Critical slowing down in dynamical systems driven by nonstationary correlated noise

Precursor signals for bifurcation-induced critical transitions have recently gained interest across many research fields. Common indicators, including variance and autocorrelation increases, rely on the dynamical system being driven by white noise. Here, we show that these metrics raise false alarms...

Full description

Bibliographic Details
Main Authors: Christopher Boettner, Niklas Boers
Format: Article
Language:English
Published: American Physical Society 2022-03-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.4.013230
_version_ 1797210827682480128
author Christopher Boettner
Niklas Boers
author_facet Christopher Boettner
Niklas Boers
author_sort Christopher Boettner
collection DOAJ
description Precursor signals for bifurcation-induced critical transitions have recently gained interest across many research fields. Common indicators, including variance and autocorrelation increases, rely on the dynamical system being driven by white noise. Here, we show that these metrics raise false alarms for systems driven by time-correlated noise, if the autocorrelation of the noise process increases with time. We introduce an indicator for systems driven by nonstationary short-term memory noise, and show that this indicator performs well in situations where the classical methods fail.
first_indexed 2024-04-24T10:16:47Z
format Article
id doaj.art-f0f60e74113e409595bffab79a877a64
institution Directory Open Access Journal
issn 2643-1564
language English
last_indexed 2024-04-24T10:16:47Z
publishDate 2022-03-01
publisher American Physical Society
record_format Article
series Physical Review Research
spelling doaj.art-f0f60e74113e409595bffab79a877a642024-04-12T17:19:17ZengAmerican Physical SocietyPhysical Review Research2643-15642022-03-014101323010.1103/PhysRevResearch.4.013230Critical slowing down in dynamical systems driven by nonstationary correlated noiseChristopher BoettnerNiklas BoersPrecursor signals for bifurcation-induced critical transitions have recently gained interest across many research fields. Common indicators, including variance and autocorrelation increases, rely on the dynamical system being driven by white noise. Here, we show that these metrics raise false alarms for systems driven by time-correlated noise, if the autocorrelation of the noise process increases with time. We introduce an indicator for systems driven by nonstationary short-term memory noise, and show that this indicator performs well in situations where the classical methods fail.http://doi.org/10.1103/PhysRevResearch.4.013230
spellingShingle Christopher Boettner
Niklas Boers
Critical slowing down in dynamical systems driven by nonstationary correlated noise
Physical Review Research
title Critical slowing down in dynamical systems driven by nonstationary correlated noise
title_full Critical slowing down in dynamical systems driven by nonstationary correlated noise
title_fullStr Critical slowing down in dynamical systems driven by nonstationary correlated noise
title_full_unstemmed Critical slowing down in dynamical systems driven by nonstationary correlated noise
title_short Critical slowing down in dynamical systems driven by nonstationary correlated noise
title_sort critical slowing down in dynamical systems driven by nonstationary correlated noise
url http://doi.org/10.1103/PhysRevResearch.4.013230
work_keys_str_mv AT christopherboettner criticalslowingdownindynamicalsystemsdrivenbynonstationarycorrelatednoise
AT niklasboers criticalslowingdownindynamicalsystemsdrivenbynonstationarycorrelatednoise