An early warning indicator for atmospheric blocking events using transfer operators

The existence of persistent midlatitude atmospheric flow regimes with time-scales larger than 5-10 days and indications of preferred transitions between them motivates to develop early warning indicators for such regime transitions. In this paper, we use a hemispheric barotropic model together with estimates of transfer operators on a reduced phase space to develop an early warning indicator of the zonal to blocked flow transition in this model. It is shown that, the spectrum of the transfer operators can be used to study the slow dynamics of the flow as well as the non-Markovian character of the reduction. The slowest motions are thereby found to have time scales of three to six weeks and to be associated with meta-stable regimes (and their transitions) which can be detected as almost-invariant sets of the transfer operator. From the energy budget of the model, we are able to explain the meta-stability of the regimes and the existence of preferred transition paths. Even though the model is highly simplified, the skill of the early warning indicator is promising, suggesting that the transfer operator approach can be used in parallel to an operational deterministic model for stochastic prediction or to assess forecast uncertainty

Equation-Free Multiscale Computational Analysis of Individual-Based Epidemic Dynamics on Networks

The surveillance, analysis and ultimately the efficient long-term prediction and control of epidemic dynamics appear to be one of the major challenges nowadays. Detailed atomistic mathematical models play an important role towards this aim. In this work it is shown how one can exploit the Equation Free approach and optimization methods such as Simulated Annealing to bridge detailed individual-based epidemic simulation with coarse-grained, systems-level, analysis. The methodology provides a systematic approach for analyzing the parametric behavior of complex/ multi-scale epidemic simulators much more efficiently than simply simulating forward in time. It is shown how steady state and (if required) time-dependent computations, stability computations, as well as continuation and numerical bifurcation analysis can be performed in a straightforward manner. The approach is illustrated through a simple individual-based epidemic model deploying on a random regular connected graph. Using the individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of Simulated Annealing I compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level under a pairwise representation perspective

Intrinsically-generated fluctuating activity in excitatory-inhibitory networks

Recurrent networks of non-linear units display a variety of dynamical regimes depending on the structure of their synaptic connectivity. A particularly remarkable phenomenon is the appearance of strongly fluctuating, chaotic activity in networks of deterministic, but randomly connected rate units. How this type of intrinsi- cally generated fluctuations appears in more realistic networks of spiking neurons has been a long standing question. To ease the comparison between rate and spiking networks, recent works investigated the dynami- cal regimes of randomly-connected rate networks with segregated excitatory and inhibitory populations, and firing rates constrained to be positive. These works derived general dynamical mean field (DMF) equations describing the fluctuating dynamics, but solved these equations only in the case of purely inhibitory networks. Using a simplified excitatory-inhibitory architecture in which DMF equations are more easily tractable, here we show that the presence of excitation qualitatively modifies the fluctuating activity compared to purely inhibitory networks. In presence of excitation, intrinsically generated fluctuations induce a strong increase in mean firing rates, a phenomenon that is much weaker in purely inhibitory networks. Excitation moreover induces two different fluctuating regimes: for moderate overall coupling, recurrent inhibition is sufficient to stabilize fluctuations, for strong coupling, firing rates are stabilized solely by the upper bound imposed on activity, even if inhibition is stronger than excitation. These results extend to more general network architectures, and to rate networks receiving noisy inputs mimicking spiking activity. Finally, we show that signatures of the second dynamical regime appear in networks of integrate-and-fire neurons

Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow

Extreme Value Theory (EVT) is exploited to determine the global stability threshold Rg of plane Couette flow ‚ the flow of a viscous fluid in the space between two parallel plates ‚ whose laminar or turbulent behavior depends on the Reynolds number R. Even if the existence of a global stability threshold has been detected in simulations and experiments, its numerical value has not been unequivocally defined. Rg is the value such that for R>Rg, turbulence is sustained, whereas for R>Rg, both the positive and negative extremes are bounded. As the critical Reynolds number is approached from above, the probability of observing a very low minimum increases causing asymmetries in the distributions of maxima and minima. On the other hand, the maxima distribution is unaffected as the fluctuations towards higher values of the perturbation energy remain bounded. This tipping point can be detected by fitting the data to the Generalized Extreme Value (GEV) distribution and by identifying Rg as the value of R such that the shape parameter of the GEV for the minima changes sign from negative to positive. The results are supported by the analysis of theoretical models which feature a bistable behavior