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.     

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.     

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.     

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.     

Flickering as an early warning signal

Most work on generic early warning signals for critical transitions focuses on indicators of the phenomenon of critical slowing down that precedes a range of catastrophic bifurcation points. However, in highly stochastic environments, systems will tend to shift to alternative basins of attraction already far from such bifurcation points. In fact, strong perturbations (noise) may cause the system to “flicker” between the basins of attraction of the system’s alternative states. As a result, under such noisy conditions, critical slowing down is not relevant, and one would expect its related generic leading indicators to fail, signaling an impending transition. Here, we systematically explore how flickering may be detected and interpreted as a signal of an emerging alternative attractor. We show that—although the two mechanisms differ—flickering may often be reflected in rising variance, lag-1 autocorrelation and skewness in ways that resemble the effects of critical slowing down. In particular, we demonstrate how the probability distribution of a flickering system can be used to map potential alternative attractors and their resilience. Thus, while flickering systems differ in many ways from the classical image of critical transitions, changes in their dynamics may carry valuable information about upcoming major changes.     

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.     

Neuronal oscillator robustness to multiple global perturbations

Neuronal activity depends on ion channels and biophysical processes that are strongly and differentially sensitive to physical variables such as temperature and pH. Nonetheless, neuronal oscillators can be surprisingly resilient to perturbations in these variables. We study a three-neuron pacemaker ensemble that drives the pyloric rhythm of the crab, Cancer borealis. These crabs routinely experience a number of global perturbations, including changes in temperature and pH. Although pyloric oscillations are robust to such changes, for sufficiently large deviations the rhythm reversibly breaks down. As temperature increases beyond a tipping point, oscillators transition to silence. Acidic pH deviations also show tipping points, with a reliable transition first to tonic spiking, then to silence. Surprisingly, robustness to perturbations in pH only moderately affects temperature robustness. Consistent with high animal-to-animal variability in biophysical circuit parameters, tipping points in temperature and pH vary across animals. However, the ordering and discrete classes of transitions at critical points are conserved. This implies that qualitative oscillator dynamics are preserved across animals despite high quantitative parameter variability. A universal model of bursting dynamics predicts the existence of these transition types and the order in which they occur.     

Activity-mediated accumulation of potassium induces a switch in firing pattern and neuronal excitability type

During normal neuronal activity, ionic concentration gradients across a neuron’s membrane are often assumed to be stable. Prolonged spiking activity, however, can reduce transmembrane gradients and affect voltage dynamics. Based on mathematical modeling, we investigated the impact of neuronal activity on ionic concentrations and, consequently, the dynamics of action potential generation. We find that intense spiking activity on the order of a second suffices to induce changes in ionic reversal potentials and to consistently induce a switch from a regular to an intermittent firing mode. This transition is caused by a qualitative alteration in the system’s voltage dynamics, mathematically corresponding to a co-dimension-two bifurcation from a saddle-node on invariant cycle (SNIC) to a homoclinic orbit bifurcation (HOM). Our electrophysiological recordings in mouse cortical pyramidal neurons confirm the changes in action potential dynamics predicted by the models: (i) activity-dependent increases in intracellular sodium concentration directly reduce action potential amplitudes, an effect typically attributed solely to sodium channel inactivation; (ii) extracellular potassium accumulation switches action potential generation from tonic firing to intermittently interrupted output. Thus, individual neurons may respond very differently to the same input stimuli, depending on their recent patterns of activity and/or the current brain-state.     

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.     

The influence of depolarization block on seizure-like activity in networks of excitatory and inhibitory neurons

The inhibitory restraint necessary to suppress aberrant activity can fail when inhibitory neurons cease to generate action potentials as they enter depolarization block. We investigate possible bifurcation structures that arise at the onset of seizure-like activity resulting from depolarization block in inhibitory neurons. Networks of conductance-based excitatory and inhibitory neurons are simulated to characterize different types of transitions to the seizure state, and a mean field model is developed to verify the generality of the observed phenomena of excitatory-inhibitory dynamics. Specifically, the inhibitory population’s activation function in the Wilson-Cowan model is modified to be non-monotonic to reflect that inhibitory neurons enter depolarization block given strong input. We find that a physiological state and a seizure state can coexist, where the seizure state is characterized by high excitatory and low inhibitory firing rate. Bifurcation analysis of the mean field model reveals that a transition to the seizure state may occur via a saddle-node bifurcation or a homoclinic bifurcation. We explain the hysteresis observed in network simulations using these two bifurcation types. We also demonstrate that extracellular potassium concentration affects the depolarization block threshold; the consequent changes in bifurcation structure enable the network to produce the tonic to clonic phase transition observed in biological epileptic networks.     

Forecasting Bifurcations from Large Perturbation Recoveries in Feedback Ecosystems

Forecasting bifurcations such as critical transitions is an active research area of relevance to the management and preservation of ecological systems. In particular, anticipating the distance to critical transitions remains a challenge, together with predicting the state of the system after these transitions are breached. In this work, a new model-less method is presented that addresses both these issues based on monitoring recoveries from large perturbations. The approach uses data from recoveries of the system from at least two separate parameter values before the critical point, to predict both the bifurcation and the post-bifurcation dynamics. The proposed method is demonstrated, and its performance evaluated under different levels of measurement noise, with two ecological models that have been used extensively in previous studies of tipping points and alternative steady states. The first one considers the dynamics of vegetation under grazing; the second, those of macrophyte and phytoplankton in shallow lakes. Applications of the method to more complex situations are discussed together with the kinds of empirical data needed for its implementation.     

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.     

Scaling effects and spatio-temporal multilevel dynamics in epileptic seizures

Epileptic seizures are one of the most well-known dysfunctions of the nervous system. During a seizure, a highly synchronized behavior of neural activity is observed that can cause symptoms ranging from mild sensual malfunctions to the complete loss of body control. In this paper, we aim to contribute towards a better understanding of the dynamical systems phenomena that cause seizures. Based on data analysis and modelling, seizure dynamics can be identified to possess multiple spatial scales and on each spatial scale also multiple time scales. At each scale, we reach several novel insights. On the smallest spatial scale we consider single model neurons and investigate early-warning signs of spiking. This introduces the theory of critical transitions to excitable systems. For clusters of neurons (or neuronal regions) we use patient data and find oscillatory behavior and new scaling laws near the seizure onset. These scalings lead to substantiate the conjecture obtained from mean-field models that a Hopf bifurcation could be involved near seizure onset. On the largest spatial scale we introduce a measure based on phase-locking intervals and wavelets into seizure modelling. It is used to resolve synchronization between different regions in the brain and identifies time-shifted scaling laws at different wavelet scales. We also compare our wavelet-based multiscale approach with maximum linear cross-correlation and mean-phase coherence measures.     

Ghostbursting: A Novel Neuronal Burst Mechanism

Pyramidal cells in the electrosensory lateral line lobe (ELL) of weakly electric fish have been observed to produce high-frequency burst discharge with constant depolarizing current (Turner et al., 1994). We present a two-compartment model of an ELL pyramidal cell that produces burst discharges similar to those seen in experiments. The burst mechanism involves a slowly changing interaction between the somatic and dendritic action potentials. Burst termination occurs when the trajectory of the system is reinjected in phase space near the ghost of a saddle-node bifurcation of fixed points. The burst trajectory reinjection is studied using quasi-static bifurcation theory, that shows a period doubling transition in the fast subsystem as the cause of burst termination. As the applied depolarization is increased, the model exhibits first resting, then tonic firing, and finally chaotic bursting behavior, in contrast with many other burst models. The transition between tonic firing and burst firing is due to a saddle-node bifurcation of limit cycles. Analysis of this bifurcation shows that the route to chaos in these neurons is type I intermittency, and we present experimental analysis of ELL pyramidal cell burst trains that support this model prediction. By varying parameters in a way that changes the positions of both saddle-node bifurcations in parameter space, we produce a wide gallery of burst patterns, which span a significant range of burst time scales.     

生态系统多稳态研究进展

在多稳态的生态系统中,外力可能导致生态系统状态突然之间发生不可逆转的转变,从而达到一个新的平衡状态。但目前对多稳态理论的系统研究很少,如何使用预警信号来预测生态系统的状态转变依旧是个难题。通过多稳态理论的梳理提出了一个更加综合的多稳态定义,并以放牧模型为例,系统总结了多稳态理论的相关概念,将多稳态理论应用在生态系统演替和扰沌理论的解释中;通过对生态系统稳态转换预警信号的原理、优缺点和应用条件的分析,对不同尺度下多稳态的研究方法进行了归纳;最后提出了目前多稳态领域的研究问题和未来的研究重点。结果表明:(1)将时间和空间预警信号结合在一起,并量化正确预警信号的概率,对错误预警信号的比例进行加权,可能会提供更准确的稳态转换的预报。(2)定量观测试验适用于小尺度的研究,而较大尺度的研究则采用简化的模型来模拟研究,选择正确的尺度极有可能改变预警信号的可靠性。(3)结合多稳态理论研究生态系统临界转换和反馈控制机制,并将基于性状的特征指标和进化动力学纳入其中,是生态系统修复实践的重要研究方向。(4)将多稳态相关理论和生态保护管理政策的实践相结合,是多稳态理论未来应用的前景。本研究为多稳态理论和实践的...     

Spontaneous secondary spiking in excitable cells

Kepler & Marder (1993, Biol. Cybern.68, 209-214) proposed a model describing the electrical activity of a crab neuron in which a train of directly induced action potentials is sometimes followed by one or more spontaneous action potentials, referred to as spontaneous secondary spikes. We reduce their five-dimensional model to three dimensions in two different ways in order to gain insight into the mechanism underlying the spontaneous spikes. We then treat a slowly varying current as a parameter in order to give a qualitative explanation of the phenomenon using phase-plane and bifurcation analysis. We demonstrate that a three-dimensional model, consisting of a two-dimensional excitable system plus a slow inward current, is sufficient to produce the behaviour observed in the original model. The exact dynamics of the excitable system are not important, but the relative time constant and amplitude of the slow inward current are crucial. Using the numerical bifurcation analysis package AUTO (Doedel & Kernevez, 1986, AUTO: Software for Continuation and Bifurcation Problems in Ordinary Differential Equations. California Institute of Technology), we compute bifurcation diagrams using the maximum amplitude of the slow inward current as the bifurcation parameter. The full and reduced models have a stable resting potential for all values of the bifurcation parameter. At a critical value of the bifurcation parameter, a stable tonic firing mode arises via a saddle-node of periodics bifurcation. Whether or not the models can exhibit transient or continuous spontaneous spiking depends on their position in parameter space relative to this saddle-node of periodics.     

Generation of Very Slow Neuronal Rhythms and Chaos Near the Hopf Bifurcation in Single Neuron Models

We have presented a new generation mechanism of slow spiking or repetitive discharges with extraordinarily long inter-spike intervals using the modified Hodgkin-Huxley equations (Doi and Kumagai, 2001). This generation process of slow firing is completely different from that of the well-known potassium A-current in that the steady-state current-voltage relation of the neuronal model is monotonic rather than the N-shaped one of the A-current. In this paper, we extend the previous results and show that the very slow spiking generically appears in both the three-dimensional Hodgkin-Huxley equations and the three dimensional Bonhoeffer-van der Pol (or FitzHugh-Nagumo) equations. The generation of repetitive discharges or the destabilization of the unique equilibrium point (resting potential) is a simple Hopf bifurcation. We also show that the generation of slow spiking does not depend on the stability of the Hopf bifurcation: supercritical or subcritical. The dynamics of slow spiking is investigated in detail and we demonstrate that the phenomenology of slow spiking can be categorized into two types according to the type of the corresponding bifurcation of a fast subsystem: Hopf or saddle-node bifurcation.     

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.     

Exploring how extracellular electric field modulates neuron activity through dynamical analysis of a two-compartment neuron model

To investigate how extracellular electric field modulates neuron activity, a reduced two-compartment neuron model in the presence of electric field is introduced in this study. Depending on neuronal geometric and internal coupling parameters, the behaviors of the model have been studied extensively. The neuron model can exist in quiescent state or repetitive spiking state in response to electric field stimulus. Negative electric field mainly acts as inhibitory stimulus to the neuron, positive weak electric field could modulate spiking frequency and spike timing when the neuron is already active, and positive electric fields with sufficient intensity could directly trigger neuronal spiking in the absence of other stimulations. By bifurcation analysis, it is observed that there is saddle-node on invariant circle bifurcation, supercritical Hopf bifurcation and subcritical Hopf bifurcation appearing in the obtained two parameter bifurcation diagrams. The bifurcation structures and electric field thresholds for triggering neuron firing are determined by neuronal geometric and coupling parameters. The model predicts that the neurons with a nonsymmetric morphology between soma and dendrite, are more sensitive to electric field stimulus than those with the spherical structure. These findings suggest that neuronal geometric features play a crucial role in electric field effects on the polarization of neuronal compartments. Moreover, by determining the electric field threshold of our biophysical model, we could accurately distinguish between suprathreshold and subthreshold electric fields. Our study highlights the effects of extracellular electric field on neuronal activity from the biophysical modeling point of view. These insights into the dynamical mechanism of electric field may contribute to the investigation and development of electromagnetic therapies, and the model in our study could be further extended to a neuronal network in which the effects of electric fields on network activity may be investigated.     

Bifurcation structure of a model of bursting pancreatic cells

One- and two-dimensional bifurcation studies of a prototypic model of bursting oscillations in pancreatic beta-cells reveal a squid-formed area of chaotic dynamics in the parameter plane, with period-doubling bifurcations on one side of the arms and saddle-node bifurcations on the other. The transition from this structure to the so-called period-adding structure is found to involve a subcritical period-doubling bifurcation and the emergence of type-III intermittency. The period-adding transition itself is not smooth but consists of a saddle-node bifurcation in which (n+1)-spike bursting behavior is born, slightly overlapping with a subcritical period-doubling bifurcation in which n-spike bursting behavior loses its stability.