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.”

950C

1Kg

1cm

97

1cm

1Kg

99

1Kg

101

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

3900

3950

4000

4050

4100

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