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Path integral solutions for n-dimensional stochastic differential equations under α-stable Lévy excitation
In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified. Firstly, the governing equations for the solutions of n-dimensional SDEs under the excitation of α-stable Lévy noise are obtained through the characteristic function of stochastic processes. Then, the short-time transition probability density function of the path integral solution is derived based on the Chapman-Kolmogorov-Smoluchowski (CKS) equation and the characteristic function, and its correctness is demonstrated by proving that it satisfies the governing equation of the solution of the SDE, which is also called the Fokker-Planck-Kolmogorov equation. Besides, illustrative examples are numerically considered for highlighting the feasibility of the proposed path integral method, and the pertinent Monte Carlo solution is also calculated to show its correctness and effectiveness.
Network-based identification and characterization of teleconnections on different scales
Sea surface temperature (SST) patterns can – as surface climate forcing – affect weather and climate at large distances. One example is El Niño-Southern Oscillation (ENSO) that causes climate anomalies around the globe via teleconnections. Although several studies identified and characterized these teleconnections, our understanding of climate processes remains incomplete, since interactions and feedbacks are typically exhibited at unique or multiple temporal and spatial scales. This study characterizes the interactions between the cells of a global SST data set at different temporal and spatial scales using climate networks. These networks are constructed using wavelet multi-scale correlation that investigate the correlation between the SST time series at a range of scales allowing instantaneously deeper insights into the correlation patterns compared to traditional methods like empirical orthogonal functions or classical correlation analysis. This allows us to identify and visualise regions of – at a certain timescale – similarly evolving SSTs and distinguish them from those with long-range teleconnections to other ocean regions. Our findings re-confirm accepted knowledge about known highly linked SST patterns like ENSO and the Pacific Decadal Oscillation, but also suggest new insights into the characteristics and origins of long-range teleconnections like the connection between ENSO and Indian Ocean Dipole.
Survivability of deterministic dynamical systems
The notion of a part of phase space containing desired (or allowed) states of a dynamical system is important in a wide range of complex systems research. It has been called the safe operating space, the viability kernel or the sunny region. In this paper we define the notion of survivability: Given a random initial condition, what is the likelihood that the transient behaviour of a deterministic system does not leave a region of desirable states. We demonstrate the utility of this novel stability measure by considering models from climate science, neuronal networks and power grids. We also show that a semi-analytic lower bound for the survivability of linear systems allows a numerically very efficient survivability analysis in realistic models of power grids. Our numerical and semi-analytic work underlines that the type of stability measured by survivability is not captured by common asymptotic stability measures.
Multiscale Spatiotemporal Analysis of Extreme Events in the Gomati River Basin, India
Accelerating climate change is causing considerable changes in extreme events, leading to immense socioeconomic loss of life and property. In this study, we investigate the characteristics of extreme climate events at a regional scale to ‐understand these events’ propagation in the near fu-ture. We have considered sixteen extreme climate indices defined by the World Meteorological Or-ganization’s Expert Team on Climate Change Detection and Indices from a long‐term dataset (1951– 2018) of 53 locations in Gomati River Basin, North India. We computed the present and future spatial variation of theses indices using the Sen’s slope estimator and Hurst exponent analysis. The periodicities and non‐stationary features were estimated using the continuous wavelet transform. Bivariate copulas were fitted to estimate the joint probabilities and return periods for certain com-binations of indices. The study results show different variation in the patterns of the extreme climate indices: D95P, R95TOT, RX5D, and RX showed negative trends for all stations over the basin. The number of dry days (DD) showed positive trends over the basin at 36 stations out of those 17 stations are statistically significant. A sustainable decreasing trend is observed for D95P at all stations, indi-cating a reduction in precipitation in the future. DD exhibits a sustainable decreasing trend at almost all the stations over the basin barring a few exceptions highlight that the basin is turning drier. The wavelet power spectrum for D95P showed significant power distributed across the 2–16‐year bands, and the two‐year period was dominant in the global power spectrum around 1970–1990. One interest-ing finding is that a dominant two‐year period in D95P has changed to the four years after 1984 and remains in the past two decades. The joint return period’s resulting values are more significant than values resulting from univariate analysis (R95TOT with 44% and RTWD of 1450 mm). The difference in values highlights that ignoring the mutual dependence can lead to an underestimation of extremes. © 2021 by the author. Licensee MDPI, Basel, Switzerland.
Epidemics with mutating infectivity on small-world networks
Epidemics and evolution of many pathogens occur on similar timescales so that their dynamics are often entangled. Here, in a first step to study this problem theoretically, we analyze mutating pathogens spreading on simple SIR networks with grid-like connectivity. We have in mind the spatial aspect of epidemics, which often advance on transport links between hosts or groups of hosts such as cities or countries. We focus on the case of mutations that enhance an agent’s infection rate. We uncover that the small-world property, i.e., the presence of long-range connections, makes the network very vulnerable, supporting frequent supercritical mutations and bringing the network from disease extinction to full blown epidemic. For very large numbers of long-range links, however, the effect reverses and we find a reduced chance for large outbreaks. We study two cases, one with discrete number of mutational steps and one with a continuous genetic variable, and we analyze various scaling regimes. For the continuous case we derive a Fokker-Planck-like equation for the probability density and solve it for small numbers of shortcuts using the WKB approximation. Our analysis supports the claims that a potentiating mutation in the transmissibility might occur during an epidemic wave and not necessarily before its initiation. © 2020, The Author(s).
Explosive death induced by mean–field diffusion in identical oscillators
We report the occurrence of an explosive death transition for the first time in an ensemble of identical limit cycle and chaotic oscillators coupled via mean–field diffusion. In both systems, the variation of the normalized amplitude with the coupling strength exhibits an abrupt and irreversible transition to death state from an oscillatory state and this first order phase transition to death state is independent of the size of the system. This transition is quite general and has been found in all the coupled systems where in–phase oscillations co–exist with a coupling dependent homogeneous steady state. The backward transition point for this phase transition has been calculated using linear stability analysis which is in complete agreement with the numerics.
Universality in spectral condensation
Self-organization is the spontaneous formation of spatial, temporal, or spatiotemporal patterns in complex systems far from equilibrium. During such self-organization, energy distributed in a broadband of frequencies gets condensed into a dominant mode, analogous to a condensation phenomenon. We call this phenomenon spectral condensation and study its occurrence in fluid mechanical, optical and electronic systems. We define a set of spectral measures to quantify this condensation spanning several dynamical systems. Further, we uncover an inverse power law behaviour of spectral measures with the power corresponding to the dominant peak in the power spectrum in all the aforementioned systems.
Statistical Properties and Predictability of Extreme Epileptic Events
The use of extreme events theory for the analysis of spontaneous epileptic brain activity is a relevant multidisciplinary problem. It allows deeper understanding of pathological brain functioning and unraveling mechanisms underlying the epileptic seizure emergence along with its predictability. The latter is a desired goal in epileptology which might open the way for new therapies to control and prevent epileptic attacks. With this goal in mind, we applied the extreme event theory for studying statistical properties of electroencephalographic (EEG) recordings of WAG/Rij rats with genetic predisposition to absence epilepsy. Our approach allowed us to reveal extreme events inherent in this pathological spiking activity, highly pronounced in a particular frequency range. The return interval analysis showed that the epileptic seizures exhibit a highly-structural behavior during the active phase of the spiking activity. Obtained results evidenced a possibility for early (up to 7 s) prediction of epileptic seizures based on consideration of EEG statistical properties.
Emotional tendencies in online social networking: a statistical analysis
Numerous previous studies suggested that people's emotional tendency (ET) towards an issue can often be affected by others. But in some cases, people are unwilling to believe opposite points. This paper aims to study whether people's emotional tendencies (ET) are susceptible with exposures to others' ET concerning a special topic. ET contained in 798,057 pieces of private-information-deleted Chinese Weibo posts are carefully investigated via a revised genetic algorithm, a nonlinear method. Note that nearly all of the posts are closely related to a special topic, the terrible earthquake happen in Japan, 11 March 2011. By conducting statistical analysis including coefficient calculations and hypothesis testing, this study shows that concerning this particular topic, Chinese citizens' first impressions about Japan are solid enough to form their ET and would not be easily altered. Moreover, according to analysis and discussion, we discover that node-to-node impact is exaggerated in some theoretical information diffusion models. Instead it is actually the interaction between nodes' properties and the spread information that matters in the process of information diffusions.
Dynamic Network Characteristics of Power-electronics-based Power Systems
Power flow studies in traditional power systems aim to uncover the stationary relationship between voltage amplitude and phase and active and reactive powers; they are important for both stationary and dynamic power system analysis. With the increasing penetration of large-scale power electronics devices including renewable generations interfaced with converters, the power systems become gradually power-electronics-dominant and correspondingly their dynamical behavior changes substantially. Due to the fast dynamics of converters, such as AC current controller, the quasi-stationary state approximation, which has been widely used in power systems, is no longer appropriate and should be reexamined. In this paper, for a better description of network characteristics, we develop a novel concept of dynamic power flow and uncover an explicit dynamic relation between the instantaneous powers and the voltage vectors. This mathematical relation has been well verified by simulations on transient analysis of a small power-electronics-based power system, and a small-signal frequency-domain stability analysis of a voltage source converter connected to an infinitely strong bus. These results demonstrate the applicability of the proposed method and shed an improved light on our understanding of power-electronics-dominant power systems, whose dynamical nature remains obscure.