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A note on microlocal kernel design for some slow–fast stochastic differential equations with critical transitions and application to EEG signals

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  • Hamzi, Boumediene
  • Owhadi, Houman
  • Paillet, Léo

Abstract

This technical note presents an extension of kernel model decomposition (KMD) for detecting critical transitions in some fast–slow random dynamical systems. The approach rests upon modifying KMD for reconstructing an observable by using a novel data-based time-frequency-phase kernel that allows to approximate signals with critical transitions. In particular, we apply the developed method for approximating the solution and detecting critical transitions in some prototypical slow–fast SDEs with critical transitions. We also apply it to detecting seizures in a multi-scale mesoscale nine-dimensional SDE model of brain activity.

Suggested Citation

  • Hamzi, Boumediene & Owhadi, Houman & Paillet, Léo, 2023. "A note on microlocal kernel design for some slow–fast stochastic differential equations with critical transitions and application to EEG signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 616(C).
    • Handle: RePEc:eee:phsmap:v:616:y:2023:i:c:s0378437123001383
    DOI: 10.1016/j.physa.2023.128583
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    References listed on IDEAS

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    1. Marten Scheffer & Jordi Bascompte & William A. Brock & Victor Brovkin & Stephen R. Carpenter & Vasilis Dakos & Hermann Held & Egbert H. van Nes & Max Rietkerk & George Sugihara, 2009. "Early-warning signals for critical transitions," Nature, Nature, vol. 461(7260), pages 53-59, September.
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