J. Math. Biol.

(1987) 25:327-347
Journal o f
Mathematical
Biology
9 Springer-Verlag 1987
Human sl eep and circadian rhythms:
a si mpl e model based on two coupled osci l l ators*
Steven H. Strogatz
Department of Mathematics, Harvard University, Cambridge, MA 02138,
and Department of Mathematics, Boston University, Boston, MA 02215, USA
Abs t ract . We pr opose a model of t he human ci rcadi an system. The sl eep- wake
and body t emper at ur e r hyt hms are assumed t o be dri ven by a pai r of coupl ed
nonl i near oscillators descr i bed by phase vari abl es alone. The novel aspect of
t he model is t hat its equat i ons may be sol ved analytically. Comput er simula-
t i ons are used t o test t he model agai nst sl eep- wake dat a pool ed f r om 15
studies of subjects living f or weeks in unschedul ed, t i me-free envi ronment s.
On t hese tests t he model per f or ms about as well as t he existing model s,
al t hough its mat hemat i cal st ruct ure is far simpler.
Key words: Sl eep - - Ci r cadi an - - Huma n - - Model - - Osci l l at or
1. I nt r oduc t i on
In t he first hal f of this decade, t he t i me seemed ri pe f or mat hemat i cal model i ng
of t he human sl eep- wake cycle. Czeisler [8, 9] and Wever [38] had recent l y
summar i zed t he results of years of " f r ee- r un" experi ment s, in whi ch subjects had
lived al one f or weeks or even mont hs in clockless chambers, eating and sleeping
when t hey pl eased, i sol at ed f r om t he ext ernal l i ght - dar k cycle and t he ot her 24-h
peri odi ci t i es of t he out si de worl d. The exper i ment al dat a reveal ed some striking
and unexpect ed regularities in t he t i mi ng of t he subjects' spont aneous sleep
epi sodes, l eadi ng Wi nfree [42] to write: " A Roset t a St one has appear ed in our
mi d s t . . . " .
In this at mospher e of exci t ement , a number of mat hemat i cal model s were
bor n [12, 22, 26, 27, 31, 34, 35, 43]. All post ul at ed at least a pai r of oscillators in
or der to expl ai n t he phe nome non of "s pont aneous i nt ernal desynchr oni zat i on"
[1, 8, 38] bet ween t he sl eep- wake cycle and vari ous aut onomi c ci rcadi an rhyt hms.
Dur i ng i nt ernal desynchr oni zat i on, a f r ee- r unni ng subj ect unknowi ngl y lives on
a " d a y " whi ch is 30-50 h long, while body t emper at ur e and neur oendocr i ne
vari abl es cont r ol l ed by t he ci rcadi an pacemaker cont i nue to oscillate wi t h a stable
* Supported by NIGMS Grant No. 5-R01-GM-30719-03
328 S.H. Strogatz
per i od of 24-25 h. This st range phenomenon has no count er par t in or di nar y life.
In t he out si de worl d, t he dual osci l l at or st ruct ure of t he ci rcadi an system is
conceal ed - - f or t hose of us on a regul ar schedul e, t he ci rcadi an and sl eep- wake
rhyt hms are t ypi cal l y phase- l ocked to one anot her and t o t he 24-h envi ronment .
It is onl y duri ng a di sr upt i on of our usual schedul e, as a resul t of j et lag or
a rot at i ng shift work schedul e, t hat t he i nt er pl ay among t he sl eep- wake cycle,
t he ci rcadi an cycle and t he envi r onment becomes all t oo apparent . The effects
of j et lag, shift work schedul es, and i nsomni a have great clinical and economi c
i mpor t ance, affecting millions of peopl e each year [30], and t hese pr ovi de some
of t he pri nci pal mot i vat i ons f or research on human sleep and ci rcadi an rhyt hms.
Since t he initial flurry of t heoret i cal wor k on t he sl eep- wake cycle, t he debat es
bet ween t he pr oponent s of t he vari ous model s have been lively [24, 28, 39, 42]
but little consensus has emerged. Ther e seem to be t wo obstacles. First, t he
aut hors have t est ed t hei r model s against di fferent sets of dat a, and have expressed
doubt s about t he rel i abi l i t y of t he dat a used by others. In an at t empt t o r emedy
this pr obl em, we have r ecent l y r eanal yzed much of t he wor l d l i t erat ure on i nt ernal
desynchr oni zat i on [34, 36], t he one phe nome non whi ch all model er s consi der to
be of pr i me t heoret i cal i mpor t ance. The rules of sl eep- wake timing ext ract ed
f r om t hose dat a will be used oft en in what follows.
A second obst acl e in t he way of consensus is t hat most of t he existing model s
have a nonl i near mat hemat i cal structure, r ender i ng anal yt i cal wor k difficult and
forci ng one to resort to compar i ng comput er si mul at i ons agai nst act ual experi -
ment al records. Even when t he mat ch bet ween t heor y and exper i ment appear s
good, one is left wo n d e r i n g - - d o e s t he accur acy of t he fit reveal some essential
"cor r ect ness" of t he model , or coul d al t ernat i ve model s have done as wel l ?
The pur pose of this article is to pr opos e a simple model of t he human
sl eep- wake cycle. It is not i nt ended to be realistic in detail, but onl y to capt ure
t he key feat ures of t he exper i ment al phenomena. The novel aspect of t he model
is t hat its equat i ons may be sol ved exactly. The resulting anal yt i cal t r anspar ency
allows us to sort out whi ch of t he obser ved phenomena fol l ow f r om simple
mat hemat i cal consi derat i ons al one, as di st i nct f r om t hose whi ch requi re some
addi t i onal bi ol ogi cal expl anat i on.
The r emai nder of this paper is organi zed as follows. Sect i on 2 reviews t he
mai n findings of free-run experi ment s. In Sect. 3, we pr opose and anal yze a new
model of t he human sl eep- wake Cycle. It is t est ed against bot h dat a and ot her
model s in Sect. 4. The di scussi on in Sect. 5 i ndi cat es t he limitations of t he present
study, its rel at i on to earl i er work, and di rect i ons f or fut ure research.
The analysis pr esent ed in this paper is dr awn f r om my doct or al thesis,
publ i shed as [34]. In part i cul ar, Sect. 3 and t he Appendi ces are t aken essentially
verbat i m f r om [34], pp. 157-171. Sect i on 4 is a synopsi s of results di scussed in
[35] and in Chap. 7 of [34].
2. Experimental background
Fr ee- r un studies of human subjects began in t he 1960's [ 1, 32] fol l owi ng a decade
of vi gorous research on ci rcadi an rhyt hms in plants and animals. The free-run
Mo~tel of human sleep-wake cycle 329
pr ot ocol is desi gned to hi ghl i ght t he endogenous gener at i on of ci rcadi an rhyt hms
by shi el di ng t he organi sm f r om 24-h t i me cues and envi r onment al cycles. Onl y
aft er this simplest si t uat i on is under st ood does one t ry t o charact eri ze t he i nfl uence
of t he l i ght - dar k cycle and ot her ext ernal synchroni zers on t he ci rcadi an system 9
Fi gure 1 shows t he sl eep- wake r ecor d of one of t he l ongest f r ee- r un studies
ever conduct ed [33]. In t hat experi ment , Mi chel Siffre spent six mont hs al one in
a cave. His account of t hat harrowi ng exper i ence [33] is unf or get t abl e readi ng,
i ncl udi ng encount er s wi t h bat guano, mi ce, near-sui ci dal depressi on, and an
electrical shock del i vered t hr ough car di ac el ect rodes t hat he happened to be
weari ng dur i ng a lightning storm. All in t he name of science - - Siffre was hi msel f
t he l eader of t he research t eam, as well as t he subject.
As shown in Fig. 1, f or t he first 35 days of t he experi ment , Siffre lived on a
fairly regul ar 26-h schedul e, rising and retiring about t wo hour s l at er each day.
On day 37, he uni nt ent i onal l y ski pped his expect ed bedt i me, and st ayed up f or
several ext ra hours 9 He t hen slept and slept 9 This odd pat t er n of l ong wakes and
sleeps occur r ed i nt ermi t t ent l y f or t he next mont h. Spont aneousl y on day 63 he
revert ed to t he 26-h " day" . Aft er 9 mor e weeks, "wi l d var i at i ons" [33] appear ed
agai n on day 130, and cont i nued in a "seemi ngl y r andom pat t er n" f or 20 days.
E
" z -
O -
R
1.1.1
O
C ~
Fi g. 1. Sleep-wake record of Siffre's [33] time-
isolation study in Midnight Cave, Texas, 1972.
Black bars represent time when subject was
asleep. Each sleep episode is plotted twice:
beneath the previous episode and also to the
right of it. This "double raster-plot"
emphasizes the continuity in the data across
the artifactual edge at 24:00 h. Internal de-
synchronization occurs spontaneously after
day 37 and again after day 130 (see text)
Ti me of Day
2r 1200 24:00 12:.00 24~0
0 - -
1 0 -
2 0 -
3 0 -
4 0 -
6 0 -
7 0 -
8 0 -
9 0 -
100 -
1 1 0 -
1 2 0 -
] 3 0 - - -
140- -
150
1 6 0 - -
170 - -
I
m
= _ _
i
I
!
i
i
- - i
330 s.H. Strogatz
These again gave way (day 150) to a 26-h day, which persisted until the end of
the experiment.
The-means for decodi ng records such as Fig. 1 have been furni shed by Czeisler
[8, 9] and Wever [38]. They and their colleagues have conduct ed free-run
experiments in settings far more hospi t abl e t han Sitire' s cave - - their experiments
take place in soundpr oof ed, windowless apartments. The subjects in Czeisler' s
studies have their rectal t emperat ure recorded cont i nuousl y. Ti ny samples of
bl ood are drawn frequent l y t hrough an i ndwel l i ng catheter and moni t ored for
hor mone levels, and the subjects' brai n waves are recorded while t hey sleep.
Czeisler' s work [8, 9] demonst rat es t hat the circadian cycle, most promi nent l y
marked by the body t emperat ure rhyt hm, is the key to deci pheri ng the timing of
sl eep-wake patterns in free-run. For example, the mi ni mum of the t emperat ure
cycle has been shown to coincide with a time of mi ni mum alertness and a
maxi mum t endency to fall asleep [9]. Free-runni ng subjects usual l y go to bed
when their t emperat ure cycle reaches its t r o u g h - - i n this case, the sl eep-wake
and t emperat ure rhyt hms remai n "i nt ernal l y synchroni zed" even t hough external
synchroni zat i on to the 24-h clock has been lost. In Fig. 1, the first 35 days
correspond to a state of i nt ernal synchroni zat i on.
Even when the sl eep-wake cycle spont aneousl y desynchroni zes from the
circadian t emperat ure cycle, there is still an ongoing circadian modul at i on of
sleep. To emphasize this modul at i on, the records of four of Czeisler' s [8] desyn-
chronized subjects have been repl ot t ed on a circadian basis (Fig. 2). Each record
is pl ot t ed modul o the peri od of the subject' s circadian t emperat ure cycle, with
phase 0 defi ned as the mi d-t rough of the subject' s average t emperat ure cycle.
Thus points on the same vertical line correspond to the same phase of the circadian
cycle.
It now becomes apparent t hat there are regularities which are consistent across
i nt ernal l y desynchroni zed subj ect s: (1) Long sleep episodes begin near high
t emperat ure, and shorter sleep episodes begin near the t emperat ure trough. (2)
Al most all awakenings occur on the rising limb of the t emperat ure cycle, and
practically none occurs in the quarter-cycle before the t emperat ure mi ni mum.
(3) Many sleep episodes begin at one of two peak phases in the circadian
c yc l e - - near the t emperat ure trough, or j ust before the t emperat ure maxi mum.
There are also two zones (stippled bands) in whi ch the subjects rarely fall asleep.
These and other regularities were f ound [34] to be present t hr oughout the
world literature on i nt ernal l y desynchroni zed subjects. Four such regularities are
shown in Fig. 3, which cont ai ns dat a pool ed from 15 desynchroni zed subjects
[36]. Not i ce t hat the durat i ons of sleep, prior wakefulness, and the wake-sl eep
cycle are all highly dependent on the phase of the circadian cycle at bedtime.
For example, when bedt i me occurs near the phase of maxi mum t emperat ure, the
preceding wake episode (Fig. 3b) and the subsequent sleep episode (Fig. 3a)
bot h t end to be long, and hence t hey sum to a l ong wake-sl eep cycle length (Fig.
3c). Ot her interesting features of Figs. 3a-c are the steep vertical sections of data,
representing phases at whi ch sleep or wake durat i ons are di scont i nuous or even
doubl e-val ued [15, 36, 43].
In the next section, we show t hat a simple model can i l l umi nat e these empirical
relationships. In particular, the relation bet ween sleep length and circadian phase
of sleep onset (Fig. 3a) is discussed as a test case in Sect. 3.5.
Model of huma n s l eep- wake cycl e 331
.Jo
E
c
(,~
P h a s e o f c i r c a d i a n cycl e
1
5
10
15
20
25
30
35
40
45
Fig. 2 a- d. Doubl e rast er pl ot s of f our o f
Czei sl er ' s [8] i nt ernal l y des ynchr oni zed
subj ect s. As in Fig. 1, bl ac k bar s r epr esent
sl eep. Rast ers are nor mal i zed wi t h r espect to
per i od and phas e of each subj ect ' s average
t emper at ur e r hyt hm, t o s how rel at i on of sl eep
t i mi ng and dur at i on rel at i ve t o ci r cadi an
t emper at ur e cycle. St i ppl e d b a n d s s how zones
wher e subj ect s rarel y fall asl eep, e Average
wavef or m of body t emper at ur e ( mean
s t andar d error) f or t he f our subj ect s of a - d
180 0 180
Phase of circadian cycle (degrees)
332
B o d y
t e m p e r o t u r e
( s c h e m a t i c )
S l e e p
length
(hours)
2 5
2 o t
~ 5 4 , ~ : , . . . : : ~ : . , . . .
P r i o r
w a k e
l e n g t h
( h o u r s )
4 0 : ' " : " : i ' - ' ' : "
3 0 " . ~ " . : : " : . . " . " . ' : ~ " . : : " ' : . . " ,
.,.~ .....?,.:.-:... >..,..~:,: .: ~:~,.:. ..,.: .~
20 . . . . "" " . " " " 9 . . . . . . " " ' "
C y c l e
l e n g t h
(hours)
R e l a t i v e
f r e q u e n c y
I--- L O N G - ~
50 3 ......-..~ ......-..~
9 : ' : " ~ " " - ~ : ~ . ; . ~. ' . i ' " c
4 0 t : : ~ ' ~ : ~ i ! : : : ' : : ; " : ' ' i ' i ! : : ~ ; : " : ; :
30 "~:v.:.:.:' 9 '..-..~'~%:.;,.. "-.~
- ~ . . ~ . ~ . - . ? . . . . . . : : , . . ~ - ? . . . , . . - ' . ' . , ; ~ .
_ , t ,
0 2 5 2 5
P h a s e o f t e m p e r a t u r e c y c l e o f s l e e p o n s e t
( c i r c a d i a n h o u r s )
S. H. Strogatz
Fig. 3 a-d. The phase of the circadian
temperature cycle at bedtime is related to: a
the length of the subsequent sleep episode; b
the length of the preceding wake episode and c
the combined wake-sleep cycle length, d Sleep
onsets are distributed bimodally in the
circadian cycle. A frequency of 1 corresponds
to the mean across all phases. The s hade d and
ope n par t s ,of the histogram correspond to the
LONG and SHORT cycles in e, respectively.
Here and henceforth, period of average
temperature cycle is divided into 25 "circadian
hours". N = 359 sleep episodes, pooled from
15 subjects listed in [36] (Reprinted from [36],
with permission)
3. PHASE model
3. 1. I nt r oduc t i on
We now pr opose one of the si mpl est possi bl e di fferent i al equat i on model s of t he
huma n ci r cadi an system. It is based on t wo pacemakers, one mani f est ed by the
ci rcadi an r hyt hm of body t emper at ur e and t he ot her by the sl eep- wake cycle.
The pacemaker s are assumed to be coupl ed i n such a way t hat each accelerates
or slows t he other, dependi ng onl y on t hei r mut ual phase rel at i on. Because this
model i gnores such vari abl es as ampl i t ude and consi ders onl y phase, it will be
cal l ed t he PHASE model .
The mat hemat i cal si mpl i ci t y of our model stems from the assumpt i ons t hat
its const i t uent oscillators have ci rcul ar state spaces and t hat t hey i nt eract t hr ough
phase differences onl y. Thi s conveni ent mat hemat i cal st ruct ure has been expl oi t ed
Mode l o f h u ma n s l e e p- wa ke cycl e 333
by model ers of various physi ol ogi cal oscillations. To ment i on j ust a few examples,
phase model s have been proposed in the cont ext of ci rcadi an activity rhyt hm
splitting in rodent s [13, 21, 25], flashing rhyt hms of fireflies [17], frequency
pl at eaus in the intestine [ 16], and swi mmi ng rhyt hms cont rol l ed by central pat t ern
generators in fish [7, 23]. The model present ed here extends this approach to
human sleep and ci rcadi an rhyt hms.
3.2. Model structure
The structure of the PHASE model is summari zed in Fig. 4. The phases of the
two oscillators are denot ed 01, 02. Al t hough the phases are real numbers, we
oft en regard t hem as points on the circle of uni t circumference. The governing
equat i ons are
01 = (.01 - - C 1 c o s 2 7 ( 0 2 - 01) ( l a)
02 = w2+ C2 cos 2~'(01 - 02) (l b)
where
and
to1, w2 are intrinsic frequencies
C1, C2 are coupl i ng strengths.
The overdot signifies time differentiation. All the paramet ers are t aken to be
non-negative. The chosen form of the coupl i ng is such t hat the first oscillator
slows down and the second speeds up when t hey are in phase. This propert y is
suggested by the observed modul at i ons of sl eep-wake cycle lengths (e.g. Fig. 2d)
as the activity and t emperat ure rhyt hms cross t hrough each ot her duri ng i nt ernal
desynchroni zat i on.
Temperature Sleep-wake
oscillator oscillator
temperature sleep onset
g:
C o u p lin g
01 = ( d l - C ! COS 2 T ( 0 2 - 0 1 ) 0 2 = ( d 2 + C 2 C O S 2 " t r ( 0 1 - 0 2 )
Fig. 4. St r uct ur e o f t he PHASE model . Sl e e p- wa ke a nd t e mpe r a t ur e r hyt hms ar e cont r ol l ed by di fferent
" p h a s e - o n l y " osci l l at or s, but t hes e osci l l at or s ar e coupl ed. Low t e mpe r a t ur e occur s wh e n 01 = 0 a n d
sl eep occur s wh e n 0 <~ 02 <~ F, wher e F is a pa r a me t e r cont r ol l i ng t he sl eep f r act i on. Not e t ha t al l
p h a s e s ar e r egar ded as real n u mb e r s ( mo d 1)
334 S . H. St r oga t z
We adopt t he convent i ons t hat osci l l at or # 1 drives t he ci rcadi an t emper at ur e
r hyt hm and osci l l at or # 2 drives t he sl eep- wake cycle. Sleep is defi ned to occupy
some f r act i on F of t he 02 circle:
0 2 = 0 a t sleep o n s e t
( e )
02 = F at wake-up.
Her e 0 ~ < F<~ 1, and t ypi cal l y F - 1 / 3 , since peopl e sleep about a t hi rd of t he
time. Since sleep onset duri ng i nt ernal synchr ony occurs near l ow t emper at ur e
[8, 38], we t ake 01 = 0 as ci rcadi an phase 0, t he mi ni mum of t he endogenous
t emper at ur e cycle.
3.3. Synchrony
To st udy t he synchr oni zat i on and desynchr oni zat i on of t he const i t uent oscillators,
consi der t he phase di fference
~b = 01- 02. (3)
Subt ract i ng t he equat i ons in (1) we see
= 12 - C cos 2~r~b (4)
where
12 = tOl-W2 (5a)
C = C1 + C2> 0. (5b)
Her e 12 is t he di fference of t he intrinsic frequenci es of t he t wo oscil)ators and C
is t he t ot al coupl i ng in t he system.
Synchr ony is enf or ced when t he t ot al coupl i ng C is l arger t han t he magni t ude
1 1 2 1 of t he f r equency di fference, so t hat ~ = 0 has a sol ut i on. Ot herwi se t he
phase-di fference ~b cont i nues to grow as one osci l l at or peri odi cal l y overt akes t he
other. This desynchr oni zed case will be consi der ed in Sect. 3.4. For now consi der
t he synchr oni zed case, i.e., assume
k = C > 1. (6)
Then t he i nt ernal l y synchr oni zed phase rel at i on 0* is obt ai ned by solving (4)
f or ~ = 0:
---- 4 - - - COS- ~b* . (7)
27r
These are t wo sol ut i ons i mpl i ci t in (7); t he stable one is t hat f or whi ch d~/d~ < O.
Her e t he range of cos -1 is t aken as [0, ~-], so
~b* = ( - 1/ 2~- ) cos- 1( 12/ C) (8)
is t he stable solution.
Model of human sleep-wake cycle 335
Using (7) we can also find the "compr omi se" frequency w* adopt ed by the
synchroni zed system. Duri ng i nt ernal synchrony (1) becomes
02 = (-02 "~- C 2 ( ~ - ) . ( 9 b )
Since tJl = 02 = w* duri ng synchrony, either of these two expressions simplifies to
00" - CLW2+ C2Wl
CI_{_ C 2 ( 1 0 )
This frequency differs from the intrinsic frequencies o)1 and ~o2 by amount s AWl
and A(.o 2:
Awl = w* -- Wl = - C 1 ~ / C (1 l a)
and
A w 2 = w * - - w2 = C 2 ~ / C. ( l l b)
Not e t hat duri ng synchr ony the oscillators' frequencies are shifted from their
intrinsic values in pr opor t i on to the coupl i ng strengths:
ao.) 1 C ~
Aw2 = " (12)
Estimates of the absol ut e magni t udes of the paramet ers C1, C2, for human
subjects are obt ai ned in Appendi x A.
3. 4. De s y n c h r o n y
Equat i on (4) corresponds to desynchr ony when k < 1, i.e. when C<]S2]. The
phase difference q~ bet ween the oscillators always increases, sometimes slowly
and somet i mes rapidly, exhibiting what circadian biologists call "i nt ernal relative
coor di nat i on" [8, 38]. The oscillators peri odi cal l y move t hrough a full cycle of
mut ual phase relations, wi t h a "beat " f r equency/ 3, obt ai ned as follows. From
(4) the t i me requi red for qJ to change from 0 to 1 is 1//3, given by
f l / ~ f01 dO
1/ f l = dt =
J0 *2 - C cos 2rr~0
= ( 0 2 - C 2 ) - 1 / 2 . (13)
(For a deri vat i on of the beat frequency, see Appendi x B.) Hence the beat
f r equency/ 3 satisfies
/ 3 = ( n 2 _ c 2 ) 1 / 2
[ C2,~ - 1 / 2
= I 2~1- ~- ~) . (14)
Two special cases:
(i) For C = 0, the beat frequency reduces t o/ 3 = ~ = Wl - o~2, the noni nt erac-
tive beat frequency.
3 3 6 S . H . S t r o g a t z
(ii) As C + 1121,/3 + 0 accordi ng to a square r oot dependence (14). Thus t he
t endency to synchroni ze grows rapi dl y as C appr oaches t he critical coupl i ng.
An anal yt i cal l y conveni ent special case of t he model is t hat in whi ch C1 = 0,
i.e. t here is no f eedback ont o t he ci rcadi an pacemaker . As di scussed in Appendi x
A this is a r easonabl e first appr oxi mat i on, and it will be assumed in what follows.
Let t he arbi t rary zero of t i me be chosen such t hat 01(0) = 0. Then scaling t i me
such t hat
wa = l (15)
we obt ai n
8 1 ( t ) = t . ( 1 6 )
As shown in Appendi x B, Eq. (4) may be sol ved exact l y to yi el d a compl i cat ed
(but monot oni c and hence invertible) f unct i on ~0(t). Rat her t han writing this
f unct i on explicitly here, it will be r ef er r ed t o si mpl y as ~b(t).
Havi ng sol ved f or 81(t) and ~( t ) , we obt ai n 82(0:
02( t ) =Ol ( t ) - qt ( t )
= t - ~b(t). (17)
3.5. Model prediction of an empirical relationship
It woul d be pl easant i f t he model ' s predi ct i ons of vari ous empi ri cal rel at i ons
coul d be ext ract ed explicitly f r om t he sol ut i ons t o t he model equat i ons. Unf or t u-
nat el y, onl y implicit sol ut i ons are possible. For exampl e, consi der t he model ' s
pr edi ct i on of t he dependence of t he dur at i on p of t he sleep epi sode on t he phase
~bs of t he ci rcadi an t emper at ur e cycle at sleep onset. As di scussed bri efl y in Sect.
2 (Fig. 3a) t he exper i ment al finding is t hat sleep epi sodes begi nni ng near t he
t emper at ur e t r ough t end to be short ( - 7 h), while t hose begi nni ng near t he
t emper at ur e maxi mum are l ong ( - 1 5 h). The robust ness of this ~bs : p rel at i onshi p
came as a surprise, and has been di scussed ext ensi vel y in t he l i t erat ure [9, 15,
22, 36, 41-44]. Many t heoret i ci ans have used it as a benchmar k t o test t hei r
model s [11, 12, 22, 26, 35, 43]. Hence it is of interest to derive t he f or m of t he
~hs : p rel at i onshi p pr edi ct ed by t he PHASE model .
Accor di ng to t he convent i ons est abl i shed in (2), sleep dur at i on/ 9 is given by
t he time r equi r ed f or 02 to move f r om 0 to F. The ci rcadi an phase qSs of sleep
onset is gi ven by 01 when 02---0. To cal cul at e t he qSs : p rel at i onshi p it is most
conveni ent to choose a new origin of time, wi t h t = 0 at sleep onset, i.e.
82(0) = 0 (18a)
81(0) = 4~, (18b)
I / / ( 0 ) = 8 1 ( 0 ) - - 8 2 ( 0 ) = ( b s " ( 1 8 C )
Now to find t he t i me at whi ch wake-up occurs, we seek p such t hat
82(p) = F (19a)
Model of human sleep-wake cycle 337
O ~ ( p ) = q b s + p (19b)
@ ( p ) = cks + p - F . (19c)
Toge t he r (18c) a nd (19c) cons t i t ut e an i mpl i ci t set o f e qua t i ons f or p, as a f unc t i on
o f ~bs a nd F. Becaus e o f t he t r i gonome t r i c f o r m o f @ (see Eqs. (B14), (B15) o f
A] apendi x B), t he s ol ut i on f or p r equi r es gr a phi c a l or nume r i c a l t echni ques 9
On e s uch gr aphi cal me t h o d is i ndi c a t e d i n Fi g. 5. As s hown i n Sect. 3.4 a n d
Ap p e n d i x B, t he gove r ni ng equat i ons , wi t h C] -- 0, ma y be i nt egr at ed exact l y t o
yi el d t he cur ves 02( 0 a n d @(t). I ni t i al c ondi t i ons wer e 0~( 0) = 02(0) = 0, and t he
i nt e gr a t i on c o n t i n u e d unt i l all mut ua l pha s e r el at i ons @ be t we e n 0 a nd 1 h a d
be e n at t ai ned. Thus all pos s i bl e c i r c a di a n pha s e s o f sl eep ons et ar e at t ai ned,
si nce ~b~ = ~ wh e n 02 = 0. TO f i nd p(~b,), we f ol l ow a mul t i - s t ep p r o c e d u r e (Fi g. 5):.
(i) Ch o o s e the, t he p h a s e o f sl eep onset .
(ii) Fi nd t s s uch t ha t O ( t ~ ) = ~bs. Thi s is al ways pos s i bl e si nce @ is i nvert i bl e.
(iii) Re ga r di ng t~ as t he t i me o f sl eep onset , fi nd ( t he first) t~ s uch t hat
0 2 ( t w ) = 02(t, ) + E
(iv) Thus t~ r epr es ent s t he t i me o f wa k e - u p a nd so p = t w - t s . As Fi g. 5b
r eveal s, l ong sl eeps ar i se wh e n t he pha s e o f mi d- s l eep falls ne a r t he i nf l ect i on
poi nt o f 02(t). Thus t he l onges t sl eeps ar e pr e di c t e d t o begi n i n t he first h a l f o f
t he c i r c a di a n cycl e ( Fi g. 5c), as obs e r ve d i n r eal da t a (Fi g. 3a). Fi gur e 5c al so
mi mi cs t he s he a r e d s i nus oi dal s ha pe o f t he obs e r ve d qS~ : p r el at i on (Fi g. 3a).
The st eps o f t he gr a phi c a l c ons t r uc t i on can be s umma r i z e d i n t er ms o f @-~
a nd 02 ~, t he i nver se f unc t i ons t o @ ( t ) a n d 0 2 ( t ) , r espect i vel y. ( We ha ve not yet
s h o wn t ha t 02 is i nver t i bl e - - see Ap p e n d i x B f or t he c ondi t i ons u n d e r whi c h it
0 . 8
~ , ( t ) 0.6 Giv(~ ~ ,
OA r f i n d t s ~
@s= 0.2F'""-""-:>#
: t i m e
I
i Q F i n d 8 2 ( t s )
~ " t ~ t i i m ~ ~ } F ~ 8z (tw ' " 8?ie:t ts:
I I
t i m e
t s t w
" - - . . | i p = , t , i
( ~ P l o t ( ~ s ' P ) f o r d i f f e r e n t ~ s
/
s le e p
l e n g t h l
p ..'" .. c
( ~ " 9 1 4 9 1 4 9 1 4 9
, 9 1 4 9 1 4 9 9 1 4 9 . . . . . . .
i
o , e = O . a * s i
c i r c o d i o n p h o e e o f s l e e p o n s e t
Fig. 5 a-c. Graphical construction of ~b s : p relationship in PHASE model. The method is illustrated
for ~s = 0. 2- 5 h after the temperature minimum, a The time t s corresponding to ~s = 0.2 is located
on the ~0 (t) curve, b The phases 02( t s) and 02(ts) + F are obtained. They represent the beginning and
end of sleep. Wake-up occurs at t = tw; hence sleep length p = t w - t~. c The point (6s, P) is plotted,
for a sequence of different 4~ values. Compare Fig. 3a
338 S.H. Strogatz
is.) For not at i onal simplicity, let
g=~O -1 and h=021. (20)
Fr om step (ii) above,
Fr om step (iii),
Thus
g ( c h s ) = ts. (21)
tw = h ( O2( t~) + F ) = h ( O2 ( g ( qbs) ) + F ) . (22)
p ( ( a s ) = h ( O2 ( g ( g a ~ ) ) + F ) - g ( g a s ) . (23)
Equat i on (23) is t he first i nst ance of an exact expr essi on f or t he ~bs : p rel at i on
deri ved f r om a mat hemat i cal model of t he sl eep- wake cycle.
4. Testing the PHASE model against data and other models
4 . 1 . S t r a t e g y
In this sect i on t he PHASE model is t est ed against exper i ment al dat a on t he t i mi ng
and dur at i on of sleep epi sodes r ecor ded duri ng i nt ernal l y desynchr oni zed free-run
(see Sect. 2). To gain perspect i ve on t he model ' s per f or mance, we compar e its
predi ct i ons to t hose of t he t wo l eadi ng model s [12, 26], bot h of whi ch are mor e
sophi st i cat ed t han t he PHASE model . For t he sake of f ur t her compar i son, we
also i ncl ude t he predi ct i ons of a f our t h model , whi ch is even si mpl er t han t he
PHASE model .
Ot her aut hors have not at t empt ed this sort of compar at i ve analysis, but we
bel i eve it yields cert ai n i mpor t ant insights not ot herwi se available. For exampl e,
bot h Kr onauer et al. [26] and Daan et al. [12] cl ai m t hat t hei r model s pr ovi de
a good fit to t he dat a (Fig. 3a) relating sleep dur at i on to ci rcadi an phase of sleep
onset [9, 36, 44]. The pr obl em is t hat we have no way of knowi ng a p r i o r i whet her
t hat test is a di scri mi nat i ng o n e - - per haps many ot her model s coul d do as well.
A compar at i ve analysis allows us to distinguish mi l d tests f r om st ri ngent ones,
and provi des a rat i onal basis f or t he eval uat i on of model s.
Because such a compar at i ve analysis of model s of t he sl eep- wake cycle is
pr esent ed in detail el sewhere [34, 35], onl y a br i ef di scussi on is offered here. It
begi ns with a r e v i e w of t he ot her model s and t hen tests t hem against dat a on t he
dur at i on of sleep, t he t i mi ng of wake-up, and t he timing of sleep onset.
4 . 2 . O t h e r m o d e l s o f i n t e r n a l d e s y n c h r o n i z a t i o n
The model of Kr onauer et al. [26, 27] post ul at es t hat t he human ci rcadi an system
is domi nat ed by t wo mut ual l y coupl ed, weakl y nonl i near van der Pol oscillators,
Model of human sleep-wake cycle 339
x and y. The ci rcadi an pacemaker (x) st rongl y influences t he sl eep- wake r hyt hm
gener at or ( y) , and receives f eedback f r om it whi ch is small but significant.
Desynchr oni zat i on bet ween x and y occurs as a resul t of an assumed spont aneous
l engt heni ng of t he i nt ri nsi c per i od of y. The mai n di fference bet ween this model
and t he PHASE model is t hat t he van der Pol oscillators x and y have mor e
degrees of f r eedom ( ampl i t udes as well as phases) and consequent l y ri cher
dynami cal behavi or ( f or exampl e, t he possi bi l i t y of "phase- t r appi ng", in whi ch
x and y have t he same average per i od but per i odi cal l y varyi ng phase-di fference).
The model of Daan, Beersma, and Borb~ly [2, 3, 11, 12] cont ai ns a ci rcadi an
pacemaker ( C) whi ch cor r esponds to osci l l at or ~ 1 of t he PHASE model and
t he x- osci l l at or of Kr onauer ' s model . It is t he t r eat ment of t he sl eep- wake
osci l l at or (S) whi ch di st i ngui shes t he model of Daan et al. f r om ot her model s.
Process S is an i nt egrat e-and-fi re or r el axat i on o s c i l l a t o r - - S builds up duri ng
wakeful ness unt i l it strikes a t hr eshol d whi ch triggers sleep onset. Then S declines
unt i l it strikes a wake- up t hr eshol d, and t he cycle repeats. Bot h t hreshol ds are
modul at ed by t he ci rcadi an osci l l at or C and subj ect ed to some r andom j i t t er in
t hei r mean levels. Desynchr oni zat i on bet ween C and S occurs as a result of an
assumed weakeni ng of t he ci rcadi an modul at i on of t he t hreshol ds.
The final model of i nt ernal desynchr oni zat i on to be consi der ed her e is called
BEATS [34, 35] because it model s desynchr oni zat i on as a beat phe nome non
bet ween t wo sine waves. These sinusoids r epr esent t he out put s of t wo ci rcadi an
oscillators of different frequenci es, and t hey are added in di fferent pr opor t i ons
to yi el d t he act i vi t y-rest r hyt hm (A) and t he ci rcadi an t emper at ur e r hyt hm ( T) .
This simple model was suggest ed by Wever ([38], p. 229) as a pedagogi cal exampl e
to demonst r at e t hat many phenomena obser ved in desynchr oni zat i on do not
requi re dynami cal coupl i ng of t he t wo oscillators, but merel y an out put summa-
tion. Wher eas Wever [38] assumed t hat sleep occurs when A falls bel ow some
level A0, we assume t hat sleep occurs in a cert ai n wedge of (A, A), phase space
[34, 353.
For brevi t y, t he model s shall hencef or t h be called PHASE, KRONAUER,
DAAN, and BEATS. We also consi der a slightly MODI FI ED DAAN model
i nvol vi ng a change in a par amet er value. The ranges of all par amet er s used in
t he comput er si mul at i ons pr esent ed her e have been r epor t ed in [34, 35].
We now summari ze t he met hod by whi ch t he model s were t est ed (see [34]
f or f ur t her descri pt i on. ) Five si mul at i ons of 50 sl eep- wake cycles each were run
f or all t he model s, except t he DAAN model , f or whi ch six si mul at i ons of 45
cycles were per f or med. Each of t he si mul at i ons expl or ed a di fferent degree of
i nt ernal desynchr oni zat i on. The ci rcadi an per i od was fixed at 25 h, but sl eep- wake
cycle per i ods were chosen in t he range 29-41 h. The intrinsic per i od of t he
sl eep- wake cycle was always fixed wi t hi n a si mul at i on, but vari ed across simula-
tions. In t he DAAN and MODI FI ED DAAN model , t he same effect was pr oduced
by al t eri ng t he mean level of t he sl eep- wake t hreshol ds. Mor eover , in t he BEATS
and PHASE model s, t he coupl i ng f r om t he ci rcadi an osci l l at or to t he sl eep- wake
osci l l at or decr eased l i nearl y t hr oughout t he si mul at i on, to al l ow a mor e general
view of t he behavi or of t hese simple model s.
The resul t i ng si mul at i ons were t hen pool ed and compar ed to exper i ment al
dat a, as di scussed next.
340 S . H. St rogat z
4.3. Duration of sleep
Figure 6 shows the ~bs : p relationships (Sect. 3.5) predi ct ed by the model s as well
as the observed dat a pool ed from 15 desynchroni zed subjects (Fig. 3a and
[34-36]). The quadrat i c arc which was fit to the dat a has been repl ot t ed in each
panel to aid compari son bet ween t heory and experiment 9
All the model s are able to simulate the general shape of the ~bs : p relationship.
Yet onl y MODI FI ED DAAN produces anyt hi ng like a quant i t at i ve fit - - DAAN
is t oo short at all phases, KRONAUER is t oo long. BEATS predicts t hat for
sleeps begi nni ng duri ng the t emperat ure t rough, sleep length p is nearl y i ndepen-
dent of phase ~bs, instead of decreasing as in the observed data. PHASE predicts
t hat the ~bs : p relation is most variable near the t emperat ure maxi mum and tightest
near the t rough, whereas the dat a show the opposi t e trend.
Body
t e mp e r a t u r e
6 5 lO1~ 2oh 5 l o1' 52ob ( s c h e m a t i c ) o 5 1 b l 5 2 o b 5 l"OlSZob
25"
20"
15-
I0-
5-
0
Observed I
25 ..[.dat a !.
. : ' " . : . . ' , i : : . .
9 , . . . . . .
Model of
D e a n et el.
25'
20'
15
10'
Model of
Kr o n a u e r et el.
! ; , . t - . .
5'
0 . . . . . . . . . ~
0 5 10 15 20 0 5 10 15 20 0
S le e p
le n g th
25-
20-
15-
10"
5"
0
25-
20-
15-
10-
5"
0
25"
20.
15.
10.
5.
Modi f i ed
D a e n model
~ : . ~ : . : " " ' . 1 ' . " ...,
P H A S E
mode l
~ - ; : . , ~ , , i : : : . . . , %
B E A T S
mode I
" s ' ~ ,
~ ~ " ~ '~ '" . . . , . - ' . ~ . . : . . . , ,
O . . . . . . . . . .
0 5 1015 2 0 0 5 I0 1 5 2 0 0
Phase of t e mp e r a t u r e cycl e a t sl eep onset
Fig. 6. Obs e r ve d dat a a nd mode l pr edi ct i ons o f ~b s : p r el at i ons hi ps . A qua dr a t i c ar c was fit to t he
da t a by t he me t h o d of l east s quar es , as i n Fig. 3a, a nd t he n r e pr oduc e d i n each panel f or easi er
c ompa r i s on be t we e n t heor y a nd e xpe r i me nt
Model of human sleep-wake cycle 341
4.4. Timing of wake-up
Wi nf r ee [41-43] has emphas i zed t he exi st ence of a zone in t he ci r cadi an cycle
when s pont aneous wake- up is " f or bi dden" . I t occurs j ust bef or e t he t emper at ur e
mi ni mum and is about 6 h wi de (Fig. 7). About 85% of all awakeni ngs occur on
t he rising l i mb of t he ci r cadi an cycle [9, 34], whi ch t hus seems to signal t he
ri ngi ng of t he body' s i nt ernal al ar m clock.
Thi s r egul ar i t y is wel l si mul at ed by t he si mpl e model s PHASE and BEATS,
and al so by MODI F I E D DAAN. However , not e t hat DAAN pr oduces an unreal -
istic bi moda l di st ri but i on, whi l e KRONAUE R gener at es a pe a k f r equency of
onl y 1.5 t i mes t he mean across all phases, whi ch is t oo low.
4.5. Timing of sleep onset
The f r equency di st r i but i on of sl eep onset s in t he ci r cadi an cycle is bi modal (Fig.
3d), wi t h one pe a k near t he t emper at ur e t r ough and a second pe a k about 9 h
later. I n t he or di nar y 24-h worl d, t he phas e of this second pe a k woul d coi nci de
wi t h t he t i me of af t er noon nappi ng [34], suggest i ng t hat t he si est a c ommon in
ma ny cul t ures is at l east in par t bi ol ogi cal l y bas ed [4, 37].
B o d y
temperature
~ ( s c h e m a t i c )
0 5 10 15 20 0 5 I0 15 20 0 0 5 10 15 20 0 5 I0 15 ZO 0
l Observedl M o d i f i e d
" I D a a n m o d e l
z I r [ ] u ~1 [ ' l j u ~ frequency
; \ o,.o,e-~
o , . . . ~ . ~ . . . ~ . ~ ~ o %
~ ~ e ~ ~ PHASE
z l a d
oi.. . . . .
0 0 0 0 0 0
M o d e l o f
i t K r o n a u e r e t a l .
0 5 I0 15 20 0 5 I0 15 20 0
BEATS
~] model
0 5 I0 15 20 0 5 10 15 20 0
Phase of temperature cycle at wake-up
Fig. 7. Observed data and model predictions of distribution of spontaneous awakenings, relative to
circadian temperature cycle. A frequency of 1 corresponds to the mean across all phases
342 S.H. Strogatz
The bi modal di st ri but i on of sleep onsets poses a stringent test of model s (Fig.
8). PHASE, BEATS, and KRONAUER i ncorrect l y predi ct a uni modal distribu-
t i on, a defi ci ency whi ch stems f r om t he lack of a significant second har moni c
component in these model s. DAAN and MODI FI ED DAAN generat e bi modal
di st ri but i ons but with t he nap peak i ncorrect l y phased aft er t he t emper at ur e
maxi mum i nst ead of bef or e it, as in t he obser ved data.
4.6. Summary
The PHASE model capt ures t he qual i t at i ve feat ures of t he observed timing and
dur at i on of sleep. It correct l y predi ct s t he shape of t he q~s : p rel at i on (Fig. 6),
t he uni modal i t y of t he wake- up di st ri but i on (Fig. 7), and t he t endency f or sleep
epi sodes to begi n near t he t emper at ur e t r ough (Fig. 8). In t hese respects it per f or ms
about as well as DAAN [11, 12] and KRONAUER [26, 27], t he t wo l eadi ng
model s of t he human ci rcadi an system.
However , none of t hese model s achieves quant i t at i ve accur acy when t est ed
against sleep dur at i on dat a (Fig. 6) or t he bi modal di st ri but i on of sleep onsets
(Fig. 8). On t he whol e, t he MODI FI ED DAAN model [12, 34, 35] appear s to be
B o d y
temperoture
~ ~ . / / ' - ~ s c h e mo t i c ~
,5 10 1 5 2 0 0
Observed J
0 . . . . . . . . . .
0 0
Jl Daan fl [1
0 0 0
Mo d e l of
31 K r o n a u e r et ol.
/
0 5 K) 15 L~3 0 5 I 0 15 2:0 0
5 XO 15 20 0 0 .5 I 0 15 20 0 5 10 15 20 0
M o d i f i e d
R e l o t i v e Doon model
, r e u e c , n
of sleep
onset
0 0 0
3 ~ n P H A S E
J t ooe,
0 0 0
B E A T S
3 ] model
9 . , n . . . . . n. , .
0 5 10 15 20 0 5 10 15 20 5
Phase of temperature cycle at sleep onset
Fig. 8. Observed and predicted distributions of sleep onsets in the circadian cycle. A frequency of 1
corresponds to the mean across all phases 9 Compare Fig. 3d
Mode l of h u ma n s l e e p- wa ke cycl e 343
t he most accurat e model of t he sl eep- wake cycle duri ng i nt ernal desynchr oni z-
ation.
5. Di s c u s s i o n
We have shown t hat a si mpl e model of t he human sl eep- wake cycle can account
f or a vari et y of phe nome na obser ved in t empor al i sol at i on experi ment s. The
model pr opos ed -here is t he first anal yt i cal l y t ract abl e model of t he human
ci rcadi an system, yet its per f or mance is compar abl e to t hat of mor e el aborat e
model s pr opos ed by ot hers [12, 22, 26, 40].
However t her e are a number of l i mi t at i ons in t he present study. First, we
have concent r at ed on t he a u t o n o mo u s sl eep- wake dynami cs reveal ed in free-run
experi ment s. While this is a necessary first step, one woul d ul t i mat el y like to
address t he e n t r a i n me n t of t he human ci rcadi an system by ext ernal synchroni zers,
and its di sr upt i on dur i ng j et lag or rot at i ng shift wor k schedules. Gander and
col l eagues [18-20] have made some i mpressi ve at t empt s in this di rect i on, includ-
ing si mul at i ons of Wever' s [38] ent r ai nment experi ment s. Beersma et al. [2] have
recent l y begun to i ncor por at e ent r ai nment phenomena in t hei r model . The PHASE
model pr opos ed here (Sect i on 3) coul d be modi fi ed easily t o i ncl ude ext ernal
forcing. On t he ot her hand, it may be somewhat pr emat ur e to t heor i ze about
ext ernal forci ng of t he human ci rcadi an system because of a lack of har d data.
The phase-shi ft i ng effects of sleep, meals, light, social cues, etc. have yet to be
quant i fi ed. Onl y recent l y has it been shown t hat bri ght light can reset t he human
ci rcadi an pacemaker [10], and t hat case st udy does not suppor t ext ensi ve gen-
eral i zat i on as yet.
A second l i mi t at i on of our appr oach is its phenomenol ogi cal charact er. The
model par amet er s do not cor r espond in any obvi ous way to anat omi cal , neural ,
or phar macol ogi cal entities. It is also uncl ear how to rel at e t he human ci rcadi an
system to t hat of ot her organi sms i ncl udi ng mammal s. These pr obl ems are rectified
somewhat in t he neural model s of Enri ght [14] and Car pent er and Grossberg
[5, 6], but at t he expense of mat hemat i cal compl exi t y.
Finally, t he model pr opos ed here treats sleep as a homogeneous state. It
ignores t he fasci nat i ng quest i ons sur r oundi ng t he vari ous stages of sleep: rapi d
eye- movement ( REM) sleep, in whi ch dreams occur; slow-wave sleep, t he deepest
stage whi ch in pat hol ogi cal cases is associ at ed wi t h bedwet t i ng, sl eepwal ki ng,
and ni ght t errors; and t he l i ght er stages of non- REM sleep, whi ch medi at e t he
t ransi t i ons bet ween dreami ng, deep sleep, and wakeful ness. These sleep stages
oscillate in a 90-min cycle, and t he i nt er act i on of this REM/ n o n - REM cycle with
t he ci rcadi an cycle [3, 29] represent s one of t he most exciting open pr obl ems of
t heoret i cal sleep research.
Acknowledgements. I t h a n k Ri char d E. Kr o n a u e r a n d Char l es A. Czei sl er for ma n y hel pf ul a nd
s t i mul a t i ng di s cus s i ons .
Appe ndi x A: Pa r a me t e r e s t i ma t e s f or huma n s ubj ect s
The earlier Eqs. (7-11) may he used to estimate the coupling strengths C~, C2 for typical human
subjects. When internal synchrony is lost, the period of the sleep-wake cycle lengthens by much
344 S . H. St r oga t z
mo r e t h a n t h a t o f t h e t e mp e r a t u r e c yc l e s h o r t e n s [8, 34, 38] . He n c e we e x p e c t
C1<< C 2. ( A1)
S i n c e / 2 = C a t t h e o n s e t o f d e s y n c h r o n y , a n d C = C 1 + C 2 - C2, t h e f r e q u e n c y di f f e r e nc e 12 p r o v i d e s
a n e s t i ma t e o f C2:
C 2 ~ f r e q u e n c y d i f f e r e n c e / 2 o b s e r v e d a t o n s e t o f d e s y n c h r o n y . ( A2)
Ch o o s i n g u n i t s wh e r e to 1 = 1, a t y p i c a l v a l u e o f / 2 wo u l d b e
12 ~ 1 / 6 ~ 0 . 1 6 ( - 6 d a y b e a t p e r i o d ) . ( A3)
He n c e ,
F r o m ( 11) , ( A1) , a n d ( A3) ,
C 2 - 0. 16. ( A4)
Ao ) 2 ~ O. 1 6 . ( A5)
To o b t a i n C1, we r e c a l l We v e r ' s [ 38] r e s u l t t h a t a f t e r d e s y n c h r o n y , t he t e mp e r a t u r e c yc l e s h o r t e n s
b y - 0 . 7 h. Fo r a s y n c h r o n i z e d p e r i o d o f 25. 5 h, t hi s c o r r e s p o n d s t o
w* = 24. 8/ 25. 5 m 0. 97. ( A6)
Si nc e
we f i nd f r o m ( 11) t h a t
AO) l : o ) ~ - - LOl
- 0 . 9 7 - 1 . 0
- - 0 . 0 3 ( A7)
Th e n
wh e r e
Re s c a l e t i me a g a i n : Set
Appendix B: Exact solution for 01 and 02
We c o n s i d e r t h e s y s t e m
b~= 1
0 2 = W- c C c o s 27r(01 - 02). ( B1)
Th i s s y s t e m s u b s u me s Eq. (1) o f Sect . 3.2, f or t he c a s e C I = 0. Ti me i s s c a l e d s o t h a t w~ = 1; t h e n w 2
b e c o me s w a n d C 2 b e c o me s C i n t hi s n e w n o t a t i o n .
Le t
= 01 - 02. ( B2)
~b = 1 - w - C cos 2~r~b ( B3)
= / 2 - C cos 2~-~0 ( B4)
/2 = 1 - w. ( B5)
T = Ot ( B6)
c , = [ c 2 a ~ o l / a~o21
- - 0. 03. ( A8)
[ Cl / C2 [ - [ 0 . 0 3 / 0 . 1 6 1 - 1 / 5 . ( A9)
Model o f huma n s l eep- wake cycl e
and let
Then
wh6re
345
0' = 1 - k cos 27r0 (B8)
k = C/~Q. (B9)
we obt ai n
wher e
Her e k r epr esent s a di mensi onl ess coupl i ng const ant ; des ynchr ony occurs when
k < 1. (B10)
Equat i on (B8) can be sol ved by separ at i on of vari abl es, f ol l owed by i nt egrat i on. Usi ng t he subst i t ut i on
x = t an ~-~9 (B11)
I d0
T + const ant = 1 - k cos 27r 0
= ( ~ ) arctan(x/b)
wher e
b E= ( 1 - k ) / ( l + k ) .
Equat i on (B12) may be sol ved f or x and t hen f or ~ t o yi el d
O(t) = ( 1/ I t ) ar ct an u(t)
u(t) = b t an(crfl t + Co) (B15)
fl = O( 1 - k2) 1/2 is t he beat f r equency (B16)
Co = a r c t a n( ( 1/ b) t an z0o) (B17)
0o = 0 ( t = 0) is t he initial condi t i on (B18)
b 2= ( 1 - k ) / ( l + k ) (S19)
k = C/ (1 - w) is t he di mensi onl ess coupl i ng. (B20)
The Eqs. (B 14)- (B20) soNe t he equat i on gi ven by (B3) f or t he des ynchr oni zed case as s umed in (B 10).
Then 01 and 02 are easi l y sol ved for, as s hown i n Eqs. (16), (17) of Sect. 3.4.
Monotonicity of 02(t )
Ar ound t he di scussi on of Fig. 5, it was st at ed t hat 02(t ) is a monot oni c f unct i on of t, f or cert ai n
r eas onabl e choi ces of par amet er s. All t hat is r equi r ed in fact is C < [~2[ (t he condi t i on charact eri zi ng
des ynchr ony) and w2> 1/ 2 (act i vi t y r hyt hm per i od is less t han - 5 0 h). The monot oni ci t y of 02 is
est abl i shed as fol l ows:
o)2> 1 / 2 ~ w2 > 1 - w 2
~ t o 2 > ~ ( f r om (15) and ( 5a) )
~ w2 + / 2 c o s 2 ~ r 0 > 0 f or a l l 0
w2 + C2 cos 2770 > 0, si nce C2 <~ C ~< ]~[
0 0 2 > 0 ( f r o m( l ) )
02(t) is monot one i n t, as r equi r ed.
(B12)
(B13)
(B14)
0 ' = dO/dT. (B7)
346 S. H. Strogatz
As a corollary, the function p(qSs) is continuous; the graphical argument of Fig. 5b shows that
discontinuities in p arise only at points where 02(tw)= 0. Hence in the PHASE model, desynchrony
with a discontinuous &s : P relation is impossible until ~2 exceeds bicircadian lengths.
The continuity of p( ~) may be a drawback of the model if, as is suggested in [15, 34, 36, 43],
the experimental data contain a genuine discontinuity at &s ~ 9 (Fig. 3a) and not merely a steep section.
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