Complexity Sorin Solomon, Racah Institute of Physics HUJ Israel Complex Multi-Agent Systems...
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Transcript of Complexity Sorin Solomon, Racah Institute of Physics HUJ Israel Complex Multi-Agent Systems...
Complexity Sorin Solomon,
Racah Institute of Physics HUJ Israel Complex Multi-Agent Systems Division, ISI Turin
Lagrange Interdisciplinary Lab for Excellence In Complexity
MORE IS DIFFERENT (Anderson 72)(more is more than more)
Complex “Macroscopic” properties may be the collective effect of many simple “microscopic” components
(and independent on their details)
Phil Anderson “Real world is controlled …– by the exceptional, not the mean; – by the catastrophe, not the steady drip; – by the very rich, not the ‘middle class’.
we need to free ourselves from ‘average’ thinking.”
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The breaking of macroscopic linear extrapolation
?Extrapolation?
Statistical Physics
Phase Transitions, clusters, scaling
Biology SocialScience
CognitionEconomicsand Finance
BusinessAdministration
Computers
Semiotics and Ontology
ChemicalsCells
BitsInformation items
NeuronsBrain
WordsMeaning
IndividualsSociety
CustomerMarket
TradersHerds
AtomsDrops
95 97 99 101
Instead of temperature:
Exchange rate/interest rate
Value At Risk / liquid funds
Equity Price / Dividends
Equity Price / fundamental value
Political Activity
Education …
Chemicals almost free particles
DNA chains, proteins reproduction,evolution,synthesis
Cells chemotaxis, metabolism
Systems, Organisms health, perception self-non-self recognition
CONCEPTUAL AND DISCIPLINARY JUMPS
of the
MORE IS DIFFERENT
type
The Multi-Agent Complex Systems Paradigm
MICRO - the relevant microscopic degrees of freedom
INTER - their fundamental interactions
MACRO - the macroscopic emerging collective objectsIntrinsically (3x) interdisciplinary:
-MICRO belongs to one science
-MACRO to another science
-Mechanisms: statistical mechanics (?) phase transitions, scale invariance,
The challenge : transcend traditional disciplinary research Complexity Research: More than a juxtaposition of expertises:
a new grammar with new interrogative forms allowing the formulation of new questions. Grow a new generation of bi- or multi-lingual scientists.
Microscopic Links, Macroscopic NetworksMICRO – Nodes, connections INTERACTIONS - Local changes (node / link (dis-) appearance)MACRO- Global connectivity, percolation, topologyNew generation of network studies:Instead of study generic properties that are not specific to any particular system, Study specific macroscopic collective properties implied by specific elementary interactions..
site links
Copied site /gene
links
site
Transitive link
browse
Gene activation
WWW linking
- Microscopic Immune Cells and Macroscopic HealthMICRO - Cells, Enzimes, Antigens, Antibodies INTER -producing, destroying, changing state of cells/enzymesMACRO - immunity, health, infection, sickness, inflamation.
Losing All Battles and Wining the War; HIV time hierarchy: U Hershberg, Y Louzoun, H Atlan and S Solomon Physica A: 289 (1-2) (2001) pp.178-190 ; Antigen-receptor degeneracy and immunological paradigmsIrun R. Cohen,, Uri Hershberg, Sorin SolomonMolecular Immunology 40 (2004) 993–996
REALITY Agents SIMULATION
HIV
Acute Phase
T-cells
- Microscopic seeds and Macroscopic Oases MICRO –individual plants INTER –growth, water fixation, MACRO – bushes, vegetation patchesN.M. Shnerb, P. Sarah, H. Lavee, and S. Solomon Reactive glass and vegetation patterns Phys. Rev. Lett. 90, 38101 (2003)
Mediterranean;
uniform
Semi-arid; patchy
Desert;uniform
- Microscopic Investors and Macroscopic CrashesMICRO - Investors, individual capital ,shares INTER - sell/buy orders, gain/loss MACRO - social wealth distribution, market price fluctuations (cycles, crushes, booms, stabilization by noise)
“Levy, Solomon and Levy's
Microscopic Simulation of Financial Markets points us towards the future of financial economics.
If we restrict ourselves to models which can be solved analytically, we will be modeling for our mutual entertainment, not to maximize explanatory or predictive power."HARRY M. MARKOWITZ, Nobel Laureate in Economics
Realistic macroscopic simulations require a new causal framework:
discrete / delayed/ conditional / nested causality instead of the usual Markov infinitesimal one
TimeTime
New mathematical concept: Markov Webs
“Stock market shock explained
Physicists model recent trading frenzy” 1 October 2002
9 9.5 10 10.5 11 11.53750
3800
3850
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Realistic Continuous Time Simulation Platform
- Microscopic Draws and Macroscopic Drawings
MICRO - local line / motion features, mental states, mental eventsINTER - line breaks and mind events vs line/mind inertia.MACRO - drawing shapes, emergence of meaning
Emergence of Representation in Drawing: The Relation Between Kinematic and Referential Aspects E Adi-Japha, I Levin and S. Solomon, Cognitive Development 13 (1998) 25
Breaks are correlated with a posteriori representation
EMPTY SHELLS
“looking for representation
al content”
-Microscopic Concepts and Macroscopic Ideas
MICRO - concepts, connections between conceptsINTER - creating/deleting connections between conceptsMACRO –Novel products, creative ideas, real-life problem solvingCreative Sparks, J Goldenberg, D Mazursky, and S Solomon
Science 285: 1495-1496, 1999; Templates of original innovation: Projecting original incremental innovations from intrinsic information Goldenberg J. Mazursky D. Solomon S., (1999) Technological Forecasting and Social Change, May, Vol. 61/1 P. 1-12.
Communication at the speed of sound
Individual Losers and Collective Winners MICRO – individuals with arbitrary high death rateINTER – arbitrary low birth rate; arbitrary low density of catalisersMACRO –always resilient collective patches (THEOREM)
The importance of being discrete: Life always wins on the surface N M. Shnerb, Y Louzoun, E Bettelheim, and S Solomon Proc. Natl. Acad. Sci. USA, 97/ 19, 10322-10324, Sep 12, 2000 http://xxx.lanl.gov/abs/adap-org/9912005
Proliferation and Competition in Discrete Biological Systems Y Louzoun S Solomon, H Atlan and I R. Cohend Bulletin of Mathematical Biology Volume 65, Issue 3 , May 2003, P 375-396
continuum density distributions - uniform distribution- population extinction
discrete individuals- self-organize in - localized adaptive patches - survival and development
SAME SYSTEM
Nowak
Prediction by Logistic
Differential Equation < 0
Logistic Multi-Agent Prediction
1989 1990 19921991
Economy (89-92) vs. EDUCATION (‘88) note complete correspondence to educationAFTER (‘92) but NOT BEFORE(‘89) liberalization
1989
Fractal Wealth Distribution: Scaling; Power laws
Dell
Buffet
20ALLEN
GATES
WALMART
No one however, has yet exhibited a stable social order, ancient or modern, which has not followed the Pareto pattern… Davis; Cowles Commission for Research in Economics
Pareto’s curve … great generalizations
of human knowledge. Snyder 1939
Distribution of individual wealth ~
(by MACS Prediction)
Distribution of global financial fluctuations
Social equity is good for the financial stability!
Levy
- Microscopic Customers and Macroscopic Sales MICRO – Customers, products / ideas / information INTER – purchase, inform, learn, hear-sayMACRO – global trends, waves of sales (e.g. Tamaguchi), hits, flops, market fluctuations, anomalous diffusion Percolation transition From non-sales at all to a lot of salesSocial Percolators and Self-Organized Criticality Gerard Weisbuch , Sorin Solomon in: Economics with heterogeneous interacting agents, page 43. eds A.Kirman and J.B. Zimmermann, Lecture Notes in Economics and Mathematics, Springer, 2001
0%sales 55%
60%
59.3
Theorem
60% potential buyers
55% potential
buyers
Sal
es
Potential buyers
55% 60%
fractal space distributionPrediction of campaign success (15/17) Goldenberg
Air-view of a sub-urban neighborhood;
crosses on the roofs indicate air-conditioner purchase
CAR SALES in USA 1895-1930
Sales extrapolation formula vs microscopic representation
New Generation of Models:Take into account negative reaction to the propagation:
-Negative word-of-mouth: unsatisfied customers influence their contacts in non-buying: anti-percolation.
-anti-viruses propagating on “almost” the same network: role of additional links: antivirus arrives first.
-Timing of transmission: not all contacts are always active
Extrapolation
Conclusions
No Doctrina
Complexity
May be Unifying
Language
Simple “Microscopic Agents” Dynamics
=> Macroscopic Complexity