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- ItemBasin stability and limit cycles in a conceptual model for climate tipping cascades([London] : IOP, 2020) Wunderling, Nico; Gelbrecht, Maximilian; Winkelmann, Ricarda; Kurths, Jürgen; Donges, Jonathan F.Tipping elements in the climate system are large-scale subregions of the Earth that might possess threshold behavior under global warming with large potential impacts on human societies. Here, we study a subset of five tipping elements and their interactions in a conceptual and easily extendable framework: the Greenland Ice Sheets (GIS) and West Antarctic Ice Sheets, the Atlantic meridional overturning circulation (AMOC), the El–Niño Southern Oscillation and the Amazon rainforest. In this nonlinear and multistable system, we perform a basin stability analysis to detect its stable states and their associated Earth system resilience. By combining these two methodologies with a large-scale Monte Carlo approach, we are able to propagate the many uncertainties associated with the critical temperature thresholds and the interaction strengths of the tipping elements. Using this approach, we perform a system-wide and comprehensive robustness analysis with more than 3.5 billion ensemble members. Further, we investigate dynamic regimes where some of the states lose stability and oscillations appear using a newly developed basin bifurcation analysis methodology. Our results reveal that the state of four or five tipped elements has the largest basin volume for large levels of global warming beyond 4 °C above pre-industrial climate conditions, representing a highly undesired state where a majority of the tipping elements reside in the transitioned regime. For lower levels of warming, states including disintegrated ice sheets on west Antarctica and Greenland have higher basin volume than other state configurations. Therefore in our model, we find that the large ice sheets are of particular importance for Earth system resilience. We also detect the emergence of limit cycles for 0.6% of all ensemble members at rare parameter combinations. Such limit cycle oscillations mainly occur between the GIS and AMOC (86%), due to their negative feedback coupling. These limit cycles point to possibly dangerous internal modes of variability in the climate system that could have played a role in paleoclimatic dynamics such as those unfolding during the Pleistocene ice age cycles.
- ItemEvolution mechanism of principal modes in climate dynamics([London] : IOP, 2020) Zhang, Yongwen; Fan, Jingfang; Li, Xiaoteng; Liu, Wenqi; Chen, XiaosongEigen analysis has been a powerful tool to distinguish multiple processes into different simple principal modes in complex systems. For a non-equilibrium system, the principal modes corresponding to the non-equilibrium processes are usually evolving with time. Here, we apply the eigen analysis into the complex climate systems. In particular, based on the daily surface air temperature in the tropics (30? S–30? N, 0? E–360? E) between 1979-01-01 and 2016-12-31, we uncover that the strength of two dominated intra-annual principal modes represented by the eigenvalues significantly changes with the El Niño/southern oscillation from year to year. Specifically, according to the ‘regional correlation’ introduced for the first intra-annual principal mode, we find that a sharp positive peak of the correlation between the El Niño region and the northern (southern) hemisphere usually signals the beginning (end) of the El Niño. We discuss the underlying physical mechanism and suppose that the evolution of the first intra-annual principal mode is related to the meridional circulations; the evolution of the second intra-annual principal mode responds positively to the Walker circulation. Our framework presented here not only facilitates the understanding of climate systems but also can potentially be used to study the dynamical evolution of other natural or engineering complex systems. © 2020 The Author(s).
- ItemA recurrent plot based stochastic nonlinear ray propagation model for underwater signal propagation([London] : IOP, 2020) Haiyang, Yao; Haiyan, Wang; Yong, Xu; Kurths, JuergenA stochastic nonlinear ray propagation model is proposed to carry out an exploration of the nonlinear ray theory in underwater signal propagation. The recurrence plot method is proposed to quantify the ray chaos and stochastics to optimize the model. Based on this method, the distribution function of the control parameter d is derived. Experiments and simulations indicate that this stochastic nonlinear ray propagation model provides a good explanation and description on the stochastic frequency shift in underwater signal propagation. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft.
- ItemNeural partial differential equations for chaotic systems([London] : IOP, 2021) Gelbrecht, Maximilian; Boers, Niklas; Kurths, JürgenWhen predicting complex systems one typically relies on differential equation which can often be incomplete, missing unknown influences or higher order effects. By augmenting the equations with artificial neural networks we can compensate these deficiencies. We show that this can be used to predict paradigmatic, high-dimensional chaotic partial differential equations even when only short and incomplete datasets are available. The forecast horizon for these high dimensional systems is about an order of magnitude larger than the length of the training data.
- ItemEnsemble analysis of complex network properties—an MCMC approach([London] : IOP, 2022) Pfeffer, Oskar; Molkenthin, Nora; Hellmann, FrankWhat do generic networks that have certain properties look like? We use relative canonical network ensembles as the ensembles that realize a property R while being as indistinguishable as possible from a background network ensemble. This allows us to study the most generic features of the networks giving rise to the property under investigation. To test the approach we apply it to study properties thought to characterize ‘small-world networks’. We consider two different defining properties, the ‘small-world-ness’ of Humphries and Gurney, as well as a geometric variant. Studying them in the context of Erdős-Rényi and Watts-Strogatz ensembles we find that all ensembles studied exhibit phase transitions to systems with large hubs and in some cases cliques. Such features are not present in common examples of small-world networks, indicating that these properties do not robustly capture the notion of small-world networks. We expect the overall approach to have wide applicability for understanding network properties of real world interest, such as optimal ride-sharing designs, the vulnerability of networks to cascades, the performance of communication topologies in coordinating fluctuation response or the ability of social distancing measures to suppress disease spreading.
- ItemMonte Carlo basin bifurcation analysis([London] : IOP, 2020) Gelbrecht, Maximilian; Kurths, Jürgen; Hellmann, FrankMany high-dimensional complex systems exhibit an enormously complex landscape of possible asymptotic states. Here, we present a numerical approach geared towards analyzing such systems. It is situated between the classical analysis with macroscopic order parameters and a more thorough, detailed bifurcation analysis. With our machine learning method, based on random sampling and clustering methods, we are able to characterize the different asymptotic states or classes thereof and even their basins of attraction. In order to do this, suitable, easy to compute, statistics of trajectories with randomly generated initial conditions and parameters are clustered by an algorithm such as DBSCAN. Due to its modular and flexible nature, our method has a wide range of possible applications in many disciplines. While typical applications are oscillator networks, it is not limited only to ordinary differential equation systems, every complex system yielding trajectories, such as maps or agent-based models, can be analyzed, as we show by applying it the Dodds-Watts model, a generalized SIRS-model, modeling social and biological contagion. A second order Kuramoto model, used, e.g. to investigate power grid dynamics, and a Stuart-Landau oscillator network, each exhibiting a complex multistable regime, are shown as well. The method is available to use as a package for the Julia language. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft.
- ItemDynamical network size estimation from local observations([London] : IOP, 2020) Tang, Xiuchuan; Huo, Wei; Yuan, Ye; Li, Xiuting; Shi, Ling; Kurths, JürgenHere we present a method to estimate the total number of nodes of a network using locally observed response dynamics. The algorithm has the following advantages: (a) it is data-driven. Therefore it does not require any prior knowledge about the model; (b) it does not need to collect measurements from multiple stimulus; and (c) it is distributed as it uses local information only, without any prior information about the global network. Even if only a single node is measured, the exact network size can be correctly estimated using a single trajectory. The proposed algorithm has been applied to both linear and nonlinear networks in simulation, illustrating the applicability to real-world physical networks. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft.
- ItemReconstructing complex system dynamics from time series: a method comparison([London] : IOP, 2020) Hassanibesheli, Forough; Boers, Niklas; Kurths, JürgenModeling complex systems with large numbers of degrees of freedom has become a grand challenge over the past decades. In many situations, only a few variables are actually observed in terms of measured time series, while the majority of variables - which potentially interact with the observed ones - remain hidden. A typical approach is then to focus on the comparably few observed, macroscopic variables, assuming that they determine the key dynamics of the system, while the remaining ones are represented by noise. This naturally leads to an approximate, inverse modeling of such systems in terms of stochastic differential equations (SDEs), with great potential for applications from biology to finance and Earth system dynamics. A well-known approach to retrieve such SDEs from small sets of observed time series is to reconstruct the drift and diffusion terms of a Langevin equation from the data-derived Kramers-Moyal (KM) coefficients. For systems where interactions between the observed and the unobserved variables are crucial, the Mori-Zwanzig formalism (MZ) allows to derive generalized Langevin equations that contain non-Markovian terms representing these interactions. In a similar spirit, the empirical model reduction (EMR) approach has more recently been introduced. In this work we attempt to reconstruct the dynamical equations of motion of both synthetical and real-world processes, by comparing these three approaches in terms of their capability to reconstruct the dynamics and statistics of the underlying systems. Through rigorous investigation of several synthetical and real-world systems, we confirm that the performance of the three methods strongly depends on the intrinsic dynamics of the system at hand. For instance, statistical properties of systems exhibiting weak history-dependence but strong state-dependence of the noise forcing, can be approximated better by the KM method than by the MZ and EMR approaches. In such situations, the KM method is of a considerable advantage since it can directly approximate the state-dependent noise. However, limitations of the KM approximation arise in cases where non-Markovian effects are crucial in the dynamics of the system. In these situations, our numerical results indicate that methods that take into account interactions between observed and unobserved variables in terms of non-Markovian closure terms (i.e., the MZ and EMR approaches), perform comparatively better. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft
- ItemParticle dynamics and transport enhancement in a confined channel with position-dependent diffusivity([London] : IOP, 2020) Li, Yongge; Mei, Ruoxing; Xu, Yong; Kurths, Jürgen; Duan, Jinqiao; Metzler, RalfThis work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D 0), as well as a low (D m) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D m will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D m, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft.
- ItemTrade-off between filtering and symmetry breaking mean-field coupling in inducing macroscopic dynamical states([London] : IOP, 2020) Singh, Uday; Sathiyadev, K.; Chandrasekar, V.K.; Zou, W.; Kurths, J.; Senthilkumar, D.V.We study the manifestation of the competing interaction between the mean-field intensity and the symmetry breaking coupling on the phenomenon of aging transition in an ensemble of limit-cycle oscillators comprising of active and inactive oscillators. Further, we also introduce filtering in both the intrinsic and extrinsic variables of the mean-field diffusive coupling to investigate the counter-intuitive effect of both filterings. We find that large values of the mean-field intensity near unity favor the oscillatory nature of the ensemble, whereas low values favor the onset of the aging transition and heterogeneous dynamical states such as cluster oscillation death and chimera death states even at low values of the symmetry breaking coupling strength. Heterogeneous dynamical states predominates at large values of the coupling strength in all available parameter spaces. We also uncover that even a weak intrinsic filtering favors the aging transition and heterogeneous dynamical states, while a feeble extrinsic filtering favors the oscillatory state. Chimera death state is observed among the active oscillators for the first time in the aging literature. Our results can lead to engineering the dynamical states as desired by an appropriate choice of the control parameters. Further, the transition from the oscillatory to the aging state occurs via an inverse Hopf bifurcation, while the transition from the aging state to the cluster oscillation death states emerges through a supercritical pitch-fork bifurcation. The deduced analytical bifurcation curves are in good agreement with the numerical boundaries of the observed dynamical states. © 2020 The Author(s). Published by IOP Publishing Ltd on behalf of the Institute of Physics and Deutsche Physikalische Gesellschaft.