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Recurrence networks-a novel paradigm for nonlinear time series analysis

2010, Donner, R.V., Zou, Y., Donges, J.F., Marwan, N., Kurths, J.

This paper presents a new approach for analysing the structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network, which links different points in time if the considered states are closely neighboured in phase space. In comparison with similar network-based techniques the new approach has important conceptual advantages, and can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases. It has been demonstrated here that there are fundamental relationships between many topological properties of recurrence networks and different nontrivial statistical properties of the phase space density of the underlying dynamical system. Hence, this novel interpretation of the recurrence matrix yields new quantitative characteristics (such as average path length, clustering coefficient, or centrality measures of the recurrence network) related to the dynamical complexity of a time series, most of which are not yet provided by other existing methods of nonlinear time series analysis. © IOP Publishing Ltd and Deutsche Physikalische Gesellschaft.

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Basin stability and limit cycles in a conceptual model for climate tipping cascades

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.

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Stewardship of global collective behavior

2021, Bak-Coleman, Joseph B., Alfano, Mark, Barfuss, Wolfram, Bergstrom, Carl T., Centeno, Miguel A., Couzin, Iain D., Donges, Jonathan F., Galesic, Mirta, Gersick, Andrew S., Jacquet, Jennifer, Kao, Albert B., Moran, Rachel E., Romanczuk, Pawel, Rubenstein, Daniel I., Tombak, Kaia J., Van Bavel, Jay J., Weber, Elke U.

Collective behavior provides a framework for understanding how the actions and properties of groups emerge from the way individuals generate and share information. In humans, information flows were initially shaped by natural selection yet are increasingly structured by emerging communication technologies. Our larger, more complex social networks now transfer high-fidelity information over vast distances at low cost. The digital age and the rise of social media have accelerated changes to our social systems, with poorly understood functional consequences. This gap in our knowledge represents a principal challenge to scientific progress, democracy, and actions to address global crises. We argue that the study of collective behavior must rise to a “crisis discipline” just as medicine, conservation, and climate science have, with a focus on providing actionable insight to policymakers and regulators for the stewardship of social systems.

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A unified and automated approach to attractor reconstruction

2021, Kraemer, K. H., Datseris, G., Kurths, J., Kiss, I. Z., Ocampo-Espindola, J. L., Marwan, N.

We present a fully automated method for the optimal state space reconstruction from univariate and multivariate time series. The proposed methodology generalizes the time delay embedding procedure by unifying two promising ideas in a symbiotic fashion. Using non-uniform delays allows the successful reconstruction of systems inheriting different time scales. In contrast to the established methods, the minimization of an appropriate cost function determines the embedding dimension without using a threshold parameter. Moreover, the method is capable of detecting stochastic time series and, thus, can handle noise contaminated input without adjusting parameters. The superiority of the proposed method is shown on some paradigmatic models and experimental data from chaotic chemical oscillators.