A mathematical framework for critical transitions: bifurcations, fast-slow systems and stochastic dynamics (Q2276145)

The author gives an overview of mathematical tools that can be applied to critical transitions. The main point of view is that studying normal-form fast-slow stochastic dynamical systems should provide an additional route to the understanding of critical transitions beyond studying models arising directly from applications. Standard methods from fast-slow systems are used to formalize the definition of a critical transition. As the next step, different viewpoints from stochastic dynamics are reviewed and their contributions to the prediction of critical transitions is discussed. The author points out that variance increase immediately follows from well-known results on sample paths analysis or that \(P\)-bifurcations could act as a novel prediction mechanism. Then he focuses on the variance as an indicator in the setup of normal forms and uses analytical, numerical and geometric ideas to understand the increasing variance near a critical transition. Throughout this analysis several challenges that arise in the modeling process are highlighted, including noise types (additive/multiplicative), problems with single sample paths, as well as scaling laws for noise-induced phenomena.