Methods of Complex Systems

Miguel Fuentes
External Professor - Santa Fe Institute
 What is a complex system?

• Schools of complex systems

• Elements interacting in a non linear fashion
• Emergent behavior
 Methods of CSS
• Non-linear Science
• Bifurcation theory
• Pattern formation
• Network theory
• Game theory
• MaxEnt
• Super statistics
• Complexity measures and emergence
• Cellular automata
• Agent-based modeling
• Data mining
Non-Linear Science
 Non-Linear Science
From the classical view of a world of unlimited predictability to the real world of
limited predictability. Predicting under uncertainty.

Probabilistic prediction as the natural way to cope with this fundamental

limitation. Ubiquity of randomness!

Climatic change in the light of complex systems research.

 Non-Linear Science
Need for an alternative to the

• Multi-stability
traditional deterministic
description: probabilistic
approach.

• Chaos Linearity and stability of the

probabilistic description versus
the nonlinearity and instability

• Aperiodic Oscillations
underlying the deterministic
description.

• Patterns (spatio-temporal)
• Noise generated structures
 Bifurcation Theory
Macroscopic level (mean field) description

Drastic reduction of description near criticalities of certain kinds.

Order parameters, normal forms as e.g.

The conjunction of nonlinearity and of unstable

nonequilibrium constraints.

Sensitivity to the parameters: qualitative unique

solution
multiple solutions

changes near criticalities associated to

instabilities and bifurcations.

Sensitivity to the initial conditions:

Pattern Formation

Pattern Formation
REPORTS
sis is applicable to communal violence and not to
criminal activity or interstate warfare. In highly
mixed regions, groups of the same type are not
large enough to develop strong collective identi-
ties, or to identify public spaces as associated with
one or another cultural group. They are neither
Global Pattern Formation and Ethnic/Cultural Violence
imposed upon nor impose upon other groups,
and are not perceived as a threat to the cultural
values or social/political self-determination of
other groups. Partial separation with poorly de-
fined boundaries fosters conflict. Violence arises
May Lim, et al. Science 317, 1540 (2007);
when groups are of a size that they are able to
impose cultural norms on public spaces, but where
there are still intermittent violations of these rules
due to the overlap of cultural domains. When
groups are larger than the critical size, they typi-
A Montenegrin, 2.5
Yugoslav, 5.4*
Macedonia, 5.9
Albanian, 7.7
Slovene, 7.8
Albanian Montenegrin
Bulgarian Muslim
Serb
Croat
Hungarian Slovak
Macedonian Slovene
No majority present
Based on opstina data from 1991 census
0 100 kilometers
0 100 miles
C D
Conflict
Serbs Muslims
Croats Albanians
REPORTS
sis is applicable to communal violence and not to cally form self-sufficient entities that enjoy local ism, conformity, as well as violence) are corre-
criminal activity or interstate warfare. In highly sovereignty. Hence, we expect violence to arise lated to it.
mixed regions, groups of the same type are not when groups of a certain characteristic size are The predictor that we identify based on spatial
large enough to develop strong collective identi- formed, and not when groups are much smaller census data need not describe the immediate social
ties, or to identify public spaces as associated with or larger than this size. The model of violence or institutional triggers of violence, only the
one or another cultural group. They are neither depends on the distribution of the population and conditions under which violence becomes likely.
imposed upon nor impose upon other groups, not on the specific mechanism by which the Previous research aiming to characterize ethnic
and are not perceived as a threat to the cultural population achieves this structure, which may conflict by census data has focused on measures of
values or social/political self-determination of include internally or externally directed migra- ethnic or religious “fragmentation” (23–27). Such
other groups. Partial separation with poorly de- tions. By focusing on the geographic distribution measures characterize the diversity of a country
fined boundaries fosters conflict. Violence arises of the population, the model seeks a predictor of without reference to its spatial structure, i.e., the
when groups are of a size that they are able to conflict that can be easily determined by census. overall proportions of ethnically distinct groups in a
impose cultural norms on public spaces, but where This may work well because geography is an im- country. They are therefore distinct from the spatial
there are still intermittent violations of these rules portant aspect of the dimensions of social space, characterization of our study. The literature is
due to the overlap of cultural domains. When the dynamic coarsening process is universal, and divided about whether or which correlations exist
groupsism,
cally form self-sufficient entities that enjoy local are conformity,
larger than the critical
as well as size, they typi-
violence) other aspects of social behavior (e.g., isolation-
are corre- with measures of national ethnic composition. We
sovereignty. Hence, we expect violence to arise lated to it.
when groups of a certain characteristic size are The predictor that we identify based on spatial
Downloaded from www.sciencemag.org on September 21, 2007
formed, and not when groups are much smaller census data need not describe the immediate social Hungarian, 1.9 Other, 3.9
or larger than this size. The model of violence A or institutional triggers of violence, only Montenegrin, the 5.4*2.5
Yugoslav,
Serb, 36.3
B
depends on the distribution of the population and conditions under which violence becomes likely. Macedonia, 5.9
Albanian, 7.7
not on the specific mechanism by which the Previous research aiming to characterize ethnic
Slovene, 7.8
population achieves this structure, which may conflict by census data has focused on measures of
Muslim, 8.9
include internally or externally directed migra- ethnic or religious “fragmentation” (23–27). Such *
Croat, 19.7
Self-identified as Yugoslavs.
tions. By focusing on the geographic distribution measures characterize the diversity of a country Dispersed around country.
of the population, the model seeks a predictor of without reference to its spatial structure, i.e., the
conflict that can be easily determined by census. overall proportions of ethnically distinct groups in a
This may work well because geography is an im- country. They are therefore distinct from the spatial
portant aspect of the dimensions of social space, characterization of our study. The literature is
the dynamic coarsening process is universal, and divided about whether or which correlations exist
other aspects of social behavior (e.g., isolation- with measures of national ethnic composition. We
Downloaded from www.sciencemag.org on September 21, 2007
Hungarian, 1.9 Other, 3.9
Serb, 36.3
B
Albanian Montenegrin
Bulgarian Muslim
Serb
Croat
Hungarian Slovak Serbs Muslims
Muslim, 8.9
*
Croat, 19.7
Self-identified as Yugoslavs.
Macedonian Slovene
No majority present
Croats Albanians
Dispersed around country. Based on opstina data from 1991 census
0 100 kilometers
0 100 miles
C D
Serbs Muslims
Croats Albanians
Conflict
Serbs Muslims
Croats Albanians 0 1
Fig. 2. (A) Census data from 1991 shown here in map form were conflict with neighboring groups [red overlay, (C) and (D)] agrees well
converted into a spatial representation and used in an agent-based with the location of cities reported as sites of major fights and massacres
simulation shown in (B). Our prediction of populations likely to be in [yellow dots, (D)].
1542 14 SEPTEMBER 2007 VOL 317 SCIENCE www.sciencemag.org
0 1
Network Theory
I Introduction
Network Theory 3

FIG. 2 Three examples of the kinds of networks that are the topic of this review. (a) A food web of predator-prey interactions
between species in a freshwater lake [272]. Picture courtesy of Neo Martinez and Richard Williams. (b) The network of
collaborations between scientists at a private research institution [171]. (c) A network of sexual contacts between individuals
in the study by Potterat et al. [342].
 Network Theory
Transport Web London Buildings-Companies
 Game Theory
“The theory of social situations”
 Game Theory
• Prisoner's dilemma
• Traveler's dilemma
• Coordination game
• Volunteer's dilemma
• Ultimatum game
• Rock-paper-scissors
• Dictator game
Game Theory
 MaxEnt Theory
If nothing is known about a distribution (no mechanism)
except that it belongs to a certain class, then the
distribution with the largest entropy should be chosen as
the default.

Simple example:

Given mean and variance, then we have the Normal or

Gaussian Distribution
 192 " Testing METE

MaxEnt Theory
Two recent empirical papers (Green et al., 2004; Horner-Devine et al., 2004)
describing SARs for microorganisms conclude that, when fitted with a power-law
function, very low z-values (~ 0.05) result. At least qualitatively, this is consistent
with our predicted universal SAR because the N/S values for their datasets are far
larger than for typical microorganism census data. In other words, the z-values for
these SARs are way out on the far tail of the universal curve where N/S is large and z
is small.
The data in Figure 8.8 are all from situations where at some relatively large scale,
A0, the state variables are known, at smaller scales, species’ richness is also known,
and METE is used to predict species’ richness at smaller scales. But of more
practical interest is the use of METE to upscale species’ richness from small plots,
where data are available, to much larger scales. And for this purpose, it is possible
that the discrepancies between predicted and observed slopes, z, of the SAR that are

MaxEnt Theory of Ecology (METE), J. Harte, 2011

evident in Figure 8.8 could result in accumulating errors that give markedly errone-
ous results for large-scale species’ richness.
To test the reliability of upscaling with METE, we estimated tree species’
richness, for trees of at least 10 cm dbh, in the entire Western Ghats preserve (Western

1070
7
species

1/4 ha 60,000 km2

5

log(# species) 4
32.5
species
3

2
predicted
observed
1

0
-10 0 10
log(area)

Figure 8.9 Test of upscaling and downscaling predictions for tree species’ richness in the
Western Ghats (I) dataset. The input information for all the predicted values of species’
richness shown in the graph are the averages of total abundance and species’ richness in 48 ¼-
ha plots scattered throughout the 60,000 km2 preserve (Krishnamani et al. 2004). In those
small plots, abundance and spatial distribution data for every tree species with ! 30 mm dbh
were obtained and used to construct 48 species–area relationships spanning nested areas
within each plot of 0.25, 0.125, 0.05, and 0.025 ha. Area is in units of square kilometre.
 Super Statistics
System Brownian particles

Each subsystem with a different

diffusion coefficient
 Super Statistics
System Brownian particles
 Super Statistics
, 2009 361

lls

cs is for
k at cell
e of can-
athways
 Complex Measures

• How we know the “complexity of a given

systems”
• Universality
 Complex Measures
• Effective complexity of an entity is “the
length of a highly compressed description
of its regularities”. Gell-Mann
• Distinguishing between signals, example:
Distinguishing Noise from Chaos. Possible
use in Data Mining.
Cellular Automata

482 M.A. Fuentes, M.N. Kuperman / Physica A 267 (1999) 471–486

Fig. 5. (A– C) Three consecutive stages of the evolution of the cellular automata for the SIR model, separated
by 100 time steps. Light gray, dark gray and black indicate susceptible, infected and removed individuals
respectively. (D) Asymptotic state of the cellular automata for the SIS model. Gray and black indicate
susceptible and infected individuals respectively.

The observed behaviour of the system is qualitatively di!erent from that of the
 Agents-based Models

• Massive computer simulations

• Social behavior
• GIS, Network T., etc.
Data Mining