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Source author record

Jürgen Kurths

Jürgen Kurths appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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nlin.CDphysics.data-anphysics.soc-phnlin.AOphysics.ao-phcond-mat.dis-nncond-mat.stat-mechSocial and Information NetworksBiological PhysicsMachine Learningmath.DSNeurons and Cognitionphysics.geo-phphysics.med-pheess.SYMethodologyphysics.comp-phSystems and ControlArtificial Intelligenceastro-ph.IMastro-ph.SRComputational Engineering, Finance, and Sciencecond-mat.mtrl-sciInformation Theorymath.ITNeural and Evolutionary Computingnlin.PSphysics.flu-dynQuantitative Methods

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Published work

82 published item(s)

preprint2026arXiv

AI-Driven Stabilization in Power Grids through Controlling Line Admittances

The global transition from traditional power plants to renewable energy sources introduces new challenges in grid stability, primarily because inverter-based technologies provide insufficient inertia. To address this, we introduce an artificial intelligence algorithm that autonomously stabilizes power grids by adaptively tuning admittance regulators in response to disturbances. This Adaptive Admittance Controller (AAC) algorithm not only stabilizes the system in real time but also identifies the best regulator locations, thereby unifying grid planning and real time control within a single framework. When tested on a real UK power grid, the AAC markedly reduces frequency deviations and rapidly restores nominal operation. In addition, the algorithm isolates a small number of key regulators and intervenes only on these, lowering both system complexity and cost. The AAC algorithm further reduces the nonlinearity effect, quickly stabilizing the frequency and power flow. This intelligent control scheme enables power grids to reliably return to stable operating conditions under a broad spectrum of fault scenarios. The proposed framework can also be used to mitigate cascading failures by adaptively controlling critical links in a variety of networked infrastructures, such as cascades of traffic congestion on road networks or fuse failures in energy-saving systems.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Climate and dengue synchronization in southern Brazil: a municipal analysis with cross-state validation

Dengue transmission is rapidly expanding beyond its historical tropical range, raising concerns about how climate change may alter the collective dynamics of epidemics. While most studies focus on transmission risk, much less is known about how climate affects the synchronization of outbreaks. In this work, we investigate dengue synchronization using epidemiological and climate data from 74 municipalities in the state of Paraná (southern Brazil) between 2010 and 2024. We quantify outbreak coherence using the Event Synchronization (ES) method. Our results reveal a transition from a low-transmission regime to a high-transmission regime accompanied by a marked increase in synchronization across cities. We also show that climate anomalies increase the number of permissive days for dengue transmission. Our results suggest that such days are significantly associated with outbreak synchronization. We identify a two-stage climate mechanism: conducive climatic conditions first reduce the probability of asynchronous states and coincide with the emergence of synchronized outbreaks, and subsequently sustain higher synchronization levels. Extending the analysis through comparative analyses in Ceará and Minas Gerais, we uncover that climate consistently amplifies synchronization, although its role in the onset of synchronization depends on regional climatic regimes. These findings highlight climate-driven synchronization as an emerging feature shaping dengue dynamics.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Long-term prediction of ENSO with physics-guided Deep Echo State Networks

The El Niño-Southern Oscillation (ENSO) is a dominant mode of interannual climate variability, yet the mechanisms limiting its long-lead predictability remain unclear. Here we develop a physics-guided Deep Echo State Network (DESN) that operates on physically interpretable climate modes selected from the extended recharge oscillator (XRO) framework. DESN achieves skillful Niño3.4 predictions up to 16-20 months ahead with minimal computational cost. Mechanistic experiments show that extended predictability arises from nonlinear coupling between warm water volume and inter-basin climate modes. Error-growth analysis further indicates a finite ENSO predictability horizon of approximately 30 months. These results demonstrate that physics-guided reservoir computing provides an efficient and interpretable framework for diagnosing and predicting ENSO at long lead times.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Recurrence Patterns Correlation

Recurrence plots (RPs) are powerful tools for visualizing time series dynamics; however, traditional Recurrence Quantification Analysis (RQA) often relies on global metrics, such as line counting, that can overlook system-specific, localized structures. To address this, we introduce Recurrence Pattern Correlation (RPC), a quantifier inspired by spatial statistics that bridges the gap between qualitative RP inspection and quantitative analysis. RPC is designed to measure the correlation degree of an RP to patterns of arbitrary shape and scale. By choosing patterns with specific time lags, we visualize the unstable manifolds of periodic orbits within the Logistic map bifurcation diagram, dissect the mixed phase space of the Standard map, and track the unstable periodic orbits of the Lorenz '63 system's 3-dimensional phase space. This framework reveals how long-range correlations in recurrence patterns encode the underlying properties of nonlinear dynamics and provides a more flexible tool to analyze pattern formation in recurrent dynamical systems.

0 citations0 reviewsNo code linkedOpen access
preprint2023arXiv

Universal bifurcation scenarios in delay-differential equations with one delay

We show that delay-differential equations (DDE) exhibit universal bifurcation scenarios, which are observed in large classes of DDEs with a single delay. Each such universality class has the same sequence of stabilizing or destabilizing Hopf bifurcations. These bifurcation sequences and universality classes can be explicitly described by using the asymptotic continuous spectrum for DDEs with large delays. Here, we mainly study linear DDEs, provide a general transversality result for the delay-induced bifurcations, and consider three most common universality classes. For each of them, we explicitly describe the sequence of stabilizing and destabilizing bifurcations. We also illustrate the implications for a nonlinear Stuart-Landau oscillator with time-delayed feedback.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Perspectives on the importance of complex systems in understanding ourclimate and climate change -- The Nobel Prize in Physics 2021

The Nobel Prize in Physics 2021 was awarded to Syukuro Manabe, Klaus Hasselmann, and Giorgio Parisi for their 'groundbreaking contributions to our understanding of complex systems' including major advances in the understanding of our climate and climate change. In this perspective article, we review their key contributions and discuss their relevance in relation to the present understanding of our climate. We conclude by outlining some promising research directions and open questions in climate science.

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preprint2022arXiv

Predicting Basin Stability of Power Grids using Graph Neural Networks

The prediction of dynamical stability of power grids becomes more important and challenging with increasing shares of renewable energy sources due to their decentralized structure, reduced inertia and volatility. We investigate the feasibility of applying graph neural networks (GNN) to predict dynamic stability of synchronisation in complex power grids using the single-node basin stability (SNBS) as a measure. To do so, we generate two synthetic datasets for grids with 20 and 100 nodes respectively and estimate SNBS using Monte-Carlo sampling. Those datasets are used to train and evaluate the performance of eight different GNN-models. All models use the full graph without simplifications as input and predict SNBS in a nodal-regression-setup. We show that SNBS can be predicted in general and the performance significantly changes using different GNN-models. Furthermore, we observe interesting transfer capabilities of our approach: GNN-models trained on smaller grids can directly be applied on larger grids without the need of retraining.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

PrEF: Percolation-based Evolutionary Framework for the diffusion-source-localization problem in large networks

We assume that the state of a number of nodes in a network could be investigated if necessary, and study what configuration of those nodes could facilitate a better solution for the diffusion-source-localization (DSL) problem. In particular, we formulate a candidate set which contains the diffusion source for sure, and propose the method, Percolation-based Evolutionary Framework (PrEF), to minimize such set. Hence one could further conduct more intensive investigation on only a few nodes to target the source. To achieve that, we first demonstrate that there are some similarities between the DSL problem and the network immunization problem. We find that the minimization of the candidate set is equivalent to the minimization of the order parameter if we view the observer set as the removal node set. Hence, PrEF is developed based on the network percolation and evolutionary algorithm. The effectiveness of the proposed method is validated on both model and empirical networks in regard to varied circumstances. Our results show that the developed approach could achieve a much smaller candidate set compared to the state of the art in almost all cases. Meanwhile, our approach is also more stable, i.e., it has similar performance irrespective of varied infection probabilities, diffusion models, and outbreak ranges. More importantly, our approach might provide a new framework to tackle the DSL problem in extreme large networks.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Rijke tube: A nonlinear oscillator

Dynamical systems theory has emerged as an interdisciplinary area of research to characterize the complex dynamical transitions in real-world systems. Various nonlinear dynamical phenomena and bifurcations have been discovered over the decades using different reduced-order models of oscillators. Different measures and methodologies have been developed theoretically to detect, control, or suppress the nonlinear oscillations. However, obtaining such phenomena experimentally is often challenging, time-consuming, and risky, mainly due to the limited control of certain parameters during experiments. With this review, we aim to introduce a paradigmatic and easily configurable Rijke tube oscillator to the dynamical systems community. The Rijke tube is commonly used by the combustion community as a prototype to investigate the detrimental phenomena of thermoacoustic instability. Recent investigations in such Rijke tubes have utilized various methodologies from dynamical systems theory to better understand the occurrence of thermoacoustic oscillations, their prediction and mitigation, both experimentally and theoretically. The existence of various dynamical behaviors has been reported in single as well as coupled Rijke tube oscillators. These behaviors include bifurcations, routes to chaos, noise-induced transitions, synchronization, and suppression of oscillations. Various early warning measures have been established to predict thermoacoustic instabilities. Therefore, this review paper consolidates the usefulness of a Rijke tube oscillator in terms of experimentally discovering and modeling different nonlinear phenomena observed in physics; thus, transcending the boundaries between the physics and the engineering communities.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Teleconnections among Tipping Elements in the Earth System

Tipping elements of the Earth system may shift abruptly and irreversibly from one state to another at tipping points, resulting in a growing threat to our society. Yet, it is not fully clear how to assess and quantify the influence of a tipping element and how to explore the teleconnections between different tipping elements. To fill this knowledge gap, we propose a climate network approach to quantitatively analyze the global impacts of a prominent tipping element, the Amazon Rainforest Area (ARA). We find that regions, such as, the Tibetan Plateau (TP) and West Antarctic ice sheet, are characterized by higher network weighted links and exhibit strong correlations with the ARA. We then identify a teleconnection propagation path between the ARA and the TP. This path is robust under climate change as simulated by various climate models of CMIP5 and CMIP6. In addition, we detect early warning signals for critical transition in the snow cover extent on the Tibetan Plateau by applying critical slowing down indicators, lag-1 autocorrelation and detrended fluctuation analysis. We find that the snow cover of the TP has been losing stability since 2008, revealing that the TP is operating like a tipping element and approaching a potential tipping point. We further uncover that various climate extremes between the ARA and the TP are significantly synchronized under climate change. Our framework provides new insights into how tipping elements are linked to each other and into the potential predictability of cascading tipping dynamics.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

MFDFA: Efficient Multifractal Detrended Fluctuation Analysis in Python

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength and correlations in the underlying stochastic properties, their scaling behaviour, as well as the level of fractality. Several extensions to the fundamental method have been developed over the years, vastly enhancing the applicability of MFDFA, e.g. empirical mode decomposition for the study of long-range correlations and persistence. In this article we introduce an efficient, easy-to-use python library for MFDFA, incorporating the most common extensions and harnessing the most of multi-threaded processing for very fast calculations.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Optimization of coupling and global collapse in diffusively coupled socio-ecological resource exploitation networks

Single- and multi-layer complex networks have been proven as a powerful tool to study the dynamics within social, technological,or natural systems. An often observed common goal there is to optimize these systems for specific purposes by minimizing certain costs while maximizing a desired output. Acknowledging that especially real-world systems from the coupled socio-ecological realm are highly intertwined this work exemplifies that in such systems the optimization of a certain subsystem, e.g., to increase the resilience against external pressure in an ecological network, may unexpectedly diminish the stability of the whole coupled system. For this purpose we utilize an adaptation of a previously proposed conceptual bilayer network model composed of an ecological network of diffusively coupled resources co-evolving with a social network of interacting agents that harvest these resources and learn each other's strategies depending on individual success. We derive an optimal coupling strength that prevents a collapse in as many resources as possible if one assumes that the agents' strategies remain constant over time. However, we then show that if agents socially learn and adapt strategies according to their neighbors' success, this optimal coupling strength is revealed to be a critical parameter above which the probability for a global collapse in terms of irreversibly depleted resources is high -- an effect that we denote the tragedy of the optimizer. We thus find that measures which stabilize the dynamics within a certain part of a larger co-evolutionary system may unexpectedly cause the emergence of novel undesired globally stable states. Our results therefore underline the importance of holistic approaches for managing socio-ecological systems because stabilizing effects which focus on single subsystems may be counter-beneficial for the system as a whole.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance

Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $α$-stable Lévy process is still lacking. Here, we propose an approach to infer all the uncertain non-Gaussian parameters and other system parameters by minimizing the Hellinger distance over the parameter space. The Hellinger distance measures the similarity between an empirical probability density of non-Gaussian observations and a solution (as a probability density) of the associated nonlocal Fokker-Planck equation. Numerical experiments verify that our method is feasible for estimating single and multiple parameters. Meanwhile, we find an optimal estimation interval of the estimated parameters. This method is beneficial for extracting governing dynamical system models under non-Gaussian fluctuations, as in the study of abrupt climate changes in the Dansgaard-Oeschger events.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

The climatic interdependence of extreme-rainfall events around the globe

The identification of regions of similar climatological behavior can be utilized for the discovery of spatial relationships over long-range scales, including teleconnections. In this regard, the global picture of the interdependence patterns of extreme rainfall events (EREs) still needs to be further explored. To this end, we propose a top-down complex-network-based clustering workflow, with the combination of consensus clustering and mutual correspondences. Consensus clustering provides a reliable community structure under each dataset, while mutual correspondences build a matching relationship between different community structures obtained from different datasets. This approach ensures the robustness of the identified structures when multiple datasets are available. By applying it simultaneously to two satellite-derived precipitation datasets, we identify consistent synchronized structures of EREs around the globe, during boreal summer. Two of them show independent spatiotemporal characteristics, uncovering the primary compositions of different monsoon systems. They explicitly manifest the primary intraseasonal variability in the context of the global monsoon, in particular the `monsoon jump' over both East Asia and West Africa and the mid-summer drought over Central America and southern Mexico. Through a case study related to the Asian summer monsoon (ASM), we verify that the intraseasonal changes of upper-level atmospheric conditions are preserved by significant connections within the global synchronization structure. Our work advances network-based clustering methodology for (i) decoding the spatiotemporal configuration of interdependence patterns of natural variability and for (ii) the intercomparison of these patterns, especially regarding their spatial distributions over different datasets.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

A multilayer, multi-timescale model approach for economic and frequency control in power grids

Power systems are subject to fundamental changes due to the increasing infeed of decentralised renewable energy sources and storage. The decentralised nature of the new actors in the system requires new concepts for structuring the power grid, and achieving a wide range of control tasks ranging from seconds to days. Here we introduce a multiplex dynamical network model covering all control timescales. Crucially, we combine a decentralised, self-organised low-level control and a smart grid layer of devices that can aggregate information from remote sources. The safety-critical task of frequency control is performed by the former, the economic objective of demand matching dispatch by the latter. Having both aspects present in the same model allows us to study the interaction between the layers. Remarkably, we find that adding communication in the form of aggregation does not improve the performance in the cases considered. Instead, the self-organised state of the system already contains the information required to learn the demand structure in the entire grid. The model introduced here is highly flexible, and can accommodate a wide range of scenarios relevant to future power grids. We expect that it is especially useful in the context of low-energy microgrids with distributed generation.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Impact of Network Topology on the Stability of DC Microgrids

We probe the stability of Watts-Strogatz DC microgrids, in which droop-controlled producers and constant power load consumers are homogeneously distributed and obey Kirchhoff's circuit laws. The concept of survivability is employed to evaluate the system's response to Dirac delta voltage perturbations at single nodes. A fixed point analysis of the power grid model yields that there is only one relevant attractor. Using a set of simulations with random networks we investigate correlations between survivability and three topological network measures: the share of producers in the network and the degree and the average neighbour degree of the perturbed node. Depending on the imposed voltage and current limits, the stability is optimized for low node degrees or a specific share of producers. Based on our findings, we provide an insight into the local dynamics of the perturbed system and derive explicit guidelines for the design of resilient DC power grids.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Multiplex Recurrence Networks

We have introduced a novel multiplex recurrence network (MRN) approach by combining recurrence networks with the multiplex network approach in order to investigate multivariate time series. The potential use of this approach is demonstrated on coupled map lattices and a typical example from palaeobotany research. In both examples, topological changes in the multiplex recurrence networks allow for the detection of regime changes in their dynamics. The method goes beyond classical interpretation of pollen records by considering the vegetation as a whole and using the intrinsic similarity in the dynamics of the different regional vegetation elements. We find that the different vegetation types behave more similar when one environmental factor acts as the dominant driving force.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Network-based Approach and Climate Change Benefits for Forecasting the Amount of Indian Monsoon Rainfall

The Indian summer monsoon rainfall (ISMR) has a decisive influence on India's agricultural output and economy. Extreme deviations from the normal seasonal amount of rainfall can cause severe droughts or floods, affecting Indian food production and security. Despite the development of sophisticated statistical and dynamical climate models, a long-term and reliable prediction of the ISMR has remained a challenging problem. Towards achieving this goal, here we construct a series of dynamical and physical climate networks based on the global near surface air temperature field. We uncover that some characteristics of the directed and weighted climate networks can serve as efficient long-term predictors for ISMR forecasting. The developed prediction method produces a forecast skill of 0.5 with a 5-month lead-time in advance by using the previous calendar year's data. The skill of our ISMR forecast, is comparable to the current state-of-the-art models, however, with quite a short (i.e., within one month) lead-time. We discuss the underlying mechanism of our predictor and associate it with network-delayed-ENSO and ENSO-monsoon connections. Moreover, our approach allows predicting the all India rainfall, as well as forecasting the different Indian homogeneous regions' rainfall, which is crucial for agriculture in India. We reveal that global warming affects the climate network by enhancing cross-equatorial teleconnections between Southwest Atlantic, Western part of the Indian Ocean, and North Asia-Pacific with significant impacts on the precipitation in India. We find a hotspots area in the mid-latitude South Atlantic, which is the basis for our predictor. Remarkably, the significant warming trend in this area yields an improvement of the prediction skill.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

When Autonomous Systems Meet Accuracy and Transferability through AI: A Survey

With widespread applications of artificial intelligence (AI), the capabilities of the perception, understanding, decision-making and control for autonomous systems have improved significantly in the past years. When autonomous systems consider the performance of accuracy and transferability, several AI methods, like adversarial learning, reinforcement learning (RL) and meta-learning, show their powerful performance. Here, we review the learning-based approaches in autonomous systems from the perspectives of accuracy and transferability. Accuracy means that a well-trained model shows good results during the testing phase, in which the testing set shares a same task or a data distribution with the training set. Transferability means that when a well-trained model is transferred to other testing domains, the accuracy is still good. Firstly, we introduce some basic concepts of transfer learning and then present some preliminaries of adversarial learning, RL and meta-learning. Secondly, we focus on reviewing the accuracy or transferability or both of them to show the advantages of adversarial learning, like generative adversarial networks (GANs), in typical computer vision tasks in autonomous systems, including image style transfer, image superresolution, image deblurring/dehazing/rain removal, semantic segmentation, depth estimation, pedestrian detection and person re-identification (re-ID). Then, we further review the performance of RL and meta-learning from the aspects of accuracy or transferability or both of them in autonomous systems, involving pedestrian tracking, robot navigation and robotic manipulation. Finally, we discuss several challenges and future topics for using adversarial learning, RL and meta-learning in autonomous systems.

0 citations0 reviewsNo code linkedOpen access
preprint2019arXiv

Delay master stability of inertial oscillator networks

Time lags occur in a vast range of real-world dynamical systems due to finite reaction times or propagation speeds. Here we derive an analytical approach to determine the asymptotic stability of synchronous states in networks of coupled inertial oscillators with constant delay. Building on the master stability formalism, our technique provides necessary and sufficient delay master stability conditions. We apply it to two classes of potential future power grids, where processing delays in control dynamics will likely pose a challenge as renewable energies proliferate. Distinguishing between phase and frequency delay, our method offers an insight into how bifurcation points depend on the network topology of these system designs.

0 citations0 reviewsNo code linkedOpen access
preprint2019arXiv

Monte Carlo Basin Bifurcation Analysis

Many 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. Typical applications are oscillator networks, but 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. A second order Kuramoto model 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.

0 citations0 reviewsNo code linkedOpen access
preprint2019arXiv

Solving Fokker-Planck equation using deep learning

The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed algorithm does not require any interpolation and coordinate transformation, which is different from the traditional numercial methods. The main novelty of this paper is that penalty factors are introduced to overcome the local optimization for the deep learning approach, and the corresponding setting rules are given. Meanwhile, we consider a normalization condition as a supervision condition to effectively avoid that the trial solution is zero. Several numerical examples are presented to illustrate performances of the proposed algorithm, including one- and two-dimensional systems. All the results suggest that the deep learning is quite feasible and effective to calculate the FP equation. Further, influences of the number of hidden layers, the penalty factors, and the optimization algorithm are discussed in detail. These results indicate that the performances of the machine learning technique can be improved through constructing the neural networks appropriately.

0 citations0 reviewsNo code linkedOpen access
preprint2019arXiv

The physics of governance networks: critical transitions in contagion dynamics on multilayer adaptive networks with application to the sustainable use of renewable resources

Adaptive networks are a versatile approach to model phenomena such as contagion and spreading dynamics, critical transitions and structure formation that emerge from the dynamic coevolution of complex network structure and node states. Here, we study critical transitions in contagion dynamics on multilayer adaptive networks with dynamic node states and present an application to the governance of sustainable resource use. We focus on a three layer adaptive network model, where a polycentric governance network interacts with a social network of resource users which in turn interacts with an ecological network of renewable resources. We uncover that sustainability is favored for slow interaction timescales, large homophilic network adaptation rate (as long it is below the fragmentation threshold) and high taxation rates. Interestingly, we also observe a trade-off between an eco-dictatorship (reduced model with a single governance actor that always taxes unsustainable resource use) and the polycentric governance network of multiple actors. In the latter setup, sustainability is enhanced for low but hindered for high tax rates compared to the eco-dictatorship case. These results highlight mechanisms generating emergent critical transitions in contagion dynamics on multilayer adaptive network and show how these can be understood and approximated analytically, relevant for understanding complex adaptive systems from various disciplines ranging from physics and epidemiology to sociology and global sustainability science. The paper also provides insights into potential critical intervention points for policy in the form of taxes in the governance of sustainable renewable resource use that can inform more process-detailed social-ecological modeling.

0 citations0 reviewsNo code linkedOpen access
preprint2016arXiv

A climate network-based index to discriminate different types of El Niño and La Niña

El Niño exhibits distinct Eastern Pacific (EP) and Central Pacific (CP) types which are commonly, but not always consistently, distinguished from each other by different signatures in equatorial climate variability. Here, we propose an index based on evolving climate networks to objectively discriminate between both flavors by utilizing a scalar-valued evolving climate network measure that quantifies spatial localization and dispersion in El Niño's associated teleconnections. Our index displays a sharp peak (high localization) during EP events, whereas during CP events (larger dispersion) it remains close to the baseline observed during normal periods. In contrast to previous classification schemes, our approach specifically account for El Niño's global impacts. We confirm recent El Niño classifications for the years 1951 to 2014 and assign types to those cases were former works yielded ambiguous results. Ultimately, we study La Niña episodes and demonstrate that our index provides a similar discrimination into two types.

0 citations0 reviewsNo code linkedOpen access
preprint2016arXiv

A hybrid multiscale coarse-grained method for dynamics on complex networks

Brute-force simulations for dynamics on very large networks are quite expensive. While phenomenological treatments may capture some macroscopic properties, they often ignore important microscopic details. Fortunately, one may be only interested in the property of local part and not in the whole network. Here, we propose a hybrid multiscale coarse-grained(HMCG) method which combines a fine Monte Carlo(MC) simulation on the part of nodes of interest with a more coarse Langevin dynamics on the rest part. We demonstrate the validity of our method by analyzing the equilibrium Ising model and the nonequilibrium susceptible-infected-susceptible model. It is found that HMCG not only works very well in reproducing the phase transitions and critical phenomena of the microscopic models, but also accelerates the evaluation of dynamics with significant computational savings compared to microscopic MC simulations directly for the whole networks. The proposed method is general and can be applied to a wide variety of networked systems just adopting appropriate microscopic simulation methods and coarse graining approaches.

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preprint2016arXiv

A Random Growth Model for Power Grids and Other Spatially Embedded Infrastructure Networks

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a growth phase with an attachment rule giving a trade-off between cost-optimization and redundancy. Furthermore, we implement the feature of some lines being split during the grid's evolution. We show that the resulting degree distribution has an exponential tail and may show a maximum at degree two, suitable to observations of real-world power grid networks. In particular, the mean degree and the slope of the exponential decay can be controlled in partial independence. To verify to which extent the degree distribution is described by our analytic form, we conduct statistical tests, showing that the hypothesis of an exponential tail is well-accepted for our model data.

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preprint2016arXiv

Constrained basin stability for studying transient phenomena in dynamical systems

Transient dynamics are of large interest in many areas of science. Here, a generalization of basin stability (BS) is presented: constrained basin stability (CBS) that is sensitive to various different types of transients arising from finite size perturbations. CBS is applied to the paradigmatic Lorenz system for uncovering nonlinear precursory phenomena of a boundary crisis bifurcation. Further, CBS is used in a model of the Earth's carbon cycle as a return time-dependent stability measure of the system's global attractor. Both case studies illustrate how CBS's sensitivity to transients complements BS in its function as an early warning signal and as a stability measure. CBS is broadly applicable in systems where transients matter, from physics and engineering to sustainability science. Thus, CBS complements stability analysis with BS as well as classical linear stability analysis and will be a useful tool for many applications.

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preprint2016arXiv

Control of birhythmicity through conjugate self-feedback: Theory and experiment

Birhythmicity arises in several physical, biological and chemical systems. Although, many control schemes are proposed for various forms of multistability, only a few exist for controlling birhythmicity. In this paper we investigate the control of birhythmic oscillation by introducing a self-feedback mechanism that incorporates the variable to be controlled and its canonical conjugate. Using a detailed analytical treatment, bifurcation analysis and experimental demonstrations we establish that the proposed technique is capable of eliminating birhythmicity and generates monorhythmic oscillation. Further, the detailed parameter space study reveals that, apart from monorhythmicity, the system shows transition between birhythmicity and other dynamical forms of bistability. This study may have practical applications in controlling birhythmic behavior of several systems, in particular in biochemical and mechanical processes.

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preprint2016arXiv

Correlation networks from flows. The case of forced and time-dependent advection-diffusion dynamics

Complex network theory provides an elegant and powerful framework to statistically investigate different types of systems such as society, brain or the structure of local and long-range dynamical interrelationships in the climate system. Network links in climate networks typically imply information, mass or energy exchange. However, the specific connection between oceanic or atmospheric flows and the climate network's structure is still unclear. We propose a theoretical approach for verifying relations between the correlation matrix and the climate network measures, generalizing previous studies and overcoming the restriction to stationary flows. Our methods are developed for correlations of a scalar quantity (temperature, for example) which satisfies an advection-diffusion dynamics in the presence of forcing and dissipation. Our approach reveals that correlation networks are not sensitive to steady sources and sinks and the profound impact of the signal decay rate on the network topology. We illustrate our results with calculations of degree and clustering for a meandering flow resembling a geophysical ocean jet.

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preprint2016arXiv

Deep Graphs - a general framework to represent and analyze heterogeneous complex systems across scales

Network theory has proven to be a powerful tool in describing and analyzing systems by modelling the relations between their constituent objects. In recent years great progress has been made by augmenting `traditional' network theory. However, existing network representations still lack crucial features in order to serve as a general data analysis tool. These include, most importantly, an explicit association of information with possibly heterogeneous types of objects and relations, and a conclusive representation of the properties of groups of nodes as well as the interactions between such groups on different scales. In this paper, we introduce a collection of definitions resulting in a framework that, on the one hand, entails and unifies existing network representations (e.g., network of networks, multilayer networks), and on the other hand, generalizes and extends them by incorporating the above features. To implement these features, we first specify the nodes and edges of a finite graph as sets of properties. Second, the mathematical concept of partition lattices is transferred to network theory in order to demonstrate how partitioning the node and edge set of a graph into supernodes and superedges allows to aggregate, compute and allocate information on and between arbitrary groups of nodes. The derived partition lattice of a graph, which we denote by deep graph, constitutes a concise, yet comprehensive representation that enables the expression and analysis of heterogeneous properties, relations and interactions on all scales of a complex system in a self-contained manner. Furthermore, to be able to utilize existing network-based methods and models, we derive different representations of multilayer networks from our framework and demonstrate the advantages of our representation. We exemplify an application of deep graphs using a real world dataset of precipitation measurements.

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preprint2016arXiv

Disentangling regular and chaotic motion in the standard map using complex network analysis of recurrences in phase space

Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently attracted much interest for discriminating qualitatively different types of dynamics in terms of measures of complexity, dynamical invariants, or even structural characteristics of the underlying attractor's geometry in phase space. Here, we demonstrate that the latter approach also provides a corresponding distinction between different co-existing dynamical regimes of the standard map, a paradigmatic example of a low-dimensional conservative system. Specifically, we show that the recently developed approach of recurrence network analysis provides potentially useful geometric characteristics distinguishing between regular and chaotic orbits. We find that chaotic orbits in an intermittent laminar phase (commonly referred to as sticky orbits) have a distinct geometric structure possibly differing in a subtle way from those of regular orbits, which is highlighted by different recurrence network properties obtained from relatively short time series. Thus, this approach can help discriminating regular orbits from laminar phases of chaotic ones, which presents a persistent challenge to many existing chaos detection techniques.

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preprint2016arXiv

Evaluation of selected recurrence measures in discriminating pre-ictal and inter-ictal periods from epileptic EEG data

We investigate the suitability of selected measures of complexity based on recurrence quantification analysis and recurrence networks for an identification of pre-seizure states in multi-day, multi-channel, invasive electroencephalographic recordings from five epilepsy patients. We employ several statistical techniques to avoid spurious findings due to various influencing factors and due to multiple comparisons and observe precursory structures in three patients. Our findings indicate a high congruence among measures in identifying seizure precursors and emphasize the current notion of seizure generation in large-scale epileptic networks. A final judgment of the suitability for field studies, however, requires evaluation on a larger database.

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preprint2016arXiv

How complex climate networks complement eigen techniques for the statistical analysis of climatological data

Eigen techniques such as empirical orthogonal function (EOF) or coupled pattern (CP) / maximum covariance analysis have been frequently used for detecting patterns in multivariate climatological data sets. Recently, statistical methods originating from the theory of complex networks have been employed for the very same purpose of spatio-temporal analysis. This climate network (CN) analysis is usually based on the same set of similarity matrices as is used in classical EOF or CP analysis, e.g., the correlation matrix of a single climatological field or the cross-correlation matrix between two distinct climatological fields. In this study, formal relationships as well as conceptual differences between both eigen and network approaches are derived and illustrated using exemplary global precipitation, evaporation and surface air temperature data sets. These results allow to pinpoint that CN analysis can complement classical eigen techniques and provides additional information on the higher-order structure of statistical interrelationships in climatological data. Hence, CNs are a valuable supplement to the statistical toolbox of the climatologist, particularly for making sense out of very large data sets such as those generated by satellite observations and climate model intercomparison exercises.

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preprint2016arXiv

Macroscopic description of complex adaptive networks co-evolving with dynamic node states

In many real-world complex systems, the time-evolution of the network's structure and the dynamic state of its nodes are closely entangled. Here, we study opinion formation and imitation on an adaptive complex network which is dependent on the individual dynamic state of each node and vice versa to model the co-evolution of renewable resources with the dynamics of harvesting agents on a social network. The adaptive voter model is coupled to a set of identical logistic growth models and we show that in such systems, the rate of interactions between nodes as well as the adaptive rewiring probability play a crucial role for the sustainability of the system's equilibrium state. We derive a macroscopic description of the system which provides a general framework to model and quantify the influence of single node dynamics on the macroscopic state of the network and is applicable to many fields of study, such as epidemic spreading or social modeling.

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preprint2016arXiv

Phase response curves for models of earthquake fault dynamics

We systematically study effects of external perturbations on models describing earthquake fault dynamics. The latter are based on the framework of the Burridge-Knopoff spring-block system, including the cases of a simple mono-block fault, as well as the paradigmatic complex faults made up of two identical or distinct blocks. The blocks exhibit relaxation oscillations, which are representative for the stick-slip behavior typical for earthquake dynamics. Our analysis is carried out by determining the phase response curves of first and second order. For a mono-block fault, we consider the impact of a single and two successive pulse perturbations, further demonstrating how the profile of phase response curves depends on the fault parameters. For a homogeneous two-block fault, our focus is on the scenario where each of the blocks is influenced by a single pulse, whereas for heterogeneous faults, we analyze how the response of the system depends on whether the stimulus is applied to the block having a shorter or a longer oscillation period.

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preprint2016arXiv

Spatial network surrogates for disentangling complex system structure from spatial embedding of nodes

Networks with nodes embedded in a metric space have gained increasing interest in recent years. The effects of spatial embedding on the networks' structural characteristics, however, are rarely taken into account when studying their macroscopic properties. Here, we propose a hierarchy of null models to generate random surrogates from a given spatially embedded network that can preserve global and local statistics associated with the nodes' embedding in a metric space. Comparing the original network's and the resulting surrogates' global characteristics allows to quantify to what extent these characteristics are already predetermined by the spatial embedding of the nodes and links. We apply our framework to various real-world spatial networks and show that the proposed models capture macroscopic properties of the networks under study much better than standard random network models that do not account for the nodes' spatial embedding. Depending on the actual performance of the proposed null models, the networks are categorized into different classes. Since many real-world complex networks are in fact spatial networks, the proposed approach is relevant for disentangling underlying complex system structure from spatial embedding of nodes in many fields, ranging from social systems over infrastructure and neurophysiology to climatology.

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preprint2016arXiv

Suppression of neuronal phase synchronisation in cat cerebral cortex

We have studied effects of perturbations on the cat cerebral cortex. According to the literature, this cortex structure can be described by a clustered network. This way, we construct a clustered network with the same number of areas as in the cat matrix, where each area is described as a sub-network with small-world property. We focus on the suppression of neuronal phase synchronisation considering different kinds of perturbations. Among the various controlling interventions, we choose three methods: delayed feedback control, external time-periodic driving, and activation of selected neurons. We simulate these interventions to provide a procedure to suppress undesired and pathological abnormal rhythms that can be associated with many forms of synchronisation. In our simulations, we have verified that the efficiency of synchronisation suppression by delayed feedback control is higher than external time-periodic driving and activation of selected neurons for the cat cerebral cortex with the same coupling strengths.

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preprint2016arXiv

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.

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preprint2016arXiv

Synchronization in Delayed Multiplex Networks

We study impact of multiplexing on the global phase synchronizability of different layers in the delayed coupled multiplex networks. We find that at strong couplings, the multiplexing induces the global synchronization in sparse networks. The introduction of global synchrony depends on the connection density of the layers being multiplexed, which further depends on the underlying network architecture. Moreover, multiplexing may lead to a transition from a quasi-periodic or chaotic evolution to a periodic evolution. For the periodic case, the multiplexing may lead to a change in the period of the dynamical evolution. Additionally, delay in the couplings may bring upon synchrony to those multiplex networks which do not exhibit synchronization for the undelayed evolution. Using a simple example of two globally connected layers forming a multiplex network, we show how delay brings upon a possibility for the inter layer global synchrony, that is not possible for the undelayed evolution.

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preprint2016arXiv

Traveling phase waves in asymmetric networks of noisy chaotic attractors

We explore identical Rössler systems organized into two equally-sized groups, among which differing positive and negative in- and out-coupling strengths are allowed. Patterns of distinctly synchronized phase dynamics are observed, which coexist with chaotically evolving amplitudes. In particular, we report the emergence of traveling phase waves, i.e. states in which the oscillators settle on a new rhythm different from their own. We further elucidate our findings through phase-coupled Rössler systems, establishing a connection with the Kuramoto model. Together with the study of noise effects, our results suggest a promising new avenue towards the coexistence of chaotic, noisy and regular collective dynamics.

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preprint2016arXiv

Tweaking Synchronisation by Link Addition

Natural and man-made networks often possess locally tree-like sub-structures. Taking such tree networks as our starting point, we show how the addition of links changes the synchronization properties of the network. We focus on two different methods of link addition. The first method adds single links that create cycles of a well-defined length. Following a topological approach we introduce cycles of varying length and analyze how this feature, as well as the position in the network, alters the synchronous behaviour. We show that in particular short cycles can lead to a maximum change of the Laplacian's eigenvalue spectrum, dictating the synchronization properties of such networks. The second method connects a certain proportion of the initially unconnected nodes. We simulate dynamical systems on these network topologies, with the nodes' local dynamics being either a discrete or continuous. Here our main result is that a certain amount of additional links, with the relative position in the network being crucial, can be beneficial to ensure stable synchronization.

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preprint2016arXiv

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

We introduce the \texttt{pyunicorn} (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. \texttt{pyunicorn} is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics or network surrogates. Additionally, \texttt{pyunicorn} provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis (RQA), recurrence networks, visibility graphs and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

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preprint2015arXiv

Analysing spatially extended high-dimensional dynamics by recurrence plots

Recurrence plot based measures of complexity are capable tools for characterizing complex dynamics. In this letter we show the potential of selected recurrence plot measures for the investigation of even high-dimensional dynamics. We apply this method on spatially extended chaos, such as derived from the Lorenz96 model and show that the recurrence plot based measures can qualitatively characterize typical dynamical properties such as chaotic or periodic dynamics. Moreover, we demonstrate its power by analyzing satellite image time series of vegetation cover with contrasting dynamics as a spatially extended and potentially high-dimensional example from the real world.

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preprint2015arXiv

Collective dynamics in two populations of noisy oscillators with asymmetric interactions

We study two intertwined globally coupled networks of noisy Kuramoto phase oscillators that have the same natural frequency, but differ in their perception of the mean field and their contribution to it. Such a give-and-take mechanism is given by asymmetric in- and out-coupling strengths which can be both positive and negative. We uncover in this minimal network of networks intriguing patterns of discordance, where the ensemble splits into two clusters separated by a constant phase lag. If it differs from $π$, then traveling wave solutions emerge. We observe a second route to traveling waves via traditional one-cluster states. Bistability is found between the various collective states. Analytical results and bifurcation diagrams are derived with a reduced system.

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preprint2015arXiv

Collective Relaxation Dynamics of Small-World Networks

Complex networks exhibit a wide range of collective dynamic phenomena, including synchronization, diffusion, relaxation, and coordination processes. Their asymptotic dynamics is generically characterized by the local Jacobian, graph Laplacian or a similar linear operator. The structure of networks with regular, small-world and random connectivities are reasonably well understood, but their collective dynamical properties remain largely unknown. Here we present a two-stage mean-field theory to derive analytic expressions for network spectra. A single formula covers the spectrum from regular via small-world to strongly randomized topologies in Watts-Strogatz networks, explaining the simultaneous dependencies on network size N, average degree k and topological randomness q. We present simplified analytic predictions for the second largest and smallest eigenvalue, and numerical checks confirm our theoretical predictions for zero, small and moderate topological randomness q, including the entire small-world regime. For large q of the order of one, we apply standard random matrix theory thereby overarching the full range from regular to randomized network topologies. These results may contribute to our analytic and mechanistic understanding of collective relaxation phenomena of network dynamical systems.

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preprint2015arXiv

Complex network based techniques to identify extreme events and (sudden) transitions in spatio-temporal systems

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development of complex systems analysis. First, we discuss the transforming of a time series from such systems to a complex network. The natural approach is to calculate the recurrence matrix and interpret such as the adjacency matrix of an associated complex network, called recurrence network. Using complex network measures, such as transitivity coefficient, we demonstrate that this approach is very efficient for identifying qualitative transitions in observational data, e.g., when analyzing paleoclimate regime transitions. Second, we demonstrate the use of directed spatial networks constructed from spatio-temporal measurements of such systems that can be derived from the synchronized-in-time occurrence of extreme events in different spatial regions. Although there are many possibilities to investigate such spatial networks, we present here the new measure of network divergence and how it can be used to develop a prediction scheme of extreme rainfall events.

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preprint2015arXiv

Do the recent severe droughts in the Amazonia have the same period of length?

We propose a new measure based on drought period length to assess the temporal difference between the recent two severe droughts of 2005 and 2010 in the Amazonia. The sensitivity of the measure is demonstrated by disclosing the distinct spatial responding mechanisms of the Northeastern and Southwestern Amazon (NA, SA) to the surrounding sea surface temperature (SST) variabilities. The Pacific and Atlantic oceans have different roles on the precipitation patterns in Amazonia. More specifically, the very dry periods in the NA are influenced by El Niño events, while the very dry periods in the SA are affected by the anomalously warming of the SST in the North Atlantic. We show convincingly that the drought 2005 hit SA, which is caused by the North Atlantic only. There are two phases in the drought 2010: (i) it was started in the NA in August 2009 affected by the El Niño event, and (ii) later shifted the center of action to SA resulted from anomalously high SST in North Atlantic, which further intensifies the impacts on the spatial coverage.

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preprint2015arXiv

Effect of assortative mixing in the second-order Kuramoto model

In this paper we analyze the second-order Kuramoto model presenting a positive correlation between the heterogeneity of the connections and the natural frequencies in scale-free networks. We numerically show that discontinuous transitions emerge not just in disassortative but also in assortative networks, in contrast with the first-order model. We also find that the effect of assortativity on network synchronization can be compensated by adjusting the phase damping. Our results show that it is possible to control collective behavior of damped Kuramoto oscillators by tuning the network structure or by adjusting the dissipation related to the phases movement.

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preprint2015arXiv

Optimal model-free prediction from multivariate time series

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal pre-selection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used sub-optimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.

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preprint2015arXiv

Revival of oscillation from mean-field-induced death: Theory and experiment

The revival of oscillation and maintaining rhythmicity in a network of coupled oscillators offer an open challenge to researchers as the cessation of oscillation often leads to a fatal system degradation and an irrecoverable malfunctioning in many physical, biological and physiological systems. Recently a general technique of restoration of rhythmicity in diffusively coupled networks of nonlinear oscillators has been proposed in [Zou et al. Nature Commun. 6:7709, 2015], where it is shown that a proper feedback parameter that controls the rate of diffusion can effectively revive oscillation from an oscillation suppressed state. In this paper we show that the mean-field diffusive coupling, which can suppress oscillation even in a network of identical oscillators, can be modified in order to revoke the cessation of oscillation induced by it. Using a rigorous bifurcation analysis we show that, unlike other diffusive coupling schemes, here one has {\it two control parameters}, namely the {\it density of the mean-field} and the {\it feedback parameter} that can be controlled to revive oscillation from a death state. We demonstrate that an appropriate choice of density of the mean-field is capable of inducing rhythmicity even in the presence of complete diffusion, which is an unique feature of this mean-field coupling that is not available in other coupling schemes. Finally, we report the {\it first} experimental observation of revival of oscillation from the mean-field--induced oscillation suppression state that supports our theoretical results.

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preprint2015arXiv

Stability threshold approach for complex dynamical systems

A new measure to characterize stability of complex dynamical systems against large perturbation is suggested, the stability threshold (ST). It quantifies the magnitude of the weakest perturbation capable to disrupt the system and switch it to an undesired dynamical regime. In the phase space, the stability threshold corresponds to the "thinnest site" of the attraction basin and therefore indicates the most "dangerous" direction of perturbations. We introduce a computational algorithm for quantification of the stability threshold and demonstrate that the suggested approach is effective and provides important insights. The generality of the obtained results defines their vast potential for application in such fields as engineering, neuroscience, power grids, Earth science and many others where robustness of complex systems is studied.

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preprint2015arXiv

The effect of randomness for dependency map on the robustness of interdependent lattices

For interdependent networks with identity dependency map, percolation is exactly the same with that on a single network and follows a second-order phase transition, while for random dependency, percolation follows a first-order phase transition. In real networks, the dependency relations between networks are neither identical nor completely random. Thus in this paper, we study the influence of randomness for dependency maps on the robustness of interdependent lattice networks. We introduce approximate entropy($ApEn$) as the measure of randomness of the dependency maps. We find that there is critical $ApEn_c$ below which the percolation is continuous, but for larger $ApEn$, it is a first-order transition. With the increment of $ApEn$, the $p_c$ increases until $ApEn$ reaching ${ApEn}_c'$ and then remains almost constant. The time scale of the system shows rich properties as $ApEn$ increases. Our results uncover that randomness is one of the important factors that lead to cascading failures of spatially interdependent networks.

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preprint2015arXiv

The impact of model detail on power grid resilience measures

Extreme events represent a challenge to natural as well as man-made systems. For critical infrastructure like power grids, we need to understand their resilience against large disturbances. Recently, new measures of the resilience of dynamical systems have been developed in the complex system literature. Basin stability and survivability respectively assess the asymptotic and transient behavior of a system when subjected to arbitrary, localized but large perturbations. To employ these methods to assess the resilience of power grids, we need to choose a model of the power grid. So far the most popular model that has been studied is the classical swing equation model for the frequency response of generators and motors. In this paper we study a more sophisticated model of synchronous machines that also takes voltage dynamics into account, and compare it to the previously studied model. This model has been found to give an accurate picture of the long term evolution of synchronous machines in the engineering literature for post fault studies. We find evidence that some stable fix points of the swing equation become unstable when we add voltage dynamics. If this occurs the asymptotic behavior of the system can be dramatically altered, and basin stability estimates obtained with the swing equation can be dramatically wrong. We also find that the survivability does not change significantly when taking the voltage dynamics into account. Further, the limit cycle type asymptotic behaviour is strongly correlated with transient voltages that violate typical operational voltage bounds. Thus, transient voltage bounds are dominated by transient frequency bounds and play no large role for realistic parameters.

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preprint2015arXiv

The Kuramoto model in complex networks

Synchronization of an ensemble of oscillators is an emergent phenomenon present in several complex systems, ranging from social and physical to biological and technological systems. The most successful approach to describe how coherent behavior emerges in these complex systems is given by the paradigmatic Kuramoto model. This model has been traditionally studied in complete graphs. However, besides being intrinsically dynamical, complex systems present very heterogeneous structure, which can be represented as complex networks. This report is dedicated to review main contributions in the field of synchronization in networks of Kuramoto oscillators. In particular, we provide an overview of the impact of network patterns on the local and global dynamics of coupled phase oscillators. We cover many relevant topics, which encompass a description of the most used analytical approaches and the analysis of several numerical results. Furthermore, we discuss recent developments on variations of the Kuramoto model in networks, including the presence of noise and inertia. The rich potential for applications is discussed for special fields in engineering, neuroscience, physics and Earth science. Finally, we conclude by discussing problems that remain open after the last decade of intensive research on the Kuramoto model and point out some promising directions for future research.

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preprint2014arXiv

Analysis of cluster explosive synchronization in complex networks

Correlations between intrinsic dynamics and local topology have become a new trend in the study of synchronization in complex networks. In this paper, we investigate in this paradigm the influence of topology on dynamics of networks made up of second-order Kuramoto oscillators. In particular, based on mean-field calculations, we provide a detailed investigation of the recently reported phenomena of cluster explosive synchronization (CES)[Phys. Rev. Lett. 110, 218701 (2013)], analysing the model in scale-free and small-world networks as a function of several topological properties. We show that, in contrast to scale-free networks, the transition to the synchronous state in small-world structures tends to be continuous as the probability of rewiring increases. These results complement the previous findings regarding CES and also fundamentally deepen the understanding of the interplay between topology and dynamics under the constraint of correlating natural frequencies and local structure.

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preprint2014arXiv

Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm (Liu \textit{et al.,} Phys. Rev. E \textbf{89}, 032814 (2014)) are mainly due to an inappropriate treatment disregarding the intrinsic non-stationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for non-stationary stochastic processes like fBm.

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preprint2014arXiv

Basin of Attraction Determines Hysteresis in Explosive Synchronization

Spontaneous explosive emergent behavior takes place in heterogeneous networks when the frequencies of the nodes are positively correlated to the node degree. A central feature of such explosive transitions is a hysteretic behavior at the transition to synchronization. We unravel the underlying mechanisms and show that the dynamical origin of the hysteresis is a change of basin of attraction of the synchronization state. Our findings hold for heterogeneous networks with star graph motifs such as scale free networks, and hence reveal how microscopic network parameters such as node degree and frequency affect the global network properties and can be used for network design and control.

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preprint2014arXiv

Cooperative behavior between oscillatory and excitable units: the peculiar role of positive coupling-frequency correlations

We study the collective dynamics of noise-driven excitable elements, so-called active rotators. Crucially here, the natural frequencies and the individual coupling strengths are drawn from some joint probability distribution. Combining a mean-field treatment with a Gaussian approximation allows us to find examples where the infinite-dimensional system is reduced to a few ordinary differential equations. Our focus lies in the cooperative behavior in a population consisting of two parts, where one is composed of excitable elements, while the other one contains only self-oscillatory units. Surprisingly, excitable behavior in the whole system sets in only if the excitable elements have a smaller coupling strength than the self-oscillating units. In this way positive local correlations between natural frequencies and couplings shape the global behavior of mixed populations of excitable and oscillatory elements.

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preprint2014arXiv

Low-dimensional behavior of Kuramoto model with inertia in complex networks

Low-dimensional behavior of large systems of globally coupled oscillators has been intensively investigated since the introduction of the Ott-Antonsen ansatz. In this report, we generalize the Ott-Antonsen ansatz to second-order Kuramoto models in complex networks. With an additional inertia term, we find a low-dimensional behavior similar to the first-order Kuramoto model, derive a self-consistent equation and seek the time-dependent derivation of the order parameter. Numerical simulations are also conducted to verify our analytical results.

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preprint2013arXiv

Cluster Explosive Synchronization in Complex Networks

The emergence of explosive synchronization has been reported as an abrupt transition in complex networks of first-order Kuramoto oscillators. In this Letter, we demonstrate that the nodes in a second-order Kuramoto model, perform a cascade of transitions toward a synchronous macroscopic state, which is a novel phenomenon that we call \textit{cluster explosive synchronization}. We provide a rigorous analytical treatment using a mean-field analysis in uncorrelated networks. Our findings are in good agreement with numerical simulations and fundamentally deepen the understanding of microscopic mechanisms toward synchronization.

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preprint2013arXiv

Complex Network Approach to the Statistical Features of the Sunspot Series

Complex network approaches have been recently developed as an alternative framework to study the statistical features of time-series data. We perform a visibility-graph analysis on both the daily and monthly sunspot series. Based on the data, we propose two ways to construct the network: one is from the original observable measurements and the other is from a negative-inverse-transformed series. The degree distribution of the derived networks for the strong maxima has clear non-Gaussian properties, while the degree distribution for minima is bimodal. The long-term variation of the cycles is reflected by hubs in the network which span relatively large time intervals. Based on standard network structural measures, we propose to characterize the long-term correlations by waiting times between two subsequent events. The persistence range of the solar cycles has been identified over 15\,--\,1000 days by a power-law regime with scaling exponent $γ= 2.04$ of the occurrence time of the two subsequent and successive strong minima. In contrast, a persistent trend is not present in the maximal numbers, although maxima do have significant deviations from an exponential form. Our results suggest some new insights for evaluating existing models. The power-law regime suggested by the waiting times does indicate that there are some level of predictable patterns in the minima.

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preprint2013arXiv

Disentangling different types of El Niño episodes by evolving climate network analysis

Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network approach for characterizing the evolving correlation structure of the Earth's climate system based on reanalysis data of surface air temperatures. We provide a detailed study on the temporal variability of several global climate network characteristics. Based on a simple conceptual view on red climate networks (i.e., networks with a comparably low number of edges), we give a thorough interpretation of our evolving climate network characteristics, which allows a functional discrimination between recently recognized different types of El Niño episodes. Our analysis provides deep insights into the Earth's climate system, particularly its global response to strong volcanic eruptions and large-scale impacts of different phases of the El Niño Southern Oscillation (ENSO).

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preprint2013arXiv

Estimating coupling directions in the cardio-respiratory system using recurrence properties

The asymmetry of coupling between complex systems can be studied by conditional probabilities of recurrence, which can be estimated by joint recurrence plots. This approach is applied for the first time on experimental data: time series of the human cardio-respiratory system in order to investigate the couplings between heart rate, mean arterial blood pressure, and respiration. We find that the respiratory system couples towards the heart rate and the heart rate towards the mean arterial blood pressure. However, our analysis could not detect a clear coupling direction between the mean arterial blood pressure and respiration.

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preprint2013arXiv

Fluctuation of similarity (FLUS) to detect transitions between distinct dynamical regimes in short time series

Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between them in a short time series [1]. Here we present the details of the analytical relationships between the newly introduced measure and the well known concepts of attractor dimensions and Lyapunov exponents. We show that the new measure has linear dependence on the effective dimension of the attractor and it measures the variations in the sum of the Lyapunov spectrum. To illustrate the practical usefulness of the method, we employ it to identify various types of dynamical transitions in different nonlinear models. Also, we present testbed examples for the new method's robustness against the presence of noise and missing values in the time series. Furthermore, we use this method to analyze time series from the field of social dynamics, where we present an analysis of the US crime record's time series from the year 1975 to 1993. Using this method, we have found that dynamical complexity in robberies was influenced by the unemployment rate till late 1980's. We have also observed a dynamical transition in homicide and robbery rates in the late 1980's and early 1990's, leading to increase in the dynamical complexity of these rates.

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preprint2013arXiv

Geometric signature of complex synchronisation scenarios

Synchronisation between coupled oscillatory systems is a common phenomenon in many natural as well as technical systems. Varying the strength of coupling often leads to qualitative changes in the complex dynamics of the mutually coupled systems including different types of synchronisation such as phase, lag, generalised, or even complete synchronisation. Here, we study the geometric signatures of coupling along with the onset of generalised synchronisation between two coupled chaotic oscillators by mapping the systems' individual as well as joint recurrences in phase space to a complex network. For a paradigmatic continuous-time model system, the transitivity properties of the resulting joint recurrence networks display distinct variations associated with changes in the structural similarity between different parts of the considered trajectories. They therefore provide a useful indicator for the emergence of generalised synchronisation. This paper is dedicated to the 25th anniversary of the introduction of recurrence plots by Eckmann et al. (Europhys. Lett. 4 (1987), 973).

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preprint2013arXiv

How to induce multiple delays in coupled chaotic oscillators?

Lag synchronization is a basic phenomenon in mismatched coupled systems, delay coupled systems and time-delayed systems. It is characterized by a lag configuration that establishes a unique time shift between all the state variables of the coupled systems. In this report, an attempt is made how to induce multiple lag configurations in coupled systems when different pairs of state variables attain different time shift. A design of coupling is presented to realize this multiple lag synchronization. Numerical illustration is given using examples of the Rössler system and the slow-fast Hindmarsh-Rose neuron model. The multiple lag scenario is physically realized in an electronic circuit of two Sprott systems.

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preprint2013arXiv

Node-weighted interacting network measures improve the representation of real-world complex systems

Network theory provides a rich toolbox consisting of methods, measures, and models for studying the structure and dynamics of complex systems found in nature, society, or technology. Recently, it has been pointed out that many real-world complex systems are more adequately mapped by networks of interacting or interdependent networks, e.g., a power grid showing interdependency with a communication network. Additionally, in many real-world situations it is reasonable to include node weights into complex network statistics to reflect the varying size or importance of subsystems that are represented by nodes in the network of interest. E.g., nodes can represent vastly different surface area in climate networks, volume in brain networks or economic capacity in trade networks. In this letter, combining both ideas, we derive a novel class of statistical measures for analysing the structure of networks of interacting networks with heterogeneous node weights. Using a prototypical spatial network model, we show that the newly introduced node-weighted interacting network measures indeed provide an improved representation of the underlying system's properties as compared to their unweighted analogues. We apply our method to study the complex network structure of cross-boundary trade between European Union (EU) and non-EU countries finding that it provides important information on trade balance and economic robustness.

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preprint2013arXiv

Recurrence Plots 25 years later -- gaining confidence in dynamical transitions

Recurrence plot based time series analysis is widely used to study changes and transitions in the dynamics of a system or temporal deviations from its overall dynamical regime. However, most studies do not discuss the significance of the detected variations in the recurrence quantification measures. In this letter we propose a novel method to add a confidence measure to the recurrence quantification analysis. We show how this approach can be used to study significant changes in dynamical systems due to a change in control parameters, chaos-order as well as chaos-chaos transitions. Finally we study and discuss climate transitions by analysing a marine proxy record for past sea surface temperature. This paper is dedicated to the 25th anniversary of the introduction of recurrence plots.

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preprint2013arXiv

Role of delay in the mechanism of cluster formation

We study the role of delay in phase synchronization and phenomena responsible for cluster formation in delayed coupled maps on various networks. Using numerical simulations, we demonstrate that the presence of delay may change the mechanism of unit to unit interaction. At weak coupling values, same parity delays are associated with the same phenomenon of cluster formation and exhibit similar dynamical evolution. Intermediate coupling values yield rich delay-induced driven cluster patterns. A Lyapunov function analysis sheds light on the robustness of the driven clusters observed for delayed bipartite networks. Our results reveal that delay may lead to a completely different relation, between dynamical and structural clusters, than observed for the undelayed case.

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preprint2013arXiv

Testing time series irreversibility using complex network methods

The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically, we statistically compare the distributions of time-directed variants of the common complex network measures degree and local clustering coefficient. Our approach does not involve surrogate data and is applicable to relatively short time series. We demonstrate its performance for paradigmatic model systems with known time-reversal properties as well as for picking up signatures of nonlinearity in neuro-physiological data.

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preprint2013arXiv

Towards dynamical network biomarkers in neuromodulation of episodic migraine

Computational methods have complemented experimental and clinical neursciences and led to improvements in our understanding of the nervous systems in health and disease. In parallel, neuromodulation in form of electric and magnetic stimulation is gaining increasing acceptance in chronic and intractable diseases. In this paper, we firstly explore the relevant state of the art in fusion of both developments towards translational computational neuroscience. Then, we propose a strategy to employ the new theoretical concept of dynamical network biomarkers (DNB) in episodic manifestations of chronic disorders. In particular, as a first example, we introduce the use of computational models in migraine and illustrate on the basis of this example the potential of DNB as early-warning signals for neuromodulation in episodic migraine.

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preprint2012arXiv

Analytical framework for recurrence-network analysis of time series

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. {While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the method has still been missing so far. Here, we interpret an $\varepsilon$-recurrence network as a discrete subnetwork of a "continuous" graph with uncountably many vertices and edges corresponding to the system's attractor. This step allows us to show that various statistical measures commonly used in complex network analysis can be seen as discrete estimators of newly defined continuous measures of certain complex geometric properties of the attractor on the scale given by $\varepsilon$.} In particular, we introduce local measures such as the $\varepsilon$-clustering coefficient, mesoscopic measures such as $\varepsilon$-motif density, path-based measures such as $\varepsilon$-betweennesses, and global measures such as $\varepsilon$-efficiency. This new analytical basis for the so far heuristically motivated network measures also provides an objective criterion for the choice of $\varepsilon$ via a percolation threshold, and it shows that estimation can be improved by so-called node splitting invariant versions of the measures. We finally illustrate the framework for a number of archetypical chaotic attractors such as those of the Bernoulli and logistic maps, periodic and two-dimensional quasi-periodic motions, and for hyperballs and hypercubes, by deriving analytical expressions for the novel measures and comparing them with data from numerical experiments. More generally, the theoretical framework put forward in this work describes random geometric graphs and other networks with spatial constraints which appear frequently in disciplines ranging from biology to climate science.

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preprint2012arXiv

Geometric and dynamic perspectives on phase-coherent and noncoherent chaos

Statistically distinguishing between phase-coherent and noncoherent chaotic dynamics from time series is a contemporary problem in nonlinear sciences. In this work, we propose different measures based on recurrence properties of recorded trajectories, which characterize the underlying systems from both geometric and dynamic viewpoints. The potentials of the individual measures for discriminating phase-coherent and noncoherent chaotic oscillations are discussed. A detailed numerical analysis is performed for the chaotic Rössler system, which displays both types of chaos as one control parameter is varied, and the Mackey-Glass system as an example of a time-delay system with noncoherent chaos. Our results demonstrate that especially geometric measures from recurrence network analysis are well suited for tracing transitions between spiral- and screw-type chaos, a common route from phase-coherent to noncoherent chaos also found in other nonlinear oscillators. A detailed explanation of the observed behavior in terms of attractor geometry is given.

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preprint2012arXiv

Node-weighted measures for complex networks with spatially embedded, sampled, or differently sized nodes

When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or infinite region or set of objects of interest. The selection procedure, e.g., formation of a subset or some kind of discretization or aggregation, typically results in individual nodes of the studied network representing quite differently sized parts of the domain of interest. This heterogeneity may induce substantial bias and artifacts in derived network statistics. To avoid this bias, we propose an axiomatic scheme based on the idea of node splitting invariance to derive consistently weighted variants of various commonly used statistical network measures. The practical relevance and applicability of our approach is demonstrated for a number of example networks from different fields of research, and is shown to be of fundamental importance in particular in the study of spatially embedded functional networks derived from time series as studied in, e.g., neuroscience and climatology.

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preprint2012arXiv

Quantifying Causal Coupling Strength: A Lag-specific Measure For Multivariate Time Series Related To Transfer Entropy

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their association in a meaningful way. In the present article we focus on the problem of defining a meaningful coupling strength using information theoretic measures and demonstrate the short-comings of the well-known mutual information and transfer entropy. Instead, we propose a certain time-delayed conditional mutual information, the momentary information transfer (MIT), as a measure of association that is general, causal and lag-specific, reflects a well interpretable notion of coupling strength and is practically computable. MIT is based on the fundamental concept of source entropy, which we utilize to yield a notion of coupling strength that is, compared to mutual information and transfer entropy, well interpretable, in that for many cases it solely depends on the interaction of the two components at a certain lag. In particular, MIT is thus in many cases able to exclude the misleading influence of autodependency within a process in an information-theoretic way. We formalize and prove this idea analytically and numerically for a general class of nonlinear stochastic processes and illustrate the potential of MIT on climatological data.

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preprint2012arXiv

Synchronization in clustered random networks

In this paper we study synchronization of random clustered networks consisting of Kuramoto oscillators. More specifically, by developing a mean-field analysis, we find that the presence of cycles of order three does not play an important role on network synchronization, showing that the synchronization of random clustered networks can be described by tree-based theories, even for high values of clustering. In order to support our findings, we provide numerical simulations considering clustered and non-clustered networks, which are in good agreement with our theoretical results.

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preprint2011arXiv

The Geometry of Chaotic Dynamics -- A Complex Network Perspective

Recently, several complex network approaches to time series analysis have been developed and applied to study a wide range of model systems as well as real-world data, e.g., geophysical or financial time series. Among these techniques, recurrence-based concepts and prominently $ε$-recurrence networks, most faithfully represent the geometrical fine structure of the attractors underlying chaotic (and less interestingly non-chaotic) time series. In this paper we demonstrate that the well known graph theoretical properties local clustering coefficient and global (network) transitivity can meaningfully be exploited to define two new local and two new global measures of dimension in phase space: local upper and lower clustering dimension as well as global upper and lower transitivity dimension. Rigorous analytical as well as numerical results for self-similar sets and simple chaotic model systems suggest that these measures are well-behaved in most non-pathological situations and that they can be estimated reasonably well using $ε$-recurrence networks constructed from relatively short time series. Moreover, we study the relationship between clustering and transitivity dimensions on the one hand, and traditional measures like pointwise dimension or local Lyapunov dimension on the other hand. We also provide further evidence that the local clustering coefficients, or equivalently the local clustering dimensions, are useful for identifying unstable periodic orbits and other dynamically invariant objects from time series. Our results demonstrate that $ε$-recurrence networks exhibit an important link between dynamical systems and graph theory.

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preprint2010arXiv

Effects of correlated Gaussian noise on the mean firing rate and correlations of an electrically coupled neuronal network

In this paper, we examine the effects of correlated Gaussian noise on a two-dimensional neuronal network that is locally modeled by the Rulkov map. More precisely, we study the effects of the noise correlation on the variations of the mean firing rate and the correlations among neurons versus the noise intensity. Via numerical simulations, we show that the mean firing rate can always be optimized at an intermediate noise intensity, irrespective of the noise correlation. On the other hand, variations of the population coherence with respect to the noise intensity are strongly influenced by the ratio between local and global Gaussian noisy inputs. Biological implications of our findings are also discussed.

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preprint2010arXiv

Identifying complex periodic windows in continuous-time dynamical systems using recurrence-based methods

The identification of complex periodic windows in the two-dimensional parameter space of certain dynamical systems has recently attracted considerable interest. While for discrete systems, a discrimination between periodic and chaotic windows can be easily made based on the maximum Lyapunov exponent of the system, this remains a challenging task for continuous systems, especially if only short time series are available (e.g., in case of experimental data). In this work, we demonstrate that nonlinear measures based on recurrence plots obtained from such trajectories provide a practicable alternative for numerically detecting shrimps. Traditional diagonal line-based measures of recurrence quantification analysis (RQA) as well as measures from complex network theory are shown to allow an excellent classification of periodic and chaotic behavior in parameter space. Using the well-studied Rössler system as a benchmark example, we find that the average path length and the clustering coefficient of the resulting recurrence networks (RNs) are particularly powerful discriminatory statistics for the identification of complex periodic windows.

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preprint2010arXiv

Recurrence-based time series analysis by means of complex network methods

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts have been spent on applying network-based concepts also for the analysis of dynamically relevant higher-order statistical properties of time series. Notably, many corresponding approaches are closely related with the concept of recurrence in phase space. In this paper, we review recent methodological advances in time series analysis based on complex networks, with a special emphasis on methods founded on recurrence plots. The potentials and limitations of the individual methods are discussed and illustrated for paradigmatic examples of dynamical systems as well as for real-world time series. Complex network measures are shown to provide information about structural features of dynamical systems that are complementary to those characterized by other methods of time series analysis and, hence, substantially enrich the knowledge gathered from other existing (linear as well as nonlinear) approaches.

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preprint2010arXiv

Synchronization in networks of mobile oscillators

We present a model of synchronization in networks of autonomous agents where the topology changes due to agents motion. We introduce two time scales, one for the topological change and another one for local synchronization. If the former scale is much shorter, an approximation that averages out the effect of motion is available. Here we show, however, that the time required for synchronization achievement increases with respect to that approximation in the opposite case. We find that this effect is more important close to the continuum percolation transition point. The simulation results are confirmed by means of spectral analysis of the time dependent Laplacian matrix. Our results show that the trade-off between these two time scales, which have opposite effects on synchronization, should be taken into account for the design of mobile device networks.

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