Complex system

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A complex system is a system composed of many components which may interact with each other. Examples of complex systems are Earth's global climate, organisms, the human brain, infrastructure such as power grid, transportation or communication systems, complex software and electronic systems, social and economic organizations (like cities), an ecosystem, a living cell, and, ultimately, for some authors, the entire universe [1] [2] .

Complex systems are systems whose behavior is intrinsically difficult to model due to the dependencies, competitions, relationships, or other types of interactions between their parts or between a given system and its environment. Systems that are "complex" have distinct properties that arise from these relationships, such as nonlinearity, emergence, spontaneous order, adaptation, and feedback loops, among others. Because such systems appear in a wide variety of fields, the commonalities among them have become the topic of their independent area of research. In many cases, it is useful to represent such a system as a network where the nodes represent the components and links to their interactions.

The term complex systems often refers to the study of complex systems, which is an approach to science that investigates how relationships between a system's parts give rise to its collective behaviors and how the system interacts and forms relationships with its environment. [3] The study of complex systems regards collective, or system-wide, behaviors as the fundamental object of study; for this reason, complex systems can be understood as an alternative paradigm to reductionism, which attempts to explain systems in terms of their constituent parts and the individual interactions between them.

As an interdisciplinary domain, complex systems draws contributions from many different fields, such as the study of self-organization and critical phenomena from physics, that of spontaneous order from the social sciences, chaos from mathematics, adaptation from biology, and many others. Complex systems is therefore often used as a broad term encompassing a research approach to problems in many diverse disciplines, including statistical physics, information theory, nonlinear dynamics, anthropology, computer science, meteorology, sociology, economics, psychology, and biology.

Key concepts

Gosper's Glider Gun creating "gliders" in the cellular automaton Conway's Game of Life Gospers glider gun.gif
Gosper's Glider Gun creating "gliders" in the cellular automaton Conway's Game of Life

Adaptation

Complex adaptive systems are special cases of complex systems that are adaptive in that they have the capacity to change and learn from experience. Examples of complex adaptive systems include the stock market, social insect and ant colonies, the biosphere and the ecosystem, the brain and the immune system, the cell and the developing embryo, cities, manufacturing businesses and any human social group-based endeavor in a cultural and social system such as political parties or communities. [5]

Features

Complex systems may have the following features: [6]

Complex systems may be open
Complex systems are usually open systems — that is, they exist in a thermodynamic gradient and dissipate energy. In other words, complex systems are frequently far from energetic equilibrium: but despite this flux, there may be pattern stability, [7] see synergetics.
Complex systems may exhibit critical transitions
Graphical representation of alternative stable states and the direction of critical slowing down prior to a critical transition (taken from Lever et al. 2020). Top panels (a) indicate stability landscapes at different conditions. Middle panels (b) indicate the rates of change akin to the slope of the stability landscapes, and bottom panels (c) indicate a recovery from a perturbation towards the system's future state (c.I) and in another direction (c.II). Alternative stable states, critical transitions, and the direction of critical slowing down.png
Graphical representation of alternative stable states and the direction of critical slowing down prior to a critical transition (taken from Lever et al. 2020). Top panels (a) indicate stability landscapes at different conditions. Middle panels (b) indicate the rates of change akin to the slope of the stability landscapes, and bottom panels (c) indicate a recovery from a perturbation towards the system's future state (c.I) and in another direction (c.II).
Critical transitions are abrupt shifts in the state of ecosystems, the climate, financial systems or other complex systems that may occur when changing conditions pass a critical or bifurcation point. [9] [10] [11] [12] The 'direction of critical slowing down' in a system's state space may be indicative of a system's future state after such transitions when delayed negative feedbacks leading to oscillatory or other complex dynamics are weak. [8]
Complex systems may be nested
The components of a complex system may themselves be complex systems. For example, an economy is made up of organisations, which are made up of people, which are made up of cells – all of which are complex systems. The arrangement of interactions within complex bipartite networks may be nested as well. More specifically, bipartite ecological and organisational networks of mutually beneficial interactions were found to have a nested structure. [13] [14] This structure promotes indirect facilitation and a system's capacity to persist under increasingly harsh circumstances as well as the potential for large-scale systemic regime shifts. [15] [16]
Dynamic network of multiplicity
As well as coupling rules, the dynamic network of a complex system is important. Small-world or scale-free networks [17] [18] which have many local interactions and a smaller number of inter-area connections are often employed. Natural complex systems often exhibit such topologies. In the human cortex for example, we see dense local connectivity and a few very long axon projections between regions inside the cortex and to other brain regions.
May produce emergent phenomena
Complex systems may exhibit behaviors that are emergent, which is to say that while the results may be sufficiently determined by the activity of the systems' basic constituents, they may have properties that can only be studied at a higher level. For example, empirical food webs display regular, scale-invariant features across aquatic and terrestrial ecosystems when studied at the level of clustered 'trophic' species. [19] [20] Another example is offered by the termites in a mound which have physiology, biochemistry and biological development at one level of analysis, whereas their social behavior and mound building is a property that emerges from the collection of termites and needs to be analyzed at a different level.
Relationships are non-linear
In practical terms, this means a small perturbation may cause a large effect (see butterfly effect), a proportional effect, or even no effect at all. In linear systems, the effect is always directly proportional to cause. See nonlinearity.
Relationships contain feedback loops
Both negative (damping) and positive (amplifying) feedback are always found in complex systems. The effects of an element's behavior are fed back in such a way that the element itself is altered.

History

In 1948, Dr. Warren Weaver published an essay on "Science and Complexity", [21] exploring the diversity of problem types by contrasting problems of simplicity, disorganized complexity, and organized complexity. Weaver described these as "problems which involve dealing simultaneously with a sizable number of factors which are interrelated into an organic whole."

While the explicit study of complex systems dates at least to the 1970s, [22] the first research institute focused on complex systems, the Santa Fe Institute, was founded in 1984. [23] [24] Early Santa Fe Institute participants included physics Nobel laureates Murray Gell-Mann and Philip Anderson, economics Nobel laureate Kenneth Arrow, and Manhattan Project scientists George Cowan and Herb Anderson. [25] Today, there are over 50 institutes and research centers focusing on complex systems.[ citation needed ]

Since the late 1990s, the interest of mathematical physicists in researching economic phenomena has been on the rise. The proliferation of cross-disciplinary research with the application of solutions originated from the physics epistemology has entailed a gradual paradigm shift in the theoretical articulations and methodological approaches in economics, primarily in financial economics. The development has resulted in the emergence of a new branch of discipline, namely "econophysics", which is broadly defined as a cross-discipline that applies statistical physics methodologies which are mostly based on the complex systems theory and the chaos theory for economics analysis. [26]

The 2021 Nobel Prize in Physics was awarded to Syukuro Manabe, Klaus Hasselmann, and Giorgio Parisi for their work to understand complex systems. Their work was used to create more accurate computer models of the effect of global warming on the Earth's climate. [27]

Applications

Complexity in practice

The traditional approach to dealing with complexity is to reduce or constrain it. Typically, this involves compartmentalization: dividing a large system into separate parts. Organizations, for instance, divide their work into departments that each deal with separate issues. Engineering systems are often designed using modular components. However, modular designs become susceptible to failure when issues arise that bridge the divisions.

Complexity of cities

Jane Jacobs described cities as being a problem in organized complexity in 1961, citing Dr. Weaver's 1948 essay. [28] As an example, she explains how an abundance of factors interplay into how various urban spaces lead to a diversity of interactions, and how changing those factors can change how the space is used, and how well the space supports the functions of the city. She further illustrates how cities have been severely damaged when approached as a problem in simplicity by replacing organized complexity with simple and predictable spaces, such as Le Corbusier's "Radiant City" and Ebenezer Howard's "Garden City". Since then, others have written at length on the complexity of cities. [29]

Complexity economics

Over the last decades, within the emerging field of complexity economics, new predictive tools have been developed to explain economic growth. Such is the case with the models built by the Santa Fe Institute in 1989 and the more recent economic complexity index (ECI), introduced by the MIT physicist Cesar A. Hidalgo and the Harvard economist Ricardo Hausmann.

Recurrence quantification analysis has been employed to detect the characteristic of business cycles and economic development. To this end, Orlando et al. [30] developed the so-called recurrence quantification correlation index (RQCI) to test correlations of RQA on a sample signal and then investigated the application to business time series. The said index has been proven to detect hidden changes in time series. Further, Orlando et al., [31] over an extensive dataset, shown that recurrence quantification analysis may help in anticipating transitions from laminar (i.e. regular) to turbulent (i.e. chaotic) phases such as USA GDP in 1949, 1953, etc. Last but not least, it has been demonstrated that recurrence quantification analysis can detect differences between macroeconomic variables and highlight hidden features of economic dynamics.

Complexity and education

Focusing on issues of student persistence with their studies, Forsman, Moll and Linder explore the "viability of using complexity science as a frame to extend methodological applications for physics education research", finding that "framing a social network analysis within a complexity science perspective offers a new and powerful applicability across a broad range of PER topics". [32]

Complexity and biology

Complexity science has been applied to living organisms, and in particular to biological systems. One of the areas of research is the emergence and evolution of intelligent systems. Analyses of the parameters of intellectual systems, patterns of their emergence and evolution, distinctive features, and the constants and limits of their structures and functions made it possible to measure and compare the capacity of communications (~100 to 300 million m/s), to quantify the number of components in intellectual systems (~1011 neurons), and to calculate the number of successful links responsible for cooperation (~1014 synapses) [33] Within the emerging field of fractal physiology, bodily signals, such as heart rate or brain activity, are characterized using entropy or fractal indices. The goal is often to assess the state and the health of the underlying system, and diagnose potential disorders and illnesses.

Complexity and chaos theory

Complex systems theory is rooted in chaos theory, which in turn has its origins more than a century ago in the work of the French mathematician Henri Poincaré. Chaos is sometimes viewed as extremely complicated information, rather than as an absence of order. [34] Chaotic systems remain deterministic, though their long-term behavior can be difficult to predict with any accuracy. With perfect knowledge of the initial conditions and the relevant equations describing the chaotic system's behavior, one can theoretically make perfectly accurate predictions of the system, though in practice this is impossible to do with arbitrary accuracy. Ilya Prigogine argued [35] that complexity is non-deterministic and gives no way whatsoever to precisely predict the future. [36]

The emergence of complex systems theory shows a domain between deterministic order and randomness which is complex. [37] This is referred to as the "edge of chaos". [38]

A plot of the Lorenz attractor Lorenz attractor yb.svg
A plot of the Lorenz attractor

When one analyzes complex systems, sensitivity to initial conditions, for example, is not an issue as important as it is within chaos theory, in which it prevails. As stated by Colander, [39] the study of complexity is the opposite of the study of chaos. Complexity is about how a huge number of extremely complicated and dynamic sets of relationships can generate some simple behavioral patterns, whereas chaotic behavior, in the sense of deterministic chaos, is the result of a relatively small number of non-linear interactions. [37] For recent examples in economics and business see Stoop et al. [40] who discussed Android's market position, Orlando [41] who explained the corporate dynamics in terms of mutual synchronization and chaos regularization of bursts in a group of chaotically bursting cells and Orlando et al. [42] who modelled financial data (Financial Stress Index, swap and equity, emerging and developed, corporate and government, short and long maturity) with a low-dimensional deterministic model.

Therefore, the main difference between chaotic systems and complex systems is their history. [43] Chaotic systems do not rely on their history as complex ones do. Chaotic behavior pushes a system in equilibrium into chaotic order, which means, in other words, out of what we traditionally define as 'order'.[ clarification needed ] On the other hand, complex systems evolve far from equilibrium at the edge of chaos. They evolve at a critical state built up by a history of irreversible and unexpected events, which physicist Murray Gell-Mann called "an accumulation of frozen accidents". [44] In a sense chaotic systems can be regarded as a subset of complex systems distinguished precisely by this absence of historical dependence. Many real complex systems are, in practice and over long but finite periods, robust. However, they do possess the potential for radical qualitative change of kind whilst retaining systemic integrity. Metamorphosis serves as perhaps more than a metaphor for such transformations.

Complexity and network science

A complex system is usually composed of many components and their interactions. Such a system can be represented by a network where nodes represent the components and links represent their interactions. [45] [46] For example, the Internet can be represented as a network composed of nodes (computers) and links (direct connections between computers). Other examples of complex networks include social networks, financial institution interdependencies, [47] airline networks, [48] and biological networks.

Notable scholars

See also

Related Research Articles

<span class="mw-page-title-main">Chaos theory</span> Field of mathematics and science based on non-linear systems and initial conditions

Chaos theory is an interdisciplinary area of scientific study and branch of mathematics. It focuses on underlying patterns and deterministic laws of dynamical systems that are highly sensitive to initial conditions. These were once thought to have completely random states of disorder and irregularities. Chaos theory states that within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnection, constant feedback loops, repetition, self-similarity, fractals and self-organization. The butterfly effect, an underlying principle of chaos, describes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state. A metaphor for this behavior is that a butterfly flapping its wings in Texas can cause a tornado in Brazil.

<span class="mw-page-title-main">Social dynamics</span> Study of behavior of groups

Social dynamics is the study of the behavior of groups and of the interactions of individual group members, aiming to understand the emergence of complex social behaviors among microorganisms, plants and animals, including humans. It is related to sociobiology but also draws from physics and complex system sciences. In the last century, sociodynamics was viewed as part of psychology, as shown in the work: "Sociodynamics: an integrative theorem of power, authority, interfluence and love". In the 1990s, social dynamics began being viewed as a separate scientific discipline[By whom?]. An important paper in this respect is: "The Laws of Sociodynamics". Then, starting in the 2000s, sociodynamics took off as a discipline of its own, many papers were released in the field in this decade.

<span class="mw-page-title-main">Emergence</span> Unpredictable phenomenon in complex systems

In philosophy, systems theory, science, and art, emergence occurs when a complex entity has properties or behaviors that its parts do not have on their own, and emerge only when they interact in a wider whole.

Predictability is the degree to which a correct prediction or forecast of a system's state can be made, either qualitatively or quantitatively.

<span class="mw-page-title-main">Self-organization</span> Process of creating order by local interactions

Self-organization, also called spontaneous order in the social sciences, is a process where some form of overall order arises from local interactions between parts of an initially disordered system. The process can be spontaneous when sufficient energy is available, not needing control by any external agent. It is often triggered by seemingly random fluctuations, amplified by positive feedback. The resulting organization is wholly decentralized, distributed over all the components of the system. As such, the organization is typically robust and able to survive or self-repair substantial perturbation. Chaos theory discusses self-organization in terms of islands of predictability in a sea of chaotic unpredictability.

Econophysics is a non-orthodox interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. Econophysics is closely related to social physics.

<span class="mw-page-title-main">Self-organized criticality</span> Concept in physics

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<span class="mw-page-title-main">Dynamical systems theory</span> Area of mathematics used to describe the behavior of complex dynamical systems

Dynamical systems theory is an area of mathematics used to describe the behavior of complex dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theory is called continuous dynamical systems. From a physical point of view, continuous dynamical systems is a generalization of classical mechanics, a generalization where the equations of motion are postulated directly and are not constrained to be Euler–Lagrange equations of a least action principle. When difference equations are employed, the theory is called discrete dynamical systems. When the time variable runs over a set that is discrete over some intervals and continuous over other intervals or is any arbitrary time-set such as a Cantor set, one gets dynamic equations on time scales. Some situations may also be modeled by mixed operators, such as differential-difference equations.

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<span class="mw-page-title-main">Boolean network</span> Discrete set of boolean variables

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An ecological network is a representation of the biotic interactions in an ecosystem, in which species (nodes) are connected by pairwise interactions (links). These interactions can be trophic or symbiotic. Ecological networks are used to describe and compare the structures of real ecosystems, while network models are used to investigate the effects of network structure on properties such as ecosystem stability.

George Sugihara is currently a professor of biological oceanography in the Physical Oceanography Research Division at the Scripps Institution of Oceanography, where he is the inaugural holder of the McQuown Chair in Natural Science. Sugihara is a theoretical biologist who works across a variety of fields ranging from ecology and landscape ecology, to epidemiology, to genetics, to geoscience and atmospheric science, to quantitative finance and economics.

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<span class="mw-page-title-main">Rulkov map</span> Map used to model a biological neuron

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<span class="mw-page-title-main">Jürgen Kurths</span> German physicist

Jürgen Kurths is a German physicist and mathematician. He is senior advisor in the research department Complexity Sciences of the Potsdam Institute for Climate Impact Research, a Professor of Nonlinear Dynamics at the Institute of Physics at the Humboldt University, Berlin, and a 6th-century chair for Complex Systems Biology at the Institute for Complex Systems and Mathematical Biology at Kings College, Aberdeen University (UK). His research is mainly concerned with nonlinear physics and complex systems sciences and their applications to challenging problems in Earth system, physiology, systems biology and engineering.

<span class="mw-page-title-main">Edward Ott</span> American physicist

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Critical transitions are abrupt shifts in the state of ecosystems, the climate, financial systems or other complex dynamical systems that may occur when changing conditions pass a critical or bifurcation point. As such, they are a particular type of regime shift. Recovery from such shifts may require more than a simple return to the conditions at which a transition occurred, a phenomenon called hysteresis. In addition to natural systems, critical transitions are also studied in psychology, medicine, economics, sociology, military, and several other disciplines.

References

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  41. ↑ Orlando, Giuseppe (2022-06-01). "Simulating heterogeneous corporate dynamics via the Rulkov map". Structural Change and Economic Dynamics. 61: 32–42. doi:10.1016/j.strueco.2022.02.003. ISSN   0954-349X.
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