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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.

In this paper, we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be only one centre in the brain that produces the fixational movements in both eyes or a close link between the two centres.

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

The effect of additive noise on transitions in nonlinear systems far from equilibrium is studied. It is shown that additive noise in itself can induce a hidden phase transition, which is similar to the transition induced by multiplicative noise in a nonlinear oscillator [P. Landa and A. Zaikin, Phys. Rev. E 54, 3535 (1996)]. Investigation of different nonlinear models that demonstrate phase transitions induced by multiplicative noise shows that the influence of additive noise upon such phase transitions can be crucial: additive noise can either blur such a transition or stabilize noise-induced oscillations.

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

Estimation of parameters and unobserved components for nonlinear systems from noisy time series
(2002)

We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.

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.

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.

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.

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.

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.

The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.

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

Many cellular processes require decision making mechanisms, which must act reliably even in the unavoidable presence of substantial amounts of noise. However, the multistable genetic switches that underlie most decision-making processes are dominated by fluctuations that can induce random jumps between alternative cellular states. Here we show, via theoretical modeling of a population of noise-driven bistable genetic switches, that reliable timing of decision-making processes can be accomplished for large enough population sizes, as long as cells are globally coupled by chemical means. In the light of these results, we conjecture that cell proliferation, in the presence of cell-cell communication, could provide a mechanism for reliable decision making in the presence of noise, by triggering cellular transitions only when the whole cell population reaches a certain size. In other words , the summation performed by the cell population would average out the noise and reduce its detrimental impact.

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.

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.

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.

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.

In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey-Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system. (C) 2004 American Institute of Physics

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.

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.

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.

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.

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.

The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.

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

We demonstrate the occurrence of regimes with singular continuous (fractal) Fourier spectra in autonomous dissipative dynamical systems. The particular example in an ODE system at the accumulation points of bifurcation sequences associated to the creation of complicated homoclinic orbits. Two different machanisms responsible for the appearance of such spectra are proposed. In the first case when the geometry of the attractor is symbolically represented by the Thue-Morse sequence, both the continuous-time process and its descrete Poincaré map have singular power spectra. The other mechanism owes to the logarithmic divergence of the first return times near the saddle point; here the Poincaré map possesses the discrete spectrum, while the continuous-time process displays the singular one. A method is presented for computing the multifractal characteristics of the singular continuous spectra with the help of the usual Fourier analysis technique.

In this paper we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be one centre only in the brain that produces the fixational movements in both eyes or a close link between two centres.

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 R¨ossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems.

Seismic quiescence as an indicator for large earthquakes in a system of self-organized criticality
(2000)

Similar power laws for foreshock and aftershock sequences in a spring block model for earthquakes
(1999)

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