arXiv subjects

Jonathan F. Donges

Publications and source records attributed to Jonathan F. Donges.

At least 37 records · Page 2Linked to original sources

arXiv2020

Dynamics of Tipping Cascades on Complex Networks

Tipping points occur in diverse systems in various disciplines such as ecology, climate science, economy or 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 or 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 to design or manage systems accordingly.

nlin.CD↗

arXiv2019

Domino Effects in the Earth System -- The potential role of wanted tipping points

Vital parts of the climate system, such as the West Antarctic Ice Sheet, are at risk even within the aspired aims of the Paris Agreement to limit global temperature rise to 1.5 -- 2°C. These so-called natural tipping elements are characterized by rapid qualitative shifts in their states once a critical threshold, e.g., of global mean temperature, is transgressed. We argue that the prevention of such unwanted tipping through effective climate policies may critically depend on cascading Domino effects from (anticipated) climate impacts to emission reductions via wanted social tipping in attitudes, behaviors and policies. Specifically, the latter has recently been noted as a key aspect in addressing contemporary global challenges, such as climate change, via self-amplifying positive feedbacks similar to the processes observable in climate tipping elements. Our discussion is supported with data on commonly observed linkages between (subjective) climate change knowledge, concern and consequential potential action and we argue that the presence of such interrelations serves as a necessary condition for the possibility of rapid climate action.

physics.soc-ph↗

arXiv2019

The physics of governance networks: critical transitions in contagion dynamics on multilayer adaptive networks with application to the sustainable use of renewable resources

Adaptive networks are a versatile approach to model phenomena such as contagion and spreading dynamics, critical transitions and structure formation that emerge from the dynamic coevolution of complex network structure and node states. Here, we study critical transitions in contagion dynamics on multilayer adaptive networks with dynamic node states and present an application to the governance of sustainable resource use. We focus on a three layer adaptive network model, where a polycentric governance network interacts with a social network of resource users which in turn interacts with an ecological network of renewable resources. We uncover that sustainability is favored for slow interaction timescales, large homophilic network adaptation rate (as long it is below the fragmentation threshold) and high taxation rates. Interestingly, we also observe a trade-off between an eco-dictatorship (reduced model with a single governance actor that always taxes unsustainable resource use) and the polycentric governance network of multiple actors. In the latter setup, sustainability is enhanced for low but hindered for high tax rates compared to the eco-dictatorship case. These results highlight mechanisms generating emergent critical transitions in contagion dynamics on multilayer adaptive network and show how these can be understood and approximated analytically, relevant for understanding complex adaptive systems from various disciplines ranging from physics and epidemiology to sociology and global sustainability science. The paper also provides insights into potential critical intervention points for policy in the form of taxes in the governance of sustainable renewable resource use that can inform more process-detailed social-ecological modeling.

physics.soc-ph↗

arXiv2019

Earth system modeling with endogenous and dynamic human societies: the copan:CORE open World-Earth modeling framework

Analysis of Earth system dynamics in the Anthropocene requires to explicitly take into account the increasing magnitude of processes operating in human societies, their cultures, economies and technosphere and their growing feedback entanglement with those in the physical, chemical and biological systems of the planet. However, current state-of-the-art Earth System Models do not represent dynamic human societies and their feedback interactions with the biogeophysical Earth system and macroeconomic Integrated Assessment Models typically do so only with limited scope. This paper (i) proposes design principles for constructing World-Earth Models (WEM) for Earth system analysis of the Anthropocene, i.e., models of social (World) - ecological (Earth) co-evolution on up to planetary scales, and (ii) presents the copan:CORE open simulation modeling framework for developing, composing and analyzing such WEMs based on the proposed principles. The framework provides a modular structure to flexibly construct and study WEMs. These can contain biophysical (e.g. carbon cycle dynamics), socio-metabolic/economic (e.g. economic growth) and socio-cultural processes (e.g. voting on climate policies or changing social norms) and their feedback interactions, and are based on elementary entity types, e.g., grid cells and social systems. Thereby, copan:CORE enables the epistemic flexibility needed for contributions towards Earth system analysis of the Anthropocene given the large diversity of competing theories and methodologies used for describing socio-metabolic/economic and socio-cultural processes in the Earth system by various fields and schools of thought. To illustrate the capabilities of the framework, we present an exemplary and highly stylized WEM implemented in copan:CORE that illustrates how endogenizing socio-cultural processes and feedbacks could fundamentally change macroscopic model outcomes.

physics.soc-ph↗

arXiv2019

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

Increasingly complex, non-linear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socio-economic and socio-cultural World of human societies and their interactions. Identifying pathways towards a sustainable future in these models for informing policy makers and the wider public, e.g. pathways leading to a 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 socio-economic 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 on the long term.

physics.soc-ph↗

arXiv2019

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 novel methodological extension, separating the interaction from the adaptation time scale, 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.

cs.MA↗

arXiv2019

Divestment may burst the carbon bubble if investors' beliefs tip to anticipating strong future climate policy

To achieve the ambitious aims of the Paris climate agreement, the majority of fossil-fuel reserves needs to remain underground. As current national government commitments to mitigate greenhouse gas emissions are insufficient by far, actors such as institutional and private investors and the social movement on divestment from fossil fuels could play an important role in putting pressure on national governments on the road to decarbonization. Using a stochastic agent-based model of co-evolving financial market and investors' beliefs about future climate policy on an adaptive social network, here we find that the dynamics of divestment from fossil fuels shows potential for social tipping away from a fossil-fuel based economy. Our results further suggest that socially responsible investors have leverage: a small share of 10--20\,\% of such moral investors is sufficient to initiate the burst of the carbon bubble, consistent with the Pareto Principle. These findings demonstrate that divestment has potential for contributing to decarbonization alongside other social movements and policy instruments, particularly given the credible imminence of strong international climate policy. Our analysis also indicates the possible existence of a carbon bubble with potentially destabilizing effects to the economy.

q-fin.GN↗

arXiv2018

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.

physics.ao-ph↗

arXiv2017

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

physics.soc-ph↗

arXiv2017

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.

physics.data-an↗

arXiv2017

The technosphere in Earth system analysis: a coevolutionary perspective

Earth system analysis is the study of the joint dynamics of biogeophysical, social and technological processes on our planet. To advance our understanding of possible future development pathways and identify management options for navigating to safe operating spaces while avoiding undesirable domains, computer models of the Earth system are developed and applied. These models hardly represent dynamical properties of technological processes despite their great planetary-scale influence on the biogeophysical components of the Earth system and the associated risks for human societies posed, e.g., by climatic change or novel entities. In this contribution, we reflect on the technosphere from the perspective of Earth system analysis with a threefold focus on agency, networks and complex coevolutionary dynamics. First, we argue that Haff's conception of the technosphere takes an extreme position in implying a strongly constrained human agency in the Earth system. Assuming that the technosphere develops according to dynamics largely independently of human intentions, Haff's perspective appears incompatible with a humanistic view that underlies the sustainability discourse at large and, more specifically, current frameworks such as UN sustainable development goals and the safe and just operating space for humanity. Second, as an alternative to Haff's static three-stratum picture, we propose complex adaptive networks as a concept for describing the interplay of social agents and technospheric entities and their emergent dynamics for Earth system analysis. Third, we argue that following a coevolutionary approach in conceptualising and modelling technospheric dynamics, also including the socio-cultural and biophysical spheres of the Earth system, could resolve the apparent conflict between the discourses on sustainability and the technosphere.

physics.soc-ph↗

arXiv2017

Modelling social-ecological transformations: an adaptive network proposal

Transformations to create more sustainable social-ecological systems are urgently needed. Structural change is a feature of transformations of social-ecological systems that is of critical importance but is little understood. Here, we propose a framework for conceptualising and modelling sustainability transformations based on adaptive networks. Adaptive networks focus attention on the interplay between the structure of a social-ecological system and the dynamics of individual entities. Adaptive networks could progress transformations research by: 1) focusing research on changes in structure; 2) providing a conceptual framework that clarifies the temporal dynamics of social-ecological transformations compared to the most commonly used heuristic in resilience studies, the ball-and-cup diagram; 3) providing quantitative modelling tools in an area of study dominated by qualitative methods. We illustrate the potential application of adaptive networks to social-ecological transformations using a case study of illegal fishing in the Southern Ocean and a theoretical model of socially networked resource users.

nlin.AO↗

arXiv2016

A perturbative 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 infrastructure 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.

physics.flu-dyn↗

arXiv2016

Hierarchical structures in Northern Hemispheric extratropical winter ocean-atmosphere interactions

In recent years extensive studies on the Earth's climate system have been carried out by means of advanced complex network statistics. The great majority of these studies, however, have been focusing on investigating correlation structures within single climatic fields directly on or parallel to the Earth's surface. Here, we develop a novel approach of node weighted coupled network measures to study correlations between ocean and atmosphere in the Northern Hemisphere extratropics and construct 18 coupled climate networks, each consisting of two subnetworks. In all cases, one subnetwork represents monthly sea-surface temperature (SST) anomalies, while the other is based on the monthly geopotential height (HGT) of isobaric surfaces at different pressure levels covering the troposphere as well as the lower stratosphere. The weighted cross-degree density proves to be consistent with the leading coupled pattern obtained from maximum covariance analysis. Network measures of higher order allow for a further analysis of the correlation structure between the two fields and consistently indicate that in the Northern Hemisphere extratropics the ocean is correlated with the atmosphere in a hierarchical fashion such that large areas of the ocean surface correlate with multiple statistically dissimilar regions in the atmosphere. Ultimately we show that, this observed hierarchy is linked to large-scale atmospheric variability patterns, such as the Pacific North American pattern, forcing the ocean on monthly time scales.

physics.ao-ph↗

arXiv2016

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 marginalised 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.

physics.soc-ph↗

arXiv2016

A climate network-based index to discriminate different types of El Niño and La Niña

El Niño exhibits distinct Eastern Pacific (EP) and Central Pacific (CP) types which are commonly, but not always consistently, distinguished from each other by different signatures in equatorial climate variability. Here, we propose an index based on evolving climate networks to objectively discriminate between both flavors by utilizing a scalar-valued evolving climate network measure that quantifies spatial localization and dispersion in El Niño's associated teleconnections. Our index displays a sharp peak (high localization) during EP events, whereas during CP events (larger dispersion) it remains close to the baseline observed during normal periods. In contrast to previous classification schemes, our approach specifically account for El Niño's global impacts. We confirm recent El Niño classifications for the years 1951 to 2014 and assign types to those cases were former works yielded ambiguous results. Ultimately, we study La Niña episodes and demonstrate that our index provides a similar discrimination into two types.

physics.data-an↗

arXiv2016

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 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.

physics.flu-dyn↗

arXiv2016

How complex climate networks complement eigen techniques for the statistical analysis of climatological data

Eigen techniques such as empirical orthogonal function (EOF) or coupled pattern (CP) / maximum covariance analysis have been frequently used for detecting patterns in multivariate climatological data sets. Recently, statistical methods originating from the theory of complex networks have been employed for the very same purpose of spatio-temporal analysis. This climate network (CN) analysis is usually based on the same set of similarity matrices as is used in classical EOF or CP analysis, e.g., the correlation matrix of a single climatological field or the cross-correlation matrix between two distinct climatological fields. In this study, formal relationships as well as conceptual differences between both eigen and network approaches are derived and illustrated using exemplary global precipitation, evaporation and surface air temperature data sets. These results allow to pinpoint that CN analysis can complement classical eigen techniques and provides additional information on the higher-order structure of statistical interrelationships in climatological data. Hence, CNs are a valuable supplement to the statistical toolbox of the climatologist, particularly for making sense out of very large data sets such as those generated by satellite observations and climate model intercomparison exercises.

physics.data-an↗