12 December 2014

Systems Engineering: Nonlinearity (Just the Quotes)

"In complex systems cause and effect are often not closely related in either time or space. The structure of a complex system is not a simple feedback loop where one system state dominates the behavior. The complex system has a multiplicity of interacting feedback loops. Its internal rates of flow are controlled by nonlinear relationships. The complex system is of high order, meaning that there are many system states (or levels). It usually contains positive-feedback loops describing growth processes as well as negative, goal-seeking loops. In the complex system the cause of a difficulty may lie far back in time from the symptoms, or in a completely different and remote part of the system. In fact, causes are usually found, not in prior events, but in the structure and policies of the system." (Jay Wright Forrester, "Urban dynamics", 1969)

"The structure of a complex system is not a simple feedback loop where one system state dominates the behavior. The complex system has a multiplicity of interacting feedback loops. Its internal rates of flow are controlled by non‐linear relationships. The complex system is of high order, meaning that there are many system states (or levels). It usually contains positive‐feedback loops describing growth processes as well as negative, goal‐seeking loops." (Jay F Forrester, "Urban Dynamics", 1969)

"Self-organization can be defined as the spontaneous creation of a globally coherent pattern out of local interactions. Because of its distributed character, this organization tends to be robust, resisting perturbations. The dynamics of a self-organizing system is typically non-linear, because of circular or feedback relations between the components. Positive feedback leads to an explosive growth, which ends when all components have been absorbed into the new configuration, leaving the system in a stable, negative feedback state. Non-linear systems have in general several stable states, and this number tends to increase (bifurcate) as an increasing input of energy pushes the system farther from its thermodynamic equilibrium. " (Francis Heylighen, "The Science Of Self-Organization And Adaptivity", 1970)

"[The] system may evolve through a whole succession of transitions leading to a hierarchy of more and more complex and organized states. Such transitions can arise in nonlinear systems that are maintained far from equilibrium: that is, beyond a certain critical threshold the steady-state regime become unstable and the system evolves into a new configuration." (Ilya Prigogine, Gregoire Micolis & Agnes Babloyantz, "Thermodynamics of Evolution", Physics Today 25 (11), 1972)

"I would therefore urge that people be introduced to [the logistic equation] early in their mathematical education. This equation can be studied phenomenologically by iterating it on a calculator, or even by hand. Its study does not involve as much conceptual sophistication as does elementary calculus. Such study would greatly enrich the student’s intuition about nonlinear systems. Not only in research but also in the everyday world of politics and economics, we would all be better off if more people realized that simple nonlinear systems do not necessarily possess simple dynamical properties." (Robert M May, "Simple Mathematical Models with Very Complicated Dynamics", Nature Vol. 261 (5560), 1976)

"When one combines the new insights gained from studying far-from-equilibrium states and nonlinear processes, along with these complicated feedback systems, a whole new approach is opened that makes it possible to relate the so-called hard sciences to the softer sciences of life - and perhaps even to social processes as well. […] It is these panoramic vistas that are opened to us by Order Out of Chaos." (Ilya Prigogine, "Order Out of Chaos: Man's New Dialogue with Nature", 1984)

"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)

"Indeed, except for the very simplest physical systems, virtually everything and everybody in the world is caught up in a vast, nonlinear web of incentives and constraints and connections. The slightest change in one place causes tremors everywhere else. We can't help but disturb the universe, as T.S. Eliot almost said. The whole is almost always equal to a good deal more than the sum of its parts. And the mathematical expression of that property - to the extent that such systems can be described by mathematics at all - is a nonlinear equation: one whose graph is curvy." (M Mitchell Waldrop, "Complexity: The Emerging Science at the Edge of Order and Chaos", 1992)

"An artificial neural network is an information-processing system that has certain performance characteristics in common with biological neural networks. Artificial neural networks have been developed as generalizations of mathematical models of human cognition or neural biology, based on the assumptions that: 1. Information processing occurs at many simple elements called neurons. 2. Signals are passed between neurons over connection links. 3. Each connection link has an associated weight, which, in a typical neural net, multiplies the signal transmitted. 4. Each neuron applies an activation function (usually nonlinear) to its net input (sum of weighted input signals) to determine its output signal." (Laurene Fausett, "Fundamentals of Neural Networks", 1994)

"Symmetry breaking in psychology is governed by the nonlinear causality of complex systems (the 'butterfly effect'), which roughly means that a small cause can have a big effect. Tiny details of initial individual perspectives, but also cognitive prejudices, may 'enslave' the other modes and lead to one dominant view." (Klaus Mainzer, "Thinking in Complexity", 1994)

"It remains an unhappy fact that there is no best method for finding the solution to general nonlinear optimization problems. About the best general procedure yet devised is one that relies upon imbedding the original problem within a family of problems, and then developing relations linking one member of the family to another. If this can be done adroitly so that one family member is easily solvable, then these relations can be used to step forward from the solution of the easy problem to that of the original problem. This is the key idea underlying dynamic programming, the most flexible and powerful of all optimization methods." (John L Casti, "Five Golden Rules", 1995)

"[…] nonlinear interactions almost always make the behavior of the aggregate more complicated than would be predicted by summing or averaging."  (John H Holland," Hidden Order: How Adaptation Builds Complexity", 1995)

“[…] self-organization is the spontaneous emergence of new structures and new forms of behavior in open systems far from equilibrium, characterized by internal feedback loops and described mathematically by nonlinear equations.” (Fritjof  Capra, “The web of life: a new scientific understanding of living  systems”, 1996)

"There is a new science of complexity which says that the link between cause and effect is increasingly difficult to trace; that change (planned or otherwise) unfolds in non-linear ways; that paradoxes and contradictions abound; and that creative solutions arise out of diversity, uncertainty and chaos." (Andy P Hargreaves & Michael Fullan, "What’s Worth Fighting for Out There?", 1998)

"Much of the art of system dynamics modeling is discovering and representing the feedback processes, which, along with stock and flow structures, time delays, and nonlinearities, determine the dynamics of a system. […] the most complex behaviors usually arise from the interactions (feedbacks) among the components of the system, not from the complexity of the components themselves." (John D Sterman, "Business Dynamics: Systems thinking and modeling for a complex world", 2000)

"Most physical systems, particularly those complex ones, are extremely difficult to model by an accurate and precise mathematical formula or equation due to the complexity of the system structure, nonlinearity, uncertainty, randomness, etc. Therefore, approximate modeling is often necessary and practical in real-world applications. Intuitively, approximate modeling is always possible. However, the key questions are what kind of approximation is good, where the sense of 'goodness' has to be first defined, of course, and how to formulate such a good approximation in modeling a system such that it is mathematically rigorous and can produce satisfactory results in both theory and applications." (Guanrong Chen & Trung Tat Pham, "Introduction to Fuzzy Sets, Fuzzy Logic, and Fuzzy Control Systems", 2001) 

"Most physical processes in the real world are nonlinear. It is our abstraction of the real world that leads us to the use of linear systems in modeling these processes. These linear systems are simple, understandable, and, in many situations, provide acceptable simulations of the actual processes. Unfortunately, only the simplest of linear processes and only a very small fraction of the nonlinear having verifiable solutions can be modeled with linear systems theory. The bulk of the physical processes that we must address are, unfortunately, too complex to reduce to algorithmic form - linear or nonlinear. Most observable processes have only a small amount of information available with which to develop an algorithmic understanding. The vast majority of information that we have on most processes tends to be nonnumeric and nonalgorithmic. Most of the information is fuzzy and linguistic in form." (Timothy J Ross & W Jerry Parkinson, "Fuzzy Set Theory, Fuzzy Logic, and Fuzzy Systems", 2002)

"Swarm intelligence can be effective when applied to highly complicated problems with many nonlinear factors, although it is often less effective than the genetic algorithm approach [...]. Swarm intelligence is related to swarm optimization […]. As with swarm intelligence, there is some evidence that at least some of the time swarm optimization can produce solutions that are more robust than genetic algorithms. Robustness here is defined as a solution’s resistance to performance degradation when the underlying variables are changed. (Michael J North & Charles M Macal, Managing Business Complexity: Discovering Strategic Solutions with Agent-Based Modeling and Simulation, 2007) 

"Thus, nonlinearity can be understood as the effect of a causal loop, where effects or outputs are fed back into the causes or inputs of the process. Complex systems are characterized by networks of such causal loops. In a complex, the interdependencies are such that a component A will affect a component B, but B will in general also affect A, directly or indirectly.  A single feedback loop can be positive or negative. A positive feedback will amplify any variation in A, making it grow exponentially. The result is that the tiniest, microscopic difference between initial states can grow into macroscopically observable distinctions." (Carlos Gershenson, "Design and Control of Self-organizing Systems", 2007)

"Let's face it, the universe is messy. It is nonlinear, turbulent, and chaotic. It is dynamic. It spends its time in transient behavior on its way to somewhere else, not in mathematically neat equilibria. It self-organizes and evolves. It creates diversity, not uniformity. That's what makes the world interesting, that's what makes it beautiful, and that's what makes it work." (Donella H Meadow, "Thinking in Systems: A Primer", 2008)

"Complexity theory can be defined broadly as the study of how order, structure, pattern, and novelty arise from extremely complicated, apparently chaotic systems and conversely, how complex behavior and structure emerges from simple underlying rules. As such, it includes those other areas of study that are collectively known as chaos theory, and nonlinear dynamical theory." (Terry Cooke-Davies et al, "Exploring the Complexity of Projects", 2009)

"Linearity is a reductionist’s dream, and nonlinearity can sometimes be a reductionist’s nightmare. Understanding the distinction between linearity and nonlinearity is very important and worthwhile." (Melanie Mitchell, "Complexity: A Guided Tour", 2009)

"All forms of complex causation, and especially nonlinear transformations, admittedly stack the deck against prediction. Linear describes an outcome produced by one or more variables where the effect is additive. Any other interaction is nonlinear. This would include outcomes that involve step functions or phase transitions. The hard sciences routinely describe nonlinear phenomena. Making predictions about them becomes increasingly problematic when multiple variables are involved that have complex interactions. Some simple nonlinear systems can quickly become unpredictable when small variations in their inputs are introduced." (Richard N Lebow, "Forbidden Fruit: Counterfactuals and International Relations", 2010)

"Most systems in nature are inherently nonlinear and can only be described by nonlinear equations, which are difficult to solve in a closed form. Non-linear systems give rise to interesting phenomena such as chaos, complexity, emergence and self-organization. One of the characteristics of non-linear systems is that a small change in the initial conditions can give rise to complex and significant changes throughout the system. This property of a non-linear system such as the weather is known as the butterfly effect where it is purported that a butterfly flapping its wings in Japan can give rise to a tornado in Kansas. This unpredictable behaviour of nonlinear dynamical systems, i.e. its extreme sensitivity to initial conditions, seems to be random and is therefore referred to as chaos. This chaotic and seemingly random behaviour occurs for non-linear deterministic system in which effects can be linked to causes but cannot be predicted ahead of time." (Robert K Logan, "The Poetry of Physics and The Physics of Poetry", 2010)

"Complexity is a relative term. It depends on the number and the nature of interactions among the variables involved. Open loop systems with linear, independent variables are considered simpler than interdependent variables forming nonlinear closed loops with a delayed response." (Jamshid Gharajedaghi, "Systems Thinking: Managing Chaos and Complexity A Platform for Designing Business Architecture" 3rd Ed., 2011)

"Complex systems are full of interdependencies - hard to detect - and nonlinear responses." (Nassim N Taleb, "Antifragile: Things That Gain from Disorder", 2012)

"Complex systems defy intuitive solutions. Even a third-order, linear differential equation is unsolvable by inspection. Yet, important situations in management, economics, medicine, and social behavior usually lose reality if simplified to less than fifth-order nonlinear dynamic systems. Attempts to deal with nonlinear dynamic systems using ordinary processes of description and debate lead to internal inconsistencies. Underlying assumptions may have been left unclear and contradictory, and mental models are often logically incomplete. Resulting behavior is likely to be contrary to that implied by the assumptions being made about' underlying system structure and governing policies." (Jay W Forrester, "Modeling for What Purpose?", The Systems Thinker Vol. 24 (2), 2013)

"Even more important is the way complex systems seem to strike a balance between the need for order and the imperative for change. Complex systems tend to locate themselves at a place we call 'the edge of chaos'. We imagine the edge of chaos as a place where there is enough innovation to keep a living system vibrant, and enough stability to keep it from collapsing into anarchy. It is a zone of conflict and upheaval, where the old and new are constantly at war. Finding the balance point must be a delicate matter - if a living system drifts too close, it risks falling over into incoherence and dissolution; but if the system moves too far away from the edge, it becomes rigid, frozen, totalitarian. Both conditions lead to extinction. […] Only at the edge of chaos can complex systems flourish. This threshold line, that edge between anarchy and frozen rigidity, is not a like a fence line, it is a fractal line; it possesses nonlinearity."(Stephen H Buhner, "Plant Intelligence and the Imaginal Realm: Beyond the Doors of Perception into the Dreaming of Earth", 2014)

"To remedy chaotic situations requires a chaotic approach, one that is non-linear, constantly morphing, and continually sharpening its competitive edge with recurring feedback loops that build upon past experiences and lessons learned. Improvement cannot be sustained without reflection. Chaos arises from myriad sources that stem from two origins: internal chaos rising within you, and external chaos being imposed upon you by the environment. The result of this push/pull effect is the disequilibrium [...]." (Jeff Boss, "Navigating Chaos: How to Find Certainty in Uncertain Situations", 2015)

"[...] perhaps one of the most important features of complex systems, which is a key differentiator when comparing with chaotic systems, is the concept of emergence. Emergence 'breaks' the notion of determinism and linearity because it means that the outcome of these interactions is naturally unpredictable. In large systems, macro features often emerge in ways that cannot be traced back to any particular event or agent. Therefore, complexity theory is based on interaction, emergence and iterations." (Luis Tomé & Şuay Nilhan Açıkalın, "Complexity Theory as a New Lens in IR: System and Change" [in "Chaos, Complexity and Leadership 2017", Şefika Şule Erçetin & Nihan Potas], 2019)

"Exponentially growing systems are prevalent in nature, spanning all scales from biochemical reaction networks in single cells to food webs of ecosystems. How exponential growth emerges in nonlinear systems is mathematically unclear. […] The emergence of exponential growth from a multivariable nonlinear network is not mathematically intuitive. This indicates that the network structure and the flux functions of the modeled system must be subjected to constraints to result in long-term exponential dynamics." (Wei-Hsiang Lin et al, "Origin of exponential growth in nonlinear reaction networks", PNAS 117 (45), 2020)

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