We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under  load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases, and, at the same time, variance (and volatility) increases too. After the crisis achieves its bottom, it can develop into two directions: recovering (both correlations and variance decrease) or fatal catastrophe (correlations decrease, but variance not). This effect is supported by many experiments and observation of groups of humans, mice, trees, grassy plants, and on financial time series. A general approach to  explanation of the effect through dynamics of adaptation is developed. URLanization of interaction between factors (Liebig's versus synergistic systems) lead to different adaptation dynamics. This gives an explanation to qualitatively different dynamics of correlation under different types of load .
We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases, and, at the same time, variance (and volatility) increases too. This effect is supported by many experiments and observations of groups of humans, mice, trees, grassy plants, and on financial time series. A general approach to the explanation of the effect through dynamics of individual adaptation of similar non-interactive individuals to a similar system of external factors is developed. Qualitatively, this approach follows Selye's idea about adaptation energy .
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the
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After the crisis achieves its bottom, it can develop into two directions: recovering (both correlations and variance decrease) or fatal catastrophe (correlations decrease, but variance not).
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observation
observations
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the
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adaptation
individual adaptation of similar non-interactive individuals to a similar system of external factors
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URLanization of interaction between factors (Liebig's versus synergistic systems) lead to different adaptation dynamics. This gives an explanation to qualitatively different dynamics of correlation under different types of load
Qualitatively, this approach follows Selye's idea about adaptation energy