Coupled Systems: Theory & Examples

48
Coupled Systems: Theory & Examples Lecture 1 Symmetry and Patterns of Oscillation Reference: The Symmetry Perspective (G. and Stewart). Japanese translation: Tanaka, Yamada, Takamatsu, and Nakagaki Maruzen Publishing, 2003 Martin Golubitsky Department of Mathematics University of Houston http://www.math.uh.edu/ e mg/ – p. 1/3

Transcript of Coupled Systems: Theory & Examples

Page 1: Coupled Systems: Theory & Examples

Coupled Systems: Theory & ExamplesLecture 1

Symmetry andPatterns of Oscillation

Reference: The Symmetry Perspective (G. and Stewart).Japanese translation: Tanaka, Yamada, Takamatsu, and NakagakiMaruzen Publishing, 2003

Martin GolubitskyDepartment of Mathematics

University of Houstonhttp://www.math.uh.edu/emg/

– p. 1/30

Page 2: Coupled Systems: Theory & Examples

Thanks

Ian Stewart Warwick

Luciano Buono Oshawa

Jim Collins Boston University

– p. 2/30

Page 3: Coupled Systems: Theory & Examples

Two Identical Cells1 2 x1 = f(x1, x2)

x2 = f(x2, x1)

σ(x1, x2) = (x2, x1) is a symmetry

Fix(σ) = {x1 = x2} is flow invariantSynchrony is robustExpect synchronous periodic solutions

Time-periodic solutions exist robustly wheretwo cells oscillate a half-period out of phase

x2(t) = x1(t +1

2)

– p. 3/30

Page 4: Coupled Systems: Theory & Examples

Symmetry OverviewA symmetry of a DiffEq x = f(x) is a linear map γ where

γ(sol’n) = sol’n ⇐⇒ f(γx) = γf(x)

Fix(Σ) = {x ∈ Rn : σx = x ∀σ ∈ Σ} is flow invariant

Proof: f(x) = f(σx) = σf(x)

Network symmetries are permutation symmetriesSynchrony is robust in symmetric coupled systems

Symmetry group Γ is a modeling assumption

Network architecture is also a modeling assumption

– p. 4/30

Page 5: Coupled Systems: Theory & Examples

Symmetry OverviewA symmetry of a DiffEq x = f(x) is a linear map γ where

γ(sol’n) = sol’n ⇐⇒ f(γx) = γf(x)

Fix(Σ) = {x ∈ Rn : σx = x ∀σ ∈ Σ} is flow invariant

Proof: f(x) = f(σx) = σf(x)

Network symmetries are permutation symmetriesSynchrony is robust in symmetric coupled systems

Symmetry group Γ is a modeling assumption

Network architecture is also a modeling assumption

– p. 4/30

Page 6: Coupled Systems: Theory & Examples

Symmetry OverviewA symmetry of a DiffEq x = f(x) is a linear map γ where

γ(sol’n) = sol’n ⇐⇒ f(γx) = γf(x)

Fix(Σ) = {x ∈ Rn : σx = x ∀σ ∈ Σ} is flow invariant

Proof: f(x) = f(σx) = σf(x)

Network symmetries are permutation symmetriesSynchrony is robust in symmetric coupled systems

Symmetry group Γ is a modeling assumption

Network architecture is also a modeling assumption

– p. 4/30

Page 7: Coupled Systems: Theory & Examples

Spatio-Temporal SymmetriesLet x(t) be a time-periodic solution• K = {γ ∈ Γ : γx(t) = x(t)} space symmetries

• H = {γ ∈ Γ : γ{x(t)} = {x(t)}} spatiotemporal symm’s

Facts:

• γ ∈ H =⇒ θ ∈ S1 such that γx(t) = x(t + θ)

• H/K is cyclic sinceγ 7→ θ is a homomorphism with kernel K

• Hyperbolic H/K periodic solutions are robust

– p. 5/30

Page 8: Coupled Systems: Theory & Examples

Spatio-Temporal SymmetriesLet x(t) be a time-periodic solution• K = {γ ∈ Γ : γx(t) = x(t)} space symmetries

• H = {γ ∈ Γ : γ{x(t)} = {x(t)}} spatiotemporal symm’s

Facts:

• γ ∈ H =⇒ θ ∈ S1 such that γx(t) = x(t + θ)

• H/K is cyclic sinceγ 7→ θ is a homomorphism with kernel K

• Hyperbolic H/K periodic solutions are robust

– p. 5/30

Page 9: Coupled Systems: Theory & Examples

Three-Cell Unidirectional Ring: Γ = Z3

1

2 3

x1 = f(x1, x3)

x2 = f(x2, x1)

x3 = f(x3, x2)

Discrete rotating waves: H = Z3, K = 1

0 5 10 15−0.2

−0.1

0

0.1

0.2

x 1

0 5 10 15−0.2

−0.1

0

0.1

0.2

x 2

0 5 10 15−0.2

−0.1

0

0.1

0.2

x 3

0 5 10 15−0.2

−0.15

−0.1

−0.05

0

0.05

0.1

0.15

0.2

t

– p. 6/30

Page 10: Coupled Systems: Theory & Examples

Three-Cell Bidirectional Ring: Γ = S3

1

2 3

x1 = f(x1, x2, x3)

x2 = f(x2, x3, x1) f(x2, x1, x3) = f(x2, x3, x1)

x3 = f(x3, x1, x2)

{x1 = x2 = x3} and {xi = xj} are synchrony subspaces

Discrete rotating waves: H = Z3, K = 1

x2(t) = x1

(

t + 1

3

)

and x3(t) = x2

(

t + 1

3

)

Out-of-phase periodic solutions: H = Z2(1 3), K = 1

x3(t) = x1

(

t + 1

2

)

and x2(t) = x2

(

t + 1

2

)

G. and Stewart (1986)

– p. 7/30

Page 11: Coupled Systems: Theory & Examples

Three-Cell Bidirectional Ring: Γ = S3

1

2 3

x1 = f(x1, x2, x3)

x2 = f(x2, x3, x1) f(x2, x1, x3) = f(x2, x3, x1)

x3 = f(x3, x1, x2)

{x1 = x2 = x3} and {xi = xj} are synchrony subspaces

Discrete rotating waves: H = Z3, K = 1

x2(t) = x1

(

t + 1

3

)

and x3(t) = x2

(

t + 1

3

)

Out-of-phase periodic solutions: H = Z2(1 3), K = 1

x3(t) = x1

(

t + 1

2

)

and x2(t) = x2

(

t + 1

2

)

G. and Stewart (1986)

– p. 7/30

Page 12: Coupled Systems: Theory & Examples

A Three-Cell System (2)

0 5 10 15−0.4

−0.3

−0.2

−0.1

0

0.1

0.2

0.3

t

– p. 8/30

Page 13: Coupled Systems: Theory & Examples

The H/K TheoremLet Γ be a finite group acting on R

n

There exists hyperbolic periodic soln to someΓ-symmetric system on R

n with space symmetries Kand spatiotemporal symmetries H if and only if

(a) H/K is cyclic

(b) K is an isotropy subgroup

(c) dim Fix(K) ≥ 2If dim Fix(K) = 2, then either H = K or H = N(K)

(d) H fixes a connected component of Fix(K) \ LK

whereLK =

γ 6∈K

Fix(γ) ∩ Fix(K)

– p. 9/30

Page 14: Coupled Systems: Theory & Examples

The H/K TheoremLet Γ be a finite group acting on R

n

There exists hyperbolic periodic soln to someΓ-symmetric system on R

n with space symmetries Kand spatiotemporal symmetries H if and only if

(a) H/K is cyclic

(b) K is an isotropy subgroup

(c) dim Fix(K) ≥ 2If dim Fix(K) = 2, then either H = K or H = N(K)

(d) H fixes a connected component of Fix(K) \ LK

whereLK =

γ 6∈K

Fix(γ) ∩ Fix(K)

– p. 9/30

Page 15: Coupled Systems: Theory & Examples

LK (1)γFix(K) = Fix(γKγ−1)

. Suppose h ∈ H ⊂ N(K) then

Suppose kx = x. Then

γkγ−1(γx) = γkx = γx

h Fix(K) = Fix(K)

h (Fix(γ) ∩ Fix(K)) = Fix(hγh−1) ∩ Fix(K)

If γ 6∈ K, then hγh−1 6∈ hKh−1 = K. Since

LK =⋃

γ 6∈K

Fix(γ) ∩ Fix(K)

it follows that h ∈ H implies h : LK → LK

Therefore h permutes connected components ofcomplement of LK in Fix(K)

– p. 10/30

Page 16: Coupled Systems: Theory & Examples

LK (1)γFix(K) = Fix(γKγ−1) . Suppose h ∈ H ⊂ N(K) then

h Fix(K) = Fix(K)

h (Fix(γ) ∩ Fix(K)) = Fix(hγh−1) ∩ Fix(K)

If γ 6∈ K, then hγh−1 6∈ hKh−1 = K. Since

LK =⋃

γ 6∈K

Fix(γ) ∩ Fix(K)

it follows that h ∈ H implies h : LK → LK

Therefore h permutes connected components ofcomplement of LK in Fix(K)

– p. 10/30

Page 17: Coupled Systems: Theory & Examples

LK (1)γFix(K) = Fix(γKγ−1) . Suppose h ∈ H ⊂ N(K) then

h Fix(K) = Fix(K)

h (Fix(γ) ∩ Fix(K)) = Fix(hγh−1) ∩ Fix(K)

since h(Fix(γ) ∩ Fix(K)) = h(Fix(γ)) ∩ h(Fix(K))

If γ 6∈ K, then hγh−1 6∈ hKh−1 = K. Since

LK =⋃

γ 6∈K

Fix(γ) ∩ Fix(K)

it follows that h ∈ H implies h : LK → LK

Therefore h permutes connected components ofcomplement of LK in Fix(K)

– p. 10/30

Page 18: Coupled Systems: Theory & Examples

LK (1)γFix(K) = Fix(γKγ−1) . Suppose h ∈ H ⊂ N(K) then

h Fix(K) = Fix(K)

h (Fix(γ) ∩ Fix(K)) = Fix(hγh−1) ∩ Fix(K)

If γ 6∈ K, then hγh−1 6∈ hKh−1 = K. Since

LK =⋃

γ 6∈K

Fix(γ) ∩ Fix(K)

it follows that h ∈ H implies h : LK → LK

Therefore h permutes connected components ofcomplement of LK in Fix(K)

– p. 10/30

Page 19: Coupled Systems: Theory & Examples

LK (1)γFix(K) = Fix(γKγ−1) . Suppose h ∈ H ⊂ N(K) then

h Fix(K) = Fix(K)

h (Fix(γ) ∩ Fix(K)) = Fix(hγh−1) ∩ Fix(K)

If γ 6∈ K, then hγh−1 6∈ hKh−1 = K. Since

LK =⋃

γ 6∈K

Fix(γ) ∩ Fix(K)

it follows that h ∈ H implies h : LK → LK

Therefore h permutes connected components ofcomplement of LK in Fix(K)

– p. 10/30

Page 20: Coupled Systems: Theory & Examples

LK (2)

��

��

x(t)Fix(K)

�����������������

�����������������

Fix(γ3)Fix(γ2)

Fix(γ1)

��

��

��

��

��

���

BBBBBBBBBBBBB

H fixes conn. comp. of Fix(K) \ LK containing x(t)

Buono and G. (2001)

– p. 11/30

Page 21: Coupled Systems: Theory & Examples

dim Fix(K) = 2; H 6= K

N(K)/K ⊂ O(2) acts on Fix(K)

N(K)/K ∼=

{

Zk k ≥ 2

Dk k ≥ 1

In case Dk, every nonidentity element in N(K)/K

moves x(t) to new connected component of R2 \ LK .

There is a nonidentity element in H/K. Contradiction.So N(K)/K ∼= Zk.In case Zk, let h ∈ H be nontrivial rotation on R

2

h{x(t)} = {x(t)} implies 0 ∈ Int{x(t)}

Then σ ∈ N(K) satisfies σ{x(t)} ∩ {x(t)} 6= ∅.Hence σ{x(t)} = {x(t)} and H = N(K)

– p. 12/30

Page 22: Coupled Systems: Theory & Examples

dim Fix(K) = 2; H 6= K

N(K)/K ⊂ O(2) acts on Fix(K)

N(K)/K ∼=

{

Zk k ≥ 2

Dk k ≥ 1

In case Dk, every nonidentity element in N(K)/K

moves x(t) to new connected component of R2 \ LK .

There is a nonidentity element in H/K. Contradiction.So N(K)/K ∼= Zk.

In case Zk, let h ∈ H be nontrivial rotation on R2

h{x(t)} = {x(t)} implies 0 ∈ Int{x(t)}

Then σ ∈ N(K) satisfies σ{x(t)} ∩ {x(t)} 6= ∅.Hence σ{x(t)} = {x(t)} and H = N(K)

– p. 12/30

Page 23: Coupled Systems: Theory & Examples

dim Fix(K) = 2; H 6= K

N(K)/K ⊂ O(2) acts on Fix(K)

N(K)/K ∼=

{

Zk k ≥ 2

Dk k ≥ 1

In case Dk, every nonidentity element in N(K)/K

moves x(t) to new connected component of R2 \ LK .

There is a nonidentity element in H/K. Contradiction.So N(K)/K ∼= Zk.In case Zk, let h ∈ H be nontrivial rotation on R

2

h{x(t)} = {x(t)} implies 0 ∈ Int{x(t)}

Then σ ∈ N(K) satisfies σ{x(t)} ∩ {x(t)} 6= ∅.Hence σ{x(t)} = {x(t)} and H = N(K)

– p. 12/30

Page 24: Coupled Systems: Theory & Examples

dim Fix(K) = 2; H 6= K

N(K)/K ⊂ O(2) acts on Fix(K)

N(K)/K ∼=

{

Zk k ≥ 2

Dk k ≥ 1

In case Dk, every nonidentity element in N(K)/K

moves x(t) to new connected component of R2 \ LK .

There is a nonidentity element in H/K. Contradiction.So N(K)/K ∼= Zk.In case Zk, let h ∈ H be nontrivial rotation on R

2

h{x(t)} = {x(t)} implies 0 ∈ Int{x(t)}

Then σ ∈ N(K) satisfies σ{x(t)} ∩ {x(t)} 6= ∅.Hence σ{x(t)} = {x(t)} and H = N(K)

– p. 12/30

Page 25: Coupled Systems: Theory & Examples

Polyrhythms1 2

4 5

3

Symmetry group of five-cell system is Z3 × Z2∼= Z6

Coordinates = (x, y) ∈ (Rk)3 × (R`)2

Let σ = (ρ, τ) be generator of Z3 × Z2.

Periodic solutions with (H,K) = (Z6,1) can exist if ` > 1

Fix(1) = {(x, y)} Fix(σ2) = {(x, y) : x1 = x2 = x3}

Fix(σ3) = {(x, y) : y1 = y2} Fix(σ) = Fix(σ2) ∩ Fix(σ3)

– p. 13/30

Page 26: Coupled Systems: Theory & Examples

Polyrhythms (2)(σ2, 1/3) =⇒ 3-cell ring exhibits rotating wave(σ3, 1/2) =⇒ 2-cell ring is out-of-phase(σ , 1/6) =⇒ triple 2-cell freq = double 3-cell freq

0 2 4 6 8 10 12 14 16 18 20−1.5

−1

−0.5

0

0.5

1

1.5

2

t

cells

1−2

−3

0 2 4 6 8 10 12 14 16 18 20−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

t

cells

4−5

0 2 4 6 8 10 12 14 16 18 20−1.5

−1

−0.5

0

0.5

1

1.5

2

t

cells

1−4

−1.5 −1 −0.5 0 0.5 1 1.5 2−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

cell 1

cell 4

– p. 14/30

Page 27: Coupled Systems: Theory & Examples

Standard GaitsBound of the Siberian Souslik

Amble of the Elephant

Trot of the HorseThanks to: Sue Morris at http://www.classicaldressage.co.uk

– p. 15/30

Page 28: Coupled Systems: Theory & Examples

Standard GaitsBound of the Siberian Souslik

Amble of the Elephant

Trot of the HorseThanks to: Sue Morris at http://www.classicaldressage.co.uk

– p. 15/30

Page 29: Coupled Systems: Theory & Examples

Standard GaitsBound of the Siberian Souslik

Amble of the Elephant

Trot of the HorseThanks to: Sue Morris at http://www.classicaldressage.co.uk

– p. 15/30

Page 30: Coupled Systems: Theory & Examples

Standard Gait Phases

0

0 1/2

1/20 1/2

1/4 3/4

0

0

1/2

1/2

0 0

1/2 1/2

0

1/2

0.1

0.6

0

1/2

0 0

0 0

WALK PACE TROT BOUND

TRANSVERSEGALLOP

ROTARYGALLOP

PRONK0.1

0.6

– p. 16/30

Page 31: Coupled Systems: Theory & Examples

Gait SymmetriesGait Spatio-temporal symmetriesTrot (Left/Right, 1

2) and (Front/Back, 1

2)

Pace (Left/Right, 1

2) and (Front/Back, 0)

Walk (Figure Eight, 1

4)

0 1 1/4

JUMP:

0 1/4 1/2 3/4 1

WALK:

0 1/2 1

BOUND:

0 1/2 1

PACE:

0 1

TROT:

0 1/2 1PRONK:

1/2

Collins and Stewart (1993)

– p. 17/30

Page 32: Coupled Systems: Theory & Examples

Central Pattern Generators (CPG)Assumption: There is a network in the nervous system thatproduces the characteristic rhythms of each gait

CPG is network of neurons; neurons modeled by ODEsLocomotor CPG’s modeled by coupled cell systemsKopell and Ermentrout (1986, 1988, 1990);Rand, Cohen, and Holmes (1988); etc.

Design simplest network to produce walk, trot, and pace

Guess at simplest networkOne cell ‘signals’ each leg

1 2

43

– p. 18/30

Page 33: Coupled Systems: Theory & Examples

Central Pattern Generators (CPG)Assumption: There is a network in the nervous system thatproduces the characteristic rhythms of each gait

CPG is network of neurons; neurons modeled by ODEsLocomotor CPG’s modeled by coupled cell systemsKopell and Ermentrout (1986, 1988, 1990);Rand, Cohen, and Holmes (1988); etc.

Design simplest network to produce walk, trot, and pace

Guess at simplest networkOne cell ‘signals’ each leg

1 2

43

– p. 18/30

Page 34: Coupled Systems: Theory & Examples

Four Cells Do Not SufficeΓ = symmetry group of locomotor CPG network

Network produces walk. There is a four-cycle

(1 3 2 4) ∈ Γ

Four-cycle permutes pace to trot

PACE TROT

1 2

3 4

1 2

3 4

CPG cannot be modeled by four-cell networkwhere each cell gives rhythmic pulsing to one leg

– p. 19/30

Page 35: Coupled Systems: Theory & Examples

Simplest Coupled Cell Gait ModelUse gait symmetries to construct coupled network1) walk =⇒ four-cycle ω in symmetry group2) pace or trot =⇒ transposition κ in symmetry group3) Simplest network

LF

LH RH

RF

LH

LF RF

RH

1 2

3 4

5 6

7 8

Γ = Z4(ω) × Z2(κ) is abelian

– p. 20/30

Page 36: Coupled Systems: Theory & Examples

Trot from SymmetriesH = Z4(ω) × Z2(κ) and K = Z4(κω)

x7(t) x8(t)

x5(t) x6(t)

x3(t) x4(t)

x1(t) x2(t)

κω⇒

x2(t) x1(t)

x1(t) x2(t)

x2(t) x1(t)

x1(t) x2(t)

(κ, 12)

x1(t + 12) x1(t)

x1(t) x1(t + 12)

x1(t + 12) x1(t)

x1(t) x1(t + 12)

– p. 21/30

Page 37: Coupled Systems: Theory & Examples

Primary Gaits: H = Γ = Z4(ω) × Z2(κ)

K Γ/K Phase Diagram Gait

Γ 1

0

@

0 0

0 0

1

A pronk

< ω > Z2

0

@

0 1

2

0 1

2

1

A pace

< κω > Z2

0

@

1

20

0 1

2

1

A trot

< κ, ω2 > Z2

0

@

0 0

1

2

1

2

1

A bound

< κω2 > Z4

0

@

±1

3

4

0 1

2

1

A walk±

< κ > Z4

0

@

0 0

±1

1

4

1

A jump±

• Primary gaits occur by Hopf bifurcation from stand

– p. 22/30

Page 38: Coupled Systems: Theory & Examples

The Jump

Average Right Rear to Right Front = 31.2 frames

Average Right Front to Right Rear = 11.4 frames

31.211.4

= 2.74

– p. 23/30

Page 39: Coupled Systems: Theory & Examples

Secondary Quadrupedal Gaits

H K name LH RH LF RF

κω κω loping trot x1(t) x2(t) x2(t) x1(t)

ω2 rotary gallop x1(t) x2(t) x2(t + 1

2) x1(t + 1

2)

1 rotary x1(t) x2(t) x2(t + 1

4) x1(t + 1

4)

ricocheting jump x1(t) x2(t) x2(t −1

4) x1(t −

1

4)

ω ω loping rack x1(t) x2(t) x1(t) x2(t)

ω2 transverse gallop x1(t) x2(t) x1(t + 1

2) x2(t + 1

2)

1 transverse x1(t) x2(t) x1(t + 1

4) x2(t + 1

4)

ricocheting jump x1(t) x2(t) x1(t −1

4) x2(t −

1

4)

κ, ω2 κ, ω2 loping bound x1(t) x1(t) x3(t) x3(t)

ω2 running walk x1(t) x1(t + 1

2) x3(t) x3(t + 1

2)

– p. 24/30

Page 40: Coupled Systems: Theory & Examples

Primary Versus Secondary Gaits

Distinction should be observable using duty factor

Duty factors of fore legs of walking horse are equal

Duty factors of fore legs of galloping cat are different

– p. 25/30

Page 41: Coupled Systems: Theory & Examples

Primary Gait: Horse Walk

Horizontal bars indicate contact with ground

– p. 26/30

Page 42: Coupled Systems: Theory & Examples

Secondary Gait: Cat Rotary Gallop

Horizontal bars indicate contact with ground

– p. 27/30

Page 43: Coupled Systems: Theory & Examples

Biped Network

LF

LH RH

RF

LH

LF RF

RH

1 2

3 4

5 6

7 8

3 4

1 2

left right

– p. 28/30

Page 44: Coupled Systems: Theory & Examples

Biped Prediction

0 0.5 0.5 0

left right

0 0.5

left right

0 0.5

(b)(a)

– p. 29/30

Page 45: Coupled Systems: Theory & Examples

Biped Gaits: Walk and Run

0 0.5 0.5 0

left right

0 0.5

left right

0 0.5

(b)(a)

Cells control timing of muscle groups

Electromyographic signals from ankle muscles

During walking: gastrocnemius (GA) andtibialis anterior (TA) are activated out-of-phase

During running: (GA) and (TA) are co-activated

– p. 30/30

Page 46: Coupled Systems: Theory & Examples

Biped Gaits: Walk and Run

0 0.5 0.5 0

left right

0 0.5

left right

0 0.5

(b)(a)

Cells control timing of muscle groups

Electromyographic signals from ankle muscles

During walking: gastrocnemius (GA) andtibialis anterior (TA) are activated out-of-phase

During running: (GA) and (TA) are co-activated

– p. 30/30

Page 47: Coupled Systems: Theory & Examples

Biped Gaits: Walk and Run

0 0.5 0.5 0

left right

0 0.5

left right

0 0.5

(b)(a)

Cells control timing of muscle groups

Electromyographic signals from ankle muscles

During walking: gastrocnemius (GA) andtibialis anterior (TA) are activated out-of-phase

During running: (GA) and (TA) are co-activated

– p. 30/30

Page 48: Coupled Systems: Theory & Examples

Biped Gaits: Walk and Run

0 0.5 0.5 0

left right

0 0.5

left right

0 0.5

(b)(a)

Cells control timing of muscle groups

Electromyographic signals from ankle muscles

During walking: gastrocnemius (GA) andtibialis anterior (TA) are activated out-of-phase

During running: (GA) and (TA) are co-activated

– p. 30/30