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Register a new userTransitions in systems with High-Dimensional Stochastic Complex Dynamics: Monitoring and Forecasting
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Henrik Jeldtoft Jensen
Publication date
2015
fields
Physics
and research's language is
English
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We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary ecology and high dimensional replicator systems with a stochastic element. A high dimensional stability matrix is derived for the mean field approximation to the stochastic dynamics. This allows us to determine the stability spectrum about the observed quasi-stable configurations. From overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean field approximation we are able to construct a good early-warning indicator of the transitions occurring intermittently. Inspired by these findings we are able to suggest an alternative simplified applicable forecasting procedure which only makes use of observable data streams.
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Percolation and synchronization are two phase transitions that have been extensively studied since already long ago. A classic result is that, in the vast majority of cases, these transitions are of the second-order type, i.e. continuous and reversible. Recently, however, explosive phenomena have been reported in com- plex networks structure and dynamics, which rather remind first-order (discontinuous and irreversible) transitions. Explosive percolation, which was discovered in 2009, corresponds to an abrupt change in the networks structure, and explosive synchronization (which is concerned, instead, with the abrupt emergence of a collective state in the networks dynamics) was studied as early as the first models of globally coupled phase oscillators were taken into consideration. The two phenomena have stimulated investigations and de- bates, attracting attention in many relevant fields. So far, various substantial contributions and progresses (including experimental verifications) have been made, which have provided insights on what structural and dynamical properties are needed for inducing such abrupt transformations, as well as have greatly enhanced our understanding of phase transitions in networked systems. Our intention is to offer here a monographic review on the main-stream literature, with the twofold aim of summarizing the existing results and pointing out possible directions for future research.
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on the level of macroscopic observables, one has to rely on equation-free methods like stochastic continuation. Here, we investigate how to improve stochastic continuation techniques by adaptively choosing the parameters of the algorithm. This allows one to obtain bifurcation diagrams quite accurately, especially near bifurcation points. We introduce lifting techniques which generate microscopic states with a naturally grown structure, which can be crucial for a reliable evaluation of macroscopic quantities. We show how to calculate fixed points of fluctuating functions by employing suitable linear fits. This procedure offers a simple measure of the statistical error. We demonstrate these improvements by applying the approach in analyses of (i) the Ising model in two dimensions, (ii) an active Ising model, and (iii) a stochastic Swift-Hohenberg model. We conclude by discussing the abilities and remaining problems of the technique.
A stochastic dynamics framework for the study of complex systems is presented.
We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting on the oscillator state variable and ii) stochastic fluctuations of the coupling delay. For both types of stochastic perturbations the system hops between the deterministic regimes, but it shows dramatically different scaling properties for different types of noise. The robustness to conventional phase noise increases with coupling strength. However for stochastic variations in the coupling delay, the lifetimes decrease exponentially with the coupling strength. We provide an analytic explanation for these scaling properties in a linearised model. Our findings thus indicate that the robustness of a system to stochastic perturbations strongly depends on the nature of these perturbations.
In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCF). We have introduced the dynamic (time dependent) information Shannon entropy $S_i(t)$ where i=0,1,2,3,... as an information measure of stochastic dynamics of time correlation $(i=0)$ and time memory (i=1,2,3,...). The set of functions $S_i(t)$ constitute the quantitative measure of time correlation disorder $(i=0)$ and time memory disorder (i=1,2,3,...) in complex system. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCF and memory function.The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR-intervals from human ECGs shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.
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