Effects of stressor characteristics on early warning signs of critical transitions and "critical coupling" in complex dynamical systems.

Abstract

Complex dynamical systems face abrupt transitions into unstable and catastrophic regimes. These critical transitions are triggered by gradual modifications in stressors, which push the dynamical system towards unstable regimes. Bifurcation analysis can characterize such critical thresholds, beyond which systems become unstable. Moreover, the stochasticity of the external stressors causes small-scale fluctuations in the system response. In some systems, the decomposition of these signal fluctuations into precursor signals can reveal early warning signs prior to the critical transition. Here, we present a dynamical analysis of a power system subjected to an increasing load level and small-scale stochastic load perturbations. We show that the auto- and cross-correlations of bus voltage magnitudes increase, leading up to a Hopf bifurcation point, and further grow until the system collapses. This evidences a gradual transition into a state of "critical coupling," which is complementary to the established concept of "critical slowing down." Furthermore, we analyze the effects of the type of load perturbation and load characteristics on early warning signs and find that gradient changes in the autocorrelation provide early warning signs of the imminent critical transition under white-noise but not for auto-correlated load perturbations. Furthermore, the cross-correlation between all voltage magnitude pairs generally increases prior to and beyond the Hopf bifurcation point, indicating "critical coupling," but cannot provide early warning indications. Finally, we show that the established early warning indicators are oblivious to limit-induced bifurcations and, in the case of the power system model considered here, only react to an approaching Hopf bifurcation.