Drift- or Fluctuation-Induced Ordering and Self-Organization in Driven Many-Particle Systems

According to empirical observations, some pattern formation phenomena in driven many-particle systems are more pronounced in the presence of a certain noise level. We investigate this phenomenon of fluctuation-driven ordering with a cellular automaton model of interactive motion in space and find an optimal noise strength, while order breaks down at high(er) fluctuation levels. Additionally, we discuss the phenomenon of noise- and drift-induced self-organization in systems that would show disorder in the absence of fluctuations. In the future, related studies may have applications to the control of many-particle systems such as the efficient separation of particles. The rather general formulation of our model in the spirit of game theory may allow to shed some light on several different kinds of noise-induced ordering phenomena observed in physical, chemical, biological, and socio-economic systems (e.g., attractive and repulsive agglomeration, or segregation).Comment: For related work see http://www.helbing.or

Crises and collective socio-economic phenomena: simple models and challenges

Financial and economic history is strewn with bubbles and crashes, booms and busts, crises and upheavals of all sorts. Understanding the origin of these events is arguably one of the most important problems in economic theory. In this paper, we review recent efforts to include heterogeneities and interactions in models of decision. We argue that the Random Field Ising model (RFIM) indeed provides a unifying framework to account for many collective socio-economic phenomena that lead to sudden ruptures and crises. We discuss different models that can capture potentially destabilising self-referential feedback loops, induced either by herding, i.e. reference to peers, or trending, i.e. reference to the past, and account for some of the phenomenology missing in the standard models. We discuss some empirically testable predictions of these models, for example robust signatures of RFIM-like herding effects, or the logarithmic decay of spatial correlations of voting patterns. One of the most striking result, inspired by statistical physics methods, is that Adam Smith's invisible hand can badly fail at solving simple coordination problems. We also insist on the issue of time-scales, that can be extremely long in some cases, and prevent socially optimal equilibria to be reached. As a theoretical challenge, the study of so-called "detailed-balance" violating decision rules is needed to decide whether conclusions based on current models (that all assume detailed-balance) are indeed robust and generic.Comment: Review paper accepted for a special issue of J Stat Phys; several minor improvements along reviewers' comment

Fast and slow domino regimes in transient network dynamics

It is well known that the addition of noise to a multistable dynamical system can induce random transitions from one stable state to another. For low noise, the times between transitions have an exponential tail and Kramers' formula gives an expression for the mean escape time in the asymptotic limit. If a number of multistable systems are coupled into a network structure, a transition at one site may change the transition properties at other sites. We study the case of escape from a "quiescent" attractor to an "active" attractor in which transitions back can be ignored. There are qualitatively different regimes of transition, depending on coupling strength. For small coupling strengths the transition rates are simply modified but the transitions remain stochastic. For large coupling strengths transitions happen approximately in synchrony - we call this a "fast domino" regime. There is also an intermediate coupling regime some transitions happen inexorably but with a delay that may be arbitrarily long - we call this a "slow domino" regime. We characterise these regimes in the low noise limit in terms of bifurcations of the potential landscape of a coupled system. We demonstrate the effect of the coupling on the distribution of timings and (in general) the sequences of escapes of the system.Comment: 3 figure

Phenomenological Models of Socio-Economic Network Dynamics

We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is defined by the particular process taking place on the network. The interplay between the two processes produces phase transitions and hysteresis, as seen using numerical simulations for three specific processes. We obtain analytic results using mean field approximations, and for a particular case we derive an exact solution for the network. In common with real-world social networks, we find coexistence of high and low connectivity phases and history dependence.Comment: 11 pages, 8 figure

Early warning signs for saddle-escape transitions in complex networks

Many real world systems are at risk of undergoing critical transitions, leading to sudden qualitative and sometimes irreversible regime shifts. The development of early warning signals is recognized as a major challenge. Recent progress builds on a mathematical framework in which a real-world system is described by a low-dimensional equation system with a small number of key variables, where the critical transition often corresponds to a bifurcation. Here we show that in high-dimensional systems, containing many variables, we frequently encounter an additional non-bifurcative saddle-type mechanism leading to critical transitions. This generic class of transitions has been missed in the search for early-warnings up to now. In fact, the saddle-type mechanism also applies to low-dimensional systems with saddle-dynamics. Near a saddle a system moves slowly and the state may be perceived as stable over substantial time periods. We develop an early warning sign for the saddle-type transition. We illustrate our results in two network models and epidemiological data. This work thus establishes a connection from critical transitions to networks and an early warning sign for a new type of critical transition. In complex models and big data we anticipate that saddle-transitions will be encountered frequently in the future.Comment: revised versio

Exogenous and endogenous crashes as phase transitions in complex financial systems

In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the midst of transitory external shocks. Changes in market regime (bearish to bullish and bullish to bearish) can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. The resulting models refine the empirical analysis in a number of previous papers.Exogenous; Endogenous; Financial Crashes; Bubbles; Econophysics

Rate-Induced Transitions in Networked Complex Adaptive Systems: Exploring Dynamics and Management Implications Across Ecological, Social, and Socioecological Systems

Complex adaptive systems (CASs), from ecosystems to economies, are open systems and inherently dependent on external conditions. While a system can transition from one state to another based on the magnitude of change in external conditions, the rate of change -- irrespective of magnitude -- may also lead to system state changes due to a phenomenon known as a rate-induced transition (RIT). This study presents a novel framework that captures RITs in CASs through a local model and a network extension where each node contributes to the structural adaptability of others. Our findings reveal how RITs occur at a critical environmental change rate, with lower-degree nodes tipping first due to fewer connections and reduced adaptive capacity. High-degree nodes tip later as their adaptability sources (lower-degree nodes) collapse. This pattern persists across various network structures. Our study calls for an extended perspective when managing CASs, emphasizing the need to focus not only on thresholds of external conditions but also the rate at which those conditions change, particularly in the context of the collapse of surrounding systems that contribute to the focal system's resilience. Our analytical method opens a path to designing management policies that mitigate RIT impacts and enhance resilience in ecological, social, and socioecological systems. These policies could include controlling environmental change rates, fostering system adaptability, implementing adaptive management strategies, and building capacity and knowledge exchange. Our study contributes to the understanding of RIT dynamics and informs effective management strategies for complex adaptive systems in the face of rapid environmental change.Comment: 25 pages, 4 figures, 1 box, supplementary informatio