Spectral Compression as an Ear...
Spectral Compression as an Early Warning Signal for Fold Bifurcations: Effective Rank and Structural–Dynamic Separability
This work introduces spectral compression, quantified via the effective rank of the covariance matrix, as a multivariate early warning signal for systems approaching fold (saddle-node) bifurcations. Classical early warning signals (EWS), such as variance and lag-1 autocorrelation, primarily capture the late-stage amplification of fluctuations associated with critical slowing down. In contrast, spectral compression detects an earlier structural precursor: the redistribution of variance across eigenmodes, in which fluctuation energy concentrates into a reduced number of dynamically active directions before total variance increases. Using 120 independent simulations of an eight-dimensional Ornstein–Uhlenbeck system approaching a fold bifurcation, we show that the effective rank Φ(t) = exp(−∑ pᵢ log pᵢ) exhibits a consistent early decreasing trend that precedes classical scalar indicators. This identifies spectral entropy–based effective rank as a robust multivariate indicator of structural change prior to tipping. We further analyze the composite index CRTI, defined as T(t) = R(t)/Φ(t), where R(t) is a recovery proxy derived from the AR(1) coefficient of the leading principal component. The results demonstrate that CRTI does not consistently outperform Φ alone in systems where structural and dynamic signals are co-driven by the same underlying eigenvalue dynamics. To formalize this limitation, we introduce Structural–Dynamic Separability (SDS) as a necessary condition for composite early warning indicators. Composite measures such as CRTI are only interpretable when structural compression (Φ) and recovery dynamics (R) respond to sufficiently independent aspects of the approach to instability. We provide an operational SDS test based on correlation thresholds and characterize regimes in which SDS fails. The primary contributions of this work are: (i) the identification of spectral compression as an early multivariate precursor of fold bifurcations, and (ii) the introduction of SDS as a general validity condition for composite early warning signals. All results are simulation-based. Empirical validation on real-world datasets and the development of improved recovery proxies constitute essential directions for future research. early warning signals; fold bifurcation; saddle-node bifurcation; spectral compression; effective rank; spectral entropy; covariance eigenvalues; multivariate time series; critical slowing down; tipping points; Ornstein–Uhlenbeck process; system stability; complex systems; resilience indicators; structural–dynamic separability; SDS condition; composite indicators; covariance structure; eigenvalue spectrum; dynamical systems

