TL;DR
This paper investigates how non-Markovian noise affects warning signs for bifurcations in stochastic systems, revealing that standard early warning indicators may fail or change under coloured noise and complex processes.
Contribution
It extends the theory of warning signs to non-Markovian stochastic systems, showing how noise properties alter scaling laws near bifurcations.
Findings
Warning signs can disappear or change exponent with non-Markovian noise.
Standard warning signs may not apply to reduced models of complex systems.
Numerical demonstration with a climate model of the Atlantic Meridional Overturning Circulation.
Abstract
Warning signs for tipping points (or critical transitions) have been very actively studied. Although the theory has been applied successfully in models and in experiments for many complex systems such as for tipping in climate systems, there are ongoing debates, when warning signs can be extracted from data. In this work, we shed light on this debate by considering different types of underlying noise. Thereby, we significantly advance the general theory of warning signs for nonlinear stochastic dynamics. A key scenario deals with stochastic systems approaching a bifurcation point dynamically upon slow parameter variation. The stochastic fluctuations are generically able to probe the dynamics near a deterministic attractor to reveal critical slowing down. Using scaling laws near bifurcations, one can then anticipate the distance to a bifurcation. Previous warning signs results assume…
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