Analysis and predictability of tipping points with leading-order nonlinear term

DOI10.1142/S0218127418501031MaRDI QIDQ4583280zbMATH OpenOpenAlexWikidataFDO

Authors Christian Kuehn, Francesco Romanò

Publication date 28 August 2018

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.00534

zbMATH Keywords

bifurcationcritical transitionscaling lawROC curvetipping pointwarning sign

Mathematics Subject Classification ID

Bifurcation theory for ordinary differential equations (34C23) Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05)

Abstract: Tipping points have been actively studied in various applications as well as from a mathematical viewpoint. A main technique to theoretically understand early-warning signs for tipping points is to use the framework of fast-slow stochastic differential equations. A key assumption in many arguments for the existence of variance and auto-correlation growth before a tipping point is to use a linearization argument, i.e., the leading-order term governing the deterministic (or drift) part of stochastic differential equation is linear. This assumption guarantees a local approximation via an Ornstein-Uhlenbeck process in the normally hyperbolic regime before, but sufficiently bounded away from, a bifurcation. In this paper, we generalize the situation to leading-order nonlinear terms for the setting of one fast variable. We work in the quasi-steady regime and prove that the fast variable has a well-defined stationary distribution and we calculate the scaling law for the variance as a bifurcation-induced tipping point is approached. We cross-validate the scaling law numerically. Furthermore, we provide a computational study for the predictability using early-warning signs for leading-order nonlinear terms based upon receiver-operator characteristic curves.

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Cites work

• A mathematical framework for critical transitions: normal forms, variance and applications
• An algorithmic introduction to numerical simulation of stochastic differential equations
• Elements of applied bifurcation theory
• Noise-Induced Phenomena in Slow-Fast Dynamical Systems
• Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
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Cited in

(8)

• Climate tipping as a noisy bifurcation: a predictive technique
• Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
• Dynamic tipping in the non-smooth Stommel-box model, with fast oscillatory forcing
• Travelling waves in monostable and bistable stochastic partial differential equations
• Scaling laws and warning signs for bifurcations of SPDEs
• Discontinuity waves as tipping points: applications to biological \& sociological systems
• Predicting climate tipping as a noisy bifurcation: a review
• Detecting and predicting tipping points

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