In stable systems,
hovers between 0.5 and 0.6, with variance
based on 1000-iteration simulations from my fieldwork data [
1]. A decline below
signals instability or bifurcations, a threshold derived analytically from the zero Lyapunov exponent at bifurcation points using perturbation theory. This ensures universality without domain-specific adjustments, with sensitivity analysis showing
variance
across 500 runs with initial condition perturbations of
.
To address concerns about arbitrary thresholds, I calibrated
by modeling the
drop as
, where
at criticality leads to
, adjusted to 0.41 through simulations with noise (
). This fractal approach bridges local and global scales, contrasting with polynomial chaos expansions [
6], and is robust to real-world noise, as proven in Appendix A with
and
, maintaining stability within 5% under realistic conditions.
2.1. Systemic Tau: Ordinal Correlations and Fractal Stability
Systemic Tau (
) marks a significant advancement in the study of complex systems, functioning as a versatile surrogate metric to evaluate stability through ordinal correlations. At its essence,
is calculated as the mean of Kendall’s tau (
) coefficients across pairwise comparisons of ranked time series from various system components, termed “stations.” For a system with
N stations, each associated with a time series
, the ranks are determined as
, where rankdata assigns ordinal positions, managing ties effectively. The Systemic Tau is formally expressed as:
This approach utilizes Kendall’s tau, a non-parametric statistic pioneered by [
9], which measures the concordance or discordance between pairs of rankings. Unlike Pearson’s correlation, which assumes linearity and normality, Kendall’s tau focuses on relative ordering, rendering it resilient to outliers, non-linear relationships, and noisy conditions prevalent in chaotic systems [
10].
To counter critiques that the average Kendall’s tau might overlook global topology in high-dimensional systems or attractors, we enhance the metric with a graph-weighted version. Here, stations are nodes in a network, with edges weighted by spatial or functional distances
. The adjusted
becomes:
In climate applications, for instance, could represent the inverse of Euclidean distance, emphasizing regional coherence. This graph integration embeds topological structure, with computational efficiency improved using sparse matrices (e.g., SciPy’s sparse module), reducing runtime by approximately 25% for compared to unoptimized methods, as tested in large-scale simulations.
In stable conditions,
typically ranges from 0.5 to 0.6, indicating a balanced alignment of local dynamics across stations, with a variance of
observed in 500-iteration runs. As instability nears—such as during phase transitions or bifurcations—
declines below a critical threshold, calibrated to
based on domain-specific analyses [
1]. This threshold acts as an early indicator, facilitating predictive actions before chaotic divergence fully manifests.
The critical value is derived analytically by linking it to Lyapunov exponents, which quantify trajectory divergence. At bifurcation points, the largest Lyapunov exponent . Under small perturbations, rank divergence follows , leading to a correlation decrease modeled as , with c as a scaling factor. When , this simplifies to , but accounting for the logistic attractor’s fractal dimension (), the threshold refines to , adjusted for noise with . Simulations varying initial conditions by confirm a stable range of , highlighting ’s adaptability across noisy environments like climate or neural data.
The fractal essence of underpins its universality, connecting micro-scale station rankings with macro-scale system behavior. This is quantified by the correlation dimension , where is the proportion of rank pairs within distance r. In stable phases, , shifting to near bifurcations, consistent with Feigenbaum scaling, as verified by 1000-point rank correlation analyses.
This method contrasts with traditional approaches like polynomial chaos expansions, which rely on predefined basis functions and falter in high-dimensional, non-Gaussian chaos [
6,
7]. Instead,
aligns with critical slowing down, a precursor to bifurcations where recovery from perturbations lengthens, as noted in resilience studies [
12,
13]. Its rank-based design ensures resilience in non-linear settings, making it ideal for detecting emergent trends toward instability across ecological, financial, and other volatile systems [
9,
10].
Robustness is further supported by bootstrap resampling, where resamples yield a variance for large N, validated by 500-run analyses with noise levels up to 15%.
Integrating with the discrete time framework,
reflects the unity of emergent order. Its drops during phase transitions mirror discrete jumps between event states, distilling fractal patterns from randomness without assuming continuous time [
8,
14], enhancing both predictive accuracy and theoretical elegance.
2.2. Discrete Time and Feigenbaum Constants
This study reimagines time not as a continuous flow but as a series of discrete infinitesimal jumps between events, particularly within chaotic systems. We investigate the Feigenbaum constants (
and
), which exhibit fractal universality in period-doubling bifurcations, as proxies for these temporal shifts. Systemic Tau (
), a stability metric introduced in [
15], identifies bifurcation points by averaging Kendall’s tau across ordinal rankings, maintaining values around 0.6 in stable conditions and falling below approximately 0.40 during chaotic transitions. Simulations and applications across chaos, artificial intelligence, and climate domains confirm
beyond the Feigenbaum point, with results detailed in accompanying tables. Quantum uncertainty, via Heisenberg’s principle, bolsters this model.
To align with established chaos theory and address speculative critiques, we derive the discrete model from continuous limits using renormalization group analysis. The jumps are defined as at the nth bifurcation level, where the continuous limit as recovers Lorenz’s flow, with integrated trajectory error of order , diminishing in macroscopic scales. This positions discreteness as an emergent property in chaotic systems, harmonizing with relativity’s continuous spacetime and avoiding ontological disputes. For non-period-doubling systems like the Lorenz attractor, we map to discrete iterations via Poincaré sections, where Feigenbaum scaling approximates, validated by Lyapunov spectra with errors less than 1%.
Conventional science views time as continuous, rooted in celestial mechanics and relativity (e.g., speed of light
km/s) [
3]. Yet, in chaotic systems—marked by sensitivity to initial conditions and non-linear dynamics—time may arise as discrete jumps between events [
4]. We redefine time as the linkage of an initial event (Event 1) and a final event (Event 2), shaped by fractal patterns and quantum effects. The Feigenbaum constants encapsulate universal scaling in period-doubling [
14], proposed as surrogates for these transitions. Systemic Tau (
), from [
15], measures stability, detecting jumps through ordinal correlations, supported by quantum non-simultaneity [
5].
Simulations of the logistic map near the Feigenbaum point () show as r exceeds this threshold, modeled as , with from nonlinear least squares fitting, aligning with critical exponents in phase transitions. Expanded runs over with 5000 iterations, using 95% confidence intervals from fits, confirm this trend. For broader applicability, we extend the model to Hamiltonian chaos using symplectic integrators like the Verlet method, with convergence proofs showing error, validated by 2000-point simulations, enhancing robustness across chaotic types.
2.3. Quantum Uncertainty Integration
Heisenberg’s uncertainty principle (
) [
5] asserts that energy and time cannot be measured with infinite precision simultaneously, introducing non-simultaneity at quantum scales. This challenges the classical view of time as a continuous flow, suggesting that it emerges from discrete event transitions—a concept that resonates with chaotic systems where deterministic predictability falters. Niels Bohr [
16] further argued that quantum mechanics bridges deterministic and probabilistic domains, providing a foundation to reinterpret time in chaotic contexts. Within this framework, Systemic Tau (
) redefines time as a sequence of binary event conjunctions (shifts between 0 and 1), with its value—the mean Kendall’s tau across rankings—declining below approximately 0.41 to signal phase transitions.
The rank-based design of
enhances its resilience against quantum-like noise, maintaining a variance of up to 15% with drops consistent within 5% across simulation sets. This stability is modeled using semi-classical approximations, where noise is averaged over ensembles, rendering
invariant under decoherence, with
and macroscopic effects below 5%. To formalize this, we adopt a binary event model, where probabilistic rank shifts are structured by Feigenbaum constants [
14] and stabilized by Heisenberg’s coherence, revealing an ordered framework beneath chaos [
8].
Further validation employs path integrals to estimate rank shift amplitudes, , using a saddle-point approximation. The variance is adapted as for chaotic dynamics, with hybrid simulations over 1000 points confirming stability. This quantum integration elevates , uncovering emergent order from uncertainty and reinforcing its role as a universal stability metric across diverse fields.
2.4. Expanded Theoretical Extensions
To fortify the theoretical backbone of Systemic Tau (
), we explore its integration across varied mathematical paradigms, each reinforcing its status as a universal stability indicator. From an information-theoretic standpoint,
acts as a proxy for mutual information in ranked data. The mutual information, quantifying shared order between time series rankings across
N stations, is approximated as:
where entropy reductions at bifurcations, calculated as
, highlight the emergence of structured patterns from chaos. This implies that
tracks information loss during systemic shifts, aligning with the observed order within randomness.
Topological data analysis further enriches
through persistent homology, a technique to analyze shape changes in data. As
falls below
during bifurcations, it correlates with shifts in homology groups, notably an increase in the first Betti number (
) from 0 to 1, indicating the appearance of loops or holes in the system’s structure. This is validated using 500-point torus embeddings, where:
providing a geometric perspective on
’s ability to detect stability changes as topological features evolve.
Stochastic differential equations (SDEs) offer a probabilistic lens on
’s dynamic behavior. The equation describing its relaxation toward an equilibrium
is:
where
, derived from Feigenbaum scaling. The stationary distribution follows:
fitting simulation data with a Kullback-Leibler (KL) divergence below 0.05, confirming predictive precision. This stochastic approach underscores
’s adaptability to noisy, real-world scenarios.
These extensions, backed by mathematical derivations and simulations, deepen ’s theoretical framework, linking information theory, topology, and dynamics to broaden its applicability across chaotic domains.
The logistic map (
) serves as a key testbed for
, with simulations highlighting its sensitivity to bifurcations (
Figure 1).
Systemic Tau (
)’s sensitivity to the control parameter
r in the logistic map is further illustrated in
Figure 2, highlighting its ability to detect stability transitions, including the anti-synchronization regime at
.