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Register a new userComplex and Adaptive Dynamical Systems: A Primer
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C. Gros
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An thorough introduction is given at an introductory level to the field of quantitative complex system science, with special emphasis on emergence in dynamical systems based on network topologies. Subjects treated include graph theory and small-world networks, a generic introduction to the concepts of dynamical system theory, random Boolean networks, cellular automata and self-organized criticality, the statistical modeling of Darwinian evolution, synchronization phenomena and an introduction to the theory of cognitive systems. It inludes chapter on Graph Theory and Small-World Networks, Chaos, Bifurcations and Diffusion, Complexity and Information Theory, Random Boolean Networks, Cellular Automata and Self-Organized Criticality, Darwinian evolution, Hypercycles and Game Theory, Synchronization Phenomena and Elements of Cognitive System Theory.
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We argue that the coordination of the activities of individual complex agents enables a system to develop and sustain complexity at a higher level. We exemplify relevant mechanisms through computer simulations of a toy system, a coupled map lattice with transmission delays. The coordination here is achieved through the synchronization of the chaotic operations of the individual elements, and on the basis of this, regular behavior at a longer temporal scale emerges that is inaccessible to the uncoupled individual dynamics.
We introduce a notion of emergence for coarse-grained macroscopic variables associated with highly-multivariate microscopic dynamical processes, in the context of a coupled dynamical environment. Dynamical independence instantiates the intuition of an emergent macroscopic process as one possessing the characteristics of a dynamical system in its own right, with its own dynamical laws distinct from those of the underlying microscopic dynamics. We quantify (departure from) dynamical independence by a transformation-invariant Shannon information-based measure of dynamical dependence. We emphasise the data-driven discovery of dynamically-independent macroscopic variables, and introduce the idea of a multiscale emergence portrait for complex systems. We show how dynamical dependence may be computed explicitly for linear systems via state-space modelling, in both time and frequency domains, facilitating discovery of emergent phenomena at all spatiotemporal scales. We discuss application of the state-space operationalisation to inference of the emergence portrait for neural systems from neurophysiological time-series data. We also examine dynamical independence for discrete- and continuous-time deterministic dynamics, with potential application to Hamiltonian mechanics and classical complex systems such as flocking and cellular automata.
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on the level of macroscopic observables, one has to rely on equation-free methods like stochastic continuation. Here, we investigate how to improve stochastic continuation techniques by adaptively choosing the parameters of the algorithm. This allows one to obtain bifurcation diagrams quite accurately, especially near bifurcation points. We introduce lifting techniques which generate microscopic states with a naturally grown structure, which can be crucial for a reliable evaluation of macroscopic quantities. We show how to calculate fixed points of fluctuating functions by employing suitable linear fits. This procedure offers a simple measure of the statistical error. We demonstrate these improvements by applying the approach in analyses of (i) the Ising model in two dimensions, (ii) an active Ising model, and (iii) a stochastic Swift-Hohenberg model. We conclude by discussing the abilities and remaining problems of the technique.
It has been proposed that adaptation in complex systems is optimized at the critical boundary between ordered and disordered dynamical regimes. Here, we review models of evolving dynamical networks that lead to self-organization of network topology based on a local coupling between a dynamical order parameter and rewiring of network connectivity, with convergence towards criticality in the limit of large network size $N$. In particular, two adaptive schemes are discussed and compared in the context of Boolean Networks and Threshold Networks: 1) Active nodes loose links, frozen nodes aquire new links, 2) Nodes with correlated activity connect, de-correlated nodes disconnect. These simple local adaptive rules lead to co-evolution of network topology and -dynamics. Adaptive networks are strikingly different from random networks: They evolve inhomogeneous topologies and broad plateaus of homeostatic regulation, dynamical activity exhibits $1/f$ noise and attractor periods obey a scale-free distribution. The proposed co-evolutionary mechanism of topological self-organization is robust against noise and does not depend on the details of dynamical transition rules. Using finite-size scaling, it is shown that networks converge to a self-organized critical state in the thermodynamic limit. Finally, we discuss open questions and directions for future research, and outline possible applications of these models to adaptive systems in diverse areas.
Complex chemical reaction networks, which underlie many industrial and biological processes, often exhibit non-monotonic changes in chemical species concentrations, typically described using nonlinear models. Such non-monotonic dynamics are in principle possible even in linear models if the matrices defining the models are non-normal, as characterized by a necessarily non-orthogonal set of eigenvectors. However, the extent to which non-normality is responsible for non-monotonic behavior remains an open question. Here, using a master equation to model the reaction dynamics, we derive a general condition for observing non-monotonic dynamics of individual species, establishing that non-normality promotes non-monotonicity but is not a requirement for it. In contrast, we show that non-normality is a requirement for non-monotonic dynamics to be observed in the Renyi entropy. Using hydrogen combustion as an example application, we demonstrate that non-monotonic dynamics under experimental conditions are supported by a linear chain of connected components, in contrast with the dominance of a single giant component observed in typical random reaction networks. The exact linearity of the master equation enables development of rigorous theory and simulations for dynamical networks of unprecedented size (approaching $10^5$ dynamical variables, even for a network of only 20 reactions and involving less than 100 atoms). Our conclusions are expected to hold for other combustion processes, and the general theory we develop is applicable to all chemical reaction networks, including biological ones.
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