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Statistical mechanics and information-theoretic perspectives on complexity in the Earth system

2013, Balasis, Georgios, Donner, Reik V., Potirakis, Stelios M., Runge, Jakob, Papadimitriou, Constantinos, Daglis, Ioannis A., Eftaxias, Konstantinos, Kurths, Jürgen

This review provides a summary of methods originated in (non-equilibrium) statistical mechanics and information theory, which have recently found successful applications to quantitatively studying complexity in various components of the complex system Earth. Specifically, we discuss two classes of methods: (i) entropies of different kinds (e.g., on the one hand classical Shannon and R´enyi entropies, as well as non-extensive Tsallis entropy based on symbolic dynamics techniques and, on the other hand, approximate entropy, sample entropy and fuzzy entropy); and (ii) measures of statistical interdependence and causality (e.g., mutual information and generalizations thereof, transfer entropy, momentary information transfer). We review a number of applications and case studies utilizing the above-mentioned methodological approaches for studying contemporary problems in some exemplary fields of the Earth sciences, highlighting the potentials of different techniques.

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Reliability of inference of directed climate networks using conditional mutual information

2013, Hlinka, Jaroslav, Hartman, David, Vejmelka, Martin, Runge, Jakob, Marwan, Norbert, Kurths, Jürgen, Paluš, Milan

Across geosciences, many investigated phenomena relate to specific complex systems consisting of intricately intertwined interacting subsystems. Such dynamical complex systems can be represented by a directed graph, where each link denotes an existence of a causal relation, or information exchange between the nodes. For geophysical systems such as global climate, these relations are commonly not theoretically known but estimated from recorded data using causality analysis methods. These include bivariate nonlinear methods based on information theory and their linear counterpart. The trade-off between the valuable sensitivity of nonlinear methods to more general interactions and the potentially higher numerical reliability of linear methods may affect inference regarding structure and variability of climate networks. We investigate the reliability of directed climate networks detected by selected methods and parameter settings, using a stationarized model of dimensionality-reduced surface air temperature data from reanalysis of 60-year global climate records. Overall, all studied bivariate causality methods provided reproducible estimates of climate causality networks, with the linear approximation showing higher reliability than the investigated nonlinear methods. On the example dataset, optimizing the investigated nonlinear methods with respect to reliability increased the similarity of the detected networks to their linear counterparts, supporting the particular hypothesis of the near-linearity of the surface air temperature reanalysis data.

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Common solar wind drivers behind magnetic storm–magnetospheric substorm dependency

2018, Runge, Jakob, Balasis, Georgios, Daglis, Ioannis A., Papadimitriou, Constantinos, Donner, Reik V.

The dynamical relationship between magnetic storms and magnetospheric substorms is one of the most controversial issues of contemporary space research. Here, we address this issue through a causal inference approach to two corresponding indices in conjunction with several relevant solar wind variables. We find that the vertical component of the interplanetary magnetic field is the strongest and common driver of both storms and substorms. Further, our results suggest, at least based on the analyzed indices, that there is no statistical evidence for a direct or indirect dependency between substorms and storms and their statistical association can be explained by the common solar drivers. Given the powerful statistical tests we performed (by simultaneously taking into account time series of indices and solar wind variables), a physical mechanism through which substorms directly or indirectly drive storms or vice versa is, therefore, unlikely.