A complex system is a damped, driven system (for example, a harmonic oscillator) whose total energy exceeds the threshold for it to perform according to classical mechanics but does not reach the threshold for the system to exhibit properties according to chaos theory.
Although it is arguable that humans have been studying complex systems for thousands of years, the modern scientific study of complex systems is relatively young in comparison to conventional fields of science with simple system assumptions, such as physics and chemistry. The history of the scientific study of these systems follows several different research trends.
In the area of mathematics, arguably the largest contribution to the study of complex systems was the discovery of chaos in deterministic systems, a feature of certain dynamical systems that is strongly related to nonlinearity. The study of neural networks was also integral in advancing the mathematics needed to study complex systems.
The notion of self-organizing systems is tied up to work in nonequilibrium thermodynamics, including that pioneered by chemist and Nobel laureate Ilya Prigogine in his study of dissipative structures.
Types of complex systems
- it must be sensitive to initial conditions,
- it must be topologically mixing, and
- its periodic orbits must be dense.
Sensitivity to initial conditions means that each point in such a system is arbitrarily closely approximated by other points with significantly different future trajectories. Thus, an arbitrarily small perturbation of the current trajectory may lead to significantly different future behavior.
Complex adaptive systems
Complex adaptive systems (CAS) are special cases of complex systems. They are complex in that they are diverse and made up of multiple interconnected elements and 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, manufacturing businesses and any human social group-based endeavor in a cultural and social system such as political parties or communities. This includes some large-scale online systems, such as collaborative tagging or social bookmarking systems.
The behavior of nonlinear systems is not subject to the principle of superposition while that of linear systems is subject to superposition. Thus, a complex nonlinear system is one whose behavior can't be expressed as a sum of the behaviors of its parts (or of their multiples).
Topics on complex systems
Features of complex systems
Complex systems may have the following features:
- Cascading Failures
- Due to the strong coupling between components in complex systems, a failure in one or more components can lead to cascading failures which may have catastrophic consequences on the functioning of the system.
- 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, see synergetics.
- Complex systems may have a memory
- The history of a complex system may be important. Because complex systems are dynamical systems they change over time, and prior states may have an influence on present states. More formally, complex systems often exhibit hysteresis.
- 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.
- Dynamic network of multiplicity
- As well as coupling rules, the dynamic network of a complex system is important. Small-world or scale-free networks 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, the termites in a mound have physiology, biochemistry and biological development that are at one level of analysis, but their social behavior and mound building is a property that emerges from the collection of termites and needs to be analysed 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, 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 behaviour are fed back to in such a way that the element itself is altered.
Complex systems modeling
- black-box (phenomenological),
- white-box (mechanistic, based on the first principles) and
- grey-box (mixtures of phenomenological and mechanistic models).
In black-box models, the individual-based (mechanistic) mechanisms of a complex dynamic system remain hidden. Black-box models are completely nonmechanistic. They are phenomenological and ignore a composition and internal structure of a complex system. We cannot investigate interactions of subsystems of such a non-transparent model.
A white-box model of complex dynamic system has ‘transparent walls’ and directly shows underlying mechanisms. All events at micro-, meso- and macro-levels of a dynamic system are directly visible at all stages of its white-box model evolution. In most cases mathematical modelers use the heavy black-box mathematical methods, which cannot produce mechanistic models of complex dynamic systems.
Grey-box models are intermediate and combine black-box and white-box approaches. As a rule, this approach is used in ‘overloaded’ form, what makes it less transparent. It was demonstrated that the logical deterministic cellular automata approach allows to create the white-box models of ecosystems.
Creation of a white-box model of complex system is associated with the problem of the necessity of an a priori basic knowledge of the modeling subject. The deterministic logical cellular automata are necessary but not sufficient condition of a white-box model. The second necessary prerequisite of a white-box model is the presence of the physical ontology of the object under study. The white-box modeling represents an automatic hyper-logical inference from the first principles because it is completely based on the deterministic logic and axiomatic theory of the subject.
The purpose of the white-box modeling is to derive from the basic axioms a more detailed, more concrete mechanistic knowledge about the dynamics of the object under study. The necessity to formulate an intrinsic axiomatic system of the subject before creating its white-box model distinguishes the cellular automata models of white-box type from cellular automata models based on arbitrary logical rules. If cellular automata rules have not been formulated from the first principles of the subject, then such a model may have a weak relevance to the real problem.
- History of Complex Systems
- Hasselblatt, Boris; Anatole Katok (2003). A First Course in Dynamics: With a Panorama of Recent Developments. Cambridge University Press. ISBN 0-521-58750-6.
- S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, S. Havlin (2010). "Catastrophic cascade of failures in interdependent networks". Nature 464 (7291): 08932. doi:10.1038/nature08932. PMID 20393559.
- A. L. Barab´asi, R. Albert (2002). "Statistical mechanics of complex networks". Rev. Mod. Phys 74: 47–94. Bibcode:2002RvMP...74...47A. doi:10.1103/RevModPhys.74.47.
- M. Newman (2010). Networks: An Introduction. Oxford University Press. ISBN 978-0-19-920665-0.
- Reuven Cohen, Shlomo Havlin (2010). Complex Networks: Structure, Robustness and Function. Cambridge University Press. ISBN 978-0-521-84156-6.
- Kroll, Andreas (2000). Grey-box models: Concepts and application. In: New Frontiers in Computational Intelligence and its Applications, vol.57 of Frontiers in artificial intelligence and applications, pp. 42-51. IOS Press, Amsterdam.
- Kalmykov, Lev V.; Kalmykov, Vyacheslav L. (2015), "A white-box model of S-shaped and double S-shaped single-species population growth", PeerJ, 3:e948, doi:10.7717/peerj.948
- Paolo Sibani & Henrik Jeldtoft Jensen (2013). Stochastic Dynamics of Complex Systems, ISBN 978-1-84816-993-7, World Scientific and Imperial College Press.
- Chu, Dominique (2011). Complexity: Against Systems. Theory in Biosciences, Springer Verlag. 
- Rocha, Luis M. (1999). "Complex Systems Modeling: Using Metaphors From Nature in Simulation and Scientific Models". BITS: Computer and Communications News. Computing, Information, and Communications Division. Los Alamos National Laboratory. November 1999
- Ignazio Licata & Ammar Sakaji (eds) (2008). Physics of Emergence and Organization, ISBN 978-981-277-994-6, World Scientific and Imperial College Press.
- James S. Kim, Hyper Emotional Society, Version 9. Knol. 2009 Nov 25.
- Alfred Hübler, Cory Stephenson, Dave Lyon, Ryan Swindeman (2011). Fabrication and programming of large physically evolving networks Complexity, 16(5), pp. 7–8
- De Toni, Alberto and Comello, Luca (2011). Journey into Complexity. Udine: Lulu. ISBN 978-1-4452-6078-5.
|Look up complex system in Wiktionary, the free dictionary.|
- Introduction to complex systems-short course by Shlomo Havlin
- Complex systems in scholarpedia.
- (European) Complex Systems Society
- (Australian) Complex systems research network.
- Complex Systems Modeling based on Luis M. Rocha, 1999.
- CRM Complex systems research group
- The Center for Complex Systems Research, Univ. of Illinois at Urbana-Champaign
- FuturICT - Exploring and Managing our Future