Anticipating critical transitions in multi-dimensional systems driven by time- and state-dependent noise

Abstract

The anticipation of bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. When approaching a co-dimension 1 bifurcation, the feedbacks that stabilise the initial state weaken and eventually vanish; a process referred to as critical slowing down (CSD). This motivates the use of variance and lag-1 autocorrelation as indicators of CSD. Both indicators rely on linearising the system's restoring rate. Additionally, the use of variance is limited to time- and state-independent driving noise, strongly constraining the generality of CSD. Here, we propose a data-driven approach based on deriving a Langevin equation to detect local stability changes and anticipate bifurcation-induced transitions in systems with generally time- and state-dependent noise. Our approach substantially generalizes the conditions underlying existing early warning indicators, which we showcase in different examples. Changes in deterministic dynamics can be clearly discriminated from changes in the driving noise. This reduces the risk of false and missed alarms of conventional CSD indicators significantly in settings with time-dependent or multiplicative noise. In multi-dimensional systems, our method can greatly advance the understanding of the coupling between system components and can avoid risks of missing CSD due to dimension reduction, which existing approaches suffer from