Koopman early warning signals for bifurcation and rate-induced tipping
Abstract
Abrupt transitions in complex systems are often preceded by early warning signals. However, most indicators rely on the notion of critical slowing down and do not generally extend to rate-induced tipping where transitions can occur without local loss of stability. This is problematic in stochastic, nonautonomous systems where internal variability and time-varying variables interact to shape tipping onset. We use Koopman operator theory to develop a unified early warning framework for both bifurcation and rate-induced tipping in stochastic systems. Our approach builds on residual Koopman mode decomposition that measures discrepancies between dynamics and their finite-dimensional approximation, and extends it to the control setting by augmenting the observable space with time-varying control variables. In idealized examples, the resulting indicators recover expected signatures near bifurcation points and improve detection in rate-induced regimes where classical indicators fail. We further show that learned embeddings through deep learning outperform prescribed dictionaries, especially in a high-dimensional setting. Applied to simulations of the Atlantic Meridional Overturning Circulation, our Koopman-based indicators distinguish tipping from non-tipping trajectories and reveal interpretable spectral signatures prior to critical transition.