Complex systems present problems in mathematical modelling.
The equations from which complex system models are developed generally derive from statistical physics, information theory and non-linear dynamics, and represent organized but unpredictable behaviors of systems of nature that are considered fundamentally complex. The physical manifestations of such systems cannot be defined, so the usual choice is to refer to "the system" as the mathematical information model, without referring to the undefined physical subject the model represents. One of a variety of journals using this approach to complexity is Complex Systems.
Such systems are used to model processes in computer science, biology,[1] economics, physics, chemistry,[2] and many other fields. It is also called complex systems theory, complexity science, study of complex systems, sciences of complexity, non-equilibrium physics, and historical physics. A variety of abstract theoretical complex systems is studied as a field of mathematics.
The key problems of complex systems are difficulties with their formal modelling and simulation. From such a perspective, in different research contexts complex systems are defined on the basis of their different attributes. Since all complex systems have many interconnected components, the science of networks and network theory are important aspects of the study of complex systems. A consensus regarding a single universal definition of complex system does not yet exist.
For systems that are less usefully represented with equations various other kinds of narratives and methods for identifying, exploring, designing and interacting with complex systems are used. A broader view of disciplines and methodologies using the complex systems approach is found on the Encyclopedia of Earth.[3]
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The study of mathematical complex system models is used for many scientific questions poorly suited to the traditional mechanistic conception provided by science.[4] Complex systems is therefore often used as a broad term encompassing a research approach to problems in many diverse disciplines including anthropology, artificial intelligence, artificial life, chemistry, computer science, economics, evolutionary computation, earthquake prediction, meteorology, molecular biology, neuroscience, physics, psychology and sociology.
In these endeavors, scientists often seek simple non-linear coupling rules which lead to complex phenomena (rather than describe; see above), but this need not be the case. Human societies (and probably human brains) are complex systems in which neither the components nor the couplings are simple. Nevertheless, they exhibit many of the hallmarks of complex systems. It is worth remarking that non-linearity is not a necessary feature of complex systems modeling: macro-analyses that concern unstable equilibrium and evolution processes of certain biological/social/economic systems can usefully be carried out also by sets of linear equations, which do nevertheless entail reciprocal dependence between variable parameters.
Traditionally, engineering has striven to solve the non-linear system problem while bearing in mind that for small perturbations, most non-linear systems can be approximated with linear systems significantly simplifying the analysis. Linear systems represent the main class of systems for which general techniques for stability control and analysis exist. However, many physical systems (for example lasers) are inherently "complex systems" in terms of the definition above, and engineering practice must now include elements of complex systems research.
Information theory applies well to the complex adaptive systems, CAS, through the concepts of object oriented design, as well as through formalized concepts of organization and disorder that can be associated with any systems evolution process.
Complex systems is a new approach to science that studies how relationships between parts give rise to the collective behaviors of a system and how the system interacts and forms relationships with its environment.
The earliest precursor to modern complex systems theory can be found in the classical political economy of the Scottish Enlightenment, later developed by the Austrian school of economics, which says that order in market systems is spontaneous (or emergent) in that it is the result of human action, but not the execution of any human design.[5][6]
Upon this the Austrian school developed from the 19th to the early 20th century the economic calculation problem, along with the concept of dispersed knowledge, which were to fuel debates against the then-dominant Keynesian economics. This debate would notably lead economists, politicians and other parties to explore the question of computational complexity.
A pioneer in the field, and inspired by Karl Popper's and Warren Weaver's works, Nobel prize economist and philosopher Friedrich Hayek dedicated much of his work, from early to the late 20th century, to the study of complex phenomena,[7] not constraining his work to human economies but venturing into other fields such as psychology,[8] biology and cybernetics. Gregory Bateson played a key role in establishing the connection between anthropology and systems theory; he recognized that the interactive parts of cultures function much like ecosystems.
As projects and acquisitions become increasingly complex, companies and governments are challenged to find effective ways to manage mega-acquisitions such as the Army Future Combat Systems. Acquisitions such as the FCS rely on a web of interrelated parts which interact unpredictably. As acquisitions become more network-centric and complex, businesses will be forced to find ways to manage complexity while governments will be challenged to provide effective governance to ensure flexibility and resiliency.[9]
One of Hayek's main contributions to early complexity theory is his distinction between the human capacity to predict the behaviour of simple systems and its capacity to predict the behaviour of complex systems through modeling. He believed that economics and the sciences of complex phenomena in general, which in his view included biology, psychology, and so on, could not be modeled after the sciences that deal with essentially simple phenomena like physics.[10] Hayek would notably explain that complex phenomena, through modeling, can only allow pattern predictions, compared with the precise predictions that can be made out of non-complex phenomena.[11]
Complexity theory is rooted in chaos theory, which in turn has its origins more than a century ago in the work of the French mathematician Henri Poincaré. Chaos is sometimes viewed as extremely complicated information, rather than as an absence of order.[12] The point is that chaos remains deterministic. With perfect knowledge of the initial conditions and of the context of an action, the course of this action can be predicted in chaos theory. As argued by Ilya Prigogine,[13] complexity is non-deterministic, and gives no way whatsoever to precisely predict the future (see also [14]).
The emergence of complexity theory shows a domain between deterministic order and randomness which is complex.[15] This is referred as the 'edge of chaos'.[16]
When one analyzes complex systems, sensitivity to initial conditions, for example, is not an issue as important as within the chaos theory in which it prevails. As stated by Colander,[17] the study of complexity is the opposite of the study of chaos. Complexity is about how a huge number of extremely complicated and dynamic sets of relationships can generate some simple behavioral patterns, whereas chaotic behavior, in the sense of deterministic chaos, is the result of a relatively small number of non-linear interactions.[15]
Therefore, the main difference between Chaotic systems and complex systems is their history.[18] Chaotic systems do not rely on their history as complex ones do. Chaotic behaviour pushes a system in equilibrium into chaotic order, which means, in other words, out of what we traditionally define as 'order'. On the other hand, complex systems evolve far from equilibrium at the edge of chaos. They evolve at a critical state built up by a history of irreversible and unexpected events. In a sense chaotic systems can be regarded as a subset of complex systems distinguished precisely by this absence of historical dependence. Many real complex systems are, in practice and over long but finite time periods, robust. However, they do possess the potential for radical qualitative change of kind whilst retaining systemic integrity. Metamorphosis serves as perhaps more than a metaphor for such transformations.
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