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Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these events, they all originate as temporary deviations from the typical trajectories of a geophysical system, resulting in well-organised, coherent structures at characteristic spatial and temporal scales. While statistical extreme value analysis techniques are capable to provide return times and probabilities of occurrence of certain geophysical events, they are not apt to account for their underlying physics. Their focus is to compute the probability of occurrence of events that are large or small with respect to some specific observable (e.g. temperature, precipitation, solar wind), rather than to relate rare or extreme phenomena to the underlying anomalous geophysical regimes. This paper outlines this knowledge gap, presenting some related challenges, new formalisms and briefly commenting on how stochastic approaches tailored to the study of extreme geophysical events can help to advance their understanding., Comment: This perspective paper has issued from discussions held during the UNDERPIN symposium held in Erice, Italy in 2022

Functional networks are powerful tools to study statistical interdependency structures in spatially extended or multivariable systems. They have been used to get insights into the dynamics of complex systems in various areas of science. In particular, percolation properties of correlation networks have been employed to identify early warning signals of critical transitions. In this work, we further investigate the corresponding potential of percolation measures for the anticipation of different types of sudden shifts in the state of coupled irregularly oscillating systems. As a paradigmatic model system, we study the dynamics of a ring of diffusively coupled noisy FitzHugh-Nagumo oscillators and show that, when the oscillators are nearly completely synchronized, the percolation-based precursors successfully provide very early warnings of the rapid switches between the two states of the system. We clarify the mechanisms behind the percolation transition by separating global trends given by the mean-field behavior from the synchronization of individual stochastic fluctuations. We then apply the same methodology to real-world data of sea surface temperature anomalies during different phases of the El Ni\~no-Southern Oscillation. This leads to a better understanding of the factors that make percolation precursors effective as early warning indicators of incipient El Ni\~no and La Ni\~na events.

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively by studying the properties of the underlying attractor, the compact object asymptotically hosting the trajectories of the system with their invariant density in the phase-space. This multi-scale nature of natural systems makes it practically impossible to get a clear picture of the attracting set as it spans over a wide range of spatial scales and may even change in time due to non-stationary forcing. Here we combine an adaptive decomposition method with extreme value theory to study the properties of the instantaneous scale-dependent dimension, which has been recently introduced to characterize such temporal and spatial scale-dependent attractors in turbulence and astrophysics. To provide a quantitative analysis of the properties of this metric, we test it on the well-known low-dimensional deterministic Lorenz-63 system perturbed with additive or multiplicative noise. We demonstrate that the properties of the invariant set depend on the scale we are focusing on and that the scale-dependent dimensions can discriminate between additive and multiplicative noise, despite the fact that the two cases exhibit very similar stochastic attractors at large scales. The proposed formalism can be generally helpful to investigate the role of multi-scale fluctuations within complex systems, allowing us to deal with the problem of characterizing the role of stochastic fluctuations across a wide range of physical systems., Comment: 9 pages, 6 figures

Turbulent flows present rich dynamics originating from non-trivial energy fluxes across scales, non-stationary forcings and geometrical constraints. This complexity manifests in non-hyperbolic chaos, randomness, state-dependent persistence and unpredictability. All these features have prevented a full characterization of the underlying turbulent (stochastic) attractor, which will be the key object to unpin this complexity. Here we propose a novel formalism to trace the evolution of the structural characteristics of phase-space trajectories across scales, providing a full characterization of the attractor. We demonstrate that the properties of the dynamically invariant objects depend on the scale we are focusing on. In the case of laboratory experiments on fluids we observe the emergence of an intrinsic timescale, solely determined by nonlinear interactions, controlling the geometrical and topological properties of phase-space trajectories. Given the changing nature of such attractors in time and scales we term them chameleon attractors., Comment: 19 pages, 6 figures

In the past decades, boreal summers have been characterized by an increasing number of extreme weather events in the Northern Hemisphere extratropics, including persistent heat waves, droughts and heavy rainfall events with significant social, economic and environmental impacts. Many of these events have been associated with the presence of anomalous large-scale atmospheric circulation patterns, in particular persistent blocking situations, i.e., nearly stationary spatial patterns of air pressure. To contribute to a better understanding of the emergence and dynamical properties of such situations, we construct complex networks representing the atmospheric circulation based on Lagrangian trajectory data of passive tracers advected within the atmospheric flow. For these Lagrangian flow networks, we study the spatial patterns of selected node properties prior to, during and after different atmospheric blocking events in Northern Hemisphere summer. We highlight the specific network characteristics associated with the sequence of strong blocking episodes over Europe during summer 2010 as an illustrative example. Our results demonstrate the ability of the node degree, entropy and harmonic closeness centrality based on outgoing links to trace important spatio-temporal characteristics of atmospheric blocking events. In particular, all three measures capture the effective separation of the stationary pressure cell forming the blocking high from the normal westerly flow and the deviation of the main atmospheric currents around it. Our results suggest the utility of further exploiting the Lagrangian flow network approach to atmospheric circulation in future targeted diagnostic and prognostic studies.

We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multifractal Higuchi dimension analysis (MF-HDA) method considers the order-$q$ moments of the partition function provided by the length of the time series graph at different levels of subsampling. The results obtained for different types of stochastic processes as well as real-world examples of word length series from fictional texts demonstrate that MF-HDA provides a reliable estimate of the multifractal spectrum already for moderate time series lengths. Practical advantages as well as disadvantages of the new approach as compared to other state-of-the-art methods of multifractal analysis are discussed, highlighting the particular potentials of MF-HDA to distinguish mono- from multi-fractal dynamics based on relatively short time series., Comment: 13 pages, under review

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that ordinal partition transition networks (OPTNs) allow inferring the coupling direction between two dynamical systems. In this work, we generalize this concept to the study of the interactions among multiple dynamical systems and we propose a new method to detect causality in multivariate observational data. By applying this method to numerical simulations of coupled linear stochastic processes as well as two examples of interacting nonlinear dynamical systems (coupled Lorenz systems and a network of neural mass models), we demonstrate that our approach can reliably identify the direction of interactions and the associated coupling delays. Finally, we study real-world observational microelectrode array electrophysiology data from rodent brain slices to identify the causal coupling structures underlying epileptiform activity. Our results, both from simulations and real-world data, suggest that OPTNs can provide a complementary and robust approach to infer causal effect networks from multivariate observational data.

Quantifying synchronization phenomena based on the timing of events has recently attracted a great deal of interest in various disciplines such as neuroscience or climatology. A multitude of similarity measures has been proposed for this purpose, including Event Synchronization (ES) and Event Coincidence Analysis (ECA) as two widely applicable examples. While ES defines synchrony in a data adaptive local way that does not distinguish between different time scales, ECA requires selecting a specific scale for analysis. In this paper, we use slightly modified versions of both ES and ECA that address previous issues with respect to proper normalization and boundary treatment, which are particularly relevant for short time series with low temporal resolution. By numerically studying threshold crossing events in coupled autoregressive processes, we identify a practical limitation of ES when attempting to study synchrony between serially dependent event sequences exhibiting event clustering in time. Practical implications of this observation are demonstrated for the case of functional network representations of climate extremes based on both ES and ECA, while no marked differences between both measures are observed for the case of epileptic electroencephalogram (EEG) data. Our findings suggest that careful event detection along with diligent preprocessing is recommended when applying ES while less crucial for ECA. Despite the lack of a general modus operandi for both event definition and detection of synchronization, we suggest ECA as a widely robust method, especially for time resolved synchronization analyses of event time series from various disciplines., Comment: 15 pages; 12 figures

Comparing paleoclimate time series is complicated by a variety of typical features, including irregular sampling, age model uncertainty (e.g., errors due to interpolation between radiocarbon sampling points) and time uncertainty (uncertainty in calibration), which, taken together, result in unequal and uncertain observation times of the individual time series to be correlated. Several methods have been proposed to approximate the joint probability distribution needed to estimate correlations, most of which rely either on interpolation or temporal downsampling. Here, we compare the performance of some popular approximation methods using synthetic data resembling common properties of real world marine sediment records. Correlations are determined by estimating the parameters of a bivariate Gaussian model from the data using Markov Chain Monte Carlo sampling. We complement our pseudoproxy experiments by applying the same methodology to a pair of marine benthic oxygen records from the Atlantic Ocean. We find that methods based upon interpolation yield better results in terms of precision and accuracy than those which reduce the number of observations. In all cases, the specific characteristics of the studied time series are, however, more important than the choice of a particular interpolation method. Relevant features include the number of observations, the persistence of each record, and the imposed coupling strength between the paired series. In most of our pseudoproxy experiments, uncertainty in observation times introduces less additional uncertainty than unequal sampling and errors in observation times do. Thus, it can be reasonable to rely on published time scales as long as calibration uncertainties are not known.

Complex network theory provides an important tool for the analysis of complex systems such as the Earth's climate. In this context, functional climate networks can be constructed using a spatiotemporal climate dataset and a suitable time series distance function. The resulting coarse-grained view on climate variability consists of representing distinct areas on the globe (i.e., grid cells) by nodes and connecting pairs of nodes that present similar time series. One fundamental concern when constructing such a functional climate network is the definition of a metric that captures the mutual similarity between time series. Here we study systematically the effect of 29 time series distance functions on functional climate network construction based on global temperature data. We observe that the distance functions previously used in the literature commonly generate very similar networks while alternative ones result in rather distinct network structures and reveal different long-distance connection patterns. These patterns are highly important for the study of climate dynamics since they generally represent pathways for the long-distance transportation of energy and can be used to forecast climate variability on subseasonal to interannual or even decadal scales. Therefore, we propose the measures studied here as alternatives for the analysis of climate variability and to further exploit their complementary capability of capturing different aspects of the underlying dynamics that may help gaining a more holistic empirical understanding of the global climate system.

Spatially embedded networks have attracted increasing attention in the last decade. In this context, new types of network characteristics have been introduced which explicitly take spatial information into account. Among others, edge directionality properties have recently gained particular interest. In this work, we investigate the applicability of mean edge direction, anisotropy and local mean angle as geometric characteristics in complex spherical networks. By studying these measures, both analytically and numerically, we demonstrate the existence of a systematic bias in spatial networks where individual nodes represent different shares on a spherical surface, and describe a strategy for correcting for this effect. Moreover, we illustrate the application of the mentioned edge directionality properties to different examples of real-world spatial networks in spherical geometry (with or without the geometric correction depending on each specific case), including functional climate networks, transportation and trade networks. In climate networks, our approach highlights relevant patterns like large-scale circulation cells, the El Ni\~{n}o--Southern Oscillation and the Atlantic Ni\~{n}o. In an air transportation network, we are able to characterize distinct air transportation zones, while we confirm the important role of the European Union for the global economy by identifying convergent edge directionality patterns in the world trade network.

Recent work has provided ample evidence that nonlinear methods of time series analysis potentially allow for detecting periods of anomalous dynamics in paleoclimate proxy records that are otherwise hidden to classical statis- tical analysis. Following upon these ideas, in this study we systematically test a set of Late Holocene terrestrial paleoclimate records from Northern Europe for indications of intermittent periods of time-irreversibility during which the data are incompatible with a stationary linear-stochastic process. Our analysis reveals that the onsets of both the Medieval Climate Anomaly and the Little Ice Age, the end of the Roman Warm Period and the Late Antique Little Ice Age have been characterized by such dynamical anomalies. These findings may indicate qualitative changes in the dominant regime of inter-annual climate variability in terms of large-scale atmospheric circula- tion patterns, ocean-atmosphere interactions and external forcings affecting the climate of the North Atlantic region.

The dynamical relationship between magnetic storms and magnetospheric substorms presents one of the most controversial problems of contemporary geospace research. Here, we tackle this issue by applying a causal inference approach to two corresponding indices in conjunction with several relevant solar wind variables. We demonstrate that the vertical component of the interplanetary magnetic field is the strongest and common driver of both, storms and substorms, and explains their the previously reported association. These results hold during both solar maximum and minimum phases and suggest that, at least based on the analyzed indices, there is no statistical evidence for a direct or indirect dependency between substorms and storms. A physical mechanism by which substorms drive storms or vice versa is, therefore, unlikely., Comment: 18 pages, 6 figures

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Based on our results, we recommend selecting the recurrence threshold adaptively according to a fixed quantile of this distribution. We highlight the advantages of this strategy over other previously suggested approaches by discussing the performance of selected RQA measures in detecting chaos--chaos transitions in some prototypical model system., Comment: 11 pages, 6 figures, submitted to Chaos: An Interdisciplinary Journal of Nonlinear Science

Magnetic storms constitute the most remarkable large-scale phenomena of nonlinear magnetospheric dynamics. Studying the dynamical organization of macroscopic variability in terms of geomagnetic activity index data by means of complexity measures provides a promising approach for identifying the underlying processes and associated time-scales. Here, we apply a suite of characteristics from recurrence quantification analysis (RQA) and recurrence network analysis (RNA) in order to unveil some key nonlinear features of the hourly Disturbance storm-time (Dst) index during periods with magnetic storms and such of normal variability. Our results demonstrate that recurrence-based measures can serve as excellent tracers for changes in the dynamical complexity along non-stationary records of geomagnetic activity. In particular, trapping time (characterizing the typical length of "laminar phases" in the observed dynamics) and recurrence network transitivity (associated with the number of the system's effective dynamical degrees of freedom) allow for a very good discrimination between magnetic storm and quiescence phases. In general, some RQA and RNA characteristics distinguish between storm and non-storm times equally well or even better than other previously considered nonlinear characteristics like Hurst exponent or symbolic dynamics based entropy concepts. Our results point to future potentials of recurrence characteristics for unveiling temporal changes in the dynamical complexity of the magnetosphere.

Analyzing data from paleoclimate archives such as tree rings or lake sediments offers the opportunity of inferring information on past climate variability. Often, such data sets are univariate and a proper reconstruction of the system's higher-dimensional phase space can be crucial for further analyses. In this study, we systematically compare the methods of time delay embedding and differential embedding for phase space reconstruction. Differential embedding relates the system's higher-dimensional coordinates to the derivatives of the measured time series. For implementation, this requires robust and efficient algorithms to estimate derivatives from noisy and possibly non-uniformly sampled data. For this purpose, we consider several approaches: (i) central differences adapted to irregular sampling, (ii) a generalized version of discrete Legendre coordinates and (iii) the concept of Moving Taylor Bayesian Regression. We evaluate the performance of differential and time delay embedding by studying two paradigmatic model systems - the Lorenz and the R\"ossler system. More precisely, we compare geometric properties of the reconstructed attractors to those of the original attractors by applying recurrence network analysis. Finally, we demonstrate the potential and the limitations of using the different phase space reconstruction methods in combination with windowed recurrence network analysis for inferring information about past climate variability. This is done by analyzing two well-studied paleoclimate data sets from Ecuador and Mexico. We find that studying the robustness of the results when varying the analysis parameters is an unavoidable step in order to make well-grounded statements on climate variability and to judge whether a data set is suitable for this kind of analysis., Comment: 13 pages, 5 figures

Magnetic storms are the most prominent global manifestations of out-of-equilibrium magnetospheric dynamics. Investigating the dynamical complexity exhibited by geomagnetic observables can provide valuable insights into relevant physical processes as well as temporal scales associated with this phenomenon. In this work, we utilize several innovative data analysis techniques enabling a quantitative nonlinear analysis of the nonstationary behavior of the disturbance storm time (Dst) index together with some of the main drivers of its temporal variability, the $VB_{South}$ electric field component, the vertical component of the interplanetary magnetic field, $B_z$, and the dynamic pressure of the solar wind, $P_{dyn}$. Using recurrence quantification analysis (RQA) and recurrence network analysis (RNA), we obtain several complementary complexity measures that serve as markers of different physical processes underlying quiet and storm time magnetospheric dynamics. Specifically, our approach discriminates the magnetospheric activity in response to external (solar wind) forcing from primarily internal variability and provides a physically meaningful classification of magnetic storm periods based on observations made at the Earth's surface. In this regard, the proposed methodology could provide a relevant step towards future improved space weather and magnetic storm forecasts.

Recent work has provided ample evidence that global climate dynamics at time-scales between multiple weeks and several years can be severely affected by the episodic occurrence of both, internal (climatic) and external (non-climatic) perturbations. Here, we aim to improve our understanding on how regional to local disruptions of the "normal" state of the global surface air temperature field affect the corresponding global teleconnectivity structure. Specifically, we present an approach to quantify teleconnectivity based on different characteristics of functional climate network analysis. Subsequently, we apply this framework to study the impacts of different phases of the El Ni\~no-Southern Oscillation (ENSO) as well as the three largest volcanic eruptions since the mid 20th century on the dominating spatiotemporal co-variability patterns of daily surface air temperatures. Our results confirm the existence of global effects of ENSO which result in episodic breakdowns of the hierarchical organization of the global temperature field. This is associated with the emergence of strong teleconnections. At more regional scales, similar effects are found after major volcanic eruptions. Taken together, the resulting time-dependent patterns of network connectivity allow a tracing of the spatial extents of the dominating effects of both types of climate disruptions. We discuss possible links between these observations and general aspects of atmospheric circulation.

Many real-world complex networks simultaneously exhibit topological features of scale-free behaviour and hierarchical organization. In this regard, deterministic scale-free [A.-L. Barab\'asi \etal, Physica A, 299, 3 (2001)] and pseudofractal scale-free [S. N. Dorogovtsev \etal, Phy. Rev. E, 65, 6 (2002)] networks constitute notable models which simultaneously incorporate the aforementioned properties. The rules governing the formation of such networks are completely deterministic. However, real-world networks are presumably neither completely deterministic, nor perfectly hierarchical. Therefore, we suggest here perfectly hierarchical scale-free networks with randomly rewired edges as better representatives of practical networked systems. In particular, we preserve the scale-free degree distribution of the various deterministic networks but successively relax the hierarchical structure while rewiring them. We utilize the framework of master stability function in investigating the synchronizability of dynamical systems coupled on such rewired networks. Interestingly, this reveals that the process of rewiring is capable of significantly enhancing, as well as, deteriorating the synchronizability of the resulting networks. We investigate the influence of rewiring edges on the topological properties of the rewired networks and, in turn, their relation to the synchronizability of the respective topologies. Finally, we compare the synchronizability of deterministic scale-free and pseudofractcal scale-free networks with that of random scale-free networks (generated using the classical Barab\'asi-Albert model of growth and preferential attachment) and find that the latter ones promote synchronizability better than their deterministic counterparts., Comment: 7 pages, 5 figures

Complex networks are usually characterized in terms of their topological, spatial, or information-theoretic properties and combinations of the associated metrics are used to discriminate networks into different classes or categories. However, even with the present variety of characteristics at hand it still remains a subject of current research to appropriately quantify a network's complexity and correspondingly discriminate between different types of complex networks, like infrastructure or social networks, on such a basis. Here, we explore the possibility to classify complex networks by means of a statistical complexity measure that has formerly been successfully applied to distinguish different types of chaotic and stochastic time series. It is composed of a network's averaged per-node entropic measure characterizing the network's information content and the associated Jenson-Shannon divergence as a measure of disequilibrium. We study 29 real world networks and show that networks of the same category tend to cluster in distinct areas of the resulting complexity-entropy plane. We demonstrate that within our framework, connectome networks exhibit among the highest complexity while, e.g, transportation and infrastructure networks display significantly lower values. Furthermore, we demonstrate the utility of our framework by applying it to families of random scale-free and Watts-Strogatz model networks. We then show in a second application that the proposed framework is useful to objectively construct threshold-based networks, such as functional climate networks or recurrence networks, by choosing the threshold such that the statistical network complexity is maximized.

Maintaining the synchronous motion of dynamical systems interacting on complex networks is often critical to their functionality. However, real-world networked dynamical systems operating synchronously are prone to random perturbations driving the system to arbitrary states within the corresponding basin of attraction, thereby leading to epochs of desynchronized dynamics with a priori unknown durations. Thus, it is highly relevant to have an estimate of the duration of such transient phases before the system returns to synchrony, following a random perturbation to the dynamical state of any particular node of the network. We address this issue here by proposing the framework of \emph{single-node recovery time} (SNRT) which provides an estimate of the relative time scales underlying the transient dynamics of the nodes of a network during its restoration to synchrony. We utilize this in differentiating the particularly \emph{slow} nodes of the network from the relatively \emph{fast} nodes, thus identifying the critical nodes which when perturbed lead to significantly enlarged recovery time of the system before resuming synchronized operation. Further, we reveal explicit relationships between the SNRT values of a network, and its \emph{global relaxation time} when starting all the nodes from random initial conditions. We employ the proposed concept for deducing microscopic relationships between topological features of nodes and their respective SNRT values. The framework of SNRT is further extended to a measure of resilience of the different nodes of a networked dynamical system. We demonstrate the potential of SNRT in networks of R\"{o}ssler oscillators on paradigmatic topologies and a model of the power grid of the United Kingdom with second-order Kuramoto-type nodal dynamics illustrating the conceivable practical applicability of the proposed concept., Comment: 21 pages, 7 figures

The effects of El Ni\~no's two distinct flavors, East Pacific (EP) and Central Pacific (CP)/Modoki El Ni\~no, on global climate variability have been studied intensively in recent years. Most of these studies have made use of linear multivariate statistics or composite analysis. Especially the former assumes the same type of linear statistical dependency to apply across different phases of the El Ni\~no--Southern Oscillation (ENSO), which appears not necessarily a justified assumption. Here, we statistically evaluate the likelihood of co-occurrences between very high or very low seasonal precipitation sums over vast parts of the global land surface and the presence of the respective EP and CP types of both, El Ni\~no and La Ni\~na. By employing event coincidence analysis, we uncover differential imprints of both flavors on very low and very high seasonal precipitation patterns over distinct regions across the globe, which may severely affect, among others, agricultural and biomass production or public health. We particularly find that EP periods exhibit statistically significant event coincidence rates with hydrometeorological anomalies at larger spatial scales, whereas sparser patterns emerge along with CP periods. Our statistical analysis confirms previously reported interrelations for EP periods and uncovers additional distinct regional patterns of very high/low seasonal precipitation, such as increased rainfall over Central Asia alongside CP periods that have to our knowledge not been reported so far. Our results demonstrate that a thorough distinction of El Ni\~no and La Ni\~na into their two respective flavors could be crucial for understanding the emergence of strong regional hydrometeorological anomalies and anticipating their associated ecological and socioeconomic impacts.

The adaptive voter model has been widely studied as a conceptual model for opinion formation processes on time-evolving social networks. Past studies on the effect of zealots, i.e. nodes aiming to spread their fixed opinion throughout the system, only considered the voter model on a static network. Here, we extend the study of zealotry to the case of an adaptive network topology co-evolving with the state of the nodes and investigate opinion spreading induced by zealots depending on their initial density and connectedness. Numerical simulations reveal that below the fragmentation threshold a low density of zealots is sufficient to spread their opinion to the whole network. Beyond the transition point, zealots must exhibit an increased degree as compared to ordinary nodes for an efficient spreading of their opinion. We verify the numerical findings using a mean-field approximation of the model yielding a low-dimensional set of coupled ordinary differential equations. Our results imply that the spreading of the zealot opinion in the adaptive voter model is strongly dependent on the rate of link rewiring and the average degree of normal nodes in comparison with that of the zealots. In order to avoid a complete dominance of the zealots' opinion, there are two possible strategies for the remaining nodes: adjusting the rate of rewiring and/or the number of connections with other nodes, respectively., Comment: 11 pages, 5 figures

Dynamical entities interacting with each other on complex networks often exhibit multistability. The stability of a desired steady regime (e.g., a synchronized state) to large perturbations is critical in the operation of many real-world networked dynamical systems such as ecosystems, power grids, the human brain, etc. This necessitates the development of appropriate quantifiers of stability of multiple stable states of such systems. Motivated by the concept of basin stability (BS) (Menck et al., Nature Physics 9, 89 (2013)), we propose here the general framework of \emph{multi-node basin stability} for gauging global stability and robustness of networked dynamical systems in response to non-local perturbations simultaneously affecting multiple nodes of a system. The framework of multi-node BS provides an estimate of the critical number of nodes which when simultaneously perturbed, significantly reduces the capacity of the system to return to the desired stable state. Further, this methodology can be applied to estimate the minimum number of nodes of the network to be controlled or safeguarded from external perturbations to ensure proper operation of the system. Multi-node BS can also be utilized for probing the influence of spatially localised perturbations or targeted attacks to specific parts of a network. We demonstrate the potential of multi-node BS in assessing the stability of the synchronized state in a deterministic scale-free network of R\"{o}ssler oscillators and a conceptual model of the power grid of the United Kingdom with second-order Kuramoto-type nodal dynamics., Comment: 10 pages, 7 figures

Complex network approaches have been successfully applied for studying transport processes in complex systems ranging from road, railway or airline infrastructure over industrial manufacturing to fluid dynamics. Here, we utilize a generic framework for describing the dynamics of geophysical flows such as ocean currents or atmospheric wind fields in terms of Lagrangian flow networks. In this approach, information on the passive advection of particles is transformed into a Markov chain based on transition probabilities of particles between the volume elements of a given partition of space for a fixed time step. We employ perturbation-theoretic methods to investigate the effects of modifications of transport processes in the underlying flow for three different problem classes: efficient absorption (corresponding to particle trapping or leaking), constant input of particles (with additional source terms modeling, e.g., localized contamination), and shifts of the steady state under probability mass conservation (as arising if the background flow is perturbed itself). Our results demonstrate that in all three cases, changes to the steady state solution can be analytically expressed in terms of the eigensystem of the unperturbed flow and the perturbation itself. These results are potentially relevant for developing more efficient strategies for coping with contaminations of fluid or gaseous media such as ocean and atmosphere by oil spills, radioactive substances, non-reactive chemicals or volcanic aerosols., Comment: 9 pages, 3 figures

El Ni\~no exhibits distinct Eastern Pacific (EP) and Central Pacific (CP) types which are commonly, but not always consistently, distinguished from each other by different signatures in equatorial climate variability. Here, we propose an index based on evolving climate networks to objectively discriminate between both flavors by utilizing a scalar-valued evolving climate network measure that quantifies spatial localization and dispersion in El Ni\~no's associated teleconnections. Our index displays a sharp peak (high localization) during EP events, whereas during CP events (larger dispersion) it remains close to the baseline observed during normal periods. In contrast to previous classification schemes, our approach specifically account for El Ni\~no's global impacts. We confirm recent El Ni\~no classifications for the years 1951 to 2014 and assign types to those cases were former works yielded ambiguous results. Ultimately, we study La Ni\~na episodes and demonstrate that our index provides a similar discrimination into two types.

Spatial networks have recently attracted great interest in various fields of research. While the traditional network-theoretic viewpoint is commonly restricted to their topological characteristics (often disregarding existing spatial constraints), this work takes a geometric perspective, which considers vertices and edges as objects in a metric space and quantifies the corresponding spatial distribution and alignment. For this purpose, we introduce the concept of edge anisotropy and define a class of measures characterizing the spatial directedness of connections. Specifically, we demonstrate that the local anisotropy of edges incident to a given vertex provides useful information about the local geometry of geophysical flows based on networks constructed from spatio-temporal data, which is complementary to topological characteristics of the same flow networks. Taken both structural and geometric viewpoints together can thus assist the identification of underlying flow structures from observations of scalar variables.

We study the Lagrangian dynamics of passive tracers in a simple model of a driven two-dimensional vortex resembling real-world geophysical flow patterns. Using a discrete approximation of the system's transfer operator, we construct a directed network that characterizes the exchange of mass between distinct regions of the flow domain. By studying different measures characterizing flow network connectivity at different time-scales, we are able to identify the location of dynamically invariant structures and regions of maximum dispersion. Specifically, our approach allows to delimit co-existing flow regimes with different dynamics. To validate our findings, we compare several network characteristics to the well-established finite-time Lyapunov exponents and apply a receiver operating characteristic (ROC) analysis to identify network measures that are particularly useful for unveiling the skeleton of Lagrangian chaos.

Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently attracted much interest for discriminating qualitatively different types of dynamics in terms of measures of complexity, dynamical invariants, or even structural characteristics of the underlying attractor's geometry in phase space. Here, we demonstrate that the latter approach also provides a corresponding distinction between different co-existing dynamical regimes of the standard map, a paradigmatic example of a low-dimensional conservative system. Specifically, we show that the recently developed approach of recurrence network analysis provides potentially useful geometric characteristics distinguishing between regular and chaotic orbits. We find that chaotic orbits in an intermittent laminar phase (commonly referred to as sticky orbits) have a distinct geometric structure possibly differing in a subtle way from those of regular orbits, which is highlighted by different recurrence network properties obtained from relatively short time series. Thus, this approach can help discriminating regular orbits from laminar phases of chaotic ones, which presents a persistent challenge to many existing chaos detection techniques., Comment: 9 figures

We present the new R package CoinCalc for performing event coincidence analysis (ECA), a novel statistical method to quantify the simultaneity of events contained in two series of observations, either as simultaneous or lagged coincidences within a user-specific temporal tolerance window. The package also provides different analytical as well as surrogate-based significance tests (valid under different assumptions about the nature of the observed event series) as well as an intuitive visualization of the identified coincidences. We demonstrate the usage of CoinCalc based on two typical geoscientific example problems addressing the relationship between meteorological extremes and plant phenology as well as that between soil properties and land cover.

Networks with nodes embedded in a metric space have gained increasing interest in recent years. The effects of spatial embedding on the networks' structural characteristics, however, are rarely taken into account when studying their macroscopic properties. Here, we propose a hierarchy of null models to generate random surrogates from a given spatially embedded network that can preserve global and local statistics associated with the nodes' embedding in a metric space. Comparing the original network's and the resulting surrogates' global characteristics allows to quantify to what extent these characteristics are already predetermined by the spatial embedding of the nodes and links. We apply our framework to various real-world spatial networks and show that the proposed models capture macroscopic properties of the networks under study much better than standard random network models that do not account for the nodes' spatial embedding. Depending on the actual performance of the proposed null models, the networks are categorized into different classes. Since many real-world complex networks are in fact spatial networks, the proposed approach is relevant for disentangling underlying complex system structure from spatial embedding of nodes in many fields, ranging from social systems over infrastructure and neurophysiology to climatology.

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying the strength, directionality and time lag of statistical interrelationships between event series. Event coincidence analysis allows to formulate and test null hypotheses on the origin of the observed interrelationships including tests based on Poisson processes or, more generally, stochastic point processes with a prescribed inter-event time distribution and other higher-order properties. Applying the framework to country-level observational data yields evidence that flood events have acted as triggers of epidemic outbreaks globally since the 1950s. Facing projected future changes in the statistics of climatic extreme events, statistical techniques such as event coincidence analysis will be relevant for investigating the impacts of anthropogenic climate change on human societies and ecosystems worldwide., Comment: 18 pages, 4 figures

We introduce the \texttt{pyunicorn} (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. \texttt{pyunicorn} is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics or network surrogates. Additionally, \texttt{pyunicorn} provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis (RQA), recurrence networks, visibility graphs and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology., Comment: 28 pages, 17 figures

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal pre-selection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used sub-optimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Ni\~no Southern Oscillation., Comment: 14 pages, 9 figures

In recent years extensive studies on the Earth's climate system have been carried out by means of advanced complex network statistics. The great majority of these studies, however, have been focusing on investigating correlation structures within single climatic fields directly on or parallel to the Earth's surface. Here, we develop a novel approach of node weighted coupled network measures to study correlations between ocean and atmosphere in the Northern Hemisphere extratropics and construct 18 coupled climate networks, each consisting of two subnetworks. In all cases, one subnetwork represents monthly sea-surface temperature (SST) anomalies, while the other is based on the monthly geopotential height (HGT) of isobaric surfaces at different pressure levels covering the troposphere as well as the lower stratosphere. The weighted cross-degree density proves to be consistent with the leading coupled pattern obtained from maximum covariance analysis. Network measures of higher order allow for a further analysis of the correlation structure between the two fields and consistently indicate that in the Northern Hemisphere extratropics the ocean is correlated with the atmosphere in a hierarchical fashion such that large areas of the ocean surface correlate with multiple statistically dissimilar regions in the atmosphere. Ultimately we show that, this observed hierarchy is linked to large-scale atmospheric variability patterns, such as the Pacific North American pattern, forcing the ocean on monthly time scales.