Chaos in Models of Arms
Races and the Initiation of
War
Crisis Stability and Instability in an International System
Received June 14, 2006; accepted September 28, 2006
ALVIN M. SAPERSTEIN
Alvin M. Saperstein is with the
Department of Physics and Center for
Peace and Conflict Studies, Wayne
State University, Detroit, MI 48202.
E-mail: ams@physics.wayne.edu. Much
of this material in this article is based
on the author’s monograph, Dynamical
Modeling of the Onset of War (World
Scientific Press, 1999). See the
monograph for figures, references, and
additional discussion.
22 C O M P L E X I T Y
INTRODUCTION: THEORY AND POLICY MAKING
S
ometime during the “Cold War,” political scientists developed the complimen-
tary concepts of crisis stability/crisis instability for describing the state of a
competitive international system. They are best defined by illustrative exam-
ples. When a Soviet fighter aircraft shot down the civilian Korean airliner, KAL007, in
Soviet airspace in September 1983, almost 300 lives were lost, including that of a US
Congressman. Much international blus-
ter resulted, but no war. Sixty-nine years
In the world of 1914, a very earlier, in Sarajevo (then part of the Aus-
minor perturbation of the system trian-Hungarian Empire) two lives were
grew to a major disturbance, lost in an assassination. The result was
which destroyed the system. This World War I, with an excess of 20 million
earlier, crisis unstable , situation lives lost. In the world system of 1983, a
manifested “extreme sensitivity” moderate perturbation remained moder-
to small perturbations of the ate—the system was stable. In the world
system. of 1914, a very minor perturbation of the
system grew to a major disturbance,
which destroyed the system. This earlier,
crisis unstable, situation manifested “extreme sensitivity” to small perturbations of
the system. This contrast between stability and instability in the international system
sounds very much like the use of the same words in dynamical systems. In dynamics,
a positive value for a Liapunov exponent for the system implies extreme sensitivity
to perturbations which implies chaos.
Those concerned with international security have always longed for an under-
standing of the transition of an international system from stability to instability. Such
An essay based on a presentation at the 6th Understanding Complex Systems Confer-
ence, Department of Physics, University of Illinois at Urbana-Champaign, May 15–18,
2006.
© 2007 Wiley Periodicals, Inc., Vol. 12, No. 3
DOI 10.1002/cplx.20162
an understanding might help prevent
the outbreak of war. Dynamical theory
has the concept a “critical Reynolds
number,” governing the transition from
laminar motion to turbulence, from
smooth to chaotic flows. Perhaps these
dynamical concepts can provide useful
models for examining international se-
curity, helping policy makers antici-
pate—and perhaps prevent—transi-
tions from crisis stable to crisis unstable
states.
Use of such formal dynamical mod-
eling is not intended to replace tradi-
tional verbal analysis of concrete situa-
tions. Where the results of the two
approaches agree, added faith can be
placed in the viability of the results and
policy. If the conclusions disagree, cer-
tainly caution and additional analysis
(of both types) is warranted.
Rational policy making requires the
ability to predict the outcomes of differ-
ent policy choices. Policy A implies an
outcome a whereas policy B implies the
outcome b; I prefer a and will thus
adapt A. Prediction implies a determin-
istic system (verbal or mathematical)
wherein a given slice of time for a sys-
tem uniquely determines the system’s
behavior at an immediately following
slice of time. In symbols:
X n⫹1 ⫽ f共Xn, ␭)
where ␭ is a collection of systems pa-
rameter and Xn is a complete descrip-
tion of the multidimensional “state” of
the system at “time” n. The choice of
the function f, and of its initial and
boundary condition parameters ␭ is the
process of modeling—verbal or mathe-
matical. (A sufficiently large change of
the set ␭ is equivalent to a change in the
functional form f.) The process of pre-
diction implies: given X0 (an initial
state) and ␭, determine a “final” state
X⬁, which will be called the “attractor.”
Policymaking consists of changing X0 or
␭ so as to obtain a desirable attractor or
avoid an undesirable one.
© 2007 Wiley Periodicals, Inc.
DOI 10.1002/cplx
EARLY DYNAMICAL MODELING
The earliest attempt to apply a dynam-
ical model to the international system
that I know of was by L. F. Richardson.
Richardson, an early twentieth century
mathematician and physicist, was a
Quaker and a Victorian idealist. A
staunch believer in the inherent good-
ness and rationality of human beings,
and the perfectibility of their societies
with the aid of science and technology,
he was appalled by the carnage and
slaughter of World War I. Such irratio-
nality could not be due to people! It
must be the international system of
competing arms-racing nations that
was at fault. And so he proposed a sys-
tem of interacting, linear, first-order,
differential equations, to mimic such a
Rational policy making requires
the ability to predict the
outcomes of different policy
choices. … Prediction implies a
deterministic system (verbal or
mathematical) wherein a given
slice of time for a system
uniquely determines the system’s
behavior at an immediately
following slice of time.
system. For two nations, with military
capabilities N1 and N2 , the system be-
came
dN1/dt ⫽ kN2 ⫺ aN1 ⫹ g
dN2/dt ⫽ lN1 ⫺ bN2 ⫹ h
where (k, l ) are “defense” or “reaction
coefficients, (a, b) are “fatigue” or “ex-
pense” coefficients, and (g, b) are
“grievance” or “goodwill” (depending
on their sign) coefficients. The values of
the coefficients were to be determined
by the characteristics of the respective
societies and governments. As societies
change, these parameters would
change, but it was assumed that the
time scale for parameter change was
much longer than that of the equation
solutions; hence they would be taken as
constant—to be determined by obser-
vation of specific systems. Note that
Richardson is only modeling capabili-
ties. There are no dynamic intent terms
in his equations, only the static g and h
which, as he expected, had no influence
on the nature of the solutions and sys-
tem behavior.
The solutions to the Richardson
equations are linear combinations of
rising and falling exponential behavior.
If the parameters were such that only
falling exponential behavior was possi-
ble, the system was deemed stable—no
war would occur in a system for which
each nation’s military capabilities could
not rise exponentially. Some good fits to
pre-World War I European arms expen-
diture data were obtained. However,
there was no transition from peace to
war in the model.
For a given set of parameters—a
given “epoch” in a specific set of inter-
acting nations—solutions were either
falling exponentials or they were not. If
rising, supposedly conducive to the out-
break of war, there was no transition
from a prewar exponential rising state
of armaments to a wartime exponen-
tially rising state of armaments. There
was no “change of state” from the
smooth flow of events supposedly char-
acteristic of peacetime to the expected
chaos of war. In order for a model to
have a “critical Reynolds’s number,”
characteristic of a change of state, it
must be nonlinear.
EARLY HEURISTIC NONLINEAR
DYNAMICAL MODELS
The simplest nonlinear model for the
interaction between the changing mili-
tary capabilities of two competing
states is a pair of coupled discrete logis-
tic equations:
x t⫹1 ⫽ 4ay t 共1 ⫺ y t 兲
y t⫹1 ⫽ 4bx t 共1 ⫺ x t 兲
Here the dependent variables, xt and yt ,
functions of the discrete time t, are ra-
C O M P L E X I T Y 23
tios of the annual military capability ex-
penditure of the two countries to their
gross domestic products and hence are
bounded between 0 and 1. Using a
spreadsheet in a simple desk computer,
the Liapunov coefficients can be calcu-
lated as a function of the state parame-
ters, a and b. The result is a simple
curve in the unit (a, b) square. Values of
(a, b) lying below the curve represent
solutions having fixed point attractors—
smooth evolutions representing a non-
war state of the system. Points (a, b)
lying above the curve represent evolu-
tions to strange attractors— chaotic
flows that we take to represent inter-
state war. This simple model displays
the characteristics we expect for a sys-
tem capable of manifesting the change
of state from peace to war. Keeping the
state parameters (a, b) below the “crit-
ical Reynolds curve” is a policy for
peace. Using data from pre-World War
II parts of European states, the model
“predicted” peace, as was the case at
the time, though some of the points
were uncomfortably lose to the critical
curve. Given the “reasonableness” of
the results of this extremely simple heu-
ristic model, it seems worthwhile to test
the approach further by using it to in-
vestigate specific important interna-
tional security questions to ascertain
whether its results agree or disagree
with the results of the more usual, non-
quantitative, political science analysis.
At the end of the Cold War the world
changed from a bipolar to a multipolar
system. Give the long nightmare of liv-
ing in the nuclear bipolar system, it is
natural to inquire as to whether a mul-
tipolar system is more or less stable. A
simple approach to such an inquiry is to
add a third nation, z, to the previous
two component logistic model:
x t⫹1 ⫽ 4ay t 共1 ⫺ y t 兲 ⫹ 4␧z t 共1 ⫺ z t 兲
y t⫹1 ⫽ 4bx t 共1 ⫺ x t 兲 ⫹ 4␧cz t 共1 ⫺ z t 兲
z t⫹1 ⫽ 4␧关x t 共1 ⫺ x t 兲 ⫹ cy t 共1 ⫺ y t 兲兴
Here, ␧ represents the transition from a
bipolar to tripolar system; ␧ ⫽ 0 implies
the original bipolar mode; as ␧ in-
creases, the third party becomes more
and more significant; at ␧ ⫽ 1, all three
24 C O M P L E X I T Y
nations participate equally in the com-
petitive world system. The Liapunov co-
efficients were calculated in a similar
manner for varying values of the param-
eters a/b and c, resulting in a “critical
Reynold’s curve” in the unit (a, ␧)
square. The region under the curve, the
stability region, decreases with increas-
ing ␧. Thus this simple heuristic ap-
proach predicts that a tripolar world
should be more dangerous—more
prone to chaos—than the bipolar world
from which it evolves. Traditional polit-
ical science scholarship is split on the
issue, some political theorists saying in-
creased multiplicity enhances stability,
others saying it diminishes world stabil-
ity. Recent world history seems to agree
with the predictions of the logistic
model.
Another pressing question, given the
present world political situation, is
whether democracies are more or less
prone to war. To explore this question, I
make use of sampling theory with re-
spect to societal decision makers. I as-
sume that any large group of people
contains widely different degrees of fear
and hostility to other groups: each
member of group x has a “fear and
loathing” coefficient for group y, axy . I
also assume that, if the groups are large
enough, the mean value of the coeffi-
cient will be the same for all groups 具a典,
a basic human characteristic. The aver-
age, taken over any large subset of the
group, will be 具a典; however, small sam-
ples will have averages that may differ-
ent significantly from 具a典. I define “de-
mocracy” as a society whose decision
makers represent a large sample of the
society. A nondemocracy, an “oligar-
chy,” is a society whose decision makers
are a small sample of its society. Thus,
in a group of democracies, the average
“fear and loathing coefficient” for each
will be close to 具a典. In a group of oligar-
chies, the average for each may be sig-
nificantly larger than, or smaller than,
具a典. The average, in society x, for its
attitudes toward society y, 具axy典 will be
the significant parameter in a discrete,
coupled recursion relation governing
the arms race between the two societ-
ies.
Assume that nation x will increase its
military capabilities if they are exceeded
by those of y. The rate of increase will be
proportional to the amount of excess
and to the total strength of y, smoothly
constrained by an economic factor; the
constant of proportionality will be 具axy典.
Nation y will similarly build up its
strength proportional to its mean “fear
and loathing coefficient” 具ayx典. If x’s mil-
itary capability exceeds that of y, it will
build down, the rate of decrease being
proportional to the amount of its excess
strength and its total strength. The pro-
portionality coefficient, the “confi-
dence” parameter will be taken to be
the inverse of its mean “fear and loath-
ing” parameter. Its opponent, y, will
also build down in a similar manner.
The resulting coupled recursion rela-
tions depend on the two parameters
具axy典 and 具ayx典. Again, computing Lia-
punov experiments to determine the
stability region in the (具axy典, 具ayx典) plane,
it is found that the model predicts in-
stability whenever either parameter is
very large. Very large values of the “fear
and loathing” coefficient are only pos-
sible for “oligarchic sampling.” Thence,
a system containing oligarchic nations
is more likely to manifest chaos than
one which includes only democracies—
all of which display only moderate val-
ues of the parameter. The answer, de-
livered by the model, that a system of
democracies is more likely to be peace-
ful than a world system containing non-
democratic states, concurs with that
provided by the more standard verbal
analyses.
Another important contemporary
question, which can be addressed via
examining the stability of an appropri-
ate set of coupled discrete nonlinear re-
cursion relations between their military
capabilities, is that of the possible sta-
bilizing influence of a balance-of-power
world political system. Given a compet-
ing system of three nations, they can
arms-race with each other in two ways:
Each can independently try to surpass
the sum of military capabilities of its
two opponents; or, they can opt for a
“balance of power” system, in which
each inferior party couples with another
so as to jointly exceed the capability of
© 2007 Wiley Periodicals, Inc.
DOI 10.1002/cplx
the third. Which approach has the
greater propensity for chaos—indepen-
dently seeking security or using a bal-
ance-of-power approach? Each ap-
proach makes use of a set of three
coupled equations, each set parameter-
ized by fear and loathing coefficients
and confidence coefficients for each
pair, as in the previous example. Explor-
ing the regions of stability of each trio
leads to the conclusions that a “going it
alone” policy for seeking national secu-
rity allows the possibility of war, if the
contending partner starts out with large
enough military capabilities, whereas a
balance-of-power policy, always seek-
ing (perhaps shifting) alliances, is guar-
anteed to keep an initially symmetric
system peaceful. Again “peaceful”
means having only negative Liapunov
coefficients, being nonchaotic.
The “reasonableness” of the predic-
tions of these simple discrete nonlinear
recursion relations models suggests that
the theoretical paradigm of looking for
a change-of-state criterion in a more
complete mathematical model may be a
useful heuristic approach to explaining
(and perhaps controlling) the transition
between crisis stability and crisis insta-
bility in a real competitive international
system.
NONLINEAR RICHARDSON MODEL
Comparing the linear model of Richard-
son with my nonlinear models, it is
clear that—to some degree—the non-
linearities of my model can represent
changing capability and intent parame-
ters in the Richardson equations. If
these Richardson parameters were
made dynamic rather than static, the
Richardson model could become non-
linear and thus capable of representing
the desired peace-war change of state
via critical Reynolds’s numbers.
The original, linear, Richardson
model for an n nation system can be
written as follows:
dxi/dt ⫽ ⌺jaijxj ⫹ fi
where the sum over the repeated index
runs from 1 to n. Here xi represents the
military capability of the ith nation, aij
is the distrust and suspicion reaction
© 2007 Wiley Periodicals, Inc.
DOI 10.1002/cplx
coefficient between nations i and j, and
fi is a general societal trust or suspicion
of i toward all others.
The ability of nation i to modify its
military capabilities in response to xj
would be expected to depend on its
economic capability, another dynamic
variable, pi ; when pi is very small i’s
military response to j’s military capabil-
ity should be very limited. Hence, as-
sume the reaction coefficient to be
modified by economics to the following:
a ij 3 p i2 a ij
The reaction of i to j’s military capabil-
ity should also depend on the “intent”
of i toward j (here we are carefully dis-
tinguishing between capability, either
military or economic, and intent). Let rij
be some measure of i’s intent toward
j(i⫽j), rij ⬎ 0 implies a friendly intent,
the more positive the value, the more
positive the intent; similarly rij ⬍ 0 im-
plies a hostile intent. Then the Richard-
son parameters are modified to include
rij:
a ij 3 a ij 共1 ⫺ ⌫ j r ij 兲
f i 3 ⫺ ⌺ j r ij ␥ j
where ⌫j and ␥j are measures of the
conversion of intent to action; they are
“action parameters.” The resulting
modified Richardson model is as fol-
lows:
dxi/dt ⫽ ⌺jpi2aij共1 ⫺ ⌫jrij兲xj ⫺ ⌺jrij␥j
If the pi and rij are given functions of
time, i.e., not dynamical variables, then
the modified Richardson equation set is
still linear, still unable to produce a war-
peace change of state.
However, we certainly expect eco-
nomic constraints and inter-nation in-
tents to be modified by military capa-
bilities; i.e., pi and rij will be dynamical
variables, evolving with changing mili-
tary capabilities, thus producing non-
linear Richardson equations.
A standard linear input/output
model for a nation’s economic strength
might look like
dpi/dt ⫽ cipi ⫹ ␩i⌺jrijpj ⫹ ⌺j␴ijxj
The parameters ci represents the pro-
pensity of wealth to create more wealth;
they could be called “economic inertia”
parameters. The parameters ␩i measure
the extent to which friendly intent leads
to increased international trade leading
to increased wealth and vice versa; they
will be referred to as “trade” parame-
ters. The set of coefficients ␴ij may be
called the “iron triangle” parameters
because they model how military build-
ups (or build downs) may enhance (or
diminish) economic strength. Nonzero
values of ␴ij make the Richardson equa-
tions nonlinear.
Lee, Mancaster, and Zinnes (LMZ)
have created a nonlinear dynamical
theory for the intent parameters rij :
drij/dt ⫽ Arij ⫹ B⌺krikrkj
where A and B are positive coefficients.
The linear term represents the inertia of
intent; good feelings tend to produce
further good feelings and vice versa.
The quadratic term represents the indi-
rect interaction aphorism:
● The friend of my friend is my friend
● The enemy of my friend is my enemy
● The friend of my enemy is my enemy
● The enemy of my enemy is my friend.
As they stand, the LMZ equations do
not contribute to the nonlinearity of the
Richardson equations.
But, we may expect the direct and
indirect LMZ interactions of intent to be
modified by the existence of military
capabilities. Assume
Arij 3 Arij共1 ⫺ ␣ijrijdxj/dt兲
Taking ␣ij ⬎ 0 means that an in-
crease of military capability by a nation
j, toward which nation i has negative
intent, will lead to an exacerbation of
that negative intent, whereas if the in-
tent is positive it will be increased be-
cause the increased arms of j may be
construed as protective of i (i.e., “load
sharing”). In a similar way, the indirect
terms are modified to the following:
C O M P L E X I T Y 25
 B⌺ k r ik r kj 3 B⌺ k r ik
⫻ 共1 ⫺ ␤ikrikdxk/dt兲rkj共1 ⫺ ␤kjdxj/dt兲
where the ␤ sets are also positive pa-
rameters and can be construed as rep-
resenting “band wagoning.” Nonvan-
ishing of the load sharing and band
wagoning parameters also make the Ri-
chardson equations nonlinear.
CONCLUSIONS
There are a number of useful practical
lessons that can be learned from this
extended Richardson model without
searching for realistic parameters and
attempting to calculate resultant Lia-
punov coefficients. The model has three
sets of dynamical variables representing
the military capabilities, intents, and
economic constraints of the nations of
the system. These variables evolve ac-
cording to a set of coupled nonlinear
first-order differential equations that
are determined by five sets of system
parameters:
● There are the subsystem parameters:
aij for military capability response to
military capabilities; ci for economic
response to one’s own economic ca-
pabilities; A and B for the direct and
indirect determinants of inter-nation
intent.
26 C O M P L E X I T Y
● There are the action coupling param-
eters ⌫j and ␥j. which describe the
impact of mutual intent upon mili-
tary capabilities.
● There are the international trade pa-
rameters, ␩i , governing the effect of
intent upon military capabilities.
● There are the load sharing ␣ij and
band wagoning ␤ik parameters which
couple mutual intent and military ca-
pabilities.
● And there are the iron triangle pa-
rameters ␴ij , which couple military
capabilities to economic capabilities.
All of these parameters represent in-
trinsic characteristics of the respective
nations, their societies, and govern-
ments, of the international system. As
such, they may also be functions of
time, as these societies change, but we
expect their changes will be on a much
longer time scale than those character-
istics of the changes being modeled in
inter-nation relations. We are assuming
that the international system reacts
with much shorter time scales than
those characteristics of the individual
nations. Hence we treat these many sys-
tems parameters as constants.
Using the model and the change-of-
state paradigm for the transition be-
tween war and peace, a sufficient con-
dition for crisis stability in the
international system can be attained.
There will be no possibility of chaos and
no critical point for the transition from
peace to war, in the time evolution of
military capabilities if ␣ij ⫽ ␤ij ⫽ ␴ij ⫽ 0
for all i and j. In the absence of load
sharing, band wagoning, and iron trian-
gles, each of the coupled subsystems
will evolve in predictable manners.
It follows that a necessary condition
for the possibility of crisis instability is
the presence of some iron triangles,
load sharing or bandwagoning. Political
scientists have long suggested the dan-
ger of these types of behavior. It is nice
to see that a relatively simple mathe-
matical model, with minimal actual cal-
culations, can reproduce the results of
extensive conventional political science
analysis. Perhaps sufficient actual data
in the international system can be ob-
tained to enable reasonable estimates
for the numerical values of the Richard-
son system parameters and hence facil-
itate the computation of actual critical
Reynold’s numbers for the world. Given
such critical change-of-state parame-
ters, it will be the job of statesmen to
steer their respective nations so that the
system of nations stays well away from
the dangerous critical points.
© 2007 Wiley Periodicals, Inc.
DOI 10.1002/cplx