Related papers: Is climate change time reversible?
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
Anticipating a tipping point, a transition from one stable steady state to another, is a problem of broad relevance due to the ubiquity of the phenomenon in diverse fields. The steady-state nature of the dynamics about a tipping point makes…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever…
We introduce the notion of time reversal in open quantum systems as represented by linear quantum operations, and a related generalization of classical entropy production in the environment. This functional is the ratio of the probability…
We revisit a recent claim that the Earth's climate system is characterized by sensitive dependence to parameters; in particular, that the system exhibits an asymmetric, large-amplitude response to normally distributed feedback forcing. Such…
Existing methods for diagnosing predictability in climate indices often make a number of unjustified assumptions about the climate system that can lead to misleading conclusions. We present a flexible family of state-space models capable of…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
Climate change is a reality of today. Paleoclimatic proxies and climate predictions based on coupled atmosphere-ocean general circulation models provide us with temperature data. Using Detrended Fluctuation Analysis, we are investigating…
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…
Adaptation-relevant predictions of climate change are often derived by combining climate model simulations in a multi-model ensemble. Model evaluation methods used in performance-based ensemble weighting schemes have limitations in the…
We present a simple, analytic point source model for both static and time-varying point-like heat sources and the resulting temperature profile that solves the heat equation in dimension three. Simple algorithms to detect the location and…
The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…
This article concerns the estimation of hitting time statistics for potentially non-stationary processes. The main focus is exceedance times of environmental processes. To this end we consider an empirical estimator based on ergodic theory…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…
We propose predictive information, that is information between a long past of duration T and the entire infinitely long future of a time series, as a universal order parameter to study phase transitions in physical systems. It can be used,…
Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below which the change materializes. In this paper, we study a…