Detection of coupling in Duffing oscillator systems

In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the conditional mutual information (CMI) based on the Shannon entropy, we successfully infer the direction of coupling for different system regimes. Moreover, we show that in the weak coupling limit the values of CMI can be used to infer the coupling parameters by computing the derivative of the conditional mutual information with respect to the coupling strength, called the information susceptibility. The complete numerical implementation is available at https://repo.ijs.si/mbresar/duffing-cmi.