Fractal

From Wikipedia, the free encyclopedia

Mandelbrot set: Self-similarity illustrated by image enlargements. This panel, no magnification.

 

The same fractal as above, magnified 6-fold. Same patterns reappear, making the exact scale being examined difficult to determine.

 

The same fractal as above, magnified 100-fold.

 

The same fractal as above, magnified 2000-fold, where the Mandelbrot set fine detail resembles the detail at low magnification.

In mathematics, a fractal is a detailed, recursive, and infinitely self-similar mathematical set whose Hausdorff dimension strictly exceeds its topological dimension and which is encountered ubiquitously in nature. Fractals exhibit similar patterns at increasingly small scales, also known as expanding symmetry or unfolding symmetry. If this replication is exactly the same at every scale, as in the Menger sponge, it is called a self-similar pattern. Fractals can also be nearly the same at different levels, as illustrated here in small magnifications of the Mandelbrot set.

One way that fractals are different from finite geometric figures is the way in which they scale. Doubling the edge lengths of a polygon multiplies its area by four, which is two (the ratio of the new to the old side length) raised to the power of two (the dimension of the space the polygon resides in). Likewise, if the radius of a sphere is doubled, its volume scales by eight, which is two (the ratio of the new to the old radius) to the power of three (the dimension that the sphere resides in). However, if a fractal's one-dimensional lengths are all doubled, the spatial content of the fractal scales by a power that is not necessarily an integer. This power is called the fractal dimension of the fractal, and it usually exceeds the fractal's topological dimension.

As mathematical equations, fractals are usually nowhere differentiable. An infinite fractal curve can be conceived of as winding through space differently from an ordinary line - although it is still 1-dimensional its fractal dimension indicates that it also resembles a surface.

Sierpinski carpet (to level 6), a fractal with a topological dimension of 2 and a Hausdorff dimension of 1.893

The mathematical roots of fractals have been traced throughout the years as a formal path of published works, starting in the 17th century with notions of recursion, then moving through increasingly rigorous mathematical treatment of the concept to the study of continuous but not differentiable functions in the 19th century by the seminal work of Bernard Bolzano, Bernhard Riemann, and Karl Weierstrass, and on to the coining of the word fractal in the 20th century with a subsequent burgeoning of interest in fractals and computer-based modelling in the 20th century. The term "fractal" was first used by mathematician Benoit Mandelbrot in 1975. Mandelbrot based it on the Latin frāctus meaning "broken" or "fractured", and used it to extend the concept of theoretical fractional dimensions to geometric patterns in nature.

There is some disagreement amongst authorities about how the concept of a fractal should be formally defined. Mandelbrot himself summarized it as "beautiful, damn hard, increasingly useful. That's fractals." More formally, in 1982 Mandelbrot stated that "A fractal is by definition a set for which the Hausdorff-Besicovitch dimension strictly exceeds the topological dimension." Later, seeing this as too restrictive, he simplified and expanded the definition to: "A fractal is a shape made of parts similar to the whole in some way." Still later, Mandelbrot settled on this use of the language: "...to use fractal without a pedantic definition, to use fractal dimension as a generic term applicable to all the variants."

The consensus is that theoretical fractals are infinitely self-similar, iterated, and detailed mathematical constructs having fractal dimensions, of which many examples have been formulated and studied in great depth. Fractals are not limited to geometric patterns, but can also describe processes in time. Fractal patterns with various degrees of self-similarity have been rendered or studied in images, structures and sounds and found in nature, technology, art, architecture and law. Fractals are of particular relevance in the field of chaos theory, since the graphs of most chaotic processes are fractals.

Introduction

The word "fractal" often has different connotations for laypeople than for mathematicians, where the layperson is more likely to be familiar with fractal art than a mathematical conception. The mathematical concept is difficult to define formally even for mathematicians, but key features can be understood with little mathematical background.

The feature of "self-similarity", for instance, is easily understood by analogy to zooming in with a lens or other device that zooms in on digital images to uncover finer, previously invisible, new structure. If this is done on fractals, however, no new detail appears; nothing changes and the same pattern repeats over and over, or for some fractals, nearly the same pattern reappears over and over. Self-similarity itself is not necessarily counter-intuitive (e.g., people have pondered self-similarity informally such as in the infinite regress in parallel mirrors or the homunculus, the little man inside the head of the little man inside the head ...). The difference for fractals is that the pattern reproduced must be detailed.

This idea of being detailed relates to another feature that can be understood without mathematical background: Having a fractional or fractal dimension greater than its topological dimension, for instance, refers to how a fractal scales compared to how geometric shapes are usually perceived. A regular line, for instance, is conventionally understood to be 1-dimensional; if such a curve is divided into pieces each 1/3 the length of the original, there are always 3 equal pieces. In contrast, consider the Koch snowflake. It is also 1-dimensional for the same reason as the ordinary line, but it has, in addition, a fractal dimension greater than 1 because of how its detail can be measured. The fractal curve divided into parts 1/3 the length of the original line becomes 4 pieces rearranged to repeat the original detail, and this unusual relationship is the basis of its fractal dimension.

This also leads to understanding a third feature, that fractals as mathematical equations are "nowhere differentiable". In a concrete sense, this means fractals cannot be measured in traditional ways. To elaborate, in trying to find the length of a wavy non-fractal curve, one could find straight segments of some measuring tool small enough to lay end to end over the waves, where the pieces could get small enough to be considered to conform to the curve in the normal manner of measuring with a tape measure. But in measuring a wavy fractal curve such as the Koch snowflake, one would never find a small enough straight segment to conform to the curve, because the wavy pattern would always re-appear, albeit at a smaller size, essentially pulling a little more of the tape measure into the total length measured each time one attempted to fit it tighter and tighter to the curve.

History

A Koch snowflake is a fractal that begins with an equilateral triangle and then replaces the middle third of every line segment with a pair of line segments that form an equilateral bump

The history of fractals traces a path from chiefly theoretical studies to modern applications in computer graphics, with several notable people contributing canonical fractal forms along the way. According to Pickover, the mathematics behind fractals began to take shape in the 17th century when the mathematician and philosopher Gottfried Leibniz pondered recursive self-similarity (although he made the mistake of thinking that only the straight line was self-similar in this sense). In his writings, Leibniz used the term "fractional exponents", but lamented that "Geometry" did not yet know of them. Indeed, according to various historical accounts, after that point few mathematicians tackled the issues, and the work of those who did remained obscured largely because of resistance to such unfamiliar emerging concepts, which were sometimes referred to as mathematical "monsters". Thus, it was not until two centuries had passed that on July 18, 1872 Karl Weierstrass presented the first definition of a function with a graph that would today be considered a fractal, having the non-intuitive property of being everywhere continuous but nowhere differentiable at the Royal Prussian Academy of Sciences. In addition, the quotient difference becomes arbitrarily large as the summation index increases. Not long after that, in 1883, Georg Cantor, who attended lectures by Weierstrass, published examples of subsets of the real line known as Cantor sets, which had unusual properties and are now recognized as fractals. Also in the last part of that century, Felix Klein and Henri Poincaré introduced a category of fractal that has come to be called "self-inverse" fractals.

A Julia set, a fractal related to the Mandelbrot set

 

A Sierpinski triangle can be generated by a fractal tree.

One of the next milestones came in 1904, when Helge von Koch, extending ideas of Poincaré and dissatisfied with Weierstrass's abstract and analytic definition, gave a more geometric definition including hand drawn images of a similar function, which is now called the Koch snowflake. Another milestone came a decade later in 1915, when Wacław Sierpiński constructed his famous triangle then, one year later, his carpet. By 1918, two French mathematicians, Pierre Fatou and Gaston Julia, though working independently, arrived essentially simultaneously at results describing what are now seen as fractal behaviour associated with mapping complex numbers and iterative functions and leading to further ideas about attractors and repellors (i.e., points that attract or repel other points), which have become very important in the study of fractals. Very shortly after that work was submitted, by March 1918, Felix Hausdorff expanded the definition of "dimension", significantly for the evolution of the definition of fractals, to allow for sets to have noninteger dimensions. The idea of self-similar curves was taken further by Paul Lévy, who, in his 1938 paper Plane or Space Curves and Surfaces Consisting of Parts Similar to the Whole described a new fractal curve, the Lévy C curve.

A strange attractor that exhibits multifractal scaling

 

Uniform mass center triangle fractal

 

2x 120 degrees recursive IFS

Different researchers have postulated that without the aid of modern computer graphics, early investigators were limited to what they could depict in manual drawings, so lacked the means to visualize the beauty and appreciate some of the implications of many of the patterns they had discovered (the Julia set, for instance, could only be visualized through a few iterations as very simple drawings). That changed, however, in the 1960s, when Benoit Mandelbrot started writing about self-similarity in papers such as How Long Is the Coast of Britain? Statistical Self-Similarity and Fractional Dimension, which built on earlier work by Lewis Fry Richardson. In 1975 Mandelbrot solidified hundreds of years of thought and mathematical development in coining the word "fractal" and illustrated his mathematical definition with striking computer-constructed visualizations. These images, such as of his canonical Mandelbrot set, captured the popular imagination; many of them were based on recursion, leading to the popular meaning of the term "fractal".

In 1980, Loren Carpenter gave a presentation at the SIGGRAPH where he introduced his software for generating and rendering fractally generated landscapes.

Characteristics

One often cited description that Mandelbrot published to describe geometric fractals is "a rough or fragmented geometric shape that can be split into parts, each of which is (at least approximately) a reduced-size copy of the whole"; this is generally helpful but limited. Authors disagree on the exact definition of fractal, but most usually elaborate on the basic ideas of self-similarity and an unusual relationship with the space a fractal is embedded in. One point agreed on is that fractal patterns are characterized by fractal dimensions, but whereas these numbers quantify complexity (i.e., changing detail with changing scale), they neither uniquely describe nor specify details of how to construct particular fractal patterns. In 1975 when Mandelbrot coined the word "fractal", he did so to denote an object whose Hausdorff–Besicovitch dimension is greater than its topological dimension. It has been noted that this dimensional requirement is not met by fractal space-filling curves such as the Hilbert curve.

According to Falconer, rather than being strictly defined, fractals should, in addition to being nowhere differentiable and able to have a fractal dimension, be generally characterized by a gestalt of the following features;

• Self-similarity, which may be manifested as:

• Exact self-similarity: identical at all scales; e.g. Koch snowflake
• Quasi self-similarity: approximates the same pattern at different scales; may contain small copies of the entire fractal in distorted and degenerate forms; e.g., the Mandelbrot set's satellites are approximations of the entire set, but not exact copies.
• Statistical self-similarity: repeats a pattern stochastically so numerical or statistical measures are preserved across scales; e.g., randomly generated fractals; the well-known example of the coastline of Britain, for which one would not expect to find a segment scaled and repeated as neatly as the repeated unit that defines, for example, the Koch snowflake
• Qualitative self-similarity: as in a time series
• Multifractal scaling: characterized by more than one fractal dimension or scaling rule

• Fine or detailed structure at arbitrarily small scales. A consequence of this structure is fractals may have emergent properties (related to the next criterion in this list).
• Irregularity locally and globally that is not easily described in traditional Euclidean geometric language. For images of fractal patterns, this has been expressed by phrases such as "smoothly piling up surfaces" and "swirls upon swirls".
• Simple and "perhaps recursive" definitions.

As a group, these criteria form guidelines for excluding certain cases, such as those that may be self-similar without having other typically fractal features. A straight line, for instance, is self-similar but not fractal because it lacks detail, is easily described in Euclidean language, has the same Hausdorff dimension as topological dimension, and is fully defined without a need for recursion.

Common techniques for generating fractals

Self-similar branching pattern modeled in silico using L-systems principles

 

Images of fractals can be created by fractal generating programs. Because of the butterfly effect a small change in a single variable can have a unpredictable outcome.

• Iterated function systems (IFS) – use fixed geometric replacement rules; may be stochastic or deterministic; e.g., Koch snowflake, Cantor set, Haferman carpet, Sierpinski carpet, Sierpinski gasket, Peano curve, Harter-Heighway dragon curve, T-Square, Menger sponge
• Strange attractors – use iterations of a map or solutions of a system of initial-value differential or difference equations that exhibit chaos
• L-systems – use string rewriting; may resemble branching patterns, such as in plants, biological cells (e.g., neurons and immune system cells), blood vessels, pulmonary structure, etc. or turtle graphics patterns such as space-filling curves and tilings
• Escape-time fractals – use a formula or recurrence relation at each point in a space (such as the complex plane); usually quasi-self-similar; also known as "orbit" fractals; e.g., the Mandelbrot set, Julia set, Burning Ship fractal, Nova fractal and Lyapunov fractal. The 2d vector fields that are generated by one or two iterations of escape-time formulae also give rise to a fractal form when points (or pixel data) are passed through this field repeatedly.
• Random fractals – use stochastic rules; e.g., Lévy flight, percolation clusters, self avoiding walks, fractal landscapes, trajectories of Brownian motion and the Brownian tree (i.e., dendritic fractals generated by modeling diffusion-limited aggregation or reaction-limited aggregation clusters).

A fractal generated by a finite subdivision rule for an alternating link

• Finite subdivision rules use a recursive topological algorithm for refining tilings and they are similar to the process of cell division. The iterative processes used in creating the Cantor set and the Sierpinski carpet are examples of finite subdivision rules, as is barycentric subdivision.

Simulated fractals

A fractal flame

Fractal patterns have been modeled extensively, albeit within a range of scales rather than infinitely, owing to the practical limits of physical time and space. Models may simulate theoretical fractals or natural phenomena with fractal features. The outputs of the modelling process may be highly artistic renderings, outputs for investigation, or benchmarks for fractal analysis. Some specific applications of fractals to technology are listed elsewhere. Images and other outputs of modelling are normally referred to as being "fractals" even if they do not have strictly fractal characteristics, such as when it is possible to zoom into a region of the fractal image that does not exhibit any fractal properties. Also, these may include calculation or display artifacts which are not characteristics of true fractals.

Modeled fractals may be sounds, digital images, electrochemical patterns, circadian rhythms, etc. Fractal patterns have been reconstructed in physical 3-dimensional space and virtually, often called "in silico" modeling. Models of fractals are generally created using fractal-generating software that implements techniques such as those outlined above. As one illustration, trees, ferns, cells of the nervous system, blood and lung vasculature, and other branching patterns in nature can be modeled on a computer by using recursive algorithms and L-systems techniques. The recursive nature of some patterns is obvious in certain examples—a branch from a tree or a frond from a fern is a miniature replica of the whole: not identical, but similar in nature. Similarly, random fractals have been used to describe/create many highly irregular real-world objects. A limitation of modeling fractals is that resemblance of a fractal model to a natural phenomenon does not prove that the phenomenon being modeled is formed by a process similar to the modeling algorithms.

Natural phenomena with fractal features

Approximate fractals found in nature display self-similarity over extended, but finite, scale ranges. The connection between fractals and leaves, for instance, is currently being used to determine how much carbon is contained in trees. Phenomena known to have fractal features include:

• Actin cytoskeleton
• Algae
• Animal coloration patterns
• Blood vessels and pulmonary vessels
• Coastlines
• Craters
• Crystals
• DNA
• Earthquakes
• Fault lines
• Geometrical optics
• Heart rates
• Heart sounds
• Lightning bolts
• Mountain goat horns
• Mountain ranges
• Ocean waves
• Pineapple
• Psychological subjective perception
• Proteins
• Rings of Saturn
• River networks
• Romanesco broccoli
• Snowflakes
• Soil pores
• Surfaces in turbulent flows
• Trees
• Brownian motion (generated by a one-dimensional Wiener Process).

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  Frost crystals occurring naturally on cold glass form fractal patterns
  
  
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  Fractal basin boundary in a geometrical optical system
  
  
  
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  A fractal is formed when pulling apart two glue-covered acrylic sheets
  
  
  
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  High voltage breakdown within a 4 in (100 mm) block of acrylic creates a fractal Lichtenberg figure
  
  
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  Romanesco broccoli, showing self-similar form approximating a natural fractal
  
  
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  Fractal defrosting patterns, polar Mars. The patterns are formed by sublimation of frozen CO₂. Width of image is about a kilometer.
  
  
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  Slime mold Brefeldia maxima growing fractally on wood
  

In creative works

Since 1999, more than 10 scientific groups have performed fractal analysis on over 50 of Jackson Pollock's (1912–1956) paintings which were created by pouring paint directly onto his horizontal canvases Recently, fractal analysis has been used to achieve a 93% success rate in distinguishing real from imitation Pollocks. Cognitive neuroscientists have shown that Pollock's fractals induce the same stress-reduction in observers as computer-generated fractals and Nature's fractals.

Decalcomania, a technique used by artists such as Max Ernst, can produce fractal-like patterns. It involves pressing paint between two surfaces and pulling them apart.

Cyberneticist Ron Eglash has suggested that fractal geometry and mathematics are prevalent in African art, games, divination, trade, and architecture. Circular houses appear in circles of circles, rectangular houses in rectangles of rectangles, and so on. Such scaling patterns can also be found in African textiles, sculpture, and even cornrow hairstyles. Hokky Situngkir also suggested the similar properties in Indonesian traditional art, batik, and ornaments found in traditional houses.

In a 1996 interview with Michael Silverblatt, David Foster Wallace admitted that the structure of the first draft of Infinite Jest he gave to his editor Michael Pietsch was inspired by fractals, specifically the Sierpinski triangle (a.k.a. Sierpinski gasket), but that the edited novel is "more like a lopsided Sierpinsky Gasket".

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  A fractal that models the surface of a mountain (animation)
  
  
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  3D recursive image
  
  
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  Recursive fractal butterfly image
  

Physiological responses

Humans appear to be especially well-adapted to processing fractal patterns with D values between 1.3 and 1.5. When humans view fractal patterns with D values between 1.3 and 1.5, this tends to reduce physiological stress.

Ion production capabilities

If a circle boundary is drawn around the two-dimensional view of a fractal, the fractal will never cross the boundary, this is due to the scaling of each successive iteration of the fractal being smaller. When fractals are iterated many times, the perimeter of the fractal increases, while the area will never exceed a certain value. A fractal in three-dimensional space is similar, however, a difference between fractals in two dimensions and three dimensions, is that a three dimensional fractal will increase in surface area, but never exceed a certain volume. This can be utilized to maximize the efficiency of ion propulsion, when choosing electron emitter construction and material. If done correctly, the efficiency of the emission process can be maximized.

Complex system

From Wikipedia, the free encyclopedia

A complex system is a system composed of many components which may interact with each other. Examples of complex systems are Earth's global climate, organisms, the human brain, infrastructure such as power grid, transportation or communication systems, social and economic organizations (like cities), an ecosystem, a living cell, and ultimately the entire universe.

Complex systems are systems whose behavior is intrinsically difficult to model due to the dependencies, competitions, relationships, or other types of interactions between their parts or between a given system and its environment. Systems that are "complex" have distinct properties that arise from these relationships, such as nonlinearity, emergence, spontaneous order, adaptation, and feedback loops, among others. Because such systems appear in a wide variety of fields, the commonalities among them have become the topic of their own independent area of research. In many cases it is useful to represent such a system as a network where the nodes represent the components and the links their interactions.

Overview

The term complex systems often refers to the study of complex systems, which is an approach to science that investigates how relationships between a system's parts give rise to its collective behaviors and how the system interacts and forms relationships with its environment. The study of complex systems regards collective, or system-wide, behaviors as the fundamental object of study; for this reason, complex systems can be understood as an alternative paradigm to reductionism, which attempts to explain systems in terms of their constituent parts and the individual interactions between them.

As an interdisciplinary domain, complex systems draws contributions from many different fields, such as the study of self-organization from physics, that of spontaneous order from the social sciences, chaos from mathematics, adaptation from biology, and many others. Complex systems is therefore often used as a broad term encompassing a research approach to problems in many diverse disciplines, including statistical physics, information theory, nonlinear dynamics, anthropology, computer science, meteorology, sociology, economics, psychology, and biology.

Key concepts

Systems

Open systems have input and output flows, representing exchanges of matter, energy or information with their surroundings.

Complex systems is chiefly concerned with the behaviors and properties of systems. A system, broadly defined, is a set of entities that, through their interactions, relationships, or dependencies, form a unified whole. It is always defined in terms of its boundary, which determines the entities that are or are not part of the system. Entities lying outside the system then become part of the system's environment.

A system can exhibit properties that produce behaviors which are distinct from the properties and behaviors of its parts; these system-wide or global properties and behaviors are characteristics of how the system interacts with or appears to its environment, or of how its parts behave (say, in response to external stimuli) by virtue of being within the system. The notion of behavior implies that the study of systems is also concerned with processes that take place over time (or, in mathematics, some other phase space parameterization). Because of their broad, interdisciplinary applicability, systems concepts play a central role in complex systems.

As a field of study, complex systems is a subset of systems theory. General systems theory focuses similarly on the collective behaviors of interacting entities, but it studies a much broader class of systems, including non-complex systems where traditional reductionist approaches may remain viable. Indeed, systems theory seeks to explore and describe all classes of systems, and the invention of categories that are useful to researchers across widely varying fields is one of systems theory's main objectives.

As it relates to complex systems, systems theory contributes an emphasis on the way relationships and dependencies between a system's parts can determine system-wide properties. It also contributes the interdisciplinary perspective of the study of complex systems: the notion that shared properties link systems across disciplines, justifying the pursuit of modeling approaches applicable to complex systems wherever they appear. Specific concepts important to complex systems, such as emergence, feedback loops, and adaptation, also originate in systems theory.

Complexity

Systems exhibit complexity means that their behaviors cannot be easily implied from the very properties that make them difficult to model, and the complex behaviors are governed entirely, or almost entirely, by the behaviors those properties produce. Any modeling approach that ignores such difficulties or characterizes them as noise, then, will necessarily produce models that are neither accurate nor useful. As yet no fully general theory of complex systems has emerged for addressing these problems, so researchers must solve them in domain-specific contexts. Researchers in complex systems address these problems by viewing the chief task of modeling to be capturing, rather than reducing, the complexity of their respective systems of interest.

While no generally accepted exact definition of complexity exists yet, there are many archetypal examples of complexity. Systems can be complex if, for instance, they have chaotic behavior (behavior that exhibits extreme sensitivity to initial conditions), or if they have emergent properties (properties that are not apparent from their components in isolation but which result from the relationships and dependencies they form when placed together in a system), or if they are computationally intractable to model (if they depend on a number of parameters that grows too rapidly with respect to the size of the system).

Networks

The interacting components of a complex system form a network, which is a collection of discrete objects and relationships between them, usually depicted as a graph of vertices connected by edges. Networks can describe the relationships between individuals within an organization, between logic gates in a circuit, between genes in gene regulatory networks, or between any other set of related entities.

Networks often describe the sources of complexity in complex systems. Studying complex systems as networks therefore enables many useful applications of graph theory and network science. Some complex systems, for example, are also complex networks, which have properties such as phase transitions and power-law degree distributions that readily lend themselves to emergent or chaotic behavior. The fact that the number of edges in a complete graph grows quadratically in the number of vertices sheds additional light on the source of complexity in large networks: as a network grows, the number of relationships between entities quickly dwarfs the number of entities in the network.

Nonlinearity

A sample solution in the Lorenz attractor when ρ = 28, σ = 10, and β = 8/3

Complex systems often have nonlinear behavior, meaning they may respond in different ways to the same input depending on their state or context. In mathematics and physics, nonlinearity describes systems in which a change in the size of the input does not produce a proportional change in the size of the output. For a given change in input, such systems may yield significantly greater than or less than proportional changes in output, or even no output at all, depending on the current state of the system or its parameter values.

Of particular interest to complex systems are nonlinear dynamical systems, which are systems of differential equations that have one or more nonlinear terms. Some nonlinear dynamical systems, such as the Lorenz system, can produce a mathematical phenomenon known as chaos. Chaos as it applies to complex systems refers to the sensitive dependence on initial conditions, or "butterfly effect," that a complex system can exhibit. In such a system, small changes to initial conditions can lead to dramatically different outcomes. Chaotic behavior can therefore be extremely hard to model numerically, because small rounding errors at an intermediate stage of computation can cause the model to generate completely inaccurate output. Furthermore, if a complex system returns to a state similar to one it held previously, it may behave completely differently in response to exactly the same stimuli, so chaos also poses challenges for extrapolating from past experience.

Emergence

Gosper's Glider Gun creating "gliders" in the cellular automaton Conway's Game of Life

 

Another common feature of complex systems is the presence of emergent behaviors and properties: these are traits of a system which are not apparent from its components in isolation but which result from the interactions, dependencies, or relationships they form when placed together in a system. Emergence broadly describes the appearance of such behaviors and properties, and has applications to systems studied in both the social and physical sciences. While emergence is often used to refer only to the appearance of unplanned organized behavior in a complex system, emergence can also refer to the breakdown of organization; it describes any phenomena which are difficult or even impossible to predict from the smaller entities that make up the system.

One example of complex system whose emergent properties have been studied extensively is cellular automata. In a cellular automaton, a grid of cells, each having one of finitely many states, evolves over time according to a simple set of rules. These rules guide the "interactions" of each cell with its neighbors. Although the rules are only defined locally, they have been shown capable of producing globally interesting behavior, for example in Conway's Game of Life.

Spontaneous order and self-organization

When emergence describes the appearance of unplanned order, it is spontaneous order (in the social sciences) or self-organization (in physical sciences). Spontaneous order can be seen in herd behavior, whereby a group of individuals coordinates their actions without centralized planning. Self-organization can be seen in the global symmetry of certain crystals, for instance the apparent radial symmetry of snowflakes, which arises from purely local attractive and repulsive forces both between water molecules and between water molecules and their surrounding environment.

Adaptation

Complex adaptive systems are special cases of complex systems that are 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, the cities, manufacturing businesses and any human social group-based endeavor in a cultural and social system such as political parties or communities.

Features

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. Localized attack may lead to cascading failures and abrupt collapse in spatial networks.

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 spontaneous failures and recovery as well as hysteresis. Interacting systems may have complex hysteresis of many transitions.

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, a proportional effect, or even no effect at all. In linear systems, effect is always directly proportional to cause.

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.

History

A perspective on the development of complexity science: http://www.art-sciencefactory.com/complexity-map_feb09.html

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 established fields of science 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 with work in nonequilibrium thermodynamics, including that pioneered by chemist and Nobel laureate Ilya Prigogine in his study of dissipative structures. Even older is the work by Hartree-Fock c.s. on the quantum-chemistry equations and later calculations of the structure of molecules which can be regarded as one of the earliest examples of emergence and emergent wholes in science.

One complex system containing humans is the classical political economy of the Scottish Enlightenment, later developed by the Austrian school of economics, which argues 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.

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, not constraining his work to human economies but venturing into other fields such as psychology, 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.

While the explicit study of complex systems dates at least to the 1970s, the first research institute focused on complex systems, the Santa Fe Institute, was founded in 1984. Early Santa Fe Institute participants included physics Nobel laureates Murray Gell-Mann and Philip Anderson, economics Nobel laureate Kenneth Arrow, and Manhattan Project scientists George Cowan and Herb Anderson. Today, there are over 50 institutes and research centers focusing on complex systems. A scientific society called Complex Systems Society organizes every year a general conference on these topics.

Applications

Complexity in practice

The traditional approach to dealing with complexity is to reduce or constrain it. Typically, this involves compartmentalisation: dividing a large system into separate parts. Organizations, for instance, divide their work into departments that each deal with separate issues. Engineering systems are often designed using modular components. However, modular designs become susceptible to failure when issues arise that bridge the divisions.

Complexity management

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.

Complexity economics

Over the last decades, within the emerging field of complexity economics new predictive tools have been developed to explain economic growth. Such is the case with the models built by the Santa Fe Institute in 1989 and the more recent economic complexity index (ECI), introduced by the MIT physicist Cesar A. Hidalgo and the Harvard economist Ricardo Hausmann. Based on the ECI, Hausmann, Hidalgo and their team of The Observatory of Economic Complexity have produced GDP forecasts for the year 2020.

Complexity and education

Focusing on issues of student persistence with their studies, Forsman, Moll and Linder explore the "viability of using complexity science as a frame to extend methodological applications for physics education research", finding that "framing a social network analysis within a complexity science perspective offers a new and powerful applicability across a broad range of PER topics".

Complexity and modeling

One of Friedrich 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. 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.

Complexity and chaos theory

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. Chaotic systems remain deterministic, though their long-term behavior can be difficult to predict with any accuracy. With perfect knowledge of the initial conditions and of the relevant equations describing the chaotic system's behavior, one can theoretically make perfectly accurate predictions about the future of the system, though in practice this is impossible to do with arbitrary accuracy. Ilya Prigogine argued that complexity is non-deterministic, and gives no way whatsoever to precisely predict the future.

The emergence of complexity theory shows a domain between deterministic order and randomness which is complex. This is referred as the "edge of chaos".

A plot of the Lorenz attractor.

When one analyzes complex systems, sensitivity to initial conditions, for example, is not an issue as important as it is within chaos theory, in which it prevails. As stated by Colander, 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.

Therefore, the main difference between chaotic systems and complex systems is their history. 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, which physicist Murray Gell-Mann called "an accumulation of frozen accidents". 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.

Complexity and network science

A complex system is usually composed of many components and their interactions. Such a system can be represented by a network where nodes represent the components and links represent their interactions. for example, the INTERNET can be represented as a network composed of nodes (computers) and links (direct connections between computers). Its resilience to failures was studied using percolation theory. Other examples are social networks, airline networks, biological networks and climate networks. Networks can also fail and recover spontaneously. For modeling this phenomenon see Majdandzik et al. Interacting complex systems can be modeled as networks of networks. For their breakdown and recovery properties see Gao et al. Traffic in a city can be represented as a network. The weighted links represent the velocity between two junctions (nodes). This approach was found useful to characterize the global traffic efficiency in a city. The complex pattern of exposures between financial institutions has been shown to trigger financial instability. 

General form of complexity computation

The computational law of reachable optimality is established as a general form of computation for ordered systems and it reveals complexity computation is a compound computation of optimal choice and optimality driven reaching pattern overtime underlying a specific and any experience path of ordered system within the general limitation of system integrity.

The computational law of reachable optimality has four key components as described below.

1. Reachability of Optimality: Any intended optimality shall be reachable. Unreachable optimality has no meaning for a member in the ordered system and even for the ordered system itself.

2. Prevailing and Consistency: Maximizing reachability to explore best available optimality is the prevailing computation logic for all members in the ordered system and is accommodated by the ordered system.

3. Conditionality: Realizable tradeoff between reachability and optimality depends primarily upon the initial bet capacity and how the bet capacity evolves along with the payoff table update path triggered by bet behavior and empowered by the underlying law of reward and punishment. Precisely, it is a sequence of conditional events where the next event happens upon reached status quo from experience path.

4. Robustness: The more challenge a reachable optimality can accommodate, the more robust it is in term of path integrity.

There are also four computation features in the law of reachable optimality.

1. Optimal Choice: Computation in realizing Optimal Choice can be very simple or very complex. A simple rule in Optimal Choice is to accept whatever is reached, Reward As You Go (RAYG). A Reachable Optimality computation reduces into optimizing reachability when RAYG is adopted. The Optimal Choice computation can be more complex when multiple NE strategies present in a reached game.

2. Initial Status: Computation is assumed to start at an interested beginning even the absolute beginning of an ordered system in nature may not and need not present. An assumed neutral Initial Status facilitates an artificial or a simulating computation and is not expected to change the prevalence of any findings.

3. Territory: An ordered system shall have a territory where the universal computation sponsored by the system will produce an optimal solution still within the territory.

4. Reaching Pattern: The forms of Reaching Pattern in the computation space, or the Optimality Driven Reaching Pattern in the computation space, primarily depend upon the nature and dimensions of measure space underlying a computation space and the law of punishment and reward underlying the realized experience path of reaching. There are five basic forms of experience path we are interested in, persistently positive reinforcement experience path, persistently negative reinforcement experience path, mixed persistent pattern experience path, decaying scale experience path and selection experience path.

The compound computation in selection experience path includes current and lagging interaction, dynamic topological transformation and implies both invariance and variance characteristics in an ordered system's experience path.

In addition, the computation law of reachable optimality gives out the boundary between complexity model, chaotic model and determination model. When RAYG is the Optimal Choice computation, and the reaching pattern is a persistently positive experience path, persistently negative experience path, or mixed persistent pattern experience path, the underlying computation shall be a simple system computation adopting determination rules. If the reaching pattern has no persistent pattern experienced in RAYG regime, the underlying computation hints there is a chaotic system. When the optimal choice computation involves non-RAYG computation, it's a complexity computation driving the compound effect.