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Identifying causal relations from observational data sets has posed great challenges in data-driven causality inference studies. One of the successful approaches to detect direct coupling in the information theory framework is transfer entropy. However, the core of entropy-based tools lies on the probability estimation of the underlying variables. Herewe propose a data-driven approach for causality inference that incorporates recurrence plot features into the framework of information theory. We define it as the recurrence measure of conditional dependence (RMCD), and we present some applications. The RMCD quantifies the causal dependence between two processes based on joint recurrence patterns between the past of the possible driver and present of the potentially driven, excepting the contribution of the contemporaneous past of the driven variable. Finally, it can unveil the time scale of the influence of the sea-surface temperature of the Pacific Ocean on the precipitation in the Amazonia during recent major droughts.
Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Niño-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an ‘uncertainty-aware’ framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon.
Droughts in tropical South America have an imminent and severe impact on the Amazon rainforest and affect the livelihoods of millions of people. Extremely dry conditions in Amazonia have been previously linked to sea surface temperature (SST) anomalies in the adjacent tropical oceans. Although the sources and impacts of such droughts have been widely studied, establishing reliable multi-year lead statistical forecasts of their occurrence is still an ongoing challenge. Here, we further investigate the relationship between SST and rainfall anomalies using a complex network approach. We identify four ocean regions which exhibit the strongest overall SST correlations with central Amazon rainfall, including two particularly prominent regions in the northern and southern tropical Atlantic. Based on the time-dependent correlation between SST anomalies in these two regions alone, we establish a new early-warning method for droughts in the central Amazon basin and demonstrate its robustness in hindcasting past major drought events with lead-times up to 18 months.
Reconciling the paths of extreme rainfall with those of typhoons remains difficult despite advanced forecasting techniques. We use complex networks defined by a nonlinear synchronization measure termed event synchronization to track extreme rainfall over the Japanese islands. Directed networks objectively record patterns of heavy rain brought by frontal storms and typhoons but mask out contributions of local convective storms. We propose a radial rank method to show that paths of extreme rainfall in the typhoon season (August-November, ASON) follow the overall southwest-northeast motion of typhoons and mean rainfall gradient of Japan. The associated eye-of-the-typhoon tracks deviate notably and may thus distort estimates of heavy typhoon rainfall. We mainly found that the lower spread of rainfall tracks in ASON may enable better hindcasting than for westerly-fed frontal storms in June and July.
Quantifying the roles of single stations within homogeneous regions using complex network analysis
(2018)
Regionalization and pooling stations to form homogeneous regions or communities are essential for reliable parameter transfer, prediction in ungauged basins, and estimation of missing information. Over the years, several clustering methods have been proposed for regional analysis. Most of these methods are able to quantify the study region in terms of homogeneity but fail to provide microscopic information about the interaction between communities, as well as about each station within the communities. We propose a complex network-based approach to extract this valuable information and demonstrate the potential of our approach using a rainfall network constructed from the Indian gridded daily precipitation data. The communities were identified using the network-theoretical community detection algorithm for maximizing the modularity. Further, the grid points (nodes) were classified into universal roles according to their pattern of within- and between-community connections. The method thus yields zoomed-in details of individual rainfall grids within each community.
In recent years, complex network analysis facilitated the identification of universal and unexpected patterns in complex climate systems. However, the analysis and representation of a multiscale complex relationship that exists in the global climate system are limited. A logical first step in addressing this issue is to construct multiple networks over different timescales. Therefore, we propose to apply the wavelet multiscale correlation (WMC) similarity measure, which is a combination of two state-of-the-art methods, viz. wavelet and Pearson’s correlation, for investigating multiscale processes through complex networks. Firstly we decompose the data over different timescales using the wavelet approach and subsequently construct a corresponding network by Pearson’s correlation. The proposed approach is illustrated and tested on two synthetics and one real-world example. The first synthetic case study shows the efficacy of the proposed approach to unravel scale-specific connections, which are often undiscovered at a single scale. The second synthetic case study illustrates that by dividing and constructing a separate network for each time window we can detect significant changes in the signal structure. The real-world example investigates the behavior of the global sea surface temperature (SST) network at different timescales. Intriguingly, we notice that spatial dependent structure in SST evolves temporally. Overall, the proposed measure has an immense potential to provide essential insights on understanding and extending complex multivariate process studies at multiple scales.
Climate change perception
(2018)
Climate change and variability have created widespread risks for farmers’ food and livelihood security in the Himalayas. However, the extent of impacts experienced and perceived by farmers varies, as there is substantial diversity in the demographic, social, and economic conditions. Therefore, it is essential to understand how farmers with different resource-endowment and household characteristics perceive climatic risks. This study aims to analyze how farmer types perceive climate change processes and its impacts to gain insight into locally differentiated concerns by farming communities. The present study is based in the Uttarakhand state of Indian Western Himalayas. We examine farmer perceptions of climate change and how perceived impacts differ across farmer types. Primary household interviews with farming households (n = 241) were done in Chakrata and Bhikiyasian tehsil in Uttarakhand, India. In addition, annual and seasonal patterns of historical data of temperature (1951–2013) and precipitation (1901–2013) were analyzed to estimate trends and validate farmers’ perception. Using statistical methods farmer typology was constructed, and five unique farmer types are identified. Majority of respondents across all farmer types noticed a decrease in summer and winter precipitation and an increase in summer temperature. Whereas the perceptions of impacts of climate change diverged across farmer types, as specific farmer types exclusively experienced few impacts. Impact of climatic risks on household food security and income was significantly perceived stronger by low-resource-endowed subsistence farmers, whereas the landless farmer type exclusively felt impacts on the communities social bond. This deeper understanding of the differentiated perception of impacts has strong implications for agricultural and development policymaking, highlighting the need for providing flexible adaptation options rather than specific solutions to avoid inequalities in fulfilling the needs of the heterogeneous farming communities.
Climatic observables are often correlated across long spatial distances, and extreme events, such as heatwaves or floods, are typically assumed to be related to such teleconnections(1,2). Revealing atmospheric teleconnection patterns and understanding their underlying mechanisms is of great importance for weather forecasting in general and extreme-event prediction in particular(3,4), especially considering that the characteristics of extreme events have been suggested to change under ongoing anthropogenic climate change(5-8). Here we reveal the global coupling pattern of extreme-rainfall events by applying complex-network methodology to high-resolution satellite data and introducing a technique that corrects for multiple-comparison bias in functional networks. We find that the distance distribution of significant connections (P < 0.005) around the globe decays according to a power law up to distances of about 2,500 kilometres. For longer distances, the probability of significant connections is much higher than expected from the scaling of the power law. We attribute the shorter, power-law-distributed connections to regional weather systems. The longer, super-power-law-distributed connections form a global rainfall teleconnection pattern that is probably controlled by upper-level Rossby waves. We show that extreme-rainfall events in the monsoon systems of south-central Asia, east Asia and Africa are significantly synchronized. Moreover, we uncover concise links between south-central Asia and the European and North American extratropics, as well as the Southern Hemisphere extratropics. Analysis of the atmospheric conditions that lead to these teleconnections confirms Rossby waves as the physical mechanism underlying these global teleconnection patterns and emphasizes their crucial role in dynamical tropical-extratropical couplings. Our results provide insights into the function of Rossby waves in creating stable, global-scale dependencies of extreme-rainfall events, and into the potential predictability of associated natural hazards.
Higher resilience to climatic disturbances in tropical vegetation exposed to more variable rainfall
(2019)
With ongoing global warming, the amount and frequency of precipitation in the tropics is projected to change substantially. While it has been shown that tropical forests and savannahs are sustained within the same intermediate mean annual precipitation range, the mechanisms that lead to the resilience of these ecosystems are still not fully understood. In particular, the long-term impact of rainfall variability on resilience is as yet unclear. Here we present observational evidence that both tropical forest and savannah exposed to a higher rainfall variability-in particular on interannual scales-during their long-term past are overall more resilient against climatic disturbances. Based on precipitation and tree cover data in the Brazilian Amazon basin, we constructed potential landscapes that enable us to systematically measure the resilience of the different ecosystems. Additionally, we infer that shifts from forest to savannah due to decreasing precipitation in the future are more likely to occur in regions with a precursory lower rainfall variability. Long-term rainfall variability thus needs to be taken into account in resilience analyses and projections of vegetation response to climate change.
Frequent and intense rainfall events demand innovative techniques to better predict the extreme rainfall dynamics. This task requires essentially the assessment of the basic types of atmospheric processes that trigger extreme rainfall, and then to examine the differences between those processes, which may help to identify key patterns to improve predictive algorithms. We employ tools from network theory to compare the spatial features of extreme rainfall over the Japanese archipelago and surrounding areas caused by two atmospheric processes: the Baiu front, which occurs mainly in June and July (JJ), and the tropical storms from August to November (ASON). We infer from complex networks of satellite-derived rainfall data, which are based on the nonlinear correlation measure of event synchronization. We compare the spatial scales involved in both systems and identify different regions which receive rainfall due to the large spatial scale of the Baiu and tropical storm systems. We observed that the spatial scales involved in the Baiu driven rainfall extremes, including the synoptic processes behind the frontal development, are larger than tropical storms, which even have long tracks during extratropical transitions. We further delineate regions of coherent rainfall during the two seasons based on network communities, identifying the horizontal (east-west) rainfall bands during JJ over the Japanese archipelago, while during ASON these bands align with the island arc of Japan.
A better understanding of precipitation dynamics in the Indian subcontinent is required since India's society depends heavily on reliable monsoon forecasts. We introduce a non-linear, multiscale approach, based on wavelets and event synchronization, for unravelling teleconnection influences on precipitation. We consider those climate patterns with the highest relevance for Indian precipitation. Our results suggest significant influences which are not well captured by only the wavelet coherence analysis, the state-of-the-art method in understanding linkages at multiple timescales. We find substantial variation across India and across timescales. In particular, El Niño–Southern Oscillation (ENSO) and the Indian Ocean Dipole (IOD) mainly influence precipitation in the south-east at interannual and decadal scales, respectively, whereas the North Atlantic Oscillation (NAO) has a strong connection to precipitation, particularly in the northern regions. The effect of the Pacific Decadal Oscillation (PDO) stretches across the whole country, whereas the Atlantic Multidecadal Oscillation (AMO) influences precipitation particularly in the central arid and semi-arid regions. The proposed method provides a powerful approach for capturing the dynamics of precipitation and, hence, helps improve precipitation forecasting.
Precipitation patterns and extremes are significantly influenced by various climatic factors and large-scale atmospheric circulation patterns. This study uses wavelet coherence analysis to detect significant interannual and interdecadal oscillations in monthly precipitation extremes across India and their teleconnections to three prominent climate indices, namely, Nino 3.4, Pacific Decadal Oscillation, and Indian Ocean Dipole (IOD). Further, partial wavelet coherence analysis is used to estimate the standalone relationship between the climate indices and precipitation after removing the effect of interdependency. The wavelet analysis of monthly precipitation extremes at 30 different locations across India reveals that (a) interannual (2-8 years) and interdecadal (8-32 years) oscillations are statistically significant, and (b) the oscillations vary in both time and space. The results from the partial wavelet coherence analysis reveal that Nino 3.4 and IOD are the significant drivers of Indian precipitation at interannual and interdecadal scales. Intriguingly, the study also confirms that the strength of influence of large-scale atmospheric circulation patterns on Indian precipitation extremes varies with spatial physiography of the region.
This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the Itô calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.
Hydrometric networks play a vital role in providing information for decision-making in water resource management. They should be set up optimally to provide as much information as possible that is as accurate as possible and, at the same time, be cost-effective. Although the design of hydrometric networks is a well-identified problem in hydrometeorology and has received considerable attention, there is still scope for further advancement. In this study, we use complex network analysis, defined as a collection of nodes interconnected by links, to propose a new measure that identifies critical nodes of station networks. The approach can support the design and redesign of hydrometric station networks. The science of complex networks is a relatively young field and has gained significant momentum over the last few years in different areas such as brain networks, social networks, technological networks, or climate networks. The identification of influential nodes in complex networks is an important field of research. We propose a new node-ranking measure – the weighted degree–betweenness (WDB) measure – to evaluate the importance of nodes in a network. It is compared to previously proposed measures used on synthetic sample networks and then applied to a real-world rain gauge network comprising 1229 stations across Germany to demonstrate its applicability. The proposed measure is evaluated using the decline rate of the network efficiency and the kriging error. The results suggest that WDB effectively quantifies the importance of rain gauges, although the benefits of the method need to be investigated in more detail.
This paper discusses translocation features of the 20S proteasome in order to explain typical proteasome length distributions. We assume that the protein transport depends significantly on the fragment length with some optimal length which is transported most efficiently. By means of a simple one-channel model, we show that this hypothesis can explain both the one- and the three-peak length distributions found in experiments. A possible mechanism of such translocation is provided by so-called fluctuation-driven transport.
We present experimental and numerical evidence of synchronization of burst events in two different modulated CO2 lasers. Bursts appear randomly in each laser as trains of large amplitude spikes intercalated by a small amplitude chaotic regime. Experimental data and model show the frequency locking of bursts in a suitable interval of coupling strength. We explain the mechanism of this phenomenon and demonstrate the inhibitory properties of the implemented coupling.
Recent research using the complex network approach has revealed a rich and complicated network topology in the cortical connectivity of mammalian brains. It is of importance to understand the implications of such complex network structures in the functional organization of the brain activities. Here we study this problem from the viewpoint of dynamical complex networks. We investigate synchronization dynamics on the corticocortical network of the cat by modeling each node (cortical area) of the network with a sub-network of interacting excitable neurons. We find that the network displays clustered synchronization behavior, and the dynamical clusters coincide with the topological community structures observed in the anatomical network. Our results provide insights into the relationship between the global organization and the functional specialization of the brain cortex.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.
How do diverse dynamical patterns arise from the topology of complex networks? We study synchronization dynamics in the cortical brain network of the cat, which displays a hierarchically clustered organization, by modeling each node (cortical area) with a subnetwork of interacting excitable neurons. We find that in the biologically plausible regime the dynamics exhibits a hierarchical modular organization, in particular, revealing functional clusters coinciding with the anatomical communities at different scales. Our results provide insights into the relationship between network topology and functional organization of complex brain networks.
We study the overdamped version of two coupled anharmonic oscillators under the influence of both low- and high-frequency forces respectively and a Gaussian noise term added to one of the two state variables of the system. The dynamics of the system is first studied in the presence of both forces separately without noise. In the presence of only one of the forces, no resonance behaviour is observed, however, hysteresis happens there. Then the influence of the high-frequency force in the presence of a low-frequency, i.e. biharmonic forcing, is studied. Vibrational resonance is found to occur when the amplitude of the high-frequency force is varied. The resonance curve resembles a stochastic resonance-like curve. It is maximum at the value of g at which the orbit lies in one well during one half of the drive cycle of the low-frequency force and in the other for the remaining half cycle. Vibrational resonance is characterized using the response amplitude and mean residence time. We show the occurrence of stochastic resonance behaviour in the overdamped system by replacing the high-frequency force by Gaussian noise. Similarities and differences between both types of resonance are presented. (c) 2006 Elsevier B.V. All rights reserved.
The South American Andes are frequently exposed to intense rainfall events with varying moisture sources and precipitation-forming processes. In this study, we assess the spatiotemporal characteristics and geographical origins of rainfall over the South American continent. Using high-spatiotemporal resolution satellite data (TRMM 3B42 V7), we define four different types of rainfall events based on their (1) high magnitude, (2) long temporal extent, (3) large spatial extent, and (4) high magnitude, long temporal and large spatial extent combined. In a first step, we analyze the spatiotemporal characteristics of these events over the entire South American continent and integrate their impact for the main Andean hydrologic catchments. Our results indicate that events of type 1 make the overall highest contributions to total seasonal rainfall (up to 50%). However, each consecutive episode of the infrequent events of type 4 still accounts for up to 20% of total seasonal rainfall in the subtropical Argentinean plains. In a second step, we employ complex network theory to unravel possibly non-linear and long-ranged climatic linkages for these four event types on the high-elevation Altiplano-Puna Plateau as well as in the main river catchments along the foothills of the Andes. Our results suggest that one to two particularly large squall lines per season, originating from northern Brazil, indirectly trigger large, long-lasting thunderstorms on the Altiplano Plateau. In general, we observe that extreme rainfall in the catchments north of approximately 20 degrees S typically originates from the Amazon Basin, while extreme rainfall at the eastern Andean foothills south of 20 degrees S and the Puna Plateau originates from southeastern South America.
Non-linear time series analysis of precipitation events using regional climate networks for Germany
(2016)
Synchronous occurrences of heavy rainfall events and the study of their relation in time and space are of large socio-economical relevance, for instance for the agricultural and insurance sectors, but also for the general well-being of the population. In this study, the spatial synchronization structure is analyzed as a regional climate network constructed from precipitation event series. The similarity between event series is determined by the number of synchronous occurrences. We propose a novel standardization of this number that results in synchronization scores which are not biased by the number of events in the respective time series. Additionally, we introduce a new version of the network measure directionality that measures the spatial directionality of weighted links by also taking account of the effects of the spatial embedding of the network. This measure provides an estimate of heavy precipitation isochrones by pointing out directions along which rainfall events synchronize. We propose a climatological interpretation of this measure in terms of propagating fronts or event traces and confirm it for Germany by comparing our results to known atmospheric circulation patterns.
Forecasting the onset and withdrawal of the Indian summer monsoon is crucial for the life and prosperity of more than one billion inhabitants of the Indian subcontinent. However, accurate prediction of monsoon timing remains a challenge, despite numerous efforts. Here we present a method for prediction of monsoon timing based on a critical transition precursor. We identify geographic regions-tipping elements of the monsoon-and use them as observation locations for predicting onset and withdrawal dates. Unlike most predictability methods, our approach does not rely on precipitation analysis but on air temperature and relative humidity, which are well represented both in models and observations. The proposed method allows to predict onset 2 weeks earlier and withdrawal dates 1.5 months earlier than existing methods. In addition, it enables to correctly forecast monsoon duration for some anomalous years, often associated with El Nino-Southern Oscillation.
Hydrologic regionalization deals with the investigation of homogeneity in watersheds and provides a classification of watersheds for regional analysis. The classification thus obtained can be used as a basis for mapping data from gauged to ungauged sites and can improve extreme event prediction. This paper proposes a wavelet power spectrum (WPS) coupled with the self-organizing map method for clustering hydrologic catchments. The application of this technique is implemented for gauged catchments. As a test case study, monthly streamflow records observed at 117 selected catchments throughout the western United States from 1951 through 2002. Further, based on WPS of each station, catchments are classified into homogeneous clusters, which provides a representative WPS pattern for the streamflow stations in each cluster.
The scaling behavior of rainfall has been extensively studied both in terms of event magnitudes and in terms of spatial extents of the events. Different heavy-tailed distributions have been proposed as candidates for both instances, but statistically rigorous treatments are rare. Here we combine the domains of event magnitudes and event area sizes by a spatiotemporal integration of 3-hourly rain rates corresponding to extreme events derived from the quasi-global high-resolution rainfall product Tropical Rainfall Measuring Mission 3B42. A maximum likelihood evaluation reveals that the distribution of spatiotemporally integrated extreme rainfall cluster sizes over the oceans is best described by a truncated power law, calling into question previous statements about scale-free distributions. The observed subpower law behavior of the distribution's tail is evaluated with a simple generative model, which indicates that the exponential truncation of an otherwise scale-free spatiotemporal cluster size distribution over the oceans could be explained by the existence of land masses on the globe.
Extreme Rainfall of the South American Monsoon System: A Dataset Comparison Using Complex Networks
(2015)
In this study, the authors compare six different rainfall datasets for South America with a focus on their representation of extreme rainfall during the monsoon season (December February): the gauge-calibrated TRMM 3B42 V7 satellite product; the near-real-time TRMM 3B42 V7 RT, the GPCP 1 degrees daily (1DD) V1.2 satellite gauge combination product, the Interim ECMWF Re-Analysis (ERA-Interim) product; output of a high-spatial-resolution run of the ECHAM6 global circulation model; and output of the regional climate model Eta. For the latter three, this study can be understood as a model evaluation. In addition to statistical values of local rainfall distributions, the authors focus on the spatial characteristics of extreme rainfall covariability. Since traditional approaches based on principal component analysis are not applicable in the context of extreme events, they apply and further develop methods based on complex network theory. This way, the authors uncover substantial differences in extreme rainfall patterns between the different datasets: (i) The three model-derived datasets yield very different results than the satellite gauge combinations regarding the main climatological propagation pathways of extreme events as well as the main convergence zones of the monsoon system. (ii) Large discrepancies are found for the development of mesoscale convective systems in southeastern South America. (iii) Both TRMM datasets and ECHAM6 indicate a linkage of extreme rainfall events between the central Amazon basin and the eastern slopes of the central Andes, but this pattern is not reproduced by the remaining datasets. The authors' study suggests that none of the three model-derived datasets adequately captures extreme rainfall patterns in South America.
Based on high-spatiotemporal-resolution data, the authors perform a climatological study of strong rainfall events propagating from southeastern South America to the eastern slopes of the central Andes during the monsoon season. These events account for up to 70% of total seasonal rainfall in these areas. They are of societal relevance because of associated natural hazards in the form of floods and landslides, and they form an intriguing climatic phenomenon, because they propagate against the direction of the low-level moisture flow from the tropics. The responsible synoptic mechanism is analyzed using suitable composites of the relevant atmospheric variables with high temporal resolution. The results suggest that the low-level inflow from the tropics, while important for maintaining sufficient moisture in the area of rainfall, does not initiate the formation of rainfall clusters. Instead, alternating low and high pressure anomalies in midlatitudes, which are associated with an eastward-moving Rossby wave train, in combination with the northwestern Argentinean low, create favorable pressure and wind conditions for frontogenesis and subsequent precipitation events propagating from southeastern South America toward the Bolivian Andes.
We propose a RAndom Interacting Network (RAIN) model to study the interactions between a pair of complex networks. The model involves two major steps: (i) the selection of a pair of nodes, one from each network, based on intra-network node-based characteristics, and (ii) the placement of a link between selected nodes based on the similarity of their relative importance in their respective networks. Node selection is based on a selection fitness function and node linkage is based on a linkage probability defined on the linkage scores of nodes. The model allows us to relate within-network characteristics to between-network structure. We apply the model to the interaction between the USA and Schengen airline transportation networks (ATNs). Our results indicate that two mechanisms: degree-based preferential node selection and degree-assortative link placement are necessary to replicate the observed inter-network degree distributions as well as the observed inter-network assortativity. The RAIN model offers the possibility to test multiple hypotheses regarding the mechanisms underlying network interactions. It can also incorporate complex interaction topologies. Furthermore, the framework of the RAIN model is general and can be potentially adapted to various real-world complex systems.
This paper employs a complex network approach to determine the topology and evolution of the network of extreme precipitation that governs the organization of extreme rainfall before, during, and after the Indian Summer Monsoon (ISM) season. We construct networks of extreme rainfall events during the ISM (June-September), post-monsoon (October-December), and pre-monsoon (March-May) periods from satellite-derived (Tropical Rainfall Measurement Mission, TRMM) and rain-gauge interpolated (Asian Precipitation Highly Resolved Observational Data Integration Towards the Evaluation of Water Resources, APHRODITE) data sets. The structure of the networks is determined by the level of synchronization of extreme rainfall events between different grid cells throughout the Indian subcontinent. Through the analysis of various complex-network metrics, we describe typical repetitive patterns in North Pakistan (NP), the Eastern Ghats (EG), and the Tibetan Plateau (TP). These patterns appear during the pre-monsoon season, evolve during the ISM, and disappear during the post-monsoon season. These are important meteorological features that need further attention and that may be useful in ISM timing and strength prediction.
Sedimentary proxy records constitute a significant portion of the recorded evidence that allows us to investigate paleoclimatic conditions and variability. However, uncertainties in the dating of proxy archives limit our ability to fix the timing of past events and interpret proxy record intercomparisons. While there are various age-modeling approaches to improve the estimation of the age-depth relations of archives, relatively little focus has been placed on the propagation of the age (and radiocarbon calibration) uncertainties into the final proxy record.
We present a generic Bayesian framework to estimate proxy records along with their associated uncertainty, starting with the radiometric age-depth and proxy-depth measurements, and a radiometric calibration curve if required. We provide analytical expressions for the posterior proxy probability distributions at any given calendar age, from which the expected proxy values and their uncertainty can be estimated. We illustrate our method using two synthetic data sets and then use it to construct the proxy records for groundwater inflow and surface erosion from Lonar lake in central India.
Our analysis reveals interrelations between the uncertainty of the proxy record over time and the variance of proxies along the depth of the archive. For the Lonar lake proxies, we show that, rather than the age uncertainties, it is the proxy variance combined with calibration uncertainty that accounts for most of the final uncertainty. We represent the proxy records as probability distributions on a precise, error-free timescale that makes further time series analyses and intercomparisons of proxies relatively simple and clear. Our approach provides a coherent understanding of age uncertainties within sedimentary proxy records that involve radiometric dating. It can be potentially used within existing age modeling structures to bring forth a reliable and consistent framework for proxy record estimation.
Recurrence-plot-based recurrence networks are an approach used to analyze time series using a complex networks theory. In both approaches - recurrence plots and recurrence networks -, a threshold to identify recurrent states is required. The selection of the threshold is important in order to avoid bias of the recurrence network results. In this paper, we propose a novel method to choose a recurrence threshold adaptively. We show a comparison between the constant threshold and adaptive threshold cases to study period-chaos and even period-period transitions in the dynamics of a prototypical model system. This novel method is then used to identify climate transitions from a lake sediment record.
The analysis of palaeoclimate time series is usually affected by severe methodological problems, resulting primarily from non-equidistant sampling and uncertain age models. As an alternative to existing methods of time series analysis, in this paper we argue that the statistical properties of recurrence networks - a recently developed approach - are promising candidates for characterising the system's nonlinear dynamics and quantifying structural changes in its reconstructed phase space as time evolves. In a first order approximation, the results of recurrence network analysis are invariant to changes in the age model and are not directly affected by non-equidistant sampling of the data. Specifically, we investigate the behaviour of recurrence network measures for both paradigmatic model systems with non-stationary parameters and four marine records of long-term palaeoclimate variations. We show that the obtained results are qualitatively robust under changes of the relevant parameters of our method, including detrending, size of the running window used for analysis, and embedding delay. We demonstrate that recurrence network analysis is able to detect relevant regime shifts in synthetic data as well as in problematic geoscientific time series. This suggests its application as a general exploratory tool of time series analysis complementing existing methods.
Spatiotemporal dynamics of the Calvin cycle multistationarity and symmetry breaking instabilities
(2011)
The possibility of controlling the Calvin cycle has paramount implications for increasing the production of biomass. Multistationarity, as a dynamical feature of systems, is the first obvious candidate whose control could find biotechnological applications. Here we set out to resolve the debate on the multistationarity of the Calvin cycle. Unlike the existing simulation-based studies, our approach is based on a sound mathematical framework, chemical reaction network theory and algebraic geometry, which results in provable results for the investigated model of the Calvin cycle in which we embed a hierarchy of realistic kinetic laws. Our theoretical findings demonstrate that there is a possibility for multistationarity resulting from two sources, homogeneous and inhomogeneous instabilities, which partially settle the debate on multistability of the Calvin cycle. In addition, our tractable analytical treatment of the bifurcation parameters can be employed in the design of validation experiments.
The dynamical structure of genetic networks determines the occurrence of various biological mechanisms, such as cellular differentiation. However, the question of how cellular diversity evolves in relation to the inherent stochasticity and intercellular communication remains still to be understood. Here, we define a concept of stochastic bifurcations suitable to investigate the dynamical structure of genetic networks, and show that under stochastic influence, the expression of given proteins of interest is defined via the probability distribution of the phase variable, representing one of the genes constituting the system. Moreover, we show that under changing stochastic conditions, the probabilities of expressing certain concentration values are different, leading to different functionality of the cells, and thus to differentiation of the cells in the various types.
Synchronization transitions in coupled time-delay electronic circuits with a threshold nonlinearity
(2011)
Experimental observations of typical kinds of synchronization transitions are reported in unidirectionally coupled time-delay electronic circuits with a threshold nonlinearity and two time delays, namely feedback delay tau(1) and coupling delay tau(2). We have observed transitions from anticipatory to lag via complete synchronization and their inverse counterparts with excitatory and inhibitory couplings, respectively, as a function of the coupling delay tau(2). The anticipating and lag times depend on the difference between the feedback and the coupling delays. A single stability condition for all the different types of synchronization is found to be valid as the stability condition is independent of both the delays. Further, the existence of different kinds of synchronizations observed experimentally is corroborated by numerical simulations and from the changes in the Lyapunov exponents of the coupled time-delay systems.
Background: Inferring regulatory interactions between genes from transcriptomics time-resolved data, yielding reverse engineered gene regulatory networks, is of paramount importance to systems biology and bioinformatics studies. Accurate methods to address this problem can ultimately provide a deeper insight into the complexity, behavior, and functions of the underlying biological systems. However, the large number of interacting genes coupled with short and often noisy time-resolved read-outs of the system renders the reverse engineering a challenging task. Therefore, the development and assessment of methods which are computationally efficient, robust against noise, applicable to short time series data, and preferably capable of reconstructing the directionality of the regulatory interactions remains a pressing research problem with valuable applications.
Results: Here we perform the largest systematic analysis of a set of similarity measures and scoring schemes within the scope of the relevance network approach which are commonly used for gene regulatory network reconstruction from time series data. In addition, we define and analyze several novel measures and schemes which are particularly suitable for short transcriptomics time series. We also compare the considered 21 measures and 6 scoring schemes according to their ability to correctly reconstruct such networks from short time series data by calculating summary statistics based on the corresponding specificity and sensitivity. Our results demonstrate that rank and symbol based measures have the highest performance in inferring regulatory interactions. In addition, the proposed scoring scheme by asymmetric weighting has shown to be valuable in reducing the number of false positive interactions. On the other hand, Granger causality as well as information-theoretic measures, frequently used in inference of regulatory networks, show low performance on the short time series analyzed in this study.
Conclusions: Our study is intended to serve as a guide for choosing a particular combination of similarity measures and scoring schemes suitable for reconstruction of gene regulatory networks from short time series data. We show that further improvement of algorithms for reverse engineering can be obtained if one considers measures that are rooted in the study of symbolic dynamics or ranks, in contrast to the application of common similarity measures which do not consider the temporal character of the employed data. Moreover, we establish that the asymmetric weighting scoring scheme together with symbol based measures (for low noise level) and rank based measures (for high noise level) are the most suitable choices.
Identifying causal links (couplings) is a fundamental problem that facilitates the understanding of emerging structures in complex networks. We propose and analyze inner composition alignment-a novel, permutation-based asymmetric association measure to detect regulatory links from very short time series, currently applied to gene expression. The measure can be used to infer the direction of couplings, detect indirect (superfluous) links, and account for autoregulation. Applications to the gene regulatory network of E. coli are presented.
Synthetic multicellular oscillatory systems controlling protein dynamics with genetic circuits
(2011)
Synthetic biology is a relatively new research discipline that combines standard biology approaches with the constructive nature of engineering. Thus, recent efforts in the field of synthetic biology have given a perspective to consider cells as 'programmable matter'. Here, we address the possibility of using synthetic circuits to control protein dynamics. In particular, we show how intercellular communication and stochasticity can be used to manipulate the dynamical behavior of a population of coupled synthetic units and, in this manner, finely tune the expression of specific proteins of interest, e.g. in large bioreactors.
In this paper, we study the complete synchronization of a class of time-varying delayed coupled chaotic systems using feedback control. In terms of Linear Matrix Inequalities, a sufficient condition is obtained through using a Lyapunov-Krasovskii functional and differential equation in equalities. The conditions can be easily verified and implemented. We present two simulation examples to illustrate the effectiveness of the proposed method.
Nonlinear detection of paleoclimate-variability transitions possibly related to human evolution
(2011)
Potential paleoclimatic driving mechanisms acting on human evolution present an open problem of cross-disciplinary scientific interest. The analysis of paleoclimate archives encoding the environmental variability in East Africa during the past 5 Ma has triggered an ongoing debate about possible candidate processes and evolutionary mechanisms. In this work, we apply a nonlinear statistical technique, recurrence network analysis, to three distinct marine records of terrigenous dust flux. Our method enables us to identify three epochs with transitions between qualitatively different types of environmental variability in North and East Africa during the (i) Middle Pliocene (3.35-3.15 Ma B. P.), (ii) Early Pleistocene (2.25-1.6 Ma B. P.), and (iii) Middle Pleistocene (1.1-0.7 Ma B. P.). A deeper examination of these transition periods reveals potential climatic drivers, including (i) large-scale changes in ocean currents due to a spatial shift of the Indonesian throughflow in combination with an intensification of Northern Hemisphere glaciation, (ii) a global reorganization of the atmospheric Walker circulation induced in the tropical Pacific and Indian Ocean, and (iii) shifts in the dominating temporal variability pattern of glacial activity during the Middle Pleistocene, respectively. A reexamination of the available fossil record demonstrates statistically significant coincidences between the detected transition periods and major steps in hominin evolution. This result suggests that the observed shifts between more regular and more erratic environmental variability may have acted as a trigger for rapid change in the development of humankind in Africa.
During life bones constantly adapt their structure to their mechanical environment via a mechanically controlled process called bone remodeling. For trabecular bone, this process modifies the thickness of each trabecula leading occasionally to full resorption. We describe the irreversible dynamics of the trabecular thickness distribution (TTD) by means of a Markov chain discrete in space and time. By using thickness data from adult patients, we derive the transition probabilities in the chain. This allows a quantification, in terms of geometrical quantities, of the control of bone remodeling and thus to determine the evolution of the TTD with age.
Reliable age models are fundamental for any palaeoclimate reconstruction. Available interpolation procedures between age control points are often inadequately reported, and very few translate age uncertainties to proxy uncertainties. Most available modeling algorithms do not allow incorporation of layer counted intervals to improve the confidence limits of the age model in question.
We present a framework that allows detection and interactive handling of age reversals and hiatuses, depth-age modeling, and proxy-record reconstruction. Monte Carlo simulation and a translation procedure are used to assign a precise time scale to climate proxies and to translate dating uncertainties to uncertainties in the proxy values. The presented framework allows integration of incremental relative dating information to improve the final age model. The free software package COPRA1.0 facilitates easy interactive usage.
We propose a novel approach based on the fluctuation of similarity to identify regimes of distinct dynamical complexity in short time series. A statistical test is developed to estimate the significance of the identified transitions. Our method is verified by uncovering bifurcation structures in several paradigmatic models, providing more complex transitions compared with traditional Lyapunov exponents. In a real-world situation, we apply this method to identify millennial-scale dynamical transitions in Plio-Pleistocene proxy records of the South Asian summer monsoon system. We infer that many of these transitions are induced by the external forcing of the solar insolation and are also affected by internal forcing on Monsoonal dynamics, i.e., the glaciation cycles of the Northern Hemisphere and the onset of the Walker circulation.
We study phase synchronization in a network motif with a starlike structure in which the central node's (the hub's) frequency is strongly detuned against the other peripheral nodes. We find numerically and experimentally a regime of remote synchronization (RS), where the peripheral nodes form a phase synchronized cluster, while the hub remains free with its own dynamics and serves just as a transmitter for the other nodes. We explain the mechanism for this RS by the existence of a free amplitude and also show that systems with a fixed or constant amplitude, such as the classic Kuramoto phase oscillator, are not able to generate this phenomenon. Further, we derive an analytic expression which supports our explanation of the mechanism.
We construct a new RC phase shift network based Chua's circuit, which exhibits a period-doubling bifurcation route to chaos. Using coupled versions of such a phase-shift network based Chua's oscillators, we describe a new method for achieving complete synchronization (CS), approximate lag synchronization (LS), and approximate anticipating synchronization (AS) without delay or parameter mismatch. Employing the Pecora and Carroll approach, chaos synchronization is achieved in coupled chaotic oscillators, where the drive system variables control the response system. As a result, AS or LS or CS is demonstrated without using a variable delay line both experimentally and numerically.
In this paper, we analytically study a star motif of Stuart-Landau oscillators, derive the bifurcation diagram and discuss the different forms of synchronization arising in such a system. Despite the parameter mismatch between the central node and the peripheral ones, an analytical approach independent of the number of units in the system has been proposed. The approach allows to calculate the separatrices between the regions with distinct dynamical behavior and to determine the nature of the different transitions to synchronization appearing in the system. The theoretical analysis is supported by numerical results.
Analysis of spatial and temporal extreme monsoonal rainfall over South Asia using complex networks
(2012)
We present a detailed analysis of summer monsoon rainfall over the Indian peninsular using nonlinear spatial correlations. This analysis is carried out employing the tools of complex networks and a measure of nonlinear correlation for point processes such as rainfall, called event synchronization. This study provides valuable insights into the spatial organization, scales, and structure of the 90th and 94th percentile rainfall events during the Indian summer monsoon (June-September). We furthermore analyse the influence of different critical synoptic atmospheric systems and the impact of the steep Himalayan topography on rainfall patterns. The presented method not only helps us in visualising the structure of the extreme-event rainfall fields, but also identifies the water vapor pathways and decadal-scale moisture sinks over the region. Furthermore a simple scheme based on complex networks is presented to decipher the spatial intricacies and temporal evolution of monsoonal rainfall patterns over the last 6 decades.
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.
We investigate a network of influences connected to global mean temperature. Considering various climatic factors known to influence global mean temperature, we evaluate not only the impacts of these factors on temperature but also the directed dependencies among the factors themselves. Based on an existing recurrence-based connectivity measure, we propose a new and more general measure that quantifies the level of dependence between two time series based on joint recurrences at a chosen time delay. The measures estimated in the analysis are tested for statistical significance using twin surrogates. We find, in accordance with earlier studies, the major drivers for global mean temperature to be greenhouse gases, ENSO, volcanic activity, and solar irradiance. We further uncover a feedback between temperature and ENSO. Our results demonstrate the need to involve multiple, delayed interactions within the drivers of temperature in order to develop a more thorough picture of global temperature variations.
When we fixate our gaze on a stable object, our eyes move continuously with extremely small involuntary and autonomic movements, that even we are unaware of during their occurrence. One of the roles of these fixational eye movements is to prevent the adaptation of the visual system to continuous illumination and inhibit fading of the image. These random, small movements are restricted at long time scales so as to keep the target at the centre of the field of view. In addition, the synchronisation properties between both eyes are related to binocular coordination in order to provide stereopsis. We investigated the roles of different time scale behaviours, especially how they are expressed in the different spatial directions (vertical versus horizontal). We also tested the synchronisation between both eyes. Results show different scaling behaviour between horizontal and vertical movements. When the small ballistic movements, i.e., microsaccades, are removed, the scaling behaviour in both axes becomes similar. Our findings suggest that microsaccades enhance the persistence at short time scales mostly in the horizontal component and much less in the vertical component. We also applied the phase synchronisation decay method to study the synchronisation between six combinations of binocular fixational eye movement components. We found that the vertical-vertical components of right and left eyes are significantly more synchronised than the horizontal-horizontal components. These differences may be due to the need for continuously moving the eyes in the horizontal plane in order to match the stereoscopic image for different viewing distances.
We study synchronization behavior in networks of coupled chaotic oscillators with heterogeneous connection degrees. Our focus is on regimes away from the complete synchronization state, when the coupling is not strong enough, when the oscillators are under the influence of noise or when the oscillators are nonidentical. We have found a hierarchical organization of the synchronization behavior with respect to the collective dynamics of the network. Oscillators with more connections (hubs) are synchronized more closely by the collective dynamics and constitute the dynamical core of the network. The numerical observation of this hierarchical synchronization is supported with an analysis based on a mean field approximation and the master stability function. (C) 2006 American Institute of Physics
Realistic networks display not only a complex topological structure, but also a heterogeneous distribution of weights in the connection strengths. Here we study synchronization in weighted complex networks and show that the synchronizability of random networks with a large minimum degree is determined by two leading parameters: the mean degree and the heterogeneity of the distribution of node's intensity, where the intensity of a node, defined as the total strength of input connections, is a natural combination of topology and weights. Our results provide a possibility for the control of synchronization in complex networks by the manipulation of a few parameters
Dynamical organization of connection weights is studied in scale-free networks of chaotic oscillators, where the coupling strength of a node from its neighbors develops adaptively according to the local synchronization property between the node and its neighbors. We find that when complete synchronization is achieved, the coupling strength becomes weighted and correlated with the topology due to a hierarchical transition to synchronization in heterogeneous networks. Importantly, such an adaptive process enhances significantly the synchronizability of the networks, which could have meaningful implications in the manipulation of dynamical networks
We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of Rossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems
Graphical models applying partial coherence to multivariate time series are a powerful tool to distinguish direct and indirect interdependencies in multivariate linear systems. We carry over the concept of graphical models and partialization analysis to phase signals of nonlinear synchronizing systems. This procedure leads to the partial phase synchronization index which generalizes a bivariate phase synchronization index to the multivariate case and reveals the coupling structure in multivariate synchronizing systems by differentiating direct and indirect interactions. This ensures that no false positive conclusions are drawn concerning the interaction structure in multivariate synchronizing systems. By application to the paradigmatic model of a coupled chaotic Roessler system, the power of the partial phase synchronization index is demonstrated
The results of the theoretical consideration of stochastic resonance in overdamped bistable oscillators are given. These results are founded not on the model of two states as in [McNamara B, Wiesenfeld K. Theory of stochastic resonance. Phys Rev A 1989;39:4854-69], but on splitting of motion into regular and random and the rigorous solution of the Fokker-Planck equation for the random component. We show that this resonance is caused by a change, under the influence of noise, of the system's effective stiffness and damping factor contained in the equation for the regular component. For a certain value of the noise intensity the effective stiffness is minimal, and this fact causes non-monotonic change of the output signal amplitude as the noise intensity changes. It is important that the location of the minimum and its value depend essentially on the signal frequency.
We investigate the characteristics of time-delay systems in the presence of Gaussian noise. We show that the delay time embedded in the time series of time-delay system with constant delay cannot be estimated in the presence noise for appropriate values of noise intensity thereby forbidding any possibility of phase space reconstruction. We also demonstrate the existence of complete synchronization between two independent identical time-delay systems driven by a common noise without explicitly establishing any external coupling between them.
Objectives: Scoring sleep visually based on polysomnography is an important but time-consuming element of sleep medicine. Where-as computer software assists human experts in the assignment of sleep stages to polysomnogram epochs, their performance is usually insufficient. This study evaluates the possibility to fully automatize sleep staging considering the reliability of the sleep stages available from human expert sleep scorers. Methods: We obtain features from EEG, ECG and respiratory signals of polysomnograms from ten healthy subjects. Using the sleep stages provided by three human experts, we evaluate the performance of linear discriminant analysis on the entire polysomnogram and:only on epochs where the three experts agree in their-sleep stage scoring. Results: We show that in polysomnogram intervals, to which all three scorers assign the same sleep stage, our algorithm achieves 90% accuracy. This high rate of agreement with the human experts is accomplished with only a small set of three frequency features from the EEG. We increase-the performance to 93% by including ECG and respiration features. In contrast, on intervals of ambiguous sleep stage, the sleep stage classification obtained from our algorithm, agrees with the human consensus scorer in approximately 61%. Conclusions: These findings suggest that machine classification is highly consistent with human sleep staging and that error in the algorithm's assignments is rather a problem of lack of well-defined criteria for human experts to judge certain polysomnogram epochs than an insufficiency of computational procedures
Despite many previous Studies on the association between hyperthyroidism and the hyperadrenergic state, controversies still exist. Detrended fluctuation analysis (DFA) is a well recognized method in the nonlinear analysis of heart rate variability (HRV), and it has physiological significance related to the autonomic nervous system. In particular, an increased short-term scaling exponent alpha 1 calculated from DFA is associated with both increased sympathetic activity and decreased vagal activity. No study has investigated the DFA of HRV in hyperthyroidism. This study was designed to assess the sympathovagal balance in hyperthyroidism. We performed the DFA along with the linear analysis of HRV in 36 hyperthyroid Graves' disease patients (32 females and 4 males; age 30 +/- 1 years, means +/- SE) and 36 normal controls matched by sex, age and body mass index. Compared with the normal controls, the hyperthyroid patients revealed a significant increase (P < 0.001) in alpha 1 (hyperthyroid 1.28 +/- 0.04 versus control 0.91 +/- 0.02), long-term scaling exponent alpha 2 (1.05 +/- 0.02 versus 0.90 +/- 0.01), overall scaling exponent alpha (1.11 +/- 0.02 versus 0.89 +/- 0.01), low frequency power in normalized units (LF%) and the ratio of low frequency power to high frequency power (LF/HF); and a significant decrease (P < 0.001) in the standard deviation of the R-R intervals (SDNN) and high frequency power (HF). In conclusion, hyperthyroidism is characterized by concurrent sympathetic activation and vagal withdrawal. This sympathovagal imbalance state in hyperthyroidism helps to explain the higher prevalence of atrial fibrillation and exercise intolerance among hyperthyroid patients.
The EEG is one of the most commonly used tools in brain research. Though of high relevance in research, the data obtained is very noisy and nonstationary. In the present article we investigate the applicability of a nonlinear data analysis method, the recurrence quantification analysis (RQA), to Such data. The method solely rests on the natural property of recurrence which is a phenomenon inherent to complex systems, such as the brain. We show that this method is indeed suitable for the analysis of EEG data and that it might improve contemporary EEG analysis.
Aims. Sunspot distribution in the northern and southern solar hemispheres exibit striking synchronous behaviour on the scale of a Schwabe cycle. However, sometimes the bilateral symmetry of the Butterfly diagram relative to the solar equatorial plane breaks down. The investigation of this phenomenon is important to explaining the almost-periodic behaviour of solar cycles. Methods. We use cross-recurrence plots for the study of the time-varying phase asymmetry of the northern and southern hemisphere and compare our results with the latitudinal distribution of the sunspots. Results. We observe a long-term persistence of phase leading in one of the hemispheres, which lasts almost 4 solar cycles and probably corresponds to the Gleissberg cycle. Long-term variations in the hemispheric-leading do not demonstrate clear periodicity but are strongly anti-correlated with the long-term variations in the magnetic equator.
Sensory information entering the nervous system follows independent paths of processing such that specific features are individually detected. However, sensory perception, awareness, and cognition emerge from the combination of information. Here we have analyzed the corticocortical network of the cat, looking for the anatomical substrate which permits the simultaneous segregation and integration of information in the brain. We find that cortical communications are mainly governed by three topological factors of the underlying network: (i) a large density of connections, (ii) segregation of cortical areas into clusters, and (iii) the presence of highly connected hubs aiding the multisensory processing and integration. Statistical analysis of the shortest paths reveals that, while information is highly accessible to all cortical areas, the complexity of cortical information processing may arise from the rich and intricate alternative paths in which areas can influence each other.
The response of scale-free networks with community structure to external stimuli is studied. By disturbing some nodes with different strategies, it is shown that the robustness of this kind of network can be enhanced due to the existence of communities in the networks. Some of the response patterns are found to coincide with topological communities. We show that such phenomena also occur in the cat brain network which is an example of a scale-free like network with community structure. Our results provide insights into the relationship between network topology and the functional organization in complex networks from another viewpoint.
The incidence of cardiovascular diseases increases with the growth of the human population and an aging society, leading to very high expenses in the public health system. Therefore, it is challenging to develop sophisticated methods in order to improve medical diagnostics. The question whether the normal heart rate is chaotic or not is an attempt to elucidate the underlying mechanisms of cardiovascular dynamics and therefore a highly controversial topical challenge. In this contribution we demonstrate that linear and nonlinear parameters allow us to separate completely the data sets of the three groups provided for this controversial topic in nonlinear dynamics. The question whether these time series are chaotic or not cannot be answered satisfactorily without investigating the underlying mechanisms leading to them. We give an example of the dominant influence of respiration on heart beat dynamics, which shows that observed fluctuations can be mostly explained by respiratory modulations of heart rate and blood pressure (coefficient of determination: 96%). Therefore, we recommend reformulating the following initial question: "Is the normal heart rate chaotic?" We rather ask the following: " Is the normal heart rate 'chaotic' due to respiration?"
We study the effects of parametric noise on a lattice network, which is locally modeled by a two-dimensional Rulkov map. We conclude that at some intermediate noise intensity, parametric noise can induce ordered circular patterns, which indicates the appearance of spatiotemporal coherence resonance in the studied lattice. With the observation of coherence-like manner in linear spatial cross-correlation, the coherence phenomena can be analyzed quantitatively.
In the recent past, recurrence quantification analysis (RQA) has gained an increasing interest in various research areas. The complexity measures the RQA provides have been useful in describing and analysing a broad range of data. It is known to be rather robust to noise and nonstationarities. Yet, one key question in empirical research concerns the confidence bounds of measured data. In the present Letter we suggest a method for estimating the confidence bounds of recurrence-based complexity measures. We study the applicability of the suggested method with model and real- life data.
The method of twin surrogates has been introduced to test for phase synchronization of complex systems in the case of passive experiments. In this paper we derive new analytical expressions for the number of twins depending on the size of the neighborhood, as well as on the length of the trajectory. This allows us to determine the optimal parameters for the generation of twin surrogates. Furthermore, we determine the quality of the twin surrogates with respect to several linear and nonlinear statistics depending on the parameters of the method. In the second part of the paper we perform a hypothesis test for phase synchronization in the case of experimental data from fixational eye movements. These miniature eye movements have been shown to play a central role in neural information processing underlying the perception of static visual scenes. The high number of data sets (21 subjects and 30 trials per person) allows us to compare the generated twin surrogates with the "natural" surrogates that correspond to the different trials. We show that the generated twin surrogates reproduce very well all linear and nonlinear characteristics of the underlying experimental system. The synchronization analysis of fixational eye movements by means of twin surrogates reveals that the synchronization between the left and right eye is significant, indicating that either the centers in the brain stem generating fixational eye movements are closely linked, or, alternatively that there is only one center controlling both eyes.
The investigation of foetal reaction to internal and external conditions and stimuli is an important tool in the characterization of the developing neural integration of the foetus. An interesting example of this is the study of the interrelationship between the foetal and the maternal heart rate. Recent studies have shown a certain likelihood of occasional heart rate synchronization between mother and foetus. In the case of respiratory-induced heart rate changes, the comparison with maternal surrogates suggests that the evidence for detected synchronization is largely statistical and does not result from physiological interaction. Rather, they simply reflect a stochastic, temporary stability of two independent oscillators with time-variant frequencies. We reanalysed three datasets from that study for a more local consideration. Epochs of assumed synchronization associated with short-term regulation of the foetal heart rate were selected and compared with synchronization resulting from white noise instead of the foetal signal. Using data-driven modelling analysis, it was possible to identify the consistent influence of the heartbeat duration of maternal beats preceding the foetal beats during epochs of synchronization. These maternal beats occurred approximately one maternal respiratory cycle prior to the affected foetal beat. A similar effect could not be found in the epochs without synchronization. Simulations based on the fitted models led to a higher likelihood of synchronization in the data segments with assumed foetal-maternal interaction than in the segment without such assumed interaction. We conclude that the data-driven model-based analysis can be a useful tool for the identification of synchronization.
The analysis of baroreflex sensitivity (BRS) and heart rate variability (HRV) leads to additional insights into patients' prognosis after cardiovascular events. The following study was performed to assess the differences in the post-operative recovery of autonomic regulation after mitral valve (MV) and aortic valve (AV) surgery with a heart lung machine. Among the 43 consecutive male patients enrolled in a prospective study, 26 underwent isolated AV surgery and 17 isolated MV surgery. Blood pressure as well as ECG signals were recorded the day before, 24 hours after and one week after surgery. BRS was calculated according to the dual sequence method, and HRV was calculated using standard linear as well as nonlinear parameters. There were no major differences between the two groups in the pre-operative values. At 24 hours a comparable depression of HRV and BRS in both groups was observed, while at 7 days there was partial recovery in AV patients, which was absent in MV patients: p(AV versus MV) < 0.001. While the response of the autonomic system to surgery is similar in AV and MV patients, there is obviously a decreased ability to recover in MV patients, probably attributed to traumatic lesions of the autonomic nervous system by opening the atria. Ongoing research is required for further clarification of the pathophysiology of this phenomenon and to establish strategies to restore autonomic function.
We show a scenario of a two-frequeney torus breakdown, in which a global bifurcation occurs due to the collision of a quasi-periodic torus T-2 with saddle points, creating a heteroclinic saddle connection. We analyze the geometry of this torus-saddle collision by showing the local dynamics and the invariant manifolds (global dynamics) of the saddle points. Moreover, we present detailed evidences of a heteroclinic saddle-focus orbit responsible for the type- if intermittency induced by this global bifurcation. We also characterize this transition to chaos by measuring the Lyapunov exponents and the scaling laws.
Analysis of blood pressure dynamics in male and female rats using the continuous wavelet transform
(2009)
We study gender-related particularities in cardiovascular responses to stress and nitric oxide (NO) deficiency in rats using HR, mean arterial pressure (MAP) and a proposed wavelet-based approach. Blood pressure dynamics is analyzed: (1) under control conditions, (2) during immobilization stress and recovery and (3) during nitric oxide blockade by N-G-nitro-L-arginine-methyl ester (L-NAME). We show that cardiovascular sensitivity to stress and NO deficiency depends upon gender. Actually, in females the chronotropic effect of stress is more pronounced, while the pressor effect is weakened compared with males. We conclude that females demonstrate more favorable patterns of cardiovascular responses to stress and more effective NO control of cardiovascular activity than males.
Three-dimensional quantification of structures in trabecular bone using measures of complexity
(2009)
The study of pathological changes of bone is an important task in diagnostic procedures of patients with metabolic bone diseases such as osteoporosis as well as in monitoring the health state of astronauts during long-term space flights. The recent availability of high-resolution three-dimensional (3D) imaging of bone challenges the development of data analysis techniques able to assess changes of the 3D microarchitecture of trabecular bone. We introduce an approach based on spatial geometrical properties and define structural measures of complexity for 3D image analysis. These measures evaluate different aspects of organization and complexity of 3D structures, such as complexity of its surface or shape variability. We apply these measures to 3D data acquired by high-resolution microcomputed tomography (mu CT) from human proximal tibiae and lumbar vertebrae at different stages of osteoporotic bone loss. The outcome is compared to the results of conventional static histomorphometry and exhibits clear relationships between the analyzed geometrical features of trabecular bone and loss of bone density, but also indicate that the measures reveal additional information about the structural composition of bone, which were not revealed by the static histomorphometry. Finally, we have studied the dependency of the developed measures of complexity on the spatial resolution of the mu CT data sets.
In the recent article "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" (Physica D 237 (2008) 619-629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process.
We present conditions for the local and global synchronizations in coupled-map networks using the matrix measure approach. In contrast to many existing synchronization conditions, the proposed synchronization criteria do not depend on the solution of the synchronous state and give less limitation on the network connections. Numerical simulations of the coupled quadratic maps demonstrate the potentials of our main results.
Detuning-dependent dominance of oscillation death in globally coupled synthetic genetic oscillators
(2009)
We study dynamical regimes of globally coupled genetic relaxation oscillators in the presence of small detuning. Using bifurcation analysis, we find that under strong coupling via the slow variable, the detuning can eliminate standard oscillatory solutions in a large region of the parameter space, providing the dominance of oscillation death. This result is substantially different from previous results on oscillation quenching, where for homogeneous populations, the coexistence of oscillation death and limit cycle oscillations is always present. We propose further that this effect of detuning-dependent dominance could be a powerful regulator of genetic network's dynamics.
We employ a spectral decomposition method to analyze synchronization of a non-identical oscillator network. We study the case that a small parameter mismatch of oscillators is characterized by one parameter and phase synchronization is observed. We derive a linearized equation for each eigenmode of the coupling matrix. The parameter mismatch is reflected on inhomogeneous term in the linearized equation. We find that the oscillation of each mode is essentially characterized only by the eigenvalue of the coupling matrix with a suitable normalization. We refer to this property as spectral universality, because it is observed irrespective of network topology. Numerical results in various network topologies show good agreement with those based on linearized equation. This universality is also observed in a system driven by additive independent Gaussian noise.
Experimental evidences point Out the participation of nonsynaptic mechanisms (e.g., fluctuations in extracellular tons) in epileptiform bursting and spreading depression (SD). During these abnormal oscillatory patterns, it is observed an increase of extracellular potassium concentration [K+](o) and a decrease of extracellular calcium concentration [Ca2+](o) which raises the neuronal excitability. However, whether the high [K+](o) triggers and propagates these abnormal neuronal activities or plays a secondary role into this process is unclear. To better understand the influence of extracellular potassium dynamics in these oscillatory patterns, the experimental conditions of high [K+](o) and zero [Ca2+](o) were replicated in an extended Golomb model where we added important regulatory mechanisms of ion concentration as Na+-K+ pump, ion diffusion and glial buffering. Within these Conditions, simulations of the cell model exhibit seizure-like discharges (ictal bursting). The SD was elicited by the interruption of the Na+- K+ pump activity, mimicking the effect of cellular hypoxia (an experimental protocol to elicit SD, the hypoxia-induced SD). We used the bifurcation theory and the fast-slow method to analyze the interference of K+ dynamics in the cellular excitability. This analysis indicates that the system loses its stability at a high [K+](o), transiting to an elevated state of neuronal excitability. Effects of high [K+](o), are observed in different stages of ictal bursting and SD. In the initial stage, the increase of [K+](o) creates favorable conditions to trigger both oscillatory patterns. During the neuronal activity, a continuous growth of [K+](o) by outward K+ flow depresses K+ Currents in a positive feedback way. At the last stage, due to the depression of K+ currents, the Na+-K+ pump is the main mechanism in the end of neuronal activity. Thus, this work suggests that [K+](o) dynamics may play a fundamental role in these abnormal oscillatory patterns.
Complex networks in climate dynamics : comparing linear and nonlinear network construction methods
(2009)
Complex network theory provides a powerful framework to statistically investigate the topology of local and non- local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.
Current reversal is an intriguing phenomenon that has been central to recent experimental and theoretical investigations of transport based on ratchet mechanism. By considering a system of two interacting ratchets, we demonstrate how the coupling can be used to control the reversals. In particular, we find that current reversal that exists in a single driven ratchet system can ultimately be eliminated with the presence of a second ratchet. For specific coupling strengths a current-reversal free regime has been detected. Furthermore, in the fully synchronized state characterized by the coupling threshold k(th), a specific driving amplitude a(opt) is found for which the transport is optimum.
We report the identification of global phase synchronization (GPS) in a linear array of unidirectionally coupled Mackey-Glass time-delay systems exhibiting highly non-phase-coherent chaotic attractors with complex topological structure. In particular, we show that the dynamical organization of all the coupled time-delay systems in the array to form GPS is achieved by sequential synchronization as a function of the coupling strength. Further, the asynchronous ones in the array with respect to the main sequentially synchronized cluster organize themselves to form clusters before they achieve synchronization with the main cluster. We have confirmed these results by estimating instantaneous phases including phase difference, average phase, average frequency, frequency ratio, and their differences from suitably transformed phase coherent attractors after using a nonlinear transformation of the original non-phase-coherent attractors. The results are further corroborated using two other independent approaches based on recurrence analysis and the concept of localized sets from the original non-phase-coherent attractors directly without explicitly introducing the measure of phase.
Stochastic bifurcations and coherencelike resonance in a self-sustained bistable noisy oscillator
(2010)
We investigate the influence of additive Gaussian white noise on two different bistable self-sustained oscillators: Duffing-Van der Pol oscillator with hard excitation and a model of a synthetic genetic oscillator. In the deterministic case, both oscillators are characterized with a coexistence of a stable limit cycle and a stable equilibrium state. We find that under the influence of noise, their dynamics can be well characterized through the concept of stochastic bifurcation, consisting in a qualitative change of the stationary amplitude distribution. For the Duffing-Van der Pol oscillator analytical results, obtained for a quasiharmonic approach, are compared with the result of direct computer simulations. In particular, we show that the dynamics is different for isochronous and anisochronous systems. Moreover, we find that the increase of noise intensity in the isochronous regime leads to a narrowing of the spectral line. This effect is similar to coherence resonance. However, in the case of anisochronous systems, this effect breaks down and a new phenomenon, anisochronous-based stochastic bifurcation occurs.
Interacting human activities underlie the patterns of many social, technological, and economic phenomena. Here we present clear empirical evidence from Short Message correspondence that observed human actions are the result of the interplay of three basic ingredients: Poisson initiation of tasks and decision making for task execution in individual humans as well as interaction among individuals. This interplay leads to new types of interevent time distribution, neither completely Poisson nor power-law, but a bimodal combination of them. We show that the events can be separated into independent bursts which are generated by frequent mutual interactions in short times following random initiations of communications in longer times by the individuals. We introduce a minimal model of two interacting priority queues incorporating the three basic ingredients which fits well the distributions using the parameters extracted from the empirical data. The model can also embrace a range of realistic social interacting systems such as e-mail and letter communications when taking the time scale of processing into account. Our findings provide insight into various human activities both at the individual and network level. Our analysis and modeling of bimodal activity in human communication from the viewpoint of the interplay between processes of different time scales is likely to shed light on bimodal phenomena in other complex systems, such as interevent times in earthquakes, rainfall, forest fire, and economic systems, etc.
We describe effects of the asymmetry of cycles and non-stationarity in time series on the phase synchronization method which may lead to artifacts. We develop a modified method that overcomes these effects and apply it to study parkinsonian tremor. Our results indicate that there is synchronization between two different hands and provide information about the time delay separating their dynamics. These findings suggest that this method may be useful for detecting and quantifying weak synchronization between two non-stationary signals.
We show many versatile phase synchronous configurations that emerge in an array of coupled chaotic elements due to the presence of a periodic stimulus. Then, we explain the relevance of these configurations to the understanding of how information about such a. stimulus is transmitted from one side to the other in this array. The stimulus actively creates the ways to be transmitted, by making the chaotic elements to phase synchronize
During the last glacial period, climate records from the North Atlantic region exhibit a pronounced spectral component corresponding to a period of about 1470 years, which has attracted much attention. This spectral peak is closely related to the recurrence pattern of Dansgaard-Oeschger (DO) events. In previous studies a red noise random process, more precisely a first-order autoregressive (AR1) process, was used to evaluate the statistical significance of this peak, with a reported significance of more than 99%. Here we use a simple mechanistic two-state model of DO events, which itself was derived from a much more sophisticated ocean-atmosphere model of intermediate complexity, to numerically evaluate the spectral properties of random (i.e., solely noise-driven) events. This way we find that the power spectral density of random DO events differs fundamentally from a simple red noise random process. These results question the applicability of linear spectral analysis for estimating the statistical significance of highly non-linear processes such as DO events. More precisely, to enhance our scientific understanding about the trigger of DO events, we must not consider simple "straw men" as, for example, the AR1 random process, but rather test against realistic alternative descriptions.
In one of the data mining techniques, change-point detection is of importance in evaluating time series measured in real world. For decades this technique has been developed as a nonlinear dynamics. We apply the method for detecting the change points, Singular Spectrum Transformation (SST), to the climate time series. To know where the structures of climate data sets change can reveal a climate background. In this paper we discuss the structures of precipitation data in Kenya and Wrangel Island (Arctic land) by using the SST.
We introduce a modified dynamical optimization coupling scheme to enhance the synchronizability in the scale- free networks as well as to keep uniform and converging intensities during the transition to synchronization. Further, the size of networks that can be synchronizable exceeds by several orders of magnitude the size of unweighted networks.
Using quantities of symbolic dynamics, such as mutual information, Shannon information and algorithmic complexity, we have searched for interrelations of spikes emitted simultaneously at different frequencies during the impulsive phase of a flare event. As the spikes are related to the flare energy release and are interpreted as emissions originating at different sites having different magnetic field strengths, any relation in frequency is interpretated as a relation in space. This approach is appropriate to characterize such spatio-temporal patterns, whereas the popular estimate of fractal dimensions can be applied to low-dimensional systems only. Depending on the energy release and emission processes, two types of fragmentation are possible: a scenario of global organization (spikes are emitted in a succession of similar events by the same system) or a scenario of local organization (many systems triggered by an initial event). Mutual information which is a generalization of correlation indicates a relation in frequency beyond the bandwidth of individual spikes. The scans in the spectrograms with large mutual information also show a low level of Shannon information and algorithmic complexity, indicating that the simultaneous appearance of spikes at other frequencies is not a completely stochastic phenomenon (white noise). It may be caused by a nonlinear deterministic system or by a Markov process. By means of mutual information we find a memory over frequency intervals up to 60 MHz. Shannon information and algorithmic complexity concern the mbox{whole} frequency region, i.e. the global source region. A global organization is also apparent in quasi-periodic changes of the Shannon information and algorithmic complexity in the range of 2 - 8 seconds. The finding is compatible with a scenario of local organization in which the information of one event spreads spatially and triggers further events at different places. The region is not an ensemble of independently flashing sources, each representing a system that cascades in energy after an initial trigger. On the contrary, there is a causal connection between the sources at any time. The analysis of the four spike events suggests that the structure in frequency is not stochastic but a process in which spikes at nearby locations are simultaneously triggered by a common exciter.
We look for structural properties in the light curve of the dwarf nova SS Cyg by means of techniques from nonlinear dynamics. Applying the popular Grassberger-Procaccia procedure, Cannizzo and Goddings (1988) showed that there is no evidence for a low-dimensional attractor underlying this record. Because there are some hints for order in the light curve, we search for other signatures of deterministic systems. Therefore, we use other methods recently developed in this theory, such as local linear prediction and recurrence maps. Our main findings are: i] the prediction error grows exponentially during outburst phases, but via a power law in the quiescent states, ii] there are some rather regular patterns in this light curve which sometimes recur, but the recurrence is not regular. This leads to the following conclusions: i] The outburst dynamics shows a higher degree of order than the quiescent one. There are some hints for deterministic chaos in the outburst behavior. ii] The light curve is a complex mixture of deterministic and stochastic structures. The analysis presented in this paper shows that methods of nonlinear dynamics can be an efficient tool for the study of complex processes, even if there is no evidence for a low-dimensional attractor.
The radiocarbon record that has been extended from 7199 BC to 1891 AD is of fundamental importance to understand century-scale variations of solar activity. We have, therefore, studied how to extract information from dynamic reconstructions of this observational record. Using some rather unusual methods of nonlinear dynamics, we have found that the data are significantly different from linear colored noise and that there is some evidence of nonlinear behavior. The method of recurrence plots exhibits that the grand minima of solar activity are quite different in their recurrence. Most remarkably, it suggests that the recent epoch seems to be similar to the Medieval maximum.
The application of chaos theory has become popular to understand the nature of various features of solar activity because most of them are far from regular. The usual approach, however, that is basing on finding low- dimensional structures of the underlying processes seems to be successful only in a few exceptional cases, such as in rather coherent phenomena as coronal pulsations. It is important to note that most phenomena in solar radio emission are more complex. We present two kinds of techniques from nonlinear dynamics which can be useful to analyse such phenomena: i] Fragmentation processes observed in solar spike events are studied by means of symbolic dynamics methods. Different measures of complexity calculated from such observations reveal that there is some order in this fragmentation. ii] Bursts are a typical transient phenomenon. To study energization processes causing impulsive microwave bursts, the wavelet analysis is applied. It exhibits structural differences of the pre- and post-impulsive phase in cases where the power spectra of both are not distinct.
In this paper we apply symbolic transformations as a visualisation technique for analysing rhythm production. It is shown that qualitative information can be extracted from the experimental data. This approach may provide new insights into the organisation of temporal order by the brain on different levels of description. A simple phenomenological model for the explanation of the observed phenomena is proposed.