A theory of spatial early warning signals for tipping points on complex networks

Abstract

Spatial early warning signals (EWSs) seek evidence of an approaching tipping point from a single snapshot of many interacting elements. Existing theory largely assumes spatial homogeneity, whereas networks introduce systematic differences among nodes that may obscure fluctuation-based warning signals. We develop a mathematical framework for spatial EWSs in stochastic dynamical systems on networks. We find that the expected spatial variance, a popular spatial EWS, decomposes exactly into a structural contribution from heterogeneity in the equilibrium state and a fluctuation contribution determined by the stationary covariance. Near a simple steady-state bifurcation, the potentially divergent covariance concentrates along the critical eigendirection: the left eigenvector determines how strongly noise excites the critical fluctuation, while the right eigenvector determines its spatial pattern. Consequently, the spatial variance has a divergent fluctuation contribution when the limiting critical eigendirection is noise-excited and spatially nonuniform after centering. In contrast, the spatial coefficient of variation generally saturates, while skewness, kurtosis, and Moran's $I$ approach network-dependent limits without a universal warning direction. We also derive results for homogeneous networks, node-wise baseline subtraction as preprocessing, and Hopf bifurcations, for which the limiting distributions are qualitatively different. These results clarify when spatial EWSs provide reliable warnings and why their performance depends on network structure, noise, and preprocessing.