Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data

Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called `early warning signals', and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data.

Determination of coefficient of consolidation from early stage of log t plot

The standard curve-fitting methods, Casagrande's log t method and Taylor's root t method, for the determination of the coefficient of consolidation use the later part of the consolidation curve and are influenced by secondary compression effects. Literature shows that secondary compression is concurrent with primary consolidation and that its effect is to decrease the value of the coefficient of consolidation. If the early part of the time-compression data is used, the values obtained will be less influenced by secondary compression effects. A method that uses the early part of the log t plot is proposed in this technical note. As the influence of secondary compression is reduced, the value obtained by this method is greater than that yielded by both the standard methods. The permeability values computed from C-v (obtained from the proposed method) rue more in agreement with the measured values than the standard methods showing that the effects of secondary compression are minimized. Time-compression data for a shorter duration is sufficient for the determination of C-v if the coefficient of secondary compression is not required.

Dynamic changes in mitogen-activated protein kinase (MAPK) activities in the corpus luteum of the bonnet monkey (Macaca radiata) during development, induced luteolysis, and simulated early pregnancy: A role for p38 MAPK in the regulation of luteal function

Changes in MAPK activities were examined in the corpus luteum (CL) during luteolysis and pregnancy, employing GnRH antagonist (Cetrorelix)-induced luteolysis, stages of CL, and hCG treatment to mimic early pregnancy as model systems in the bonnet monkey. We hypothesized that MAPKs could serve to phosphorylate critical phosphoproteins to regulate luteal function. Analysis of several indices for structural (caspase-3 activity and DNA fragmentation) and functional (progesterone and steroidogenic acute regulatory protein expression) changes in the CL revealed that the decreased luteal function observed during Cetrorelix treatment and late luteal phase was associated with increased caspase-3 activity and DNA fragmentation. As expected, human chorionic gonadotropin treatment dramatically increased luteal function, but the indices for structural changes were only partially attenuated. All three MAPKs appeared to be constitutively active in the mid-luteal-phase CL, and activities of ERK-1/2 and p38-MAPK (p38), but not Jun N-terminal kinase (JNK)-1/2, decreased significantly (P < 0.05) within 12 - 24 h after Cetrorelix treatment. During the late luteal phase, in contrast to decreased ERK-1/2 and p38 activities, JNK-1/2 activities increased significantly (P < 0.05). Although human chorionic gonadotropin treatment increased ERK-1/2 and p38 activities, it decreased JNK-1/2 activities. The activation status of p38 was correlated with the phosphorylation status of an upstream activator, MAPK kinase-3/6 and the expression of MAPK activated protein kinase-3, a downstream target. Intraluteal administration of p38 kinase inhibitor (SB203580), but not MAPK kinase-1/2 inhibitor (PD98059), decreased the luteal function. Together, these data suggest an important role for p38 in the regulation of CL function in primates.

Nucleation and growth characteristics of cavities during the early stages of tensile creep deformation in a superplastic zirconia-20 wt% alumina composite

Constant-stress tensile creep experiments on a superplastic 3-mol%-yttria-stabilized tetragonal zirconia composite with 20 wt% alumina revealed that cavities nucleate relatively early during tensile deformation. The number of cavities nucleated increases with increasing imposed stress. The cavities nucleate at triple points associated largely with an alumina grain, and then grow rapidly in a cracklike manner to attain dimensions on the order of the grain facet size. It is suggested that coarser-grained superplastic ceramics exhibit lower ductility due to the ease in formation of such grain boundary facet-cracks and their interlinkage to form a macroscopic crack of critical dimensions.

Tidally compressed gas in centers of early-type and ultraluminous galaxies

In this paper we propose that the compressive tidal held in the centers of flat-core early-type galaxies and ultraluminous galaxies compresses molecular clouds producing dense gas observed in the centers of these galaxies. The effect of galactic tidal fields is usually considered disruptive in the literature. However, for some galaxies, the mass profile flattens toward the center and the resulting galactic tidal field is not disruptive, but instead it is compressive within the flat-core region. We have used the virial theorem to determine the minimum density of a molecular cloud to be stable and gravitationally bound within the tidally compressive region of a galaxy. We have applied the mechanism to determine the mean molecular cloud densities in the centers of a sample of flat-core, early-type galaxies and ultraluminous galaxies. For early-type galaxies with a core-type luminosity profile, the tidal held of the galaxy is compressive within half the core radius. We have calculated the mean gas densities for molecular gas in a sample of early-type galaxies which have already been detected in CO emission, and we obtain mean densities of [n] similar to 10(3)-10(6) cm(-3) within the central 100 pc radius. We also use our model to calculate the molecular cloud densities in the inner few hundred parsecs of a sample of ultraluminous galaxies. From the observed rotation curves of these galaxies we show that they have a compressive core within their nuclear region. Our model predicts minimum molecular gas densities in the range 10(2)-10(4) cm(-3) in the nuclear gas disks; the smaller values are applicable typically for galaxies with larger core radii. The resulting density values agree well with the observed range. Also, for large core radii, even fairly low-density gas (similar to 10(2) cm(-3)) can remain bound and stable close to the galactic center.

Time dependent deformations in concrete: A multi-scale approach

Estimation of creep and shrinkage are critical in order to compute loss of prestress with time in order to compute leak tightness and assess safety margins available in containment structures of nuclear power plants. Short-term creep and shrinkage experiments have been conducted using in-house test facilities developed specifically for the present research program on 35 and 45 MPa normal concrete and 25 MPa heavy density concrete. The extensive experimental program for creep, has cylinders subject to sustained levels of load typically for several days duration (till negligible strain increase with time is observed in the creep specimen), to provide the total creep strain versus time curves for the two normal density concrete grades and one heavy density concrete grade at different load levels, different ages at loading, and at different relative humidity’s. Shrinkage studies on prism specimen for concrete of the same mix grades are also being studied. In the first instance, creep and shrinkage prediction models reported in the literature has been used to predict the creep and shrinkage levels in subsequent experimental data with acceptable accuracy. While macro-scale short experiments and analytical model development to estimate time dependent deformation under sustained loads over long term, accounting for the composite rheology through the influence of parameters such as the characteristic strength, age of concrete at loading, relative humidity, temperature, mix proportion (cement: fine aggregate: coarse aggregate: water) and volume to surface ratio and the associated uncertainties in these variables form one part of the study, it is widely believed that strength, early age rheology, creep and shrinkage are affected by the material properties at the nano-scale that are not well established. In order to understand and improve cement and concrete properties, investigation of the nanostructure of the composite and how it relates to the local mechanical properties is being undertaken. While results of creep and shrinkage obtained at macro-scale and their predictions through rheological modeling are satisfactory, the nano and micro indenting experimental and analytical studies are presently underway. Computational mechanics based models for creep and shrinkage in concrete must necessarily account for numerous parameters that impact their short and long term response. A Kelvin type model with several elements representing the influence of various factors that impact the behaviour is under development. The immediate short term deformation (elastic response), effects of relative humidity and temperature, volume to surface ratio, water cement ratio and aggregate cement ratio, load levels and age of concrete at loading are parameters accounted for in this model. Inputs to this model, such as the pore structure and mechanical properties at micro/nano scale have been taken from scanning electron microscopy and micro/nano-indenting of the sample specimen.

Robustness of early warning signals of regime shifts in time-delayed ecological models

Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.

Multiwalled-carbon-nanotube-induced miscibility in near-critical PS/PVME blends: assessment through concentration fluctuations and segmental relaxation

The effects of multiwalled carbon nanotubes (MWNTs) on the concentration fluctuations, interfacial driven elasticity, phase morphology, and local segmental dynamics of chains for near-critical compositions of polystyrene/poly(vinyl to methyl ether) (PS/PVME) blends were systematically investigated using dynamic shear rheology and dielectric spectroscopy. The contribution of the correlation length (xi) of the concentration fluctuations to the evolving stresses was monitored in situ to probe the different stages of demixing in the blends. The classical upturn in the dynamic moduli was taken as the rheological demixing temperature (T-rheo), which was also observed to be in close agreement with those obtained using concentration fluctuation variance, <(delta phi)(2)>, versus temperature curves. Further, Fredrickson and Larson's approach involving the mean-field approximation and the double-reptation self-concentration (DRSC) model was employed to evaluate the spinodal decomposition temperature (T-s). Interestingly, the values of both T-rheo and T-s shifted upward in the blends in the presence of MWNTs, manifesting in molecular-level miscibility. These phenomenal changes were further observed to be a function of the concentration of MWNTs. The evolution of morphology as a function of temperature was studied using polarized optical microscopy (POM). It was observed that PVME, which evolved as an interconnected network during the early stages of demixing, coarsened into a matrix-droplet morphology in the late stages. The preferential wetting of PVME onto MWNTs as a result of physicochemical interactions retained the interconnected network of PVME for longer time scales, as supported by POM and atomic force microscopy (AFM) images. Microscopic heterogeneity in macroscopically miscible systems was studied by dielectric relaxation spectroscopy. The slowing of segmental relaxations in PVME was observed in the presence of both ``frozen'' PS and MWNTs interestingly at temperatures much below the calorimetric glass transition temperature (T-g). This phenomenon was observed to be local rather than global and was addressed by monitoring the evolution of the relaxation spectra near and above the demixing temperature.

Better early osteogenesis of electroconductive hydroxyapatite-calcium titanate composites in a rabbit animal model

In view of the fact that bone healing can be enhanced due to external electric field application, it is important to assess the influence of the implant conductivity on the bone regeneration in vivo. To address this issue, this study reports the in vivo biocompatibility property of multistage spark plasma sintered hydroxyapatite (HA)-80 wt % calcium titanate (CaTiO3) composites and monolithic HA, which have widely different conductivity property (14 orders of magnitude difference). The ability of bone regeneration was assessed by implantation in cylindrical femoral bone defects of rabbit animal model for varying time period of 1, 4, and 12 weeks. The overall assessment of the histology results suggests that the progressive healing of bone defects around HA-80 wt % CaTiO3 is associated with a better efficacy with respect to (w.r.t) early stage neobone formation, which is histomorphometrically around 140% higher than monolithic HA. Overall, this study demonstrates that the in vivo biocompatibility property of HA-80 wt % CaTiO3 with respect to local effects after 12 weeks of implantation is not compromised both qualitatively and quantitatively, and a comparison with control implant (HA) points toward the critical role of electrical conductivity on better early stage bone regeneration. (c) 2013 Wiley Periodicals, Inc. J Biomed Mater Res Part A: 102A: 842-851, 2014.

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.