Complex systems |
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Topics |
A complex system is a system composed of many components which may interact with each other. [1] 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. [2] [3] [4]
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. [5] Systems that are "complex" have distinct properties that arise from these relationships, such as nonlinearity, emergence, spontaneous order, adaptation, and feedback loops, among others. [6] 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. [7] 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 draw contributions from many different fields, such as the study of self-organization and critical phenomena from physics, 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.
Complex adaptive systems are special cases of complex systems that are adaptive in that they have the capacity to change and learn from experience. [9] 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. [10]
Complex systems may have the following features: [11]
In 1948, Dr. Warren Weaver published an essay on "Science and Complexity", [26] 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, [27] the first research institute focused on complex systems, the Santa Fe Institute, was founded in 1984. [28] [29] 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. [30] 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. [31]
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. [32]
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.
Jane Jacobs described cities as being a problem in organized complexity in 1961, citing Dr. Weaver's 1948 essay. [33] 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. [34]
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. [35] 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., [36] 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.
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". [37]
Healthcare systems are prime examples of complex systems, characterized by interactions among diverse stakeholders, such as patients, providers, policymakers, and researchers, across various sectors like health, government, community, and education. These systems demonstrate properties like non-linearity, emergence, adaptation, and feedback loops. [38] Complexity science in healthcare frames knowledge translation as a dynamic and interconnected network of processes—problem identification, knowledge creation, synthesis, implementation, and evaluation—rather than a linear or cyclical sequence. Such approaches emphasize the importance of understanding and leveraging the interactions within and between these processes and stakeholders to optimize the creation and movement of knowledge. By acknowledging the complex, adaptive nature of healthcare systems, complexity science advocates for continuous stakeholder engagement, transdisciplinary collaboration, and flexible strategies to effectively translate research into practice. [38]
Complexity science has been applied to living organisms, and in particular to biological systems. 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.[ citation needed ]
Complex systems theory is related to 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. [39] 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.
The emergence of complex systems theory shows a domain between deterministic order and randomness which is complex. [40] This is referred to as the "edge of chaos". [41]
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, [42] 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. [40] For recent examples in economics and business see Stoop et al. [43] who discussed Android's market position, Orlando [44] 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. [45] 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. [46] 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". [47] 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.
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. [48] [49] 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, [50] airline networks, [51] and biological networks.
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 Brazil can cause a tornado in Texas.
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.
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.
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.
The edge of chaos is a transition space between order and disorder that is hypothesized to exist within a wide variety of systems. This transition zone is a region of bounded instability that engenders a constant dynamic interplay between order and disorder.
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.
Self-organized criticality (SOC) is a property of dynamical systems that have a critical point as an attractor. Their macroscopic behavior thus displays the spatial or temporal scale-invariance characteristic of the critical point of a phase transition, but without the need to tune control parameters to a precise value, because the system, effectively, tunes itself as it evolves towards criticality.
Computational sociology is a branch of sociology that uses computationally intensive methods to analyze and model social phenomena. Using computer simulations, artificial intelligence, complex statistical methods, and analytic approaches like social network analysis, computational sociology develops and tests theories of complex social processes through bottom-up modeling of social interactions.
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.
A complex adaptive system is a system that is complex in that it is a dynamic network of interactions, but the behavior of the ensemble may not be predictable according to the behavior of the components. It is adaptive in that the individual and collective behavior mutate and self-organize corresponding to the change-initiating micro-event or collection of events. It is a "complex macroscopic collection" of relatively "similar and partially connected micro-structures" formed in order to adapt to the changing environment and increase their survivability as a macro-structure. The Complex Adaptive Systems approach builds on replicator dynamics.
J. Doyne Farmer is an American complex systems scientist and entrepreneur with interests in chaos theory, complexity and econophysics. He is Baillie Gifford Professor of Complex Systems Science at the Smith School of Enterprise and the Environment, Oxford University, where he is also director of the Complexity Economics programme at the Institute for New Economic Thinking at the Oxford Martin School. Additionally he is an external professor at the Santa Fe Institute. His current research is on complexity economics, focusing on systemic risk in financial markets and technological progress. During his career he has made important contributions to complex systems, chaos, artificial life, theoretical biology, time series forecasting and econophysics. He co-founded Prediction Company, one of the first companies to do fully automated quantitative trading. While a graduate student he led a group that called itself Eudaemonic Enterprises and built the first wearable digital computer, which was used to beat the game of roulette. He is a founder and the Chief Scientist of Macrocosm Inc, a company devoted to scaling up complexity economics methods and reducing them to practice.
A Boolean Delay Equation (BDE) is an evolution rule for the state of dynamical variables whose values may be represented by a finite discrete numbers os states, such as 0 and 1. As a novel type of semi-discrete dynamical systems, Boolean delay equations (BDEs) are models with Boolean-valued variables that evolve in continuous time. Since at the present time, most phenomena are too complex to be modeled by partial differential equations (as continuous infinite-dimensional systems), BDEs are intended as a (heuristic) first step on the challenging road to further understanding and modeling them. For instance, one can mention complex problems in fluid dynamics, climate dynamics, solid-earth geophysics, and many problems elsewhere in natural sciences where much of the discourse is still conceptual.
Complexity theory and organizations, also called complexity strategy or complex adaptive organizations, is the use of the study of complexity systems in the field of strategic management and organizational studies. It draws from research in the natural sciences that examines uncertainty and non-linearity. Complexity theory emphasizes interactions and the accompanying feedback loops that constantly change systems. While it proposes that systems are unpredictable, they are also constrained by order-generating rules.
Complexity economics is the application of complexity science to the problems of economics. It relaxes several common assumptions in economics, including general equilibrium theory. While it does not reject the existence of an equilibrium, it sees such equilibria as "a special case of nonequilibrium", and as an emergent property resulting from complex interactions between economic agents. The complexity science approach has also been applied to computational economics.
A Boolean network consists of a discrete set of Boolean variables each of which has a Boolean function assigned to it which takes inputs from a subset of those variables and output that determines the state of the variable it is assigned to. This set of functions in effect determines a topology (connectivity) on the set of variables, which then become nodes in a network. Usually, the dynamics of the system is taken as a discrete time series where the state of the entire network at time t+1 is determined by evaluating each variable's function on the state of the network at time t. This may be done synchronously or asynchronously.
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.
A coupled map lattice (CML) is a dynamical system that models the behavior of nonlinear systems. They are predominantly used to qualitatively study the chaotic dynamics of spatially extended systems. This includes the dynamics of spatiotemporal chaos where the number of effective degrees of freedom diverges as the size of the system increases.
The Rulkov map is a two-dimensional iterated map used to model a biological neuron. It was proposed by Nikolai F. Rulkov in 2001. The use of this map to study neural networks has computational advantages because the map is easier to iterate than a continuous dynamical system. This saves memory and simplifies the computation of large neural networks.
Edward Ott is an American physicist and electrical engineer, who is a professor at University of Maryland, College Park. He is best known for his contributions to the development of chaos theory.
[S]pecial issue of Science on 'Complex Systems' featuring many key figures in the field (Science 2 April 1999) [...] [:] 6. 'A complex system is literally one in which there are multiple interactions between many different components.' (40, p. 105)
The following quotations (apart from the last one) come from a special issue of Science on 'Complex Systems' featuring many key figures in the field (Science 2 April 1999) [:] 8. 'In recent years the scientific community has coined the rubric 'complex system' to describe phenomena, structure, aggregates, organisms, or problems that share some common theme: (i) They are inherently complicated or intricate ...; (ii) they are rarely completely deterministic; (iii) mathematical models of the system are usually complex and involve non-linear, ill-posed, or chaotic behavior; (iv) the systems are predisposed to unexpected outcomes (so-called emergent behaviour).' (14, p. 410)
The following quotations (apart from the last one) come from a special issue of Science on 'Complex Systems' featuring many key figures in the field (Science 2 April 1999) [...] [:] 3. 'In a general sense, the adjective 'complex' describes a system or component that by design or function or both is difficult to understand and verify. ...complexity is determined by such factors as the number of components and the intricacy of the interfaces between them, the number and intricacy of conditional branches, the degree of nesting, and the types of data structures.'(50, p. 92)
The following quotations (apart from the last one) come from a special issue of Science on 'Complex Systems' featuring many key figures in the field (Science 2 April 1999) [...] [:] 4. 'Complexity theory indicates that large populations of units can self-organize into aggregations that generate pattern, store information, and engage in collective decision-making.' (39, p. 99)
All CAS agents, whatever their particularities, have three levels of activity: 1. Performance (moment-by-moment capabilities) 2. Credit-assignment (rating the usefulness of available capabilities) 3. Rule-discovery (generating new capabilities).