A Dynamic Network Model of Societal Complexity and Resilience Inspired by Tainter's Theory of Collapse

In recent years, several global events have severely disrupted economies and social structures, undermining confidence in the resilience of modern societies. Examples include the COVID-19 pandemic, which brought unprecedented health challenges and economic disruptions, and the emergence of geopolitical tensions and conflicts that have further strained international relations and economic stability. While empirical evidence on the dynamics and drivers of past societal collapse is mounting, a process-based understanding of these dynamics is still in its infancy. Here, we aim to identify and illustrate the underlying drivers of such societal instability or even collapse. The inspiration for this work is Joseph Tainter's theory of the "collapse of complex societies", which postulates that the complexity of societies increases as they solve problems, leading to diminishing returns on complexity investments and ultimately to collapse. In this work, we abstract this theory into a low-dimensional and stylized model of two classes of networked agents, hereafter referred to as "laborers" and "administrators". We numerically model the dynamics of societal complexity, measured as the fraction of "administrators", which was assumed to affect the productivity of connected energy-producing "laborers". We show that collapse becomes increasingly likely as the complexity of the model society continuously increases in response to external stresses that emulate Tainter's abstract notion of problems that societies must solve. We also provide an analytical approximation of the system's dominant dynamics, which matches well with the numerical experiments, and use it to study the influence on network link density, social mobility and productivity. Our work advances the understanding of social-ecological collapse and illustrates its potentially direct link to an ever-increasing societal complexity in response to external shocks or stresses via a self-reinforcing feedback.

Evolution of the polycrisis: Anthropocene traps that challenge global sustainability

The Anthropocene is characterized by accelerating change and global challenges of increasing complexity. Inspired by what some have called a polycrisis, we explore whether the human trajectory of increasing complexity and influence on the Earth system could become a form of trap for humanity. Based on an adaptation of the evolutionary traps concept to a global human context, we present results from a participatory mapping. We identify 14 traps and categorize them as either global, technology or structural traps. An assessment reveals that 12 traps (86%) could be in an advanced phase of trapping with high risk of hard-to-reverse lock-ins and growing risks of negative impacts on human well-being. Ten traps (71%) currently see growing trends in their indicators. Revealing the systemic nature of the polycrisis, we assess that Anthropocene traps often interact reinforcingly (45% of pairwise interactions), and rarely in a dampening fashion (3%). We end by discussing capacities that will be important for navigating these systemic challenges in pursuit of global sustainability. Doing so, we introduce evolvability as a unifying concept for such research between the sustainability and evolutionary sciences. This article is part of the theme issue 'Evolution and sustainability: gathering the strands for an Anthropocene synthesis'.

Earth beyond six of nine planetary boundaries

This planetary boundaries framework update finds that six of the nine boundaries are transgressed, suggesting that Earth is now well outside of the safe operating space for humanity. Ocean acidification is close to being breached, while aerosol loading regionally exceeds the boundary. Stratospheric ozone levels have slightly recovered. The transgression level has increased for all boundaries earlier identified as overstepped. As primary production drives Earth system biosphere functions, human appropriation of net primary production is proposed as a control variable for functional biosphere integrity. This boundary is also transgressed. Earth system modeling of different levels of the transgression of the climate and land system change boundaries illustrates that these anthropogenic impacts on Earth system must be considered in a systemic context.

Resilience basins of complex systems: An application to prosumer impacts on power grids

Comparable to the traditional notion of stability in system dynamics, resilience is typically measured in a way that assesses the quality of a system's response, for example, the speed of its recovery. We present a broadly applicable complementary measurement framework that quantifies resilience similarly to basin stability by estimating a resilience basin, which reflects the extent of adverse influences that the system can recover from in a sufficient manner. In contrast to basin stability, the adverse influences considered here are not necessarily displacements in state space, but arbitrarily complex impacts to the system, quantified by adequate parameters. As a proof of concept, we present two applications: (i) the well-studied single-node power system as an easy-to-follow example and (ii) a stochastic model of a low-voltage DC power grid undergoing an unregulated energy transition consisting in the random appearance of prosumers. These act as decentral suppliers of photovoltaic power and alter the flow patterns while the grid topology remains unchanged. The resilience measurement framework is applied to evaluate the effect and efficiency of two response options: (i) upgrading the capacity of existing power lines and (ii) installing batteries in the prosumer households. The framework demonstrates that line upgrades can provide potentially unlimited resilience against energy decentralization, while household batteries are inherently limited (achieving ≤70% of the resilience of line upgrades). Further, the framework aids in optimizing budget efficiency by pointing toward threshold budget values as well as budget-dependent ideal strategies for the allocation of line upgrades and for the battery charging algorithm.

Complex networks of interacting stochastic tipping elements: Cooperativity of phase separation in the large-system limit

Tipping elements in the Earth system have received increased scientific attention over recent years due to their nonlinear behavior and the risks of abrupt state changes. While being stable over a large range of parameters, a tipping element undergoes a drastic shift in its state upon an additional small parameter change when close to its tipping point. Recently, the focus of research broadened towards emergent behavior in networks of tipping elements, like global tipping cascades triggered by local perturbations. Here, we analyze the response to the perturbation of a single node in a system that initially resides in an unstable equilibrium. The evolution is described in terms of coupled nonlinear equations for the cumulants of the distribution of the elements. We show that drift terms acting on individual elements and offsets in the coupling strength are subdominant in the limit of large networks, and we derive an analytical prediction for the evolution of the expectation (i.e., the first cumulant). It behaves like a single aggregated tipping element characterized by a dimensionless parameter that accounts for the network size, its overall connectivity, and the average coupling strength. The resulting predictions are in excellent agreement with numerical data for Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks of different size and with different coupling parameters.

Dose-response functions and surrogate models for exploring social contagion in the Copenhagen Networks Study

Spreading dynamics and complex contagion processes on networks are important mechanisms underlying the emergence of critical transitions, tipping points and other non-linear phenomena in complex human and natural systems. Increasing amounts of temporal network data are now becoming available to study such spreading processes of behaviours, opinions, ideas, diseases and innovations to test hypotheses regarding their specific properties. To this end, we here present a methodology based on dose-response functions and hypothesis testing using surrogate data models that randomise most aspects of the empirical data while conserving certain structures relevant to contagion, group or homophily dynamics. We demonstrate this methodology for synthetic temporal network data of spreading processes generated by the adaptive voter model. Furthermore, we apply it to empirical temporal network data from the Copenhagen Networks Study. This data set provides a physically-close-contact network between several hundreds of university students participating in the study over the course of 3 months. We study the potential spreading dynamics of the health-related behaviour "regularly going to the fitness studio" on this network. Based on a hierarchy of surrogate data models, we find that our method neither provides significant evidence for an influence of a dose-response-type network spreading process in this data set, nor significant evidence for homophily. The empirical dynamics in exercise behaviour are likely better described by individual features such as the disposition towards the behaviour, and the persistence to maintain it, as well as external influences affecting the whole group, and the non-trivial network structure. The proposed methodology is generic and promising also for applications to other temporal network data sets and traits of interest.

Stewardship of global collective behavior

Collective behavior provides a framework for understanding how the actions and properties of groups emerge from the way individuals generate and share information. In humans, information flows were initially shaped by natural selection yet are increasingly structured by emerging communication technologies. Our larger, more complex social networks now transfer high-fidelity information over vast distances at low cost. The digital age and the rise of social media have accelerated changes to our social systems, with poorly understood functional consequences. This gap in our knowledge represents a principal challenge to scientific progress, democracy, and actions to address global crises. We argue that the study of collective behavior must rise to a "crisis discipline" just as medicine, conservation, and climate science have, with a focus on providing actionable insight to policymakers and regulators for the stewardship of social systems.

Global warming due to loss of large ice masses and Arctic summer sea ice

Several large-scale cryosphere elements such as the Arctic summer sea ice, the mountain glaciers, the Greenland and West Antarctic Ice Sheet have changed substantially during the last century due to anthropogenic global warming. However, the impacts of their possible future disintegration on global mean temperature (GMT) and climate feedbacks have not yet been comprehensively evaluated. Here, we quantify this response using an Earth system model of intermediate complexity. Overall, we find a median additional global warming of 0.43 °C (interquartile range: 0.39-0.46 °C) at a CO₂ concentration of 400 ppm. Most of this response (55%) is caused by albedo changes, but lapse rate together with water vapour (30%) and cloud feedbacks (15%) also contribute significantly. While a decay of the ice sheets would occur on centennial to millennial time scales, the Arctic might become ice-free during summer within the 21st century. Our findings imply an additional increase of the GMT on intermediate to long time scales.

A network-based microfoundation of Granovetter's threshold model for social tipping

Social tipping, where minorities trigger larger populations to engage in collective action, has been suggested as one key aspect in addressing contemporary global challenges. Here, we refine Granovetter’s widely acknowledged theoretical threshold model of collective behavior as a numerical modelling tool for understanding social tipping processes and resolve issues that so far have hindered such applications. Based on real-world observations and social movement theory, we group the population into certain or potential actors, such that – in contrast to its original formulation – the model predicts non-trivial final shares of acting individuals. Then, we use a network cascade model to explain and analytically derive that previously hypothesized broad threshold distributions emerge if individuals become active via social interaction. Thus, through intuitive parameters and low dimensionality our refined model is adaptable to explain the likelihood of engaging in collective behavior where social-tipping-like processes emerge as saddle-node bifurcations and hysteresis.

Emergence of cascading dynamics in interacting tipping elements of ecology and climate

In ecology, climate and other fields, (sub)systems have been identified that can transition into a qualitatively different state when a critical threshold or tipping point in a driving process is crossed. An understanding of those tipping elements is of great interest given the increasing influence of humans on the biophysical Earth system. Complex interactions exist between tipping elements, e.g. physical mechanisms connect subsystems of the climate system. Based on earlier work on such coupled nonlinear systems, we systematically assessed the qualitative long-term behaviour of interacting tipping elements. We developed an understanding of the consequences of interactions on the tipping behaviour allowing for tipping cascades to emerge under certain conditions. The (narrative) application of these qualitative results to real-world examples of interacting tipping elements indicates that tipping cascades with profound consequences may occur: the interacting Greenland ice sheet and thermohaline ocean circulation might tip before the tipping points of the isolated subsystems are crossed. The eutrophication of the first lake in a lake chain might propagate through the following lakes without a crossing of their individual critical nutrient input levels. The possibility of emerging cascading tipping dynamics calls for the development of a unified theory of interacting tipping elements and the quantitative analysis of interacting real-world tipping elements.

Dynamics of tipping cascades on complex networks

Tipping points occur in diverse systems in various disciplines such as ecology, climate science, economy, and engineering. Tipping points are critical thresholds in system parameters or state variables at which a tiny perturbation can lead to a qualitative change of the system. Many systems with tipping points can be modeled as networks of coupled multistable subsystems, e.g., coupled patches of vegetation, connected lakes, interacting climate tipping elements, and multiscale infrastructure systems. In such networks, tipping events in one subsystem are able to induce tipping cascades via domino effects. Here, we investigate the effects of network topology on the occurrence of such cascades. Numerical cascade simulations with a conceptual dynamical model for tipping points are conducted on Erdős-Rényi, Watts-Strogatz, and Barabási-Albert networks. Additionally, we generate more realistic networks using data from moisture-recycling simulations of the Amazon rainforest and compare the results to those obtained for the model networks. We furthermore use a directed configuration model and a stochastic block model which preserve certain topological properties of the Amazon network to understand which of these properties are responsible for its increased vulnerability. We find that clustering and spatial organization increase the vulnerability of networks and can lead to tipping of the whole network. These results could be useful to evaluate which systems are vulnerable or robust due to their network topology and might help us to design or manage systems accordingly.

How motifs condition critical thresholds for tipping cascades in complex networks: Linking micro- to macro-scales

In this study, we investigate how specific micro-interaction structures (motifs) affect the occurrence of tipping cascades on networks of stylized tipping elements. We compare the properties of cascades in Erdős-Rényi networks and an exemplary moisture recycling network of the Amazon rainforest. Within these networks, decisive small-scale motifs are the feed forward loop, the secondary feed forward loop, the zero loop, and the neighboring loop. Of all motifs, the feed forward loop motif stands out in tipping cascades since it decreases the critical coupling strength necessary to initiate a cascade more than the other motifs. We find that for this motif, the reduction of critical coupling strength is 11% less than the critical coupling of a pair of tipping elements. For highly connected networks, our analysis reveals that coupled feed forward loops coincide with a strong 90% decrease in the critical coupling strength. For the highly clustered moisture recycling network in the Amazon, we observe regions of a very high motif occurrence for each of the four investigated motifs, suggesting that these regions are more vulnerable. The occurrence of motifs is found to be one order of magnitude higher than in a random Erdős-Rényi network. This emphasizes the importance of local interaction structures for the emergence of global cascades and the stability of the network as a whole.

Coherent response of the Indian Monsoon Rainfall to Atlantic Multi-decadal Variability over the last 2000 years

Indian Summer Monsoon (ISM) rainfall has a direct effect on the livelihoods of two billion people in the Indian-subcontinent. Yet, our understanding of the drivers of multi-decadal variability of the ISM is far from being complete. In this context, large-scale forcing of ISM rainfall variability with multi-decadal resolution over the last two millennia is investigated using new records of sea surface salinity (δ18Ow) and sea surface temperatures (SSTs) from the Bay of Bengal (BoB). Higher δ18Ow values during the Dark Age Cold Period (1550 to 1250 years BP) and the Little Ice Age (700 to 200 years BP) are suggestive of reduced ISM rainfall, whereas lower δ18Ow values during the Medieval Warm Period (1200 to 800 years BP) and the major portion of the Roman Warm Period (1950 to 1550 years BP) indicate a wetter ISM. This variability in ISM rainfall appears to be modulated by the Atlantic Multi-decadal Oscillation (AMO) via changes in large-scale thermal contrast between the Asian land mass and the Indian Ocean, a relationship that is also identifiable in the observational data of the last century. Therefore, we suggest that inter-hemispheric scale interactions between such extra tropical forcing mechanisms and global warming are likely to be influential in determining future trends in ISM rainfall.

Deep reinforcement learning in World-Earth system models to discover sustainable management strategies

Increasingly complex nonlinear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socioeconomic and sociocultural World of human societies and their interactions. Identifying pathways toward a sustainable future in these models for informing policymakers and the wider public, e.g., pathways leading to robust mitigation of dangerous anthropogenic climate change, is a challenging and widely investigated task in the field of climate research and broader Earth system science. This problem is particularly difficult when constraints on avoiding transgressions of planetary boundaries and social foundations need to be taken into account. In this work, we propose to combine recently developed machine learning techniques, namely, deep reinforcement learning (DRL), with classical analysis of trajectories in the World-Earth system. Based on the concept of the agent-environment interface, we develop an agent that is generally able to act and learn in variable manageable environment models of the Earth system. We demonstrate the potential of our framework by applying DRL algorithms to two stylized World-Earth system models. Conceptually, we explore thereby the feasibility of finding novel global governance policies leading into a safe and just operating space constrained by certain planetary and socioeconomic boundaries. The artificially intelligent agent learns that the timing of a specific mix of taxing carbon emissions and subsidies on renewables is of crucial relevance for finding World-Earth system trajectories that are sustainable in the long term.

Deterministic limit of temporal difference reinforcement learning for stochastic games

Reinforcement learning in multiagent systems has been studied in the fields of economic game theory, artificial intelligence, and statistical physics by developing an analytical understanding of the learning dynamics (often in relation to the replicator dynamics of evolutionary game theory). However, the majority of these analytical studies focuses on repeated normal form games, which only have a single environmental state. Environmental dynamics, i.e., changes in the state of an environment affecting the agents' payoffs has received less attention, lacking a universal method to obtain deterministic equations from established multistate reinforcement learning algorithms. In this work we present a methodological extension, separating the interaction from the adaptation timescale, to derive the deterministic limit of a general class of reinforcement learning algorithms, called temporal difference learning. This form of learning is equipped to function in more realistic multistate environments by using the estimated value of future environmental states to adapt the agent's behavior. We demonstrate the potential of our method with the three well-established learning algorithms Q learning, SARSA learning, and actor-critic learning. Illustrations of their dynamics on two multiagent, multistate environments reveal a wide range of different dynamical regimes, such as convergence to fixed points, limit cycles, and even deterministic chaos.

Trajectories of the Earth System in the Anthropocene

We explore the risk that self-reinforcing feedbacks could push the Earth System toward a planetary threshold that, if crossed, could prevent stabilization of the climate at intermediate temperature rises and cause continued warming on a "Hothouse Earth" pathway even as human emissions are reduced. Crossing the threshold would lead to a much higher global average temperature than any interglacial in the past 1.2 million years and to sea levels significantly higher than at any time in the Holocene. We examine the evidence that such a threshold might exist and where it might be. If the threshold is crossed, the resulting trajectory would likely cause serious disruptions to ecosystems, society, and economies. Collective human action is required to steer the Earth System away from a potential threshold and stabilize it in a habitable interglacial-like state. Such action entails stewardship of the entire Earth System-biosphere, climate, and societies-and could include decarbonization of the global economy, enhancement of biosphere carbon sinks, behavioral changes, technological innovations, new governance arrangements, and transformed social values.

Temporal organization of magnetospheric fluctuations unveiled by recurrence patterns in the Dst index

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.

When optimization for governing human-environment tipping elements is neither sustainable nor safe

Optimizing economic welfare in environmental governance has been criticized for delivering short-term gains at the expense of long-term environmental degradation. Different from economic optimization, the concepts of sustainability and the more recent safe operating space have been used to derive policies in environmental governance. However, a formal comparison between these three policy paradigms is still missing, leaving policy makers uncertain which paradigm to apply. Here, we develop a better understanding of their interrelationships, using a stylized model of human-environment tipping elements. We find that no paradigm guarantees fulfilling requirements imposed by another paradigm and derive simple heuristics for the conditions under which these trade-offs occur. We show that the absence of such a master paradigm is of special relevance for governing real-world tipping systems such as climate, fisheries, and farming, which may reside in a parameter regime where economic optimization is neither sustainable nor safe.

Zealotry effects on opinion dynamics in the adaptive voter model

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 zealots' opinion in the adaptive voter model is strongly dependent on the link rewiring probability 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 probability of rewiring and/or the number of connections with other nodes, respectively.

Mapping and discrimination of networks in the complexity-entropy plane

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.

A perturbation-theoretic approach to Lagrangian flow networks

Complex network approaches have been successfully applied for studying transport processes in complex systems ranging from road, railway, or airline infrastructures 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.

Edge anisotropy and the geometric perspective on flow networks

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 the 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.

Clustered marginalization of minorities during social transitions induced by co-evolution of behaviour and network structure

Large-scale transitions in societies are associated with both individual behavioural change and restructuring of the social network. These two factors have often been considered independently, yet recent advances in social network research challenge this view. Here we show that common features of societal marginalization and clustering emerge naturally during transitions in a co-evolutionary adaptive network model. This is achieved by explicitly considering the interplay between individual interaction and a dynamic network structure in behavioural selection. We exemplify this mechanism by simulating how smoking behaviour and the network structure get reconfigured by changing social norms. Our results are consistent with empirical findings: The prevalence of smoking was reduced, remaining smokers were preferentially connected among each other and formed increasingly marginalized clusters. We propose that self-amplifying feedbacks between individual behaviour and dynamic restructuring of the network are main drivers of the transition. This generative mechanism for co-evolution of individual behaviour and social network structure may apply to a wide range of examples beyond smoking.

Spatial network surrogates for disentangling complex system structure from spatial embedding of nodes

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 certain 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 one 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 the underlying complex system structure from spatial embedding of nodes in many fields, ranging from social systems over infrastructure and neurophysiology to climatology.

Constrained basin stability for studying transient phenomena in dynamical systems

Transient dynamics are of large interest in many areas of science. Here, a generalization of basin stability (BS) is presented: constrained basin stability (CBS) that is sensitive to various different types of transients arising from finite size perturbations. CBS is applied to the paradigmatic Lorenz system for uncovering nonlinear precursory phenomena of a boundary crisis bifurcation. Further, CBS is used in a model of the Earth's carbon cycle as a return time-dependent stability measure of the system's global attractor. Both case studies illustrate how CBS's sensitivity to transients complements BS in its function as an early warning signal and as a stability measure. CBS is broadly applicable in systems where transients matter, from physics and engineering to sustainability science. Thus CBS complements stability analysis with BS as well as classical linear stability analysis and will be a useful tool for many applications.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

We introduce the 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. 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, 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, 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.

Macroscopic description of complex adaptive networks coevolving with dynamic node states

In many real-world complex systems, the time evolution of the network's structure and the dynamic state of its nodes are closely entangled. Here we study opinion formation and imitation on an adaptive complex network which is dependent on the individual dynamic state of each node and vice versa to model the coevolution of renewable resources with the dynamics of harvesting agents on a social network. The adaptive voter model is coupled to a set of identical logistic growth models and we mainly find that, in such systems, the rate of interactions between nodes as well as the adaptive rewiring probability are crucial parameters for controlling the sustainability of the system's equilibrium state. We derive a macroscopic description of the system in terms of ordinary differential equations which provides a general framework to model and quantify the influence of single node dynamics on the macroscopic state of the network. The thus obtained framework is applicable to many fields of study, such as epidemic spreading, opinion formation, or socioecological modeling.

Local difference measures between complex networks for dynamical system model evaluation

A faithful modeling of real-world dynamical systems necessitates model evaluation. A recent promising methodological approach to this problem has been based on complex networks, which in turn have proven useful for the characterization of dynamical systems. In this context, we introduce three local network difference measures and demonstrate their capabilities in the field of climate modeling, where these measures facilitate a spatially explicit model evaluation.Building on a recent study by Feldhoff et al. [8] we comparatively analyze statistical and dynamical regional climate simulations of the South American monsoon system [corrected]. types of climate networks representing different aspects of rainfall dynamics are constructed from the modeled precipitation space-time series. Specifically, we define simple graphs based on positive as well as negative rank correlations between rainfall anomaly time series at different locations, and such based on spatial synchronizations of extreme rain events. An evaluation against respective networks built from daily satellite data provided by the Tropical Rainfall Measuring Mission 3B42 V7 reveals far greater differences in model performance between network types for a fixed but arbitrary climate model than between climate models for a fixed but arbitrary network type. We identify two sources of uncertainty in this respect. Firstly, climate variability limits fidelity, particularly in the case of the extreme event network; and secondly, larger geographical link lengths render link misplacements more likely, most notably in the case of the anticorrelation network; both contributions are quantified using suitable ensembles of surrogate networks. Our model evaluation approach is applicable to any multidimensional dynamical system and especially our simple graph difference measures are highly versatile as the graphs to be compared may be constructed in whatever way required. Generalizations to directed as well as edge- and node-weighted graphs are discussed.

Disentangling different types of El Niño episodes by evolving climate network analysis

Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network approach for characterizing the evolving correlation structure of the Earth's climate system based on reanalysis data for surface air temperatures. We provide a detailed study of the temporal variability of several global climate network characteristics. Based on a simple conceptual view of red climate networks (i.e., networks with a comparably low number of edges), we give a thorough interpretation of our evolving climate network characteristics, which allows a functional discrimination between recently recognized different types of El Niño episodes. Our analysis provides deep insights into the Earth's climate system, particularly its global response to strong volcanic eruptions and large-scale impacts of different phases of the El Niño Southern Oscillation.

Analytical framework for recurrence network analysis of time series

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the method has still been missing so far. Here, we interpret an ɛ-recurrence network as a discrete subnetwork of a "continuous" graph with uncountably many vertices and edges corresponding to the system's attractor. This step allows us to show that various statistical measures commonly used in complex network analysis can be seen as discrete estimators of newly defined continuous measures of certain complex geometric properties of the attractor on the scale given by ɛ. In particular, we introduce local measures such as the ɛ-clustering coefficient, mesoscopic measures such as ɛ-motif density, path-based measures such as ɛ-betweennesses, and global measures such as ɛ-efficiency. This new analytical basis for the so far heuristically motivated network measures also provides an objective criterion for the choice of ɛ via a percolation threshold, and it shows that estimation can be improved by so-called node splitting invariant versions of the measures. We finally illustrate the framework for a number of archetypical chaotic attractors such as those of the Bernoulli and logistic maps, periodic and two-dimensional quasiperiodic motions, and for hyperballs and hypercubes by deriving analytical expressions for the novel measures and comparing them with data from numerical experiments. More generally, the theoretical framework put forward in this work describes random geometric graphs and other networks with spatial constraints, which appear frequently in disciplines ranging from biology to climate science.

Identifying complex periodic windows in continuous-time dynamical systems using recurrence-based methods

The identification of complex periodic windows in the two-dimensional parameter space of certain dynamical systems has recently attracted considerable interest. While for discrete systems, a discrimination between periodic and chaotic windows can be easily made based on the maximum Lyapunov exponent of the system, this remains a challenging task for continuous systems, especially if only short time series are available (e.g., in case of experimental data). In this work, we demonstrate that nonlinear measures based on recurrence plots obtained from such trajectories provide a practicable alternative for numerically detecting shrimps. Traditional diagonal line-based measures of recurrence quantification analysis as well as measures from complex network theory are shown to allow an excellent classification of periodic and chaotic behavior in parameter space. Using the well-studied Rössler system as a benchmark example, we find that the average path length and the clustering coefficient of the resulting recurrence networks are particularly powerful discriminatory statistics for the identification of complex periodic windows.

Ambiguities in recurrence-based complex network representations of time series

Recently, different approaches have been proposed for studying basic properties of time series from a complex network perspective. In this work, the corresponding potentials and limitations of networks based on recurrences in phase space are investigated in some detail. We discuss the main requirements that permit a feasible system-theoretic interpretation of network topology in terms of dynamically invariant phase-space properties. Possible artifacts induced by disregarding these requirements are pointed out and systematically studied. Finally, a rigorous interpretation of the clustering coefficient and the betweenness centrality in terms of invariant objects is proposed.