arXiv subjects

Andreas Morr

Publications and source records attributed to Andreas Morr.

15 recordsLinked to original sources

arXiv2026

Global continuation as a complement to traditional continuation and bifurcation analysis

Multistable dynamical systems are ever-prevalent, used to model for example ecosystems, power grids, climate elements, neurons, and more. When perturbed, such systems may ``tip'' from one state of operation to another, often with abrupt, irreversible, and high-impact consequences in each context. Traditionally, these systems are analysed via bifurcation diagrams, the result of a process we refer to as \emph{local continuation}, as it only captures the linear (local) system response to infinitesimal perturbations. Local continuation requires substantial expertise, constant interventions, and may yield inaccurate assessment of the system's response to large perturbations that is crucial for tipping analysis. To address some inherent challenges of local continuation and to provide fundamentally new information during a continuation, this paper introduces \emph{global continuation} as a complement suitable for the study of multistability, critical transitions and real-world-oriented applications. Global continuation finds and continues in parallel (practically) all system attractors and their response to finite perturbations by synthesising information from the whole state space, while placing a focus on the qualities or observables of a dynamical system that the practitioner cares about in context. Global continuation does not require deep expertise and is effortless to use and troubleshoot, making it attractive to applied scientists from different disciplines. We highlight several unique advantages that allow global continuation to complement the status quo and exemplify them through a plethora of representative examples. Global continuation is also implemented as open source software in DynamicalSystems.jl, enhancing its accessibility.

nlin.CD↗

arXiv2026

Estimating the Resilience of Non-Stationary Systems

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong seasonal forcing, which complicates the estimation of their resilience to external perturbations. Here, we introduce a new method to account for non-stationarity in estimating resilience for diverse synthetic and real-world data sets via a regression-based formulation of the Langevin Equation. Our method does not require extensive data pre-processing, is robust to gaps in the data record, and does not require regular time sampling. We further show that our method can incorporate time-varying data uncertainties, recover uncertainty bounds in stability estimates, and can be natively extended to examine spatial systems. Our method is a drop-in replacement for widely-used autocorrelation-based resilience estimates, and can be widely applied across Earth system components.

nlin.CD↗

arXiv2026

Extrapolation from historical data cannot reliably predict the time of a potential AMOC collapse

Ditlevsen and Ditlevsen [Nature Communications, 2023] (DD23 hereafter) propose a statistical framework to estimate the timing of a potential collapse of the Atlantic Meridional Overturning Circulation (AMOC) based on extrapolating information from observed sea-surface temperature (SST) variability. By fitting a stochastic one-dimensional fold-bifurcation model to an SST-based fingerprint of the AMOC using Maximum Likelihood Estimation (MLE), they conclude that a collapse is most likely to occur in the middle of the 21st century, with a reported 95% confidence interval covering the time span from 2037 to 2109. Given the profound implications of such a claim for both climate and society, it is essential to thoroughly test the robustness of this result, to critically assess the underlying assumptions and uncertainties, and to estimate the extent to which the reported confidence interval reflects the true limits of current knowledge. Here we examine the sensitivity of DD23's results and argue that four types of uncertainty are insufficiently explored in their analysis: (i) structural uncertainty associated with the assumed low-order bifurcation model, (ii) statistical uncertainty in their model fit, (iii) uncertainty in the representativeness of SST-based fingerprints as proxies for the high-dimensional AMOC dynamics, and (iv) uncertainty in the underlying data, arising from non-stationary observational coverage and dataset preprocessing. Using synthetic experiments and a systematic analysis of alternative fingerprints and observational products, we show that the tipping times estimated by DD23 are highly sensitive to the uncertainties listed above, and extend several millennia into the future when these uncertainties are thoroughly propagated.

physics.geo-ph↗

arXiv2026

Statistical warning indicators for abrupt transitions in dynamical systems with slow periodic forcing

There is growing interest in anticipating critical transitions in natural systems, often pursued through statistical detection of early warning signals associated with dynamical bifurcations. In stochastic dynamical systems, such signals commonly rely on manifestations of critical slowing down. However, we still need additional development for the underlying theory for critical transitions in non-autonomous systems. This extension is relevant for natural systems, whose behaviour often emerges from seasonal periodic forcing. In this study, we systematically investigate the feasibility of anticipating the termination of oscillatory behavior in a bistable system with slow periodic forcing. In this setting, existing approaches of estimating linear characteristics of the return map fail in practical scenarios due to the unfavourable time-scale separation. Instead, we propose two statistical indicators for the anticipation of critical transitions in the periodic behaviour: (i) conventional early warning indicators, such as increasing variance and autocorrelation, evaluated across system cycles, and (ii) indicators derived from the phase of the seasonal forcing. By statistically comparing their predictive performance, we find that phase-based indicators provide the strongest early warning capability. Our results offer guidance for the detection of critical transitions in periodically forced systems and, more broadly, systematically extend early-warning signs towards non-autonomous dynamical systems.

math.DS↗

arXiv2025

Computing Resilience Measures in Dynamical Systems

Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and generalizability. In this work, we review the literature on resilience measures through the lens of dynamical systems theory and numerical methods. In this context, we reformulate pertinent measures into a general form and introduce a resource-efficient algorithm designed for their parallel numerical estimation. By coupling these measures with a global continuation of attractors, we enable their consistent evaluation along system parameter changes. The resulting framework is modular and easily extendable, allowing for the incorporation of new resilience measures as they arise. We demonstrate the framework on a range of illustrative dynamical systems, revealing key differences in how resilience changes across systems. This approach provides a more global perspective compared to traditional linear stability metrics used in local bifurcation analysis, which can overlook inconspicuous but significant shifts in system resilience. This work opens the door to genuinely novel lines of inquiry, such as the development of new early warning signals for critical transitions or the discovery of universal scaling behaviours. All code and computational tools are provided as an open-source contribution to the DynamicalSystems.jl software library.

math.DS↗

arXiv2025

Predicting Instabilities in Transient Landforms and Interconnected Ecosystems

Many parts of the Earth system are thought to have multiple stable equilibrium states, with the potential for rapid and sometimes catastrophic shifts between them. The most common frameworks for analyzing stability changes, however, require stationary (trend- and seasonality-free) data, which necessitates error-prone data pre-processing. Here we propose a novel method of quantifying system stability based on eigenvalue tracking and Floquet Multipliers, which can be applied directly to diverse data without first removing trend and seasonality, and is robust to changing noise levels, as can be caused by merging signals from different sensors. We first demonstrate this approach with synthetic data and further show how glacier surge onset can be predicted from observed surface velocity time series. We then show that our method can be extended to analyze spatio-temporal data and illustrate this flexibility with remotely sensed Amazon rainforest vegetation productivity, highlighting the spatial patterns of whole-ecosystem destabilization. Our work applies critical slowing down theory to glacier dynamics for the first time, and provides a novel and flexible method to quantify the stability or resilience of a wide range of spatiotemporal systems, including climate subsystems, ecosystems, and transient landforms.

nlin.CD↗

arXiv2025

The influence of data gaps and outliers on resilience indicators

The resilience, or stability, of major Earth system components is increasingly threatened by anthropogenic pressures, demanding reliable early warning signals for abrupt and irreversible regime shifts. Widely used data-driven resilience indicators based on variance and autocorrelation detect `critical slowing down', a signature of decreasing stability. However, the interpretation of these indicators is hampered by poorly understood interdependencies and their susceptibility to common data issues such as missing values and outliers. Here, we establish a rigorous mathematical analysis of the statistical dependency between variance- and autocorrelation-based resilience indicators, revealing that their agreement is fundamentally driven by the time series' initial data point. Using synthetic and empirical data, we demonstrate that missing values substantially weaken indicator agreement, while outliers introduce systematic biases that lead to overestimation of resilience based on temporal autocorrelation. Our results provide a necessary and rigorous foundation for preprocessing strategies and accuracy assessments across the growing number of disciplines that use real-world data to infer changes in system resilience.

nlin.AO↗

arXiv2025

Critical Slowing Down in Bifurcating Stochastic Partial Differential Equations with Red Noise

The phenomenon of critical slowing down (CSD) has played a key role in the search for reliable precursors of catastrophic regime shifts. This is caused by its presence in a generic class of bifurcating dynamical systems. Simple time-series statistics such as variance or autocorrelation can be taken as proxies for the phenomenon, making their increase a useful early warning signal (EWS) for catastrophic regime shifts. However, the modelling basis justifying the use of these EWSs is usually a finite-dimensional stochastic ordinary differential equation, where a mathematical proof for the aptness is possible. Only recently has the phenomenon of CSD been proven to exist in infinite-dimensional stochastic partial differential equations (SPDEs), which are more appropriate to model real-world spatial systems. In this context, we provide an essential extension of the results for SPDEs under a specific noise forcing, often referred to as red noise. This type of time-correlated noise is omnipresent in many physical systems, such as climate and ecology. We approach the question with a mathematical proof and a numerical analysis for the linearised problem. We find that also under red noise forcing, the aptness of EWSs persists, supporting their employment in a wide range of applications. However, we also find that false or muted warnings are possible if the noise correlations are non-stationary. We thereby extend a previously known complication with respect to red noise and EWSs from finite-dimensional dynamics to the more complex and realistic setting of SPDEs.

math.PR↗

arXiv2025

Discontinuous stochastic forcing in Greenland ice core data

Paleoclimate proxy records from Greenland ice cores, archiving e.g. $\delta^{18}$O as a proxy for surface temperature, show that sudden climatic shifts called Dansgaard-Oeschger events (DO) occurred repeatedly during the last glacial interval. They comprised substantial warming of the Arctic region from cold to milder conditions. Concomitant abrupt changes in the dust concentrations of the same ice cores suggest that sudden reorganisations of the hemispheric-scale atmospheric circulation have accompanied the warming events. Genuine bistability of the North Atlantic climate system is commonly hypothesised to explain the existence of stadial (cold) and interstadial (milder) periods in Greenland. However, the physical mechanisms that drove abrupt transitions from the stadial to the interstadial state, and more gradual yet still abrupt reverse transitions, remain debated. Here, we conduct a one-dimensional data-driven analysis of the Greenland temperature and atmospheric circulation proxies under the purview of stochastic processes. We take the Kramers-Moyal equation to estimate each proxy's drift and diffusion terms within a Markovian model framework. We then assess noise contributions beyond Gaussian white noise. The resulting stochastic differential equation (SDE) models feature a monostable drift for the Greenland temperature proxy and a bistable one for the atmospheric circulation proxy. Indicators of discontinuity in stochastic processes suggest to include higher-order terms of the Kramers-Moyal equation when modelling the Greenland temperature proxy's evolution. This constitutes a qualitative difference in the characteristics of the two time series, which should be further investigated from the standpoint of climate dynamics.

physics.ao-ph↗

arXiv2023

Internal noise interference to warnings of tipping points in generic multi-dimensional dynamical systems

A deterministic dynamical system that slowly passes through a generic fold-type (saddle-node) bifurcation can be reduced to one-dimensional dynamics close to the bifurcation because of the centre manifold theorem. It is often tacitly assumed that the same is true in the presence of stochasticity or noise so that, for example, critical slowing down (CSD) indicators can be applied as if the system were one-dimensional. In this work, we show that this is only true when given suitable system observables; specifically, we demonstrate that noise in other dimensions may interfere with indicators of CSD, also referred to as early warning signals (EWS). We point out a generic mechanism by which both variance and lag-1 autocorrelation [AC(1)], as well as other EWS, can fail to signal an approaching bifurcation. This can, in principle, occur whenever one noise source drives multiple system components simultaneously. Even under the favourable assumptions of uncoupled deterministic dynamics and stationary noise, some system observables can then exhibit false negative or false positive CSD indications. We isolate this phenomenon in an example that represents a generic two-dimensional fold-type bifurcation setting.

math.DS↗

arXiv2023

Measuring tropical rainforest resilience under non-Gaussian disturbances

The Amazon rainforest is considered one of the Earth's tipping elements and may lose stability under ongoing climate change. Recently a decrease in tropical rainforest resilience has been identified globally from remotely sensed vegetation data. However, the underlying theory assumes a Gaussian distribution of forest disturbances, which is different from most observed forest stressors such as fires, deforestation, or windthrow. Those stressors often occur in power-law-like distributions and can be approximated by $\alpha$-stable L\'evy noise. Here, we show that classical critical slowing down indicators to measure changes in forest resilience are robust under such power-law disturbances. To assess the robustness of critical slowing down indicators, we simulate pulse-like perturbations in an adapted and conceptual model of a tropical rainforest. We find few missed early warnings and few false alarms are achievable simultaneously if the following steps are carried out carefully: First, the model must be known to resolve the timescales of the perturbation. Second, perturbations need to be filtered according to their absolute temporal autocorrelation. Third, critical slowing down has to be assessed using the non-parametric Kendall-$\tau$ slope. These prerequisites allow for an increase in the sensitivity of early warning signals. Hence, our findings imply improved reliability of the interpretation of empirically estimated rainforest resilience through critical slowing down indicators.

physics.ao-ph↗

arXiv2023

Detection of Approaching Critical Transitions in Natural Systems Driven by Red Noise

Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical transitions from noisy time-series data. Most commonly, changes in variance and lag-1 autocorrelation [AC(1)] are used as CSD indicators. However, these indicators will only produce reliable results if the noise driving the system is white and stationary. In the more realistic case of time-correlated red noise, increasing (decreasing) the correlation of the noise will lead to spurious (masked) alarms for both variance and AC(1). Here, we propose two new methods that can discriminate true CSD from possible changes in the driving noise characteristics. We focus on estimating changes in the linear restoring rate based on Langevin-type dynamics driven by either white or red noise. We assess the capacity of our new estimators to anticipate critical transitions and show that they perform significantly better than other existing methods both for continuous-time and discrete-time models. In addition to conceptual models, we apply our methods to climate model simulations of the termination of the African Humid Period. The estimations rule out spurious signals stemming from nonstationary noise characteristics and reveal a destabilization of the African climate system as the dynamical mechanism underlying this archetype of abrupt climate change in the past.

math.DS↗

arXiv2023

Uncertainties too large to predict tipping times of major Earth system components from historical data

One way to warn of forthcoming critical transitions in Earth system components is using observations to detect declining system stability. It has also been suggested to extrapolate such stability changes into the future and predict tipping times. Here, we argue that the involved uncertainties are too high to robustly predict tipping times. We raise concerns regarding (i) the modeling assumptions underlying any extrapolation of historical results into the future, (ii) the representativeness of individual Earth system component time series, and (iii) the impact of uncertainties and preprocessing of used observational datasets, with focus on nonstationary observational coverage and gap filling. We explore these uncertainties in general and specifically for the example of the Atlantic Meridional Overturning Circulation. We argue that even under the assumption that a given Earth system component has an approaching tipping point, the uncertainties are too large to reliably estimate tipping times by extrapolating historical information.

physics.geo-ph↗

arXiv2023

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

Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the system's internal feedbacks that stabilize the initial state weaken and eventually vanish, a process referred to as critical slowing down (CSD). In one-dimensional systems, this motivates the use of variance and lag-1 autocorrelation as indicators of CSD. However, the applicability of variance is limited to time- and state-independent driving noise, strongly constraining the generality of this CSD indicator. In multidimensional systems, the use of these indicators is often preceded by a dimension reduction in order to obtain a one-dimensional time series. Many common techniques for such an extraction of a one-dimensional time series generally incur the risk of missing CSD in practice. Here, we propose a data-driven approach based on estimating a multidimensional 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 under which CSD can reliably be detected, as demonstrated in a suite of examples. In contrast to existing approaches, changes in deterministic dynamics can be clearly discriminated from changes in the driving noise using our method. This substantially reduces the risk of false or missed alarms of conventional CSD indicators in settings with time-dependent or multiplicative noise. In multidimensional 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.

math.DS↗

arXiv2022

Red noise in continuous-time stochastic modelling

The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous argumentation for the Ornstein-Uhlenbeck process integrated against time ($U_t \mathrm{d} t$) as a uniquely appropriate red noise implementation. We also identify the term $\mathrm{d}U_t$ as an erroneous formulation of red noise commonly found in the applied literature. To this end, we prove a theorem linking properties of the power spectral density (PSD) to classes of It\^{o}-differentials. The commonly ascribed red noise attribute of a PSD decaying as $S(\omega)\sim\omega^{-2}$ restricts the range of possible It\^{o}-differentials $\mathrm{d}Y_t=\alpha_t\mathrm{d} t+\beta_t\mathrm{d} W_t$. In particular, any such differential with continuous, square-integrable integrands must have a vanishing martingale part, i.e. $\mathrm{d}Y_t=\alpha_t\mathrm{d} t$ for almost all $t\geq 0$. We further point out that taking $(\alpha_t)_{t\geq 0}$ to be an Ornstein-Uhlenbeck process constitutes a uniquely relevant model choice due to its Gauss-Markov property. The erroneous use of the noise term $\mathrm{d} U_t$ as red noise and its consequences are discussed in two examples from the literature.

math.PR↗