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Multi-scale event synchronization analysis for unravelling climate processes: A wavelet-based approach

2017, Agarwal, A., Marwan, N., Rathinasamy, M., Merz, B., Kurths, J.

The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-)processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.

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A regime shift in the Sun-Climate connection with the end of the Medieval Climate Anomaly

2017, Smirnov, D.A., Breitenbach, S.F.M., Feulner, G., Lechleitner, F.A., Prufer, K.M., Baldini, J.U.L., Marwan, N., Kurths, J.

Understanding the influence of changes in solar activity on Earth's climate and distinguishing it from other forcings, such as volcanic activity, remains a major challenge for palaeoclimatology. This problem is best approached by investigating how these variables influenced past climate conditions as recorded in high precision paleoclimate archives. In particular, determining if the climate system response to these forcings changes through time is critical. Here we use the Wiener-Granger causality approach along with well-established cross-correlation analysis to investigate the causal relationship between solar activity, volcanic forcing, and climate as reflected in well-established Intertropical Convergence Zone (ITCZ) rainfall proxy records from Yok Balum Cave, southern Belize. Our analysis reveals a consistent influence of volcanic activity on regional Central American climate over the last two millennia. However, the coupling between solar variability and local climate varied with time, with a regime shift around 1000-1300 CE after which the solar-climate coupling weakened considerably.

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Cartesian product of synchronization transitions and hysteresis

2017, Wang, C., Zou, Y., Guan, S., Kurths, J.

We present theoretical results when applying the Cartesian product of two Kuramoto models on different network topologies. By a detailed mathematical analysis, we prove that the dynamics on the Cartesian product graph can be described by the canonical equations as the Kuramoto model. We show that the order parameter of the Cartesian product is the product of the order parameters of the factors. On the product graph, we observe either continuous or discontinuous synchronization transitions. In addition, under certain conditions, the transition from an initially incoherent state to a coherent one is discontinuous, while the transition from a coherent state to an incoherent one is continuous, presenting a mixture state of first and second order synchronization transitions. Our numerical results are in a good agreement with the theoretical predictions. These results provide new insight for network design and synchronization control.

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Timing of transients: Quantifying reaching times and transient behavior in complex systems

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.

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Sample-based approach can outperform the classical dynamical analysis - Experimental confirmation of the basin stability method

2017, Brzeski, P., Wojewoda, J., Kapitaniak, T., Kurths, J., Perlikowski, P.

In this paper we show the first broad experimental confirmation of the basin stability approach. The basin stability is one of the sample-based approach methods for analysis of the complex, multidimensional dynamical systems. We show that investigated method is a reliable tool for the analysis of dynamical systems and we prove that it has a significant advantages which make it appropriate for many applications in which classical analysis methods are difficult to apply. We study theoretically and experimentally the dynamics of a forced double pendulum. We examine the ranges of stability for nine different solutions of the system in a two parameter space, namely the amplitude and the frequency of excitation. We apply the path-following and the extended basin stability methods (Brzeski et al., Meccanica 51(11), 2016) and we verify obtained theoretical results in experimental investigations. Comparison of the presented results show that the sample-based approach offers comparable precision to the classical method of analysis. However, it is much simpler to apply and can be used despite the type of dynamical system and its dimensions. Moreover, the sample-based approach has some unique advantages and can be applied without the precise knowledge of parameter values.

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Metastability for discontinuous dynamical systems under Lévy noise: Case study on Amazonian Vegetation

2017, Serdukova, L., Zheng, Y., Duan, J., Kurths, J.

For the tipping elements in the Earth's climate system, the most important issue to address is how stable is the desirable state against random perturbations. Extreme biotic and climatic events pose severe hazards to tropical rainforests. Their local effects are extremely stochastic and difficult to measure. Moreover, the direction and intensity of the response of forest trees to such perturbations are unknown, especially given the lack of efficient dynamical vegetation models to evaluate forest tree cover changes over time. In this study, we consider randomness in the mathematical modelling of forest trees by incorporating uncertainty through a stochastic differential equation. According to field-based evidence, the interactions between fires and droughts are a more direct mechanism that may describe sudden forest degradation in the south-eastern Amazon. In modeling the Amazonian vegetation system, we include symmetric α-stable Lévy perturbations. We report results of stability analysis of the metastable fertile forest state. We conclude that even a very slight threat to the forest state stability represents Ĺevy noise with large jumps of low intensity, that can be interpreted as a fire occurring in a non-drought year. During years of severe drought, high-intensity fires significantly accelerate the transition between a forest and savanna state.

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Interval stability for complex systems

2018, Klinshov, V.V., Kirillov, S., Kurths, J., Nekorkin, V.I.

Stability of dynamical systems against strong perturbations is an important problem of nonlinear dynamics relevant to many applications in various areas. Here, we develop a novel concept of interval stability, referring to the behavior of the perturbed system during a finite time interval. Based on this concept, we suggest new measures of stability, namely interval basin stability (IBS) and interval stability threshold (IST). IBS characterizes the likelihood that the perturbed system returns to the stable regime (attractor) in a given time. IST provides the minimal magnitude of the perturbation capable to disrupt the stable regime for a given interval of time. The suggested measures provide important information about the system susceptibility to external perturbations which may be useful for practical applications. Moreover, from a theoretical viewpoint the interval stability measures are shown to bridge the gap between linear and asymptotic stability. We also suggest numerical algorithms for quantification of the interval stability characteristics and demonstrate their potential for several dynamical systems of various nature, such as power grids and neural networks.

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When optimization for governing human-environment tipping elements is neither sustainable nor safe

2018, Barfuss, W., Donges, J.F., Lade, S.J., Kurths, J.

Optimizing economic welfare in environmental governance has been criticized for delivering short-term gains at the expense of long-term environmental degradation. Different from economic optimization, the concepts of sustainability and the more recent safe operating space have been used to derive policies in environmental governance. However, a formal comparison between these three policy paradigms is still missing, leaving policy makers uncertain which paradigm to apply. Here, we develop a better understanding of their interrelationships, using a stylized model of human-environment tipping elements. We find that no paradigm guarantees fulfilling requirements imposed by another paradigm and derive simple heuristics for the conditions under which these trade-offs occur. We show that the absence of such a master paradigm is of special relevance for governing real-world tipping systems such as climate, fisheries, and farming, which may reside in a parameter regime where economic optimization is neither sustainable nor safe.

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Potentials and limits to basin stability estimation

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.

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Erratum: Sample-based approach can outperform the classical dynamical analysis - experimental confirmation of the basin stability method

2017, Brzeski, P., Wojewoda, J., Kapitaniak, T., Kurths, J., Perlikowski, P.

The original version of this Article contained a typographical error in the spelling of the author T. Kapitaniak, which was incorrectly given as T. Kapitaniakenglish. This has now been corrected in the PDF and HTML versions of the Article.