Early warning signals also precede non‐catastrophic transitions

Synthesis The quickly expanding literature on early warning signals for critical transitions in ecosystems suggests that critical slowing down is a key phenomenon to measure the distance to a tipping point in ecosystems. Such work is broadly misinterpreted as showing that slowing down is specific to tipping points. In this contribution, we show why this is not the case. Early warning signals based on critical slowing down indicate a broader class of situations where a system becomes increasingly sensitive to perturbations. Ecosystem responses to external changes can surprise us by their abruptness and irreversibility. Models have helped identifying indicators of impending catastrophic shifts, referred to as ‘generic early warning signals’. These indicators are linked to a phenomenon known as ‘critical slowing down’ which describes the fact that the recovery rate of a system after a perturbation decreases when the system approaches a bifurcation – such as the classical fold bifurcation associated to catastrophic shifts. However, contrary to what has sometimes been suggested in the literature, a decrease in recovery rate cannot be considered as specific to approaching catastrophic shifts. Here, we analyze the behavior of early warning signals based on critical slowing down in systems approaching a range of catastrophic and non‐catastrophic situations. Our results show that slowing down generally happens in situations where a system is becoming increasingly sensitive to external perturbations, independently of whether the impeding change is catastrophic or not. These results highlight that indicators specific to catastrophic shifts are still lacking. More importantly, they also imply that in systems where we have no reason to expect catastrophic transitions, slowing down may still be used in a more general sense as a warning signal for a potential decrease in stability.     

Critical Slowing Down Governs the Transition to Neuron Spiking

Many complex systems have been found to exhibit critical transitions, or so-called tipping points, which are sudden changes to a qualitatively different system state. These changes can profoundly impact the functioning of a system ranging from controlled state switching to a catastrophic break-down; signals that predict critical transitions are therefore highly desirable. To this end, research efforts have focused on utilizing qualitative changes in markers related to a system’s tendency to recover more slowly from a perturbation the closer it gets to the transition—a phenomenon called critical slowing down. The recently studied scaling of critical slowing down offers a refined path to understand critical transitions: to identify the transition mechanism and improve transition prediction using scaling laws.Here, we outline and apply this strategy for the first time in a real-world system by studying the transition to spiking in neurons of the mammalian cortex. The dynamical system approach has identified two robust mechanisms for the transition from subthreshold activity to spiking, saddle-node and Hopf bifurcation. Although theory provides precise predictions on signatures of critical slowing down near the bifurcation to spiking, quantitative experimental evidence has been lacking. Using whole-cell patch-clamp recordings from pyramidal neurons and fast-spiking interneurons, we show that 1) the transition to spiking dynamically corresponds to a critical transition exhibiting slowing down, 2) the scaling laws suggest a saddle-node bifurcation governing slowing down, and 3) these precise scaling laws can be used to predict the bifurcation point from a limited window of observation. To our knowledge this is the first report of scaling laws of critical slowing down in an experiment. They present a missing link for a broad class of neuroscience modeling and suggest improved estimation of tipping points by incorporating scaling laws of critical slowing down as a strategy applicable to other complex systems.     

Critical slowing down as an indicator of transitions in two-species models

Transitions in ecological systems often occur without apparent warning, and may represent shifts between alternative persistent states. Decreasing ecological resilience (the size of the basin of attraction around a stable state) can signal an impending transition, but this effect is difficult to measure in practice. Recent research has suggested that a decreasing rate of recovery from small perturbations (critical slowing down) is a good indicator of ecological resilience. Here we use analytical techniques to draw general conclusions about the conditions under which critical slowing down provides an early indicator of transitions in two-species predator-prey and competition models. The models exhibit three types of transition: the predator-prey model has a Hopf bifurcation and a transcritical bifurcation, and the competition model has two saddle-node bifurcations (in which case the system exhibits hysteresis) or two transcritical bifurcations, depending on the parameterisation. We find that critical slowing down is an earlier indicator of the Hopf bifurcation in predator-prey models in which prey are regulated by predation rather than by intrinsic density-dependent effects and an earlier indicator of transitions in competition models in which the dynamics of the rare species operate on slower timescales than the dynamics of the common species. These results lead directly to predictions for more complex multi-species systems, which can be tested using simulation models or real ecosystems.     

Slowing down in spatially patterned ecosystems at the brink of collapse

Predicting the risk of critical transitions, such as the collapse of a population, is important in order to direct management efforts. In any system that is close to a critical transition, recovery upon small perturbations becomes slow, a phenomenon known as critical slowing down. It has been suggested that such slowing down may be detected indirectly through an increase in spatial and temporal correlation and variance. Here, we tested this idea in arid ecosystems, where vegetation may collapse to desert as a result of increasing water limitation. We used three models that describe desertification but differ in the spatial vegetation patterns they produce. In all models, recovery rate upon perturbation decreased before vegetation collapsed. However, in one of the models, slowing down failed to translate into rising variance and correlation. This is caused by the regular self-organized vegetation patterns produced by this model. This finding implies an important limitation of variance and correlation as indicators of critical transitions. However, changes in such self-organized patterns themselves are a reliable indicator of an upcoming transition. Our results illustrate that while critical slowing down may be a universal phenomenon at critical transitions, its detection through indirect indicators may have limitations in particular systems.     

How Stochasticity Influences Leading Indicators of Critical Transitions

Many complex systems exhibit critical transitions. Of considerable interest are bifurcations, small smooth changes in underlying drivers that produce abrupt shifts in system state. Before reaching the bifurcation point, the system gradually loses stability (‘critical slowing down’). Signals of critical slowing down may be detected through measurement of summary statistics, but how extrinsic and intrinsic noises influence statistical patterns prior to a transition is unclear. Here, we consider a range of stochastic models that exhibit transcritical, saddle-node and pitchfork bifurcations. Noise was assumed to be either intrinsic or extrinsic. We derived expressions for the stationary variance, autocorrelation and power spectrum for all cases. Trends in summary statistics signaling the approach of each bifurcation depend on the form of noise. For example, models with intrinsic stochasticity may predict an increase in or a decline in variance as the bifurcation parameter changes, whereas models with extrinsic noise applied additively predict an increase in variance. The ability to classify trends of summary statistics for a broad class of models enhances our understanding of how critical slowing down manifests in complex systems approaching a transition.     

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions,yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.     

Slow recovery from perturbations as a generic indicator of a nearby catastrophic shift

The size of the basin of attraction in ecosystems with alternative stable states is often referred to as "ecological resilience." Ecosystems with a low ecological resilience may easily be tipped into an alternative basin of attraction by a stochastic event. Unfortunately, it is very difficult to measure ecological resilience in practice. Here we show that the rate of recovery from small perturbations (sometimes called "engineering resilience") is a remarkably good indicator of ecological resilience. Such recovery rates decrease as a catastrophic regime shift is approached, a phenomenon known in physics as "critical slowing down." We demonstrate the robust occurrence of critical slowing down in six ecological models and outline a possible experimental approach to quantify differences in recovery rates. In all the models we analyzed, critical slowing down becomes apparent quite far from a threshold point, suggesting that it may indeed be of practical use as an early warning signal. Despite the fact that critical slowing down could also indicate other critical transitions, such as a stable system becoming oscillatory, the robustness of the phenomenon makes it a promising indicator of loss of resilience and the risk of upcoming regime shifts in a system.     

Resilience indicators: prospects and limitations for early warnings of regime shifts

In the vicinity of tipping points—or more precisely bifurcation points—ecosystems recover slowly from small perturbations. Such slowness may be interpreted as a sign of low resilience in the sense that the ecosystem could easily be tipped through a critical transition into a contrasting state. Indicators of this phenomenon of ‘critical slowing down (CSD)’ include a rise in temporal correlation and variance. Such indicators of CSD can provide an early warning signal of a nearby tipping point. Or, they may offer a possibility to rank reefs, lakes or other ecosystems according to their resilience. The fact that CSD may happen across a wide range of complex ecosystems close to tipping points implies a powerful generality. However, indicators of CSD are not manifested in all cases where regime shifts occur. This is because not all regime shifts are associated with tipping points. Here, we review the exploding literature about this issue to provide guidance on what to expect and what not to expect when it comes to the CSD-based early warning signals for critical transitions.     

Resilience and tipping points of an exploited fish population over six decades

Complex natural systems with eroded resilience, such as populations, ecosystems and socio‐ecological systems, respond to small perturbations with abrupt, discontinuous state shifts, or critical transitions. Theory of critical transitions suggests that such systems exhibit fold bifurcations featuring folded response curves, tipping points and alternate attractors. However, there is little empirical evidence of fold bifurcations occurring in actual complex natural systems impacted by multiple stressors. Moreover, resilience of complex systems to change currently lacks clear operational measures with generic application. Here, we provide empirical evidence for the occurrence of a fold bifurcation in an exploited fish population and introduce a generic measure of ecological resilience based on the observed fold bifurcation attributes. We analyse the multivariate development of Barents Sea cod (Gadus morhua), which is currently the world's largest cod stock, over six decades (1949–2009), and identify a population state shift in 1981. By plotting a multivariate population index against a multivariate stressor index, the shift mechanism was revealed suggesting that the observed population shift was a nonlinear response to the combined effects of overfishing and climate change. Annual resilience values were estimated based on the position of each year in relation to the fitted attractors and assumed tipping points of the fold bifurcation. By interpolating the annual resilience values, a folded stability landscape was fit, which was shaped as predicted by theory. The resilience assessment suggested that the population may be close to another tipping point. This study illustrates how a multivariate analysis, supported by theory of critical transitions and accompanied by a quantitative resilience assessment, can clarify shift mechanisms in data‐rich complex natural systems.     

Spatial correlation as leading indicator of catastrophic shifts

Generic early-warning signals such as increased autocorrelation and variance have been demonstrated in time-series of systems with alternative stable states approaching a critical transition. However, lag times for the detection of such leading indicators are typically long. Here, we show that increased spatial correlation may serve as a more powerful early-warning signal in systems consisting of many coupled units. We first show why from the universal phenomenon of critical slowing down, spatial correlation should be expected to increase in the vicinity of bifurcations. Subsequently, we explore the applicability of this idea in spatially explicit ecosystem models that can have alternative attractors. The analysis reveals that as a control parameter slowly pushes the system towards the threshold, spatial correlation between neighboring cells tends to increase well before the transition. We show that such increase in spatial correlation represents a better early-warning signal than indicators derived from time-series provided that there is sufficient spatial heterogeneity and connectivity in the system.     

Early warning signals of simulated Amazon rainforest dieback

We test proposed generic tipping point early warning signals in a complex climate model (HadCM3) which simulates future dieback of the Amazon rainforest. The equation governing tree cover in the model suggests that zero and non-zero stable states of tree cover co-exist, and a transcritical bifurcation is approached as productivity declines. Forest dieback is a non-linear change in the non-zero tree cover state, as productivity declines, which should exhibit critical slowing down. We use an ensemble of versions of HadCM3 to test for the corresponding early warning signals. However, on approaching simulated Amazon dieback, expected early warning signals of critical slowing down are not seen in tree cover, vegetation carbon or net primary productivity. The lack of a convincing trend in autocorrelation appears to be a result of the system being forced rapidly and non-linearly. There is a robust rise in variance with time, but this can be explained by increases in inter-annual temperature and precipitation variability that force the forest. This failure of generic early warning indicators led us to seek more system-specific, observable indicators of changing forest stability in the model. The sensitivity of net ecosystem productivity to temperature anomalies (a negative correlation) generally increases as dieback approaches, which is attributable to a non-linear sensitivity of ecosystem respiration to temperature. As a result, the sensitivity of atmospheric CO₂ anomalies to temperature anomalies (a positive correlation) increases as dieback approaches. This stability indicator has the benefit of being readily observable in the real world.     

Precritical State Transition Dynamics in the Attractor Landscape of a Molecular Interaction Network Underlying Colorectal Tumorigenesis

From the perspective of systems science, tumorigenesis can be hypothesized as a critical transition (an abrupt shift from one state to another) between proliferative and apoptotic attractors on the state space of a molecular interaction network, for which an attractor is defined as a stable state to which all initial states ultimately converge, and the region of convergence is called the basin of attraction. Before the critical transition, a cellular state might transit between the basin of attraction for an apoptotic attractor and that for a proliferative attractor due to the noise induced by the inherent stochasticity in molecular interactions. Such a flickering state transition (state transition between the basins of attraction for alternative attractors from the impact of noise) would become more frequent as the cellular state approaches near the boundary of the basin of attraction, which can increase the variation in the estimate of the respective basin size. To investigate this for colorectal tumorigenesis, we have constructed a stochastic Boolean network model of the molecular interaction network that contains an important set of proteins known to be involved in cancer. In particular, we considered 100 representative sequences of 20 gene mutations that drive colorectal tumorigenesis. We investigated the appearance of cancerous cells by examining the basin size of apoptotic, quiescent, and proliferative attractors along with the sequential accumulation of gene mutations during colorectal tumorigenesis. We introduced a measure to detect the flickering state transition as the variation in the estimate of the basin sizes for three-phenotype attractors from the impact of noise. Interestingly, we found that this measure abruptly increases before a cell becomes cancerous during colorectal tumorigenesis in most of the gene mutation sequences under a certain level of stochastic noise. This suggests that a frequent flickering state transition can be a precritical phenomenon of colorectal tumorigenesis.     

On signals of phase transitions in salmon population dynamics

Critical slowing down (CSD) reflects the decline in resilience of equilibria near a bifurcation and may reveal early warning signals (EWS) of ecological phase transitions. We studied CSD in the recruitment dynamics of 120 stocks of three Pacific salmon (Oncorhynchus spp.) species in relation to critical transitions in fishery models. Pink salmon (Oncorhynchus gorbuscha) exhibited increased variability and autocorrelation in populations that had a growth parameter, r, close to zero, consistent with EWS of extinction. However, models and data for sockeye salmon (Oncorhynchus nerka) indicate that portfolio effects from heterogeneity in age-at-maturity may obscure EWS. Chum salmon (Oncorhynchus keta) show intermediate results. The data do not reveal EWS of Ricker-type bifurcations that cause oscillations and chaos at high r. These results not only provide empirical support for CSD in some ecological systems, but also indicate that portfolio effects of age structure may conceal EWS of some critical transitions.     

Precursors of state transitions in stochastic systems with delay

Ecosystem dynamics may exhibit alternative stable states induced by positive feedbacks between the state of the system and environmental drivers. Bistable systems are prone to abrupt shifts from one state to another in response to even small and gradual changes in external drivers. These transitions are often catastrophic and difficult to predict by analyzing the mean state of the system. Indicators of the imminent occurrence of phase transitions can serve as important tools to warn ecosystem managers about an imminent transition before the bifurcation point is actually reached. Thus, leading indicators of phase transitions can be used either to prepare for or to prevent the occurrence of a shift to the other state. In recent years, theories of leading indicators of ecosystem shift have been developed and applied to a variety of ecological models and geophysical time series. It is unclear, however, how some of these indicators would perform in the case of systems with a delay. Here, we develop a theoretical framework for the investigation of precursors of state shift in the presence of drivers acting with a delay. We discuss how the effectiveness of leading indicators of state shift based on rising variance may be affected by the presence of delays. We apply this framework to an ecological model of desertification in arid grasslands.     

陆地生态系统临界转换理论及其生态学机制研究进展

随着气候变化和人类活动对陆地生态系统双重扰动的不断加剧,越来越多的研究已经意识到生态系统结构和功能会发生难以预知的突变,并且恢复起来需要很长时间.开发判别典型生态系统临界转换的早期预警模型及理解其生态学机制成为生态学研究的热点.目前,基于跨越多个时空尺度的理论和实验研究,提出了多种预警陆地生态系统临界转换的理论框架和指...     

Slow Recovery from Local Disturbances as an Indicator for Loss of Ecosystem Resilience

A range of indicators have been proposed for identifying the elevated risk of critical transitions in ecosystems. Most indicators are based on the idea that critical slowing down can be inferred from changes in statistical properties of natural fluctuations and spatial patterns. However, identifying these signals in nature has remained challenging. An alternative approach is to infer changes in resilience from differences in standardized experimental perturbations. However, system-wide experimental perturbations are rarely feasible. Here we evaluate the potential to infer the risk of large-scale systemic transitions from local experimental or natural perturbations. We use models of spatially explicit landscapes to illustrate how recovery rates upon small-scale perturbations decrease as an ecosystem approaches a tipping point for a large-scale collapse. We show that the recovery trajectory depends on: (1) the resilience of the ecosystem at large scale, (2) the dispersal rate of organisms, and (3) the scale of the perturbation. In addition, we show that recovery of natural disturbances in a heterogeneous environment can potentially function as an indicator of resilience of a large-scale ecosystem. Our analyses reveal fundamental differences between large-scale weak and local-scale strong perturbations, leading to an overview of opportunities and limitations of the use of local disturbance-recovery experiments.     

Review on detection of critical transition in ecosystems

当一个存在多稳态的生态系统临近突变阈值点时, 外界条件即使发生一个微小变化, 也会引发生态系统的剧烈响应, 使之进入结构和功能截然不同的另一稳定状态, 这种现象称为重大突变(critical transition)。重大突变所导致的稳态转换总是伴随着生态系统服务的急剧变化, 可能对人类可持续发展产生重大影响。预测生态系统突变的发生非常困难, 但科学家在此领域的大量研究结果表明, 通过监测一些通用指标可以判断生态系统是否不断临近重大突变阈值点, 进而可以进行生态系统重大突变预警。该文对近年来生态系统重大突变检测领域所取得的成果进行总结与归纳, 论述了生态系统重大突变的产生机制及其后果, 介绍了生态系统突变预警信号提取的理论基础, 从时间和空间两个维度总结了近年来生态系统重大突变预警信号的提取方法, 概述了当前研究面临的挑战, 指出生态系统突变预警信号的检测应充分利用时空动态数据, 并且联合多个指标, 从多个角度进行综合预警, 此外, 还应重视生态系统结构与重大突变之间的关系, 增强生态系统突变预警能力。     

Early warning signals: the charted and uncharted territories

The realization that complex systems such as ecological communities can collapse or shift regimes suddenly and without rapid external forcing poses a serious challenge to our understanding and management of the natural world. The potential to identify early warning signals that would allow researchers and managers to predict such events before they happen has therefore been an invaluable discovery that offers a way forward in spite of such seemingly unpredictable behavior. Research into early warning signals has demonstrated that it is possible to define and detect such early warning signals in advance of a transition in certain contexts. Here, we describe the pattern emerging as research continues to explore just how far we can generalize these results. A core of examples emerges that shares three properties: the phenomenon of rapid regime shifts, a pattern of “critical slowing down” that can be used to detect the approaching shift, and a mechanism of bifurcation driving the sudden change. As research has expanded beyond these core examples, it is becoming clear that not all systems that show regime shifts exhibit critical slowing down, or vice versa. Even when systems exhibit critical slowing down, statistical detection is a challenge. We review the literature that explores these edge cases and highlight the need for (a) new early warning behaviors that can be used in cases where rapid shifts do not exhibit critical slowing down; (b) the development of methods to identify which behavior might be an appropriate signal when encountering a novel system, bearing in mind that a positive indication for some systems is a negative indication in others; and (c) statistical methods that can distinguish between signatures of early warning behaviors and noise.     

Indicators of transitions in biological systems

In the face of global biodiversity declines, predicting the fate of biological systems is a key goal in ecology. One popular approach is the search for early warning signals (EWSs) based on alternative stable states theory. In this review, we cover the theory behind nonlinearity in dynamic systems and techniques to detect the loss of resilience that can indicate state transitions. We describe the research done on generic abundance‐based signals of instability that are derived from the phenomenon of critical slowing down, which represent the genesis of EWSs research. We highlight some of the issues facing the detection of such signals in biological systems – which are inherently complex and show low signal‐to‐noise ratios. We then document research on alternative signals of instability, including measuring shifts in spatial autocorrelation and trait dynamics, and discuss potential future directions for EWSs research based on detailed demographic and phenotypic data. We set EWSs research in the greater field of predictive ecology and weigh up the costs and benefits of simplicity vs. complexity in predictive models, and how the available data should steer the development of future methods. Finally, we identify some key unanswered questions that, if solved, could improve the applicability of these methods.     

生态系统状态跃变的早期预警信号及检测

生态系统在气候变化和土地利用及人类活动等的影响下其状态会由某一稳态转变到另一稳态。由于环境压力的复杂性、非线性、随机性等特征，往往导致状态转变表现为非线性、突变、跃变等特点。准确界定系统状态跃变的拐点或阈值点存在很大的挑战，而捕捉接近临界拐点前的生态系统结构和属性上的变化特征作为早期预警信号是切实可行的。早期预警信号理论经历理论框架构建、方法确立、机理认知等近半个多世纪的探索，已经由最初的通过仅依赖检测临界点恢复力的速率减慢、方差增加、系统自相关增强等统计学信号过度到更加多样化的检测方法，如检测系统组分属性的变化特征，诊断系统组分各属性之间的关系变化，系统组分的性状变化、系统组分网络结构变化等等，并且试图整合多信号提高预警的精确性。利用来自自然生态系统的长时间高密度数据集和空间代替时间的数据集，基于多度及性状信号的早期预警，结合稳定性、临界恢复力的减速、以及统计参数的指示作用对系统跃变进行早期诊断和预警是预测生态学的主旨。早期预警信号的深入研究不仅能够完善已有理论的不足，同时还能够为生态系统的保护和管理提供切实有效的理论指导。