2021
DOI: 10.1098/rspa.2020.0742
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A closed form for Jacobian reconstruction from time series and its application as an early warning signal in network dynamics

Abstract: The Jacobian matrix of a dynamical system describes its response to perturbations. Conversely, one can estimate the Jacobian matrix by carefully monitoring how the system responds to environmental noise. We present a closed-form analytical solution for the calculation of a system’s Jacobian from a time series. Being able to access the Jacobian enables a broad range of mathematical analyses by which deeper insights into the system can be gained. Here we consider in particular the computation of the leading Jaco… Show more

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Cited by 8 publications
(7 citation statements)
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“…When a system is subject to some noise, it is possible to employ the theory of stochastic processes showing that correlations emerging from samples can be interpreted as a 'signature' of the underlying deterministic system [10]. This leads to a relationship between the covariance of the samples and the system's Jacobian matrix, which is derived according to [10] and [11] as follows:…”
Section: Causal Discovery By Jacobian Reconstructionmentioning
confidence: 99%
“…When a system is subject to some noise, it is possible to employ the theory of stochastic processes showing that correlations emerging from samples can be interpreted as a 'signature' of the underlying deterministic system [10]. This leads to a relationship between the covariance of the samples and the system's Jacobian matrix, which is derived according to [10] and [11] as follows:…”
Section: Causal Discovery By Jacobian Reconstructionmentioning
confidence: 99%
“…Microcosm and mesocosm experiments can help fill this gap by allowing experimental introductions to be performed and monitored in controlled settings (95). In addition, ongoing commercial field-scale inoculations can provide long-term data on microbial community dynamics (70,71,96,97). With monitoring, the invasions that these inoculations cause (or do not cause) can help guide future decision making to prevent additional invasions.…”
Section: Dimension 3a: Experimentsmentioning
confidence: 99%
“…Hence GM is sometimes used to create Jacobians for methodological studies that need example Jacobians with certain properties. A recent example is Barter et al (2021) which proposed a method for inferring causality (in the form of the Jacobian matrix) from correlations and used GMs to create suitable examples. Other examples for this use of GMs include Höfener et al (2011), Höfener et al (2013; Do et al (2012).…”
Section: Mathematical Stability Analysis and Bifurcation Theorymentioning
confidence: 99%