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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.
A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields
We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-sample test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series
We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-samples test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series.
A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields.
We propose a new autonomous dynamical system of dimension N=4 that demonstrates the regime of stable two- frequency motions and period-doubling bifurcations of a two-dimensional torus. It is shown that the period-doubling bifurcation of the two-dimensional torus is not followed by the resonance phenomenon, and the two-dimensional ergodic torus undergoes a period-doubling bifurcation. The interaction of two generators is also analyzed. The phenomenon of external and mutual synchronization of two-frequency oscillations is observed, for which winding number locking on a two- dimensional torus takes place
We study numerically the behavior of the autocorrelation function (ACF) and the power spectrum of spiral attractors without and in the presence of noise. It is shown that the ACF decays exponentially and has two different time scales. The rate of the ACF decrease is defined by the amplitude fluctuations on small time intervals, i.e., when tau < tau(cor), and by the effective diffusion coefficient of the instantantaneous phase on large time intervals. it is also demonstrated that the ACF in the Poincare map also decreases according to the exponential law exp(-lambda(+)k), where lambda(+) is the positive Lyapunov exponent. The obtained results are compared with the theory of fluctuations for the Van der Pol oscillator
We present results of physical experiments where we measure the autocorrelation function (ACF) and the spectral linewidth of the basic frequency of a spiral chaotic attractor in a generator with inertial nonlinearity both without and in the presence of external noise. It is shown that the ACF of spiral attractors decays according to an exponential law with a decrement which is defined by the phase diffusion coefficient. It is also established that the evolution of the instantaneous phase can be approximated by a Wiener random process
Chaotic channel
(2005)
This work combines the theory of chaotic synchronization with the theory of information in order to introduce the chaotic channel, an active medium formed by connected chaotic systems. This subset of a large chaotic net represents the path along which information flows. We show that the possible amount of information exchange between the transmitter, where information enters the net, and the receiver, the destination of the information, is proportional to the level of synchronization between these two special subsystems
An approach is presented for coupled chaotic systems with weak coherent motion, from which we estimate the upper bound value for the absolute phase difference in phase synchronous states. This approach shows that synchronicity in phase implies synchronicity in the time of events, a characteristic explored to derive an equation to detect phase synchronization, based on the absolute difference between the time of these events. We demonstrate the potential use of this approach for the phase coherent and the funnel attractor of the Rossler system, as well as for the spiking/bursting Rulkov map.
Concepts from Ergodic Theory are used to describe the existence of special non-transitive maps in attractors of phase synchronous chaotic oscillators. In particular, it is shown that, for a class of phase-coherent oscillators, these special maps imply phase synchronization. We illustrate these ideas in the sinusoidally forced Chua's circuit and two coupled Rossler oscillators. Furthermore, these results are extended to other coupled chaotic systems. In addition, a phase for a chaotic attractor is defined from the tangent vector of the flow. Finally, it is discussed how these maps can be used for the real-time detection of phase synchronization in experimental systems. (c) 2005 Elsevier B.V. All rights reserved
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
We present an automatic control method for phase locking of regular and chaotic non-identical oscillations, when all subsystems interact via feedback. This method is based on the well known principle of feedback control which takes place in nature and is successfully used in engineering. In contrast to unidirectional and bidirectional coupling, the approach presented here supposes the existence of a special controller, which allows to change the parameters of the controlled systems. First we discuss general principles of automatic phase synchronization (PS) for arbitrary coupled systems with a controller whose input is given by a special quadratic form of coordinates of the individual systems and its output is a result of the application of a linear differential operator. We demonstrate the effectiveness of our approach for controlled PS on several examples: (i) two coupled regular oscillators, (ii) coupled regular and chaotic oscillators, (iii) two coupled chaotic R"ossler oscillators, (iv) two coupled foodweb models, (v) coupled chaotic R"ossler and Lorenz oscillators, (vi) ensembles of locally coupled regular oscillators, (vii) ensembles of locally coupled chaotic oscillators, and (viii) ensembles of globally coupled chaotic oscillators.
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.
Starting from an initial wiring of connections, we show that the synchronizability of a network can be significantly improved by evolving the graph along a time dependent connectivity matrix. We consider the case of connectivity matrices that commute at all times, and compare several approaches to engineer the corresponding commutative graphs. In particular, we show that synchronization in a dynamical network can be achieved even in the case in which each individual commutative graphs does not give rise to synchronized behavior
We give evidence of frequency entrainment of dominant peaks in the chaotic spectra of two coupled chaotic nonautonomous oscillators. At variance with the autonomous case, the phenomenon is here characterized by the vanishing of a previously positive Lyapunov exponent in the spectrum, which takes place for a broad range of the coupling strength parameter. Such a state is studied also for the case of chaotic oscillators with ill-defined phases due to the absence of a unique center of rotation. Different phase synchronization indicators are used to circumvent this difficulty
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.
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.
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.
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.
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.
Experimental evidence of anomalous phase synchronization in two diffusively coupled Chua oscillators
(2006)
We study the transition to phase synchronization in two diffusively coupled, nonidentical Chua oscillators. In the experiments, depending on the used parameterization, we observe several distinct routes to phase synchronization, including states of either in-phase, out-of-phase, or antiphase synchronization, which may be intersected by an intermediate desynchronization regime with large fluctuations of the frequency difference. Furthermore, we report the first experimental evidence of an anomalous transition to phase synchronization, which is characterized by an initial enlargement of the natural frequency difference with coupling strength. This results in a maximal frequency disorder at intermediate coupling levels, whereas usual phase synchronization via monotonic decrease in frequency difference sets in only for larger coupling values. All experimental results are supported by numerical simulations of two coupled Chua models
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.
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.
We analyse time series from a study on bimanual rhythmic movements in which the speed of performance (the external control parameter) was experimentally manipulated. Using symbolic transformations as a visualization technique we observe qualitative changes in the dynamics of the timing patterns. Such phase transitions are quantitatively described by measures of complexity. Using these results we develop an advanced symbolic coding which enables us to detect important dynamical structures. Furthermore, our analysis raises new questions concerning the modelling of the underlying human cognitive-motor system.
We investigate the cognitive control in polyrhythmic hand movements as a model paradigm for bimanual coordination. Using a symbolic coding of the recorded time series, we demonstrate the existence of qualitative transitions induced by experimental manipulation of the tempo. A nonlinear model with delayed feedback control is proposed, which accounts for these dynamical transitions in terms of bifurcations resulting from variation of the external control parameter. Furthermore, it is shown that transitions can also be observed due to fluctuations in the timing control level. We conclude that the complexity of coordinated bimanual movements results from interactions between nonlinear control mechanisms with delayed feedback and stochastic timing components.
We study Hamiltonian chaos generated by the dynamics of passive tracers moving in a two-dimensional fluid flow and describe the complex structure formed in a chaotic layer that separates a vortex region from the shear flow. The stable and unstable manifolds of unstable periodic orbits are computed. It is shown that their intersections in the Poincare map as an invariant set of homoclinic points constitute the backbone of the chaotic layer. Special attention is paid to the finite time properties of the chaotic layer. In particular, finite time Lyapunov exponents are computed and a scaling law of the variance of their distribution is derived. Additionally, the box counting dimension as an effective dimension to characterize the fractal properties of the layer is estimated for different duration times of simulation. Its behavior in the asymptotic time limit is discussed. By computing the Lyapunov exponents and by applying methods of symbolic dynamics, the formation of the layer as a function of the external forcing strength, which in turn represents the perturbation of the originally integrable system, is characterized. In particular, it is shown that the capture of KAM tori by the layer has a remarkable influence on the averaged Lyapunov exponents. (C) 2004 Elsevier Ltd. All rights reserved
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.
Linear methods of dimensionality reduction are useful tools for handling and interpreting high dimensional data. However, the cumulative variance explained by each of the subspaces in which the data space is decomposed may show a slow convergence that makes the selection of a proper minimum number of subspaces for successfully representing the variability of the process ambiguous. The use of nonlinear methods can improve the embedding of multivariate data into lower dimensional manifolds. In this article, a nonlinear method for dimensionality reduction, Isomap, is applied to the sea surface temperature and thermocline data in the tropical Pacific Ocean, where the El Nino-Southern Oscillation (ENSO) phenomenon and the annual cycle phenomena interact. Isomap gives a more accurate description of the manifold dimensionality of the physical system. The knowledge of the minimum number of dimensions is expected to improve the development of low dimensional models for understanding and predicting ENSO
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.
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.
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.
Contents: 1 Introduction 2 Experiment 3 Data 4 Symbolic dynamics 4.1 Symbolic dynamics as a tool for data analysis 4.2 2-symbols coding 4.3 3-symbols coding 5 Measures of complexity 5.1 Word statistics 5.2 Shannon entropy 6 Testing for stationarity 6.1 Stationarity 6.2 Time series of cycle durations 6.3 Chi-square test 7 Control parameters in the production of rhythms 8 Analysis of relative phases 9 Discussion 10 Outlook
Similar power laws for foreshock and aftershock sequences in a spring block model for earthquakes
(1999)