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Emergence of synchronization in Kuramoto model with frustration under general network topology

Tingting Zhu {\ddagger} ttzhud201880016@163.com
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, synchronization
Mathematics Subject Classification:
34D06, 34C15,92B25, 70F99.
Key Laboratory of Applied Mathematics and Artificial Intelligence Mechanism, Hefei University, Hefei 230601, Anhui, China
The author appreciated the guidance and modification of Xiongtao Zhang which helped to enhance the previous manuscript.

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 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}) consisting of a finite set 𝒱={1,,N}\mathcal{V}=\{1,\ldots,N\} of vertices and a set 𝒱×𝒱\mathcal{E}\subset\mathcal{V}\times\mathcal{V} 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 ii, we denote the set of its neighbors by 𝒩i\mathcal{N}_{i}, which is the set of vertices that directly influence vertex ii. Now, let θi=θi(t)\theta_{i}=\theta_{i}(t) be the phase of the Kuramoto oscillator at vertex ii, and define the (0,1)(0,1)-adjacency matrix (χij)(\chi_{ij}) as follows:

χij={1if the jth oscillator influences the ith oscillator,0otherwise.\chi_{ij}=\begin{cases}\displaystyle 1\quad\mbox{if the $j$th oscillator influences the $i$th oscillator},\\ \displaystyle 0\quad\mbox{otherwise}.\end{cases}

Then, the set of neighbors of ii-th oscillator is actually 𝒩i:={j:χij>0}\mathcal{N}_{i}:=\{j:\chi_{ij}>0\}. In this setting, the Kuramoto model with frustration on a general network is governed by the following ODE system:

{θ˙i(t)=Ωi+Kj𝒩isin(θj(t)θi(t)+α),t>0,i𝒱,θi(0)=θi0,\begin{cases}\displaystyle\dot{\theta}_{i}(t)=\Omega_{i}+K\underset{j\in\mathcal{N}_{i}}{\sum}\sin(\theta_{j}(t)-\theta_{i}(t)+\alpha),\quad t>0,\quad i\in\mathcal{V},\\ \displaystyle\theta_{i}(0)=\theta_{i0},\end{cases} (1.1)

where Ωi,K,N\Omega_{i},K,N and α(0,π2)\alpha\in(0,\frac{\pi}{2}) are the natural frequency of the iith 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 θ^i=θi\hat{\theta}_{i}=-\theta_{i} for i=1,2,,Ni=1,2,\ldots,N. 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 α\alpha 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 π2<θ<π\frac{\pi}{2}<\theta<\pi. 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 (χij)(\chi_{ij}) contains a spanning tree, DD^{\infty} is a given positive constant such that D<π2D^{\infty}<\frac{\pi}{2}, and all the oscillators are initially confined in half circle, i.e.,

D(θ(0))<π.D(\theta(0))<\pi.

Then for sufficient large coupling strength KK and small frustration α\alpha, there exists a finite time t>0t_{*}>0 such that

D(θ(t))D,t[t,).D(\theta(t))\leq D^{\infty},\quad\forall t\in[t_{*},\infty).
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 KK and how small α\alpha we need to guarantee the Theorem 1.1. In fact, according to the proof in later sections, we have the following explicit constraints on KK and α\alpha,

tanα<1(1+(d+1)ζζD(θ(0)))2Ncβd+1D[4(2N+1)c]d,D+α<π2,\displaystyle\tan\alpha<\frac{1}{\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)2Nc}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}},\quad D^{\infty}+\alpha<\frac{\pi}{2}, (1.2)
1>(1+(d+1)ζζD(θ(0)))c[4(2N+1)c]dβd+1D(D(Ω)Kcosα+2Nsinαcosα),\displaystyle 1>\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)\frac{c[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}}\left(\frac{D(\Omega)}{K\cos\alpha}+\frac{2N\sin\alpha}{\cos\alpha}\right),

where dd is the number of general nodes which is smaller than NN (see Definition 2.3), D(Ω)D(\Omega) is the diameter of natural frequency, and the other parameters ζ\zeta, γ\gamma, η\eta, β\beta and cc are positive constants which satisfy the following properties,

D(θ(0))<ζ<γ<π,η>max{1sinγ,21ζγ},\displaystyle D(\theta(0))<\zeta<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\zeta}{\gamma}}\right\}, (1.3)
β=12η,c=(j=1N1ηjA(2N,j)+1)γsinγ,\displaystyle\beta=1-\frac{2}{\eta},\quad c=\frac{\left(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1\right)\gamma}{\sin\gamma},

where A(2N,j)A(2N,j) denotes the permutation. It’s obvious that we can find admissible parameters satisfying (1.3) since D(θ(0))<πD(\theta(0))<\pi. Once the parameters are fixed, we immediately conclude (1.2) holds for small α\alpha and large KK.

Remark 1.2.

After tt_{*}, all oscillators are confined in a small region less than π2\frac{\pi}{2}, 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 𝒩i\mathcal{N}_{i} which consists of all neighbors of the iith oscillator. Then, for a given set of {𝒩i}i=1N\{\mathcal{N}_{i}\}_{i=1}^{N} in system (1.1), we have the following definition.

Definition 2.1.
  1. (1)

    The Kuramoto digraph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}) associated to (1.1) consists of a finite set 𝒱={1,2,,N}\mathcal{V}=\{1,2,\ldots,N\} of vertices, and a set 𝒱×𝒱\mathcal{E}\subset\mathcal{V}\times\mathcal{V} of arcs with ordered pair (j,i)(j,i)\in\mathcal{E} if j𝒩ij\in\mathcal{N}_{i}.

  2. (2)

    A path in 𝒢\mathcal{G} from i1i_{1} to iki_{k} is a sequence i1,i2,,iki_{1},i_{2},\ldots,i_{k} such that

    is𝒩is+1for 1sk1.i_{s}\in\mathcal{N}_{i_{s+1}}\quad\mbox{for}\ 1\leq s\leq k-1.

    If there exists a path from jj to ii, then vertex ii is said to be reachable from vertex jj.

  3. (3)

    The Kuramoto digraph contains a spanning tree if we can find a vertex such that any other vertex of 𝒢\mathcal{G} 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 l,kl,k\in\mathbb{N} with 1lkN1\leq l\leq k\leq N, and let Cl,k=(cl,cl+1,,ck)C_{l,k}=(c_{l},c_{l+1},\ldots,c_{k}) be a vector in kl+1\mathbb{R}^{k-l+1} such that

ci0,likandi=lkci=1.c_{i}\geq 0,\quad l\leq i\leq k\quad\mbox{and}\quad\sum_{i=l}^{k}c_{i}=1.

For an ensembel of NN-oscillators with phases {θi}i=1N\{\theta_{i}\}_{i=1}^{N}, we set lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) to be a convex combination of {θi}i=lk\{\theta_{i}\}_{i=l}^{k} with the coefficient Cl,kC_{l,k}:

lk(Cl,k):=i=lkciθi.\mathcal{L}_{l}^{k}(C_{l,k}):=\sum_{i=l}^{k}c_{i}\theta_{i}.

Note that each θi\theta_{i} is a convex combination of itself, and particularly θN=NN(1)\theta_{N}=\mathcal{L}_{N}^{N}(1) and θ1=11(1)\theta_{1}=\mathcal{L}_{1}^{1}(1).

Definition 2.2.

(Root and general root)

  1. (1)

    We say θk\theta_{k} is a root if it is not affected by the rest oscillators, i.e., j𝒩kj\notin\mathcal{N}_{k} for any j{1,2,,N}{k}j\in\{1,2,\ldots,N\}\setminus\{k\}.

  2. (2)

    We say lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) is a general root if lk(Cl,k)\mathcal{L}_{l}^{k}(C_{l,k}) is not affected by the rest oscillators, i.e., for any i{l,l+1,,k}i\in\{l,l+1,\ldots,k\} and j{1,2,,N}{l,l+1,,k}j\in\{1,2,\ldots,N\}\setminus\{l,l+1,\ldots,k\}, we have j𝒩ij\notin\mathcal{N}_{i}.

Lemma 2.1.

[25] The following assertions hold.

  1. (1)

    If the network contains a spanning tree, then there is at most one root.

  2. (2)

    Assume the network contains a spanning tree. If kN(Ck,N)\mathcal{L}_{k}^{N}(C_{k,N}) is a general root, then 1l(C1,l)\mathcal{L}_{1}^{l}(C_{1,l}) is not a general root for each l{1,2,,k1}l\in\{1,2,\ldots,k-1\}.

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 𝒢\mathcal{G} (or say vertex set 𝒱\mathcal{V}) 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 𝒢=(𝒱,),𝒱1𝒱\mathcal{G}=(\mathcal{V},\mathcal{E}),\mathcal{V}_{1}\subset\mathcal{V}, and a subgraph 𝒢1=(𝒱1,1)\mathcal{G}_{1}=(\mathcal{V}_{1},\mathcal{E}_{1}) is the digraph with vertex set 𝒱1\mathcal{V}_{1} and arc set 1\mathcal{E}_{1} which consists of the arcs in 𝒢\mathcal{G} connecting agents in 𝒱1\mathcal{V}_{1}. For a given digraph 𝒢=(𝒱,)\mathcal{G}=(\mathcal{V},\mathcal{E}), we will identify a subgraph 𝒢1=(𝒱1,1)\mathcal{G}_{1}=(\mathcal{V}_{1},\mathcal{E}_{1}) with its vertex set 𝒱1\mathcal{V}_{1} for convenience. Now we first present the definition of nodes below.

Definition 2.3.

[25] (Node) Let 𝒢\mathcal{G} be a digraph. A subset 𝒢1\mathcal{G}_{1} of vertices is called a node if it is strongly connected, i.e., for any subset 𝒢2\mathcal{G}_{2} of 𝒢1\mathcal{G}_{1}, 𝒢2\mathcal{G}_{2} is affected by 𝒢1𝒢2\mathcal{G}_{1}\setminus\mathcal{G}_{2}. Moreover, if 𝒢1\mathcal{G}_{1} is not affected by 𝒢𝒢1\mathcal{G}\setminus\mathcal{G}_{1}, we say 𝒢1\mathcal{G}_{1} 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 𝒢\mathcal{G} contains at least one maximum node. A digraph 𝒢\mathcal{G} contains a unique maximum node if and only if 𝒢\mathcal{G} has a spanning tree.

Lemma 2.3.

[25](Node decomposition) Let 𝒢\mathcal{G} be any digraph. Then we can decompose 𝒢\mathcal{G} to be a union as 𝒢=i=0d(j=1ki𝒢ij)\mathcal{G}=\bigcup_{i=0}^{d}(\bigcup_{j=1}^{k_{i}}\mathcal{G}_{i}^{j}) such that

  1. (1)

    𝒢0j\mathcal{G}_{0}^{j} are the maximum nodes of 𝒢\mathcal{G}, where 1jk01\leq j\leq k_{0}.

  2. (2)

    For any p,qp,q where 1pd1\leq p\leq d and 1qkp1\leq q\leq k_{p}, 𝒢pq\mathcal{G}_{p}^{q} are the maximum nodes of 𝒢(i=0p1(j=1ki𝒢ij))\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}(\bigcup_{j=1}^{k_{i}}\mathcal{G}_{i}^{j})).

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. (1)

    From the definition of maximum node, for 1qqkp1\leq q\neq q^{\prime}\leq k_{p}, we see that 𝒢pq\mathcal{G}_{p}^{q} and 𝒢pq\mathcal{G}_{p}^{q^{\prime}} do not affect each other. Actually, 𝒢pq\mathcal{G}_{p}^{q} will only be affected by 𝒢0\mathcal{G}_{0} and 𝒢ij\mathcal{G}_{i}^{j}, where 1ip1, 1jki1\leq i\leq p-1,\ 1\leq j\leq k_{i}. Thus in the proof of our main theorem (see Theorem 1.1), without loss of generality, we may assume ki=1k_{i}=1 for all 1id1\leq i\leq d. Hence, the decomposition can be further simplified and expressed by

    𝒢=i=0d𝒢i,\mathcal{G}=\bigcup_{i=0}^{d}\mathcal{G}_{i},

    where 𝒢p\mathcal{G}_{p} is a maximum node of 𝒢(i=0p1𝒢i)\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}\mathcal{G}_{i}).

  2. (2)

    For a given oscillator θik+1𝒢k+1\theta_{i}^{k+1}\in\mathcal{G}_{k+1}, we denote by j=0k+1𝒩ik+1(j)\bigcup_{j=0}^{k+1}\mathcal{N}_{i}^{k+1}(j) the set of neighbors of θik+1\theta_{i}^{k+1}, where 𝒩ik+1(j)\mathcal{N}_{i}^{k+1}(j) represents the neighbors of θik+1\theta_{i}^{k+1} in 𝒢j\mathcal{G}_{j}. Note that the node decomposition and spanning tree structure in 𝒢\mathcal{G} guarantee that j=0k𝒩ik+1(j)\bigcup_{j=0}^{k}\mathcal{N}_{i}^{k+1}(j)\neq\emptyset.

2.3. Notations and local estimates

In this part, for notational simplicity, we introduce some notations, such as the extreme phase, phase diameter of 𝒢\mathcal{G} and the first k+1k+1 nodes, natural frequency diameter, and cardinality of subdigraph:

θM=max1kN{θk}=max0idmax1jNi{θji},θm=min1kN{θk}=min0idmin1jNi{θji},\displaystyle\theta_{M}=\max_{1\leq k\leq N}\{\theta_{k}\}=\max_{0\leq i\leq d}\max_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},\quad\theta_{m}=\min_{1\leq k\leq N}\{\theta_{k}\}=\min_{0\leq i\leq d}\min_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},
D(θ)=θMθm,Dk(θ)=max0ikmax1jNi{θji}min0ikmin1jNi{θji},\displaystyle D(\theta)=\theta_{M}-\theta_{m},\quad D_{k}(\theta)=\max_{0\leq i\leq k}\max_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\},
ΩM=max0idmax1jNi{Ωji},Ωm=min0idmin1jNi{Ωji},D(Ω)=ΩMΩm,\displaystyle\Omega_{M}=\max_{0\leq i\leq d}\max_{1\leq j\leq N_{i}}\{\Omega_{j}^{i}\},\quad\Omega_{m}=\min_{0\leq i\leq d}\min_{1\leq j\leq N_{i}}\{\Omega_{j}^{i}\},\quad D(\Omega)=\Omega_{M}-\Omega_{m},
Ni=|𝒢i|,Sk=i=0kNi,0kd,i=0dNi=N.\displaystyle N_{i}=|\mathcal{G}_{i}|,\quad S_{k}=\sum_{i=0}^{k}N_{i},\quad 0\leq k\leq d,\quad\sum_{i=0}^{d}N_{i}=N.

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 θi\theta_{i} be a solution to system (1.1) and suppose the initial phase diameter satisfies

D(θ(0))<ζ<γ<π,D(\theta(0))<\zeta<\gamma<\pi,

then there exists a finite time t¯>0\bar{t}>0 such that the phase diameter of whole ensemble remains less than ζ\zeta before t¯\bar{t}, i.e.,

D(θ(t))<ζ,t[0,t¯)wheret¯=ζD(θ(0))D(Ω)+2NKsinα.D(\theta(t))<\zeta,\quad t\in[0,\bar{t})\quad\text{where}\quad\bar{t}=\frac{\zeta-D(\theta(0))}{D(\Omega)+2NK\sin\alpha}.
Proof.

From system (1.1), we see that the dynamics of extreme phases is given by the following equations

θ˙M=ΩM+Kj𝒩Msin(θjθM+α),θ˙m=Ωm+Kj𝒩msin(θjθm+α).\dot{\theta}_{M}=\Omega_{M}+K\sum_{j\in\mathcal{N}_{M}}\sin(\theta_{j}-\theta_{M}+\alpha),\qquad\dot{\theta}_{m}=\Omega_{m}+K\sum_{j\in\mathcal{N}_{m}}\sin(\theta_{j}-\theta_{m}+\alpha).

We combine the above equations to estimate the dynamics of phase diameter

D˙(θ)\displaystyle\dot{D}(\theta) =θ˙Mθ˙m\displaystyle=\dot{\theta}_{M}-\dot{\theta}_{m} (2.1)
=ΩMΩm+Kj𝒩Msin(θjθM+α)Kj𝒩msin(θjθm+α)\displaystyle=\Omega_{M}-\Omega_{m}+K\sum_{j\in\mathcal{N}_{M}}\sin(\theta_{j}-\theta_{M}+\alpha)-K\sum_{j\in\mathcal{N}_{m}}\sin(\theta_{j}-\theta_{m}+\alpha)
D(Ω)+Kj𝒩M[sin(θjθM)cosα+cos(θjθM)sinα]\displaystyle\leq D(\Omega)+K\sum_{j\in\mathcal{N}_{M}}\left[\sin(\theta_{j}-\theta_{M})\cos\alpha+\cos(\theta_{j}-\theta_{M})\sin\alpha\right]
Kj𝒩m[sin(θjθm)cosα+cos(θjθm)sinα]\displaystyle-K\sum_{j\in\mathcal{N}_{m}}\left[\sin(\theta_{j}-\theta_{m})\cos\alpha+\cos(\theta_{j}-\theta_{m})\sin\alpha\right]
=D(Ω)+Kcosα(j𝒩Msin(θjθM)j𝒩msin(θjθm))\displaystyle=D(\Omega)+K\cos\alpha\left(\sum_{j\in\mathcal{N}_{M}}\sin(\theta_{j}-\theta_{M})-\sum_{j\in\mathcal{N}_{m}}\sin(\theta_{j}-\theta_{m})\right)
+Ksinα(j𝒩Mcos(θjθM)j𝒩mcos(θjθm)),\displaystyle+K\sin\alpha\left(\sum_{j\in\mathcal{N}_{M}}\cos(\theta_{j}-\theta_{M})-\sum_{j\in\mathcal{N}_{m}}\cos(\theta_{j}-\theta_{m})\right),

where we use the formula

sin(x+y)=sinxcosy+cosxsiny\sin(x+y)=\sin x\cos y+\cos x\sin y

When the phase diameter satisfies D(θ(t))ζ<πD(\theta(t))\leq\zeta<\pi, it is obvious that

sin(θjθM)0,j𝒩Mandsin(θjθm)0,j𝒩m.\sin(\theta_{j}-\theta_{M})\leq 0,\ j\in\mathcal{N}_{M}\quad\text{and}\quad\sin(\theta_{j}-\theta_{m})\geq 0,\ j\in\mathcal{N}_{m}.

Then we see from (2.1) that

D˙(θ)D(Ω)+2NKsinα.\dot{D}(\theta)\leq D(\Omega)+2NK\sin\alpha. (2.2)

That is to say, when D(θ(t))ζD(\theta(t))\leq\zeta, the growth of phase diameter is no greater than the linear growth with positive slope D(Ω)+2NKsinαD(\Omega)+2NK\sin\alpha. Now we integrate on both sides of (2.2) from 0 to tt to have

D(θ(t))D(θ(0))+(D(Ω)+2NKsinα)t.D(\theta(t))\leq D(\theta(0))+(D(\Omega)+2NK\sin\alpha)t.

Therefore, it yields that there exists a finite time t¯>0\bar{t}>0 such that

D(θ(t))<ζ,t[0,t¯),D(\theta(t))<\zeta,\quad\forall\ t\in[0,\bar{t}),

where t¯\bar{t} is given as below

t¯=ζD(θ(0))D(Ω)+2NKsinα.\bar{t}=\frac{\zeta-D(\theta(0))}{D(\Omega)+2NK\sin\alpha}.

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 𝒢0\mathcal{G}_{0} 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 𝒢0\mathcal{G}_{0} consists of the following three steps:

Step 1. For any given time tt, we reorder the oscillator indexes to make the oscillator phases from minimum to maximum. More specifically, by relabeling the agents at time tt, we set

θ10(t)θ20(t)θN00(t).\theta_{1}^{0}(t)\leq\theta_{2}^{0}(t)\leq\ldots\leq\theta_{N_{0}}^{0}(t). (3.1)

In order to introduce the following steps, we first provide the process of iterations for ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) and ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) as follows:

\bullet(𝒜1\mathcal{A}_{1}): If ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) is not a general root, then we construct

¯k1N0(C¯k1,N0)=a¯k1¯kN0(C¯k,N0)+θk10a¯k1+1.\bar{\mathcal{L}}_{k-1}^{N_{0}}(\bar{C}_{k-1,N_{0}})=\frac{\bar{a}_{k-1}\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}})+\theta^{0}_{k-1}}{\bar{a}_{k-1}+1}.

\bullet(𝒜2\mathcal{A}_{2}): If ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) is not a general root, then we construct

¯1l+1(C¯1,l+1)=a¯l+1¯1l(C¯1,l)+θl+10a¯l+1+1\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1})=\frac{\underline{a}_{l+1}\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l})+\theta^{0}_{l+1}}{\underline{a}_{l+1}+1}

Step 2. According to the strong connectivity of 𝒢0\mathcal{G}_{0}, we immediately know that ¯1N0(C¯1,N0)\bar{\mathcal{L}}_{1}^{N_{0}}(\bar{C}_{1,N_{0}}) is a general root, and ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) is not a general root for k>1k>1. Therefore, we may start from θN00\theta^{0}_{N_{0}} and follow the process 𝒜1\mathcal{A}_{1} to construct ¯kN0(C¯k,N0)\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}) until k=1k=1.

Step 3. Similarly, we know that ¯1N0(C¯1,N0)\underline{\mathcal{L}}_{1}^{N_{0}}(\underline{C}_{1,N_{0}}) is a general root and ¯1l(C¯1,l)\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}) is not a general root for l<N0l<N_{0}. Therefore, we may start from θ10\theta^{0}_{1} and follow the process 𝒜2\mathcal{A}_{2} until l=N0l=N_{0}.

It is worth emphasizing that the order of the oscillators may change along time tt, but at each time tt, the above algorithm does work. For convenience, the algorithm from Step 1 to Step 3 will be referred to as Algorithm 𝒜\mathcal{A}. Then, based on Algorithm 𝒜\mathcal{A}, we will provide a priori estimates on a monotone property about the sine function, which will be crucially used later.

Lemma 3.1.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1) with srong connected network 𝒢0\mathcal{G}_{0}. Moreover at time tt, we also assume that the oscillators are well-ordered as (3.1), and the phase diameter and quantity η\eta satisfiy the following conditions:

D0(θ(t))<γ,η>max{1sinγ,21ζγ},D_{0}(\theta(t))<\gamma,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\zeta}{\gamma}}\right\},

where ζ,γ\zeta,\gamma are given in the condition (1.3). Then at time tt, the following assertions hold

{i=nN0(ηinminj𝒩i0(0)jisin(θj0θi0))sin(θk¯n0θN00),k¯n=minji=nN0𝒩i0(0)j, 1nN0,i=1n(ηnimaxj𝒩i0(0)jisin(θj0θi0))sin(θk¯n0θ10),k¯n=maxji=1n𝒩i0(0)j, 1nN0.\begin{cases}\displaystyle\sum_{i=n}^{N_{0}}(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta_{j}^{0}-\theta_{i}^{0}))\leq\sin(\theta^{0}_{\bar{k}_{n}}-\theta^{0}_{N_{0}}),\ \bar{k}_{n}=\min_{j\in\cup_{i=n}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j,\ 1\leq n\leq N_{0},\\ \displaystyle\sum_{i=1}^{n}(\eta^{n-i}\underset{j\geq i}{\max_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta_{j}^{0}-\theta_{i}^{0}))\geq\sin(\theta^{0}_{\underline{k}_{n}}-\theta_{1}^{0}),\ \underline{k}_{n}=\max_{j\in\cup_{i=1}^{n}\mathcal{N}^{0}_{i}(0)}j,\ 1\leq n\leq N_{0}.\end{cases}
Proof.

For the proof of this lemma, please see [45] for details.

Recall the strongly connected ensemble 𝒢0\mathcal{G}_{0}, and denote by θi0(i=1,2,,N0)\theta_{i}^{0}\ (i=1,2,\ldots,N_{0}) the members in 𝒢0\mathcal{G}_{0}. For the oscillators in 𝒢0\mathcal{G}_{0}, 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 tt, the oscillators in 𝒢0\mathcal{G}_{0} are well-ordered as follows,

θ10(t)θ20(t)θN00(t).\theta^{0}_{1}(t)\leq\theta^{0}_{2}(t)\leq\ldots\leq\theta^{0}_{N_{0}}(t).

Then we apply the process 𝒜1\mathcal{A}_{1} from θN00\theta^{0}_{N_{0}} to θ10\theta^{0}_{1} and the process 𝒜2\mathcal{A}_{2} from θ10\theta^{0}_{1} to θN00\theta^{0}_{N_{0}} to respectively construct

¯k1N0(C¯k1,N0)witha¯N00=0,a¯k10=η(2N0k+2)(a¯k0+1),2kN0,\displaystyle\bar{\mathcal{L}}_{k-1}^{N_{0}}(\bar{C}_{k-1,N_{0}})\ \mbox{with}\ \bar{a}^{0}_{N_{0}}=0,\ \bar{a}^{0}_{k-1}=\eta(2N_{0}-k+2)(\bar{a}^{0}_{k}+1),\quad 2\leq k\leq N_{0}, (3.2)
¯1k+1(C¯1,k+1)witha¯10=0,a¯k+10=η(k+1+N0)(a¯k0+1),1kN01,\displaystyle\underline{\mathcal{L}}_{1}^{k+1}(\underline{C}_{1,k+1})\ \mbox{with}\ \underline{a}^{0}_{1}=0,\ \underline{a}^{0}_{k+1}=\eta(k+1+N_{0})(\underline{a}^{0}_{k}+1),\quad 1\leq k\leq N_{0}-1,

where N0N_{0} is the cardinality of 𝒢0\mathcal{G}_{0} and η\eta is given in the condition (1.3). By induction criteria, we can deduce explict expressions about the constructed coefficients:

a¯k10=j=1N0k+1ηjA(2N0k+2,j),2kN0,\displaystyle\bar{a}^{0}_{k-1}=\sum_{j=1}^{N_{0}-k+1}\eta^{j}A(2N_{0}-k+2,j),\quad 2\leq k\leq N_{0}, (3.3)
a¯k+10=j=1kηjA(k+1+N0,j),1kN01.\displaystyle\underline{a}^{0}_{k+1}=\sum_{j=1}^{k}\eta^{j}A(k+1+N_{0},j),\quad 1\leq k\leq N_{0}-1.

Note that a¯N0+1i0=a¯i0,i=1,2,N0\bar{a}^{0}_{N_{0}+1-i}=\underline{a}^{0}_{i},\ i=1,2\ldots,N_{0}. And we set

θ¯k0:=¯kN0(C¯k,N0),θ¯k0:=¯1k(C¯1,k),1kN0.\bar{\theta}^{0}_{k}:=\bar{\mathcal{L}}_{k}^{N_{0}}(\bar{C}_{k,N_{0}}),\quad\underline{\theta}^{0}_{k}:=\underline{\mathcal{L}}_{1}^{k}(\underline{C}_{1,k}),\quad 1\leq k\leq N_{0}. (3.4)

We define a non-negative quantity Q0=θ¯0θ¯0Q^{0}=\bar{\theta}_{0}-\underline{\theta}_{0} where θ¯0=θ¯10\bar{\theta}_{0}=\bar{\theta}^{0}_{1} and θ¯0=θ¯N00\underline{\theta}_{0}=\underline{\theta}^{0}_{N_{0}}. Note that Q0(t)Q^{0}(t) is Lipschitz continuous with respect to tt. We then establish the comparison relation between Q0Q^{0} and the phase diameter D0(θ)D_{0}(\theta) of 𝒢0\mathcal{G}_{0} in the following lemma.

Lemma 3.2.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1) with strong connected digraph 𝒢0\mathcal{G}_{0}. Assume that for the group 𝒢0\mathcal{G}_{0}, the coefficients a¯k0\bar{a}_{k}^{0}’s and a¯k0\underline{a}_{k}^{0}’s satisfy the scheme (3.2). Then at each time tt, we have the following relation

βD0(θ(t))Q0(t)D0(θ(t)),β=12η,\beta D_{0}(\theta(t))\leq Q^{0}(t)\leq D_{0}(\theta(t)),\quad\beta=1-\frac{2}{\eta},

where η\eta satisfies the condition (1.3).

Proof.

As we choose the same design for coefficients of convex combination as that in [45], the proof of this lemma is same as that in [45], please see [45] for details.

From Lemma 3.2, we see that the quantity Q0Q^{0} can control the phase diameter D0(θ)D_{0}(\theta), which play a key role in analysing the bound of phase diameter. Based on Algorithm 𝒜\mathcal{A} and Lemma 3.1, we first study the dynamics of the constructed quantity Q0Q^{0}.

Lemma 3.3.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be the solution to system (1.1) with strong connected digraph 𝒢0\mathcal{G}_{0}. Moreover, for a given sufficiently small D<min{π2,ζ}D^{\infty}<\min\left\{\frac{\pi}{2},\zeta\right\}, assume the following conditions hold,

D0(θ(0))<ζ<γ<π,η>max{1sinγ,21ζγ},\displaystyle D_{0}(\theta(0))<\zeta<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\zeta}{\gamma}}\right\}, (3.5)
tanα<1(1+ζζD(θ(0)))2N0cβD,\displaystyle\tan\alpha<\frac{1}{\left(1+\frac{\zeta}{\zeta-D(\theta(0))}\right)2N_{0}c}\beta D^{\infty},
D+α<π2,K>(1+ζζD0(θ(0))(D(Ω)+2N0Ksinα)ccosα1βD,\displaystyle D^{\infty}+\alpha<\frac{\pi}{2},\quad K>\left(1+\frac{\zeta}{\zeta-D_{0}(\theta(0)}\right)\frac{(D(\Omega)+2N_{0}K\sin\alpha)c}{\cos\alpha}\frac{1}{\beta D^{\infty}},

where ζ,γ\zeta,\gamma are constants and

c=(j=1N01ηjA(2N0,j)+1)γsinγ.c=\frac{\left(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1\right)\gamma}{\sin\gamma}.

Then the phase diameter of the graph 𝒢0\mathcal{G}_{0} is uniformly bounded by γ\gamma:

D0(θ(t))<γ,t[0,+),D_{0}(\theta(t))<\gamma,\quad t\in[0,+\infty),

and the dynamics of Q0(t)Q^{0}(t) is controlled by the following differential inequality

Q˙0(t)D(Ω)+2N0KsinαKcosαcQ0(t),t[0,+).\dot{Q}^{0}(t)\leq D(\Omega)+2N_{0}K\sin\alpha-\frac{K\cos\alpha}{c}Q^{0}(t),\quad t\in[0,+\infty).
Proof.

The proof is similar to [45] under the assumption that the frustration α\alpha is sufficiently small. However, due to the presence of frustration, there are some slight differences in the process of analysis, thus we put the detailed proof in the Appendix A.

Lemma 3.3 states that the phase diameter of the digraph 𝒢0\mathcal{G}_{0} remains less than π\pi and provides the dynamics of Q0Q^{0}. We next exploit the dynamics of Q0Q^{0} and find some finite time such that the phase diameter of the digraph 𝒢0\mathcal{G}_{0} is uniformly bounded by a small value after the time.

Lemma 3.4.

Let θi={θi0}\theta_{i}=\{\theta^{0}_{i}\} be a solution to system (1.1) with strong connected digraph 𝒢0\mathcal{G}_{0}, and suppose the assumptions in Lemma 3.3 hold. Then there exists time t00t_{0}\geq 0 such that

D0(θ(t))D,fort[t0,+),D_{0}(\theta(t))\leq D^{\infty},\quad\mbox{for}\ t\in[t_{0},+\infty),

where t0t_{0} can be estimated as below and bounded by t¯\bar{t} given in Lemma 2.4

t0<ζKcosαcβD(D(Ω)+2N0Ksinα)<t¯.t_{0}<\frac{\zeta}{\frac{K\cos\alpha}{c}\beta D^{\infty}-(D(\Omega)+2N_{0}K\sin\alpha)}<\bar{t}. (3.6)
Proof.

From Lemma 3.3, we see that the dynamics of quantity Q0(t)Q^{0}(t) is governed by the following inequality

Q˙0(t)D(Ω)+2N0KsinαKcosαcQ0(t),t[0,+).\dot{Q}^{0}(t)\leq D(\Omega)+2N_{0}K\sin\alpha-\frac{K\cos\alpha}{c}Q^{0}(t),\quad t\in[0,+\infty). (3.7)

We next show that there exists some time t0t_{0} such that the quantity Q0Q^{0} in (3.7) is uniformly bounded after t0t_{0}. There are two cases we consider separately.

\diamond Case 1. We first consider the case that Q0(0)>βDQ^{0}(0)>\beta D^{\infty}. When Q0(t)[βD,Q0(0)]Q^{0}(t)\in[\beta D^{\infty},Q^{0}(0)], from (A.14), we have

Q˙0(t)\displaystyle\dot{Q}^{0}(t) D(Ω)+2N0KsinαKcosαcQ0(t)\displaystyle\leq D(\Omega)+2N_{0}K\sin\alpha-\frac{K\cos\alpha}{c}Q^{0}(t) (3.8)
D(Ω)+2N0KsinαKcosαcβD<0.\displaystyle\leq D(\Omega)+2N_{0}K\sin\alpha-\frac{K\cos\alpha}{c}\beta D^{\infty}<0.

That is to say, when Q0(t)Q^{0}(t) is located in the interval [βD,Q0(0)][\beta D^{\infty},Q^{0}(0)], Q0(t)Q^{0}(t) will keep decreasing with a rate bounded by a uniform slope. Then we can define a stopping time t0t_{0} as follows,

t0=inf{t0|Q0(t)βD}.t_{0}=\inf\{t\geq 0\ |\ Q^{0}(t)\leq\beta D^{\infty}\}.

And based on the definition of t0t_{0}, we see that Q0Q^{0} will decrease before t0t_{0} and has the following property at t0t_{0},

Q0(t0)=βD.Q^{0}(t_{0})=\beta D^{\infty}. (3.9)

Moerover, from (3.8), it is easy to see that the stopping time t0t_{0} satisfies the following upper bound estimate,

t0Q0(0)βDKcosαcβD(D(Ω)+2N0Ksinα).t_{0}\leq\frac{Q^{0}(0)-\beta D^{\infty}}{\frac{K\cos\alpha}{c}\beta D^{\infty}-(D(\Omega)+2N_{0}K\sin\alpha)}. (3.10)

Now we study the upper bound of Q0Q^{0} on [t0,+)[t_{0},+\infty). In fact, we can apply (3.8), (3.9) and the same arguments in (A.12) to derive

Q0(t)βD,t[t0,+).Q^{0}(t)\leq\beta D^{\infty},\ t\in[t_{0},+\infty). (3.11)

\diamond Case 2. For another case that Q0(0)βDQ^{0}(0)\leq\beta D^{\infty}. We can apply the similar analysis in (A.12) to obtain

Q0(t)βD,t[0,+).Q^{0}(t)\leq\beta D^{\infty},\quad t\in[0,+\infty). (3.12)

Then in this case, we directly set t0=0t_{0}=0.

Therefore, from (3.11), (3.12), and Lemma 3.2, we derive the upper bound of D0(θ)D_{0}(\theta) on [t0,+)[t_{0},+\infty) as below

D0(θ(t))Q0(t)βD,fort[t0,+).D_{0}(\theta(t))\leq\frac{Q^{0}(t)}{\beta}\leq D^{\infty},\quad\mbox{for}\ t\in[t_{0},+\infty). (3.13)

On the other hand, in order to verify (3.6), we further study t0t_{0} in (3.13). Combining (3.10) in Case 1 and t0=0t_{0}=0 in Case 2, we see that

t0<ζKcosαcβD(D(Ω)+2N0Ksinα).t_{0}<\frac{\zeta}{\frac{K\cos\alpha}{c}\beta D^{\infty}-(D(\Omega)+2N_{0}K\sin\alpha)}. (3.14)

Here, we use the truth that Q0(0)D0(θ(0))<ζQ^{0}(0)\leq D_{0}(\theta(0))<\zeta. Then from the assumption about KK in (3.5), i.e.,

K>(1+ζζD0(θ(0))(D(Ω)+2N0Ksinα)ccosα1βD,c=(j=1N01ηjA(2N0,j)+1)γsinγ,K>\left(1+\frac{\zeta}{\zeta-D_{0}(\theta(0)}\right)\frac{(D(\Omega)+2N_{0}K\sin\alpha)c}{\cos\alpha}\frac{1}{\beta D^{\infty}},\quad c=\frac{\left(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1\right)\gamma}{\sin\gamma},

it yields the following estimate about t0t_{0},

t0\displaystyle t_{0} <ζ(1+ζζD0(θ(0)))(D(Ω)+2N0Ksinα)(D(Ω)+2N0Ksinα)\displaystyle<\frac{\zeta}{(1+\frac{\zeta}{\zeta-D_{0}(\theta(0))})(D(\Omega)+2N_{0}K\sin\alpha)-(D(\Omega)+2N_{0}K\sin\alpha)} (3.15)
=ζD0(θ(0))D(Ω)+2N0Ksinα=t¯.\displaystyle=\frac{\zeta-D_{0}(\theta(0))}{D(\Omega)+2N_{0}K\sin\alpha}=\bar{t}.

Note that in this special strong connected case, it’s clear that N0=NN_{0}=N and D0(θ)=D(θ)D_{0}(\theta)=D(\theta) in Lemma 2.4.

Thus, combining (3.13), (3.14) and (3.15), we derive the desired results.

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 𝒢\mathcal{G} 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 𝒢\mathcal{G} is decomposed into a union as 𝒢=i=0d𝒢i\mathcal{G}=\bigcup_{i=0}^{d}\mathcal{G}_{i}, where 𝒢p\mathcal{G}_{p} is a maximum node of 𝒢(i=0p1𝒢i)\mathcal{G}\setminus(\bigcup_{i=0}^{p-1}\mathcal{G}_{i}).

We have studied the situation d=0d=0 in Section 3, and we showed that the phase diameter of the digraph 𝒢0\mathcal{G}_{0} is uniformly bounded by a small value after some finite time, i.e., the oscillators of 𝒢0\mathcal{G}_{0} will concentrate into a small region of quarter-circle. However, for the case that d>0d>0, 𝒢k\mathcal{G}_{k}’s are not maximum nodes in 𝒢\mathcal{G} for k1k\geq 1. Hence, the methods in Lemma 3.3 and Lemma 3.4 can not be directly exploited for the situation d>0d>0. More precisely, the oscillators in 𝒢i\mathcal{G}_{i} with i<ki<k perform as an attraction source and affect the agents in 𝒢k\mathcal{G}_{k}. Thus when we study the behavior of agents in 𝒢k\mathcal{G}_{k}, the information from 𝒢i\mathcal{G}_{i} with i<ki<k can not be ignored.

From Remark 2.1 and node decomposition, the graph 𝒢\mathcal{G} can be represented as

𝒢=k=0d𝒢k,|𝒢k|=Nk,\mathcal{G}=\bigcup_{k=0}^{d}\mathcal{G}_{k},\quad|\mathcal{G}_{k}|=N_{k},

and we denote the oscillators in 𝒢k\mathcal{G}_{k} by θik\theta^{k}_{i} with 1iNk1\leq i\leq N_{k}. Then we assume that at time tt, the oscillators in each 𝒢k\mathcal{G}_{k} are well-ordered as below:

θ1k(t)θ2k(t)θNkk(t),0kd.\theta^{k}_{1}(t)\leq\theta^{k}_{2}(t)\leq\ldots\leq\theta^{k}_{N_{k}}(t),\quad 0\leq k\leq d. (4.1)

For each subdigraph 𝒢k\mathcal{G}_{k} with k0k\geq 0 which is strongly connected, we follow the process in Algorithm 𝒜1\mathcal{A}_{1} and 𝒜2\mathcal{A}_{2} to construct ¯l1Nk(C¯l1,Nk)\bar{\mathcal{L}}_{l-1}^{N_{k}}(\bar{C}_{l-1,N_{k}}) and ¯1l+1(C¯1,l+1)\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1}) by redesigning the coefficients a¯lk\bar{a}^{k}_{l} and a¯lk\underline{a}_{l}^{k} of convex combination as below:

{¯l1Nk(C¯l1,Nk)witha¯Nkk=0,a¯l1k=η(2Nl+2)(a¯lk+1),2lNk,¯1l+1(C¯1,l+1)witha¯1k=0,a¯l+1k=η(l+1+2NNk)(a¯lk+1),1lNk1,\begin{cases}\displaystyle\bar{\mathcal{L}}_{l-1}^{N_{k}}(\bar{C}_{l-1,N_{k}})\ \mbox{with}\ \bar{a}^{k}_{N_{k}}=0,\ \bar{a}^{k}_{l-1}=\eta(2N-l+2)(\bar{a}^{k}_{l}+1),\quad 2\leq l\leq N_{k},\\ \displaystyle\underline{\mathcal{L}}_{1}^{l+1}(\underline{C}_{1,l+1})\ \mbox{with}\ \underline{a}^{k}_{1}=0,\ \underline{a}^{k}_{l+1}=\eta(l+1+2N-N_{k})(\underline{a}^{k}_{l}+1),\quad 1\leq l\leq N_{k}-1,\end{cases} (4.2)

By induction principle, we deduce that

{a¯l1k=j=1Nkl+1ηjA(2Nl+2,j),2lNk,a¯l+1k=j=1lηjA(l+1+2NNk,j),1lNk1.\begin{cases}\displaystyle\bar{a}^{k}_{l-1}=\sum_{j=1}^{N_{k}-l+1}\eta^{j}A(2N-l+2,j),\quad 2\leq l\leq N_{k},\\ \displaystyle\underline{a}^{k}_{l+1}=\sum_{j=1}^{l}\eta^{j}A(l+1+2N-N_{k},j),\quad 1\leq l\leq N_{k}-1.\end{cases} (4.3)

Note that a¯Nk+1ik=a¯ik,i=1,2,Nk\bar{a}^{k}_{N_{k}+1-i}=\underline{a}^{k}_{i},\ i=1,2\ldots,N_{k}. By simple calculation, we have

a¯1k=j=1Nk1(ηjA(2N,j)),a¯1kj=1N1(ηjA(2N,j)),0kd.\bar{a}^{k}_{1}=\sum^{N_{k}-1}_{j=1}(\eta^{j}A(2N,j)),\quad\bar{a}^{k}_{1}\leq\sum^{N-1}_{j=1}(\eta^{j}A(2N,j)),\quad 0\leq k\leq d. (4.4)

And we further introduce the following notations,

θ¯lk:=¯lNk(C¯l,Nk),θ¯lk:=¯1l(C¯1,l),1lNk,0kd,\displaystyle\bar{\theta}^{k}_{l}:=\bar{\mathcal{L}}_{l}^{N_{k}}(\bar{C}_{l,N_{k}}),\quad\underline{\theta}^{k}_{l}:=\underline{\mathcal{L}}_{1}^{l}(\underline{C}_{1,l}),\quad 1\leq l\leq N_{k},\quad 0\leq k\leq d, (4.5)
θ¯k:=¯1Nk(C¯1,Nk),θ¯k:=¯1Nk(C¯1,Nk),0kd,\displaystyle\bar{\theta}_{k}:=\bar{\mathcal{L}}_{1}^{N_{k}}(\bar{C}_{1,N_{k}}),\quad\underline{\theta}_{k}:=\underline{\mathcal{L}}_{1}^{N_{k}}(\underline{C}_{1,N_{k}}),\quad 0\leq k\leq d, (4.6)
Qk(t):=max0ik{θ¯i}min0ik{θ¯i},0kd.\displaystyle Q^{k}(t):=\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}-\min_{0\leq i\leq k}\{\underline{\theta}_{i}\},\quad 0\leq k\leq d. (4.7)

Due to the analyticity of the solution, Qk(t)Q^{k}(t) is Lipschitz continuous. Similar to Section 3, we will first establish the comparison between the quantity Qk(t)Q^{k}(t) and phase diameter Dk(θ(t))D_{k}(\theta(t)) of the first k+1k+1 nodes, which plays a crucial role in the later analysis.

Lemma 4.1.

Let θi\theta_{i} be a solution to system (1.1), and assume that the network contains a spanning tree and for each subdigraph 𝒢k\mathcal{G}_{k}, the coefficients a¯lk\bar{a}^{k}_{l} and a¯lk\underline{a}^{k}_{l} of convex combination in Algorithm 𝒜\mathcal{A} satisfy the scheme (4.2). Then at each time tt, we have the following relation

βDk(θ(t))Qk(t)Dk(θ(t)),0kd,β=12η,\beta D_{k}(\theta(t))\leq Q^{k}(t)\leq D_{k}(\theta(t)),\quad 0\leq k\leq d,\quad\beta=1-\frac{2}{\eta},

where Dk(θ)=max0ikmax1jNi{θji}min0ikmin1jNi{θji}D_{k}(\theta)=\max\limits_{0\leq i\leq k}\max\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\}-\min\limits_{0\leq i\leq k}\min\limits_{1\leq j\leq N_{i}}\{\theta_{j}^{i}\} and η\eta satisfies the condition (1.3).

Proof.

As we adopt the same construction of coefficients of convex combination in [45] which deals with the Kuramoto model without frustration on a general network, thus for the detailed proof of this lemma, please see [45]. ∎

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 Qk(t)Q^{k}(t) that involves the influences from 𝒢i\mathcal{G}_{i} with i<ki<k, 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 𝒢0\mathcal{G}_{0}.

Lemma 4.2.

Suppose that the network topology contains a spanning tree, and let θi\theta_{i} be a solution to (1.1). Moreover, assume that the initial data and the quantity η\eta satisfy

D(θ(0))<ζ<γ<π,η>max{1sinγ,21ζγ},D(\theta(0))<\zeta<\gamma<\pi,\quad\eta>\max\left\{\frac{1}{\sin\gamma},\frac{2}{1-\frac{\zeta}{\gamma}}\right\}, (4.8)

where ζ,γ\zeta,\gamma are positive constants. And for a given sufficiently small D<min{π2,ζ}D^{\infty}<\min\{\frac{\pi}{2},\zeta\}, assume the frustration α\alpha and coupling strength κ\kappa satisfy

tanα<1(1+(d+1)ζζD(θ(0)))2Ncβd+1D[4(2N+1)c]d,D+α<π2,\displaystyle\tan\alpha<\frac{1}{\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)2Nc}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}},\quad D^{\infty}+\alpha<\frac{\pi}{2}, (4.9)
K>(1+(d+1)ζζD(θ(0)))(D(Ω)+2NKsinα)ccosα[4(2N+1)c]dβd+1D,\displaystyle K>\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)\frac{(D(\Omega)+2NK\sin\alpha)c}{\cos\alpha}\frac{[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}},

where dd is the number of general nodes and

c=(j=1N1ηjA(2N,j)+1)γsinγ.c=\frac{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma}.

Then the following two assertions hold for the maximum node 𝒢0\mathcal{G}_{0}:

  1. (1)

    The dynamics of Q0(t)Q^{0}(t) is governed by the following equation

    Q˙0(t)D(Ω)+2NKsinαKcosαcQ0(t),t[0,+),\dot{Q}^{0}(t)\leq D(\Omega)+2NK\sin\alpha-\frac{K\cos\alpha}{c}Q^{0}(t),\quad t\in[0,+\infty),
  2. (2)

    there exists time t00t_{0}\geq 0 such that

    D0(θ(t))βdD[4(2N+1)c]d,fort[t0,+),D_{0}(\theta(t))\leq\frac{\beta^{d}D^{\infty}}{[4(2N+1)c]^{d}},\quad\mbox{for}\ t\in[t_{0},+\infty),

    where t0t_{0} can be estimated as below and bounded by t¯\bar{t} given in Lemma 2.4

    t0<ζKcosαcβd+1D[4(2N+1)c]d(D(Ω)+2NKsinα)<t¯.t_{0}<\frac{\zeta}{\frac{K\cos\alpha}{c}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}-(D(\Omega)+2NK\sin\alpha)}<\bar{t}.

Next, inspiring from Lemma 4.2, we make the following reasonable ansatz for Qk(t)Q^{k}(t) with 0kd0\leq k\leq d.

Ansatz:

  1. (1)

    The dynamics of quantity Qk(t)Q^{k}(t) in time interval [0,)[0,\infty) is governed by the following differential inequality,

    Q˙k(t)\displaystyle\dot{Q}^{k}(t) D(Ω)+2NKsinα+(2N+1)KcosαDk1(θ(t))KcosαcQk(t),t[0,+).\displaystyle\leq D(\Omega)+2NK\sin\alpha+(2N+1)K\cos\alpha D_{k-1}(\theta(t))-\frac{K\cos\alpha}{c}Q^{k}(t),\ t\in[0,+\infty). (4.10)

    where we assume D1(θ(t))=0D_{-1}(\theta(t))=0.

  2. (2)

    there exists a finite time tk0t_{k}\geq 0 such that, the phase diameter Dk(θ(t))D_{k}(\theta(t)) of i=0k𝒢i\bigcup_{i=0}^{k}\mathcal{G}_{i} is uniformly bounded after tkt_{k}, i.e.,

    Dk(θ(t))βdkD[4(2N+1)c]dk,t[tk,+),D_{k}(\theta(t))\leq\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k}},\quad\forall\ t\in[t_{k},+\infty), (4.11)

    where tkt_{k} subjects to the following estimate,

    tk<(k+1)ζKcosαcβd+1D[4(2N+1)c]d(D(Ω)+2NKsinα)<t¯=ζD(θ(0))D(Ω)+2NKsinα.t_{k}<\frac{(k+1)\zeta}{\frac{K\cos\alpha}{c}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}-(D(\Omega)+2NK\sin\alpha)}<\bar{t}=\frac{\zeta-D(\theta(0))}{D(\Omega)+2NK\sin\alpha}. (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 QkQ^{k} and Dk(θ)D_{k}(\theta) with 0kd10\leq k\leq d-1, and then prove that the ansatz also holds for Qk+1Q^{k+1} and Dk+1(θ)D_{k+1}(\theta).

Lemma 4.3.

Suppose the assumptions in Lemma 4.2 are fulfilled, and the ansatz in (4.10), (4.11) and (4.12) holds for some kk with 0kd10\leq k\leq d-1. Then the ansatz (4.10) holds for k+1k+1.

Proof.

We will use proof by contradiction criteria to verify the ansatz for Qk+1Q^{k+1}. To this end, define a set

k+1={T>0:Dk+1(θ(t))<γ,t[0,T)}.\mathcal{B}_{k+1}=\{T>0\ :\ D_{k+1}(\theta(t))<\gamma,\ \forall\ t\in[0,T)\}.

From Lemma 2.4, we see that

Dk+1(θ(t))D(θ(t))<ζ<γ,t[0,t¯).D_{k+1}(\theta(t))\leq D(\theta(t))<\zeta<\gamma,\quad\forall\ t\in[0,\bar{t}).

It is clear that t¯k+1\bar{t}\in\mathcal{B}_{k+1}. Thus the set k+1\mathcal{B}_{k+1} is not empty. Define T=supk+1T^{*}=\sup\mathcal{B}_{k+1}. We will prove by contradiction that T=+T^{*}=+\infty. Suppose not, i.e., T<+T^{*}<+\infty. It is obvious that

t¯T,Dk+1(θ(t))<γ,t[0,T),Dk+1(θ(T))=γ.\bar{t}\leq T^{*},\quad D_{k+1}(\theta(t))<\gamma,\ \forall\ t\in[0,T^{*}),\quad D_{k+1}(\theta(T^{*}))=\gamma. (4.13)

As the solution to system (1.1) is analytic, in the finite time interval [0,T)[0,T^{*}), θ¯i\bar{\theta}_{i} and θ¯j\bar{\theta}_{j} 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 θ¯i\bar{\theta}_{i} and θ¯j\bar{\theta}_{j} staying together through all period [0,T)[0,T^{*}). That means the order of {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} will only exchange finite times in [0,T)[0,T^{*}), so does {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} . Thus, we divide the time interval [0,T)[0,T^{*}) into a finite union as below

[0,T)=l=1rJl,Jl=[tl1,tl).[0,T^{*})=\bigcup_{l=1}^{r}J_{l},\quad J_{l}=[t_{l-1},t_{l}).

such that in each interval JlJ_{l}, the orders of both {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} and {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} are preseved, and the order of oscillators in each subdigraph 𝒢i\mathcal{G}_{i} with 0ik+10\leq i\leq k+1 does not change. In the following, we will show the contradiction via two steps.

\star Step 1. In this step, we first verify the Ansatz (4.10) holds for Qk+1Q^{k+1} on [0,T)[0,T^{*}), i.e.,

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) D(Ω)+2NKsinα+(2N+1)KcosαDk(θ(t))KcosαcQk+1(t),t[0,T).\displaystyle\leq D(\Omega)+2NK\sin\alpha+(2N+1)K\cos\alpha D_{k}(\theta(t))-\frac{K\cos\alpha}{c}Q^{k+1}(t),\ \ t\in[0,T^{*}). (4.14)

As the proof is slightly different from that in [45] and rather lengthy, we put the detailed proof in Appendix B.

\star Step 2. In this step, we will study the upper bound of Qk+1Q^{k+1} in (4.14) in time interval [tk,T)[t_{k},T^{*}), where tkt_{k} is given in Ansatz (4.11)\eqref{F-2} for Dk(θ)D_{k}(\theta). For the purposes of discussion, we rewrite the equation (4.14) as below

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) Kcosαc(Qk+1(t)(2N+1)cDk(θ(t))(D(Ω)+2NKsinα)cKcosα),t[0,T).\displaystyle\leq-\frac{K\cos\alpha}{c}\left(Q^{k+1}(t)-(2N+1)cD_{k}(\theta(t))-\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha}\right),\ t\in[0,T^{*}). (4.15)

where cc is expressed by the following equation

c=(j=1N1ηjA(2N,j)+1)γsinγ.c=\frac{(\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1)\gamma}{\sin\gamma}. (4.16)

For the term Dk(θ)D_{k}(\theta) in (4.15), under the assumption of induction criteria, the Ansatz (4.11) holds for Dk(θ)D_{k}(\theta), i.e., there exists time tkt_{k} such that

Dk(θ(t))βdkD[4(2N+1)c]dk,t[tk,+),tk<t¯.D_{k}(\theta(t))\leq\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k}},\quad\ t\in[t_{k},+\infty),\quad t_{k}<\bar{t}. (4.17)

And from the condition (4.9), it is obvious that

K\displaystyle K >(1+(d+1)ζζD(θ(0)))(D(Ω)+2NKsinα)ccosα[4(2N+1)c]dβd+1D\displaystyle>\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)\frac{(D(\Omega)+2NK\sin\alpha)c}{\cos\alpha}\frac{[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}}
>(D(Ω)+2NKsinα)ccosα[4(2N+1)c]dβd+1D.\displaystyle>\frac{(D(\Omega)+2NK\sin\alpha)c}{\cos\alpha}\frac{[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}}.

This directly yields that

(D(Ω)+2NKsinα)cKcosα<βd+1D[4(2N+1)c]d<βdkD4dk[(2N+1)c]dk1,\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha}<\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}<\frac{\beta^{d-k}D^{\infty}}{4^{d-k}[(2N+1)c]^{d-k-1}}, (4.18)

where 0kd1,β<1,c>1.0\leq k\leq d-1,\beta<1,c>1. 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

(2N+1)cDk(θ(t))+(D(Ω)+2NKsinα)cKcosα\displaystyle(2N+1)cD_{k}(\theta(t))+\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha} (4.19)
(2N+1)cβdkD[4(2N+1)c]dk+βdkD4dk[(2N+1)c]dk1\displaystyle\leq(2N+1)c\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k}}+\frac{\beta^{d-k}D^{\infty}}{4^{d-k}[(2N+1)c]^{d-k-1}}
βdkD2[4(2N+1)c]dk1<βdkD[4(2N+1)c]dk1,t[tk,+).\displaystyle\leq\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}<\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}},\qquad t\in[t_{k},+\infty).

From Lemma 2.4, we have tk<t¯Tt_{k}<\bar{t}\leq T^{*}, thus it makes sense when we consider the time interval [tk,T)[t_{k},T^{*}). Now based on the above estiamte (4.19), we apply the differential equation (4.15) and study the upper bound of Qk+1Q^{k+1} on [tk,T)[t_{k},T^{*}). We claim that

Qk+1(t)max{Qk+1(tk),βdkD[4(2N+1)c]dk1}:=Mk+1,t[tk,T).Q^{k+1}(t)\leq\max\left\{Q^{k+1}(t_{k}),\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}\right\}:=M_{k+1},\quad t\in[t_{k},T^{*}). (4.20)

Suppose not, then there exists some t~(tk,T)\tilde{t}\in(t_{k},T^{*}) such that Qk+1(t~)>Mk+1Q^{k+1}(\tilde{t})>M_{k+1}. We construct a set

𝒞k+1:={tkt<t~:Qk+1(t)Mk+1}.\mathcal{C}_{k+1}:=\{t_{k}\leq t<\tilde{t}:Q^{k+1}(t)\leq M_{k+1}\}.

Since Qk+1(tk)Mk+1Q^{k+1}(t_{k})\leq M_{k+1}, the set 𝒞k+1\mathcal{C}_{k+1} is not empty. Define t=sup𝒞k+1t^{*}=\sup\mathcal{C}_{k+1}. Then it is easy to see that

t<t~,Qk+1(t)=Mk+1,Qk+1(t)>Mk+1fort(t,t~].t^{*}<\tilde{t},\quad Q^{k+1}(t^{*})=M_{k+1},\quad Q^{k+1}(t)>M_{k+1}\quad\mbox{for}\ t\in(t^{*},\tilde{t}]. (4.21)

From the construction of Mk+1M_{k+1}, (4.19) and (4.21), it is clear that for t(t,t~]t\in(t^{*},\tilde{t}]

Kcosαc(Qk+1(t)(2N+1)cDk(θ(t))(D(Ω)+2NKsinα)cKcosα)\displaystyle-\frac{K\cos\alpha}{c}\left(Q^{k+1}(t)-(2N+1)cD_{k}(\theta(t))-\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha}\right)
<Kcosαc(Mk+1βdkD[4(2N+1)c]dk1)0.\displaystyle<-\frac{K\cos\alpha}{c}\left(M_{k+1}-\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}\right)\leq 0.

Wen apply the above inequality and integrate on both sides of (4.15)\eqref{F-d20} from tt^{*} to t~\tilde{t} to get

Qk+1(t~)Mk+1\displaystyle Q^{k+1}(\tilde{t})-M_{k+1}
=Qk+1(t~)Qk+1(t)\displaystyle=Q^{k+1}(\tilde{t})-Q^{k+1}(t^{*})
tt~Kcosαc(Qk+1(t)(2N+1)cDk(θ(t))(D(Ω)+2NKsinα)cKcosα)𝑑t<0\displaystyle\leq-\int_{t^{*}}^{\tilde{t}}\frac{K\cos\alpha}{c}\left(Q^{k+1}(t)-(2N+1)cD_{k}(\theta(t))-\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha}\right)dt<0

which contradicts to the truth Qk+1(t~)Mk+1>0Q^{k+1}(\tilde{t})-M_{k+1}>0. Thus we complete the proof of (4.20).

\star Step 3. In this step, we will construct a contradiction to (4.13). From (4.20), Lemma 2.4 and the fact that

βdkD[4(2N+1)c]dk1<D,tk<t¯,Qk+1(tk)Dk+1(θ(tk))D(θ(tk))<ζ,\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}<D^{\infty},\quad t_{k}<\bar{t},\quad Q^{k+1}(t_{k})\leq D_{k+1}(\theta(t_{k}))\leq D(\theta(t_{k}))<\zeta,

we directly obtain

Qk+1(t)max{Qk+1(tk),βdkD[4(2N+1)c]dk1}<max{ζ,D}=ζ,t[tk,T).Q^{k+1}(t)\leq\max\left\{Q^{k+1}(t_{k}),\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}\right\}<\max\left\{\zeta,D^{\infty}\right\}=\zeta,\quad t\in[t_{k},T^{*}).

From Lemma 4.1 and the condition (4.8), it yields that

Dk+1(θ(t))Qk+1(t)β<ζβ<γ,t[tk,T).D_{k+1}(\theta(t))\leq\frac{Q^{k+1}(t)}{\beta}<\frac{\zeta}{\beta}<\gamma,\quad t\in[t_{k},T^{*}).

Since Dk+1(θ(t))D_{k+1}(\theta(t)) is continuous, we have

Dk+1(θ(T))=limt(T)Dk+1(θ(t))ζβ<γ,D_{k+1}(\theta(T^{*}))=\lim_{t\to(T^{*})^{-}}D_{k+1}(\theta(t))\leq\frac{\zeta}{\beta}<\gamma,

which obviously contradicts to the assumption Dk+1(θ(T))=γD_{k+1}(\theta(T^{*}))=\gamma in (4.13).

Thus, we combine all above analysis to conclude that T=+T^{*}=+\infty, that is to say,

Dk+1(θ(t))<γ,t[0,+).D_{k+1}(\theta(t))<\gamma,\quad\forall\ t\in[0,+\infty). (4.22)

Then for any finite time T>0T>0, we apply (4.22) and repeat the analysis in Step 1 to obtain that the differential inequality (4.10) holds for Qk+1Q^{k+1} on [0,T)[0,T). Thus we obtain the dynamics of Qk+1Q^{k+1} in whole time interval as below:

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) D(Ω)+2NKsinα+(2N+1)KcosαDk(θ(t))KcosαcQk+1(t),t[0,+).\displaystyle\leq D(\Omega)+2NK\sin\alpha+(2N+1)K\cos\alpha D_{k}(\theta(t))-\frac{K\cos\alpha}{c}Q^{k+1}(t),\ t\in[0,+\infty). (4.23)

Therefore, we complete the proof of the Ansatz (4.10) for Qk+1Q^{k+1}.

Lemma 4.4.

Suppose the conditions in Lemma 4.2 are fulfilled, and the ansatz in (4.10), (4.11) and (4.12) holds for some kk with 0kd10\leq k\leq d-1. Then the ansatz (4.11) and (4.12) holds for k+1k+1.

Proof.

From Lemma 4.3, we know the dynamic of Qk+1Q^{k+1} is governed by (4.23). For the purposes of discussion, we rewrite the differential equation (4.23) and discuss it on [tk,+)[t_{k},+\infty),

Q˙k+1(t)Kcosαc(Qk+1(t)(2N+1)cDk(θ(t))(D(Ω)+2NKsinα)cKcosα),t[tk,+).\dot{Q}^{k+1}(t)\leq-\frac{K\cos\alpha}{c}\left(Q^{k+1}(t)-(2N+1)cD_{k}(\theta(t))-\frac{(D(\Omega)+2NK\sin\alpha)c}{K\cos\alpha}\right),\ t\in[t_{k},+\infty). (4.24)

where cc is given in (4.16). In the subsequence, we will apply (4.24) to find a finite time tk+1t_{k+1} such that the quantity Qk+1Q^{k+1} in (4.24) is uniformly bounded by a small value after tk+1t_{k+1}. We split into two cases to discuss.

\bullet Case 1. We first consider the case that Qk+1(tk)>βdkD[4(2N+1)c]dk1Q^{k+1}(t_{k})>\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}. In this case, When Qk+1(t)[βdkD[4(2N+1)c]dk1,Qk+1(tk)]Q^{k+1}(t)\in[\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}},Q^{k+1}(t_{k})], we combine (4.19) and (4.24) to have

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) Kcosαc(βdkD[4(2N+1)c]dk1βdkD2[4(2N+1)c]dk1)\displaystyle\leq-\frac{K\cos\alpha}{c}\left(\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}-\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}\right) (4.25)
=KcosαcβdkD2[4(2N+1)c]dk1<0.\displaystyle=-\frac{K\cos\alpha}{c}\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}<0.

That is to say, when Qk+1(t)Q^{k+1}(t) is located in the interval [βdkD[4(2N+1)c]dk1,Qk+1(tk)][\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}},Q^{k+1}(t_{k})], Qk+1(t)Q^{k+1}(t) will keep decreasing with a rate bounded by a uniform slope. Therefore, we can define a stopping time tk+1t_{k+1} as follows,

tk+1=inf{ttk|Qk+1(t)βdkD[4(2N+1)c]dk1}.t_{k+1}=\inf\left\{t\geq t_{k}\ |\ Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}\right\}.

Then, based on (4.25) and the definition of tk+1t_{k+1}, we see that Qk+1Q^{k+1} will decrease before tk+1t_{k+1} and has the following property at tk+1t_{k+1},

Qk+1(tk+1)=βdkD(4c)dk1.Q^{k+1}(t_{k+1})=\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}. (4.26)

Moreover, from (4.25), it yields that the stopping time tk+1t_{k+1} satisfies the following upper bound estimate,

tk+1Qk+1(tk)βdkD[4(2N+1)c]dk1KcosαcβdkD2[4(2N+1)c]dk1+tk.t_{k+1}\leq\frac{Q^{k+1}(t_{k})-\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}}{\frac{K\cos\alpha}{c}\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}}+t_{k}. (4.27)

Now we study the upper bound of Qk+1Q^{k+1} on [tk+1,+)[t_{k+1},+\infty). In fact, we can apply (4.25), (4.26) and the same arguments in (4.20) to derive

Qk+1(t)βdkD[4(2N+1)c]dk1,t[tk+1,+).Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}},\quad t\in[t_{k+1},+\infty). (4.28)

On the other hand, in order to verify (4.12), we further study tk+1t_{k+1} in (4.27). For the first part on the right-hand side of (4.27), from Lemma 2.4 and the fact that

Qk+1(tk)Dk+1(θ(tk))D(θ(tk))<ζ,βdkD2[4(2N+1)c]dk1>βd+1D[4(2N+1)c]d,Q^{k+1}(t_{k})\leq D_{k+1}(\theta(t_{k}))\leq D(\theta(t_{k}))<\zeta,\quad\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}>\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}},

we have the following estimates

Qk+1(tk)βdkD[4(2N+1)c]dk1KcosαcβdkD2[4(2N+1)c]dk1<ζKcosαcβd+1D[4(2N+1)c]d(D(Ω)+2NKsinα),\frac{Q^{k+1}(t_{k})-\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}}}{\frac{K\cos\alpha}{c}\frac{\beta^{d-k}D^{\infty}}{2[4(2N+1)c]^{d-k-1}}}<\frac{\zeta}{\frac{K\cos\alpha}{c}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}-(D(\Omega)+2NK\sin\alpha)}, (4.29)

where the denominator on the right-hand side of above inequality is positive from the conditions about KK and α\alpha in (4.9). For the term tkt_{k} in (4.27), based on the assumption (4.12) for tkt_{k}, we have

tk<(k+1)ζKcosαcβd+1D[4(2N+1)c]d(D(Ω)+2NKsinα)<t¯=ζD(θ(0))D(Ω)+2NKsinα.t_{k}<\frac{(k+1)\zeta}{\frac{K\cos\alpha}{c}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}-(D(\Omega)+2NK\sin\alpha)}<\bar{t}=\frac{\zeta-D(\theta(0))}{D(\Omega)+2NK\sin\alpha}. (4.30)

Thus it yields from (4.27), (4.29) and (4.30) that the time tk+1t_{k+1} satisfies

tk+1<(k+2)ζKcosαcβd+1D[4(2N+1)c]d(D(Ω)+2NKsinα).t_{k+1}<\frac{(k+2)\zeta}{\frac{K\cos\alpha}{c}\frac{\beta^{d+1}D^{\infty}}{[4(2N+1)c]^{d}}-(D(\Omega)+2NK\sin\alpha)}. (4.31)

Moreover, from (4.9), it is easy to see that the coupling strength KK satisfies the following inequality

K\displaystyle K >(1+(d+1)ζζD(θ(0)))(D(Ω)+2NKsinα)ccosα[4(2N+1)c]dβd+1D\displaystyle>\left(1+\frac{(d+1)\zeta}{\zeta-D(\theta(0))}\right)\frac{(D(\Omega)+2NK\sin\alpha)c}{\cos\alpha}\frac{[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}} (4.32)
(1+(k+2)ζζD(θ(0)))(D(Ω)+2NKsinα)ccosα[4(2N+1)c]dβd+1D,0kd1.\displaystyle\geq\left(1+\frac{(k+2)\zeta}{\zeta-D(\theta(0))}\right)\frac{(D(\Omega)+2NK\sin\alpha)c}{\cos\alpha}\frac{[4(2N+1)c]^{d}}{\beta^{d+1}D^{\infty}},\quad 0\leq k\leq d-1.

Thus we combine (4.31) and (4.32) to verify the Ansatz (4.12) for k+1k+1 in the first case, i.e., the time tk+1t_{k+1} subjects to the following estimate,

tk+1<t¯=ζD(θ(0))D(Ω)+2NKsinα.t_{k+1}<\bar{t}=\frac{\zeta-D(\theta(0))}{D(\Omega)+2NK\sin\alpha}. (4.33)

\bullet Case 2. For another case that Qk+1(tk)βdkD(4c)dk1Q^{k+1}(t_{k})\leq\frac{\beta^{d-k}D^{\infty}}{(4c)^{d-k-1}}. Similar to the analysis in (4.20), we apply (4.25) to conclude that

Qk+1(t)βdkD[4(2N+1)c]dk1,t[tk,+).Q^{k+1}(t)\leq\frac{\beta^{d-k}D^{\infty}}{[4(2N+1)c]^{d-k-1}},\quad t\in[t_{k},+\infty). (4.34)

In this case, we directly set tk+1=tkt_{k+1}=t_{k}. Then, from (4.30), it yields that the inequalities (4.31) and (4.33) also hold, which finish the verification of the Ansatz (4.12) in the second case.

Finally, we are ready to verify the ansatz (4.11) for k+1k+1. Actually, we can apply (4.28), (4.34) and Lemma 4.1 to have the upper bound of Dk+1(θ)D_{k+1}(\theta) on [tk+1,+)[t_{k+1},+\infty) as below

Dk+1(θ(t))Qk+1(t)ββdk1D[4(2N+1)c]dk1,t[tk+1,+),\displaystyle D_{k+1}(\theta(t))\leq\frac{Q^{k+1}(t)}{\beta}\leq\frac{\beta^{d-k-1}D^{\infty}}{[4(2N+1)c]^{d-k-1}},\quad t\in[t_{k+1},+\infty), (4.35)

Then we combine (4.31), (4.33) and (4.35) in Case 1 and similar analysis in Case 2 to conclude that the Ansatz (4.11) and (4.12) is true for Dk+1(θ)D^{k+1}(\theta).

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 0kd0\leq k\leq d. Then, it yields from (4.11) that there exists a finite time td0t_{d}\geq 0 such that

D(θ(t))=Dd(θ(t))D,fort[td,+).D(\theta(t))=D_{d}(\theta(t))\leq D^{\infty},\quad\mbox{for}\ t\in[t_{d},+\infty).

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 DD^{\infty} after some finite time. Under the assumption that α\alpha is sufficiently small such that D+α<π2D^{\infty}+\alpha<\frac{\pi}{2}, the interaction function cosx\cos x 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 cosx\cos x.

More precisely, we can introduce phase velocity or frequency ωi(t):=θ˙i(t)\omega_{i}(t):=\dot{\theta}_{i}(t) for each oscillator, and directly differentiate (1.1) with respect to time tt to derive the equivalent second-order Cucker-Smale type model as below

{θ˙i(t)=ωi(t),t>0,i=1,2,,N,ω˙i(t)=Kj𝒩icos(θj(t)θi(t)+α)(ωj(t)ωi(t)),(θi(0),ωi(0))=(θi(0),θ˙i(0)).\begin{cases}\displaystyle\dot{\theta}_{i}(t)=\omega_{i}(t),\quad t>0,\quad i=1,2,\ldots,N,\\ \displaystyle\dot{\omega}_{i}(t)=K\sum_{j\in\mathcal{N}_{i}}\cos(\theta_{j}(t)-\theta_{i}(t)+\alpha)(\omega_{j}(t)-\omega_{i}(t)),\\ \displaystyle(\theta_{i}(0),\omega_{i}(0))=(\theta_{i}(0),\dot{\theta}_{i}(0)).\end{cases} (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 θi\theta_{i} be a solution to system (4.36) and suppose the assumptions in Lemma 4.2 are fulfilled. Moreover, assume that there exists time t>0t_{*}>0 such that

D(θ(t))D,t[t,+),D(\theta(t))\leq D^{\infty},\quad\ t\in[t_{*},+\infty), (4.37)

where D<min{ζ,π2}D^{\infty}<\min\{\zeta,\frac{\pi}{2}\} is a small positive constant and α\alpha is sufficiently small such that D+α<π2D^{\infty}+\alpha<\frac{\pi}{2}. Then there exist positive constants C1C_{1} and C2C_{2} such that

D(ω(t))C1eC2(tt),t>t,D(\omega(t))\leq C_{1}e^{-C_{2}(t-t_{*})},\quad t>t_{*},

where D(ω(t))=max1iN{ωi(t)}min1iN{ωi(t)}D(\omega(t))=\max_{1\leq i\leq N}\{\omega_{i}(t)\}-\min_{1\leq i\leq N}\{\omega_{i}(t)\} is the diameter of phase velocity.

Proof.

We can apply Theorem 1.1 and the methods and results in the work of Dong et al. [9] for Kuramoto model without frustration to yield the emergence of exponentially fast synchronization in (1.1) and (4.36). As the proof is almost the same as that in [9], we omit its details.

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 𝒢0\mathcal{G}_{0} is bounded by γ\gamma in a finite time interval. In the second, third and forth steps, we use induction criteria to construct the differential inequality of Q0(t)Q^{0}(t) in the finite time interval. In the last two steps, we exploit the derived differential inequality of Q0(t)Q^{0}(t) to conclude that phase diameter of 𝒢0\mathcal{G}_{0} is bounded by γ\gamma on [0,+)[0,+\infty), and thus the differential inequality of Q0(t)Q^{0}(t) obtained in the forth step also holds on [0,+)[0,+\infty).

\bigstar Step 1. Define a set

0:={T>0:D0(θ(t))<γ,t[0,T)}.\mathcal{B}_{0}:=\{T>0:\ D_{0}(\theta(t))<\gamma,\ \forall\ t\in[0,T)\}.

From Lemma 2.4 where N=N0N=N_{0} in the present section, the set 0\mathcal{B}_{0} is non-empty since

D0(θ(t))=D(θ(t))<ζ<γ,t[0,t¯),D_{0}(\theta(t))=D(\theta(t))<\zeta<\gamma,\quad\forall\ t\in[0,\bar{t}),

which directly yields that t¯0\bar{t}\in\mathcal{B}_{0}. Define T=sup0T^{*}=\sup\mathcal{B}_{0}. And we claim that T=+T^{*}=+\infty. Suppose not, i.e., T<+T^{*}<+\infty, then we apply the continuity of D0(θ(t))D_{0}(\theta(t)) to have

D0(θ(t))<γ,t[0,T),D0(θ(T))=γ.D_{0}(\theta(t))<\gamma,\quad\forall\ t\in[0,T^{*}),\quad D_{0}(\theta(T^{*}))=\gamma. (A.1)

In particular, we have t¯T\bar{t}\leq T^{*}. The analyticity of the solution to system (1.1) is guaranteed by the standard Cauchy-Lipschitz theory. Therefore, in the finite time interval [0,T)[0,T^{*}), any two oscillators either collide finite times or always stay together. If there are some θi\theta_{i} and θj\theta_{j} always staying together in [0,T][0,T^{*}], 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 [0,T)[0,T^{*}). For this case, there are only finite many collisions occurring through [0,T)[0,T^{*}). Thus, we divide the time interval [0,T)[0,T^{*}) into a finite union as below

[0,T)=l=1rJl,Jl=[tl1,tl),[0,T^{*})=\bigcup_{l=1}^{r}J_{l},\quad J_{l}=[t_{l-1},t_{l}),

where the end point tlt_{l} denotes the collision instant. It is easy to see that there is no collision in the interior of JlJ_{l}. Now we pick out any time interval JlJ_{l} and assume that

θ10(t)θ20(t)θN00(t),tJl.\theta_{1}^{0}(t)\leq\theta^{0}_{2}(t)\leq\ldots\leq\theta^{0}_{N_{0}}(t),\quad t\in J_{l}. (A.2)

\bigstar Step 2. According to the notations in (3.4), we follow the process 𝒜1\mathcal{A}_{1} and 𝒜2\mathcal{A}_{2} to construct θ¯n0\bar{\theta}^{0}_{n} and θ¯n0, 1nN0\underline{\theta}^{0}_{n},\ 1\leq n\leq N_{0}, respecively. We first study the dynamics of θ¯N00=θN00\bar{\theta}_{N_{0}}^{0}=\theta_{N_{0}}^{0},

θ˙N00(t)\displaystyle\dot{\theta}^{0}_{N_{0}}(t) =ΩN00+Kj𝒩N00(0)sin(θj0θN00+α)\displaystyle=\Omega^{0}_{N_{0}}+K\sum_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta_{j}^{0}-\theta^{0}_{N_{0}}+\alpha) (A.3)
ΩM+Kj𝒩N00(0)[sin(θj0θN00)cosα+cos(θj0θN00)sinα]\displaystyle\leq\Omega_{M}+K\sum_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\left[\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\cos\alpha+\cos(\theta^{0}_{j}-\theta^{0}_{N_{0}})\sin\alpha\right]
ΩM+N0Ksinα+Kcosαminj𝒩N00(0)sin(θj0θN00).\displaystyle\leq\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}}).

For the dynamics of θ¯N010\bar{\theta}^{0}_{N_{0}-1}, according to the process 𝒜1\mathcal{A}_{1} and a¯N010=η(N0+2)\bar{a}^{0}_{N_{0}-1}=\eta(N_{0}+2) in (3.2), we apply (A.3) and estimate the derivative of θ¯N010\bar{\theta}^{0}_{N_{0}-1} as follows,

θ¯˙N010\displaystyle\dot{\bar{\theta}}^{0}_{N_{0}-1} =ddt(a¯N010θN00+θN010a¯N010+1)=a¯N010a¯N010+1θ˙N00+1a¯N010+1θ˙N010\displaystyle=\frac{d}{dt}\left(\frac{\bar{a}^{0}_{N_{0}-1}\theta^{0}_{N_{0}}+\theta^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\right)=\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\dot{\theta}^{0}_{N_{0}}+\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\dot{\theta}^{0}_{N_{0}-1} (A.4)
a¯N010a¯N010+1(ΩM+N0Ksinα+Kcosαminj𝒩N00(0)sin(θj0θN00))\displaystyle\leq\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}\left(\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\right)
+1a¯N010+1(ΩN010+Kj𝒩N010(0)sin(θj0θN010+α))\displaystyle+\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\Omega^{0}_{N_{0}-1}+K\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1}+\alpha)\right)
ΩM+Kcosα1a¯N010+1η(N0+2)minj𝒩N00(0)sin(θj0θN00)\displaystyle\leq\Omega_{M}+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\eta(N_{0}+2)\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})
+a¯N010a¯N010+1N0Ksinα+Kcosα1a¯N010+1j𝒩N010(0)sin(θj0θN010)\displaystyle+\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})
+Ksinα1a¯N010+1j𝒩N010(0)cos(θj0θN010)\displaystyle+K\sin\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}\cos(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})
ΩM+Kcosα1a¯N010+12ηminj𝒩N00(0)sin(θj0θN00)+a¯N010a¯N010+1N0Ksinα\displaystyle\leq\Omega_{M}+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}2\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\frac{\bar{a}^{0}_{N_{0}-1}}{\bar{a}^{0}_{N_{0}-1}+1}N_{0}K\sin\alpha
+Kcosα1a¯N010+1(j𝒩N010(0)jN01sin(θj0θN010)+sin(θN00θN010))\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\underset{j\leq N_{0}-1}{\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\right)
+1a¯N010+1N0Ksinα\displaystyle+\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}N_{0}K\sin\alpha
ΩM+Kcosα1a¯N010+1ηminj𝒩N00(0)sin(θj0θN00)\displaystyle\leq\Omega_{M}+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})
+Kcosα1a¯N010+1minj𝒩N010(0)jN01sin(θj0θN010)\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\underset{j\leq N_{0}-1}{\min_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})
+Kcosα1a¯N010+1(ηminj𝒩N00(0)sin(θj0θN00)+sin(θN00θN010))1+N0Ksinα,\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\underbrace{\left(\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\right)}_{\mathcal{I}_{1}}+N_{0}K\sin\alpha,

where we use

|j𝒩N010(0)cos(θj0θN010)|N0,Kcosα1a¯N010+1ηN0minj𝒩N00(0)sin(θj0θN00)0,\displaystyle|\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}\cos(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})|\leq N_{0},\quad K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\eta N_{0}\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\leq 0,
j𝒩N010(0)jN01sin(θj0θN010)minj𝒩N010(0)jN01sin(θj0θN010).\displaystyle\underset{j\leq N_{0}-1}{\sum_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})\leq\underset{j\leq N_{0}-1}{\min_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1}).

Next we show the term 1\mathcal{I}_{1} is non-positive. We only consider the situation γ>π2\gamma>\frac{\pi}{2}, and the case γπ2\gamma\leq\frac{\pi}{2} can be similarly dealt with. It is clear that

minj𝒩N00(0)sin(θj0θN00)sin(θk¯N00θN00)wherek¯N0=minj𝒩N00(0)j.\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})\leq\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})\quad\text{where}\ \bar{k}_{N_{0}}=\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}j.

Note that k¯N0N01\bar{k}_{N_{0}}\leq N_{0}-1 since ¯N0N0(C¯N0,N0)\bar{\mathcal{L}}^{N_{0}}_{N_{0}}(\bar{C}_{N_{0},N_{0}}) is not a general root. Therefore, if 0θN00(t)θk¯N00(t)π20\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)\leq\frac{\pi}{2}, we immediately obtain that

0θN00(t)θN010(t)θN00(t)θk¯N00(t)π2,0\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{N_{0}-1}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)\leq\frac{\pi}{2},

which implies that

1ηsin(θk¯N00θN00)+sin(θN00θN010)sin(θk¯N00θN00)+sin(θN00θN010)0.\mathcal{I}_{1}\leq\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq 0.

On the other hand, if π2<θN00(t)θk¯N00(t)<γ\frac{\pi}{2}<\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t)<\gamma, we use the fact

η>1sinγandsin(θN00(t)θk¯N00(t))>sinγ,\eta>\frac{1}{\sin\gamma}\quad\mbox{and}\quad\sin(\theta^{0}_{N_{0}}(t)-\theta^{0}_{\bar{k}_{N_{0}}}(t))>\sin\gamma,

to conclude that ηsin(θk¯N00θN00)1\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})\leq-1. Hence, in this case, we still obtain that

1ηsin(θk¯N00θN00)+sin(θN00θN010)1+10.\mathcal{I}_{1}\leq\eta\sin(\theta^{0}_{\bar{k}_{N_{0}}}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq-1+1\leq 0.

Thus, for tJlt\in J_{l}, we combine above analysis to conclude that

1=ηminj𝒩N00(0)sin(θj0θN00)+sin(θN00θN010)0.\mathcal{I}_{1}=\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\sin(\theta^{0}_{N_{0}}-\theta^{0}_{N_{0}-1})\leq 0. (A.5)

Then combining (A.4) and (A.5), we derive that

θ¯˙N010\displaystyle\dot{\bar{\theta}}^{0}_{N_{0}-1} ΩM+N0Ksinα\displaystyle\leq\Omega_{M}+N_{0}K\sin\alpha (A.6)
+Kcosα1a¯N010+1(ηminj𝒩N00(0)sin(θj0θN00)+minj𝒩N010(0)jN01sin(θj0θN010)).\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{N_{0}-1}+1}\left(\eta\min_{j\in\mathcal{N}^{0}_{N_{0}}(0)}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}})+\underset{j\leq N_{0}-1}{\min_{j\in\mathcal{N}^{0}_{N_{0}-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{N_{0}-1})\right).

  

\bigstar Step 3. Now we apply the induction principle to cope with θ¯n0\bar{\theta}^{0}_{n} in (3.4), which is construced in the iteration process 𝒜1\mathcal{A}_{1}. We will prove for 1nN01\leq n\leq N_{0} that,

θ¯˙n0(t)ΩM+N0Ksinα+Kcosα1a¯n0+1i=nN0ηinminj𝒩i0(0)jisin(θj0(t)θi0(t))\dot{\bar{\theta}}^{0}_{n}(t)\leq\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{n}+1}\sum_{i=n}^{N_{0}}\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta^{0}_{j}(t)-\theta^{0}_{i}(t)) (A.7)

In fact, it is known that (A.7) already holds for n=N0,N01n=N_{0},N_{0}-1 from (A.3) and (A.6). Then by induction criteria, suppose (A.7) holds for nn, Next we verify that (A.7) still holds for n1n-1. According to the Algorithm 𝒜1\mathcal{A}_{1} and similar calculations in (A.4), the dynamics of the quantity θ¯n10(t)\bar{\theta}^{0}_{n-1}(t) subjects to the following estimates

θ¯˙n10\displaystyle\dot{\bar{\theta}}^{0}_{n-1} ΩM+N0Ksinα\displaystyle\leq\Omega_{M}+N_{0}K\sin\alpha (A.8)
+Kcosα1a¯n10+1ηi=nN0ηinminj𝒩i0(0)jisin(θj0θi0)\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{n-1}+1}\eta\sum_{i=n}^{N_{0}}\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})
+Kcosα1a¯n10+1minj𝒩n10(0)jn1sin(θj0θn10)\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{n-1}+1}\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{0}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})
+Kcosα1a¯n10+1\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{0}_{n-1}+1}
×(η(N0n+1)i=nN0ηinminj𝒩i0(0)jisin(θj0θi0)+j𝒩n10(0)j>n1sin(θj0θn10)2),\displaystyle\times\left(\underbrace{\eta(N_{0}-n+1)\sum_{i=n}^{N_{0}}\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i})+\underset{j>n-1}{\sum_{j\in\mathcal{N}^{0}_{n-1}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{n-1})}_{\mathcal{I}_{2}}\right),

Moreover, we can prove the term 2\mathcal{I}_{2} is non-positive. As the proof is very similar as that in the previous step, we omit the details and directly claim that 20\mathcal{I}_{2}\leq 0, which together with (A.8) verifies (A.7).

\bigstar Step 4. Now, we set n=1n=1 in (A.7) and apply Lemma 3.1 to have

θ¯˙10\displaystyle\dot{\bar{\theta}}^{0}_{1} ΩM+N0Ksinα+Kcosα1a¯10+1i=1N0ηi1minj𝒩i0(0)jisin(θj0θi0)\displaystyle\leq\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{1}+1}\sum_{i=1}^{N_{0}}\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}^{0}_{i}(0)}}\sin(\theta^{0}_{j}-\theta^{0}_{i}) (A.9)
ΩM+N0Ksinα+Kcosα1a¯10+1sin(θk¯10θN00)\displaystyle\leq\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{\bar{k}_{1}}-\theta^{0}_{N_{0}})
=ΩM+N0Ksinα+Kcosα1a¯10+1sin(θ10θN00),\displaystyle=\Omega_{M}+N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{1}-\theta^{0}_{N_{0}}),

where k¯1=minji=1N0𝒩i0(0)j=1\bar{k}_{1}=\min_{j\in\bigcup_{i=1}^{N_{0}}\mathcal{N}^{0}_{i}(0)}j=1 due to the strong connectivity of 𝒢0\mathcal{G}_{0}. Similarly, we can follow the process 𝒜2\mathcal{A}_{2} to construct θ¯k0\underline{\theta}^{0}_{k} in (3.4) until k=N0k=N_{0}. Then, we can apply the similar argument in (A.7) to obtain that,

ddtθ¯N00(t)\displaystyle\frac{d}{dt}\underline{\theta}^{0}_{N_{0}}(t) ΩmN0Ksinα+Kcosα1a¯10+1sin(θN00θ10),\displaystyle\geq\Omega_{m}-N_{0}K\sin\alpha+K\cos\alpha\frac{1}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1}), (A.10)

Then we recall the notations θ¯0=θ¯10\bar{\theta}_{0}=\bar{\theta}^{0}_{1} and θ¯0=θ¯N00\underline{\theta}_{0}=\underline{\theta}^{0}_{N_{0}}, and combine (A.9) and (A.10) to obtain that

Q˙0(t)\displaystyle\dot{Q}^{0}(t) =ddt(θ¯0θ¯0)D(Ω)+2N0KsinαKcosα2a¯10+1sin(θN00θ10)\displaystyle=\frac{d}{dt}(\bar{\theta}_{0}-\underline{\theta}_{0})\leq D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{2}{\bar{a}^{0}_{1}+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1})
D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sin(θN00θ10)\displaystyle\leq D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1})

where we use the property

a¯10=j=1N01ηjA(2N0,j).\bar{a}^{0}_{1}=\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j).

As the function sinxx\frac{\sin x}{x} is monotonically decreasing in (0,π](0,\pi], we apply (A.1) to obtain that

sin(θN00θ10)sinγγ(θN00θ10).\sin(\theta^{0}_{N_{0}}-\theta^{0}_{1})\geq\frac{\sin\gamma}{\gamma}(\theta^{0}_{N_{0}}-\theta^{0}_{1}).

Moreover, due to the fact Q0(t)θN00(t)θ10(t)Q^{0}(t)\leq\theta^{0}_{N_{0}}(t)-\theta^{0}_{1}(t), we have

Q˙0(t)\displaystyle\dot{Q}^{0}(t) D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγ(θN00θ10)\displaystyle\leq D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}(\theta^{0}_{N_{0}}-\theta^{0}_{1}) (A.11)
D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγQ0(t),tJl.\displaystyle\leq D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\quad t\in J_{l}.

Note that the constructed quantity Q0(t)=θ¯0(t)θ¯0(t)Q^{0}(t)=\bar{\theta}_{0}(t)-\underline{\theta}_{0}(t) is Lipschitz continuous on [0,T)[0,T^{*}). Moreover, the above analysis does not depend on the time interval Jl,l=1,2,,rJ_{l},\ l=1,2,\ldots,r, thus the differential inequality (A.11) holds almost everywhere on [0,T)[0,T^{*}).

\bigstar Step 5. Next we study the upper bound of Q0(t)Q^{0}(t) in the period [0,T)[0,T^{*}). Define

M0=max{Q0(0),βD}.M_{0}=\max\left\{Q^{0}(0),\beta D^{\infty}\right\}.

We claim that

Q0(t)M0for allt[0,T).Q^{0}(t)\leq M_{0}\quad\mbox{for all}\ t\in[0,T^{*}). (A.12)

Suppose not, then there exists some t~[0,T)\tilde{t}\in[0,T^{*}) such that Q0(t~)>M0Q^{0}(\tilde{t})>M_{0}. We construct a set

𝒞0:={t<t~|Q0(t)M0}.\mathcal{C}_{0}:=\{t<\tilde{t}\ |\ Q^{0}(t)\leq M_{0}\}.

Since 0𝒞00\in\mathcal{C}_{0}, the set 𝒞0\mathcal{C}_{0} is not empty. Then we denote t=sup𝒞0t^{*}=\sup\mathcal{C}_{0}. It is easy to see that

t<t~,Q0(t)=M0,Q0(t)>M0fort(t,t~].t^{*}<\tilde{t},\quad Q^{0}(t^{*})=M_{0},\quad Q^{0}(t)>M_{0}\quad\mbox{for}\ t\in(t^{*},\tilde{t}]. (A.13)

For a given sufficiently small D<min{π2,ζ}D^{\infty}<\min\{\frac{\pi}{2},\zeta\}, based on the assumptions about the frustration and the coupling strength in (3.5), it is clear that

K>(1+ζζD(θ(0))(D(Ω)+2N0Ksinα)ccosα1βD>(D(Ω)+2N0Ksinα)ccosα1βDK>\left(1+\frac{\zeta}{\zeta-D(\theta(0)}\right)\frac{(D(\Omega)+2N_{0}K\sin\alpha)c}{\cos\alpha}\frac{1}{\beta D^{\infty}}>\frac{(D(\Omega)+2N_{0}K\sin\alpha)c}{\cos\alpha}\frac{1}{\beta D^{\infty}} (A.14)

where

c=(j=1N01ηjA(2N0,j)+1)γsinγ.c=\frac{\left(\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1\right)\gamma}{\sin\gamma}.

Thus combing the construction of M0M_{0}, (A.13) and (A.14), we obtain that for t(t,t~]t\in(t^{*},\tilde{t}], the following estimate holds ,

D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγQ0(t)\displaystyle D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}Q^{0}(t)
<D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγβD<0.\displaystyle<D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}\beta D^{\infty}<0.

Then, we apply the above inequality and integrate on the both sides of (A.11) from tt^{*} to t~\tilde{t} to get

Q0(t~)M0\displaystyle Q^{0}(\tilde{t})-M_{0}
=Q0(t~)Q0(t)\displaystyle=Q^{0}(\tilde{t})-Q^{0}(t^{*})
tt~(D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγQ0(t))𝑑t<0,\displaystyle\leq\int_{t^{*}}^{\tilde{t}}\left(D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}Q^{0}(t)\right)dt<0,

which obviously contradicts to the fact Q0(t~)M0>0Q^{0}(\tilde{t})-M_{0}>0, and verifies (A.12).

\bigstar Step 6. Now we are ready to show the contradiction to (A.1), which implies that T=+T^{*}=+\infty. In fact, from the fact that β<1,D<ζ\beta<1,D^{\infty}<\zeta and Q0(0)D0(θ(0))<ζQ^{0}(0)\leq D_{0}(\theta(0))<\zeta, we see

Q0(t)M0=max{Q0(0),βD}<ζ,t[0,T).Q^{0}(t)\leq M_{0}=\max\left\{Q^{0}(0),\beta D^{\infty}\right\}<\zeta,\quad t\in[0,T^{*}).

Then we apply the relation βD0(θ(t))Q0(t)\beta D_{0}(\theta(t))\leq Q^{0}(t) given in Lemma 3.2 and the assumption η>21ζγ\eta>\frac{2}{1-\frac{\zeta}{\gamma}} in (3.5) to obtain that

D0(θ(t))Q0(t)β<ζβ<γ,t[0,T)whereβ=12η.D_{0}(\theta(t))\leq\frac{Q^{0}(t)}{\beta}<\frac{\zeta}{\beta}<\gamma,\quad t\in[0,T^{*})\quad\mbox{where}\ \beta=1-\frac{2}{\eta}.

As D0(θ(t))D_{0}(\theta(t)) is continuous, we have

D0(θ(T))=limt(T)D0(θ(t))ζβ<γ,D_{0}(\theta(T^{*}))=\lim_{t\to(T^{*})^{-}}D_{0}(\theta(t))\leq\frac{\zeta}{\beta}<\gamma,

which contradicts to the situation that D0(θ(T))=γD_{0}(\theta(T^{*}))=\gamma in (A.1). Therefore, we conclude that T=+T^{*}=+\infty, which implies that

D0(θ(t))<γ,for allt[0,+).D_{0}(\theta(t))<\gamma,\quad\mbox{for all}\ t\in[0,+\infty). (A.15)

Then for any finite time T>0T>0, we apply (A.15) and repeat the same argument in the second, third, forth steps to obtain the dynamics of Q0(t)Q^{0}(t) in (A.11) holds on [0,T)[0,T). Thus we obtain the following differential inequality of Q0Q^{0} on the whole time interval:

Q˙0(t)D(Ω)+2N0KsinαKcosα1j=1N01ηjA(2N0,j)+1sinγγQ0(t),t[0,+).\dot{Q}^{0}(t)\leq D(\Omega)+2N_{0}K\sin\alpha-K\cos\alpha\frac{1}{\sum_{j=1}^{N_{0}-1}\eta^{j}A(2N_{0},j)+1}\frac{\sin\gamma}{\gamma}Q^{0}(t),\ t\in[0,+\infty).

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 JlJ_{l} with 1lr1\leq l\leq r, where the orders of both {θ¯i}i=0k+1\{\bar{\theta}_{i}\}_{i=0}^{k+1} and {θ¯i}i=0k+1\{\underline{\theta}_{i}\}_{i=0}^{k+1} are preseved and the order of oscillators in each subdigraph 𝒢i\mathcal{G}_{i} with 0ik+10\leq i\leq k+1 will not change in each time interval. Then, we consider four cases depending on the possibility of relative position between i=0k𝒢\bigcup_{i=0}^{k}\mathcal{G} and 𝒢k+1\mathcal{G}_{k+1}.

Refer to caption
(a) Case 1
Refer to caption
(b) Case 2
Refer to caption
(c) Case 3
Refer to caption
(d) Case 4
Figure 1. The four cases

Figure 1 above shows the four possible relations between i=0k𝒢\bigcup_{i=0}^{k}\mathcal{G} and 𝒢k+1\mathcal{G}_{k+1} at any time tt. Case 11 and Case 44 are similar and relative simple, while the analysis on Case 22 and Case 33 are similar but much more complicated. Therefore, we will only show the detailed proof of Case 22 for simplicity. In this case, we have from Figure 1 that

max0ik+1{θ¯i}=θ¯k+1,min0ik+1{θ¯i}=θ¯k+1for tJl.\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}=\bar{\theta}_{k+1},\quad\min_{0\leq i\leq k+1}\{\underline{\theta}_{i}\}=\underline{\theta}_{k+1}\quad\mbox{for $t\in J_{l}$}.

Without loss of generality, we assume that

θ1k+1θ2k+1θNk+1k+1,for tJl.\theta^{k+1}_{1}\leq\theta^{k+1}_{2}\leq\dots\leq\theta^{k+1}_{N_{k+1}},\quad\mbox{for $t\in J_{l}$}.

\bigstar Step 1. Similar to (A.7), we claim that for 1nNk+11\leq n\leq N_{k+1}, the following inequalities hold

ddtθ¯nk+1(t)\displaystyle\frac{d}{dt}\bar{\theta}_{n}^{k+1}(t) ΩM+Sk+1Ksinα+SkKcosαDk(θ(t))\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha+S_{k}K\cos\alpha D_{k}(\theta(t)) (B.1)
+Kcosα1a¯nk+1+1i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t))).\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n}+1}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right).

where Sk=i=0kNiS_{k}=\sum_{i=0}^{k}N_{i}. In the following, we will prove the claim (B.1) via induction principle.

\bigstar Step 1.1. As an initial step, we first verify that (B.1) holds for n=Nk+1n=N_{k+1}. In fact, we have

ddtθ¯Nk+1k+1\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{N_{k+1}} =ddtθNk+1k+1\displaystyle=\frac{d}{dt}\theta^{k+1}_{N_{k+1}} (B.2)
=ΩNk+1k+1+Kcosαj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)\displaystyle=\Omega^{k+1}_{N_{k+1}}+K\cos\alpha\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})
+Kcosαl=0kj𝒩Nk+1k+1(l)sin(θjlθNk+1k+1)+Ksinαl=0k+1j𝒩Nk+1k+1(l)cos(θjlθNk+1k+1)\displaystyle+K\cos\alpha\sum_{l=0}^{k}\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})+K\sin\alpha\sum_{l=0}^{k+1}\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(l)}\cos(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})
ΩM+Sk+1Ksinα\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha
+Kcosαj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)11+Kcosαl=0kj𝒩Nk+1k+1(l)sin(θjlθNk+1k+1)12,\displaystyle+K\cos\alpha\underbrace{\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})}_{\mathcal{I}_{11}}+K\cos\alpha\underbrace{\sum_{l=0}^{k}\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})}_{\mathcal{I}_{12}},

where we use

|l=0k+1j𝒩Nk+1k+1(l)cos(θjlθNk+1k+1)|l=0k+1Nl=Sk+1.|\sum_{l=0}^{k+1}\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(l)}\cos(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})|\leq\sum_{l=0}^{k+1}N_{l}=S_{k+1}.

\diamond Estimates on 𝟏𝟏\mathbf{\mathcal{I}_{11}} in (B.2). We know that θNk+1k+1\theta^{k+1}_{N_{k+1}} is the largest phase among 𝒢k+1\mathcal{G}_{k+1}, and all the oscillators in i=0k+1𝒢i\bigcup_{i=0}^{k+1}\mathcal{G}_{i} are confined in half circle before TT^{*}. Therefore, it is clear that

sin(θjk+1θNk+1k+1)0,forj𝒩Nk+1k+1(k+1).\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})\leq 0,\quad\mbox{for}\ j\in\mathcal{N}_{N_{k+1}}^{k+1}(k+1).

Then we immediately have

11=j𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1)minj𝒩Nk+1k+1(k+1)sin(θjk+1θNk+1k+1).\mathcal{I}_{11}=\sum_{j\in\mathcal{N}_{N_{k+1}}^{k+1}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}})\leq\min_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(k+1)}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{N_{k+1}}). (B.3)

\diamond Estimates on 𝟏𝟐\mathbf{\mathcal{I}_{12}} in (B.2). For θjl\theta^{l}_{j} which is the neighbor of θNk+1k+1\theta^{k+1}_{N_{k+1}} in 𝒢l\mathcal{G}_{l} with 0lk0\leq l\leq k, i.e., j𝒩Nk+1k+1(l)j\in\mathcal{N}_{N_{k+1}}^{k+1}(l), we consider two possible orderings between θjl\theta^{l}_{j} and θNk+1k+1\theta^{k+1}_{N_{k+1}}:

If θjlθNk+1k+1\theta^{l}_{j}\leq\theta^{k+1}_{N_{k+1}}, we immediately have

sin(θjlθNk+1k+1)0.\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq 0.

If θjl>θNk+1k+1\theta^{l}_{j}>\theta^{k+1}_{N_{k+1}}, from the fact that

θNiiθ¯iθ¯iθ1i,0id,\theta^{i}_{N_{i}}\geq\bar{\theta}_{i}\geq\underline{\theta}_{i}\geq\theta^{i}_{1},\quad 0\leq i\leq d, (B.4)

we immediately obtain

θNk+1k+1θ¯k+1=max0ik+1{θ¯i}max0ik{θ¯i}min0ik{θ¯i}min0ikmin1jNi{θji}.\theta^{k+1}_{N_{k+1}}\geq\bar{\theta}_{k+1}=\max_{0\leq i\leq k+1}\{\bar{\theta}_{i}\}\geq\max_{0\leq i\leq k}\{\bar{\theta}_{i}\}\geq\min_{0\leq i\leq k}\{\underline{\theta}_{i}\}\geq\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}. (B.5)

Thus we use the property of sinxx,x0\sin x\leq x,\ x\geq 0 and (B.5) to get

sin(θjlθNk+1k+1)θjlθNk+1k+1θjlmin0ikmin1jNi{θji}Dk(θ(t)).\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}}\leq\theta^{l}_{j}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\leq D_{k}(\theta(t)).

Therefore, combining the above discussion, we have

12=l=0kj𝒩Nk+1k+1(l)sin(θjlθNk+1k+1)SkDk(θ(t))\mathcal{I}_{12}=\sum_{l=0}^{k}\sum_{j\in\mathcal{N}^{k+1}_{N_{k+1}}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq S_{k}D_{k}(\theta(t)) (B.6)

From (B.2), (B.3) and (B.6), it yields that (B.1) holds for n=Nk+1n=N_{k+1}.

\bigstar Step 1.2. Next, we assume that (B.1) holds for nn with 2nNk+12\leq n\leq N_{k+1}, and we will show that (B.1) holds for n1n-1. Following the process 𝒜1\mathcal{A}_{1} and similar analysis in (B.2), we have

θ¯˙n1k+1\displaystyle\dot{\bar{\theta}}^{k+1}_{n-1} ΩM+a¯n1k+1a¯n1k+1+1Sk+1Ksinα+a¯n1k+1a¯n1k+1+1SkKcosαDk(θ(t))+Ksinα1a¯n1k+1+1Sk+1\displaystyle\leq\Omega_{M}+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}S_{k+1}K\sin\alpha+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}S_{k}K\cos\alpha D_{k}(\theta(t))+K\sin\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}S_{k+1} (B.7)
+Kcosα1a¯n1k+1+1η(Nk+1n+2+Sk)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\eta(N_{k+1}-n+2+S_{k})\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)
+Kcosα1a¯n1k+1+1minj𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1)\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
+Kcosα1a¯n1k+1+1j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)21\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underbrace{\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})}_{\mathcal{I}_{21}}
+Kcosα1a¯n1k+1+1l=0kj𝒩n1k+1(l)sin(θjlθn1k+1)22.\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underbrace{\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n-1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})}_{\mathcal{I}_{22}}.

Next we do some estimates about the terms 21\mathcal{I}_{21} and 22\mathcal{I}_{22} in (B.7) seperately.

\diamond Estimates on 𝟐𝟏\mathbf{\mathcal{I}_{21}} in (B.7). Without loss of generality, we only deal with 21\mathcal{I}_{21} under the situation γ>π2\gamma>\frac{\pi}{2}. We first apply the strong connectivity of 𝒢k+1\mathcal{G}_{k+1} and Lemma 3.1 to obtain that

i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))sin(θk¯nk+1θNk+1k+1),\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)\leq\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}}), (B.8)

where k¯n=minji=nNk+1𝒩ik+1(k+1)jn1\bar{k}_{n}=\min_{j\in\bigcup_{i=n}^{N_{k+1}}\mathcal{N}^{k+1}_{i}(k+1)}j\leq n-1. According to (B.8), we consider two cases depending on comparison between θNk+1k+1θk¯nk+1\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}} and π2\frac{\pi}{2}.
(i) For the first case that 0θNk+1k+1θk¯nk+1π20\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}, we immediately obtain that for j𝒩n1k+1(k+1),j>n1j\in\mathcal{N}^{k+1}_{n-1}(k+1),\ j>n-1,

0θjk+1(t)θn1k+1(t)θNk+1k+1(t)θn1k+1(t)θNk+1k+1(t)θk¯nk+1(t)π2.0\leq\theta^{k+1}_{j}(t)-\theta^{k+1}_{n-1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{n-1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{\bar{k}_{n}}(t)\leq\frac{\pi}{2}. (B.9)

Then it yieldst from (B.8), (B.9) and η>2\eta>2 that

η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+21\displaystyle\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{21}
η(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)\displaystyle\leq\eta(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+(Nk+1n+1)sin(θNk+1k+1θn1k+1)\displaystyle\leq(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+(N_{k+1}-n+1)\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1})
0.\displaystyle\leq 0.

(ii) For the second case that π2<θNk+1k+1θk¯nk+1<γ\frac{\pi}{2}<\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}<\gamma, it is known that

η>1sinγandsin(θNk+1k+1θk¯nk+1)>sinγ,\eta>\frac{1}{\sin\gamma}\quad\mbox{and}\quad\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}})>\sin\gamma, (B.10)

which yields ηsin(θk¯nk+1θNk+1k+1)1\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})\leq-1. Thus we immediately derive that

η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+21\displaystyle\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{21}
η(Nk+1n+1)sin(θk¯nk+1θNk+1k+1)+j𝒩n1k+1(k+1)j>n1sin(θjk+1θn1k+1)\displaystyle\leq\eta(N_{k+1}-n+1)\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\underset{j>n-1}{\sum_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
(Nk+1n+1)+(Nk+1n+1)=0.\displaystyle\leq-(N_{k+1}-n+1)+(N_{k+1}-n+1)=0.

Then, we combine the above arguments in (i) and (ii) to obtain

η(Nk+1n+1)i=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))+210.\eta(N_{k+1}-n+1)\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\mathcal{I}_{21}\leq 0. (B.11)

\diamond Estimates on 𝟐𝟐\mathbf{\mathcal{I}_{22}} in (B.7). For the term 22\mathcal{I}_{22}, there are three possible relations between θn1k+1\theta^{k+1}_{n-1} and θjl\theta^{l}_{j} with 0lk0\leq l\leq k:

(i) If θjlθn1k+1\theta^{l}_{j}\leq\theta^{k+1}_{n-1}, we immediately have sin(θjlθn1k+1)0\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq 0.

(ii) If θn1k+1<θjlθNk+1k+1\theta^{k+1}_{n-1}<\theta^{l}_{j}\leq\theta^{k+1}_{N_{k+1}}, we consider two cases separately:

(a) For the case that 0θNk+1k+1θk¯nk+1π20\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}, it is clear that

0θjlθn1k+1θNk+1k+1θn1k+1θNk+1k+1θk¯nk+1π2.0\leq\theta^{l}_{j}-\theta^{k+1}_{n-1}\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1}\leq\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}\leq\frac{\pi}{2}.

Thus from the above inequality and (B.8), we have

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)\displaystyle\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
ηsin(θk¯nk+1θNk+1k+1)+sin(θjlθn1k+1)\displaystyle\leq\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
sin(θk¯nk+1θNk+1k+1)+sin(θNk+1k+1θk¯nk+1)=0.\displaystyle\leq\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}})=0.

(b) For another case that π2<θNk+1k+1θk¯nk+1<γ\frac{\pi}{2}<\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{\bar{k}_{n}}<\gamma, it is yields from (B.10) that

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)\displaystyle\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
ηsin(θk¯nk+1θNk+1k+1)+sin(θjlθn1k+1)\displaystyle\leq\eta\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
1+1=0\displaystyle\leq-1+1=0

Hence, combining the above arguments in (a) and (b), we obtain that

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+sin(θjlθn1k+1)0.\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq 0.

  

(iii) If θjl>θNk+1k+1\theta^{l}_{j}>\theta^{k+1}_{N_{k+1}}, we exploit the concave property of sine function in [0,π][0,\pi] to get

sin(θjlθn1k+1)sin(θjlθNk+1k+1)+sin(θNk+1k+1θn1k+1).\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})\leq\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1}). (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

ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))+sin(θNk+1k+1θn1k+1)0.\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)+\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{n-1})\leq 0.

For the first part on the right-hand side of (B.12), the calculation is the same as (B.6), thus we have

sin(θjlθNk+1k+1)θjlθNk+1k+1θjlmin0ikmin1jNi{θji}Dk(θ(t)).\sin(\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}})\leq\theta^{l}_{j}-\theta^{k+1}_{N_{k+1}}\leq\theta^{l}_{j}-\min_{0\leq i\leq k}\min_{1\leq j\leq N_{i}}\{\theta^{i}_{j}\}\leq D_{k}(\theta(t)).

Therefore, we combine the above estimates to obtain

ηSki=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1(t)θik+1(t)))+22\displaystyle\eta S_{k}\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}(t)-\theta^{k+1}_{i}(t))\right)+\mathcal{I}_{22} (B.13)
ηSksin(θk¯nk+1θNk+1k+1)+l=0kj𝒩n1k+1(l)sin(θjlθn1k+1)\displaystyle\leq\eta S_{k}\sin(\theta^{k+1}_{\bar{k}_{n}}-\theta^{k+1}_{N_{k+1}})+\sum_{l=0}^{k}\sum_{j\in\mathcal{N}_{n-1}^{k+1}(l)}\sin(\theta^{l}_{j}-\theta^{k+1}_{n-1})
SkDk(θ(t)).\displaystyle\leq S_{k}D_{k}(\theta(t)).

Then from (B.7), (B.11), and (B.13) , it yields that

ddtθ¯n1k+1\displaystyle\frac{d}{dt}\bar{\theta}^{k+1}_{n-1} ΩM+Sk+1Ksinα+a¯n1k+1a¯n1k+1+1SkKcosαDk(θ(t))++Kcosα1a¯n1k+1+1SkDk(θ(t))\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha+\frac{\bar{a}^{k+1}_{n-1}}{\bar{a}^{k+1}_{n-1}+1}S_{k}K\cos\alpha D_{k}(\theta(t))++K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}S_{k}D_{k}(\theta(t))
+Kcosα1a¯n1k+1+1ηi=nNk+1(ηinminj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\eta\sum_{i=n}^{N_{k+1}}\left(\eta^{i-n}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)
+Kcosα1a¯n1k+1+1minj𝒩n1k+1(k+1)jn1sin(θjk+1θn1k+1)\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\underset{j\leq n-1}{\min_{j\in\mathcal{N}_{n-1}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{n-1})
ΩM+Sk+1Ksinα+SkKcosαDk(θ(t))\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha+S_{k}K\cos\alpha D_{k}(\theta(t))
+Kcosα1a¯n1k+1+1i=n1Nk+1(ηi(n1)minj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{n-1}+1}\sum_{i=n-1}^{N_{k+1}}\left(\eta^{i-(n-1)}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)

This means that the claim (B.1) does hold for n1n-1. Therefore, we apply the inductive criteria to verify the claim (B.1).

\bigstar Step 2. Now we are ready to prove (4.10) on JlJ_{l} for Case 2. In fact, we apply Lemma 3.1 and the strong connectivity of 𝒢k+1\mathcal{G}_{k+1} to have

i=1Nk+1(ηi1minj𝒩ik+1(k+1)jisin(θjk+1θik+1))sin(θ1k+1θNk+1k+1)\sum_{i=1}^{N_{k+1}}\left(\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)\leq\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})

From the notations in (4.5) and (4.6), it is known that

θ¯1k+1=θ¯k+1,θ¯Nk+1k+1=θ¯k+1.\bar{\theta}_{1}^{k+1}=\bar{\theta}_{k+1},\quad\underline{\theta}_{N_{k+1}}^{k+1}=\underline{\theta}_{k+1}.

Thus, we exploit the above inequality and set n=1n=1 in (B.1) to obtain

ddtθ¯k+1\displaystyle\frac{d}{dt}\bar{\theta}_{k+1} =ddtθ¯1k+1\displaystyle=\frac{d}{dt}\bar{\theta}^{k+1}_{1} (B.14)
ΩM+Sk+1Ksinα+SkKcosαDk(θ(t))\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha+S_{k}K\cos\alpha D_{k}(\theta(t))
+Kcosα1a¯1k+1+1i=1Nk+1(ηi1minj𝒩ik+1(k+1)jisin(θjk+1θik+1))\displaystyle+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{1}+1}\sum_{i=1}^{N_{k+1}}\left(\eta^{i-1}\underset{j\leq i}{\min_{j\in\mathcal{N}_{i}^{k+1}(k+1)}}\sin(\theta^{k+1}_{j}-\theta^{k+1}_{i})\right)
ΩM+Sk+1Ksinα+SkKcosαDk(θ(t))+Kcosα1a¯1k+1+1sin(θ1k+1θNk+1k+1)\displaystyle\leq\Omega_{M}+S_{k+1}K\sin\alpha+S_{k}K\cos\alpha D_{k}(\theta(t))+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{1}-\theta^{k+1}_{N_{k+1}})

We further apply the similar arguments in (B.14) to derive the differential inequality of θ¯k+1\underline{\theta}_{k+1} as below

ddtθ¯k+1ΩmSk+1KsinαSkKcosαDk(θ(t))+Kcosα1a¯1k+1+1sin(θNk+1k+1θ1k+1).\frac{d}{dt}\underline{\theta}_{k+1}\geq\Omega_{m}-S_{k+1}K\sin\alpha-S_{k}K\cos\alpha D_{k}(\theta(t))+K\cos\alpha\frac{1}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}). (B.15)

Due to the monotone decreasing property of sinxx\frac{\sin x}{x} in (0,π](0,\pi] and from (4.13), it is obvious that

sin(θNk+1k+1θ1k+1)sinγγ(θNk+1k+1θ1k+1).\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})\geq\frac{\sin\gamma}{\gamma}(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1}).

Then we combine the above inequality, (B.14), (B.15) and (4.4) to get

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) =ddt(θ¯k+1θ¯k+1)\displaystyle=\frac{d}{dt}(\bar{\theta}_{k+1}-\underline{\theta}_{k+1})
D(Ω)+2Sk+1Ksinα+2SkKcosαDk(θ(t))\displaystyle\leq D(\Omega)+2S_{k+1}K\sin\alpha+2S_{k}K\cos\alpha D_{k}(\theta(t))
Kcosα2a¯1k+1+1sin(θNk+1k+1θ1k+1)\displaystyle-K\cos\alpha\frac{2}{\bar{a}^{k+1}_{1}+1}\sin(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})
D(Ω)+2Sk+1Ksinα+2SkKcosαDk(θ(t))\displaystyle\leq D(\Omega)+2S_{k+1}K\sin\alpha+2S_{k}K\cos\alpha D_{k}(\theta(t))
Kcosα1a¯1k+1+1sinγγ(θNk+1k+1θ1k+1)\displaystyle-K\cos\alpha\frac{1}{\bar{a}^{k+1}_{1}+1}\frac{\sin\gamma}{\gamma}(\theta^{k+1}_{N_{k+1}}-\theta^{k+1}_{1})
D(Ω)+2NKsinα+(2N+1)KcosαDk(θ(t))\displaystyle\leq D(\Omega)+2NK\sin\alpha+(2N+1)K\cos\alpha D_{k}(\theta(t))
Kcosα1j=1N1ηjA(2N,j)+1sinγγQk+1(t),tJl,\displaystyle-K\cos\alpha\frac{1}{\sum_{j=1}^{N-1}\eta^{j}A(2N,j)+1}\frac{\sin\gamma}{\gamma}Q^{k+1}(t),\qquad t\in J_{l},

where we use the fact that Qk+1(t)θNk+1k+1(t)θ1k+1(t)Q^{k+1}(t)\leq\theta^{k+1}_{N_{k+1}}(t)-\theta^{k+1}_{1}(t) and (4.4). Eventually, for Case 2, we obtain the dynamics for Qk+1(t)Q^{k+1}(t) in (4.10) on JlJ_{l}, i.e.,

Q˙k+1(t)\displaystyle\dot{Q}^{k+1}(t) D(Ω)+2NKsinα+(2N+1)KcosαDk(θ(t))KcosαcQk+1(t),t[0,T).\displaystyle\leq D(\Omega)+2NK\sin\alpha+(2N+1)K\cos\alpha D_{k}(\theta(t))-\frac{K\cos\alpha}{c}Q^{k+1}(t),\ t\in[0,T^{*}).\newline

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