Macroscopic Stochastic Model for Economic Cycle Dynamics.

We present a stochastic dynamic model which can explain economic cycles. We show that the macroscopic description yields a complex dynamical landscape consisting of multiple stable fixed points, each corresponding to a split of the population into a large low and a small high income group. The stochastic fluctuations induce switching between the resulting metastable states and excitation oscillations just below a deterministic bifurcation.

Recent achievements in nonlinear dynamics, synchronization, and networks.

This Focus Issue covers recent developments in the broad areas of nonlinear dynamics, synchronization, and emergent behavior in dynamical networks. It targets current progress on issues such as time series analysis and data-driven modeling from real data such as climate, brain, and social dynamics. Predicting and detecting early warning signals of extreme climate conditions, epileptic seizures, or other catastrophic conditions are the primary tasks from real or experimental data.

Learning interpretable collective variables for spreading processes on networks.

Collective variables (CVs) are low-dimensional projections of high-dimensional system states. They are used to gain insights into complex emergent dynamical behaviors of processes on networks. The relation between CVs and network measures is not well understood and its derivation typically requires detailed knowledge of both the dynamical system and the network topology.

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

In recent years, several global events have severely disrupted economies and social structures, undermining confidence in the resilience of modern societies. Examples include the COVID-19 pandemic, which brought unprecedented health challenges and economic disruptions, and the emergence of geopolitical tensions and conflicts that have further strained international relations and economic stability. While empirical evidence on the dynamics and drivers of past societal collapse is mounting, a process-based understanding of these dynamics is still in its infancy.

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

Comparable to the traditional notion of stability in system dynamics, resilience is typically measured in a way that assesses the quality of a system's response, for example, the speed of its recovery. We present a broadly applicable complementary measurement framework that quantifies resilience similarly to basin stability by estimating a resilience basin, which reflects the extent of adverse influences that the system can recover from in a sufficient manner. In contrast to basin stability, the adverse influences considered here are not necessarily displacements in state space, but arbitrarily complex impacts to the system, quantified by adequate parameters.

Optimizing testing strategies for early detection of disease outbreaks in animal trade networks via MCMC.

The animal trades between farms and other livestock holdings form a complex livestock trade network. The movement of animals between trade actors plays an important role in the spread of infectious diseases among premises. Particularly, the outbreak of silent diseases that have no clinically obvious symptoms in the animal trade system should be diagnosed by taking special tests.

A Temporal Network Model for Livestock Trade Systems.

The movements of animals between farms and other livestock holdings for trading activities form a complex livestock trade network. These movements play an important role in the spread of infectious diseases among premises. For studying the disease spreading among animal holdings, it is of great importance to understand the structure and dynamics of the trade system.

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

Spreading dynamics and complex contagion processes on networks are important mechanisms underlying the emergence of critical transitions, tipping points and other non-linear phenomena in complex human and natural systems. Increasing amounts of temporal network data are now becoming available to study such spreading processes of behaviours, opinions, ideas, diseases and innovations to test hypotheses regarding their specific properties. To this end, we here present a methodology based on dose-response functions and hypothesis testing using surrogate data models that randomise most aspects of the empirical data while conserving certain structures relevant to contagion, group or homophily dynamics.

Moving the epidemic tipping point through topologically targeted social distancing.

The epidemic threshold of a social system is the ratio of infection and recovery rate above which a disease spreading in it becomes an epidemic. In the absence of pharmaceutical interventions (i.e.

Emergent inequality and business cycles in a simple behavioral macroeconomic model.

Standard macroeconomic models assume that households are rational in the sense that they are perfect utility maximizers and explain economic dynamics in terms of shocks that drive the economy away from the steady state. Here we build on a standard macroeconomic model in which a single rational representative household makes a savings decision of how much to consume or invest. In our model, households are myopic boundedly rational heterogeneous agents embedded in a social network.

Macroscopic approximation methods for the analysis of adaptive networked agent-based models: Example of a two-sector investment model.

In this paper, we propose a statistical aggregation method for agent-based models with heterogeneous agents that interact both locally on a complex adaptive network and globally on a market. The method combines three approaches from statistical physics: (a) moment closure, (b) pair approximation of adaptive network processes, and (c) thermodynamic limit of the resulting stochastic process. As an example of use, we develop a stochastic agent-based model with heterogeneous households that invest in either a fossil-fuel- or renewables-based sector while allocating labor on a competitive market.

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

Social tipping, where minorities trigger larger populations to engage in collective action, has been suggested as one key aspect in addressing contemporary global challenges. Here, we refine Granovetter's widely acknowledged theoretical threshold model of collective behavior as a numerical modelling tool for understanding social tipping processes and resolve issues that so far have hindered such applications. Based on real-world observations and social movement theory, we group the population into certain or potential actors, such that - in contrast to its original formulation - the model predicts non-trivial final shares of acting individuals.

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

Increasingly complex nonlinear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socioeconomic and sociocultural World of human societies and their interactions. Identifying pathways toward a sustainable future in these models for informing policymakers and the wider public, e.g.

Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions.

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension.

Abrupt transitions in time series with uncertainties.

Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions.

Survivability of Deterministic Dynamical Systems.

The notion of a part of phase space containing desired (or allowed) states of a dynamical system is important in a wide range of complex systems research. It has been called the safe operating space, the viability kernel or the sunny region. In this paper we define the notion of survivability: Given a random initial condition, what is the likelihood that the transient behaviour of a deterministic system does not leave a region of desirable states.

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

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates.

Macroscopic description of complex adaptive networks coevolving with dynamic node states.

In many real-world complex systems, the time evolution of the network's structure and the dynamic state of its nodes are closely entangled. Here we study opinion formation and imitation on an adaptive complex network which is dependent on the individual dynamic state of each node and vice versa to model the coevolution of renewable resources with the dynamics of harvesting agents on a social network. The adaptive voter model is coupled to a set of identical logistic growth models and we mainly find that, in such systems, the rate of interactions between nodes as well as the adaptive rewiring probability are crucial parameters for controlling the sustainability of the system's equilibrium state.

How dead ends undermine power grid stability.

The cheapest and thus widespread way to add new generators to a high-voltage power grid is by a simple tree-like connection scheme. However, it is not entirely clear how such locally cost-minimizing connection schemes affect overall system performance, in particular the stability against blackouts. Here we investigate how local patterns in the network topology influence a power grid's ability to withstand blackout-prone large perturbations.

Quantifying causal coupling strength: a lag-specific measure for multivariate time series related to transfer entropy.

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge, Heitzig, Petoukhov, and Kurths [Phys. Rev. Lett.

Escaping the curse of dimensionality in estimating multivariate transfer entropy.

Multivariate transfer entropy (TE) is a model-free approach to detect causalities in multivariate time series. It is able to distinguish direct from indirect causality and common drivers without assuming any underlying model. But despite these advantages it has mostly been applied in a bivariate setting as it is hard to estimate reliably in high dimensions since its definition involves infinite vectors.

Analytical framework for recurrence network analysis of time series.

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the method has still been missing so far. Here, we interpret an ɛ-recurrence network as a discrete subnetwork of a "continuous" graph with uncountably many vertices and edges corresponding to the system's attractor.

Self-enforcing strategies to deter free-riding in the climate change mitigation game and other repeated public good games.

As the Copenhagen Accord indicates, most of the international community agrees that global mean temperature should not be allowed to rise more than two degrees Celsius above preindustrial levels to avoid unacceptable damages from climate change. The scientific evidence distilled in the Fourth Assessment Report of the Intergovernmental Panel on Climate Change and recent reports by the US National Academies shows that this can only be achieved by vast reductions of greenhouse gas emissions. Still, international cooperation on greenhouse gas emissions reductions suffers from incentives to free-ride and to renegotiate agreements in case of noncompliance, and the same is true for other so-called "public good games.