The chaotic milling behaviors of interacting swarms after collision.

We consider the problem of characterizing the dynamics of interacting swarms after they collide and form a stationary center of mass. Modeling efforts have shown that the collision of near head-on interacting swarms can produce a variety of post-collision dynamics including coherent milling, coherent flocking, and scattering behaviors. In particular, recent analysis of the transient dynamics of two colliding swarms has revealed the existence of a critical transition whereby the collision results in a combined milling state about a stationary center of mass. In the present work, we show that the collision dynamics of two swarms that form a milling state transitions from periodic to chaotic motion as a function of the repulsive force strength and its length scale. We used two existing methods as well as one new technique: Karhunen-Loeve decomposition to show the effective modal dimension chaos lives in, the 0-1 test to identify chaos, and then constrained correlation embedding to show how each swarm is embedded in the other when both swarms combine to form a single milling state after collision. We expect our analysis to impact new swarm experiments which examine the interaction of multiple swarms.

Stability of Kuramoto networks subject to large and small fluctuations from heterogeneous and spatially correlated noise.

Oscillatory networks subjected to noise are broadly used to model physical and technological systems. Due to their nonlinear coupling, such networks typically have multiple stable and unstable states that a network might visit due to noise. In this article, we focus on the assessment of fluctuations resulting from heterogeneous and spatially correlated noise inputs on Kuramoto model networks. We evaluate the typical, small fluctuations near synchronized states and connect the network variance to the overlap between stable modes of synchronization and the input noise covariance. Going beyond small to large fluctuations, we introduce the indicator mode approximation that projects the dynamics onto a single amplitude dimension. Such an approximation allows for estimating rates of fluctuations to saddle instabilities, resulting in phase slips between connected oscillators. Statistics for both regimes are quantified in terms of effective noise amplitudes that are compared and contrasted for several noise models. Bridging the gap between small and large fluctuations, we show that a larger network variance does not necessarily lead to higher rates of large fluctuations.

Outbreak Size Distribution in Stochastic Epidemic Models.

Motivated by recent epidemic outbreaks, including those of COVID-19, we solve the canonical problem of calculating the dynamics and likelihood of extensive outbreaks in a population within a large class of stochastic epidemic models with demographic noise, including the susceptible-infected-recovered (SIR) model and its general extensions. In the limit of large populations, we compute the probability distribution for all extensive outbreaks, including those that entail unusually large or small (extreme) proportions of the population infected. Our approach reveals that, unlike other well-known examples of rare events occurring in discrete-state stochastic systems, the statistics of extreme outbreaks emanate from a full continuum of Hamiltonian paths, each satisfying unique boundary conditions with a conserved probability flux.

Critical transition for colliding swarms.

Swarming patterns that emerge from the interaction of many mobile agents are a subject of great interest in fields ranging from biology to physics and robotics. In some application areas, multiple swarms effectively interact and collide, producing complex spatiotemporal patterns. Recent studies have begun to address swarm-on-swarm dynamics, and in particular the scattering of two large, colliding swarms with nonlinear interactions. To build on early numerical insights, we develop a self-propelled, rigid-body approximation that can be used to predict the parameters under which colliding swarms are expected to form a milling state. Our analytical method relies on the assumption that, upon collision, two swarms oscillate near a limit cycle, where each swarm rotates around the other while maintaining an approximately constant and uniform density. Using this approach we are able to predict the critical swarm-on-swarm interaction coupling, below which two colliding swarms merely scatter, as a function of physical swarm parameters. We show that the critical coupling gives a lower bound for all impact parameters, including head-on collision, and corresponds to a saddle-node bifurcation of a stable limit cycle in the uniform, constant density approximation. Our results are tested and found to agree with both small and large multiagent simulations.

Swarm shedding in networks of self-propelled agents.

Understanding swarm pattern formation is of great interest because it occurs naturally in many physical and biological systems, and has artificial applications in robotics. In both natural and engineered swarms, agent communication is typically local and sparse. This is because, over a limited sensing or communication range, the number of interactions an agent has is much smaller than the total possible number. A central question for self-organizing swarms interacting through sparse networks is whether or not collective motion states can emerge where all agents have coherent and stable dynamics. In this work we introduce the phenomenon of swarm shedding in which weakly-connected agents are ejected from stable milling patterns in self-propelled swarming networks with finite-range interactions. We show that swarm shedding can be localized around a few agents, or delocalized, and entail a simultaneous ejection of all agents in a network. Despite the complexity of milling motion in complex networks, we successfully build mean-field theory that accurately predicts both milling state dynamics and shedding transitions. The latter are described in terms of saddle-node bifurcations that depend on the range of communication, the inter-agent interaction strength, and the network topology.

Optimal periodic closure for minimizing risk in emerging disease outbreaks.

Without vaccines and treatments, societies must rely on non-pharmaceutical intervention strategies to control the spread of emerging diseases such as COVID-19. Though complete lockdown is epidemiologically effective, because it eliminates infectious contacts, it comes with significant costs. Several recent studies have suggested that a plausible compromise strategy for minimizing epidemic risk is periodic closure, in which populations oscillate between wide-spread social restrictions and relaxation. However, no underlying theory has been proposed to predict and explain optimal closure periods as a function of epidemiological and social parameters. In this work we develop such an analytical theory for SEIR-like model diseases, showing how characteristic closure periods emerge that minimize the total outbreak, and increase predictably with the reproductive number and incubation periods of a disease- as long as both are within predictable limits. Using our approach we demonstrate a sweet-spot effect in which optimal periodic closure is maximally effective for diseases with similar incubation and recovery periods. Our results compare well to numerical simulations, including in COVID-19 models where infectivity and recovery show significant variation.

Stability of milling patterns in self-propelled swarms on surfaces.

In some physical and biological swarms, agents effectively move and interact along curved surfaces. The associated constraints and symmetries can affect collective-motion patterns, but little is known about pattern stability in the presence of surface curvature. To make progress, we construct a general model for self-propelled swarms moving on surfaces using Lagrangian mechanics. We find that the combination of self-propulsion, friction, mutual attraction, and surface curvature produce milling patterns where each agent in a swarm oscillates on a limit cycle with different agents splayed along the cycle such that the swarm's center-of-mass remains stationary. In general, such patterns loose stability when mutual attraction is insufficient to overcome the constraint of curvature, and we uncover two broad classes of stationary milling-state bifurcations. In the first, a spatially periodic mode undergoes a Hopf bifurcation as curvature is increased, which results in unstable spatiotemporal oscillations. This generic bifurcation is analyzed for the sphere and demonstrated numerically for several surfaces. In the second, a saddle-node-of-periodic orbits occurs in which stable and unstable milling states collide and annihilate. The latter is analyzed for milling states on cylindrical surfaces. Our results contribute to the general understanding of swarm pattern formation and stability in the presence of surface curvature and may aid in designing robotic swarms that can be controlled to move over complex surfaces and terrains.

Delay induced swarm pattern bifurcations in mixed reality experiments.

Swarms of coupled mobile agents subject to inter-agent wireless communication delays are known to exhibit multiple dynamic patterns in space that depend on the strength of the interactions and the magnitude of the communication delays. We experimentally demonstrate communication delay-induced bifurcations in the spatiotemporal patterns of robot swarms using two distinct hardware platforms in a mixed reality framework. Additionally, we make steps toward experimentally validating theoretically predicted parameter regions where transitions between swarm patterns occur. We show that multiple rotation patterns persist even when collision avoidance strategies are incorporated, and we show the existence of multi-stable, co-existing rotational patterns not predicted by usual mean field dynamics. Our experiments are the first significant steps toward validating existing theory and the existence and robustness of the delay-induced patterns in real robotic swarms.

Torus bifurcations of large-scale swarms having range dependent communication delay.

Dynamical emergent patterns of swarms are now fairly well established in nature and include flocking and rotational states. Recently, there has been great interest in engineering and physics to create artificial self-propelled agents that communicate over a network and operate with simple rules, with the goal of creating emergent self-organizing swarm patterns. In this paper, we show that when communicating networks have range dependent delays, rotational states, which are typically periodic, undergo a bifurcation and create swarm dynamics on a torus. The observed bifurcation yields additional frequencies into the dynamics, which may lead to quasi-periodic behavior of the swarm.

Unstable modes and bistability in delay-coupled swarms.

It is known that introducing time delays into the communication network of mobile-agent swarms produces coherent rotational patterns, from both theory and experiments. Often such spatiotemporal rotations can be bistable with other swarming patterns, such as milling and flocking. Yet, most known bifurcation results related to delay-coupled swarms rely on inaccurate mean-field techniques. As a consequence, the utility of applying macroscopic theory as a guide for predicting and controlling swarms of mobile robots has been limited. To overcome this limitation, we perform an exact stability analysis of two primary swarming patterns in a general model with time-delayed interactions. By correctly identifying the relevant spatiotemporal modes, we are able to accurately predict unstable oscillations beyond the mean-field dynamics and bistability in large swarms-laying the groundwork for comparisons to robotics experiments.

Network desynchronization by non-Gaussian fluctuations.

Many networks must maintain synchrony despite the fact that they operate in noisy environments. Important examples are stochastic inertial oscillators, which are known to exhibit fluctuations with broad tails in many applications, including electric power networks with renewable energy sources. Such non-Gaussian fluctuations can result in rare network desynchronization. Here we build a general theory for inertial oscillator network desynchronization by non-Gaussian noise. We compute the rate of desynchronization and show that higher moments of noise enter at specific powers of coupling: either speeding up or slowing down the rate exponentially depending on how noise statistics match the statistics of a network's slowest mode. Finally, we use our theory to introduce a technique that drastically reduces the effective description of network desynchronization. Most interestingly, when instability is associated with a single edge, the reduction is to one stochastic oscillator.

Rare slips in fluctuating synchronized oscillator networks.

We study rare phase slips due to noise in synchronized Kuramoto oscillator networks. In the small-noise limit, we demonstrate that slips occur via large fluctuations to saddle phase-locked states. For tree topologies, slips appear between subgraphs that become disconnected at a saddle-node bifurcation, where phase-locked states lose stability generically. This pattern is demonstrated for sparse networks with several examples. Scaling laws are derived and compared for different tree topologies. On the other hand, for dense networks slips occur between oscillators on the edges of the frequency distribution. If the distribution is discrete, the probability-exponent for large fluctuations to occur scales linearly with the system size. However, if the distribution is continuous, the probability is a constant in the large network limit, as individual oscillators fluctuate to saddles while all others remain fixed. In the latter case, the network's coherence is approximately preserved.

Enhancement of large fluctuations to extinction in adaptive networks.

During an epidemic, individual nodes in a network may adapt their connections to reduce the chance of infection. A common form of adaption is avoidance rewiring, where a noninfected node breaks a connection to an infected neighbor and forms a new connection to another noninfected node. Here we explore the effects of such adaptivity on stochastic fluctuations in the susceptible-infected-susceptible model, focusing on the largest fluctuations that result in extinction of infection. Using techniques from large-deviation theory, combined with a measurement of heterogeneity in the susceptible degree distribution at the endemic state, we are able to predict and analyze large fluctuations and extinction in adaptive networks. We find that in the limit of small rewiring there is a sharp exponential reduction in mean extinction times compared to the case of zero adaption. Furthermore, we find an exponential enhancement in the probability of large fluctuations with increased rewiring rate, even when holding the average number of infected nodes constant.

Hamiltonian Analysis of Subcritical Stochastic Epidemic Dynamics.

We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case. The limiting behavior of the model and approximation are qualitatively different in the subcritical case, requiring a novel analysis of the limiting behavior of the Hamiltonian system away from its deterministic subsystem. This yields a novel, general technique of approximation of the quasistationary distribution of stochastic epidemic and birth-death models and may lead to techniques for analysis of these models beyond the quasistationary distribution. For a classic SIS model, the approximation found for the quasistationary distribution is very similar to published approximations but not identical. For a birth-death process without depletion of susceptibles, the approximation is exact. Dynamics on the phase plane similar to those predicted by the Hamiltonian analysis are demonstrated in cross-sectional data from trachoma treatment trials in Ethiopia, in which declining prevalences are consistent with subcritical epidemic dynamics.

Large order fluctuations, switching, and control in complex networks.

We propose an analytical technique to study large fluctuations and switching from internal noise in complex networks. Using order-disorder kinetics as a generic example, we construct and analyze the most probable, or optimal path of fluctuations from one ordered state to another in real and synthetic networks. The method allows us to compute the distribution of large fluctuations and the time scale associated with switching between ordered states for networks consistent with mean-field assumptions. In general, we quantify how network heterogeneity influences the scaling patterns and probabilities of fluctuations. For instance, we find that the probability of a large fluctuation near an order-disorder transition decreases exponentially with the participation ratio of a network's principle eigenvector - measuring how many nodes effectively contribute to an ordered state. Finally, the proposed theory is used to answer how and where a network should be targeted in order to optimize the time needed to observe a switch.

Epidemic extinction paths in complex networks.

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Asymmetric noise-induced large fluctuations in coupled systems.

Networks of interacting, communicating subsystems are common in many fields, from ecology, biology, and epidemiology to engineering and robotics. In the presence of noise and uncertainty, interactions between the individual components can lead to unexpected complex system-wide behaviors. In this paper, we consider a generic model of two weakly coupled dynamical systems, and we show how noise in one part of the system is transmitted through the coupling interface. Working synergistically with the coupling, the noise on one system drives a large fluctuation in the other, even when there is no noise in the second system. Moreover, the large fluctuation happens while the first system exhibits only small random oscillations. Uncertainty effects are quantified by showing how characteristic time scales of noise-induced switching scale as a function of the coupling between the two coupled parts of the experiment. In addition, our results show that the probability of switching in the noise-free system scales inversely as the square of reduced noise intensity amplitude, rendering the virtual probability of switching an extremely rare event. Our results showing the interplay between transmitted noise and coupling are also confirmed through simulations, which agree quite well with analytic theory.

Hybrid dynamics in delay-coupled swarms with mothership networks.

Swarming behavior continues to be a subject of immense interest because of its centrality in many naturally occurring systems in physics and biology, as well as its importance in applications such as robotics. Here we examine the effects on swarm pattern formation from delayed communication and topological heterogeneity, and in particular, the inclusion of a relatively small number of highly connected nodes, or "motherships," in a swarm's communication network. We find generalized forms of basic patterns for networks with general degree distributions, and a variety of dynamic behaviors including parameter regions with multistability and hybrid motions in bimodal networks. The latter is an interesting example of how heterogeneous networks can have dynamics that is a mix of different states in homogeneous networks, where high- and low-degree nodes have distinct behavior simultaneously.

Epidemic Extinction and Control in Heterogeneous Networks.

We consider epidemic extinction in finite networks with a broad variation in local connectivity. Generalizing the theory of large fluctuations to random networks with a given degree distribution, we are able to predict the most probable, or optimal, paths to extinction in various configurations, including truncated power laws. We find that paths for heterogeneous networks follow a limiting form in which infection first decreases in low-degree nodes, which triggers a rapid extinction in high-degree nodes, and finishes with a residual low-degree extinction. The usefulness of our approach is further demonstrated through optimal control strategies that leverage the dependence of finite-size fluctuations on network topology. Interestingly, we find that the optimal control is a mix of treating both high- and low-degree nodes based on theoretical predictions, in contrast to methods that ignore dynamical fluctuations.

Collective motion patterns of swarms with delay coupling: Theory and experiment.

The formation of coherent patterns in swarms of interacting self-propelled autonomous agents is a subject of great interest in a wide range of application areas, ranging from engineering and physics to biology. In this paper, we model and experimentally realize a mixed-reality large-scale swarm of delay-coupled agents. The coupling term is modeled as a delayed communication relay of position. Our analyses, assuming agents communicating over an Erdös-Renyi network, demonstrate the existence of stable coherent patterns that can be achieved only with delay coupling and that are robust to decreasing network connectivity and heterogeneity in agent dynamics. We also show how the bifurcation structure for emergence of different patterns changes with heterogeneity in agent acceleration capabilities and limited connectivity in the network as a function of coupling strength and delay. Our results are verified through simulation as well as preliminary experimental results of delay-induced pattern formation in a mixed-reality swarm.