arXiv subjects

Henrik Jeldtoft Jensen

Publications and source records attributed to Henrik Jeldtoft Jensen.

At least 37 records · Page 2Linked to original sources

arXiv2019

A novel approach to the study of critical systems

We introduce a novel approach to study the critical behavior of equilibrium and non-equilibrium systems which is based on the concept of an instantaneous correlation length. We analyze in detail two classical statistical mechanical systems: the XY model and the Ising model, and one of the prototype models of Self-Organized Criticality: the forest fire model (FFM). The proposed method can both capture the critical behavior of the XY model and the Ising model and discriminate between the nature of the phase transition in the two scenarios. When applied to the FFM, it gives surprising results, suggesting that the model could be critical despite displaying broken scaling in the distribution of cluster sizes.

cond-mat.stat-mech↗

arXiv2019

A self-consistent assessment of multi-dimensional fitness of cities

Given the importance of urban sustainability and resilience to the future of our planet, there is a need to better understand the interconnectedness between the social, economic, environmental, and governance outcomes that underline these frameworks. Here, we propose a synthesis of the independent scientific frameworks of economic complexity and urban scaling into a consistent mechanism - termed 'city complexity' - to measure the fitness of cities across multiple dimensions. Essentially, we propose the use of urban scaling as the basis to construct and populate a bipartite city-outcome matrix, whose entries are the deviations from scaling law for a given set of urban outcomes. This matrix forms the input into the economic complexity methodology, which iterates over a pair of coupled non-linear maps, computing fitness of cities and complexity of outcomes. We test our algorithm with data from American cities and find that the emergent city fitness measure is consistent with desired behavior across the set of outcomes studied. We also find temporal evolution of city fitness and outcome complexity to be in agreement with theoretical expectation. Overall, these findings suggest that the city complexity mechanism proposed here produces a robust measure of fitness and can be applied for any set of diverse outcomes, irrespective of the specifics of national urban contexts.

physics.soc-ph↗

arXiv2019

Tangled Worldview Model of Opinion Dynamics

We study the joint evolution of worldviews by proposing a model of opinion dynamics, which is inspired in notions from evolutionary ecology. Agents update their opinion on a specific issue based on their propensity to change -- asserted by the social neighbours -- weighted by their mutual similarity on other issues. Agents are, therefore, more influenced by neighbours with similar worldviews (set of opinions on various issues), resulting in a complex co-evolution of each opinion. Simulations show that the worldview evolution exhibits events of intermittent polarization when the social network is scale-free. This, in turn, trigger extreme crashes and surges in the popularity of various opinions. Using the proposed model, we highlight the role of network structure, bounded rationality of agents, and the role of key influential agents in causing polarization and intermittent reformation of worldviews on scale-free networks.

physics.soc-ph↗

arXiv2018

Group entropies: from phase space geometry to entropy functionals via group theory

The entropy of Boltzmann-Gibbs, as proved by Shannon and Khinchin, is based on four axioms, where the fourth one concerns additivity. The group theoretic entropies make use of formal group theory to replace this axiom with a more general composability axiom. As has been pointed out before, generalised entropies crucially depend on the number of allowed number degrees of freedom $N$. The functional form of group entropies is restricted (though not uniquely determined) by assuming extensivity on the equal probability ensemble, which leads to classes of functionals corresponding to sub-exponential, exponential or super-exponential dependence of the phase space volume $W$ on $N$. We review the ensuing entropies, discuss the composability axiom, relate to the Gibbs' paradox discussion and explain why group entropies may be particularly relevant from an information theoretic perspective.

cond-mat.stat-mech↗

arXiv2018

Statistical mechanics of exploding phase spaces: Ontic open systems

The volume of phase space may grow super-exponentially ("explosively") with the number of degrees of freedom for certain types of complex systems such as those encountered in biology and neuroscience, where components interact and create new emergent states. Standard ensemble theory can break down as we demonstrate in a simple model reminiscent of complex systems where new collective states emerge. We present an axiomatically defined entropy and argue that it is extensive in the micro-canonical, equal probability, and canonical (max-entropy) ensemble for super-exponentially growing phase spaces. This entropy may be useful in determining probability measures in analogy with how statistical mechanics establishes statistical ensembles by maximising entropy.

cond-mat.stat-mech↗

arXiv2018

Tangled Nature: A model of emergent structure and temporal mode among co-evolving agents

Understanding systems level behaviour of many interacting agents is challenging in various ways, here we'll focus on the how the interaction between components can lead to hierarchical structures with different types of dynamics, or causations, at different levels. We use the Tangled Nature model to discuss the co-evolutionary aspects connecting the microscopic level of the individual to the macroscopic systems level. At the microscopic level the individual agent may undergo evolutionary changes due to mutations of strategies. The micro-dynamics always run at a constant rate. Nevertheless, the system's level dynamics exhibit a completely different type of intermittent abrupt dynamics where major upheavals keep throwing the system between meta-stable configurations. These dramatic transitions are described by a log-Poisson time statistics. The long time effect is a collectively adapted of the ecological network. We discuss the ecological and macroevolutionary consequences of the adaptive dynamics and briefly describe work using the Tangled Nature framework to analyse problems in economics, sociology, innovation and sustainability

q-bio.PE↗

arXiv2018

Bottom-up versus top-down control and the transfer of information in complex model ecosystems

Ecological systems are emergent features of ecological and adaptive dynamics of a community of interacting species. By natural selection through the abiotic environment and by co-adaptation within the community, species evolve, thereby giving rise to the ecological networks we regard as ecosystems. This reductionist perspective can be contrasted with the view that as species have to fit in the surrounding system, the system itself exerts selection pressure on the evolutionary pathways of the species. This interplay of bottom-up and top-down control in the development and growth of ecological systems has long been discussed, however empirical ecosystem data is scarce and a comprehensive mathematical framework is lacking. We present a way of quantifying the relative weight of natural selection and coadaptation grounded in information theory, to assess the relative role of bottom-up and top-down control in the evolution of ecological systems, and analyse the information transfer in an individual based stochastic complex systems model, the Tangled Nature Model of evolutionary ecology. We show that ecological communities evolve from mainly bottom-up controlled early-successional systems to more strongly top-down controlled late-successional systems, as coadaptation progresses. Species which have a high influence on selection are also generally more abundant. Hence our findings imply that ecological communities are shaped by a dialogue of bottom-up and top-down control, where the role of the systemic selection and integrity becomes more pronounced the further the ecosystem is developed.

q-bio.PE↗

arXiv2018

The Emergence of Weak Criticality in SOC systems

Since Self-Organised Criticality (SOC) was introduced in 1987, both the nature of the self-organisation and the criticality remains controversial. Recent observations on rain precipitation and brain activity suggest that real systems display a dynamics that is similar to the one observed in SOC systems, making a better understanding of such systems more urgent. Here we focus on the Drossel-Schwable forest-fire model (FFM) of SOC and show that despite the model has been proved to not being critical, it nevertheless exhibits a behavior that justifies the introduction of a new kind of $\textit{weak}$ criticality.

cond-mat.stat-mech↗

arXiv2017

Wealth and Identity: The dynamics of dual segregation

We extend our model of wealth segregation to incorporate migration and study the tendencies towards dual segregation - segregation due to identity (migrants vs. residents) and segregation due to wealth. We find a sharp, non-linear transformation between segregated and mixed-wealth states as neighborhood wealth thresholds become less stringent, allowing agents to move into neighborhoods they cannot afford. The number of such moves required for the onset of this transformation varies inversely with the likelihood of agents willing to move into less wealthy neighborhoods. We also find that this sharp transformation from segregated to mixed wealth states is simultaneously accompanied by a corresponding non-linear transformation from a less identity-segregated to a highly identity-segregated state. We argue that the decrease in wealth segregation does not merely accompany, but in fact drives the increase in identity-based segregation. This implies that lowering wealth segregation necessarily exacerbates identity segregation and that therefore, this trade-off could to be an important consideration in designing urban policy. Additionally, we find that the time taken for the tolerance levels of residents to be breached is significantly lesser under rapid migration. This rapidity of breach of tolerance could potentially underpin the intensity of resident responses to sharp bursts of migration.

physics.soc-ph↗

arXiv2017

Relating high dimensional stochastic complex systems to low-dimensional intermittency

We evaluate the implication and outlook of an unanticipated simplification in the macroscopic behavior of two high-dimensional sto-chastic models: the Replicator Model with Mutations and the Tangled Nature Model (TaNa) of evolutionary ecology. This simplification consists of the apparent display of low-dimensional dynamics in the non-stationary intermittent time evolution of the model on a coarse-grained scale. Evolution on this time scale spans generations of individuals, rather than single reproduction, death or mutation events. While a local one-dimensional map close to a tangent bifurcation can be derived from a mean-field version of the TaNa model, a nonlinear dynamical model consisting of successive tangent bifurcations generates time evolution patterns resembling those of the full TaNa model. To advance the interpretation of this finding, here we consider parallel results on a game-theoretic version of the TaNa model that in discrete time yields a coupled map lattice. This in turn is represented, a la Langevin, by a one-dimensional nonlinear map. Among various kinds of behaviours we obtain intermittent evolution associated with tangent bifurcations. We discuss our results.

nlin.CD↗

arXiv2017

The Forest Fire Model Revisited

Since Self-Organised Criticality (SOC) was introduced in the 1987 both the nature of the self-organisation and of the criticality remains controversial. Recent observations on rain precipitation and on brain activity suggest that real systems may dynamically wander about in the vicinity of criticality rather than tune to a critical point. We use computer simulations to study the Drossel-Schwable forest-fire model of SOC and find that it exhibits behaviour similar to that found for rain and brain activity. In particular we analyse the residence time for different densities of trees and perform finite size scaling analysis of the with of the distribution of residence times. We conclude that despite of the long known fact that this model does not exhibit exact scaling and power laws its behaviour may exactly for that be very relevant to real physical systems.

cond-mat.stat-mech↗

arXiv2017

Dynamics of Transformation from Segregation to Mixed Wealth Cities

We model the dynamics of the Schelling model for agents described simply by a continuously distributed variable - wealth. Agents move to neighborhoods where their wealth is not lesser than that of some proportion of their neighbors, the threshold level. As in the case of the classic Schelling model where segregation obtains between two races, we find here that wealth-based segregation occurs and persists. However, introducing uncertainty into the decision to move - that is, with some probability, if agents are allowed to move even though the threshold level condition is contravened - we find that even for small proportions of such disallowed moves, the dynamics no longer yield segregation but instead sharply transition into a persistent mixed wealth distribution. We investigate the nature of this sharp transformation between segregated and mixed states, and find that it is because of a non-linear relationship between allowed moves and disallowed moves. For small increases in disallowed moves, there is a rapid corresponding increase in allowed moves, but this tapers off as the fraction of disallowed moves increase further and finally settles at a stable value, remaining invariant to any further increase in disallowed moves. It is the overall effect of the dynamics in the initial region (with small numbers of disallowed moves) that shifts the system away from a state of segregation rapidly to a mixed wealth state. The contravention of the tolerance condition could be interpreted as public policy interventions like minimal levels of social housing or housing benefit transfers to poorer households. Our finding therefore suggests that it might require only very limited levels of such public intervention - just sufficient to enable a small fraction of disallowed moves, because the dynamics generated by such moves could spur the transformation from a segregated to mixed equilibrium.

physics.soc-ph↗

arXiv2017

Cooperative Dynamics of Neighborhood Economic Status in Cities

We significantly extend our earlier variant of the Schelling model, incorporating a neighborhood Potential function as well as an agent wealth gain function to study the long term evolution of the economic status of neighborhoods in cities. We find that the long term patterns of neighborhood relative economic status (RES) simulated by this model reasonably replicate the empirically observed patterns from American cities. Specifically, we find that larger fractions of rich and poor neighborhoods tend to, on average, retain status for longer than lower- and upper-middle wealth neighborhoods. The use of a Potential function that measures the relative wealth of neighborhoods as the basis for agent wealth gain and agent movement appears critical to explaining these emergent patterns of neighborhood RES. This also suggests that the empirically observed RES patterns could indeed be universal and that we would expect to see these patterns repeated for cities around the world. Observing RES behavior over even longer periods of time, the model predicts that the fraction of poor neighborhoods retaining status remains almost constant over extended periods of time, while the fraction of middle-wealth and rich neighborhoods retaining status reduces significantly over time, tending to zero.

physics.soc-ph↗

arXiv2016

Tangent map intermittency as an approximate analysis of intermittency in a high dimensional fully stochastic dynamical system: The Tangled Nature model

It is well known that low-dimensional nonlinear deterministic maps close to a tangent bifurcation exhibit intermittency and this circumstance has been exploited, e.g. by Procaccia and Schuster [Phys. Rev. A 28, 1210 (1983)], to develop a general theory of 1/f spectra. This suggests it is interesting to study the extent to which the behavior of a high-dimensional stochastic system can be described by such tangent maps. The Tangled Nature (TaNa) Model of evolutionary ecology is an ideal candidate for such a study, a significant model as it is capable of reproducing a broad range of the phenomenology of macroevolution and ecosystems. The TaNa model exhibits strong intermittency reminiscent of Punctuated Equilibrium and, like the fossil record of mass extinction, the intermittency in the model is found to be non-stationary, a feature typical of many complex systems. We derive a mean-field version for the evolution of the likelihood function controlling the reproduction of species and find a local map close to tangency. This mean-field map, by our own local approximation, is able to describe qualitatively only one episode of the intermittent dynamics of the full TaNa model. To complement this result we construct a complete nonlinear dynamical system model consisting of successive tangent bifurcations that generates time evolution patterns resembling those of the full TaNa model in macroscopic scales. In spite of the limitations of our approach, that entails a drastic collapse of degrees of freedom, the description of a high-dimensional model system in terms of a low-dimensional one appears to be illuminating.

nlin.CD↗

arXiv2016

The likely determines the unlikely

We point out that the functional form describing the frequency of sizes of events in complex systems (e.g. earthquakes, forest fires, bursts of neuronal activity) can be obtained from maximal likelihood inference, which, remarkably, only involve a few available observed measures such as number of events, total event size and extremes. Most importantly, the method is able to predict with high accuracy the frequency of the rare extreme events. To be able to predict the few, often big impact events, from the frequent small events is of course of great general importance. For a data set of wind speed we are able to predict the frequency of gales with good precision. We analyse several examples ranging from the shortest length of a recruit to the number of Chinese characters which occur only once in a text.

physics.soc-ph↗

arXiv2015

Transitions in systems with High-Dimensional Stochastic Complex Dynamics: Monitoring and Forecasting

We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary ecology and high dimensional replicator systems with a stochastic element. A high dimensional stability matrix is derived for the mean field approximation to the stochastic dynamics. This allows us to determine the stability spectrum about the observed quasi-stable configurations. From overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean field approximation we are able to construct a good early-warning indicator of the transitions occurring intermittently. Inspired by these findings we are able to suggest an alternative simplified applicable forecasting procedure which only makes use of observable data streams.

nlin.AO↗

arXiv2015

On the relevance of q-distribution functions: The return time distribution of restricted random walker

There exist a large literature on the application of $q$-statistics to the out-of-equilibrium non-ergodic systems in which some degree of strong correlations exists. Here we study the distribution of first return times to zero, $P_R(0,t)$, of a random walk on the set of integers $\{0,1,2,...,L\}$ with a position dependent transition probability given by $|n/L|^a$. We find that for all values of $a\in[0,2]$ $P_R(0,t)$ can be fitted by $q$-exponentials, but only for $a=1$ is $P_R(0,t)$ given exactly by a $q$-exponential in the limit $L\rightarrow\infty$. This is a remarkable result since the exact analytical solution of the corresponding continuum model represents $P_R(0,t)$ as a sum of Bessel functions with a smooth dependence on $a$ from which we are unable to identify $a=1$ as of special significance. However, from the high precision numerical iteration of the discrete Master Equation, we do verify that only for $a=1$ is $P_R(0,t)$ exactly a $q$-exponential and that a tiny departure from this parameter value makes the distribution deviate from $q$-exponential. Further research is certainly required to identify the reason for this result and also the applicability of $q$-statistics and its domain.

math-ph↗

arXiv2015

Citation Analysis with Mark-and-Recapture

Mark-and-Recapture is a methodology from Population Biology to estimate the number of a species without counting every individual. This is done by multiple samplings of the species using traps and discounting the instances that were caught repeated. In this paper we show that this methodology is applicable for citation analysis as it is also not feasible to count all the relevant publications of a research topic. In addition this estimation also allows us to propose a stopping rule for researchers to decide how far one should extend their search for relevant literature.

cs.DL↗