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- ItemPotentials and limits to basin stability estimation(Bristol : Institute of Physics Publishing, 2017) Schultz, P.; Menck, P.J.; Heitzig, J.; Kurths, J.Stability assessment methods for dynamical systems have recently been complemented by basin stability and derived measures, i.e. probabilistic statements whether systems remain in a basin of attraction given a distribution of perturbations. Their application requires numerical estimation via Monte Carlo sampling and integration of differential equations. Here, we analyse the applicability of basin stability to systems with basin geometries that are challenging for this numerical method, having fractal basin boundaries and riddled or intermingled basins of attraction. We find that numerical basin stability estimation is still meaningful for fractal boundaries but reaches its limits for riddled basins with holes.
- ItemThe Dynamics of Coalition Formation on Complex Networks(London : Nature Publishing Group, 2015) Auer, Sören; Heitzig, J.; Kornek, U.; Schöll, E.; Kurths, J.
- ItemTiming of transients: Quantifying reaching times and transient behavior in complex systems(Bristol : Institute of Physics Publishing, 2017) Kittel, T.; Heitzig, J.; Webster, K.; Kurths, J.In dynamical systems, one may ask how long it takes for a trajectory to reach the attractor, i.e. how long it spends in the transient phase. Although for a single trajectory the mathematically precise answer may be infinity, it still makes sense to compare different trajectories and quantify which of them approaches the attractor earlier. In this article, we categorize several problems of quantifying such transient times. To treat them, we propose two metrics, area under distance curve and regularized reaching time, that capture two complementary aspects of transient dynamics. The first, area under distance curve, is the distance of the trajectory to the attractor integrated over time. It measures which trajectories are 'reluctant', i.e. stay distant from the attractor for long, or 'eager' to approach it right away. Regularized reaching time, on the other hand, quantifies the additional time (positive or negative) that a trajectory starting at a chosen initial condition needs to approach the attractor as compared to some reference trajectory. A positive or negative value means that it approaches the attractor by this much 'earlier' or 'later' than the reference, respectively. We demonstrated their substantial potential for application with multiple paradigmatic examples uncovering new features.
- ItemAbrupt transitions in time series with uncertainties(London : Nature Publishing Group, 2018) Goswami, B.; Boers, N.; Rheinwalt, A.; Marwan, N.; Heitzig, J.; Breitenbach, S.F.M.; Kurths, J.Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Niño-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an 'uncertainty-aware' framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon.
- ItemEstimation of sedimentary proxy records together with associated uncertainty(Göttingen : Copernicus GmbH, 2015) Goswami, B.; Heitzig, J.; Rehfeld, K.; Marwan, N.; Anoop, A.; Prasad, S.; Kurths, J.
- ItemDetours around basin stability in power networks(Bristol : Institute of Physics Publishing, 2014) Schultz, P.; Heitzig, J.; Kurths, J.To analyse the relationship between stability against large perturbations and topological properties of a power transmission grid, we employ a statistical analysis of a large ensemble of synthetic power grids, looking for significant statistical relationships between the single-node basin stability measure and classical as well as tailormade weighted network characteristics. This method enables us to predict poor values of single-node basin stability for a large extent of the nodes, offering a node-wise stability estimation at low computational cost. Further, we analyse the particular function of certain network motifs to promote or degrade the stability of the system. Here we uncover the impact of so-called detour motifs on the appearance of nodes with a poor stability score and discuss the implications for power grid design.
- ItemA matrix clustering method to explore patterns of land-cover transitions in satellite-derived maps of the Brazilian Amazon(Göttingen : Copernicus GmbH, 2017) Müller-Hansen, F.; Cardoso, M.F.; Dalla-Nora, E.L.; Donges, J.F.; Heitzig, J.; Kurths, J.; Thonicke, K.Changes in land-use systems in tropical regions, including deforestation, are a key challenge for global sustainability because of their huge impacts on green-house gas emissions, local climate and biodiversity. However, the dynamics of land-use and land-cover change in regions of frontier expansion such as the Brazilian Amazon are not yet well understood because of the complex interplay of ecological and socioeconomic drivers. In this paper, we combine Markov chain analysis and complex network methods to identify regimes of land-cover dynamics from land-cover maps (TerraClass) derived from high-resolution (30ĝ€m) satellite imagery. We estimate regional transition probabilities between different land-cover types and use clustering analysis and community detection algorithms on similarity networks to explore patterns of dominant land-cover transitions. We find that land-cover transition probabilities in the Brazilian Amazon are heterogeneous in space, and adjacent subregions tend to be assigned to the same clusters. When focusing on transitions from single land-cover types, we uncover patterns that reflect major regional differences in land-cover dynamics. Our method is able to summarize regional patterns and thus complements studies performed at the local scale.
- ItemComparison of correlation analysis techniques for irregularly sampled time series(Göttingen : Copernicus GmbH, 2011) Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation) or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques. All methods have comparable root mean square errors (RMSEs) for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF) for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF) the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods. We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ18O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory) is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.