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11institutetext: Peter Ashwin 22institutetext: Center for Systems, Dynamics and Control, Department of Mathematics, University of Exeter, Exeter EX4 4QF, UK 22email: p.ashwin@exeter.ac.nz 33institutetext: Claire Postlethwaite 44institutetext: Department of Mathematics, University of Auckland, Auckland, 1142, New Zealand.

Excitable Networks for Finite State Computation with Continuous Time Recurrent Neural Networks

Peter Ashwin    Claire Postlethwaite
(Received: date / Accepted: date)
Abstract

Continuous time recurrent neural networks (CTRNN) are systems of coupled ordinary differential equations that are simple enough to be insightful for describing learning and computation, from both biological and machine learning viewpoints. We describe a direct constructive method of realising finite state input-dependent computations on an arbitrary directed graph. The constructed system has an excitable network attractor whose dynamics we illustrate with a number of examples. The resulting CTRNN has intermittent dynamics: trajectories spend long periods of time close to steady-state, with rapid transitions between states. Depending on parameters, transitions between states can either be excitable (inputs or noise needs to exceed a threshold to induce the transition), or spontaneous (transitions occur without input or noise). In the excitable case, we show the threshold for excitability can be made arbitrarily sensitive.

Keywords:
Continuous Time Recurrent Neural Network Nonlinear Dynamics Excitable Network Attractor
journal: Biological Cybernetics

1 Introduction

It is natural to try to understand computational properties of neural systems through the paradigm of network dynamical systems, where a number of dynamically simple units (i.e. with attracting equilibria or periodic orbits) interact to give computation as an emergent property of the system. This is the as much the case for biological models of information processing, pattern generation and decision making as it is for artificial neural networks inspired by these. A variety of specific models have been developed to describe the dynamics and training of recurrent networks comprised of coupled neurons in biological and artificial settings. The particular challenge that we address here is the construction of arbitrarily complex, but specified, dynamical structures that enable discrete (finite-state) computation in an input-driven system that is nonetheless continuous in both state and time. Clearly, invariant objects of the autonomous system (such as equilibria, periodic orbits and chaotic attractors) only form part of the picture and an input-dependent (non-autonomous) approach such as manjunath2012theory is needed.

To help understand the response of systems to inputs the authors introduced in Ashwin2016a a notion of a “network attractor”, namely an invariant object in phase space that may contain several local invariant sets, but also systems of interconnections between them. This generalises the notion of “heteroclinic network” and “winnerless competition/stable heteroclinic channels” afraimovich2004origin which have been used to describe a range of sequence generation, computational and cognitive effects in neural systems: see for example rabinovich2001dynamical ; rabinovich2006generation ; afraimovich2004heteroclinic ; rabinovich2020sequential ; hutt2017sequences . These models connect computational states (represented as saddles in the dynamics). In the presence of inputs or noise, the switching between saddles is a useful model for spontaneous computational processes but there are two problems. One of these is that the states are dynamically unstable and so there are spontaneous transitions that are not noise driven. The other is that heteroclinic chains are destroyed by arbitrarily small perturbations, unless there are special structures in phase space (symmetries or invariant subspaces).

Network attractors joining stable equilibria Ashwin2016a overcome both of these issues. In this paper we show that arbitrarily complex network attractors exist in idealised class of model is the continuous time recurrent neural network (CTRNN) beer1995dynamics . A CTRNN is a set of differential equations each with one scalar variable that represents the level of activation of a neuron, and feedback via a saturating nonlinearity or “activation function”. These models have been extensively investigated in the past decades as simple neurally-inspired systems that can nonetheless (without input) have complex dynamics by virtue of the nonlinearities present beer1995dynamics . They can also be trained to perform arbitrarily complex tasks depending on time-varying input tuci2002evolutionary ; yamauchi1994sequential . They are frequently used in investigations of evolutionary robotics blynel2003exploring and (in various equivalent formulations chow2019before ) as models for neural behaviour in biological or cognitive systems. For example, the classical work of Hopfield and Tank hopfield1985neural considers such systems with symmetric weights to solve optimization problems, while more recently, bhowmik2016reservoir discusses CTRNN models for episodic memory, and several other biological and cognitive applications are discussed in nikiforou2019dynamics .

CTRNNs are often referred to as “universal dynamical approximators” funahashi1993approximation , meaning that the trajectory of a CTRNN can approximate, to arbitrary precision, any other prescribed (smooth) trajectory in n\mathbb{R}^{n}. However, this does not mean that the dynamics of CTRNNs are simple to understand, or that it is easy to form the above approximation. It also raises the question of how a “trained” CTRNN performs a complex task. Gradient descent or more general evolutionary training algorithms train the network by navigating through a high dimensional landscape of possible feedback weightings and moving these towards a setting that is sufficiently optimal for the task. It may be possible to give a clear description of the resulting nonlinear dynamics of the autonomous (constant input) CTRNN, but we want to understand not only this but also how inputs affect the state of the system.

The main theoretical result in this paper focusses on “excitable network attractors”: these consist of a finite set of local attracting equilibria and excitable connections between them (see Appendix A). It was demonstrated in Ashwin2018sensitive that an excitable network attractor can be used to embed an arbitrary Turing machine within a class of purpose-designed coupled dynamical system with two different cell types. Rather than relying on an optimization approach to design the system, that paper gave a constructive method for designing a realisation of any desired network attractor. However, this construction required specialist dynamical cells with quite complex nonlinear couplings between them, and a comparatively large number of cells. It was recently shown in ceni2020interpreting that trained RNNs in the form of echo-state networks can realise excitable networks for certain tasks and that structural errors in the trained network can explain errors in imperfectly trained systems.

The current paper demonstrates that CTRNN dynamics is sufficiently rich to realise excitable networks with arbitrary graph topology, simply by specifying appropriate connection weights. The construction algorithm in the proof of Theorem 2.1, assigns one of only four values to each of the connection weights to realise an arbitrary graph on NN vertices as an excitable network on NN states (subject to some minor constraints on its connectivity), using a CTRNN with NN cells. The CTRNN we consider in this paper (see for example beer1995dynamics , which corresponds to a continuous time Hopfield model hopfield1985neural in the symmetric coupling case wij=wjiw_{ij}=w_{ji}) are ordinary differential equations

y˙i=yi+jwijϕ(yj)+Ii(t),\dot{y}_{i}=-y_{i}+\sum_{j}w_{ij}\phi(y_{j})+I_{i}(t), (1)

where 𝐲=(y1,yN)N\mathbf{y}=(y_{1},\ldots y_{N})\in\mathbb{R}^{N} is the internal state of the NN cells of the system, wijw_{ij} is a matrix of connection weights, ϕ\phi is a (sigmoid) activation function that introduces a saturating nonlinearity into the system and Ii(t)I_{i}(t) is an input. We say system (1) is input-free if Ii(t)=0I_{i}(t)=0 for all ii and tt.

We consider two cases for ϕ\phi, a smooth function

ϕ(y)=ϕS(y):=[1+exp((yθ)ϵ)]1,\phi(y)=\phi_{S}(y):=\left[1+\exp\left(-\frac{(y-\theta)}{\epsilon}\right)\right]^{-1}, (2)

and a piecewise affine function

ϕ(y)=ϕP(y):={0yθ<2ϵ,(yθ)/(4ϵ)+1/2|yθ|2ϵ,1yθ>2ϵ,\phi(y)=\phi_{P}(y):=\begin{cases}0&y-\theta<-2\epsilon,\\ (y-\theta)/(4\epsilon)+1/2&|y-\theta|\leq 2\epsilon,\\ 1&y-\theta>2\epsilon,\end{cases} (3)

In both cases, ϕ\phi is monotonic increasing with

limyϕ(y)=1,limyϕ(y)=0,ϕ(θ)=1/2,\lim_{y\rightarrow\infty}\phi(y)=1,~{}\lim_{y\rightarrow-\infty}\phi(y)=0,~{}\phi(\theta)=1/2,

and a maximum derivative at y=θy=\theta, equal to 14ϵ.\frac{1}{4\epsilon}. In both cases, ϵ\epsilon and θ\theta are parameters, and we are interested in the case 0<ϵ10<\epsilon\ll 1. In general, the function ϕ\phi need not be the same in every component of (1), but here we make a simplifying assumption that it is.

Note that both activation functions (2) and (3) have piecewise constant limits in the singular limit ϵ0\epsilon\rightarrow 0. Such limiting systems are of Fillipov type and have been explored in various biological contexts, especially for gene regulatory dynamics. These can also have rich dynamics as discussed in the literature (for example gouze2003aclass ; harris2015bifurcations ) but we do not consider this limit here.

The main contribution of Section 2 is to give, in Theorem 2.1, a construction of a connection weight matrix wijw_{ij} such that the dynamics of the input-free system (1) contains (or realises: definition given below) an excitable network attractor, as defined in Ashwin2016a . We prove this (with details in Appendix B) for the case of the piecewise affine function ϕP\phi_{P}. In section 3 we present evidence that this is also true for the smooth case ϕS\phi_{S} for an open set of parameters. Qualitatively, this means the system will contain a number of stable equilibrium states, and small inputs (either deterministic, or noisy) will push the trajectory from one stable equilibrium into the basin of attraction of another. In this way, transitions can be made around the network, and the transition time between states tends to be much smaller than the residence times of the trajectory in neighbourhoods of the states. In particular, we can choose wijw_{ij} so that the network attractor has (almost) any desired topology. In Appendix A we recall formal definitions of network attractors from Ashwin2016a ; Ashwin2018sensitive .

In section 3 we consider several examples of simple graphs, and demonstrate that the desired networks do indeed exist in the systems as designed. We also perform numerical bifurcation analysis to demonstrate the connection between periodic orbits in the input-free deterministic system (1) and excitable networks in the same system with additive noise, that is, the system of stochastic differential equations (SDEs):

dyi=(yi+jwijϕ(yj))dt+σdWi(t),dy_{i}=\left(-y_{i}+\sum_{j}w_{ij}\phi(y_{j})\right)dt+\sigma dW_{i}(t), (4)

where Wi(t)W_{i}(t) are independent standard Wiener processes. Here, the noise plays the role of inputs that propel the trajectory around the network, although of course this occurs in a random manner. In sections 3.3 and 3.4 we consider graphs that have multiple edges leading out from a single vertex, and show that additional equilibria may appear in the network attractor where two or more cells are active simultaneously. We further show that the existence of these additional equilibria can be suppressed by choosing one of the parameters used in the construction of the weight matrix wijw_{ij} to be sufficiently large.

Section 4 concludes by relating our results to other notions of sequential computation. We also conjecture some extensions of the results shown in this paper.

2 Construction of a CTRNN with a network attractor

Let GG be an arbitrary directed graph between NN vertices, and let aija_{ij} be the adjacency matrix of GG. That is, aij=1a_{ij}=1 if there is a directed edge from vertex ii to vertex jj, and aij=0a_{ij}=0 otherwise.

Let Σ\Sigma be an invariant set for a system of ordinary differential equations. We say Σ\Sigma is an excitable network that realises a graph GG for some amplitude δ>0\delta>0 if for each vertex viv_{i} in GG there is a unique stable equilibrium ξi\xi_{i} in Σ\Sigma, and if there is an excitable connection with amplitude δ\delta in Σ\Sigma from ξi\xi_{i} to ξj\xi_{j} whenever there is an edge in GG from viv_{i} to vjv_{j}. The existence of an excitable connection means that there exists a trajectory with initial condition within a distance δ\delta of ξi\xi_{i}, which asymptotes in forward time to ξj\xi_{j} (formal definitions are given in Appendix A).

For the purposes of our construction of a network attractor, we assume that GG contains no loops of order one, no loops of order two, and no Δ\Delta-cliques. Figure 1 shows each of these graph components schematically.

Refer to caption
Figure 1: From left to right, the figures show an order-one loop, an order-two loop, and a Δ\Delta-clique in a directed graph. The construction we provide realises an arbitrary graph GG, as long of none of these subgraphs are present in GG.

In terms of the adjacency matrix, for GG to contain no loops of order one requires that

aii=0 for all i;a_{ii}=0\mbox{ for all }i; (5)

for GG to contain no loops of order two requires that

aijaji=0 for all i,j;a_{ij}a_{ji}=0\mbox{ for all }i,j; (6)

and for GG to contain no Δ\Delta-cliques requires that

aijaikajk=0 for all i,j,k.a_{ij}a_{ik}a_{jk}=0\mbox{ for all }i,j,k. (7)

In our earlier work, we have demonstrated a network design which can admit order-two loops and Δ\Delta-cliques Ashwin2016a , although this previous construction is not motivated by neural networks per se, and requires a higher dimensional system of ODEs (for a given graph) than the one presented here.

Before we move into the details of the construction, we briefly discuss our terminology. A graph GG has vertices, which correspond to (stable) equilibria in the phase space of the dynamical system (1). Also within the phase space, there exist excitable connections (sometimes abbreviated to connections) between the equilibria, which correspond to the edges of the graph. When a trajectory in the phase space moves between neighbourhoods of equilibria along a path close to one of these connections, we say that a transition between the equilibria has occurred. We refer to each of the components of the dynamical system (1) as a cell, and say that a cell jj is active if ϕ(yj)\phi(y_{j}) is close to one.

2.1 Realization of arbitrary directed graphs as network attractors

We construct a weight matrix wijw_{ij} that depends only on the adjacency matrix aija_{ij}, and on four parameters wtw_{t}, wsw_{s}, wmw_{m} and wpw_{p}. It is given by

wij=wt+(wswt)δij+(wpwt)aji+(wmwt)aij,w_{ij}=w_{t}+(w_{s}-w_{t})\delta_{ij}+(w_{p}-w_{t})a_{ji}+(w_{m}-w_{t})a_{ij}, (8)

where δij\delta_{ij} is the Kronecker δ\delta. This choice of wijw_{ij} ensures that wii=wsw_{ii}=w_{s}, wij=wpw_{ij}=w_{p} if there is a directed edge in GG from vertex jj to ii (i.e. aji=1a_{ji}=1), wij=wmw_{ij}=w_{m} if there is a directed edge in GG from vertex ii to vertex jj (i.e. aij=1a_{ij}=1), and wij=wtw_{ij}=w_{t} otherwise. In later sections we allow for different weights along different edges by allowing wpw_{p} to depend on ii and jj (i.e. wp=wpijw_{p}=w_{p}^{ij}). We give an overview of how each of the parameters affect the dynamics of the system in section 2.2.

We write 𝐰=(ϵ,θ,ws,wm,wt,wp)6\mathbf{w}=(\epsilon,\theta,w_{s},w_{m},w_{t},w_{p})\in\mathbb{R}^{6} to be a vector of all parameter values. The next result shows that for the piecewise affine activation function and suitable choice of parameters, there is an embedding of GG as an excitable network attractor for the input-free system.

Theorem 2.1

For any directed graph GG with NN vertices containing no loops of order one, no loops of order two, and no Δ\Delta-cliques, and any small enough δ>0\delta>0, there is an open set Wex6W_{\mathrm{ex}}\subset\mathbb{R}^{6} such that if the parameters 𝐰Wex\mathbf{w}\in W_{\mathrm{ex}} then the dynamics of input-free equation (1) on NN cells with piecewise affine activation (3) and wijw_{ij} defined by (8) contains an excitable network attractor with threshold δ\delta, that realises the graph GG.

Recall that by realises we mean that all edges in the graph are present as transitions between stable equilibria using perturbations of size at most δ\delta.

Proof

We give the main ideas behind the proof here, deferring some of the details to Appendix B. We construct an excitable network attractor in N\mathbb{R}^{N} for (1) with piecewise activation function (3) and weight matrix (8). For any 12>δ>0\frac{1}{2}>\delta>0, we show there exist parameters 𝐰\bf{w} (with ϵ>0\epsilon>0 small) and stable equilibria ξk\xi_{k} (k=1,,Nk=1,\ldots,N) that are connected according to the adjacency matrix aija_{ij} by excitable connections with amplitude δ\delta. Below, we provide an explicit set of parameters that make such a realisation, and note that the realisation will hold for an open set of nearby parameters.

We show in Appendix B that the equilibria ξk\xi_{k} have components (cells) that are close to one of four values YTY_{T}, YDY_{D}, YLY_{L}, YAY_{A} related to the edges attached to the corresponding vertex kk in the graph GG. For any 0<δ<120<\delta<\frac{1}{2}, we use the following parameters:

ϵ=δ8,θ=12,ws=1,wt=0,\epsilon=\dfrac{\delta}{8},~{}\theta=\frac{1}{2},~{}w_{s}=1,~{}w_{t}=0, (9)

and then wpw_{p} and wmw_{m} are given by

wp=θδ2,wm=(wsθ)δ2.w_{p}=\theta-\dfrac{\delta}{2},\quad w_{m}=-(w_{s}-\theta)-\dfrac{\delta}{2}. (10)

We then set

YA:=ws,YL:=wp=θδ2,YT:=wm=(wsθ)δ2,YD:=wt\begin{split}Y_{A}:=w_{s},\ Y_{L}:=w_{p}=\theta-\frac{\delta}{2},\ \\ Y_{T}:=w_{m}=-(w_{s}-\theta)-\frac{\delta}{2},\ Y_{D}:=w_{t}\end{split} (11)

We use square brackets and subscripts to identify the components of points in phase space, that is, [ξk]j[\xi_{k}]_{j} is the jjth component of ξk\xi_{k}. Each ξk\xi_{k} has:

  • Exactly one cell that is Active: [ξk]k=YA[\xi_{k}]_{k}=Y_{A}

  • A number of cells that are Leading: [ξk]j=YL[\xi_{k}]_{j}=Y_{L} (if akj=1a_{kj}=1)

  • A number of cells that are Trailing: [ξk]j=YT[\xi_{k}]_{j}=Y_{T} (if ajk=1a_{jk}=1)

  • All remaining cells are Disconnected: [ξk]j=YD[\xi_{k}]_{j}=Y_{D} (akj=ajk=0a_{kj}=a_{jk}=0).

Note that the requirement of no loops of order one or two and no Δ\Delta-cliques implies that this labelling is well defined.

From equilibrium ξk\xi_{k}, there is an excitable connection to any of the equilibria ξl\xi_{l} with akl=1a_{kl}=1, that is, any of the Leading cells can become the Active cell. During a transition, the remaining cells can be classified into six types, which are identified in figure 2, and depend (for each jj) on the values of the four entries in the adjacency matrix ajka_{jk}, akja_{kj}, ajla_{jl} and alja_{lj}. We label cell kk as AT (Active–Trailing) and cell ll as LA (Leading–Active). Note that the lack of two cycles means that the cases with ajk=akj=1a_{jk}=a_{kj}=1 or ajl=alj=1a_{jl}=a_{lj}=1 (a total of seven possibilities) cannot occur, and the lack of Δ\Delta-cliques mean that the cases with ajk=ajl=1a_{jk}=a_{jl}=1, akj=ajk=1a_{kj}=a_{jk}=1, or akj=alj=1a_{kj}=a_{lj}=1 also cannot occur (which includes the cases where a cell would switch from Leading to Trailing). The remaining six possibilities are listed below.

Refer to caption
Figure 2: Schematic diagram showing a transition in the network attractor of Theorem 2.1. Left: a schematic of the directed graph showing the eight distinct types of vertex. Right: schematic time series; as the Active cell changes there will be a transition in the connected Leading and Trailing cells as shown. Which cell becomes active is controlled by a small perturbation to the set of currently Leading cells.
  • Type DD: ajk=akj=ajl=alj=0a_{jk}=a_{kj}=a_{jl}=a_{lj}=0; the cell is Disconnected throughout.

  • Type TD: ajk=1a_{jk}=1, akj=ajl=alj=0a_{kj}=a_{jl}=a_{lj}=0; the cell switches from Trailing to Disconnected.

  • Type LD: akj=1a_{kj}=1, ajk=ajl=alj=0a_{jk}=a_{jl}=a_{lj}=0; the cell switches from Leading to Disconnected.

  • Type TL: ajk=alj=1a_{jk}=a_{lj}=1, akj=ajl=0a_{kj}=a_{jl}=0; the cell switches from Trailing to Leading.

  • Type DT: ajl=1a_{jl}=1, ajk=akj=alj=0a_{jk}=a_{kj}=a_{lj}=0; the cell switches from Disconnected to Trailing.

  • Type DL: alj=1a_{lj}=1, ajk=akj=ajl=0a_{jk}=a_{kj}=a_{jl}=0; the cell switches from Disconnected to Leading.

The right panel in figure 2 shows how a transition from cell AT active to cell LA active will occur in a general network.

To prove the existence of an excitable connection giving a realisation we consider a perturbation from ξk\xi_{k} to the point

ζk,l=ξk+δel,\zeta_{k,l}=\xi_{k}+\delta e_{l},

where ele_{l} is the unit basis vector, and we show in Appendix B that, for small enough δ\delta, ζk,l\zeta_{k,l} is in the basin of attraction of ξl\xi_{l} if akl=1a_{kl}=1. This means there is an excitable connection from ξk\xi_{k} to ξl\xi_{l} in this case. ∎

We believe that for small enough δ\delta and suitable choice of weights, the realisation of GG in Theorem 2.1 can be made almost complete in the sense analogous to the similar notion for heteroclinic networks ashwin2020almost , namely that the set

ξEBδ(ξ)ΣE\bigcup_{\xi\in E}B_{\delta}(\xi)\setminus\Sigma_{E}

has zero measure. If a network realization is almost complete then almost all trajectories starting close to some ξk\xi_{k} will remain close, or will follow a connection corresponding to the realization. We do not have a proof of this, though Appendix B.2 shows that for small enough δ\delta, ζk,l\zeta_{k,l} is in the basin of attraction of ξl\xi_{l} if and only if akl=1a_{kl}=1. This does not preclude the possibility that there exist perturbations in Bδ(ξi)B_{\delta}(\xi_{i}) other than ζk,l\zeta_{k,l} resulting in trajectories asymptotic to ξl\xi_{l}, or indeed to other attractors. Our numerical investigations suggest that by choosing wtw_{t} non-zero and large enough, any connections to other equilibria can be suppressed. This is discussed more in sections 3.4 and 4.

2.2 Excitable networks for smooth nonlinearities

For small enough ϵ\epsilon, the smooth activation function (2) can be made arbitrarily close to the piecewise activation function (3), and so we expect Theorem 2.1 to also apply in the smooth case, but do not give a proof here. However, throughout section 3 we use the smooth activation function (2) in our examples. We use

ϵ=0.05,θ=0.5,ws=1,wm=0.7,wp=0.3,wt=0\begin{split}&\epsilon=0.05,~{}\theta=0.5,~{}w_{s}=1,\\ &w_{m}=-0.7,w_{p}=0.3,~{}w_{t}=0\end{split} (12)

as our default parameter set (compare this choice of parameters with that given in equations (9) and (10), with δ=0.4\delta=0.4), though there will be an open set of nearby parameters with analogous behaviour. In section 3 we provide several examples of using this choice of weight matrix to realise a graph GG.

From equation (11) we can see that the parameter choices directly affect the location of the equilibria ξk\xi_{k} in phase space. As we will see in the following sections, the parameters also have further effects on the dynamics. In particular, the relative sizes of the parameters wpw_{p} and θ\theta determine whether the dynamics are excitable or spontaneous: essentially, for ϵ\epsilon small enough, wpw_{p} needs to be smaller than θ\theta to observe excitable dynamics. If wpw_{p} is too large, then the equilibria ξk\xi_{k} cease to exist: periodic orbits can exist instead. The parameter wmw_{m} controls how fast a Trailing cell decays, and the parameter wtw_{t} controls the suppression effects when there is more than one Leading cell. We discuss the effects of wtw_{t} in more detail in section 3.3.

For a smooth activation function such as (2) that is invertible on its range, there is a useful change of coordinates to Ji=ϕ(yi)J_{i}=\phi(y_{i}) (a similar transformation is made in beer1995dynamics ). The input-free equations (1) then become

J˙i=1ϵJi(1Ji)(ϕ1(Ji)+jwijJj),\dot{J}_{i}=\frac{1}{\epsilon}J_{i}(1-J_{i})\left(-\phi^{-1}(J_{i})+\sum_{j}w_{ij}J_{j}\right), (13)

where each Ji(0,1)J_{i}\in(0,1) (which is the domain of the function ϕ1\phi^{-1}), and

ϕ1(x)=θϵln(1xx).\phi^{-1}(x)=\theta-\epsilon\ln\left(\frac{1-x}{x}\right).

Each vertex in the graph GG is realised in the phase space of the JkJ_{k} variables by a stable equilibrium with one of the JkJ_{k} close to 11 and the remainder close to 0. With a slight abuse of notation, we still refer to these equilibria as ξk\xi_{k}. As we will see in the examples which follow, the parameters are chosen such that the dynamics are close to a saddle-node bifurcation; more precisely such that the system is near a codimension NN bifurcation where there are NN saddle-nodes of the equilibria ξk\xi_{k}. This bifurcation has a global aspect analogous to a saddle-node on an invariant circle (SNIC) or saddle-node homoclinic bifurcation in that coupling weights are such that there are global connections between the saddle nodes that reflect the network structure.

If parameters are on one side of the NN saddle-node bifurcations then for each kk there will exist a pair of equilibria, one of which will be stable (this is the equilibrium ξk\xi_{k}), and a nearby saddle. A small perturbation can then move the trajectory out of the basin of attraction of the stable equilibrium and effect a transition to another equilibrium: this is an excitable connection from ξk\xi_{k}.

If parameters are on the other side of the NN saddle-node bifurcations then the flow through the corresponding NN region of phase space will be slow but we will still observe intermittent dynamics as the trajectory passes through this region (strogatz1994nonlinear, , p99). In this case, we refer to a region where (a) there is a unique local minimum of |𝐲˙||\dot{\mathbf{y}}| and (b) a large subset of initial conditions in this region pass close to this minimum, as a bottleneck region PkP_{k}, and refer to a spontaneous transition past PkP_{k}. (This is also called the ghost of a saddle-node bifurcation in strogatz1994nonlinear .) If all the connections corresponding to edges in the graph GG are excitable, then the system contains an excitable network attractor. If all connections are spontaneous, then we typically see a periodic orbit, although we do not prove this.

3 Examples for the smooth activation function

3.1 Two vertex graph

For our first example we consider the connected graph with two vertices and a single edge joining them, that is a12=1a_{12}=1, and aij=0a_{ij}=0 for (i,j)(1,2)(i,j)\neq(1,2). We use bifurcation analysis to show that the transition between spontaneous and excitable dynamics is caused by a saddle-node bifurcation, and find an approximation to the location of the saddle-node bifurcation in parameter space.

The two-dimensional system of equations is:

y˙1\displaystyle\dot{y}_{1} =y1+wsϕ(y1)+wmϕ(y2),\displaystyle=-y_{1}+w_{s}\phi(y_{1})+w_{m}\phi(y_{2}), (14)
y˙2\displaystyle\dot{y}_{2} =y2+wsϕ(y2)+wpϕ(y1).\displaystyle=-y_{2}+w_{s}\phi(y_{2})+w_{p}\phi(y_{1}). (15)

In the JiJ_{i} variables, this becomes

J˙1\displaystyle\dot{J}_{1} =1ϵJ1(1J1)(ϕ1(J1)+wsJ1+wmJ2),\displaystyle=\frac{1}{\epsilon}J_{1}(1-J_{1})\left(-\phi^{-1}(J_{1})+w_{s}J_{1}+w_{m}J_{2}\right), (16)
J˙2\displaystyle\dot{J}_{2} =1ϵJ2(1J2)(ϕ1(J2)+wsJ2+wpJ1),\displaystyle=\frac{1}{\epsilon}J_{2}(1-J_{2})\left(-\phi^{-1}(J_{2})+w_{s}J_{2}+w_{p}J_{1}\right),

where (J1,J2)(0,1)2(J_{1},J_{2})\in(0,1)^{2}. We note the following properties of the function g:(0,1)g:(0,1)\rightarrow\mathbb{R}, with g(x)=ϕ1(x)wsxg(x)=\phi^{-1}(x)-w_{s}x:

g(x)=ϵx(1x)ws,g′′(x)=ϵ(2x1)x2(1x)2,g^{\prime}(x)=\frac{\epsilon}{x(1-x)}-w_{s},\quad g^{\prime\prime}(x)=\frac{\epsilon(2x-1)}{x^{2}(1-x)^{2}},
limx0g(x)=,limx1g(x)=,\lim_{x\rightarrow 0}g(x)=-\infty,\quad\lim_{x\rightarrow 1}g(x)=\infty,
g(12)=θws2,g(12)=4ϵws.g\left(\frac{1}{2}\right)=\theta-\frac{w_{s}}{2},\quad g^{\prime}\left(\frac{1}{2}\right)=4\epsilon-w_{s}.

If ws>4ϵw_{s}>4\epsilon, then gg has local extrema at x+x_{+} and xx_{-}, where

x±=12±14ϵws.x_{\pm}=\frac{1}{2}\pm\sqrt{\frac{1}{4}-\frac{\epsilon}{w_{s}}}. (17)

The J1J_{1} and J2J_{2} nullclines of system (16) are at, respectively

J2=1wmg(J1)andJ1=1wpg(J2).J_{2}=\frac{1}{w_{m}}g(J_{1})\quad\text{and}\quad J_{1}=\frac{1}{w_{p}}g(J_{2}). (18)

In figure 3, we show a sketch of the phase space of (16); the J1J_{1} nullcline is shown in blue, and the J2J_{2} nullcline in red. Solid dots show stable equilibria, open dots show unstable equilibria and arrows show the direction of flow. Note that we do not include any nullclines at Ji=0J_{i}=0 or Ji=1J_{i}=1 because they are not in the domain of equations (16). As wpw_{p} is decreased (in the figures, moving from left to right), a saddle-node bifurcation creates a pair of equilibrium solutions.

Refer to captionRefer to captionJ1J_{1}J1J_{1}J2J_{2}J2J_{2}xx_{-}AABB
Figure 3: Schematic illustration of the phase space and nullclines of the system (16). The blue curves are the J1J_{1} nullclines, and the red curves are the J2J_{2} nullclines. Solid dots show stable equilibria and open dots show unstable equilibria. The parameter wpw_{p} is decreased from left figure to right figure, creating two further equilibrium in a saddle-node bifurcation. The squares labelled AA and BB are referred to in the proof of lemma 1.
Lemma 1

If θ<ws\theta<w_{s}, and 0<ϵ10<\epsilon\ll 1, then a saddle node bifurcation occurs in system (16) when

wp=wpSNϵlogϵ+θϵ(1+logws)+ϵ2ws+O(ϵ3).w_{p}=w_{p}^{SN}\equiv\epsilon\log\epsilon+\theta-\epsilon(1+\log w_{s})+\frac{\epsilon^{2}}{w_{s}}+O(\epsilon^{3}). (19)

To begin the proof, we note that the saddle-node bifurcation will occur when the points AA and BB (marked by squares in the left-hand panel of figure 3) coincide. These points are defined as the intersection of the nullclines with the line at J2=x=ϵws+O(ϵ2)J_{2}=x_{-}=\frac{\epsilon}{w_{s}}+O(\epsilon^{2}), i.e. at the local extrema of the J2J_{2} nullcline.

Let the J1J_{1} coordinate of AA be

J1A\displaystyle J_{1}^{A} =1wpg(x)\displaystyle=\frac{1}{w_{p}}g(x_{-})
=1wp(ϵlogϵ+θϵ(1+logws)+ϵ2ws)+O(ϵ3)\displaystyle=\frac{1}{w_{p}}\left(\epsilon\log\epsilon+\theta-\epsilon(1+\log w_{s})+\frac{\epsilon^{2}}{w_{s}}\right)+O(\epsilon^{3})

Let the J1J_{1} coordinate of BB be J1BJ_{1}^{B}, and write J1B=1ϵBJ_{1}^{B}=1-\epsilon^{B}, for some ϵB1\epsilon^{B}\ll 1. Substituting this, along with J2=xJ_{2}=x_{-}, into the expression for the J1J_{1} nullcline in (18) gives

x=1wmg(1ϵB)x_{-}=\frac{1}{w_{m}}g(1-\epsilon^{B})

Expanding in terms of the small quantities ϵ\epsilon and ϵB\epsilon^{B}, this gives

ϵws+O(ϵ2)=\displaystyle\frac{\epsilon}{w_{s}}+O(\epsilon^{2})=
1wm(θϵ(logϵB+ϵB+O(ϵB2))ws+ϵBws)\displaystyle\frac{1}{w_{m}}\left(\theta-\epsilon(\log\epsilon^{B}+\epsilon^{B}+O({\epsilon^{B}}^{2}))-w_{s}+\epsilon^{B}w_{s}\right)

which we rearrange to find

logϵB=θwsϵ+wsϵBϵ+O(1).\log\epsilon^{B}=\frac{\theta-w_{s}}{\epsilon}+w_{s}\frac{\epsilon^{B}}{\epsilon}+O(1).

Since we are assuming θ<ws\theta<w_{s}, then ϵB\epsilon^{B} is exponentially small, that is ϵB=O(ϵn)\epsilon^{B}=O(\epsilon^{n}) for all nn\in\mathbb{N}, thus, J1B=1+O(ϵn)J_{1}^{B}=1+O(\epsilon^{n}).

The points AA and BB collide when J1A=J1BJ_{1}^{A}=J_{1}^{B}, that is, when

wp=wpSNθ+ϵlogϵϵ(1+logws)+ϵ2ws+O(ϵ3).w_{p}=w_{p}^{SN}\equiv\theta+\epsilon\log\epsilon-\epsilon(1+\log w_{s})+\frac{\epsilon^{2}}{w_{s}}+O(\epsilon^{3}).

\square

For the default parameters (12), except for wpw_{p}, we find wpSN=0.3027w_{p}^{SN}=0.3027 (4 s.f.). Note that this means for wp=0.3w_{p}=0.3 we are close to saddle node and there is an excitable connection with small δ>0\delta>0. More generally, note that for any fixed wsw_{s}, as ϵ0\epsilon\rightarrow 0 we have wpSNθw_{p}^{SN}\rightarrow\theta as expected from Theorem 2.1.

The following result gives an approximation of the positions of the equilibria that are created in the saddle-node bifurcation. Methods similar to those used in this proof are used in later sections for larger networks.

Lemma 2

If θ<ws\theta<w_{s}, 0<ϵ10<\epsilon\ll 1, and 0<ηϵ40<\eta\ll\frac{\epsilon}{4}, then if wp=wpSNηw_{p}=w_{p}^{SN}-\eta, the system (16) has a pair of equilibria at

(J1,J2)=(1,ϵws±2ηϵws)+O(ϵ2).(J_{1},J_{2})=\left(1,\frac{\epsilon}{w_{s}}\pm\frac{\sqrt{2\eta\epsilon}}{w_{s}}\right)+O(\epsilon^{2}).

Recall that x=ϵws+O(ϵ2)x_{-}=\frac{\epsilon}{w_{s}}+O(\epsilon^{2}). Thus,

g′′(x)=ws2ϵ14ϵws=ws2ϵ+2ws+O(ϵ).g^{\prime\prime}(x_{-})=-\frac{w_{s}^{2}}{\epsilon}\sqrt{1-\frac{4\epsilon}{w_{s}}}=-\frac{w_{s}^{2}}{\epsilon}+2w_{s}+O(\epsilon).

Using the earlier results on the location of the J1J_{1} nullcline, we will have equilibria when

g(J2)wp=1+O(ϵn).\frac{g(J_{2})}{w_{p}}=1+O(\epsilon^{n}).

Expanding gg about J2=xJ_{2}=x_{-} and writing wp=wpSNηw_{p}=w_{p}^{SN}-\eta gives,

g(J2)\displaystyle g(J_{2}) =g(x)+(J2x)22g′′(x)\displaystyle=g(x_{-})+\frac{(J_{2}-x_{-})^{2}}{2}g^{\prime\prime}(x_{-})
+O((J2x)3),\displaystyle~{}~{}~{}+O((J_{2}-x_{-})^{3}),
=wpSNη+O(ϵn),\displaystyle=w_{p}^{SN}-\eta+O(\epsilon^{n}),
(J2x)2\displaystyle(J_{2}-x_{-})^{2} =2ηg′′(x)+O(ϵ3),\displaystyle=-\frac{2\eta}{g^{\prime\prime}(x_{-})}+O(\epsilon^{3}),

where the final line follows because g(x)=wpSNg(x_{-})=w_{p}^{SN}. Substituting for g′′(x)g^{\prime\prime}(x_{-}) then gives the result. \square

3.2 Three vertex cycle

Our second example is the cycle between three vertices shown schematically in figure 4. As a heteroclinic cycle between equilibria, this system has been studied extensively in the fields of populations dynamics ML75 , rotating convection BH80 and symmetric bifurcation theory GH88 .

Refer to caption
Figure 4: Graph of the three vertex cycle.

We give some numerical examples of the dynamics of this system as realised by the CTRNN excitable network, and use the continuation software AUTO auto to show that the transition from excitable to spontaneous dynamics occurs at a saddle-node on an invariant circle (SNIC) bifurcation generating a periodic orbit.

The deterministic equations realising this graph are:

y˙1\displaystyle\dot{y}_{1} =y1+wsϕ(y1)+wmϕ(y2)+wpϕ(y3),\displaystyle=-y_{1}+w_{s}\phi(y_{1})+w_{m}\phi(y_{2})+w_{p}\phi(y_{3}),
y˙2\displaystyle\dot{y}_{2} =y2+wsϕ(y2)+wmϕ(y3)+wpϕ(y1),\displaystyle=-y_{2}+w_{s}\phi(y_{2})+w_{m}\phi(y_{3})+w_{p}\phi(y_{1}), (20)
y˙3\displaystyle\dot{y}_{3} =y3+wsϕ(y3)+wmϕ(y1)+wpϕ(y2).\displaystyle=-y_{3}+w_{s}\phi(y_{3})+w_{m}\phi(y_{1})+w_{p}\phi(y_{2}).

We also consider the noisy case, using the setup given in equations (4).

Figure 5 show sample time series for two different parameter sets. On the left, we show a noisy realisation with wp=0.3w_{p}=0.3, and on the right, a periodic solution in the deterministic system (equations (1)) with wp=0.305w_{p}=0.305.

Refer to captionRefer to captionRefer to captionRefer to captionttttttttJkJ_{k}JkJ_{k}yky_{k}yky_{k}
Figure 5: For the three-vertex cycle (20), the top row of figures show time series of the yky_{k} variables in the excitable (left) and spontaneous (right) cases. In the left column, wp=0.3w_{p}=0.3 and σ=0.05\sigma=0.05. In the right column, wp=0.305w_{p}=0.305 and σ=0\sigma=0. The bottom row show the JkJ_{k} variables. Other parameters are ϵ=0.05\epsilon=0.05, θ=0.5\theta=0.5, ws=1w_{s}=1, wm=0.7w_{m}=-0.7.

Note that in both cases, for this system the yky_{k} variables oscillate between three values: high (yk=YA=ws=1y_{k}=Y_{A}=w_{s}=1), intermediate (yk=YL=wp=0.3y_{k}=Y_{L}=w_{p}=0.3), and low (yk=YT=wm=0.7y_{k}=Y_{T}=w_{m}=-0.7), as the cells shift between Active, Trailing and Leading. Only the first of these corresponds to Jk1J_{k}\approx 1, as can be seen in the time series plots of the JkJ_{k} variables in the lower panels of the figure, the other two correspond to Jk0J_{k}\approx 0.

We compute a bifurcation analysis of the system (20) using the continuation software AUTO auto97 .

Refer to captionRefer to captionSNICwpw_{p}TTy1y_{1}
Figure 6: For the three vertex cycle with equations (20), the figure shows a bifurcation diagram as wpw_{p} is varied. The top panel shows the y1y_{1} coordinate of equilibrium solutions, and the maximum value of y1y_{1} for periodic solutions. The lower panel shows the period of the periodic solutions. Equilibrium solutions are shown by a thin line, and periodic solutions by a thick line. Stable solutions are shown in red. Bifurcation points are indicated by various shapes: Hopf bifurcations by circles, saddle-node bifurcations by diamonds, saddle-node of periodic orbits by triangles, and saddle-node on invariant circles (SNIC) by squares. Note that there may be two squares for a single SNIC bifurcation because the maximum value of y1y_{1} on the periodic orbit is not the same as the value of y1y_{1} for the equilibria undergoing the saddle-node bifurcation. The SNIC bifurcation labelled at wp=wpSNIC0.30287w_{p}=w_{p}^{SNIC}\approx 0.30287 is the transition between excitable and spontaneous dynamics.

Figure 6 shows a bifurcation diagram of this system as wpw_{p} is varied. Stable solutions are shown in red. There is a saddle-node on an invariant circle (SNIC) bifurcation at wp=wpSNIC0.30287w_{p}=w_{p}^{SNIC}\approx 0.30287. For wp<wpSNICw_{p}<w_{p}^{SNIC}, the diagram shows a stable equilibrium solution with y1YA=1y_{1}\approx Y_{A}=1 (and y2YLy_{2}\approx Y_{L}, y3YTy_{3}\approx Y_{T}). As wpw_{p} increases through wpSNICw_{p}^{SNIC}, this equilibrium disappears in a SNIC bifurcation creating a stable periodic orbit. Note that the period of the periodic orbit asymptotes to \infty as the SNIC bifurcation is approached. Due to the symmetry, there are of course two further pairs of equilibria, one pair with y1YTy_{1}\approx Y_{T}, y2YAy_{2}\approx Y_{A}, y3YLy_{3}\approx Y_{L}, and another with y1YLy_{1}\approx Y_{L}, y2YTy_{2}\approx Y_{T}, y3YAy_{3}\approx Y_{A}. The symmetry causes three saddle-node bifurcations to occur simultaneously, creating the periodic orbit. If we were to instead choose the wpw_{p} to be different in each of the lines in (20), the saddle-nodes would occur independently, and a periodic orbit would exist only if all three wpw_{p}’s were greater than wpSNICw_{p}^{SNIC}.

The time-series on the left-hand side of figure 5 has wp=0.3<wpSNICw_{p}=0.3<w_{p}^{SNIC}. Without noise, at these parameter values, the system would remain at one equilibrium point indefinitely. The noise acts as inputs pushing the trajectory along the excitable connections. The time series on the right-hand side of figure 5 has wp=0.305>wpSNICw_{p}=0.305>w_{p}^{SNIC}, and shows the periodic orbit which has resulted from the SNIC bifurcation.

We note that this SNIC bifurcation occurs at approximately the same value of wpw_{p} as the saddle-node bifurcation found in section 3.1. This is not surprising; using similar methods to those in the previous section, we can show that to lowest order in ϵ\epsilon, the SNIC bifurcation occurs when wp=wpSNw_{p}=w_{p}^{SN}. For wp<wpSNICw_{p}<w_{p}^{SNIC} there thus exists an excitable network in the sense defined in appendix A.

3.3 Four node Kirk–Silber network

For our next example, we consider a graph with the structure of the Kirk–Silber network KS94 , shown schematically in figure 7. This graph has one vertex which has two outgoing edges, and the dynamics here are somewhat different to vertices with only one outgoing edge. The bulk of this section is devoted to an analysis of these differences, in particular, the possibility of an additional equilibrium in the network attractor with two active cells.

Refer to caption22113344
Figure 7: Graph of the four vertex Kirk–Silber network.

The corresponding deterministic equations for this network are (moving immediately into the JiJ_{i} variables):

J˙1\displaystyle\dot{J}_{1} =1ϵJ1(1J1)(ϕ1J1+wsJ1+wmJ2+wpJ3+wpJ4),\displaystyle=\frac{1}{\epsilon}J_{1}(1-J_{1})\left(-\phi^{-1}J_{1}+w_{s}J_{1}+w_{m}J_{2}+w_{p}J_{3}+w_{p}J_{4}\right), (21)
J˙2\displaystyle\dot{J}_{2} =1ϵJ2(1J2)(ϕ1J2+wpJ1+wsJ2+wmJ3+wmJ4),\displaystyle=\frac{1}{\epsilon}J_{2}(1-J_{2})\left(-\phi^{-1}J_{2}+w_{p}J_{1}+w_{s}J_{2}+w_{m}J_{3}+w_{m}J_{4}\right),
J˙3\displaystyle\dot{J}_{3} =1ϵJ3(1J3)(ϕ1J3+wmJ1+wp3J2+wsJ3+wtJ4),\displaystyle=\frac{1}{\epsilon}J_{3}(1-J_{3})\left(-\phi^{-1}J_{3}+w_{m}J_{1}+w_{p_{3}}J_{2}+w_{s}J_{3}+w_{t}J_{4}\right),
J˙4\displaystyle\dot{J}_{4} =1ϵJ4(1J4)(ϕ1J4+wmJ1+wp4J2+wtJ3+wsJ4).\displaystyle=\frac{1}{\epsilon}J_{4}(1-J_{4})\left(-\phi^{-1}J_{4}+w_{m}J_{1}+w_{p_{4}}J_{2}+w_{t}J_{3}+w_{s}J_{4}\right).

We can break the symmetry between J3J_{3} and J4J_{4} by choosing wp3wp4w_{p_{3}}\neq w_{p_{4}}. In fact, in what follows, we will frequently write wp3=wp4+Δww_{p_{3}}=w_{p_{4}}+\Delta w, for Δw>0\Delta w>0, and choose wp4=wpw_{p_{4}}=w_{p} for simplicity.

We consider first the dynamics near each of the vertices that have exactly one outgoing edge (vertices 1, 3 and 4 in the graph; see figure 7). Again using the same techniques that were used in section 3.1 (lemma 2), we can show that for wp,wm,wt<θ<wsw_{p},w_{m},w_{t}<\theta<w_{s}, and wp=wpSN+ηw_{p}=w_{p}^{SN}+\eta, 0<η<ϵ40<\eta<\frac{\epsilon}{4}, there exist equilibria solutions at, for example

(J1,J2,J3,J4)=(1,ϵws±2ηϵws,0,0)+O(ϵ2).(J_{1},J_{2},J_{3},J_{4})=\left(1,\frac{\epsilon}{w_{s}}\pm\frac{\sqrt{2\eta\epsilon}}{w_{s}},0,0\right)+O(\epsilon^{2}).

That is, there is a transition from excitable to spontaneous dynamics (in this case between cells 11 and 22, but also between cells 33 and 11 and cells 44 and 11) as wpw_{p} is increased through wpSNw_{p}^{SN}.

The dynamics close to the vertex with two outgoing connections (vertex 2) is modified by the presence of the additional parameter wtw_{t}. Consider the three dimensional subsystem of (21) with J1=0J_{1}=0, that is:

J˙2\displaystyle\dot{J}_{2} =1ϵJ2(1J2)(ϕ1J2+wsJ2+wmJ3+wmJ4)\displaystyle=\frac{1}{\epsilon}J_{2}(1-J_{2})\left(-\phi^{-1}J_{2}+w_{s}J_{2}+w_{m}J_{3}+w_{m}J_{4}\right) (22)
J˙3\displaystyle\dot{J}_{3} =1ϵJ3(1J3)(ϕ1J3+wp3J2+wsJ3+wtJ4)\displaystyle=\frac{1}{\epsilon}J_{3}(1-J_{3})\left(-\phi^{-1}J_{3}+w_{p_{3}}J_{2}+w_{s}J_{3}+w_{t}J_{4}\right)
J˙4\displaystyle\dot{J}_{4} =1ϵJ4(1J4)(ϕ1J4+wp4J2+wtJ3+wsJ4).\displaystyle=\frac{1}{\epsilon}J_{4}(1-J_{4})\left(-\phi^{-1}J_{4}+w_{p_{4}}J_{2}+w_{t}J_{3}+w_{s}J_{4}\right).

We can perform a similar calculation to that shown in section 3.1 to show that there is a section of the J2J_{2} null-surface which lies asymptotically close to the surface J2=1J_{2}=1. Equilibria solutions exist on this null-surface if the J3J_{3} and J4J_{4} null-surfaces intersect there, that is, if there are solutions to the pair of equations

g(J3)\displaystyle g(J_{3}) =wp3+wtJ4,\displaystyle=w_{p_{3}}+w_{t}J_{4}, (23)
g(J4)\displaystyle g(J_{4}) =wp4+wtJ3.\displaystyle=w_{p_{4}}+w_{t}J_{3}. (24)

We assume without loss of generality that wp3>wp4w_{p_{3}}>w_{p_{4}} (i.e. Δw>0\Delta w>0) and then the arrangement of these curves is in one of the configurations shown in figure 8. If wt<0w_{t}<0 (lower panel), equilibria solutions exist (i.e. the red and blue curves intersect) for a range of wp3w_{p_{3}} and wp4w_{p_{4}} with both larger than wpSNw_{p}^{SN}: that is, the transition to spontaneous dynamics happens at a larger value of wpjw_{p_{j}} (than if wt=0w_{t}=0). If wt>0w_{t}>0 (upper panel), the opposite happens: that is, the transition to spontaneous dynamics occurs at a smaller value of wpjw_{p_{j}}. Solving these equations exactly requires solving a quartic equation, and the resulting expression is not illuminating. We label the value of wpw_{p} at which this transition from spontaneous to excitable dynamics occurs as wpSNw_{p}^{SN^{\prime}}, and note that this is a function of wtw_{t}, wsw_{s}, ϵ\epsilon, θ\theta as well as more generally, the number of Leading directions from that cell.

Refer to captionRefer to captionJ3J_{3}J3J_{3}J4J_{4}J4J_{4}
Figure 8: Schematic illustration of the nullclines of the system (22) system along the surface J2=1J_{2}=1. The blue curves are the J3J_{3} nullclines, and the red curves are the J4J_{4} nullclines. In the upper panel, wt=0.05w_{t}=0.05, wp3=0.30w_{p_{3}}=0.30, wp4=0.298w_{p_{4}}=0.298. In the lower panel, wt=0.05w_{t}=-0.05, wp3=0.306w_{p_{3}}=0.306, wp4=0.304w_{p_{4}}=0.304. The dashed lines show the where the nullcline would lie if wt=0w_{t}=0.

For the specific system (21), with wp3=wp4+Δw=wp+Δww_{p_{3}}=w_{p_{4}}+\Delta w=w_{p}+\Delta w, we thus have two conditions. If wp<min(wpSN,wpSNΔw)w_{p}<\min(w_{p}^{SN},w_{p}^{SN^{\prime}}-\Delta w) then the system is excitable along all connections. If wp>max(wpSN,wpSNΔw)w_{p}>\max(w_{p}^{SN},w_{p}^{SN^{\prime}}-\Delta w) then a periodic orbit will exist. If neither of these conditions holds then we will see excitable connections in some places and spontaneous transitions in others.

Refer to captionRefer to captionRefer to captionRefer to caption(a)(b)(c)(d)ttttttttyjy_{j}yjy_{j}yjy_{j}yjy_{j}
Figure 9: The figures show time series of simulations of the yjy_{j} variables in the Kirk–Silber type network (21). In (a), wp=0.305w_{p}=0.305, and σ=0\sigma=0; in (b), wp=0.3w_{p}=0.3 and σ=0.05\sigma=0.05; in (c) wp=0.315w_{p}=0.315, and σ=0\sigma=0; in (d), wp=0.315w_{p}=0.315 and σ=0.05\sigma=0.05.

In figure 9 we show some example time-series of the system (21) (in the yky_{k} coordinates). In panel (a), parameters are such that wp>max(wpSN,wpSNΔw)w_{p}>\max(w_{p}^{SN},w_{p}^{SN^{\prime}}-\Delta w), so we see a periodic solution in the deterministic system. Note that the y3y_{3} (yellow) coordinate becomes close to YA=1Y_{A}=1 during this trajectory, but the y4y_{4} (purple) coordinate does not: it switches between YL=0.3Y_{L}=0.3, YD=0Y_{D}=0 and YT=0.7Y_{T}=0.7. In panel (b), parameters are such that wp<min(wpSN,wpSNΔw)w_{p}<\min(w_{p}^{SN},w_{p}^{SN^{\prime}}-\Delta w), so without noise the trajectory would remain at a single equilibrium solution. Here we add noise with σ=0.05\sigma=0.05, and the trajectory can be seen exploring the network. Note that there are some transitions between ξ2\xi_{2} (y2y_{2} is red) and ξ3\xi_{3} (y3y_{3} is yellow), and some from ξ2\xi_{2} to ξ4\xi_{4} (y4y_{4} is purple). In panels (c) and (d), we increase wpw_{p} further away from the saddle-node bifurcation (further into the regime of spontaneous transitions) and observe some qualitative differences in the trajectories. In the deterministic case (c), the periodic solution now transitions from near the bottleneck region P2P_{2} to a region of phase space where y3y_{3} and y4y_{4} are both Active. We label this region of phase space as P3,4P_{3,4}. In the noisy case (d) (which is also in the spontaneous regime), the trajectory makes transitions from the bottleneck region P2P_{2} to each of P3P_{3}, P4P_{4}, and to P3,4P_{3,4}.

In the above simulations, we have used wt=0w_{t}=0, but we observe that the type of qualitative behaviour observed depends both on the parameters wpw_{p} and wtw_{t}. Specifically, a sufficiently negative wtw_{t} provides a suppression effect, meaning that only a single cell yky_{k} can be active at any one time, but the transitional value of wtw_{t} depends on wpw_{p}. In figure 10 we show maximum values of y3y_{3} and y4y_{4} along the periodic orbits as wtw_{t} is varied. It can be seen clearly here that the transition between periodic orbits which visit P3P_{3} (where max(y3)\max(y_{3}) is significantly larger than max(y4)\max(y_{4})) and those which visit P3,4P_{3,4} (where max(y3)max(y4)\max(y_{3})\approx\max(y_{4})) is quite sharp.

Refer to captionRefer to captionTT

maxy3\max y_{3}, y4y_{4}

wtw_{t}wtw_{t}
Figure 10: Behaviour of periodic orbits in the Kirk–Silber-type four-node network (21) as the parameter wtw_{t} is varied. The top panel shows max(y3)\max(y_{3}) (blue) and max(y4)\max(y_{4}) (red) along the periodic orbit. The bottom panel shows the period of the orbit on varying wtw_{t}.

We extend these results to show the behaviour as both parameters wpw_{p} and wtw_{t} are varied in figure 11. The data in this figure shows the observed behaviours for both noisy and deterministic systems as the parameters wpw_{p} and wtw_{t} are varied. The red lines are the curves wp=wpSNw_{p}=w_{p}^{SN} (dotted) and wp=wpSNw_{p}=w_{p}^{SN^{\prime}} (dashed). If wpw_{p} is above both of these lines then all transitions are spontaneous, and so a periodic orbit exists in the system. If wpw_{p} lies below either one (or both) of these lines, then at least one of the transitions will be excitable and so there will be no periodic solutions. The black line shows the boundary between those periodic solutions which visit P3P_{3} (to the left of the black line) and those which visit P3,4P_{3,4} (to the right of the black line), as determined by the location of the sharp transition in calculations similar to those shown in figure 10 for a range of wpw_{p}. The background colours are results from noisy simulations. The colour indicates the ratio of transitions to P3,4P_{3,4} to the total number of transitions to P3P_{3}, P4P_{4} and P3,4P_{3,4}. Interestingly, the noisy solutions require a much larger value of wtw_{t} than the deterministic ones to have a significant proportion of transitions to P3,4P_{3,4}.

Refer to captionwtw_{t}wpw_{p}(b)(a)(c),(d)
Figure 11: Behaviour of the Kirk–Silber-type four-node network (21) as the parameters wtw_{t} and wpw_{p} are varied. The red lines are the curves wp=wpSNw_{p}=w_{p}^{SN} (dotted) and wp=wpSNw_{p}=w_{p}^{SN^{\prime}} (dashed; determined numerically by solving a quartic equation). For wpw_{p} above both of these lines periodic solutions exist in the deterministic system. To the left of the black line these periodic solutions visit P3P_{3}, to the right they visit P3,4P_{3,4}. The background colours are results from noisy simulations with σ=0.05\sigma=0.05. The colour indicates the ratio of transitions to P3,4P_{3,4} to the total number of transitions to P3P_{3}, P4P_{4} and P3,4P_{3,4}. The labelled dots give the parameter values of the time-series plots in figure 9.

These changes in qualitative dynamics can be explained in terms of the three-dimensional subsystem with J1=0J_{1}=0, given by equations (22). In this three-dimensional system, there are stable equilibria at

(J2,J3,J4)\displaystyle(J_{2},J_{3},J_{4}) =(0,1,0)+O(ϵ)\displaystyle=(0,1,0)+O(\epsilon)
(J2,J3,J4)\displaystyle(J_{2},J_{3},J_{4}) =(0,0,1)+O(ϵ)\displaystyle=(0,0,1)+O(\epsilon)
(J2,J3,J4)\displaystyle(J_{2},J_{3},J_{4}) =(0,1,1)+O(ϵ)\displaystyle=(0,1,1)+O(\epsilon)

as well as further unstable/saddle equilibria. Recall that these equilibria are not on the boundaries of the box (which are not part of the domain). In figure 12 we show solutions from the full four-dimensional system (21) projected onto the three-dimensional space with J1=0J_{1}=0. In panel (a), we show the periodic solutions from the deterministic systems for five different values of wpw_{p}, ranging from wp=0.309w_{p}=0.309 (left curve, dark purple), to wp=0.3096w_{p}=0.3096 (right curve, red) in increments of 0.00020.0002. It can be seen that the first two of these trajectories approach the saddle equilibria (marked as a blue dot) from one side of its stable manifold, and the latter three from the other. The first three thus visit P3P_{3}, and the latter three visit P3,4P_{3,4}. It is the transition of the periodic orbit across the stable manifold which results in the rapid change in the qualitative behaviour of the periodic orbit, and likely indicates that a homoclinic bifurcation to this saddle point separates these behaviours. That is, the sharp transition in TT in figure 10 should actually extend to \infty on both sides. In panel (b), we show both noisy and deterministic trajectories with wp=0.315w_{p}=0.315. Note that only one of the noisy trajectories follows the deterministic trajectory closely: the majority visit P3P_{3}.

Refer to captionRefer to captionJ3J_{3}J2J_{2}J4J_{4}J3J_{3}J2J_{2}J4J_{4}(a)(b)
Figure 12: The figures show trajectories for the system (21) projected onto the three-dimensional space with J1=0J_{1}=0. In panel (a), five periodic trajectories in the deterministic system are shown for different values of wpw_{p}, ranging from wp=0.309w_{p}=0.309 (left curve, dark purple), to wp=0.3096w_{p}=0.3096 (right curve, red) in increments of 0.0020.002. In panel (b), we set wp=0.315w_{p}=0.315 (as in panels (c) and (d) of figure 9). Noisy trajectories (σ=0.05\sigma=0.05) are shown in blue, and the periodic orbit of the deterministic system is shown in purple. In both panels, an equilibrium of the three-dimensional system (22) is shown by a blue dot. Other parameters are ε=0.05\varepsilon=0.05, θ=0.5\theta=0.5, wt=0w_{t}=0, ws=1w_{s}=1, wm=0.5w_{m}=-0.5. The arrows indicate the direction of flow.

3.4 A ten node network

In this section, we demonstrate the method of construction described in section 2 for a larger network. Specifically, we randomly generated a directed graph between 10 vertices, with the constraints that it contained no one-loops, two-loops or Δ\Delta-cliques, and such that the graph does not have feed-forward structure (i.e. you cannot get ‘stuck’ in a subgraph by following the arrows). The graph we consider is shown in figure 13.

Refer to caption
Figure 13: A example of a directed graph between ten nodes with no loops of order one or two and no Δ\Delta-cliques. Three timeseries from realisations of this as a network using CTRNNs are shown in figures 14-16.

We ran one simulation of the deterministic CTRNN system (1), and two simulations of the noisy CTRNN system (4), and in each case, randomly generated the entries for the wpw_{p} in the equation (8). For the deterministic system, the entries of wpijw_{p}^{ij} were chosen independently from the uniform distribution U(0.32,0.34)U(0.32,0.34). For the noisy systems, the entries of wpijw_{p}^{ij} were chosen independently from the uniform distribution U(0.30,0.32)U(0.30,0.32). The remaining parameters were set at the default parameter values given in (12) except wt=0.3w_{t}=-0.3 for the deterministic system, and one of the noisy systems, and σ=0.01\sigma=0.01 for the noisy systems. Note that for the deterministic parameter values there are bottlenecks in the phase space close to the locations in phase space for the excitable states that are present for the parameter values used in the stochastic cases.

Refer to captionttyjy_{j}
Figure 14: Trajectories of the CTRNN network for the directed graph shown in figure 13, using the deterministic model (1). The top panel shows the yjy_{j} coordinates, where the colours correspond to the node colours in figure 13. In the lower panel, each horizontal row corresponds to one node (as labelled on the vertical axis), and the colour is blue when the corresponding JjJ_{j} coordinate is close to zero, and yellow when it is close to one. That is, the yellow segments indicate when each node is active. Parameters are as described in the text.

The results of the simulations are shown in figures 14, 15 and 16. For the deterministic simulation (figure 14), we see that the system has an attracting period orbit, which visits the nodes in the order 147381\rightarrow 4\rightarrow 7\rightarrow 3\rightarrow 8. The entries of wpijw_{p}^{ij} were randomly generated as described above, and we do not give them all here for space reasons, but we note that in all cases in which a vertex in this cycle has two ‘choices’ for which direction to leave (in the graph shown in figure 13), the attracting periodic orbit chooses the more unstable direction. That is, if ii is a vertex in the above cycle, and if iji\rightarrow j and iki\rightarrow k are connections in the directed graph, with iji\rightarrow j being a part of the attracting periodic orbit, then wpji>wpkiw_{p}^{ji}>w_{p}^{ki}. Although we do not prove here that this will always be the case, it is intuitively what one might expect, that is, the connection from ii to jj is stronger than the connection from ii to kk.

Refer to captionttyjy_{j}
Figure 15: Trajectories of the CTRNN network for the directed graph shown in figure 13, using the stochastic model (4). Lines and colours are described in figure 14. Parameters are as described in the text, here wt=0.3w_{t}=-0.3.

In the noisy simulation with wt=0.3w_{t}=-0.3 (figure 15), the equilibria are not visited in a regular pattern, but random choices are made at each equilibria from which there is more than one direction in which to leave. See, for instance, the transition 383\rightarrow 8 at t75t\approx 75, and the transition 3103\rightarrow 10 at t155t\approx 155. The length of time spent near each equilibria is also irregular; note for instance, the variable amount of time spent near ξ1\xi_{1} and ξ3\xi_{3}. In this simulation, because the transverse parameter wtw_{t} is sufficiently negative, only one node is active at any given time.

By contrast, the simulation in figure 16 has wt=0w_{t}=0. Here, the transitions again are made randomly, but without the suppression provided by the transverse parameter it is possible to have multiple cells active at once. For instance, at around t=55t=55, both cells 1 and 5 become active at the same time; they were both leading cells from the previously active cell 6. As cells 1 switches off, cell 4 becomes active, and as cell 5 switches off, cell 8 becomes active. The system continues to have two active cells around t=250t=250, at which point a third cell also becomes active. If the trajectory were to run for longer then the number of active cells could decrease again, if an active cell suppresses more than one previously active cells.

The entire excitable network attractor for this level of noise is clearly more complicated than the design shown in figure 13, in that additional equilibria (with more than one active cell) are accessible to those encoded and described in Theorem 2.1. An interesting extension of this work would be to understand which additional equilibria appear in a network attractor generated from a given directed graph in this manner: figure 16 suggests that at least seven levels of cell activity are needed to uniquely describe the states that can appear when more than one cell becomes “active”. In particular, when a cell is Trailing to more than one Active cell, the value of yjy_{j} for that cell is even lower than YTY_{T} (compare the top panel of figure 16 with the schematic in figure 2).

Refer to captionttyjy_{j}
Figure 16: Trajectories of the CTRNN network for the directed graph shown in figure 13, using the stochastic model (4). Lines and colours are described in figure 14. Parameters are as described in the text, here wt=0w_{t}=0.

4 Discussion

The main theoretical result of this paper is Theorem 2.1, which states that it is possible to design the connection weight matrix of a CTRNN such that there exists a network attractor with a specific graph topology embedded within the phase space of the CTRNN. The graph topology is arbitrary except for minor restrictions: namely there should be no loops of order one or two, and no Δ\Delta-cliques. Theorem 2.1 assumes a piecewise affine activation function, but the examples in Section 3 suggest that the results generalise to CTRNN using any suitable smooth activation function. More generally, note that the coupled network is in some sense close to NN simultaneous saddle-node bifurcations. However, the units are not weakly coupled and indeed this is necessary to ensure that when one cell becomes active, the previous active cell is turned off.

Theorem 2.1 proves the existence of an excitable network with threshold δ\delta where not only the connection weights, but also ϵ\epsilon and θ\theta (properties of the activation function) may depend on δ\delta. We believe that a stronger result will be true, namely that δ\delta can be chosen independent of properties of the activation function, and also that this can be made an almost complete realisation by appropriate choice of parameters.

Conjecture 1

Assume the hypotheses on the directed graph GG with NN vertices as in Theorem 2.1 hold. Assume that ϵ>0\epsilon>0 is small and θ>0\theta>0. Then there is a δc(ϵ,θ)>0\delta_{c}(\epsilon,\theta)>0 such that for any 0<δ<δc0<\delta<\delta_{c} there is an open set W^ex4\hat{W}_{\mathrm{ex}}\subset\mathbb{R}^{4}. If the parameters (ws,wm,wt,wp)W^ex(w_{s},w_{m},w_{t},w_{p})\in\hat{W}_{\mathrm{ex}} then the dynamics of input-free equation (1) with NN cells and piecewise affine activation function (3) and wijw_{ij} defined by (8) contains an excitable network attractor with threshold δ\delta that gives an almost complete realisation of the graph GG.

The construction in Theorem 2.1 uses a comparatively sparse encoding of network states - each of the NN vertices in the network is associated with precisely one of the NN cells being in an active state. Indeed, the connection weights (8) assign one of only four possible weights to each connection, depending on whether that cell can become active next, was active previously or neither. Other choices of weights will allow more dense encoding: and many more than NN excitable states within a network of NN cells. However the combinatorial properties of the dynamics seem to be much more difficult to determine and presumably additional connection weightings will be needed, not the just four values considered in Theorem 2.1.

Section 3 illustrates specific examples of simple excitable networks for smooth activation function (2) on varying parameters - this requires numerical continuation to understand dependence on parameters even for fairly low dimension. For this reason we expect that a proof of an analogous result to Theorem 2.1 for the smooth activation function may be a lot harder. These examples also give some insight into bifurcations that create the excitable networks.

In general there is no reason that the realisation constructed in Theorem 2.1 is almost complete (in the sense that almost all initial conditions in Bδ(ξk)B_{\delta}(\xi_{k}) evolve towards some ξl\xi_{l} with akl=1a_{kl}=1, analogous to (ashwin2020almost, , Defn 2.6)). If it is not then other attractors may be reachable from the excitable network. Conjecture 1 suggests that the realisation can be made almost complete for small enough δ\delta: we expect that for this we will require wtw_{t} to be sufficiently negative. If δ\delta is too large we cannot expect almost completeness: there are other stable equilibria (notably the origin) that can be reached with large perturbations, and the simulation in figure 16 shows that other equilibria may be reachable from the network. It will be a challenge to strengthen our results to show that the excitable network is an almost complete realization. However, the examples studied in section 3 confirm that, at least for relatively simple graphs, this conjecture is reasonable.

Our theoretical results are for networks with excitable connections. We expect much of the behaviour described here is present in the spontaneous case, if the coupling weights are chosen such that equilibria are replaced with bottlenecks. In the absence of noise we expect to see a deterministic switching between slow moving dynamics within bottlenecks. This dynamical behaviour is very reminiscent of the stable heteroclinic channels described, for example, in afraimovich2004heteroclinic ; rabinovich2020sequential . However, stable heteroclinic switching models require structure in the form of multiplicative coupling or symmetries that are not present in CTRNN or related Wilson-Cowan neural models wilson1972excitatory (see chow2019before for a recent review of related neural models). Other models showing sequential excitation include chow2019before : this relies on a fast-slow decomposition to understand various different modes of sequential activation in a neural model of rhythm generation. It will be an interesting challenge to properly describe possible output dynamics of our model in the case of bottlenecks.

We remark that asymmetry of connection weights is vital for constructing a realisation as an excitable networks - indeed, the lack of two-cycles precludes ajk=akj=1a_{jk}=a_{kj}=1. While this may be intuituively obvious, it was not so obvious that we also need to exclude one-cycles and Δ\Delta-cliques in the graph to make robust realisations.

Finally, although we do not consider specific natural or machine learning applications of CTRNN here, the structures found here may give insights that give improved training for CTRNN. In particular, it seems plausible that CTRNN may use excitable networks to achieve specific input-output tasks (especially those requiring internal states). For example, recent work ceni2020interpreting demonstrates that echo state networks can create excitable networks in their phase space to encode input-dependent behaviour. It is also likely there are novel optimal training strategies that take advantage of excitable networks, for example, choosing connection weights that are distributed close to one of the four values we use.

Acknowledgements.
We gratefully acknowledge support from the Marsden Fund Council from New Zealand Government funding, managed by Royal Society Te Apārangi. PA acknowledges funding from EPSRC as part of the Centre for Predictive Modelling in Healthcare grant EP/N014391/1. CMP is grateful for additional support from the London Mathematical Laboratory.

Appendix A Definition of excitable network

This appendix (which extends ideas in Ashwin2016a ) gives formal definitions for excitable networks considered in this paper. We say a system has an excitable connection for amplitude δ>0\delta>0 from one equilibrium ξi\xi_{i} to another ξj\xi_{j} if

Bδ(ξi)Ws(ξj),B_{\delta}(\xi_{i})\cap W^{s}(\xi_{j})\neq\emptyset,

(where Bδ(ξ)B_{\delta}(\xi) is the open ball of radius δ\delta centred at ξ\xi) and this connection has threshold δth\delta_{th} if

δth=inf{δ>0:Bδ(ξi)Ws(ξj)}.\delta_{th}=\inf\{\delta>0:B_{\delta}(\xi_{i})\cap W^{s}(\xi_{j})\neq\emptyset\}.

We define the excitable network of amplitude δ>0\delta>0 between the equilibria E={ξi}E=\{\xi_{i}\} to be the set

ΣE=i,j=1N{Φt(x):xBδ(ξi),t>0}Ws(ξj).\Sigma_{E}=\bigcup_{i,j=1}^{N}\{\Phi_{t}(x):x\in B_{\delta}(\xi_{i}),t>0\}\cap W^{s}(\xi_{j}).

We say the excitable network ΣE\Sigma_{E} for amplitude δ\delta realises a graph GG if each vertex viv_{i} in GG corresponds to an equilibrium ξi\xi_{i} in ΣE\Sigma_{E} and there is an edge in GG from viv_{i} to vjv_{j} if only if there is a connection in ΣE\Sigma_{E} for amplitude δ\delta from ξi\xi_{i} to ξj\xi_{j}.

Appendix B Proof of Theorem 2.1

As in equations (9) and (10), for any δ<12\delta<\frac{1}{2} we choose

ϵ=δ8,θ=12,ws=1,wt=0,\epsilon=\dfrac{\delta}{8},~{}\theta=\frac{1}{2},~{}w_{s}=1,~{}w_{t}=0, (25)

and then wpw_{p} and wmw_{m} are given by

wp=θδ2,wm=(wsθ)δ2.w_{p}=\theta-\dfrac{\delta}{2},\quad w_{m}=-(w_{s}-\theta)-\dfrac{\delta}{2}. (26)

We define equilibria ξk\xi_{k} as in Section 2.1, where we write the jjth component of the equilibrium as [ξk]j[\xi_{k}]_{j}:

[ξk]j={YA if j=k,YL if akj=1,YT if ajk=1,YD if akj=0 and ajk=0,[\xi_{k}]_{j}=\begin{cases}Y_{A}&\mbox{ if }j=k,\\ Y_{L}&\mbox{ if }a_{kj}=1,\\ Y_{T}&\mbox{ if }a_{jk}=1,\\ Y_{D}&\mbox{ if }a_{kj}=0\mbox{ and }a_{jk}=0,\end{cases} (27)

where

YA\displaystyle Y_{A} :=ws=1,YL:=wp=θδ2,\displaystyle:=w_{s}=1,\ Y_{L}:=w_{p}=\theta-\frac{\delta}{2},
YT\displaystyle Y_{T} :=wm=(wsθ)δ2,YD:=wt=0,\displaystyle:=w_{m}=-(w_{s}-\theta)-\frac{\delta}{2},\ Y_{D}:=w_{t}=0,

are the values of the Active, Leading, Trailing and Disconnected components, respectively. Note that

YT<YD<YL<θϵ/2<θ+ϵ/2<YA.Y_{T}<Y_{D}<Y_{L}<\theta-\epsilon/2<\theta+\epsilon/2<Y_{A}. (28)

As mentioned before, the hypotheses of Theorem 2.1 imply that this labelling is well defined and Figure 2 shows how a transition from cell 1 active to cell 2 active will occur in a general network. It is simple to check that (27) is an equilbrium solution of (1) with activation function (3). Moreover, ξk\xi_{k} is linearly stable with nn eigenvalues 1-1. We define [𝒥k]j:=ϕP([ξk]j)[\mathcal{J}_{k}]_{j}:=\phi_{P}([\xi_{k}]_{j}) then note that (28) implies that

[𝒥k]j:=δkj,[\mathcal{J}_{k}]_{j}:=\delta_{kj},

in terms of the Kronecker δkj\delta_{kj}.

Refer to captionyky_{k}yly_{l}kl\mathcal{R}_{kl}l\mathcal{R}_{l}𝒮kl\mathcal{S}_{kl}k\mathcal{R}_{k}ξk\xi_{k}ζk,l\zeta_{k,l}ξl\xi_{l}wsw_{s}wpw_{p}wsw_{s}wmw_{m}0θ4ϵ\theta-4\epsilonθ2ϵ\theta-2\epsilonθ\thetaθ+2ϵ\theta+2\epsilonθ+4ϵ\theta+4\epsilon
Figure 17: Illustration of a connection (shown in red) with amplitude δ>0\delta>0 from ξk\xi_{k} to ξl\xi_{l}, projected in the coordinates yky_{k} and yly_{l}. The points ξk\xi_{k}, ξl\xi_{l} and 0 are linear sinks. The point ζk,l\zeta_{k,l} is within δ\delta of ξl\xi_{l} and limits to ξl\xi_{l} in forwards time. The grey areas are regions of width 4ϵ4\epsilon centred around yk,l=θy_{k,l}=\theta where ϕP(yk)\phi_{P}(y_{k}) and ϕP(yl)\phi_{P}(y_{l}) are non-constant: these contain saddle and other equilibria (not shown).

We consider two cases. Case 1 is where akl=1a_{kl}=1 and we expect to see a connection from ξk\xi_{k} to ξl\xi_{l}. Case 2 is akl=0a_{kl}=0 and we don’t expect a connection.

B.1 Case 1

Suppose akl=1a_{kl}=1 (recall that the lack of 11-cycles means that klk\neq l), and then we define two regions of phase space, which we label l\mathcal{R}_{l} and kl\mathcal{R}_{kl}, as follows:

l={𝐲|yj>θ+δ4,j=l;yj<θδ4otherwise},\mathcal{R}_{l}=\left\{\mathbf{y}\ |\ y_{j}>\theta+\frac{\delta}{4},\ j=l;\ y_{j}<\theta-\frac{\delta}{4}\ \text{otherwise}\right\},
kl={𝐲|yj>θ+δ4,j=l,k;yj<θδ4otherwise}.\mathcal{R}_{kl}=\left\{\mathbf{y}\ |\ y_{j}>\theta+\frac{\delta}{4},\ j=l,k;\ y_{j}<\theta-\frac{\delta}{4}\ \text{otherwise}\right\}.

The regions and the dynamics within them are shown schematically in figure 17.

Within kl\mathcal{R}_{kl}, if akl=1a_{kl}=1 then the dynamics are governed by the equations

y˙j=fj(b):=yj+ϕj(b),\dot{y}_{j}=f_{j}^{(b)}:=-y_{j}+\phi^{(b)}_{j},

where

ϕj(b):={ws+wm if j=k,(AT)ws+wp if j=l,(LA)wp if (akj,ajk,alj,ajl)=(1,0,0,0),(LD)wm if (akj,ajk,alj,ajl)=(0,1,0,0),(TD)wp if (akj,ajk,alj,ajl)=(0,0,1,0),(DL)wm if (akj,ajk,alj,ajl)=(0,0,0,1),(DT)wm+wp if (akj,ajk,alj,ajl)=(0,1,1,0),(TL)0 if (akj,ajk,alj,ajl)=(0,0,0,0),(DD)\phi_{j}^{(b)}:=\begin{cases}w_{s}+w_{m}&\mbox{ if }j=k,\text{(AT)}\\ w_{s}+w_{p}&\mbox{ if }j=l,\text{(LA)}\\ w_{p}&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(1,0,0,0),\text{(LD)}\\ w_{m}&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(0,1,0,0),\text{(TD)}\\ w_{p}&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(0,0,1,0),\text{(DL)}\\ w_{m}&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(0,0,0,1),\text{(DT)}\\ w_{m}+w_{p}&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(0,1,1,0),\text{(TL)}\\ 0&\mbox{ if }(a_{kj},a_{jk},a_{lj},a_{jl})=(0,0,0,0),\text{(DD)}\end{cases} (29)

where the type of coordinate (see figure 2) is given in parentheses on each line. Within l\mathcal{R}_{l}, the dynamics are governed by the equations

y˙j=fj(c):=yj+ϕj(c),\dot{y}_{j}=f_{j}^{(c)}:=-y_{j}+\phi^{(c)}_{j}, (30)

where

ϕj(c):={wm if j=k,(AT)ws if j=l,(LA)wp if alj=1 and jl,(DL/TL)wm if ajl=1,(DT)0 if alj=0 and ajl=0,(LD/TD/DD)\phi_{j}^{(c)}:=\begin{cases}w_{m}&\mbox{ if }j=k,\text{(AT)}\\ w_{s}&\mbox{ if }j=l,\text{(LA)}\\ w_{p}&\mbox{ if }a_{lj}=1\mbox{ and }j\neq l,\text{(DL/TL)}\\ w_{m}&\mbox{ if }a_{jl}=1,\text{(DT)}\\ 0&\mbox{ if }a_{lj}=0\mbox{ and }a_{jl}=0,\text{(LD/TD/DD)}\end{cases} (31)

The equilbrium ξl\xi_{l} lies in the interior of the region l\mathcal{R}_{l}, whereas ξk\xi_{k} lies in the interior of the region k\mathcal{R}_{k}. We show that there is a connection of amplitude δ\delta from ξk\xi_{k} to any ξl\xi_{l} with akl=1a_{kl}=1, by considering a trajectory starting at

ζk,l=ξk+δel,\zeta_{k,l}=\xi_{k}+\delta e_{l},

where ele_{l} is a unit vector in the ll-direction: clearly |ζk,lξk|=δ|\zeta_{k,l}-\xi_{k}|=\delta (see figure 17). Note that

[ζk,l]j={YA if j=k,YL+δ if j=l,YL if akj=1 and jl,YT if ajk=1,YD if akj=0 and ajk=0,[\zeta_{k,l}]_{j}=\begin{cases}Y_{A}&\mbox{ if }j=k,\\ Y_{L}+\delta&\mbox{ if }j=l,\\ Y_{L}&\mbox{ if }a_{kj}=1\mbox{ and }j\neq l,\\ Y_{T}&\mbox{ if }a_{jk}=1,\\ Y_{D}&\mbox{ if }a_{kj}=0\mbox{ and }a_{jk}=0,\end{cases} (32)

where YAY_{A} etc are given in equation (11), and YL+δ=θ+δ/2>θY_{L}+\delta=\theta+\delta/2>\theta. We define [𝒥k,l]j:=ϕP([ζk,l]j)[\mathcal{J}_{k,l}]_{j}:=\phi_{P}([\zeta_{k,l}]_{j}), and then

[𝒥k,l]j=δjk+δjl.[\mathcal{J}_{k,l}]_{j}=\delta_{jk}+\delta_{jl}.

Now, we note that ζk,lkl\zeta_{k,l}\in\mathcal{R}_{kl}. We next show that a trajectory with initial condition at ζk,l\zeta_{k,l} will asymptotically approach ξl\xi_{l}. We show first that the trajectory enters l\mathcal{R}_{l} in finite time. Then, since in l\mathcal{R}_{l}, the flow is linear, with stable equilibrium ξl\xi_{l}, all trajectories in l\mathcal{R}_{l} eventually approach ξl\xi_{l}.

Define 𝒮kl\mathcal{S}_{kl} to be the region between l\mathcal{R}_{l} and kl\mathcal{R}_{kl}, namely,

𝒮kl={𝐲|θδ4ykθ+δ4;yl>θ+δ4;yj<θδ4 for jk,l}.\mathcal{S}_{kl}=\left\{\mathbf{y}\ |\ \theta-\frac{\delta}{4}\leq y_{k}\leq\theta+\frac{\delta}{4};y_{l}>\theta+\frac{\delta}{4};\ y_{j}<\theta-\frac{\delta}{4}\ \text{ for }j\neq k,l\right\}.

First consider the dynamics of all yjy_{j}, with jk,lj\neq k,l. This means that yj<θδ/4y_{j}<\theta-\delta/4 for all points in 𝒯klkl𝒮kll\mathcal{T}_{kl}\equiv\mathcal{R}_{kl}\cup\mathcal{S}_{kl}\cup\mathcal{R}_{l}. While the trajectory remains in 𝒯kl\mathcal{T}_{kl}, it can be shown that y˙j\dot{y}_{j} is negative along the line with yj=θδ/4y_{j}=\theta-\delta/4. Hence, none of the yjy_{j} will leave 𝒯kl\mathcal{T}_{kl}.

Within 𝒮kl\mathcal{S}_{kl}, the dynamics of yky_{k} and yly_{l} are governed by

y˙k=\displaystyle\dot{y}_{k}= yk+wm+ϕP(yk),\displaystyle-y_{k}+w_{m}+\phi_{P}(y_{k}), (33)
y˙l=\displaystyle\dot{y}_{l}= yl+ws+wpϕP(yk).\displaystyle-y_{l}+w_{s}+w_{p}\phi_{P}(y_{k}). (34)

Consider the equation for y˙k\dot{y}_{k} in kl\mathcal{R}_{kl}, 𝒮kl\mathcal{S}_{kl} and l\mathcal{R}_{l}, namely:

y˙k={yk+ws+wmif𝐲kl,yk+ϕP(yk)+wmif𝐲𝒮kl,yk+wmif𝐲l.\dot{y}_{k}=\begin{cases}-y_{k}+w_{s}+w_{m}&\text{if}\ \mathbf{y}\in\mathcal{R}_{kl},\\ -y_{k}+\phi_{P}(y_{k})+w_{m}&\text{if}\ \mathbf{y}\in\mathcal{S}_{kl},\\ -y_{k}+w_{m}&\text{if}\ \mathbf{y}\in\mathcal{R}_{l}.\end{cases}

Recall that wm=(wsθ)δ2w_{m}=-(w_{s}-\theta)-\frac{\delta}{2}, and 0ϕP(yk)10\leq\phi_{P}(y_{k})\leq 1. We can use these bounds to show that

y˙k{3δ4if𝐲kl,δ4if𝐲𝒮kl,\dot{y}_{k}\leq\begin{cases}-\dfrac{3\delta}{4}&\text{if}\ \mathbf{y}\in\mathcal{R}_{kl},\\ -\dfrac{\delta}{4}&\text{if}\ \mathbf{y}\in\mathcal{S}_{kl},\end{cases}

Furthermore, if 𝐲l\mathbf{y}\in\mathcal{R}_{l} and yk>0y_{k}>0, then y˙k<wm<0\dot{y}_{k}<-w_{m}<0. In particular, we note that for 𝐲𝒯kl\mathbf{y}\in\mathcal{T}_{kl}, with yk>0y_{k}>0, y˙k\dot{y}_{k} is negative and bounded below zero.

Now, consider the equation for y˙l\dot{y}_{l} in kl\mathcal{R}_{kl}, 𝒮kl\mathcal{S}_{kl} and l\mathcal{R}_{l}, namely:

y˙l={yl+ws+wpif𝐲kl,yl+ws+wpϕP(yk)if𝐲𝒮kl,yl+wsif𝐲l,\dot{y}_{l}=\begin{cases}-y_{l}+w_{s}+w_{p}&\text{if}\ \mathbf{y}\in\mathcal{R}_{kl},\\ -y_{l}+w_{s}+w_{p}\phi_{P}(y_{k})&\text{if}\ \mathbf{y}\in\mathcal{S}_{kl},\\ -y_{l}+w_{s}&\text{if}\ \mathbf{y}\in\mathcal{R}_{l},\end{cases}

We use this to compute y˙l\dot{y}_{l} along the lower boundary of the three regions, kl\mathcal{R}_{kl}, 𝒮kl\mathcal{S}_{kl} and l\mathcal{R}_{l}, that is, the line yl=θ+δ4y_{l}=\theta+\frac{\delta}{4}, and we find

y˙l={ws3δ4if𝐲kl,wsθδ4+(θδ2)ϕP(yk)>ws3δ4if𝐲𝒮kl,wsθδ4if𝐲l.\dot{y}_{l}=\begin{cases}w_{s}-\frac{3\delta}{4}&\text{if}\ \mathbf{y}\in\mathcal{R}_{kl},\\ w_{s}-\theta-\frac{\delta}{4}+\left(\theta-\frac{\delta}{2}\right)\phi_{P}(y_{k})>w_{s}-\frac{3\delta}{4}&\text{if}\ \mathbf{y}\in\mathcal{S}_{kl},\\ w_{s}-\theta-\frac{\delta}{4}&\text{if}\ \mathbf{y}\in\mathcal{R}_{l}.\end{cases}

Since ws>3δ4w_{s}>\frac{3\delta}{4} and ws>θ+δ4w_{s}>\theta+\frac{\delta}{4}, we see that y˙l>0\dot{y}_{l}>0 in all three cases.

Combining our knowledge of y˙l\dot{y}_{l} and y˙k\dot{y}_{k} tells us that a trajectory which starts in kl\mathcal{R}_{kl}, or more specifically, a trajectory starting in a small neighbourhood of ζk,l\zeta_{k,l} will have monotonic decreasing yky_{k} component until (at least) yk=0y_{k}=0. Furthermore, the yly_{l} component cannot decrease below yl=12+δ4y_{l}=\frac{1}{2}+\frac{\delta}{4}. Thus the trajectory will move through 𝒮kl\mathcal{S}_{kl} and into l\mathcal{R}_{l} in a bounded time.

Within l\mathcal{R}_{l}, ξl\xi_{l} is a linearly stable fixed point. In summary, we have demonstrated that if akl=1a_{kl}=1 then there is a connection from a δ\delta-neighbourhood of ξk\xi_{k} to ξl\xi_{l}. Moreover, as the equilibria are linearly stable and having a connection is an open condition, the realisation will persist for an open set of parameters.

B.2 Absence of excitable connections for edges absent from GG

Now suppose that alk=akl=0a_{lk}=a_{kl}=0. Then the dynamics for xkx_{k} and xlx_{l} is shown schematically in figure 18. Equilibria are shown with dots, and all equilibria shown in this figure are linearly stable. Note that the equilibrium ξk\xi_{k} has yk=YA=1y_{k}=Y_{A}=1, and yl=YD=0y_{l}=Y_{D}=0. It is clear that there are no small perturbations which allow for a connection between ξk\xi_{k} and ξl\xi_{l}.

For θ=1/2\theta=1/2, if δ<1/4\delta<1/4 then for any kk and jkj\neq k such that akj=0a_{kj}=0, all trajectories starting in

ζk,l=ξk+aek+bel,\zeta_{k,l}=\xi_{k}+ae_{k}+be_{l},

with a2+b2δ2a^{2}+b^{2}\leq\delta^{2}. In particular, perturbations of the form (32) will return to ξk\xi_{k}. This is because this set is remains in the region of validity for the equivalent of (30) for which the only attractor is ξk\xi_{k}. In the case akl=0a_{kl}=0 and alk=1a_{lk}=1 a similar argument holds as the phase portrait corresponds to figure 17 reflected in the diagonal.

This shows that no perturbations of amplitude δ\delta within the (xk,xl)(x_{k},x_{l}) plane that give a connection from ξk\xi_{k} to ξl\xi_{l} of amplitude δ\delta. However, we cannot rule out the existence of connections from other locations in Bδ(ξk)B_{\delta}(\xi_{k}) to ξl\xi_{l}. This would be needed to prove that the realisation is almost complete.

Refer to captionyky_{k}yly_{l}ξk\xi_{k}ξl\xi_{l}wsw_{s}wsw_{s}0θ2ϵ\theta-2\epsilonθ\thetaθ+2ϵ\theta+2\epsilon
Figure 18: Schematic diagram showing the dynamics in the yky_{k}-yly_{l} plane when akl=alk=0a_{kl}=a_{lk}=0. Equilibria are shown with dots, and all equilibria are linearly stable.

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