The emergence of order in collective dynamics is a fascinating phenomenon that characterizes many natural systems consisting of coupled entities. Synchronization is such an example where individuals, usually represented by either linear or nonlinear oscillators, can spontaneously act coherently with each other when the interactions’ configuration fulfills certain conditions. However, synchronization is not always perfect, and the coexistence of coherent and incoherent oscillators, broadly known in the literature as chimera states, is also possible. Although several attempts have been made to explain how chimera states are created, their emergence, stability, and robustness remain a long-debated question. We propose an approach that aims to establish a robust mechanism through which cluster synchronization and chimera patterns originate. We first introduce a stability-breaking method where clusters of synchronized oscillators can emerge. At variance with the standard approach where synchronization arises as a collective behavior of coupled oscillators, in our model, the system initially sets on a homogeneous fixed-point regime, and, only due to a global instability principle, collective oscillations emerge. Following a combination of the network modularity and the model’s parameters, one or more clusters of oscillators become incoherent within yielding a particular class of patterns that we here name cluster chimera states.

Synchronization of the dynamics of the individual entities that constitute complex systems has been observed and systematically studied for over four decades.1–3 An exotic behavior that has triggered scientists’ curiosity for a long time is the emergence of chimera states, long-lasting dynamical patterns of coexistence of synchronous and asynchronous clusters of nodes in networked systems.4–7 Although many features are now understood, other questions remain unanswered.8,9 In particular, the stability of such states for finite networks of oscillators and their high sensitivity to the initial conditions have not yet been tackled exhaustively. Several recipes have been suggested recently that aim to reproduce chimera states by decomposing the network into stable and unstable clusters.10–13 Here, we show that the formation of clustered synchronization14,15 can follow a global symmetry-breaking mechanism, which is also responsible for selecting the nature of the patterns at equilibrium.16–18 In particular, we demonstrate that modular networks are an ideal setup where chimera patterns can develop. Reconciling pattern formation theory with synchronization phenomena, we generalize the emergence of synchronized clusters and chimera states, thus paving the way to a systematic mechanism for their formation in networks of coupled dynamical systems.

Full understanding of the dynamics of complex systems is probably one of the biggest challenges of physics this century. The emergence of collective behavior and the coexistence of order and disorder are fundamental key players in this process. A very well-known phenomenon of collective behavior is that of synchronization, where a set of coupled oscillators spontaneously synchronize their phases. This phenomenon has been widely studied in recent years and has been applied to explain the coordination of the beats of the heart myocytes and the firing of brain neurons,1,19,20 the simultaneous flashing of male fireflies during the mating season,21 and the synchronization of the alternating current in power grids.22 Theoretical studies have identified particular types of synchronization, among which it is worth mentioning the remote synchronization of two or more oscillators through asynchronous ones,23 the synchronization of chaotic oscillators and the phenomenon of cluster synchronization when the set of oscillators is divided into subsets of synchronized ones,15 or the emergence of exotic states where identically coupled oscillators synchronize in clusters.24 

The latter class also includes an essential and fascinating phenomenon of coexistence of order and disorder known as chimera states. Chimeras, named from Greek mythology, are particular states where clusters of coherent and incoherent oscillators coexist. Since their discovery, chimera states have aroused scientists’ curiosity about the mechanisms that give birth to them, about the effective lifespan of these states (Usually by state in the dynamical systems theory, it is referred to as an equilibrium solution. In this sense, the long transient of the chimera behavior makes it effectively a state, although its stability might not be truly asymptotic.), and their sensitivity to the initial conditions that make their experimental verification difficult to achieve.4,9,25

Outstanding theoretical results have been obtained in the study of chimeras, and promising methods have been proposed to reveal the mystery surrounding these exotic states, such as whether they will exist, their stability, and, especially, their origin. For example, it has been found that chimeras are stable in infinite-size networks and that they can be transient in finite ones.7 So far, however, there is no exhaustive answer to the stability of chimera states5,6 or a robust mechanism that explains how chimeras are generated.12 The most recent approach to understanding the coexistence of both coherent and incoherent oscillators has been that of group-theoretical characterization of network symmetries that corresponds to the identification of partitions of sets of nodes that can be stable or unstable.10,11 Other recent alternatives have been based on symmetry-breaking principles where chimeras emerge from an earlier uniformly synchronized regime.12,13 Aside from theoretical results, experimental evidence26 proves the existence of cluster synchronization and chimera states for the case of coupled Belousov–Zhabotinsky oscillators.16 

In this paper, we aim to analyze the chimera states, proposing an alternative path to the aforementioned cluster partition. More explicitly, we will use a pattern formation approach based on a global symmetry-breaking mechanism16–18 that yields cluster synchronization patterns as a result. Based on this principle, we will successively generate coexisting clusters of coherent and incoherent oscillations that are robust to initial conditions. We name these states cluster chimera patterns. The great advantage of this method is that it has been extensively studied since the early 1970s, and many groundbreaking rigorous analytical results have been obtained regarding the prediction of the shape and stability of the final nonlinear patterns. In fact, the pattern formation process is robust to the choice of the initial conditions, at odds with classical chimeras that are highly sensitive to the initial setting of variables.4,5,9,25 Furthermore, it has been proven that patterns obtained following an instability principle are not transient, but a stability region of parameters (also known as “stability balloon”) where they are asymptotically stable exists.17,18

A major difference in our approach is the model setting through which oscillatory behavior emerges. Traditionally, the synchronization phenomenon has been studied in systems of coupled oscillators. The main reason is that global coherence is regarded as the emergent behavior in these systems. Thus, it is expected that the individual nodes have to oscillate independently before fully coherent or chimera states eventually emerge. At variance with this framework, here, we show that cluster synchronization and chimera patterns can also arise when the individual nodes do not manifest any oscillatory behavior. As we will next show in detail, our method is fully based on a global instability mechanism where the oscillations are also generated due to either inter-node coupling29 or multispecies interactions,32 further facilitating the formation of synchronized or chimera clusters. In fact, a key aspect of our analysis is the construction of networks whose structural properties yield the segregation of the entries of the eigenvectors of the coupling operator into clusters. We demonstrate that sufficiently modular networks, in particular, possess this property. It is also worth mentioning that network modularity has already been found to be a good setting where chimera states can be observed.6 Nevertheless, the chimera states studied in Ref. 6, as is the case of chimera states, in general, suffer from a high dependence on the initial conditions. In fact, it has been shown that only a few of the randomly chosen initial conditions converge to a chimera state.2,9,25 To complement this finding and, remarkably, in addition to it, we propose a systematic method, based on pattern formation theory, to obtain chimeras robust to initial conditions, an important aspect lacking in the paper above and the related literature.

The aforementioned characterizing features of the pattern formation process are crucial because they will pave the way and facilitate obtaining chimera states. Thus, instead of tackling the problem frontally to understand how to decompose the chimera in groups of locally stable and unstable nodes, we propose a recipe for rigorously proving the emergence of simultaneously coherent and incoherent oscillatory nodes.

We start by considering the general setting of a network of coupled dynamical systems through the equations

(1)

where each of the N individuals, identified as nodes of the network, is represented by M-dimensional vector state variables xi.2 The local dynamics of the ith node is given by the nonlinear function F(xi), σ is the vector of the coupling strength, Wij are the weighted entries of the adjacency matrix, and G(xj) is the coupling function. Notice that in the above equation, represents the element-wise product, and we have generalized the global coupling term σ into a vector, a generalization that will prove useful in the following. We start by considering the same synchronized equilibrium state for all the nodes x(t), which is stable in the absence of coupling. Then, by perturbing this state by a small random term xi(t)=x(t)+ξi(t), we can obtain at the first perturbative order the variational equations ξ˙i=DF(x(t))ξi(t)+σi=1NWijDG(x(t))ξj(t). Now, starting from here and assuming that the linearized spatial operator DG(x(t)) is diagonalizable, we can proceed further to obtain the master stability function (MSF),2,27 which relates the stability of the uniformly synchronized state x to the topology of the connection network. Therefore, assuming that there is a linearly independent basis of eigenfunctions(-vectors) of the spatial operator, we can obtain the diagonalized decoupled equations

(2)

where by Λ(α), we have denoted the αth eigenvalue of the spatial operator. To concretize our analysis and without loss of generality, throughout this text, we will consider diffusive coupling through the Laplacian matrix L whose entries are Lij=Wijkiδij with ki=j=1NWij.

The formalism described so far allows the local analysis of the linear stability of the originally uniform state. Depending on the nature of the latter, Eq. (2) might be non-autonomous when the uniform state is a limit cycle or autonomous when it is a fixed point. The traditional approach in the study of a synchronization phenomenon is based on the former case when the system is already in a synchronized limit cycle manifold. In this case, the aim is to keep as stable as possible such a state since an eventual instability would cause the desynchronization of the whole system. As already anticipated, we will adopt here an alternative approach that to the best of our knowledge has not been used so far in the vast literature related to the synchronization dynamics. The first major difference is that we start from an unstable uniform equilibrium of a fixed point; therefore, xi(t)=x for all the nodes. Starting from a uniform stationary state will allow the use of the spectral analysis instead of the classical Lyapunov exponent used for non-autonomous systems.2,27 This makes possible the necessary analytical treatment for finding the instability conditions and the description of the orbits’ behavior in the initial linear regime. In the latter setting, the MSF formalism is known as the dispersion relation.18 Since a homogeneous stationary equilibrium lacks the oscillatory behavior that characterizes synchronization dynamics, we will recover final time-varying patterns by considering a nonlinear function constituted by three variables, known in the biomathematical literature as species18F(xi)=[f(xi),g(yi),h(zi)]. For each node, we write the three dimensional state vector xi=[ui,vi,zi] with a little abuse of notation. In other words, we have

(3)

It is well known that a three species system is a sufficient requirement to have an oscillatory instability and, as a consequence, nonlinear oscillatory patterns.17,18 This is the key factor in producing the global oscillations of our system, as is shown in Fig. 1 [panels (a1)–(a3)]. As an alternative to this model, oscillatory patterns can be obtained also for a two species model in a directed network where the oscillations are as a consequence of the complex spectrum of the Laplacian matrix29,30 (see  Appendix B for a detailed description). When neither of the two aspects above contributing to oscillations occurs, then the instability is stationary, and modular Turing patterns can emerge.33,34 We should, however, emphasize that in general, in a complex network, the oscillations appear to be asynchronous following the shape of a traveling front in the limit case of a regular lattice17,28 [see Figs. 1(c₁) and 1(d₁)]. To understand the rationale behind such behavior, we should look for the shape of the eigenvectors, which describe the linear evolution of the orbits in a short time and also determine the general shape of the final nonlinear pattern. In fact, in order to solve the linear variational equations, we look for solutions of the form ξi=α=1NcαeγαΦi(α), where γα and Φ(α) represent the αth growth mode and the Laplacian eigenvector, respectively. Therefore, in the initial regime, once there is at least one value of α for which the real part of γα, the dispersion relation defined earlier, is positive, as is the case for Fig. 1(a1), then the entries of vectors of the three species will be scaled by the entries of the eigenvector Φ(α). Also, in a three species model, the imaginary part is different from zero allowing an oscillatory instability to occur.17 In regular multi-dimensional lattices, such an eigenvector represents a discrete term of multi-dimensional Fourier series. This is why in such discrete domains, the resulting patterns will be a combination, depending on the number of the unstable (Fourier) modes, of time-varying sinusoidal shaped traveling waves.17,18,28

FIG. 1.

Cluster synchronization in modular networks. The three species model used to generate the patterns follows that of Zhabotinsky31,32 defined as f(u,v,z)=c1uv2+c3z2c7u/(q+u) with q=0.0001, g(u,v,z)=c2uv2c4v+c8, and h(u,v,z)=c5uc6z with general parameters c1=c3=28.2, c2=c4=15.5, c5=c6=1, c7=25.38, c8=3.1, σu=σv=0, and only σz is varying according to the specific case. The columns from left to right show the networks in increasing modularity, from a ring lattice (left) with σz=30 to a strong modular one (right) σz=59 passing through an intermediate modularity (center) σz=4.25. (a1)–(a3) The dispersion relation for the different setting of clusterization of the network where a single unstable mode has been selected. Both real and imaginary parts of the dispersion relation are shown in the inset. (b1)–(b3) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern of the species u at an opportune time to ease the comparison. Notice the change in the shape of the eigenvector from a Fourier (discretized) eigenfunction to a cluster segregated one. (c1)–(c3) Last 500 time steps of the pattern (species u), from a traveling wave in the ring lattice to a cluster synchronized one for the strong modular network. Also, the small size of the pattern is due to the tiny value of the real part of the unstable eigenvalue, purposely selected near the bifurcation threshold. (A larger pattern is found in  Appendix B.) (d1)–(d3) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

FIG. 1.

Cluster synchronization in modular networks. The three species model used to generate the patterns follows that of Zhabotinsky31,32 defined as f(u,v,z)=c1uv2+c3z2c7u/(q+u) with q=0.0001, g(u,v,z)=c2uv2c4v+c8, and h(u,v,z)=c5uc6z with general parameters c1=c3=28.2, c2=c4=15.5, c5=c6=1, c7=25.38, c8=3.1, σu=σv=0, and only σz is varying according to the specific case. The columns from left to right show the networks in increasing modularity, from a ring lattice (left) with σz=30 to a strong modular one (right) σz=59 passing through an intermediate modularity (center) σz=4.25. (a1)–(a3) The dispersion relation for the different setting of clusterization of the network where a single unstable mode has been selected. Both real and imaginary parts of the dispersion relation are shown in the inset. (b1)–(b3) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern of the species u at an opportune time to ease the comparison. Notice the change in the shape of the eigenvector from a Fourier (discretized) eigenfunction to a cluster segregated one. (c1)–(c3) Last 500 time steps of the pattern (species u), from a traveling wave in the ring lattice to a cluster synchronized one for the strong modular network. Also, the small size of the pattern is due to the tiny value of the real part of the unstable eigenvalue, purposely selected near the bifurcation threshold. (A larger pattern is found in  Appendix B.) (d1)–(d3) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

Close modal

Having briefly introduced the mechanism responsible for shaping the stable nonlinear pattern, we next describe how to construct the coupling network to obtain clusters of coherent and incoherent nodes [We want to note that the concept of nodes being in synchrony with each other is not binary, either fully synchronized or completely asynchronous, and it is quantified by an order parameter (initially introduced by Kuramoto1,2), which varies from zero to one.]. We start considering the set of eigenvectors [Φ(0),Φ(1),,Φ(N)] of the Laplacian of a connected and undirected network sorted in decreasing order of the respective modes (eigenvalues). From the algebraic connectivity, we know that the network Laplacian will have a single zero eigenvalue Λ(0)=0 whose eigenvector is uniformly distributed, for simplicity here assumed to be the scaled unit vector Φ(0)=a1=[a,a,,a]T, where a is the scaling constant. Let us remark here that from Eq. (2), the null mode Λ(0)=0 represents the a-spatial case meaning that the nodes should be stable once uncoupled. Therefore, we should look for the eigenvectors corresponding to the nonnull modes to destabilize our system globally. To obtain eigenvectors with clusters of entries that are close to each other, in total analogy with the equilibrium state, we proceed by construction. We start by considering networks with more than one null mode, for example, C such eigenvalues 1Λ(0)==CΛ(0)=0. This means that our network has C disconnected components, here referring to as disconnected clusters. The Laplacian matrix and its eigenvectors in this case are, respectively, a block matrix and block vectors L=diag[1L,,nL,,CL] and Φ(α)=[1Φ(α),,nΦ(α),,CΦ(α)]. Here, we have divided the N nodes into C disconnected clusters with the same number of nodes. Observe that the eigenvector of the nth null mode can include different solutions, but here, we chose purposely the one that has constant entries for the blocks of each cluster

Instead for the eigenvectors of the non-null modes, the only possible solution is

where nΦ(α) is the αth eigenvector of the nth disconnected cluster. We invite the interested reader to refer to  Appendix A for a rigorous derivation of this assertion. For the next step, we weakly connect the C disconnected clusters through a minimal number of links. From a purely perturbative point of view, this means that the former spectrum will be weakly deformed. The first indication of this deformation is that due to the connectedness, the graph Laplacian will have only one zero eigenvalue. All the remaining C1 formerly zero eigenvalues will be different from zero, but very small in value. Also, in terms of equilibrium states, now, we have the only one eigenvector with uniformly distributed entries. So, the question that arises naturally is what happened to the remaining former C1 equilibrium eigenvectors? Their entries will be slightly deformed, too; therefore, the C1 eigenvectors will have almost uniform entries per block. This essential spectral property of weakly disconnected subgraphs will be the basis for developing our method for the emergence of synchronized clusters and cluster chimera states.

As a result of the above reconstruction procedure, we have obtained particular network structures that contain potential candidates of unstable modes with eigenfunctions that have entries within clusters very close to each other. Such networks indeed exist in the literature, and they are known as modular networks.3 They are widespread in many biological and social settings,3 making potentially either the cluster synchronization or the cluster chimera states’ typical emergent behaviors in a wide class of networks. It is also important to emphasize that modularity is the only criterion requested for having clustered Laplacian eigenvectors, but no other characteristics on the modules’ structure are needed. Throughout this paper, modules are identically generated, in the sense that they are outcomes from the same ensemble where we have fixed only the number of modules, their nodes’ number, and the (average) number of intra- and inter-edges. In Fig. 1, we show how the oscillations in a three species reaction–diffusion system change from initially asynchronous (in the left column panels) to synchronous per cluster when the modularity increases (central and right columns panels). Notice that the patterns shown throughout this paper have been obtained integrating the system for 106 integration steps with a time step of 102. In the temporal evolution of the patterns [panels (c) in Figs. 13], the transient will die out soon so that we have shown only the last 500 or 1000 time steps when the patterns have already reached the equilibrium. The pattern is organized in a traveling wave on the ring network where the modularity is absent, but where the network is organized in distinct modules, the species segregate their phases following the clusters they belong to.

The explanation for such behavior can be found in the eigenvectors of the first C1 non-zero eigenvalues, previously introduced, that we denote here as modular eigenvalues. The first of them that we have selected to be unstable in Fig. 1(a₁) is known as the Fiedler eigenvalue, and it is an indicator of the algebraic connectivity of the network.3 As shown in Sec. II, the modular eigenvectors have the unique property of being segregated per module, a feature that, when activated by the corresponding unstable modular eigenvalue, is reflected in the final nonlinear pattern. Besides the modular eigenvalues, we also have the non-modular ones, the remaining NC eigenvalues. Following the perturbative analysis developed so far, it is not possible that non-modular eigenvectors have segregated nonnull entries per module. This means that if a non-modular eigenvalue would be the only unstable mode, then the pattern of such setting would be irregular for a given module and almost not expressed for the rest of them. The linear stability principle, upon which we base our method, allows the extension of pattern selection beyond the single unstable mode case. In fact, if two or more modes are unstable and near the bifurcation threshold, they will compete with each other in the linear regime until the nonlinearities stabilize the pattern shaping. Therefore, one should expect that the patterning outcome will reflect to some extent the shape of the eigenvectors of all the unstable modes involved. To show such behavior, in Fig. 2, we have taken into consideration only two unstable eigenvalues, a modular and a non-modular one. The choice has been such that in the dispersion relation representation, the two modes have comparable real parts. In this way, the two different behaviors will be present to similar levels. In fact, as can be seen from the pattern snapshot taken at some given time, Fig. 2(b), the second module is non-homogeneous in the concentration (of the first species in this case). Consequently, in panel (c), we can observe that this oscillatory pattern will constitute a new state that we name as a cluster chimera. Let us note that the choice for the second module to be incoherent is simply due to the intra- and inter-connections, but other scenarios where different or more incoherent modules are also possible, as can be seen in  Appendix B. Also, both modular and non-modular modes must be unstable because the former is responsible for generating the oscillations in the synchronized clusters and the latter for destroying the coherence in one (or more) modules. Although the results presented in both previous figures have been validated for the case of modules of the same size, in the following, we show that our method is robust even for the case of networks with modules of considerably different in size.

FIG. 2.

Chimera states in modular networks. (a) The dispersion relation shows that in order to obtain chimera states, (at least) two modes, a modular and a non-modular, should be simultaneously unstable. In the inset are shown both real and imaginary parts of the dispersion relation. (b) A comparison between the eigenvectors of the selected unstable modular (red stars) and non-modular (green squares) eigenvalues is shown here vs a snapshot of the pattern (blue circles) of the species u taken at an opportune time to facilitate the comparison. Notice how the irregularity of the non-modular eigenvector at the second module influences also the pattern at equilibrium. (c) The chimera state evolution (last 500 steps) of the first species is shown as a function of time where the second module is incoherent compared to all the remaining four ones. The temporal evolution shows a quite incoherent module I and a light level of incoherence in module II. Nodes of modules III and IV instead oscillate in almost perfect synchrony within their respective groups, while module V is almost as coherent. (d) A graphical representation of the snapshots of the chimera states in the five module network taken at the time step t=9994000 to highlight the chimera state. The model is the same as in Fig. 1, and the parameters used in this case are c1=c3=27.88, c2=c4=15.5, c5=c6=1c7=25.092, c8=3.1σu=σv=0, and σz=5.5. Color bars show nodes’ ui values.

FIG. 2.

Chimera states in modular networks. (a) The dispersion relation shows that in order to obtain chimera states, (at least) two modes, a modular and a non-modular, should be simultaneously unstable. In the inset are shown both real and imaginary parts of the dispersion relation. (b) A comparison between the eigenvectors of the selected unstable modular (red stars) and non-modular (green squares) eigenvalues is shown here vs a snapshot of the pattern (blue circles) of the species u taken at an opportune time to facilitate the comparison. Notice how the irregularity of the non-modular eigenvector at the second module influences also the pattern at equilibrium. (c) The chimera state evolution (last 500 steps) of the first species is shown as a function of time where the second module is incoherent compared to all the remaining four ones. The temporal evolution shows a quite incoherent module I and a light level of incoherence in module II. Nodes of modules III and IV instead oscillate in almost perfect synchrony within their respective groups, while module V is almost as coherent. (d) A graphical representation of the snapshots of the chimera states in the five module network taken at the time step t=9994000 to highlight the chimera state. The model is the same as in Fig. 1, and the parameters used in this case are c1=c3=27.88, c2=c4=15.5, c5=c6=1c7=25.092, c8=3.1σu=σv=0, and σz=5.5. Color bars show nodes’ ui values.

Close modal

The method that we proposed throughout this paper has been successful in the generation and prediction of the cluster synchronization and the cluster chimera states. In this section, we will discuss the robustness of the symmetry-breaking mechanism when the modules’ size is considerably different. We start by considering a simple network model of NW topology of 200 nodes divided into two modules with a number of inter-edges between the modules few on average compared to the intra-edge ones. Keeping a small number of inter-edges compared to the number of intra-edges is a necessary requisite for the validity of the perturbative approach used to justify our method. Initially, the two modules have 100 nodes each as shown in panels (a1)–(a4) of Fig. 3, and we chose the parameters in such a way to obtain a (weak) cluster chimera where module I is weakly incoherent due to a mix of unstable modular and non-modular eigenvectors. Clearly, in this setting, the results shown throughout this work stand firmly, as confirmed by the clear gap between the modular and non-modular set of eigenvalues, panel (a1). Then, we tune the network topology by keeping the same total number of links but changing the size of the modules in the 150 vs 50 ratio. We notice that the first two non-zero eigenvalues’ position slightly shifts to the right, panel (a2) so that the modular eigenvalue increases the spectral gap from the origin yielding a cluster synchronized pattern. When we raise the ratio to 190 vs 10 nodes, respectively, per module, we can observe a neat shift of the modular eigenvalue and a decrease of the gap with the non-modular one, panel (a3). The resulting pattern is made by two synchronized clusters where one of them is slightly incoherent. Such behavior is understandable from the spectral perturbative perspective. In fact, when we have smaller modules, i.e., of 10 nodes as in our case, the action of the unitary weighted interconnection links (that remain invariant in number in all the three examples) over the small module can be considered less perturbative compared to the previous scenarios when such a module was larger, i.e., of 100 nodes. Nevertheless, the results of Fig. 3, in particular, panels (a2), (b2), and (c2) show that the shape of the eigenvectors remains still sufficiently segregated (proportionally to the amount of modularity of the network) to yield an explicit cluster synchronization or chimera states making it an obvious indicator of the robustness of our method.

FIG. 3.

Robustness of the symmetry-breaking mechanism for cluster synchronization and chimera states in modular networks. We have used the Zhabotinsky model as defined in the main text, with parameters c1=c3=27, c2=c4=14.5, c5=c6=1, c7=24.3, c8=2.9, σu=σv=0, and σz=2.6. In the columns from left to right are shown the networks in an increasing ratio between the modules, respectively, from a 100 vs 100 for left panels to a 150 vs 50, middle panels, and concluding with 190 vs 10, right panels. (a1)–(a3) The dispersion relation for the modules of different sizes. In the inset are shown both real and imaginary parts of the dispersion relation. (b1)–(b3) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern chosen at an opportune time. (c1)–(c3) Time evolution of patterns (last 500 steps) for the first species u, from a weakly chimera pattern to a cluster synchronized one. (d1)–(d3) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

FIG. 3.

Robustness of the symmetry-breaking mechanism for cluster synchronization and chimera states in modular networks. We have used the Zhabotinsky model as defined in the main text, with parameters c1=c3=27, c2=c4=14.5, c5=c6=1, c7=24.3, c8=2.9, σu=σv=0, and σz=2.6. In the columns from left to right are shown the networks in an increasing ratio between the modules, respectively, from a 100 vs 100 for left panels to a 150 vs 50, middle panels, and concluding with 190 vs 10, right panels. (a1)–(a3) The dispersion relation for the modules of different sizes. In the inset are shown both real and imaginary parts of the dispersion relation. (b1)–(b3) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern chosen at an opportune time. (c1)–(c3) Time evolution of patterns (last 500 steps) for the first species u, from a weakly chimera pattern to a cluster synchronized one. (d1)–(d3) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

Close modal

To conclude, in this paper, we have studied the problem of the emergence of a new class of chimera states, which we call cluster chimeras, following a cluster synchronization mechanism based on the modular structure of the underlying network. To understand the mechanism that generates these states, we have developed a theoretical framework based on a symmetry-breaking principle. Our approach drastically differs from the standard one widely spread in the literature, where synchronized oscillations arise due to coupled oscillators. Alternatively, we bypass such restriction showing that coherent or incoherent clusters of synchronized oscillations are also possible when the system initially sets on a uniform fixed-point state. In fact, due to a global instability, the system departs from a static homogeneous state and the perturbations associated with each node will be shaped according to the eigenvectors corresponding to the unstable modes of the Laplacian matrix. This linear regime behavior is saturated by the nonlinear terms in the final stage, inheriting the eigenvector characteristics in the spatially extended pattern. As a first step, we show that is possible to reconstruct networked structures that have particular eigenvectors with certain features: they are organized in groups of entries close to each other. Based on a perturbative approach, we prove that these networks have C1 such eigenvectors, denoted as modular ones, where C is the number of their clusters. On the other hand, the remaining NC non equilibrium eigenstates, here called non-modular ones, present irregular shapes. At this point, we could select (at least) two unstable eigenvalues, one modular and one non-modular in the master stability function such that, due to their competition during the pattern formation process, the final result yields a cluster chimera state. On the other hand, if the unstable eigenvalues are exclusively modular ones, then the resulting pattern is made of synchronized clusters. Therefore, modular networks are ideal candidates for possessing clustered eigenvectors of the Laplacian, making our method immediately applicable to this particular setup where chimera states have been numerically observed.35,36 However, in principle, the proposed technique can extend to other families of networks with spectral clustering features. Let us also notice that the symmetry breaking in our model is mainly due to the model’s parameters and its dynamical properties and not simply due to the modular structure of the network. For instance, in Fig. 1 (left column panels), symmetry breaks even in a ring, although there is a total lack of modularity in this case. If symmetry does not break, i.e., there are no unstable modes in the dispersion relation, then the system remains in a stationary homogenous state, independent of whether the network is modular or the modules are identical or of different sizes.

The pattern formation mechanism presents significant advantages: first, and in contrast to classical chimeras, the generation process is robust to the choice of initial conditions.25 The only requirement in this sense is that the systems must be initiated with a random distribution of initial values centered around the stable fixed-point of the aspatial (reactions) system. The latter does not represent a restriction (it varies continuously with the parameters) since it influences neither the spatial nor the temporal properties of the chimera patterns, which depend exclusively on the coupling topology and strengths. Second, patterns that follow such a global instability principle are well known in the literature17,18 to be stable and not transient, which is also observed in our numerical simulations. These two aspects are the main open questions regarding the process through which chimera states emerge. As part of the novelty, in this work, we have particularly studied the case when the coupled dynamical systems are fixed points instead of the usual (nonlinear) oscillators. The main reason for that was because, in this way, it was possible to make use of the solid classical results already existing in the theory of pattern formation. Nevertheless, we believe that the results shown here can also be extended to the case of coupled oscillators. We are confident that our results will shed light on a better understanding of the generation mechanisms and stability of chimera states and also fill the theoretical gap of a mathematical explanation for recent experimental observations in this domain.26 

B.A.S. acknowledges funding from the Irish Research Council under Grant No. GOIPG/2018/3026. The work of J.P.G. and M.A. is partly funded by the Science Foundation Ireland (Grant Nos. 16/IA/4470, 16/RC/3918, and 12/RC/2289 P2) and cofunded under the European Regional Development Fund. A.A. acknowledges financial support from the Spanish MINECO (Grant No. PGC2018-094754-B-C21), the Generalitat de Catalunya (Grant No. 2017SGR-896), the Universitat Rovira i Virgili (Grant No. 2019PFR-URV-B2-41), the Generalitat de Catalunya ICREA Academia, and the James S. McDonnell Foundation (Grant No. 220020325).

The authors have no conflict of interest to declare.

M.A. and B.A.S. contributed equally to this work. All authors discussed the research and approved the manuscript.

The data that support the findings of this study are available within the article.

Starting from a perturbative setting is possible to show that the eigenvector of the nth null mode of C disconnected clusters can select only one of the possible solutions, the one that has constant entries of alternating signs for the blocks of each cluster,

In fact, the most intuitive eigenvector of the null mode is the canonical one,

However, this choice is not possible since it does not respect the perturbative approach once the clusters are weakly connected. To prove that we consider the simple case of two clusters, but the same easily follows for the case of C clusters. The perturbative eigenvalue problem for the canonical eigenvector is now written as

where E12, E21 are the intra-cluster weak coupling, ϵ1, ϵ2 the perturbation of the uncoupled eigenvectors, and λϵ the pertubation of the null mode. From this relation, we obtain the following equalities:

Clearly, since the last relation is not possible, this choice for the eigenvector is not permitted.

On the contrary, for the eigenvectors of the non-null modes, the only possible solution is

where nΦ(α) is the αth eigenvector of the nth disconnected cluster. In fact, if for the two cluster case, we consider as candidate [nΦ(α),1]T, where instead of 1, we could chose any other nonzero vector, from the same reasoning as above, we have

therefore,

This is equivalent to

which again cannot be true. This concludes that the only possible choices for the Laplacian eigenvectors of a network with disconnected clusters are defined as above.

In this section, we will consider the case when the cluster synchronization and chimera states emerge due to the modularity of directed networks. A major contribution of directed networks is due to the fact that the spectrum of the Laplacian matrix is complex, which causes a Turing–Hopf instability in the linear regime, known as topology-driven instability,29 yielding this way oscillatory patterns. Let us remind here that such patterns are not otherwise possible for a two species reaction–diffusion system. Also, the directedness of the networked structure contributes in the increment of chances for the emergence of patterns due to a higher dispersion relation compared to the symmetric network or the continuous domain. For further details, the interested reader should refer to Refs. 29 and 30. It is important also to remind that, in general, a directed networked structure might also be strongly non-normal as observed in many real-world networks.37 In this case, the pattern formation process follows different mechanisms induced by the non-normality of the Laplacian matrix.38 However, we decided to skip such a scenario that goes beyond the scope of this paper and focus on the topology-driven case only.

We start by considering a two species activator–inhibitor model of a reaction–diffusion system. The concentration for the two species is denoted as ui for the activator and vi for the inhibitor and where the index i refers to one of the N nodes. The corresponding equations take the following form:

(B1)

where Du and Dv are the diffusion constants and f(,), g(,) are the two nonlinear functions representing the interaction of the species inside each node i. The spatial interactions on the other side are represented by the diffusion operator with entries Lij, which are a reflection of the topology of the networked support.

To proceed with the stability analysis, we linearize the reaction–diffusion system (B1) around the uniform steady state (u,v),

where here, δu, δv are the vectors of the perturbations. The Jacobian matrix for the reaction terms, evaluated at the equilibrium point, is given by

and the diffusion one for both species is

where O is the N×N zero-valued matrix. We consider the basis of the eigenvectors Φiα, with α=1,,N, of the Laplacian operator L to the corresponding eigenvalues Λα. Due to the asymmetry of the adjacency matrix A, the spectrum Λα is, in principle, complex. In particular, it has been shown in Refs. 29 and 30 that for balanced directed networks, the numbers of incoming edges is equal to the outgoing ones kiout=kiin such that a basis always exists. This will also be the case in the following discussion. In order to solve this linearized system, we expand the perturbations on the basis of the eigenvectors, i.e., δui=α=1NbαΦiα and δvi=α=1NcαΦiα. Following this, it is possible to reduce the 2N×2N system to a 2×2 eigenvalue problem for each value of the node index α=1,,N,

where Jα is the 2×2 extended Jacobian, i.e., JαJ+DΛα where D=diag(Du,Dv), Λα=diag(Λα,Λα). If the real part of λα, known as the dispersion relation, has at least a mode Λα0 for which it takes positive values, then the steady state becomes unstable. Mathematically, this is formalized as

(B2)

where

In the above expression, we have denoted by sgn() the sign function and ()Re, ()Im indicate the real and imaginary parts of the respective function. To proceed further with the calculations, we make use of the definition of a square root of a complex number. By taking z=a+bι, where ι=1 is the imaginary unit, then

The instability sets in when |(trJα)Re|γ, a condition that can be expressed by the following inequality:29 

(B3)

where (ΛRe,ΛIm) span the complex plane where lie the eigenvalues of the Laplacian operator. The explicit form of the polynomials S1, S2 is described by

The above constants are given by

The above system undergoes a Turing–Hopf instability, induced by the (directed) topology of the interaction network. Such a mechanism responsible for the emergence of patterns in directed networks is known as the topology-driven instability.29 In Fig. 4, we show the cluster synchronization phenomenon in a directed modular network where the patterns are triggered by the directedness of the underlying network and the oscillations are as a consequence of a complex spectrum of the Laplacian operator. If apart the unstable modular mode, we could chose also to destabilize one of the non-modular ones, then chimera states would appear in this case as shown in Fig. 5.

FIG. 4.

Cluster synchronization in directed modular networks. The three-species model used to generate the patterns follows that of Brusselator f(u,v)=1(b+1)u+cu2v and g(u,v)=bucu2v16 where the parameters … are fixed and only σz is varying according to the specific case. In the columns from left to right are shown the networks in increasing modularity, from a ring lattice (left) with σz=30 to a strong modular one (right) σz=59 passing through an intermediate modularity (center) σz=4.25. (a) The dispersion relation for the different setting of clusterization of the network where a single unstable mode has been selected. In the inset are shown both real and imaginary parts of the dispersion relation. Let us notice that for a directed network, the (discrete) dispersion relation is always higher than the continuous counterpart. (b) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern taken at an opportune time for comparison. Notice the change in the shape of the eigenvector from a Fourier (discretized) eigenfunction to a cluster segregated one. (c) Last 1000 steps of pattern evolution for the first species u, from a traveling wave in the ring lattice to a cluster synchronized one for the strong modular network. Notice that panel (c2) shows the entire evolution of the pattern, including the transient regime. (d) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

FIG. 4.

Cluster synchronization in directed modular networks. The three-species model used to generate the patterns follows that of Brusselator f(u,v)=1(b+1)u+cu2v and g(u,v)=bucu2v16 where the parameters … are fixed and only σz is varying according to the specific case. In the columns from left to right are shown the networks in increasing modularity, from a ring lattice (left) with σz=30 to a strong modular one (right) σz=59 passing through an intermediate modularity (center) σz=4.25. (a) The dispersion relation for the different setting of clusterization of the network where a single unstable mode has been selected. In the inset are shown both real and imaginary parts of the dispersion relation. Let us notice that for a directed network, the (discrete) dispersion relation is always higher than the continuous counterpart. (b) Comparison between the eigenvectors of the corresponding unstable modes vs a snapshot of the pattern taken at an opportune time for comparison. Notice the change in the shape of the eigenvector from a Fourier (discretized) eigenfunction to a cluster segregated one. (c) Last 1000 steps of pattern evolution for the first species u, from a traveling wave in the ring lattice to a cluster synchronized one for the strong modular network. Notice that panel (c2) shows the entire evolution of the pattern, including the transient regime. (d) Graphical representation of snapshots of the oscillatory patterns. Color bars show nodes’ ui values.

Close modal
FIG. 5.

Chimera states in directed modular networks. We have used the Brusselator model with parameters a=1.5, b=3.2, c=d=1, Du=0.6, and Dv=3.75. (a) The dispersion relation shows that modular and non-modular eigenvalues are simultaneously unstable. In the inset are given real and imaginary parts of the dispersion relation. (b) The chimera state evolution (last 500 steps) for the first species u is shown as a function of time where the last module is incoherent compared to the remaining four ones. Color bars show nodes’ ui values.

FIG. 5.

Chimera states in directed modular networks. We have used the Brusselator model with parameters a=1.5, b=3.2, c=d=1, Du=0.6, and Dv=3.75. (a) The dispersion relation shows that modular and non-modular eigenvalues are simultaneously unstable. In the inset are given real and imaginary parts of the dispersion relation. (b) The chimera state evolution (last 500 steps) for the first species u is shown as a function of time where the last module is incoherent compared to the remaining four ones. Color bars show nodes’ ui values.

Close modal
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