The heart of the scientific enterprise is a rational effort to understand the causes behind the phenomena we observe. In large-scale complex dynamical systems such as the Earth system, real experiments are rarely feasible. However, a rapidly increasing amount of observational and simulated data opens up the use of novel data-driven causal methods beyond the commonly adopted correlation techniques. Here, we give an overview of causal inference frameworks and identify promising generic application cases common in Earth system sciences and beyond. We discuss challenges and initiate the benchmark platform causeme.net to close the gap between method users and developers.

In previous work [1], empirical evidence indicated that a time-varying network could propagate sufficient information to allow synchronization of the sometimes coupled oscillators, despite an instantaneously disconnected topology. We prove here that if the network of oscillators synchronizes for the static time-average of the topology, then the network will synchronize with the time-varying topology if the time-average is achieved sufficiently fast. Fast switching, fast on the time-scale of the coupled oscillators, overcomes the descychnronizing decoherence suggested by disconnected instantaneous networks. This result agrees in spirit with that of [1] where empirical evidence suggested that a moving averaged graph Laplacian could be used in the master-stability function analysis [52]. A new fast switching stability criterion here-in gives sufficiency of a fast-switching network leading to synchronization. Although this sufficient condition appears to be very conservative, it provides new insights about the requirements for synchronization when the network topology is time-varying. In particular, it can be shown that networks of oscillators can synchronize even if at every point in time the frozen-time network topology is insufficiently connected to achieve synchronization.MCS: 37A25, 37D45, 37N25, 93B05, 94C15, 05C80, 92D30

Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are becoming increasingly popular in practical applications. The EDMD improves upon the classical DMD by the inclusion of a flexible choice of dictionary of observables which spans a finite dimensional subspace on which the Koopman operator can be approximated. This enhances the accuracy of the solution reconstruction and broadens the applicability of the Koopman formalism. Although the convergence of the EDMD has been established, applying the method in practice requires a careful choice of the observables to improve convergence with just a finite number of terms. This is especially difficult for high dimensional and highly nonlinear systems. In this paper, we employ ideas from machine learning to improve upon the EDMD method. We develop an iterative approximation algorithm which couples the EDMD with a trainable dictionary represented by an artificial neural network. Using the Duffing oscillator and the Kuramoto Sivashinsky partical differential equation as examples, we show that our algorithm can effectively and efficiently adapt the trainable dictionary to the problem at hand to achieve good reconstruction accuracy without the need to choose a fixed dictionary a priori. Furthermore, to obtain a given accuracy, we require fewer dictionary terms than EDMD with fixed dictionaries. This alleviates an important shortcoming of the EDMD algorithm and enhances the applicability of the Koopman framework to practical problems.

Abstract. The broad abundance of time series data, which is in sharp contrast to limited knowledge of the underlying network dynamic processes that produce such observations, calls for a rigorous and efficient method of causal network inference. Here we develop mathematical theory of causation entropy, an information-theoretic statistic designed for model-free causality inference. For stationary Markov processes, we prove that for a given node in the network, its causal parents forms the minimal set of nodes that maximizes causation entropy, a result we refer to as the optimal causation entropy principle. Furthermore, this principle guides us to develop computational and data efficient algorithms for causal network inference based on a two-step discovery and removal algorithm for time series data for a network-couple dynamical system. Validation in terms of analytical and numerical results for Gaussian processes on large random networks highlight that inference by our algorithm outperforms previous leading methods including conditioned Granger causality and transfer entropy. Interestingly, our numerical results suggest that the number of samples required for accurate inference depends strongly on network characteristics such as the density of links and information diffusion rate and not necessarily on the number of nodes.

We propose a novel method of community detection that is computationally inexpensive and possesses physical significance to a member of a social network. This method is unlike many divisive and agglomerative techniques and is local in the sense that a community can be detected within a network without requiring knowledge of the entire network. A global application of this method is also introduced. Several artificial and real-world networks, including the famous Zachary Karate club, are analyzed.