Modeling and Predicting Self-Organization in Dynamic Systems out of Thermodynamic Equilibrium: Part 1: Attractor, Mechanism and Power Law Scaling
Abstract
:1. Introduction
1.1. Background and Motivation
1.2. Novelty and Scientific Contributions
1.2.1. Summary of Novelty and Scientific Contributions
1.2.2. Dynamical Variational Principles
1.2.3. Positive Feedback Model of Self-Organization
1.2.4. Average Action Efficiency (AAE)
1.2.5. Agent-Based Modeling (ABM)
1.2.6. Intervention and Control in Complex Systems
1.2.7. Average Action Efficiency (AAE) as a Predictor of System Robustness
1.2.8. Philosophical Contribution
1.2.9. Novel Conceptualization of Evolution as a Path to Increased Action Efficiency
1.3. Overview of the Theoretical Framework
1.4. Hamilton’s Principle and Action Efficiency
1.5. Mechanism of Self-Organization
1.6. Negative Feedback
1.7. Unit–Total Dualism
1.8. Unit–Total Dualism Examples
1.9. Action Principles in This Simulation, Potential Well
1.10. Research Questions and Hypotheses
- 1.
- How can a dynamical variational action principle explain the continuous self-organization, evolution, and development of complex systems?
- 2.
- Can average action efficiency (AAE) be a measure of the level of organization of complex systems?
- 3.
- Is the dynamical principle of least action principle a predictor for the emergence of self-organized states in systems?
- 4.
- Is the average least action state an attractor for the structure in self-organizing systems?
- 5.
- Can the proposed positive feedback model accurately predict the processes of self-organization in dynamic systems?
- 6.
- What are the relationships between various system characteristics, such as AAE, total action, order parameters, entropy, flow rate, and others, and how do the simulation results compare with real-world data?
- 7.
- What is the relation of AAE to the robustness of emergent structures in self-organizing systems?
- 8.
- What is the relation of AAE with the quality-quantity transition and size–complexity rules in complex systems?
- 9.
- Can we study those questions through agent-based modeling simulations?
- 1.
- A dynamical variational action principle may explain important aspects of the continuous self-organization, evolution, and development of complex systems.
- 2.
- AAE may be a valid and reliable measure of organization that can be applied to self-organizing complex systems.
- 3.
- The average least action state may act as an attractor for the emergence of the most organized macrostructure of a dynamical system and maybe its most robust configuration.
- 4.
- The model may accurately predict the most organized macrostate based on AAE.
- 5.
- The model may predict the power–law relationships between system characteristics that can be quantified, and they can be compared to the results of some real-world systems.
- 6.
- AAE through the positive feedback loops with the characteristics of complex systems may lead to the quantity–quality transition and explain the size–complexity rules, one of which may be the quantity–AAE transition.
- 7.
- Agent-based modeling simulations may be a reliable way to study those questions, provided that their results are compared with real-world data.
1.11. Summary of the Specific Objectives of the Paper
- 1.
- Apply dynamical variational principles, which extend the classical stationary action principle to dynamic, self-organizing systems, in open-ended evolution, showing that unit action decreases while total action increases during self-organization. Similar dynamical principles may exist for other quantities, such as entropy and information.
- 2.
- Test the predictive power of the model: build and test a model that quantitatively and numerically measures the amount of organization in a system, and predicts the most organized state as the one with the least average unit action and highest AAE as its attractor state. Define the cases in which action is minimized, and based on that predict the emergence of the most organized macrostate of the system. Discuss the relation between most AAE states and the robustness of dynamical structure in self-organizing complex systems. The theoretical most organized state is where the edges in a network are geodesics. Due to the stochastic nature of complex systems, those states are approached asymptotically, but in their vicinity, the action can be temporarily stationary due to local minima. In general, the entire landscape is predicted to be dynamic for real-world open self-organizing systems.
- 3.
- Validate a new measure of organization, AAE: based on 1 and 2, develop and apply the concept of AAE, rooted in the principle of least action, as a quantitative measure of organization in complex systems.
- 4.
- Propose a mechanism of progressive development and evolution: apply a model of positive feedback between system characteristics to predict exponential growth and power–law relationships, providing a mechanism for continuous self-organization. Test it by fitting its solutions to the simulation data, and compare them to real-world data from the literature.
- 5.
- Simulate self-organization using agent-based modeling (ABM): Use ABM to simulate the behavior of an ant colony navigating between a food source and its nest to explore how self-organization emerges in a complex system.
- 6.
- Define unit–total (local–global) dualism: Investigate and define the concept of unit–total dualism, where unit quantities are minimized while total quantities are maximized as the system grows, and explain its implications as variational principles for complex systems.
- 7.
- Contribute to the fundamental and philosophical understanding of self-organization and causality: Aim to enhance the theoretical understanding of self-organization in complex systems, offering a framework for future research and practical applications. Study the quantity–quality transition and its expression through the size–complexity rules. Propose a quantity–AAE transition. Similar quantity–characteristic transitions are suggested by the data for the rest of the characteristics of self-organizing complex systems.
2. Building the Model
2.1. Hamilton’s Principle of Stationary Action for a System
2.2. A Network Representation of a Complex System
2.3. An Example of True Action Minimization: Conditions
- 1.
- The agents are free particles, not subject to any forces, so the potential energy is a constant and can be set to be zero because the origin for the potential energy can be chosen arbitrarily, therefore . Then, the Lagrangian L of the element is equal only to the kinetic energy of that element:
- 2.
- We are assuming that there is no energy dissipation in this system, so the Lagrangian of the element is a constant:
- 3.
- The mass m and the speed v of the element are assumed to be constants.
- 4.
- The start point and the end point of the trajectory of the element are fixed at opposite sides of a square (see Figure 2). This produces the consequence that the action integral cannot become zero, because the endpoints cannot grow infinitely close together:
- 5.
- The action integral cannot become infinity, i.e., the trajectory cannot become infinitely long:
- 6.
- In each configuration of the system, the actual trajectory of the element is determined as the one with the least action from Hamilton’s principle:
- 7.
- The medium inside the system is isotropic (it has all its properties identical in all directions). The consequence of this assumption is that the constant velocity of the element allows us to substitute the interval of time with the length of the trajectory of the element.
- 8.
- The second variation of the action is positive, because , and , therefore the action is a true minimum.
2.4. Building the Model
2.5. An Example for One Agent
2.6. Analysis of System States
2.7. Average Action Efficiency (AAE) in the Example and in General
2.8. The Predictive Power of the Principle of Least Action for Self-Organization
2.9. Multi-Agent
2.10. Using Time
2.11. An Example
2.12. Unit–Total (Local–Global) Dualism
- 1.
- The average unit action for one edge decreases:This is a principle for decreasing unit action for a complex system during self-organization, as it becomes more action-efficient until a limit is reached.
- 2.
- The total action of the system increases:This is a principle for increasing total action for a complex system during self-organization, as the system grows until a limit is reached.
3. Simulations Model
- Kinetic Energy (T): In our simulation, the ants have a constant mass m, and their kinetic energy is given by
- Effective Potential Energy (V): The potential energy due to pheromone concentration at position r and time t can be modeled as follows:
- 1.
- Kinetic Energy Term:
- 2.
- Potential Energy Term:
- 1.
- Minimum: If the second variation of the action is positive, the path corresponds to a minimum of the action.
- 2.
- Saddle Point: If the second variation of the action can be both positive and negative depending on the direction of the variation, the path corresponds to a saddle point.
- 3.
- Maximum: If the second variation of the action is negative, the path corresponds to a maximum of the action.
- Kinetic Energy Term : The second variation of the kinetic energy is typically positive, as it involves terms like .
- Potential Energy Term : The second variation of the effective potential energy depends on the nature of . If C is a smooth, well-behaved function, the second variation can be analyzed by examining .
- Kinetic Energy Contribution: Positive definite, contributing to a positive second variation.
- Effective Potential Energy Contribution: Depends on the curvature of . If has regions where its second derivative is positive, the effective potential energy contributes positively, and vice versa.
- 1.
- The kinetic energy term tends to make the action a minimum.
- 2.
- The potential energy term, depending on the pheromone concentration field, can contribute both positively and negatively.
3.1. Effects of Wiggle Angle and Pheromone Evaporation on the Action
3.2. Considering the Nature of the Action
3.2.1. Stationary Action
- Before Changes: In a simpler model without wiggle angles and evaporation, the action might be stationary at certain paths.
- After Changes: With wiggle angle variability and pheromone evaporation, the action is less likely to be stationary. Instead, the system continuously adapts, and the action varies over time.
3.2.2. Saddle Point, Minimum, or Maximum
- Saddle Point: The action is likely to be at a saddle point due to the dynamic balancing of factors. The system may have directions in which the action decreases and directions in which it increases (due to path variability).
- Minimum: If the system stabilizes around a certain path that balances the stochastic wiggle and the decaying pheromones effectively, the action might approach a local minimum. However, this is less likely in a highly dynamic system.
- Maximum: It is unusual for the action in such optimization problems to represent a maximum because that would imply an unstable and inefficient path being preferred, which is contrary to observed behavior.
3.3. Practical Implications
3.3.1. Continuous Adaptation
3.3.2. Complex Optimization
3.4. Dynamic Action
- 1.
- Time-dependent Lagrangian that explicitly depends on time or other dynamic variables:
- 2.
- Dynamic optimization—the system continuously adapts its trajectory to minimize or optimize the action that evolves over time:The parameters are updated based on feedback from the system’s performance. The goal is to find the path that makes the action stationary. However, since is time-dependent, the optimization becomes dynamic.
3.4.1. Euler–Lagrange Equation
3.4.2. Updating Parameters
3.4.3. Practical Implementation
3.4.4. Role of Information
3.4.5. Computation and Learning Aspects
3.4.6. Solving the Equations
- Numerical Methods: Usually, these systems are too complex for analytical solutions, so numerical methods (e.g., finite difference methods, Runge–Kutta methods) could be used to solve the differential equations governing and .
- Optimization Algorithms: Algorithms like gradient descent, genetic algorithms, or simulated annealing can be used to find optimal paths and parameter updates.
3.5. Specific Details in Our Simulation
3.6. Gradient-Based Approach
3.7. Summary
- 1.
- We derived the Lagrangian using the exact parameters from the specific simulation that generated the data. To the best of our knowledge, no other studies have published a Lagrangian approach to agent-based simulations of ant colony self-organization.
- 2.
- The Lagrangian cannot be solved analytically, to the best of our knowledge, due to the stochastic term. Additionally, while the equation for pheromone concentration applies to a given patch, the amount deposited by ants depends on the number of steps, n, each ant has taken since visiting the food or nest. Since each ant follows a unique path, n varies for each ant, resulting in different pheromone deposition amounts. This dependency on stochastic paths makes an analytical solution impractical. Consequently, the problem is addressed numerically through simulation. Furthermore, pheromone concentration is calculated for each patch , which is also solved numerically in the simulation.
- 3.
- The average path length obtained from the simulation serves as a numerical solution to the action because it emerges from the model incorporating all the dynamics described by the Lagrangian. This path length reflects the optimization and behaviors modeled by the Lagrangian terms, including kinetic energy, potential energy influenced by pheromone concentrations, and stochastic movement. The simulation uses the reciprocal of the average path length as the measure of AAE, capturing the combined effects of the Lagrangian terms. This framework can be extended by adding terms to the Lagrangian to model more realistic scenarios, such as dissipation and additional interactions between agents. For example, agents could be allowed to accelerate in response to concentration gradients, enabling the modeling of other complex systems.
- 4.
- The average action tends to be stationary near the theoretically shortest path, i.e., close to the minimum average action—but further from this minimum, it is always minimized, both experimentally and theoretically. In the simulation, longer paths consistently decay into shorter ones. Deviations near the shortest path may occur due to memory effects and stochastic fluctuations but diminish with extended annealing or adjustments to parameters such as the wiggle angle, pheromone deposition, diffusion and evaporation rates, or the speed and mass of the ants.
4. Mechanism
4.1. Exponential Growth and Observed Size–Complexity Power–Law Scaling
4.2. A Model for the Mechanism of Self-Organization
4.2.1. Systems with Constant Coefficients
- For linear systems with constant coefficients, the solutions often involve exponential functions. This is because the system can be expressed in terms of matrix exponentials, leveraging the properties of constant coefficient matrices.
- Even in these cases, if the coefficient matrix is defective (non-diagonalizable), the solutions may include polynomial terms multiplied by exponentials.
4.2.2. Systems with Variable Coefficients
- When the coefficients are functions of the independent variable (e.g., time), the solutions may involve integrals, special functions (like Bessel or Airy functions), or other non–exponential forms.
- The lack of constant coefficients means that the superposition principle does not yield purely exponential solutions, and the system may not have solutions that are expressible in closed–form exponential terms.
4.2.3. Higher–Order Systems and Resonance
- In some systems, especially those modeling physical phenomena like oscillations or circuits, the solutions might involve trigonometric functions, which are related to exponentials via Euler’s formula but are not themselves exponential functions in the real domain.
- Resonant systems can exhibit behavior where solutions grow without bound in a non–exponential manner.
4.3. Model Solutions
- 1.
- 2.
- 3.
- 4.
- 5.
- 6.
- 7.
- 8.
- 1.
- 2.
- 3.
- 4.
- 5.
- 6.
- 7.
- 1.
- 2.
- 3.
- 4.
- 5.
- 6.
- 7.
- y and x are the variables.
- k is a constant.
- n is the exponent.
- is a term that accounts for deviations.
5. Simulation Methods
5.1. Agent-Based Simulations Approach
5.2. Illustration of the Simulation
5.2.1. Flow Diagram
- 1.
- Random movement of agents (exploring space, maximum entropy): at the initial stage, agents move randomly within the simulation environment, maximizing spatial entropy and exploring the system’s possible states.
- 2.
- Agents encounter food or nest and pick up pheromone (collecting information): when agents interact with specific locations (food or nest), they collect pheromones, introducing an information component into their movement.
- 3.
- Agents move randomly while dropping pheromone (spreading information): as agents travel, they deposit pheromones along their path, encoding information about visited locations and potential trails.
- 4.
- Other agents detect and move toward pheromones (using information): the deposited pheromones serve as cues for other agents, promoting directed movement toward higher concentrations of pheromones.
- 5.
- Formation of multiple trails (initial structure formation): the system begins to exhibit structural organization as agents’ movements reinforce certain trails through positive feedback, creating multiple paths.
- 6.
- Dominance of one trail (stabilizing structure formation): over time, a single trail becomes dominant due to its efficiency and pheromone reinforcement, stabilizing the system’s emerging structure.
- 7.
- Trail shortens and anneals (final structure): The dominant trail undergoes further optimization, shortening, and annealing to form the most AAE path between key nodes (food and nest).
5.2.2. Stages of Self-Organization in the Simulation
5.2.3. Time Evolution of Self-Organization During the Phase Transition to Increased AAE
- Upper Insert (First Tick): Shows the initial state, where the ants (green and red) are randomly distributed, representing maximum entropy and a lack of order—minimum AAE. The nest is indicated by a blue square, and the food by a yellow square.
- Middle Insert (Tick 60): Depicts the transition phase, where ants begin exploring multiple possible paths between the nest and food, leading to a reduction in entropy as structure starts forming.
- Lower Insert (Final Tick): Displays the final state, where the ants converge on the most AAE single path, minimizing entropy and achieving a highly organized system.
5.3. Program Summary
5.4. Analysis Summary
5.5. Average Path Length and Path Time, and
5.6. Flow Rate,
5.7. Total Information:
5.8. Unit Information:
5.9. Total Action, Q
5.10. Average Action Efficiency (AAE),
5.11. Density,
5.12. Total Internal Entropy, S
5.13. Unit Entropy,
5.14. Simulation Parameters
5.15. Simulation Tests
5.15.1. World Size
5.15.2. Estimated Path Area
6. Results
6.1. Time Graphs
6.2. Power–Law Graphs
6.2.1. Quantity–AAE Transition
6.2.2. Unit–Total Dualism
6.2.3. The Rest of the Power–Law Scaling Between Characteristics
6.2.4. Quantities Not Included in the Mathematical Model
6.3. Comparison with Literature Data for Real Systems
6.3.1. Stellar Evolution
6.3.2. Evolution of Cities
6.3.3. Further Confirmation with Literature Data
6.4. A Table Presenting the Fit Values for the Power–Law Relationships in the Simulation
Variables | a | b | |
---|---|---|---|
vs. Q | |||
vs. i | |||
vs. | |||
vs. | |||
vs. | |||
vs. | |||
vs. N | |||
Q vs. i | |||
Q vs. | |||
Q vs. | |||
Q vs. | |||
Q vs. | |||
Q vs. N | |||
i vs. | |||
i vs. | |||
i vs. | |||
i vs. | |||
i vs. N | |||
vs. | 0.873 | ||
vs. N | 0.864 | ||
vs. | |||
vs. | |||
vs. | |||
vs. N | |||
vs. | |||
vs. | |||
vs. N | |||
vs. N | |||
vs. N | |||
vs. N | |||
vs. | |||
vs. | |||
vs. N | |||
vs. N |
7. Discussion
8. Conclusions
Future Work
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
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Parameter | Value | Description |
---|---|---|
Ant-speed | 1 patch/tick | Constant speed |
Wiggle range | 50 degrees | Random directional change, from −25 to +25 |
View-angle | 135 degrees | Angle of cone where ants can detect pheromone |
Ant-size | 2 patches | Radius of ants, affects radius of pheromone viewing cone |
Parameter | Value | Description |
---|---|---|
Diffusion rate | 0.7 | Rate at which pheromones diffuse |
Evaporation rate | 0.06 | Rate at which pheromones evaporate |
Initial pheromone | 30 units | Initial amount of pheromone deposited |
Parameter | Value | Description |
---|---|---|
Projectile-motion | off | Ants have constant energy |
Start-nest-only | off | Ants start randomly |
Max-food | 0 | Food is infinite, food will disappear if this is greater than 0 |
Constant-ants | on | Number of ants is constant |
World-size | 41 × 41 | The world ranges from −20 to +20 in x and y, including 0 |
Parameter | Value | Description |
---|---|---|
Food-nest-size | 5 | The length and width of the food and nest boxes |
Foodx | The position of the central patch of the food in the x-direction | |
Foody | 0 | The position of the central patch of the food in the y-direction |
Nestx | +18 | The position of the central patch of the nest in the x-direction |
Nesty | 0 | The position of the central patch of the nest in the y-direction |
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Brouillet, M.; Georgiev, G.Y. Modeling and Predicting Self-Organization in Dynamic Systems out of Thermodynamic Equilibrium: Part 1: Attractor, Mechanism and Power Law Scaling. Processes 2024, 12, 2937. https://doi.org/10.3390/pr12122937
Brouillet M, Georgiev GY. Modeling and Predicting Self-Organization in Dynamic Systems out of Thermodynamic Equilibrium: Part 1: Attractor, Mechanism and Power Law Scaling. Processes. 2024; 12(12):2937. https://doi.org/10.3390/pr12122937
Chicago/Turabian StyleBrouillet, Matthew, and Georgi Yordanov Georgiev. 2024. "Modeling and Predicting Self-Organization in Dynamic Systems out of Thermodynamic Equilibrium: Part 1: Attractor, Mechanism and Power Law Scaling" Processes 12, no. 12: 2937. https://doi.org/10.3390/pr12122937
APA StyleBrouillet, M., & Georgiev, G. Y. (2024). Modeling and Predicting Self-Organization in Dynamic Systems out of Thermodynamic Equilibrium: Part 1: Attractor, Mechanism and Power Law Scaling. Processes, 12(12), 2937. https://doi.org/10.3390/pr12122937