Jobst Heitzig

How dead ends undermine power grid stability

The cheapest and thus widespread way to add new generators to a high-voltage power grid is by a simple tree-like connection scheme. However, it is not entirely clear how such locally cost-minimizing connection schemes affect overall system performance, in particular the stability against blackouts. Here we investigate how local patterns in the network topology influence a power grids ability to withstand blackout-prone large perturbations. Employing basin stability, a nonlinear concept, we find in numerical simulations of artificially generated power grids that tree-like connection schemes--so-called dead ends and dead trees--strongly diminish stability. A case study of the Northern European power system confirms this result and demonstrates that the inverse is also true: repairing dead ends by addition of a few transmission lines substantially enhances stability. This may indicate a topological design principle for future power grids: avoid dead ends.

Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge, Heitzig, Petoukhov, and Kurths [Phys. Rev. Lett. 108, 258701 (2012)], it is even more important to assess the strength of their association in a meaningful way. In the present article we focus on the problem of defining a meaningful coupling strength using information-theoretic measures and demonstrate the shortcomings of the well-known mutual information and transfer entropy. Instead, we propose a certain time-delayed conditional mutual information, the momentary information transfer (MIT), as a lag-specific measure of association that is general, causal, reflects a well interpretable notion of coupling strength, and is practically computable. Rooted in information theory, MIT is general in that it does not assume a certain model class underlying the process that generates the time series. As discussed in a previous paper [Runge, Heitzig, Petoukhov, and Kurths, Phys. Rev. Lett. 108, 258701 (2012)], the general framework of graphical models makes MIT causal in that it gives a nonzero value only to lagged components that are not independent conditional on the remaining process. Further, graphical models admit a low-dimensional formulation of conditions, which is important for a reliable estimation of conditional mutual information and, thus, makes MIT practically computable. MIT is based on the fundamental concept of source entropy, which we utilize to yield a notion of coupling strength that is, compared to mutual information and transfer entropy, well interpretable in that, for many cases, it solely depends on the interaction of the two components at a certain lag. In particular, MIT is, thus, in many cases able to exclude the misleading influence of autodependency within a process in an information-theoretic way. We formalize and prove this idea analytically and numerically for a general class of nonlinear stochastic processes and illustrate the potential of MIT on climatological data.

Self-enforcing strategies to deter free-riding in the climate change mitigation game and other repeated public good games

As the Copenhagen Accord indicates, most of the international community agrees that global mean temperature should not be allowed to rise more than two degrees Celsius above preindustrial levels to avoid unacceptable damages from climate change. The scientific evidence distilled in the Fourth Assessment Report of the Intergovernmental Panel on Climate Change and recent reports by the US National Academies shows that this can only be achieved by vast reductions of greenhouse gas emissions. Still, international cooperation on greenhouse gas emissions reductions suffers from incentives to free-ride and to renegotiate agreements in case of noncompliance, and the same is true for other so-called “public good games.” Using game theory, we show how one might overcome these problems with a simple dynamic strategy of linear compensation when the parameters of the problem fulfill some general conditions and players can be considered to be sufficiently rational. The proposed strategy redistributes liabilities according to past compliance levels in a proportionate and timely way. It can be used to implement any given allocation of target contributions, and we prove that it has several strong stability properties.

Node-weighted measures for complex networks with spatially embedded, sampled, or differently sized nodes

Abstract When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or infinite region or set of objects of interest. The selection procedure, e.g., formation of a subset or some kind of discretization or aggregation, typically results in individual nodes of the studied network representing quite differently sized parts of the domain of interest. This heterogeneity may induce substantial bias and artifacts in derived network statistics. To avoid this bias, we propose an axiomatic scheme based on the idea of node splitting invariance to derive consistently weighted variants of various commonly used statistical network measures. The practical relevance and applicability of our approach is demonstrated for a number of example networks from different fields of research, and is shown to be of fundamental importance in particular in the study of spatially embedded functional networks derived from time series as studied in, e.g., neuroscience and climatology.

Node-weighted interacting network measures improve the representation of real-world complex systems

Many real-world complex systems are adequately represented by networks of interacting or interdependent networks. Additionally, it is often reasonable to take into account node weights such as surface area in climate networks, volume in brain networks, or economic capacity in trade networks to reflect the varying size or importance of subsystems. Combining both ideas, we derive a novel class of statistical measures for analysing the structure of networks of interacting networks with heterogeneous node weights. Using a prototypical spatial network model, we show that the newly introduced node-weighted interacting network measures provide an improved representation of the underlying systems properties as compared to their unweighted analogues. We apply our method to study the complex network structure of cross-boundary trade between European Union (EU) and non-EU countries finding that it provides relevant information on trade balance and economic robustness.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

Detours around basin stability in power networks

To analyse the relationship between stability against large perturbations and topological properties of a power transmission grid, we employ a statistical analysis of a large ensemble of synthetic power grids, looking for significant statistical relationships between the single-node basin stability measure and classical as well as tailormade weighted network characteristics. This method enables us to predict poor values of single-node basin stability for a large extent of the nodes, offering a node-wise stability estimation at low computational cost. Further, we analyse the particular function of certain network motifs to promote or degrade the stability of the system. Here we uncover the impact of so-called detour motifs on the appearance of nodes with a poor stability score and discuss the implications for power grid design.

Survivability of Deterministic Dynamical Systems.

The notion of a part of phase space containing desired (or allowed) states of a dynamical system is important in a wide range of complex systems research. It has been called the safe operating space, the viability kernel or the sunny region. In this paper we define the notion of survivability: Given a random initial condition, what is the likelihood that the transient behaviour of a deterministic system does not leave a region of desirable states. We demonstrate the utility of this novel stability measure by considering models from climate science, neuronal networks and power grids. We also show that a semi-analytic lower bound for the survivability of linear systems allows a numerically very efficient survivability analysis in realistic models of power grids. Our numerical and semi-analytic work underlines that the type of stability measured by survivability is not captured by common asymptotic stability measures.

A random growth model for power grids and other spatially embedded infrastructure networks

We propose a model to create synthetic networks that may also serve as a narrative of a certain kind of infrastructure network evolution. It consists of an initialization phase with the network extending tree-like for minimum cost and a growth phase with an attachment rule giving a trade-off between cost-optimization and redundancy. Furthermore, we implement the feature of some lines being split during the grids evolution. We show that the resulting degree distribution has an exponential tail and may show a maximum at degree two, suitable to observations of real-world power grid networks. In particular, the mean degree and the slope of the exponential decay can be controlled in partial independence. To verify to which extent the degree distribution is described by our analytic form, we conduct statistical tests, showing that the hypothesis of an exponential tail is well-accepted for our model data.

Closing the loop: Reconnecting human dynamics to Earth System science

International commitment to the appropriately ambitious Paris climate agreement and the United Nations Sustainable Development Goals in 2015 has pulled into the limelight the urgent need for major scientific progress in understanding and modelling the Anthropocene, the tightly intertwined social-environmental planetary system that humanity now inhabits. The Anthropocene qualitatively differs from previous eras in Earth’s history in three key characteristics: (1) There is planetary-scale human agency. (2) There are social and economic networks of teleconnections spanning the globe. (3) It is dominated by planetary-scale social-ecological feedbacks. Bolting together old concepts and methodologies cannot be an adequate approach to describing this new geological era. Instead, we need a new paradigm in Earth System science that is founded equally on a deep understanding of the physical and biological Earth System – and of the economic, social and cultural forces that are now an intrinsic part of it. It is time to close the loop and bring socially mediated dynamics explicitly into theory, analysis and models that let us study the whole Earth System.