Skip to main content

Advertisement

Log in

Precursors of state transitions in stochastic systems with delay

  • Original Paper
  • Published:
Theoretical Ecology Aims and scope Submit manuscript

Abstract

Ecosystem dynamics may exhibit alternative stable states induced by positive feedbacks between the state of the system and environmental drivers. Bistable systems are prone to abrupt shifts from one state to another in response to even small and gradual changes in external drivers. These transitions are often catastrophic and difficult to predict by analyzing the mean state of the system. Indicators of the imminent occurrence of phase transitions can serve as important tools to warn ecosystem managers about an imminent transition before the bifurcation point is actually reached. Thus, leading indicators of phase transitions can be used either to prepare for or to prevent the occurrence of a shift to the other state. In recent years, theories of leading indicators of ecosystem shift have been developed and applied to a variety of ecological models and geophysical time series. It is unclear, however, how some of these indicators would perform in the case of systems with a delay. Here, we develop a theoretical framework for the investigation of precursors of state shift in the presence of drivers acting with a delay. We discuss how the effectiveness of leading indicators of state shift based on rising variance may be affected by the presence of delays. We apply this framework to an ecological model of desertification in arid grasslands.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4

Similar content being viewed by others

References

  • Brock WA, Carpenter SR (2006) Variance as a leading indicator of regime shift in ecosystem services. Ecol Soc 11(2):9

    Google Scholar 

  • Carpenter SR (2005) Eutrophication of aquatic ecosystems: bistability and soil phosphorus. Proc Natl Acad Sci USA 102:10002–10005

    Article  CAS  PubMed Central  PubMed  Google Scholar 

  • Carpenter SR, Brock WA (2006) Rising variance: a leading indicator of ecological transition. Ecol Lett 9:311–318

    Article  CAS  PubMed  Google Scholar 

  • Carpenter SR, Cole JJ, Pace ML, Batt R, Brock WA, Cline T, Coloso J, Hodgson JR, Kitchell JF, Seekell DA, Smith L, Weidel B (2011) Early warnings of regime shifts: a whole-ecosystem experiment. Science 332:1079–1082

    Article  CAS  PubMed  Google Scholar 

  • Dakos V, Scheffer M, van Nes EH, Brovkin V, Petoukhov V, Held HH (2008) Slowing down as an early warning signal for abrupt climate change. Proc Natl Acad Sci USA 105:14308–14312

    Article  CAS  PubMed Central  PubMed  Google Scholar 

  • Dakos V, van Nes E, Donangelo R, Fort H, Scheffer M (2010) Spatial correlation as leading indicator of catastrophic shifts. Theor Ecol 3:163–174

    Article  Google Scholar 

  • Dakos V, van Nes EH, D’Odorico P, Scheffer M (2012) How robust are variance and autocorrelation as early-warning signals for critical transitions? Ecology 93(2):264–271

    Article  PubMed  Google Scholar 

  • D’Odorico P, Laio F, Ridolfi L (2012) Noise-sustained fluctuations in stochastic dynamics with a delay. Phys Rev E 85(041106)

  • D’Odorico P, Bhattachan A, Davis KF, Ravi S, Runyan CW (2013) Global desertification: drivers and feedbacks. Adv Water Res 51:326–344

    Article  Google Scholar 

  • Frank TD (2005) Delay Fokker–Plank equations, perturbation theory, and data analysis for non-linear stochastic systems with time delays. Phys Rev E 71(031106)

  • Frank TD (2006) Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics. Phys Lett A 357(275):275–283

    Article  CAS  Google Scholar 

  • Frank TD, Beek PJ (2001) Stationary solutions of linear stochastic delay differential equations: applications to biological systems. Phys Rev E 64(2 Pt 1):021917

    Article  CAS  Google Scholar 

  • Frank TD, Beek PJ, Friedrich R (2003) Fokker-Plank perspective on stochastic delay systems: exact solutions and data analysis of biological systems. Phys Rev E 68(2 Pt 1):021912

    Article  CAS  Google Scholar 

  • Gardiner CW (1986) Handbook of stochastic methods. Springer, Berlin

    Google Scholar 

  • Gurney W, Blythe S, Nisbet R (1980) Nicholsons blowflies revisited. Nature 287:17–22

    Article  Google Scholar 

  • Guillouzic S, L’Heureux I, Longtin A (1999) Small delay approximation of stochastic delay equations. Phys Rev E 59(4):3970–3982

    Article  CAS  Google Scholar 

  • Guttal V, Jayaprakash C (2008) Changing skewness: an early warning signal of regime shifts in ecosystems. Ecol Lett 11:450460

    Article  Google Scholar 

  • Gyori I (1991) Oscillation theory of delay differential equations. Clarendon, Oxford

    Google Scholar 

  • Held H, Kleinen T (2004) Detection of climate system bifurcations by degenerate fingerprinting. Geophys Res Lett 31:L23207

    Article  Google Scholar 

  • Horsthemke W, Lefever R (1984) Noise-induced transitions: theory and applications in physics, chemistry, and biology. Springer, Berlin

    Google Scholar 

  • Just W, Pelster A, Schanz M, Scholl E (2010) Delayed complex systems: an overview. Philos Trans R Soc A 368:303–304

    Article  Google Scholar 

  • Lefebvre J, Longtin A, Leblanc VG (2010) Oscillatory response in a sensory network of ON and OFF cells with instantaneous and delayed recurrent connections. Philos Trans R Soc A 368:455

    Article  CAS  Google Scholar 

  • MacKey M (1989) Commodity price fluctuations: price dependent delays and nonlinearities as explanatory factors. J Econ Theory 48:497–509

    Article  Google Scholar 

  • MacKey M, Nechaeva I (1995) Solution moment stability in stochastic differential delay equations. Phys Rev E 52:3366–3376

    Article  CAS  Google Scholar 

  • May RM (1977) Thresholds and breakpoints in ecosystems with a multiplicity of stable states. Nature 269:471–477

    Article  Google Scholar 

  • May R (1980) Mathematical models in whaling and fisheries management in some mathematical questions in biology, vol 13. American Mathematical Society, Providence, p 164

    Google Scholar 

  • Noy-Meir I (1975) Stability of grazing systems an application of predator prey graphs. J Ecol 63:459–481

    Article  Google Scholar 

  • Ridolfi L, D’Odorico P, Laio F (2011) Noise-induced phenomena in the environmental sciences. Cambridge University Press, New York, p 314

    Book  Google Scholar 

  • Rietkerk M, van de Koppel J (1997) Alternate stable states and threshold effects in semiarid grazing systems. Oikos 79(69):76

    Google Scholar 

  • Runyan CW, D’Odorico P, Lawrence D (2012) Physical and biological feedbacks on deforestation. Rev Geophys 50:RG4006. doi:10.1029/2012RG000394

    Google Scholar 

  • Scheffer M (2009) Critical transitions in nature and society. Princeton University Press, Princeton

    Google Scholar 

  • Scheffer MS, Carpenter SR, Foley JA, Folke C, Walker BH (2001) Catastrophic shifts in ecosystems. Nature 413:591596

    Article  Google Scholar 

  • Scheffer M, Bascompte J, Brock WA, Brovkin V, Carpenter SR, Dakos V, Held H, van Nes EH, Rietkerk M, Sugihara G (2009) Early-warning signals for critical transitions. Nature 461:5359

    Article  Google Scholar 

  • Strogartz SH (1994) Nonlinear dynamics and chaos with applications to physics, biology, chemistry, and engineering. Perseus Books, Reading

    Google Scholar 

  • Thomas DM, Weedermann, Billings L, Hoffacker J, Washington-Allen R (2009) When to spray: a time-scale calculus approach to controlling the impact of west nile virus. Ecol Soc 14:771–781

    Google Scholar 

  • van Nes EH, Scheffer M (2007) Slow recovery from perturbations as a generic indicator of a nearby catastrophic shift. Am Nat 169:738747

    Google Scholar 

  • van de Koppel J, et al (2002) Spatial heterogeneity and irreversible vegetation change in semiarid grazing systems. Am Nat 159(2):209218

    Google Scholar 

  • Walker BH, Ludwig D, Holling CS, Peterman RM (1981) Stability of semi-arid savanna grazing systems. J Ecol 69(2):473–498

    Article  Google Scholar 

  • Walker BH, Salt D (2006) Resilience thinking. Island Press, Washington, DC

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Paolo D’Odorico.

Rights and permissions

Reprints and permissions

About this article

Cite this article

D’Odorico, P., Ridolfi, L. & Laio, F. Precursors of state transitions in stochastic systems with delay. Theor Ecol 6, 265–270 (2013). https://doi.org/10.1007/s12080-013-0188-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12080-013-0188-2

Keywords

Navigation