SUMMER ACADEMY - 2011

Modelling and Computer Simulation of Ecological, Social and Economic Systems

Prof. Serge V. Chernyshenko
e-mail: svc@a-teleport.com URL: userpages.uni-koblenz.de/~svc June 27 - July 10, 2011

1. Basics of the Systems Approach

1.1. Systems Approach and Computer Science. 1.2. Basic Terms of Theory of Systems. 1.3. Examples of Systems. 1.4. Hierarchical Systems. 1.5. History of Systems Approach. 1.6. Systems Analysis as a Scientific Tool.

1.1. Systems Approach and Computer Science

What we need, as computer scientists, is a technique to formalise everything. It is strongly necessary, within the computer science (as well as in all the sciences), to make formal statements about the world, about proper data, collected on the base of theory-predicted observations and, especially, to make formal statements about the procedures, necessary for transformation of our sensual observations of the world into data and formal algorithms.
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The formalisation has different aspects and stages. Main stages are following: 1. 2. 3. 4. 5. 6. 7. 8. 9. understanding of a studied natural or social object; formulation of a verbal target setting; constructing of a formal model of the object; formulation of a mathematical target setting; selection of a mathematical method for the problem solving; construction of a mathematical algorithm; choice of computer technologies and tools; preparation of a formal requirement specification for the software; programming and program checkout.
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The stages 2-4 and 8 are closely connected with socalled systems approach. The kernel concept of the approach is the concept of system. Scientific joke: If you dont know what you are talking about, call it system, if you dont know from what it is made of, call these subsystems, if you dont know how it works, call it process. In computer science we can meet three kinds of systems: structural, functional, and logical systems. During the lectures, we shall focus on the first two kinds; in the first order: on structural systems.
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1.2. Basic Terms of Theory of Systems System is a set of interacting elements.

(System can be determined as a complex of interacting elements. L.Bertalanfy)

I)

Set is a number of objects (elements), distinguished by some common property.

A set of books: books, written in English. A set of people: people, who are in this room.

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II) Element is elementary unit, which is considered in its set as an object without internal structure. In a books catalogue we do not specify separate chapters, paragraphs and pages; we mention only data of a book as a whole. Studying a collective of people we take into

consideration their personal characteristic only, but not their anatomy, physiology, etc.
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III) Interaction is influence of the state of one element on the state of another element (or, often, their mutual influence). The set of links between all the elements can be called as a structure of the system. English books in a library are not a system, because they practically do not influence one another. It is only a set of books. People in the room communicate each other, exchange by visual and verbal information. It is a system of people.
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IV) State of element (or its "coordinates") is some value (scalar, vectorial, functional, hybrid, etc.) a set of some indices, which completely describer the elements properties as a part of the system. State can be changed (continuously or discreetly). We can determine the state of people in the room by unlimited number of ways, depending on the aim of consideration of the system. For example, we can introduce three discrete "psychological coordinates" of a person: reactivity (active/passive); mood (good/bad); attitude to colleagues (friendly/aggressive).
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1.3. Examples of Systems 1.3.1. The system of the people in the room

The set of the people in the room (system composition)

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The system of the people in the room

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Unidirectional interaction

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Mutual interaction

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1.3.2. The Solar system

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The systems composition: It consists from 10 elements: the Sun and 9 planets. The systems structure: The Sun is connected with all planets, the planets are not connected each other. The relations are directed form the Sun to a planet. Only for the Jupiter, the biggest and closest from the big planets to the Sun, it is reasonable to speak about its influence to the Sun. The systems dynamics: the main laws of the interaction are Newtons laws of the mechanics and the law of gravity. The state of each element can be described by 6 scalar values (or one 6-dimensional vector): its 3 space coordinates and 3 coordinates of its velocity.
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1.3.3. Integrated macrosystems

When a system includes a large amount of elements of the same kind, we can change them by one element with specially constructed "macro-state" characteristics.

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WORK IN GROUPS

Please, propose an example of a system, fixing its: A) Composition (1. elements; 2. borders of the system - particularly, your rules of elements selection; 3. is the system integral or no?); B) Structure (3. links between the elements; 4. character of the links; 5. systems structure in graphic form.); C) Dynamical characteristics (6. indices of the elements, which reflect their state; 7. laws of mutual influences between elements states.)
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1.4. Hierarchical Systems. 1.4.1. Multilevel systems

An element of a system can be a system, in its turn. In this case we have two (or more) levels: the system of the first level consists from complex elements (socalled "sub-systems"); each of these elements ("systems of the second level") consists from final, indivisible elements. We call such systems as "multilevel" or "hierarchical" systems.
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Economic system: a commercial firm

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The multilevel approach is extremely important in biology and social science. Biological and social systems are always multilevel and very complex. When we deal with some fixed level of the matter organisation, in what extent should we take into consideration nature of lower and higher levels? If we research animal behaviour, should we describe properties of their internal organs? Or if we study human psychology, is it necessary to consider their social environment? In the multilevel systems analysis it is the question about degree of independence of systems different levels. If we are interested in specifying some properties of the system on the base of properties of its elements (for multilevel systems subsystems), it is the problem of its emergency.
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The main levels of biological systems organisation:

Science Biochemistry System Chemical reaction Elements Interactions Elements state Form, position, energy, etc. Kind, size, position Kind, vitality, phase of development, etc. Organic macro- Chemical molecules Organelles & genome Types of cells & tissues Organs Endoplasmic & nuclear Intercellular, chemical and electrical

Cellular biology Cell and Genetics Morphology and Organ Anatomy Physiology Specimen

Inter-organs, by Kind, vitality, state of hormones and health, etc. neural impulses Cooperative & competitive Trophical, competitive & cooperative Age, sex, physiological state, space and social positions, etc. Size, age, sexual, genetic structure

Population Ecology Biogeocoenology Biosphere Ecology

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Population

Specimens

Biogeocoenose Biosphere

Populations

Regional ecosystems

Via climate, Productivity,sustainability, atmosphere, etc. disturbance

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The main levels of social systems organisation:

Science Psychology System Person Elements Interactions Elements state Level of realisation, of actualisation, etc. SubDomination, personalities, compromises psychological features Persons Social communication

Social psychology & Group sociology Microeconomics Macroeconomics

Human group

Age, sex, psychological and social state and selfcertification, mood, health, etc. Economic motivation, position in production and process, etc. Different indices of economic state (general income, turnover, etc.)

Economic Staff groups unit National Branches of or World economy Economy

Production relation

Exchange of commodities via market, competition for investments

General National sociology & or World Political science Society

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Social groups Cooperation and Economic state, level of and strata conflicts, competition dissatisfaction, size, age for resources and sexual structure, etc.
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1.4.2. Emergency of systems

The key question: Are the properties of the system completely determined by properties of its elements? The property of systems not to be reduced to a set of elements is called as emergency. This problem is especially actual in biology and social science. Can we describe cell functioning as a pure chemical process? Can we understand human behaviour on the base of physiology of people only? It is true that the life is a chemical process. It is true that society is a system of biological units. But biology is not chemistry, and social science is not biology.

There are two aspects of the problem, which can partially explain the phenomenon of emergency. 1. The higher level is a very special result of selforganisational processes in the lower one. It is summarisation (with its own structure and dynamic laws) of huge current and past processes in the lower level. It is not productive to consider it within the low-level concepts. Usually the organisation in the highest level plays role of a regulatory mechanism and can radically influence on lowlevel processes. Thus, both levels determine each other. 2. The nature prefers economy in principles of system organisation. Systems can have similar structure, irrespectively of elements nature, and vice versa. It gives possibility to study systems, abstracting internal elements organising.
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WORK IN GROUPS

Please, develop the proposed example of a system: 1. analyse, is your system multilevel or not; 2. add to the system lower and higher levels; 3. determine total number of the systems levels; 4. determine number of its subsystems; 5. represent the systems hierarchical structure in graphic form; 6. explain, in what form the systems emergency is appeared.
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1.5. History of Systems Approach 1.5.1. Prerequisites of systems approach

First sense of the term of "system" was "order" or "classification". Even now we still use sometimes the same sense: "the periodic system of elements", "a system of knowledge", etc. In this case a system is an ordered set only. Such understanding is typical for pure analytic research. It played important role in formation of the modern science and was progressive since the I. Newton and G. Leibniz times. It was typical both for theoretical (R. Descartes) and empirical (F. Bacon) approach in early European science.
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1.5.2. System ideas in the Classical physics

Necessity to understand and describe of dynamics of real objects leaded to development of methods of synthesis (concept of interaction and methods of construction of complex objects from simple ones). One of the first synthetic theories of this type was the Newton mechanics. The same tendency in the same time (XVII-XVIII centuries) took place in philosophic methodology, in development by German classical philosophers the concept of dialectics. Ideas, quite close to modern ones, firstly were proposed in 1834 by M.-A. Ampere in his book "Experience of Natural Philosophy". In this monograph he proposed the term of "cybernetics". In 1843 Polish philosopher-dialectician B. Trentowsky developed the Ampere ideas in the book "Relations of philosophy and cybernetics, as art of control". Important role in systems approach development was played by monograph of Russian philosopher A.A. Bogdanov "Tectology, Universal Organisational Science", published in 1911.
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1.5.3. Modern stage of systems approach

It started from two basic concepts, proposed by N. Wiener and L. Bertalanffy. American scientist N. Wiener published in 1948 his basic work "Cybernetics", which created theoretical background for development of computers and automation devices. Cybernetics mostly oriented for investigation and construction of technical systems, and for formalisation and solution of optimisation problems. Austrian biologist L. von Bertalanffy formulated in the famous article "An Outline of General Systems Theory" in 1950. In opposite to N. Wiener, he concentrated on natural science experience in understanding of general principles of real systems' functioning. This approach produced a huge amount of following publication on universal mathematical models for description of real processes. In this course in 1960th was elaborated well-known "theory of catastrophes", and in later 1970th and 1980th - "synergetics" and "theory of chaos".
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1.5.4. Development of systems approach

1-Philosofy; 2-Mathematical modelling; 3-Nonlinear Mathematics; 4-Cybernetics/Informatics.

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1.5.5. Two constituents of the systems analysis

Theory of Systems Cybernetics, Informatics N. Wiener L. Bertalanffy natural Artificial description understanding and modelling of automation domain DFD (Data Flow Diagram), E. Yourdon constructing, control optimisation of structure of devices and programs SADT (Structured Analysis and Design Technology), D.Ross
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Founder Kind of systems Aim of investigation Applications in Computer Science Object oriented technology
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1.5.6. Some names and dates

1. Differential Calculus (I. Newton,1676; G. Leibniz, 1684) 2. Dialectics (G. Leibniz, 1704; I. Kant, 1781; G. Hegel, 1807; F. Engels, 1894) 3. Mathematical Physics (I. Newton, 1686; L.Euler, 1744; J.L. Lagrange, 1772; P.S. Laplace, 1786; J.C. Maxwell, 1870 ) Newton I. Philosophiae naturalis principia mathematica.- L., 1686 Euler L. Methodus inveniendi lineas curvas maximi minimive proprietate gaudentes.- Lausanne, 1744 Lagrange P.S. Mchanique Analitique.- Paris, 1788 Laplace P.S. Trait de mcanique celeste.- Paris, 1799 Maxwell J.C. A treatise on electricity and magnetism. 2 vol.- L., 1873 Simmons G.F. Differential equations with applications and historical notes.- N.Y., 1972
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4. Cybernetics (as management) (A.-M. Ampre, 1834; B. Trentkowsky, 1843; A.A. Bogdanov, 1911) Ampre A.-M. Essai sur la philosophie des sciences. 2nd partie, Bachelier, Paris,1834 5. Mathematical Ecology (T.R. Malthus,1798; F.E.Clements,1916; A.J. Lotka, 1922; V. Voltera, 1926; G.F. Gause, 1932; Kolmogoroff A.N., 1937; P.H. Leslie, 1945) Malthus T.R. An essay on the principle of population.- L.,1798 Clements F.E. Plant succession.- Washington, 1916 Lotka A.J. Elements of physical biology.- Baltimore, 1925 Volterra V. Leons sur la theorie mathematique de la lutte pour la vie.- Paris, 1931. Maynard Smith J. Models in ecology.- Cambridge, 1974 Svirezhev Yu.M. Nonlinear problems in mathematical ecology.Laxenburg, Austria, 1984.
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6. Stability and Bifurcation Theories (H. Poincare, 1879; A.M. Lyapunov, 1892; A.A. Andronov, 1930; V.I.Arnold, 1963) Poincare H. Oeuvres, v.1.- Paris, Gauthier-Villas, 1971 Andronov A.A., Witt A. Sur la theorie mathematiques des autooscillations / C.R.Acad.Sci. Paris, V.190, 1930 Bellman R. Stability theory of differential equations.- N.Y., 1953 Arrowsmith D.K., Place C.V. Ordinary differential equations. A qualitative approach with application.- L., 1982 7. Cybernetics (as automation) (N. Wiener, 1948; J. von Neumann, 1951; W.R. Ashby, 1955; R.Kalman, 1957) Wiener N. Cybernetics.- N.Y., 1948 von Neumann J. The general and logical theory of automata. Cerebral mechanisms of behavior /Hixon symposium.- N.Y.,1951 Ashby W.R. An introduction to cybernetics.- N.Y., 1955
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8. General Systems Theory (L. Bertalanffy, 1950; M.D. Mesarovi, 1961) von Bertalanfy L. Problems of life.- N.Y., 1952 Mesarovi M.D. Views on general systems theory.- N.Y., 1964 Kalman R., Falb P., Arbib M. Topics in mathematical systems theory.- N.Y., 1969 9. Mathematical Economics (P.A. Samuelsen, 1947; J. von Neumann, 1947; W. Leontief, 1951; J.W. Forrester, 1971) Allen R.G.D. Mathematical analysis for economists.- L., 1938 Samuelsen P.A. Foundations of economic analysis.-Cambridge,1947 Leontief W. Mathematics in economics/Bull.Am.Math.Soc.,V.60,1954 Meadows D.H. et al. The limits of growth.- N.Y., 1972 Hayes P. Mathematical methods in the social and managerial science.- N.Y., 1975
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10. Information Theory (C.E. Shannon, 1948; L. Brillouin, 1956) Shannon C.E., Weaver W. The mathematical theory of communication.- Urbana, 1949 Brillouin L. Science and information theory.- N.Y., 1956 11. Control Theory (R. Bellman, 1956; L.S. Pontryagin, 1956; N.N. Krasovsky, 1956; R.E. Kalman, 1958) Bellman R., Glicksberg I., Gross O. On the bang-bang control process / Quarterly of Applied Math., V.14, 1956 Bellman R. Introduction to the mathematical theory of control processes. Vols.1,2. - N.Y., 1967, 1971

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12. Operations Research (P. Morse, 1951; H. Slow, 1951; C.F. Goodeve, 1953) Morse P., Kimball G.E. Methods of operations research.- N.Y., 1951 Slow H. Operations research / Fortune, V.43, 1951 13. Catastrophe Theory, Theory of Peculiarities (H. Whitly, 1955; R. Thom, 1969; E.C. Zeeman, 1972) Thom R. Stabilite structurelle et morphogenese.- N.Y., 1972 Zeeman E. Catastrophe theory.- Massachusetts, 1977 Poston T., Stewart I. Catastrophe theory and its application.- L., 1978 14. Informatics (A.M.Turing, 1937; D.E. Knuth, 1964) Turing A.M. On computable numbers / Proc. London Math. Soc., series 2, V.42, 1937 Knuth D.E., McNeley J.L. SOL - a symbolic language for general purpose systems simulation / IEEE Trans.Elec.Comp.,V.13, 1964
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15. Synergetics and chaos theory (L.D. Landau,1944; E.N. Lorenz,1963; R. Bellman,1969; I. Prigogine, 1971; M. Eigen, 1971; A.M. Zhabotinsky, 1973; H. Haken, 1974; R.M. May, 1976; B. Mandelbrot, 1977; M.J. Feigenbaum, 1978) Lorenz E.N. Deterministic nonperiodic flow / J. of Atmosph. Sci., V.20, 1963 Bellman R. Methods of nonlinear analysis.- N.Y., 1969 Haken H. Synergetics.- Berlin, 1974 May R.M. Simple mathematical models with very complicated dynamics / Nature, V.261, 1976 Eigen M., Schuster P. The hypercicle - a principle of natural selforganisation.- Berlin, 1979 Casti J. Connectivity, complexity, and catastrophe in large-scale systems.- N.Y., 1979 Mandelbrot B.B. The fractal geometry of nature.- N.Y., 1982 Prigogine I., Stengers I. Order out of chaos.- L., 1984 Gleick J. Chaos. Making a new science.- N.Y., 1987
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1.6. Systems Analysis as a Scientific Tool 1.6.1. Origins of systems approach in the life and science
System nature of the universe
Consequences of world laws: "economy" of nature in use of structural and dynamical principles "optimality" of nature; use of simplest solution to reach required effects
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System nature of human thought

Reflection in human mind of systematicity of the universe Objective "cybernetic" principles of "construction" of mind Necessity of unification of human thought in social associations

System nature of practical human aims

Reflection in human aims of structure of the real world Reflection in human doing of laws of thought Objective "cybernetic" principles of problems' formulation and decision making
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1.6.2. Systems analysis as an important step of the process of scientific cognition

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1.6.3. Main stages of systems analysis

Scientific knowledge about a real object ("target system") + Systems approach = Understanding of system characteristics of the object + Theory of systems + Practical experience of mathematical modelling = Mathematical model of the object

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Mathematical model of the object + Understanding of practical aim of the investigation + Methods of systems analysis = Computational or optimisation target setting + Calculus mathematics, methods of computer simulation or + Operational research (methods of optimisation), control theory = Algorithms of problem solution
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I. Algorithms of problem solution + Computer science methods = Software for the problem solution II. Algorithms of problem solution + Methods of cybernetics = Devices for the problem solution
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QUESTIONS FOR SELF-ASSESSMENT

1. Give the definition of a system. 2. What is an element? 3. What are features of hierarchical systems? 4. What is a subsystem? 5. What is systems structure? 6. What is the state of an element? 7. Explain the main reasons of effectiveness of system analysis. 8. Enumerate the main stages of system analysis.