Past exam of the topics in applied mathematics course of the University of Oxford / 2011 / B / 6

For uniform nearest-neighbor bonds of strength $K_0$ on a ring with $N\ge 3$, retain the normalization of the given model:with indices interpreted modulo $N$. On an open chain the interior equations are the same, whileFor nonuniform bonds, replace each $K_0$ by the corresponding $K_{ij}$. A convention without the factor $1/N$ is obtained by rescaling the bond strengths; it is not silently substituted here.

For all-to-all coupling define the Kuramoto order parameterIt is the centroid of unit phase vectors: $r$ measures phase coherence and $\psi$ the mean phase. Multiplying by $e^{-i{\theta }_i}$ and taking imaginary parts givesThus only the two components of the Kuramoto order parameter mediate interaction.

For the symmetric stationary continuum branch, choose the rotating frame with $\psi =0$. Oscillators with $|\omega |\le Kr$ lock at $\theta =\arcsin (\omega /(Kr))$, choosing $\cos \theta >0$ for stability. Those with $|\omega |>Kr$ drift, with stationary phase density proportional to $|\omega -Kr\sin \theta {|}^{-1}$. Their real contribution to the order parameter vanishes, since the integral of $\cos \theta /(\omega -Kr\sin \theta )$ over a period is the change of a periodic logarithm. Their imaginary contributions cancel between $\omega$ and $-\omega$ because $g$ is symmetric.

The locked oscillators therefore give the real self-consistency relationSet $\omega =Kr\sin \theta$ and divide by $r>0$ to obtainThis is the Kuramoto self-consistency equation for partial synchronization. The incoherent state $r=0$ must be considered before this division. If $g$ is continuous at zero with $0<g(0)<\infty$, the branch meets incoherence at $K_c=2/[\pi g(0)]$.

Put $x=z$, $y=\dot{z}$. The system isIts equilibria are $\boxed{(0,0),(1,0),(-1,0)}$. At $(\pm 1,0)$, the eigenvalues are $(-A\pm \sqrt{A^2+8})/2$, of opposite signs, so these are saddles for every $A$.

At the origin, the eigenvalues are $(-A\pm \sqrt{A^2-4})/2$. It is a stable focus for $0<A<2$, a stable node for $A>2$, an unstable focus for $-2<A<0$, and an unstable node for $A<-2$. At $A=\pm 2$ it is the corresponding repeated-eigenvalue improper node. At $A=0$, linearization gives a center, but nonlinear damping matters: withsmall closed energy sublevels are invariant and $\dot{E}=-y^4$ forces convergence to the origin. Thus it is a weak attracting focus, not a nonlinear center.

Local bifurcation. Write $a=-A$. Averaging the radial equation near the origin, or eliminating nonresonant cubic terms, givesThe $x^3$ restoring term has zero average radial contribution, while $⟨y^4⟩=3R^4/8$. Thus $A=0$ is a supercritical Hopf bifurcation as $a$ increases: a stable cycle appears for small $a>0$, with leading amplitude $R\simeq \sqrt{4a/3}$.

Global changes. Two further bifurcations must be retained. Define $a_h$ as the parameter where the upper unstable branch from $(-1,0)$ reaches $(1,0)$. Central symmetry supplies the lower connection in the opposite direction, forming a heteroclinic cycle. Define $a_f>a_h$ as the subsequent collision of an inner attracting and an outer repelling periodic orbit. The complete phase portraits for $|A|<1$ are:

Here escape means leaving the central well and becoming unbounded; it is not an additional finite equilibrium. The softening Rayleigh-Duffing phase portrait in the figure includes the two critical cases.

The return-map calculation underlying this classification is useful because the two global critical parameters are very close. On the section $x=0,y>0$, let $H_a(p)$ be minus the velocity at the next crossing of $x=0$, so a symmetric cycle is a root of $H_a(p)-p$. Any periodic orbit must have its extrema inside $-1<x<1$, since at a positive maximum $y=0$ requires $x^3-x<0$. Its index is one, so it surrounds the origin and neither saddle. Every such cycle is centrally symmetric: its reflected image cannot be a distinct nonintersecting cycle of equal enclosed area. Thus this half-return test detects all central cycles. A fixed point with $H_a^{\prime }<1$ is attracting and one with $H_a^{\prime }>1$ repelling; the full-return multiplier is $(H_a^{\prime }{)}^2$.

For the saddle connection, let $p_L(a)$ be the upper velocity at $x=0$ from the left saddle's unstable branch and $p_R(a)$ the upper velocity at $x=0$ on the right saddle's stable branch. While $y>0$, their shooting equation isComparison shows $p_L$ increases with $a$ and $p_R$ decreases. At $a=0$, energy dissipation gives $p_L<1/\sqrt{2}<p_R$. At $a=1$, the lower comparison curve $y=(x+1)/2$ on $[-1,0]$ gives $p_L>1/2$, while the upper comparison curve $y=(1-x^2)/2$ on $[0,1]$ gives $p_R<1/2$. The latter follows fromand the stable-branch expansion $y=(1-x)-3(1-x{)}^2/4+\cdots$ near $x=1$. Hence there is a unique $a_h\in (0,1)$ with $p_L=p_R$.

At that connection the saddle eigenvalues are ${\lambda }_u=(a_h+\sqrt{a_h^2+8})/2$ and ${\lambda }_s=(a_h-\sqrt{a_h^2+8})/2$, so $|{\lambda }_s|/{\lambda }_u<1$. The loop is therefore repelling. In particular, the attracting Hopf cycle cannot simply disappear in that connection. Near the upper endpoint $p_R$, the half-return map hasFor $a$ just above $a_h$, this produces a second, repelling fixed point near the endpoint, in addition to the attracting inner one. Continuing the two roots of $H_a(p)-p$ makes their collision criterion explicit:This is a saddle-node bifurcation of periodic orbits, not a disappearance of the equilibrium points.

For a reproducible numerical check of the global sketches, event-based integration of this half-return map and its variational equation givesThese values are computed by shooting the stated equations; their precision is unnecessary for the requested sketches. They explain why a coarse parameter sweep can miss the two-cycle interval entirely. The three bifurcation types are therefore Hopf at $A=0$, a two-saddle heteroclinic connection at $A=-a_h$, and a fold of cycles at $A=-a_f$. There is no pitchfork of equilibria because their locations remain fixed for every $A$.