@phdthesis{Kraemer2021,
  author    = {Kr{\"a}mer, Kai Hauke},
  title     = {Towards a robust framework for recurrence analysis},
  doi       = {10.25932/publishup-53874},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-538743},
  school      = {Universit{\"a}t Potsdam},
  pages     = {xlii, 217},
  year      = {2021},
  abstract  = {In our daily life, recurrence plays an important role on many spatial and temporal scales and in different contexts. It is the foundation of learning, be it in an evolutionary or in a neural context. It therefore seems natural that recurrence is also a fundamental concept in theoretical dynamical systems science. The way in which states of a system recur or develop in a similar way from similar initial states makes it possible to infer information about the underlying dynamics of the system. The mathematical space in which we define the state of a system (state space) is often high dimensional, especially in complex systems that can also exhibit chaotic dynamics. The recurrence plot (RP) enables us to visualize the recurrences of any high-dimensional systems in a two-dimensional, binary representation. Certain patterns in RPs can be related to physical properties of the underlying system, making the qualitative and quantitative analysis of RPs an integral part of nonlinear systems science. The presented work has a methodological focus and further develops recurrence analysis (RA) by addressing current research questions related to an increasing amount of available data and advances in machine learning techniques. By automatizing a central step in RA, namely the reconstruction of the state space from measured experimental time series, and by investigating the impact of important free parameters this thesis aims to make RA more accessible to researchers outside of physics. The first part of this dissertation is concerned with the reconstruction of the state space from time series. To this end, a novel idea is proposed which automates the reconstruction problem in the sense that there is no need to preprocesse the data or estimate parameters a priori. The key idea is that the goodness of a reconstruction can be evaluated by a suitable objective function and that this function is minimized in the embedding process. In addition, the new method can process multivariate time series input data. This is particularly important because multi-channel sensor-based observations are ubiquitous in many research areas and continue to increase. Building on this, the described minimization problem of the objective function is then processed using a machine learning approach. In the second part technical and methodological aspects of RA are discussed. First, we mathematically justify the idea of setting the most influential free parameter in RA, the recurrence threshold ε, in relation to the distribution of all pairwise distances in the data. This is especially important when comparing different RPs and their quantification statistics and is fundamental to any comparative study. Second, some aspects of recurrence quantification analysis (RQA) are examined. As correction schemes for biased RQA statistics, which are based on diagonal lines, we propose a simple method for dealing with border effects of an RP in RQA and a skeletonization algorithm for RPs. This results in less biased (diagonal line based) RQA statistics for flow-like data. Third, a novel type of RQA characteristic is developed, which can be viewed as a generalized non-linear powerspectrum of high dimensional systems. The spike powerspectrum transforms a spike-train like signal into its frequency domain. When transforming the diagonal line-dependent recurrence rate (τ-RR) of a RP in this way, characteristic periods, which can be seen in the state space representation of the system can be unraveled. This is not the case, when Fourier transforming τ-RR. Finally, RA and RQA are applied to climate science in the third part and neuroscience in the fourth part. To the best of our knowledge, this is the first time RPs and RQA have been used to analyze lake sediment data in a paleoclimate context. Therefore, we first elaborate on the basic formalism and the interpretation of visually visible patterns in RPs in relation to the underlying proxy data. We show that these patterns can be used to classify certain types of variability and transitions in the Potassium record from six short (< 17m) sediment cores collected during the Chew Bahir Drilling Project. Building on this, the long core (∼ m composite) from the same site is analyzed and two types of variability and transitions are identified and compared with ODP Site  wetness index from the eastern Mediterranean. Type  variability likely reflects the influence of precessional forcing in the lower latitudes at times of maximum values of the long eccentricity cycle ( kyr) of the earth's orbit around the sun, with a tendency towards extreme events. Type  variability appears to be related to the minimum values of this cycle and corresponds to fairly rapid transitions between relatively dry and relatively wet conditions. In contrast, RQA has been applied in the neuroscientific context for almost two decades. In the final part, RQA statistics are used to quantify the complexity in a specific frequency band of multivariate EEG (electroencephalography) data. By analyzing experimental data, it can be shown that the complexity of the signal measured in this way across the sensorimotor cortex decreases as motor tasks are performed. The results are consistent with and comple- ment the well known concepts of motor-related brain processes. We assume that the thus discovered features of neuronal dynamics in the sensorimotor cortex together with the robust RQA methods for identifying and classifying these contribute to the non-invasive EEG-based development of brain-computer interfaces (BCI) for motor control and rehabilitation. The present work is an important step towards a robust analysis of complex systems based on recurrence.},
  language  = {en}
}
@phdthesis{Moreira2001,
  author    = {Moreira, Andr{\´e} Gu{\´e}rin},
  title     = {Charged systems in bulk and at interfaces},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-0000677},
  school      = {Universit{\"a}t Potsdam},
  year      = {2001},
  abstract  = {Eine der Faustregeln der Kolloid- und Oberfl{\"a}chenphysik ist, dass die meisten Oberfl{\"a}chen geladen sind, wenn sie mit einem L{\"o}sungsmittel, normalerweise Wasser, in Kontakt treten. Dies ist zum Beispiel bei ladungsstabilisierten Kolloidalen Suspensionen der Fall, bei denen die Oberfl{\"a}che der Kolloidteilchen geladen ist (gew{\"o}hnlich mit einer Ladung von mehreren Hunderttausend Elementarladungen), oder bei Monoschichten ionischer Tenside, die auf einer Luft-Wasser Grenzfl{\"a}che sitzen (wobei die wasserliebenden Kopfgruppen durch die Freisetzung von Gegenionen geladen werden), sowie bei Doppelschichten, die geladene phospholipide enthalten (wie Zellmembranen). In dieser Arbeit betrachten wir einige Modellsysteme, die zwar eine vereinfachte Fassung der Realit{\"a}t darstellen, von denen wir aber dennoch erwarten koennen, dass wir mit ihrer Hilfe einige physikalische Eigenschaften realer geladener Systeme (Kolloide und Elektrolyte) einfangen k{\"o}nnen.},
  language  = {en}
}
@phdthesis{Kraut2001,
  author    = {Kraut, Suso},
  title     = {Multistable systems under the influence of noise},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-0000424},
  school      = {Universit{\"a}t Potsdam},
  year      = {2001},
  abstract  = {Nichtlineare multistabile Systeme unter dem Einfluss von Rauschen weisen vielschichtige dynamische Eigenschaften auf. Ein mittleres Rauschlevel zeitigt ein Springen zwischen den metastabilen Zustaenden. Dieser "attractor-hopping" Prozess ist gekennzeichnet durch laminare Bewegung in der Naehe von Attraktoren und erratische Bewegung, die sich auf chaotischen Satteln abspielt, welche in die fraktalen Einzugsgebietsgrenzen eingebettet sind. Er hat rauschinduziertes Chaos zur Folge. Bei der Untersuchung der dissipativen Standardabbildung wurde das Phaenomen der Praeferenz von Attraktoren durch die Wirkung des Rauschens gefunden. Dies bedeutet, dass einige Attraktoren eine groessere Wahrscheinlichkeit erhalten aufzutreten, als dies fuer das rauschfreie System der Fall waere. Bei einer bestimmten Rauschstaerke ist diese Bevorzugung maximal. Andere Attraktoren werden aufgrund des Rauschens weniger oft angelaufen. Bei einer entsprechend hohen Rauschstaerke werden sie komplett ausgeloescht. Die Komplexitaet des Sprungprozesses wird fuer das Modell zweier gekoppelter logistischer Abbildungen mit symbolischer Dynamik untersucht. Bei Variation eines Parameters steigt an einem bestimmten Wert des Parameters die topologische Entropie steil an, die neben der Shannon Entropie als Komplexitaetsmass verwendet wird. Dieser Anstieg wird auf eine neuartige Bifurkation von chaotischen Satteln zurueckgefuehrt, die in einem Verschmelzen zweier Sattel besteht und durch einen "Snap-back"-Repellor vermittelt wird. Skalierungsgesetze sowohl der Verweilzeit auf einem der zuvor getrennten Teile des Sattels als auch des Wachsens der fraktalen Dimension des entstandenen Sattels beschreiben diese neuartige Bifurkation genauer. Wenn ein chaotischer Sattel eingebettet in der offenen Umgebung eines Einzugsgebietes eines metastabilen Zustandes liegt, fuehrt das zu einer deutlichen Senkung der Schwelle des rauschinduzierten Tunnelns. Dies wird anhand der Ikeda-Abbildung, die ein Lasersystem mit einer zeitverzoegerden Interferenz beschreibt, demonstriert. Dieses Resultat wird unter Verwendung der Theorie der Quasipotentiale erzielt. Sowohl dieser Effekt, die Senkung der Schwelle f{\"u}r rauschinduziertes Tunneln aus einem metastabilen Zustand durch einen chaotischen Sattel, als auch die beiden Skalierungsgesteze sind von experimenteller Relevanz.},
  language  = {en}
}
@phdthesis{Braun2023,
  author    = {Braun, Tobias},
  title     = {Recurrences in past climates},
  doi       = {10.25932/publishup-58690},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-586900},
  school      = {Universit{\"a}t Potsdam},
  pages     = {xxviii, 251},
  year      = {2023},
  abstract  = {Our ability to predict the state of a system relies on its tendency to recur to states it has visited before. Recurrence also pervades common intuitions about the systems we are most familiar with: daily routines, social rituals and the return of the seasons are just a few relatable examples. To this end, recurrence plots (RP) provide a systematic framework to quantify the recurrence of states. Despite their conceptual simplicity, they are a versatile tool in the study of observational data. The global climate is a complex system for which an understanding based on observational data is not only of academical relevance, but vital for the predurance of human societies within the planetary boundaries. Contextualizing current global climate change, however, requires observational data far beyond the instrumental period. The palaeoclimate record offers a valuable archive of proxy data but demands methodological approaches that adequately address its complexities. In this regard, the following dissertation aims at devising novel and further developing existing methods in the framework of recurrence analysis (RA). The proposed research questions focus on using RA to capture scale-dependent properties in nonlinear time series and tailoring recurrence quantification analysis (RQA) to characterize seasonal variability in palaeoclimate records ('Palaeoseasonality'). In the first part of this thesis, we focus on the methodological development of novel approaches in RA. The predictability of nonlinear (palaeo)climate time series is limited by abrupt transitions between regimes that exhibit entirely different dynamical complexity (e.g. crossing of 'tipping points'). These possibly depend on characteristic time scales. RPs are well-established for detecting transitions and capture scale-dependencies, yet few approaches have combined both aspects. We apply existing concepts from the study of self-similar textures to RPs to detect abrupt transitions, considering the most relevant time scales. This combination of methods further results in the definition of a novel recurrence based nonlinear dependence measure. Quantifying lagged interactions between multiple variables is a common problem, especially in the characterization of high-dimensional complex systems. The proposed 'recurrence flow' measure of nonlinear dependence offers an elegant way to characterize such couplings. For spatially extended complex systems, the coupled dynamics of local variables result in the emergence of spatial patterns. These patterns tend to recur in time. Based on this observation, we propose a novel method that entails dynamically distinct regimes of atmospheric circulation based on their recurrent spatial patterns. Bridging the two parts of this dissertation, we next turn to methodological advances of RA for the study of Palaeoseasonality. Observational series of palaeoclimate 'proxy' records involve inherent limitations, such as irregular temporal sampling. We reveal biases in the RQA of time series with a non-stationary sampling rate and propose a correction scheme. In the second part of this thesis, we proceed with applications in Palaeoseasonality. A review of common and promising time series analysis methods shows that numerous valuable tools exist, but their sound application requires adaptions to archive-specific limitations and consolidating transdisciplinary knowledge. Next, we study stalagmite proxy records from the Central Pacific as sensitive recorders of mid-Holocene El Ni{\~n}o-Southern Oscillation (ENSO) dynamics. The records' remarkably high temporal resolution allows to draw links between ENSO and seasonal dynamics, quantified by RA. The final study presented here examines how seasonal predictability could play a role for the stability of agricultural societies. The Classic Maya underwent a period of sociopolitical disintegration that has been linked to drought events. Based on seasonally resolved stable isotope records from Yok Balum cave in Belize, we propose a measure of seasonal predictability. It unveils the potential role declining seasonal predictability could have played in destabilizing agricultural and sociopolitical systems of Classic Maya populations. The methodological approaches and applications presented in this work reveal multiple exciting future research avenues, both for RA and the study of Palaeoseasonality.},
  language  = {en}
}
@phdthesis{Damseaux2024,
  author    = {Damseaux, Adrien},
  title     = {Improving permafrost dynamics in land surface models: insights from dual sensitivity experiments},
  doi       = {10.25932/publishup-63945},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-639450},
  school      = {Universit{\"a}t Potsdam},
  pages     = {xiii, 143},
  year      = {2024},
  abstract  = {The thawing of permafrost and the subsequent release of greenhouse gases constitute one of the most significant and uncertain positive feedback loops in the context of climate change, making predictions regarding changes in permafrost coverage of paramount importance. To address these critical questions, climate scientists have developed Land Surface Models (LSMs) that encompass a multitude of physical soil processes. This thesis is committed to advancing our understanding and refining precise representations of permafrost dynamics within LSMs, with a specific focus on the accurate modeling of heat fluxes, an essential component for simulating permafrost physics. The first research question overviews fundamental model prerequisites for the representation of permafrost soils within land surface modeling. It includes a first-of-its-kind comparison between LSMs in CMIP6 to reveal their differences and shortcomings in key permafrost physics parameters. Overall, each of these LSMs represents a unique approach to simulating soil processes and their interactions with the climate system. Choosing the most appropriate model for a particular application depends on factors such as the spatial and temporal scale of the simulation, the specific research question, and available computational resources. The second research question evaluates the performance of the state-of-the-art Community Land Model (CLM5) in simulating Arctic permafrost regions. Our approach overcomes traditional evaluation limitations by individually addressing depth, seasonality, and regional variations, providing a comprehensive assessment of permafrost and soil temperature dynamics. I compare CLM5's results with three extensive datasets: (1) soil temperatures from 295 borehole stations, (2) active layer thickness (ALT) data from the Circumpolar Active Layer Monitoring Network (CALM), and (3) soil temperatures, ALT, and permafrost extent from the ESA Climate Change Initiative (ESA-CCI). The results show that CLM5 aligns well with ESA-CCI and CALM for permafrost extent and ALT but reveals a significant global cold temperature bias, notably over Siberia. These results echo a persistent challenge identified in numerous studies: the existence of a systematic 'cold bias' in soil temperature over permafrost regions. To address this challenge, the following research questions propose dual sensitivity experiments. The third research question represents the first study to apply a Plant Functional Type (PFT)-based approach to derive soil texture and soil organic matter (SOM), departing from the conventional use of coarse-resolution global data in LSMs. This novel method results in a more uniform distribution of soil organic matter density (OMD) across the domain, characterized by reduced OMD values in most regions. However, changes in soil texture exhibit a more intricate spatial pattern. Comparing the results to observations reveals a significant reduction in the cold bias observed in the control run. This method shows noticeable improvements in permafrost extent, but at the cost of an overestimation in ALT. These findings emphasize the model's high sensitivity to variations in soil texture and SOM content, highlighting the crucial role of soil composition in governing heat transfer processes and shaping the seasonal variation of soil temperatures in permafrost regions. Expanding upon a site experiment conducted in Trail Valley Creek by \citet{dutch_impact_2022}, the fourth research question extends the application of the snow scheme proposed by \citet{sturm_thermal_1997} to cover the entire Arctic domain. By employing a snow scheme better suited to the snow density profile observed over permafrost regions, this thesis seeks to assess its influence on simulated soil temperatures. Comparing this method to observational datasets reveals a significant reduction in the cold bias that was present in the control run. In most regions, the Sturm run exhibits a substantial decrease in the cold bias. However, there is a distinctive overshoot with a warm bias observed in mountainous areas. The Sturm experiment effectively addressed the overestimation of permafrost extent in the control run, albeit resulting in a substantial reduction in permafrost extent over mountainous areas. ALT results remain relatively consistent compared to the control run. These outcomes align with our initial hypothesis, which anticipated that the reduced snow insulation in the Sturm run would lead to higher winter soil temperatures and a more accurate representation of permafrost physics. In summary, this thesis demonstrates significant advancements in understanding permafrost dynamics and its integration into LSMs. It has meticulously unraveled the intricacies involved in the interplay between heat transfer, soil properties, and snow dynamics in permafrost regions. These insights offer novel perspectives on model representation and performance.},
  language  = {en}
}
@phdthesis{Banerjee2022,
  author    = {Banerjee, Abhirup},
  title     = {Characterizing the spatio-temporal patterns of extreme events},
  doi       = {10.25932/publishup-55983},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-559839},
  school      = {Universit{\"a}t Potsdam},
  pages     = {xiv, 91},
  year      = {2022},
  abstract  = {Over the past decades, there has been a growing interest in 'extreme events' owing to the increasing threats that climate-related extremes such as floods, heatwaves, droughts, etc., pose to society. While extreme events have diverse definitions across various disciplines, ranging from earth science to neuroscience, they are characterized mainly as dynamic occurrences within a limited time frame that impedes the normal functioning of a system. Although extreme events are rare in occurrence, it has been found in various hydro-meteorological and physiological time series (e.g., river flows, temperatures, heartbeat intervals) that they may exhibit recurrent behavior, i.e., do not end the lifetime of the system. The aim of this thesis to develop some sophisticated methods to study various properties of extreme events. One of the main challenges in analyzing such extreme event-like time series is that they have large temporal gaps due to the paucity of the number of observations of extreme events. As a result, existing time series analysis tools are usually not helpful to decode the underlying information. I use the edit distance (ED) method to analyze extreme event-like time series in their unaltered form. ED is a specific distance metric, mainly designed to measure the similarity/dissimilarity between point process-like data. I combine ED with recurrence plot techniques to identify the recurrence property of flood events in the Mississippi River in the United States. I also use recurrence quantification analysis to show the deterministic properties and serial dependency in flood events. After that, I use this non-linear similarity measure (ED) to compute the pairwise dependency in extreme precipitation event series. I incorporate the similarity measure within the framework of complex network theory to study the collective behavior of climate extremes. Under this architecture, the nodes are defined by the spatial grid points of the given spatio-temporal climate dataset. Each node is associated with a time series corresponding to the temporal evolution of the climate observation at that grid point. Finally, the network links are functions of the pairwise statistical interdependence between the nodes. Various network measures, such as degree, betweenness centrality, clustering coefficient, etc., can be used to quantify the network's topology. We apply the methodology mentioned above to study the spatio-temporal coherence pattern of extreme rainfall events in the United States and the Ganga River basin, which reveals its relation to various climate processes and the orography of the region. The identification of precursors associated with the occurrence of extreme events in the near future is extremely important to prepare the masses for an upcoming disaster and mitigate the potential risks associated with such events. Under this motivation, I propose an in-data prediction recipe for predicting the data structures that typically occur prior to extreme events using the Echo state network, a type of Recurrent Neural Network which is a part of the reservoir computing framework. However, unlike previous works that identify precursory structures in the same variable in which extreme events are manifested (active variable), I try to predict these structures by using data from another dynamic variable (passive variable) which does not show large excursions from the nominal condition but carries imprints of these extreme events. Furthermore, my results demonstrate that the quality of prediction depends on the magnitude of events, i.e., the higher the magnitude of the extreme, the better is its predictability skill. I show quantitatively that this is because the input signals collectively form a more coherent pattern for an extreme event of higher magnitude, which enhances the efficiency of the machine to predict the forthcoming extreme events.},
  language  = {en}
}
@phdthesis{Fułat2024,
  author    = {Fułat, Karol},
  title     = {Electron acceleration at quasi-perpendicular shocks in supernova remnants},
  doi       = {10.25932/publishup-65136},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-651365},
  school      = {Universit{\"a}t Potsdam},
  pages     = {vi, 94},
  year      = {2024},
  abstract  = {Astrophysical shocks, driven by explosive events such as supernovae, efficiently accelerate charged particles to relativistic energies. The majority of these shocks occur in collisionless plasmas where the energy transfer is dominated by particle-wave interactions.Strong nonrelativistic shocks found in supernova remnants are plausible sites of galactic cosmic ray production, and the observed emission indicates the presence of nonthermal electrons. To participate in the primary mechanism of energy gain - Diffusive Shock Acceleration - electrons must have a highly suprathermal energy, implying a need for very efficient pre-acceleration. This poorly understood aspect of the shock acceleration theory is known as the electron injection problem. Studying electron-scale phenomena requires the use of fully kinetic particle-in-cell (PIC) simulations, which describe collisionless plasma from first principles. Most published studies consider a homogenous upstream medium, but turbulence is ubiquitous in astrophysical environments and is typically driven at magnetohydrodynamic scales, cascading down to kinetic scales. For the first time, I investigate how preexisting turbulence affects electron acceleration at nonrelativistic shocks using the fully kinetic approach. To accomplish this, I developed a novel simulation framework that allows the study of shocks propagating in turbulent media. It involves simulating slabs of turbulent plasma separately, which are further continuously inserted into a shock simulation. This demands matching of the plasma slabs at the interface. A new procedure of matching electromagnetic fields and currents prevents numerical transients, and the plasma evolves self-consistently. The versatility of this framework has the potential to render simulations more consistent with turbulent systems in various astrophysical environments. In this Thesis, I present the results of 2D3V PIC simulations of high-Mach-number nonrelativistic shocks with preexisting compressive turbulence in an electron-ion plasma. The chosen amplitudes of the density fluctuations (\$\lesssim15\\%\$) concord with \textit{in situ} measurements in the heliosphere and the local interstellar medium. I explored how these fluctuations impact the dynamics of upstream electrons, the driving of the plasma instabilities, electron heating and acceleration. My results indicate that while the presence of the turbulence enhances variations in the upstream magnetic field, their levels remain too low to influence the behavior of electrons at perpendicular shocks significantly. However, the situation is different at oblique shocks. The external magnetic field inclined at an angle between \$50^\circ \lesssim \theta_\text{Bn} \lesssim 75^\circ\$ relative to the shock normal allows the escape of fast electrons toward the upstream region. An extended electron foreshock region is formed, where these particles drive various instabilities. Results of an oblique shock with \$\theta_\text{Bn}=60^\circ\$ propagating in preexisting compressive turbulence show that the foreshock becomes significantly shorter, and the shock-reflected electrons have higher temperatures. Furthermore, the energy spectrum of downstream electrons shows a well-pronounced nonthermal tail that follows a power law with an index up to -2.3. The methods and results presented in this Thesis could serve as a starting point for more realistic modeling of interactions between shocks and turbulence in plasmas from first principles.},
  language  = {en}
}