole ensemble remains less than before , i.e.,
Proof.
From system (1.1), we see that the dynamics of extreme phases is given by the following equations
We combine the above equations to estimate the dynamics of phase diameter
(2.1) | ||||
where we use the formula
When the phase diameter satisfies , it is obvious that
Then we see from (2.1) that
(2.2) |
That is to say, when , the growth of phase diameter is no greater than the linear growth with positive slope . Now we integrate on both sides of (2.2) from to to have
Therefore, it yields that there exists a finite time such that
where is given as below
∎
3. Strong connected case
We will first study the special case, i.e., the network is strongly connected. Without loss of generality, we denote by the strong connected digraph. According to Definition 2.3, Lemma 2.2 and Lemma 2.3, the strong connected network consists of only one maximum node. Then in the present special case, we will show the emergence of complete synchronization. We now introduce an algorithm to construct a proper convex combination of oscillators, which can involve the dissipation from interaction of general network. More precisely, the algorithm for consists of the following three steps:
Step 1. For any given time , we reorder the oscillator indexes to make the oscillator phases from minimum to maximum. More specifically, by relabeling the agents at time , we set
(3.1) |
In order to introduce the following steps, we first provide the process of iterations for and as follows:
(): If is not a general root, then we construct
(): If is not a general root, then we construct
Step 2. According to the strong connectivity of , we immediately know that is a general root, and is not a general root for . Therefore, we may start from and follow the process to construct until .
Step 3. Similarly, we know that is a general root and is not a general root for . Therefore, we may start from and follow the process until .
It is worth emphasizing that the order of the oscillators may change along time , but at each time , the above algorithm does work. For convenience, the algorithm from Step 1 to Step 3 will be referred to as Algorithm . Then, based on Algorithm , we will provide a priori estimates on a monotone property about the sine function, which will be crucially used later.
Lemma 3.1.
Let be a solution to system (1.1) with srong connected network . Moreover at time , we also assume that the oscillators are well-ordered as (3.1), and the phase diameter and quantity satisfiy the following conditions:
where are given in the condition (1.3). Then at time , the following assertions hold
Proof.
For the proof of this lemma, please see [45] for details.
∎
Recall the strongly connected ensemble , and denote by the members in . For the oscillators in , based on a priori estimates in Lemma 3.1, we will design proper coefficients of convex combination which helps us to capture the dissipation structure. Now we assume that at time , the oscillators in are well-ordered as follows,
Then we apply the process from to and the process from to to respectively construct
(3.2) | ||||
where is the cardinality of and is given in the condition (1.3). By induction criteria, we can deduce explict expressions about the constructed coefficients:
(3.3) | ||||
Note that . And we set
(3.4) |
We define a non-negative quantity where and . Note that is Lipschitz continuous with respect to . We then establish the comparison relation between and the phase diameter of in the following lemma.
Lemma 3.2.
Proof.
From Lemma 3.2, we see that the quantity can control the phase diameter , which play a key role in analysing the bound of phase diameter. Based on Algorithm and Lemma 3.1, we first study the dynamics of the constructed quantity .
Lemma 3.3.
Let be the solution to system (1.1) with strong connected digraph . Moreover, for a given sufficiently small , assume the following conditions hold,
(3.5) | ||||
where are constants and
Then the phase diameter of the graph is uniformly bounded by :
and the dynamics of is controlled by the following differential inequality
Proof.
Lemma 3.3 states that the phase diameter of the digraph remains less than and provides the dynamics of . We next exploit the dynamics of and find some finite time such that the phase diameter of the digraph is uniformly bounded by a small value after the time.
Lemma 3.4.
Proof.
From Lemma 3.3, we see that the dynamics of quantity is governed by the following inequality
(3.7) |
We next show that there exists some time such that the quantity in (3.7) is uniformly bounded after . There are two cases we consider separately.
Case 1. We first consider the case that . When , from (A.14), we have
(3.8) | ||||
That is to say, when is located in the interval , will keep decreasing with a rate bounded by a uniform slope. Then we can define a stopping time as follows,
And based on the definition of , we see that will decrease before and has the following property at ,
(3.9) |
Moerover, from (3.8), it is easy to see that the stopping time satisfies the following upper bound estimate,
(3.10) |
Now we study the upper bound of on . In fact, we can apply (3.8), (3.9) and the same arguments in (A.12) to derive
(3.11) |
Case 2. For another case that . We can apply the similar analysis in (A.12) to obtain
(3.12) |
Then in this case, we directly set .
Therefore, from (3.11), (3.12), and Lemma 3.2, we derive the upper bound of on as below
(3.13) |
On the other hand, in order to verify (3.6), we further study in (3.13). Combining (3.10) in Case 1 and in Case 2, we see that
(3.14) |
Here, we use the truth that . Then from the assumption about in (3.5), i.e.,
it yields the following estimate about ,
(3.15) | ||||
Note that in this special strong connected case, it’s clear that and in Lemma 2.4.
4. General network
In this section, we investigate the general network with a spanning tree structure, and prove our main result Theorem 1.1, which states that synchronization will emerge for Kuramoto model with frustrations. According to Definition 2.3 and Lemma 2.2, we see that the digraph associated to system (1.1) has a unique maximum node if it contains a spanning tree structure. And From Remark 2.1, without loss of generality, we assume is decomposed into a union as , where is a maximum node of .
We have studied the situation in Section 3, and we showed that the phase diameter of the digraph is uniformly bounded by a small value after some finite time, i.e., the oscillators of will concentrate into a small region of quarter-circle. However, for the case that , ’s are not maximum nodes in for . Hence, the methods in Lemma 3.3 and Lemma 3.4 can not be directly exploited for the situation . More precisely, the oscillators in with perform as an attraction source and affect the agents in . Thus when we study the behavior of agents in , the information from with can not be ignored.
From Remark 2.1 and node decomposition, the graph can be represented as
and we denote the oscillators in by with . Then we assume that at time , the oscillators in each are well-ordered as below:
(4.1) |
For each subdigraph with which is strongly connected, we follow the process in Algorithm and to construct and by redesigning the coefficients and of convex combination as below:
(4.2) |
By induction principle, we deduce that
(4.3) |
Note that . By simple calculation, we have
(4.4) |
And we further introduce the following notations,
(4.5) | |||
(4.6) | |||
(4.7) |
Due to the analyticity of the solution, is Lipschitz continuous. Similar to Section 3, we will first establish the comparison between the quantity and phase diameter of the first nodes, which plays a crucial role in the later analysis.
Lemma 4.1.
Proof.
Now we are ready to prove our main Theorem 1.1. To this end, we will follow similar arguments in Section 3 to complete the proof. Actually, we will investigate the dynamics of the constructed quantity that involves the influences from with , which yields the hypo-coercivity of the phase diameter. Applying similar arguments in Lemma 3.3 and Lemma 3.4, we have the following estimates for the first maximal node .
Lemma 4.2.
Suppose that the network topology contains a spanning tree, and let be a solution to (1.1). Moreover, assume that the initial data and the quantity satisfy
(4.8) |
where are positive constants. And for a given sufficiently small , assume the frustration and coupling strength satisfy
(4.9) | ||||
where is the number of general nodes and
Then the following two assertions hold for the maximum node :
-
(1)
The dynamics of is governed by the following equation
- (2)
Next, inspiring from Lemma 4.2, we make the following reasonable ansatz for with .
Ansatz:
-
(1)
The dynamics of quantity in time interval is governed by the following differential inequality,
(4.10) where we assume .
-
(2)
there exists a finite time such that, the phase diameter of is uniformly bounded after , i.e.,
(4.11) where subjects to the following estimate,
(4.12)
In the subsequence, we will split the proof of the ansatz into two lemmas by induction criteria. More precisely, based on the results in Lemma 4.2 as the initial step, we suppose the ansatz holds for and with , and then prove that the ansatz also holds for and .
Lemma 4.3.
Proof.
We will use proof by contradiction criteria to verify the ansatz for . To this end, define a set
From Lemma 2.4, we see that
It is clear that . Thus the set is not empty. Define . We will prove by contradiction that . Suppose not, i.e., . It is obvious that
(4.13) |
As the solution to system (1.1) is analytic, in the finite time interval , and either collide finite times or always stay together. Similar to the analysis in Lemma 3.3, without loss of generality, we only consider the situation that there is no pair of and staying together through all period . That means the order of will only exchange finite times in , so does . Thus, we divide the time interval into a finite union as below
such that in each interval , the orders of both and are preseved, and the order of oscillators in each subdigraph with does not change. In the following, we will show the contradiction via two steps.
Step 1. In this step, we first verify the Ansatz (4.10) holds for on , i.e.,
(4.14) |
As the proof is slightly different from that in [45] and rather lengthy, we put the detailed proof in Appendix B.
Step 2. In this step, we will study the upper bound of in (4.14) in time interval , where is given in Ansatz for . For the purposes of discussion, we rewrite the equation (4.14) as below
(4.15) |
where is expressed by the following equation
(4.16) |
For the term in (4.15), under the assumption of induction criteria, the Ansatz (4.11) holds for , i.e., there exists time such that
(4.17) |
And from the condition (4.9), it is obvious that
This directly yields that
(4.18) |
where Then for the purposes of analysing the last two terms in the bracket of (4.15), we add the esimates in (4.17) and (4.18) to get
(4.19) | ||||
From Lemma 2.4, we have , thus it makes sense when we consider the time interval . Now based on the above estiamte (4.19), we apply the differential equation (4.15) and study the upper bound of on . We claim that
(4.20) |
Suppose not, then there exists some such that . We construct a set
Since , the set is not empty. Define . Then it is easy to see that
(4.21) |
From the construction of , (4.19) and (4.21), it is clear that for
Wen apply the above inequality and integrate on both sides of from to to get
which contradicts to the truth . Thus we complete the proof of (4.20).
Step 3. In this step, we will construct a contradiction to (4.13). From (4.20), Lemma 2.4 and the fact that
we directly obtain
From Lemma 4.1 and the condition (4.8), it yields that
Since is continuous, we have
which obviously contradicts to the assumption in (4.13).
Thus, we combine all above analysis to conclude that , that is to say,
(4.22) |
Then for any finite time , we apply (4.22) and repeat the analysis in Step 1 to obtain that the differential inequality (4.10) holds for on . Thus we obtain the dynamics of in whole time interval as below:
(4.23) |
Therefore, we complete the proof of the Ansatz (4.10) for .
∎
Lemma 4.4.
Proof.
From Lemma 4.3, we know the dynamic of is governed by (4.23). For the purposes of discussion, we rewrite the differential equation (4.23) and discuss it on ,
(4.24) |
where is given in (4.16). In the subsequence, we will apply (4.24) to find a finite time such that the quantity in (4.24) is uniformly bounded by a small value after . We split into two cases to discuss.
Case 1. We first consider the case that . In this case, When , we combine (4.19) and (4.24) to have
(4.25) | ||||
That is to say, when is located in the interval , will keep decreasing with a rate bounded by a uniform slope. Therefore, we can define a stopping time as follows,
Then, based on (4.25) and the definition of , we see that will decrease before and has the following property at ,
(4.26) |
Moreover, from (4.25), it yields that the stopping time satisfies the following upper bound estimate,
(4.27) |
Now we study the upper bound of on . In fact, we can apply (4.25), (4.26) and the same arguments in (4.20) to derive
(4.28) |
On the other hand, in order to verify (4.12), we further study in (4.27). For the first part on the right-hand side of (4.27), from Lemma 2.4 and the fact that
we have the following estimates
(4.29) |
where the denominator on the right-hand side of above inequality is positive from the conditions about and in (4.9). For the term in (4.27), based on the assumption (4.12) for , we have
(4.30) |
Thus it yields from (4.27), (4.29) and (4.30) that the time satisfies
(4.31) |
Moreover, from (4.9), it is easy to see that the coupling strength satisfies the following inequality
(4.32) | ||||
Thus we combine (4.31) and (4.32) to verify the Ansatz (4.12) for in the first case, i.e., the time subjects to the following estimate,
(4.33) |
Now, we are ready to prove our main result.
Proof of Theorem 1.1: Combining Lemma 4.2, Lemma 4.3 and Lemma 4.4, we apply inductive criteria to conclude that the Ansatz (4.10) –(4.12) hold for all . Then, it yields from (4.11) that there exists a finite time such that
Thus we derive the desired result in Theorem 1.1.
Remark 4.1.
For the Kuramoto model with frustration, in Theorem 1.1, we show the phase diameter of whole ensemble will be uniformly bounded by a small value after some finite time. Under the assumption that is sufficiently small such that , the interaction function in the dynamics of frequency is positive after the finite time. Thus, we can lift (1.1) to the second-order formulation, which enjoys the similar form to Cucker-Smale model with the interaction function .
More precisely, we can introduce phase velocity or frequency for each oscillator, and directly differentiate (1.1) with respect to time to derive the equivalent second-order Cucker-Smale type model as below
(4.36) |
Now for the second-order system (4.36), we apply the results in [9] for Kuramoto model without frustration on a general digraph and present the frequency synchronization for Kuramoto model with frustrations.
Corollary 4.1.
Let be a solution to system (4.36) and suppose the assumptions in Lemma 4.2 are fulfilled. Moreover, assume that there exists time such that
(4.37) |
where is a small positive constant and is sufficiently small such that . Then there exist positive constants and such that
where is the diameter of phase velocity.
5. Summary
In this paper, under the effect of frustration, we provide sufficient frameworks leading to the complete synchronization for the Kuramoto model with general network containing a spanning tree. To this end, we follow a node decomposition introduced in [25] and construct hypo-coercive inequalities through which we can study the upper bounds of phase diameters. When the initial configuration is confined in a half circle, for sufficiently small frustration and sufficiently large coupling strength, we show that the relative differences of Kuramoto oscillators adding a phase shift will be confined into a small region less than a quarter circle in finite time, thus we can directly apply the methods and results in [9] to prove that the complete synchronization emerges exponentially fast.
Appendix A proof of Lemma 3.3
We will split the proof into six steps. In the first step, we suppose by contrary that the phase diameter of is bounded by in a finite time interval. In the second, third and forth steps, we use induction criteria to construct the differential inequality of in the finite time interval. In the last two steps, we exploit the derived differential inequality of to conclude that phase diameter of is bounded by on , and thus the differential inequality of obtained in the forth step also holds on .
Step 1. Define a set
From Lemma 2.4 where in the present section, the set is non-empty since
which directly yields that . Define . And we claim that . Suppose not, i.e., , then we apply the continuity of to have
(A.1) |
In particular, we have . The analyticity of the solution to system (1.1) is guaranteed by the standard Cauchy-Lipschitz theory. Therefore, in the finite time interval , any two oscillators either collide finite times or always stay together. If there are some and always staying together in , we can view them as one oscillator and thus the total number of oscillators that we need to study can be reduced. This is a more simpler situation, and we can similarly deal with it. Therefore, we only consider the case that there is no pair of oscillators staying together in . For this case, there are only finite many collisions occurring through . Thus, we divide the time interval into a finite union as below
where the end point denotes the collision instant. It is easy to see that there is no collision in the interior of . Now we pick out any time interval and assume that
(A.2) |
Step 2. According to the notations in (3.4), we follow the process and to construct and , respecively. We first study the dynamics of ,
(A.3) | ||||
For the dynamics of , according to the process and in (3.2), we apply (A.3) and estimate the derivative of as follows,
(A.4) | ||||
where we use
Next we show the term is non-positive. We only consider the situation , and the case can be similarly dealt with. It is clear that
Note that since is not a general root. Therefore, if , we immediately obtain that
which implies that
On the other hand, if , we use the fact
to conclude that . Hence, in this case, we still obtain that
Thus, for , we combine above analysis to conclude that
(A.5) |
Then combining (A.4) and (A.5), we derive that
(A.6) | ||||
Step 3. Now we apply the induction principle to cope with in (3.4), which is construced in the iteration process . We will prove for that,
(A.7) |
In fact, it is known that (A.7) already holds for from (A.3) and (A.6). Then by induction criteria, suppose (A.7) holds for , Next we verify that (A.7) still holds for . According to the Algorithm and similar calculations in (A.4), the dynamics of the quantity subjects to the following estimates
(A.8) | ||||
Moreover, we can prove the term is non-positive. As the proof is very similar as that in the previous step, we omit the details and directly claim that , which together with (A.8) verifies (A.7).
Step 4. Now, we set in (A.7) and apply Lemma 3.1 to have
(A.9) | ||||
where due to the strong connectivity of . Similarly, we can follow the process to construct in (3.4) until . Then, we can apply the similar argument in (A.7) to obtain that,
(A.10) |
Then we recall the notations and , and combine (A.9) and (A.10) to obtain that
where we use the property
As the function is monotonically decreasing in , we apply (A.1) to obtain that
Moreover, due to the fact , we have
(A.11) | ||||
Note that the constructed quantity is Lipschitz continuous on .
Moreover, the above analysis does not depend on the time interval , thus the differential inequality (A.11) holds almost everywhere on .
Step 5. Next we study the upper bound of in the period . Define
We claim that
(A.12) |
Suppose not, then there exists some such that . We construct a set
Since , the set is not empty. Then we denote . It is easy to see that
(A.13) |
For a given sufficiently small , based on the assumptions about the frustration and the coupling strength in (3.5), it is clear that
(A.14) |
where
Thus combing the construction of , (A.13) and (A.14), we obtain that for , the following estimate holds ,
Then, we apply the above inequality and integrate on the both sides of (A.11) from to to get
which obviously contradicts to the fact , and verifies (A.12).
Step 6. Now we are ready to show the contradiction to (A.1), which implies that . In fact, from the fact that and , we see
Then we apply the relation given in Lemma 3.2 and the assumption in (3.5) to obtain that
As is continuous, we have
which contradicts to the situation that in (A.1). Therefore, we conclude that , which implies that
(A.15) |
Then for any finite time , we apply (A.15) and repeat the same argument in the second, third, forth steps to obtain the dynamics of in (A.11) holds on . Thus we obtain the following differential inequality of on the whole time interval:
∎
Appendix B proof of step 1 in lemma 4.3
We will show the detailed proof of Step 1 in Lemma 4.3. Now we pick out any interval with , where the orders of both and are preseved and the order of oscillators in each subdigraph with will not change in each time interval. Then, we consider four cases depending on the possibility of relative position between and .




Figure 1 above shows the four possible relations between and at any time . Case and Case are similar and relative simple, while the analysis on Case and Case are similar but much more complicated. Therefore, we will only show the detailed proof of Case for simplicity. In this case, we have from Figure 1 that
Without loss of generality, we assume that
Step 1. Similar to (A.7), we claim that for , the following inequalities hold
(B.1) | ||||
where . In the following, we will prove the claim (B.1) via induction principle.
Step 1.1. As an initial step, we first verify that (B.1) holds for . In fact, we have
(B.2) | ||||
where we use
Estimates on in (B.2). We know that is the largest phase among , and all the oscillators in are confined in half circle before . Therefore, it is clear that
Then we immediately have
(B.3) |
Estimates on in (B.2). For which is the neighbor of in with , i.e., , we consider two possible orderings between and :
If , we immediately have
If , from the fact that
(B.4) |
we immediately obtain
(B.5) |
Thus we use the property of and (B.5) to get
Therefore, combining the above discussion, we have
(B.6) |
From (B.2), (B.3) and (B.6), it yields that
(B.1) holds for .
Step 1.2. Next, we assume that (B.1) holds for with , and we will show that (B.1) holds for . Following the process and similar analysis in (B.2), we have
(B.7) | ||||
Next we do some estimates about the terms and in (B.7) seperately.
Estimates on in (B.7). Without loss of generality, we only deal with under the situation . We first apply the strong connectivity of and Lemma 3.1 to obtain that
(B.8) |
where .
According to (B.8), we consider two cases depending on comparison between and .
(i) For the first case that , we immediately obtain that for ,
(B.9) |
Then it yieldst from (B.8), (B.9) and that
(ii) For the second case that , it is known that
(B.10) |
which yields . Thus we immediately derive that
Then, we combine the above arguments in (i) and (ii) to obtain
(B.11) |
Estimates on in (B.7). For the term , there are three possible relations between and with :
(i) If , we immediately have .
(ii) If , we consider two cases separately:
(a) For the case that , it is clear that
Thus from the above inequality and (B.8), we have
(b) For another case that , it is yields from (B.10) that
Hence, combining the above arguments in (a) and (b), we obtain that
(iii) If , we exploit the concave property of sine function in to get
(B.12) |
For the second part on the right-hand side of above inequality (B.12), we apply the same analysis in (ii) to obtain
For the first part on the right-hand side of (B.12), the calculation is the same as (B.6), thus we have
Therefore, we combine the above estimates to obtain
(B.13) | ||||
Then from (B.7), (B.11), and (B.13) , it yields that
This means that the claim (B.1) does hold for . Therefore, we apply the inductive criteria to verify the claim (B.1).
Step 2. Now we are ready to prove (4.10) on for Case 2. In fact, we apply Lemma 3.1 and the strong connectivity of to have
From the notations in (4.5) and (4.6), it is known that
Thus, we exploit the above inequality and set in (B.1) to obtain
(B.14) | ||||
We further apply the similar arguments in (B.14) to derive the differential inequality of as below
(B.15) |
Due to the monotone decreasing property of in and from (4.13), it is obvious that
Then we combine the above inequality, (B.14), (B.15) and (4.4) to get
where we use the fact that and (4.4). Eventually, for Case 2, we obtain the dynamics for in (4.10) on , i.e.,
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