Physics and Social Science

PHYSICS REPORTS (Review Section of Physics Letters) 204, No. 1(1991)1163.
North-Holland
PHYSICS AND SOCIAL SCIENCE THE APPROACH OF SYNERGETICS

-
Wolfgang WEIDLICH
Institut fr Theoretische Physik, Universitbt Stuttgart, Germany
Editor: B. Muhlschlegel
Received September 1990
Contents:
Introduction
1. Comparison of structures
1.1. The level structure of nature and society
1.2. The interaction between levels: the reductionist
versus the holistic view
1.3. Quantitative modelling in social science
2. Interaction of macrovariables semi-quantitative considerations
2.1. The macroscopic approach
2.2. An abstract metamodel describing stability and cyclicity
2.3. Selected examples of model interpretation
3. The framework of microbehaviour and macrostructures
3.1. The space of social structures aspects, issues and
attitudes
3.2. The variables: socioconfiguration, associated variables
and trend configuration
3.3. The elements of sociodynamics: dynamic utilities and
probability transition rates
4. Constitutive equations of motion
4.1. The master equation for the socio and trend configuration
4.2. Mean-value equations for the components of the socio
and trend configuration
4.3. Stationary solutions of the mean-value and master
equations
4.4. A special time-dependent solution to the master
equation
3
7
7
9
12
14
14
14
23
25
25
27
30
34
36
38
41
4.5. Probability distribution and stochastic trajectories

5. Collective opinion formation
5.1. The two-opinion case
5.2. Dynamics of party images and voters opinions in the
democratic system
6. Migration of populations
6.1. Comparison of migration and opinion formation
6.2. The migratory equations of motion
6.3. The case of two interacting populations
6.4. Deterministic chaos in migratory systems
6.5. Empirical evaluation of interregional migration
7. Formation of settlements
7.1. Master equation description of urban evolution on the
microscale
7.2. Migration and agglomeration on the macroscale
7.3. Settlement formation on the mesoscale: an integrated
economic and migratory model
7.4. Alternative approaches to urban dynamics
8. Master equation approach to nonlinear nonequilibrium
economics
8.1. Introductory remarks
8.2. Modelling concepts: the economic configuration and
the elementary dynamic processes
8.3. Master equation and mean-value equations for the
economic evolution
8.4. Analysis of market instabilities
References
51
53
54
69
77
77
78
81
92
95
109
110
120
131
141
146
146
148
152
154
162
47
Abstract:
Universally applicable methods originating in statistical physics and synergetics are combined with concepts from social science in order to set up
and to apply a model construction concept for the quantitative description of a broad class of collective dynamical phenomena within society.
Starting from the decisions of individuals and introducing the concept of dynamical utilities, probabilistic transition rates between attitudes and
actions can be constructed. The latter enter the central equation of motion, i.e. the master equation, for the probability distribution over the
possible macroconfigurations of society. From the master equation the equations of motion for the expectation values of the macrovariables of
society can be derived. These equations are in general nonlinear. Their solutions may include stationary solutions, limit cycles and strange
attractors, and with varying trend parameters also phase transitions between different modes of social behaviour can be described.
The general model construction approach is subsequently applied to characteristic examples from different social sciences, such as sociology,
demography, regional science and economics. These examples refer to collective political opinion formation, to interregional migration of
interactive populations, to settlement formation on the micro-, meso- and macroscale, and to nonlinear nonequilibrium economics, including market
instabilities.
0 370-1573/91/$57.05
1991
Elsevier Science Publishers B.V. (North-Holland)
PHYSICS AND SOCIAL SCIENCE

THE APPROACH OF SYNERGETICS
-
Wolfgang WEIDLICH
Institut fr Theoretische Physik, Universitt Stuttgart, Germany
NORTH-HOLLAND
W. Weidlich, Physics and social science the approach of synergetics
Introduction
In the last 20 years great progress has been made in understanding complex systems in physics,
chemistry and biology. The new concepts necessary for this understanding were primarily developed in
the statistical physics of open systems far from thermodynamic equilibrium and in fields like quantum
optics and the theory of chemical reactions, where new types of nonequilibrium dissipative structures
(using the nomenclature of I. Prigogine) appear.
The conceptual framework for the mathematical treatment of such systems finds a rather general
formulation in synergetics, by definition, the science of the macroscopic spacetime structures of
multi-component systems with cooperative interactions between their units. The framework of
synergetics has been set up and worked out since 1970, mainly by H. Haken [1, 21.
It is the purpose of this article to give an account in view of these developments in natural
science of new approaches to make methods of statistical physics and synergetics available and
transferable to a quantifiable description of dynamic processes in human society.
In doing so, we are not aiming to present an uncoordinated collection of quantitative treatments of
sectors of society. Instead, our intention is more systematic. We will try to set up a general model
construction strategy for a quantitative or at least semi-quantitative treatment of a whole class of
macrodynamic evolutions in society, making use of those concepts of statistical physics, whose
relevance is not only particular to physics but is much more universal!
However, since the article is primarily written for physicists, we will also make side remarks
whenever structural analogies between physical and social systems appear and seem worthy of
consideration. It is our hope that the interdisciplinary relevance of some concepts of synergetics can be
demonstrated in this way, and that the approaches developed here contribute to the idea of the unity
of sciences.
For two decades the author of this article, being a theoretical physicist, has been engaged with
increasing intensity in the problem of a quantitative description of the dynamics of social systems. Some
of the main results of this research, obtained in cooperation with a small but highly motivated group of
physicists, are summarized here (cf. the acknowledgements).
The work in the new field has also led, due to their gratefully acknowledged open-minded attitude,
to new contacts and even to close cooperation with social scientists. In this context a special observation
under the perspective of a physicist should be made:
Physicists are used to a thoroughgoing mathematical quantitative fonnulation of their theories and
consider qualitative argumentations only as a preliminary stage of theorizing about phenomena. On the
other hand, the mainstream of social science with the exception of economics concentrates on and
prefers a qualitative argumentation, perhaps arguing that social systems are too complex for quantification (we shall come back to this problem). But even dwelling on a purely qualitative description, social
scientists have developed a high-level intuition and ingenuity of introducing adequate concepts which
characterize the complex social system on its micro- and macrolevels. Such characteristics of society
correspond to the microvariables as well as to the macrovariables or order parameters in physical
systems. Therefore, no attempt at a correct quantified description can dispense with these qualitative
characteristics of social systems investigated by social scientists. That means that a close cooperation
between scientists arguing qualitatively and scientists constructing quantitative models is desirable and
almost indispensable.
However, before going into more detail, in chapter 1 in comparing the structures of systems of
natural and social sciences and in considering the possible transfer of concepts, we must throw a glance
on the past, where the mainstreams of natural sciences on the one hand and of the arts and social
sciences on the other appeared to diverge, separated frequently by a gap, denoted by Snow in his
famous lecture [31
as the gap between the two cultures.
As this divergent evolution took place despite the ever present ideal of the unity of sciences, there
must have existed immanent reasons for the failure of a closer cooperation between natural and social
sciences. Without going into historical detail we must briefly analyse the causes of this dichotomy and
also the newly arising reasons which lead to better prospects for a renewed convergence of scientific
approaches.
On the side of natural science, first attempts emerged in the last century to describe social systems in
terms of a social physics. These approaches consisted of a more or less direct comparison of physical
systems and their equations with social behaviour. However, the shortcomings of this physicalistic
approach soon became clear: Generally, on the fundamental level there does not exist any direct
structural isomorphism. Indeed, such an isomorphism would only exist if the states and the interactions
of the elementary units of a physical system could be formally and uniquely mapped to the states and
interactions of the units (individuals) of the social system. Evidently such an isomorphism, if possible at
all, will only be an exceptional case.
On the other hand, also a direct comparison of physical and social systems on the phenomenological
level (for instance, comparing the equation of state of a gas and concepts like pressure, temperature and
energy with the behaviour of a society) can only lead to a superficial, short-breathed analogy lacking
structural depth. Therefore, physicalistic approaches of this type to explain social behaviour have been
criticized by social scientists for good reasons [41.But, along with this criticism, the whole idea of a
thoroughgoing quantitative treatment of the dynamics of social systems is perhaps in danger to be
discarded prematurely.
On the side of the arts and the social sciences there also existed developments widening the gap
between these and the natural sciences. Thus, in the last century the arts and the social sciences were
seeking to establish their foundations independently of the natural sciences. There existed good reasons
for this endeavour.
Firstly, the high complexity of the human individual and of the human society required methods of
research adequate for the systems under consideration. Evidently it was not possible to wait for a
reductionist explanation in terms of biology, neurology or even genetics concerning the human being
and his behaviour within society to be found.
Secondly, and more importantly, it was even claimed that the humanities require descriptive
categories which are completely independent of and irreducible to concepts of the natural sciences. (We
shall shortly discuss this problem of reductionism versus holism in chapter 1.)
Indeed, the level of human existence comprises essential features not adequately tractable by
analysis and theory in the terminology of natural science. These essentials include the uniqueness of the
human individual and his history, the ultimate meaning and purpose of life, the problems of ethics,
values and norms.
In connection with these new qualities emerging at the level of man and his society, the social
scientist is in a different situation to that of the natural scientist. Whereas the latter has no problem in
observing and analysing the objects of his science in an objective manner sine ira et studio, the social
scientist is, simultaneously, the participant and the observer of the system under discussion.
Being participant of the socio-political system he makes valuations by distinguishing, for instance,
between its desirable and nondesirable evolutions according to his social, political, ethical and
ideological attitudes and norms. But in his role as scientist he must observe the same system in a
remote, objective manner with complete impartiality, as if he were not affected by its fate. It seems not
always easy to separate the valuating and the objective perspectives, to be taken by one and the same
person.
However, it is evident that any transfer of analytical and mathematical methods from natural to
social science can only contribute to the descriptive and objective side of social science, but not to the
metatheoretical problems of values and choice of norms.
Having discussed some reasons which may have given rise to a divergent evolution of social and
natural sciences, we now come back to the question of why a new convergence between sciences seems
more promising at the moment than previously.
A first reason is that natural science has since matured. More and more, complex systems are within
the focus of interest in physics, chemistry and biology. The problems of dynamic phase transitions in
quantum optics, fluid dynamics (turbulence) and solid state physics; chemical reactions and neural
systems and the deterministic chaos in a variety of nonlinear systems provide a manifold of examples.
Thus the overall experience in finding methods to treat complexity has grown in natural science.
Secondly, and most importantly in our context, our approach towards a quantified description of
social systems has a differing structure to the physicalistic approaches mentioned above. The latter
made direct use of physical models in order to interpret them in sociological terms. Instead, our
fundamental concepts refer to social systems from the very beginning. In the further construction of the
quantitative formulation, we make use of mathematical concepts to describe the dynamics of statistical
multi-component systems, which are universal and therefore applicable to social systems as well as to
physical systems. However, whereas these methods have already found widespread use in physics, their
use in the social sciences is as yet only in an initial state. In pursuing their consequences in the social
sciences we will indeed find some deep and rather universal structural analogies between social and
physical systems. But these analogies are not due to a direct similarity between physical and social
systems. Instead they reflect the fact that, due to the universal applicability of certain mathematical
concepts to statistical multi-component systems, all such systems exhibit an indirect similarity on the
macroscopic collective level, which is independent of their possible comparability on the microscopic
level. The formation of such indirect structural similarities will be shown on several occasions in the
forthcoming sections. The structural differences between physicalistic and synergetic approaches to
social science are schematically exhibited in table 1.1.
Our further procedure of explanation is organized as follows:
Since our subject is of an unusual nature, we will go into more detail in chapter 1, comparing the
structure of the objects in the sciences involved. The contribution of synergetics to the general problems
of reductionism versus holism will also be discussed. And finally the potential achievements of
quantitative modelling in social science are considered. In chapter 2 semi-quantitative considerations on
the basis of interacting macrovariables demonstrate the possibility of general insights using simple
metamodels. In chapters 3 and 4 the central concepts are developed. Starting from the microlevel,
the decisions of individuals are introduced along with probability transition rates and their effect on
certain classes of macrovariables in society. The constitutive equation of motion for the macro dynamics
of society then turns out to be a comprehensive master equation of the probability distribution over the
macrovariables. Mean-value equations of in general nonlinear structure can be derived from this master
equation. Chapters 5 to 8 are accordingly devoted to applications to different sectors of the society,
demonstrating that a unified treatment of social dynamics is feasible. The applications of the same
Table 1.1
a) The questionable direct application of models of natural science to social science. b) The indirect structural analogy between systems of nature
and society substantiated by universally valid synergetic concepts
(a)
Models and Theories
of Natural Science
Models and Theories

of Social Science
~estioMe
Direct
Model
A~iication
ft
ft
MatI~ematical
Str~ctures
Mathematical
S~ctu~s
(b)
Indirect Structural Analogies

Between Systems of
Nature and Society
Models and Theories

of Natural Science
ft
Adequate
System
Concept
Models and Theories

of Social Science
ft
____
__________
<combined with
.
Universally
Valid
Synergetic Concepts
~
combined with>
/
Adequate
System
Concepts
formalism comprise as different fields as opinion formation, migration of populations, formation of

settlements, and non-equilibrium economics. The interest focusses on the one hand on the theoretical
description and partial explanation of certain collective self-organizing processes within society, in terms
of (semi-)quantitative models, and on the other hand, as far as it is possible, on the retrospective and
prospective quantitative analysis of concrete processes.
W. Weidlich, Physics arid social science the approach of synergetics
1. Comparison of structures
The formulation of a framework for the quantitative treatment of social systems is not such an
obvious procedure as setting up quantitative theories for physical systems. Thus initially it seems
adequate to have a broader view on the structural relations between sciences. Some principal questions
of a more philosophic nature must be raised in this context and this must be done in terms of qualitative
formulations, since qualitative considerations always have to precede any possible quantification. Let us
first reflect on the level structure of reality.
1.1. The level structure of nature and society
It seems completely obvious that all of reality, including the inanimate and the animate world, is
stratified into sequences of organizational levels of varying complexity. The higher, more macroscopic
levels are composed of and rest upon the lower, more microscopic levels.
A level is defined as a stratum of reality of a certain self-contained organization. Each stratum at this
organizational level of complexity has various characteristic qualities emerging; however, these qualities
cannot be found in other levels, in particular lower levels. If quantitative formulations of the level
structure exist, certain macrovariables (order parameters) then characterize the specific qualities of that
level. The relative self-contained property of a level is then expressed by the fact that its variables obey
an almost self-contained, autonomous subdynamics. The structure of lower levels, of which that level is
composed, and the structure of higher levels, into which that level is embedded, enter the quasiautonomous dynamics of the level under consideration, but only in terms of internal or external
constant constituents and boundary conditions.
Already physics not to mention biology provides so many examples of this hierarchical structure
that it is sufficient to conclude with this example: Take molecules as the organizational level under
consideration. Molecules are composed of nuclei and electrons. But the detailed structure of the lower
level of nuclei, i.e. their composition of protons and neutrons which are again composed of quarks and
gluons etc., does not matter for the molecular level, apart from some global nuclear constants like
mass, charge and spin. And also the higher level into which the molecules may be embedded, namely
the gas or the molecular crystal, provides only certain conditions, such as temperature or the crystal
field, under which the molecular self-organized structure exists.
Since the level structure of reality is such a dominant fact, it is only natural that the system of
sciences, where each science is defined as having a certain domain of objects, should also be seen as
structured according to the organizational levels of the inanimate and animate world. Tables 1.1 and 1.2
depict in a rather coarse-grained form how the sequence of levels of reality imposes a sequence of
sciences. The interaction between the levels to be discussed now leads to a corresponding overlap of
the domains of sciences.
1.2. The interaction between levels: the reductionist versus the holistic view
The level structure which appears to be a dominant feature of nature, is now seen as a problem
demanding an explanation. We begin by formulating two extreme and opposite standpoints with respect
to the nature of levels. Later both standpoints will be partially justified and also made partially relative.
The first standpoint is named reductionism. According to reductionism, all properties including the
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newly emerging qualities of the level of higher complexity must and can be reduced to and therefore
explained by the properties and qualities of the lower (microscopic) level forming the units of which
the higher level is composed.
The second and opposing standpoint is named holism. According to holism, the properties and
qualities of a complex, organizational level define the wholeness of this level. These qualities have an
existence of their own and it is neither necessary nor possible to derive them from lower level
structures. Thus the separation of levels, each in its own specific wholeness, is considered as an absolute
ontological structure.
It seems that physicists and most natural scientists are more inclined to adopt the reductionist
standpoint, whereas psychologists and scholars of the arts seem to prefer holism. At least these
attitudes appear understandable for the following reasons:
In physics there already exist successful examples of a procedure of reduction. The most prominent
example is the derivation of the laws of phenomenological thermodynamics from the microlevel, the
fundamental laws of statistical mechanics.
On the other hand, psychologists, scholars and social scientists have to work with the mind and its
interactions. But the level of mind structure including logic and the ability to act scientifically
exhibits a self-quality of its own of almost perfect autonomy, whereas the reductionist postulate here
leads to the psycho-physic problem, which is, as yet, unsettled.
However, we can now see that the two standpoints of reductionism and holism, if formulated
properly, are not as irreconcilable as it first appears. On the side of holism it becomes more and more
clear that the independence of the qualities of a complex level cannot be an absolute one but only a
relative one. Indeed, since the complex organizational levels are composed of units belonging to a lower
level, all qualities of the higher level have to be the collective resultant and somehow the aggregated
effect of interactions between the constituent elementary units, even if this macroeffect cannot be
explicitly decoded (see, e.g., ref. [5]).
On the other side, a close reductionist inspection of the interaction of units within multi-unit systems
has, perhaps surprisingly, led to rather universal insights into the manner of how levels of relative (not
absolute!) self-contained structure are organizing themselves and how these levels, once established,
mutually interact.
In this respect, let us consider two principles originally formulated in physics but also applicable,
mutatis mutandis, to other systems like human society, namely the principle of self-consistency and the
slaving principle.
It is well known in physics that self-consistent calculations, like the HartreeFock theory, are one of
the backbones of multi-particle theory, particularly applicable to particles with long-range interactions,
such as electrons with Coulomb interaction in the atom or in a solid. Here, we are interested in that
principle with respect to its potential transfer to more general multi-component systems.
It is the essence of the self-consistency principle, that each particle contributes to the generation of a
collective field and that, conversely, each particle moves (according to an effective one-particle
Schrdinger equation) under the influence of this collective field. Self-consistency expresses the
compatibility of the cyclic relation between causes and effects: The field is the collective effect of
individual particles in certain modes of motion (wave functions), where the individual modes of motion
are, in turn, determined by that collective field. Simultaneously the whole system is split into two
interacting levels. Instead of multiples of individually and directly interacting particles, we now have the
level of the global field generated by all particles, and, on the other hand, the level of individual
10
particles moving within that field. Hence, the direct interaction between the particles has been
substituted by an indirect interaction via the medium of the global field.
In this formulation it is now possible to transfer the self-consistency principle to social systems.
Originally and fundamentally, society (and its history) could also be viewed as a system of interacting
individuals (including the momentary interactions between living persons and the retarded interactions
of historical with living persons). However, this description would be extremely cumbersome and
inconvenient and would disguise the relevant determinants of the sociological process. Instead the
following formulation was chosen and is fully in accordance with the self-consistency principle:
The individual members of society contribute, via their cultural and economic activities, to the
generation of a general field of civilisation consisting of cultural, political, religious, social and
economic components. In particular, all institutions of the state, religion, economy, jurisdiction and the
political ideology belong to this collective field, which determines the socio-political atmosphere as well
as the cultural and economic situation of a society. This field may therefore be considered as the
relevant (multi-component) order parameter of society.
Conversely, this collective field strongly influences the range of possible activities of an individual, by
giving him orientation and incorporation into cultural traditions, by extending or narrowing the scope of
information available and of thought and action, by partially relieving the individual from making
decisions about issues already predetermined by the structure of society, and by activating or
deactivating his latent aptitudes.
Again, the two levels of individual behaviour and of the collective social field have been organized in
a self-consistent manner, and the direct interaction between individuals is to a large extent substituted
by an indirect interaction mediated through the institutions and organizations of society.
The other principle relevant to the problem of level structure is the slaving principle, set up by
Haken [1]. It was his ingenious idea to explain the fact that on the macroscopic level only a few order
parameters dominate the dynamics of the system via consideration of the time scales of motion of a set
of interacting variables. The essence of his algorithm can be described as follows: Start from the
stationary solution of a set of nonlinear equations of motion for the system variables. After changing
some exogenous control parameters, it appears that in general only a few variables v~(t)become
unstable and slowly begin to grow, whereas the motion of the bulk of the variables v~(t)around their
stationary values is quickly damped out. It turns out that the further temporal evolution of the v4(t) is
slaved by the v~(t),since the fast variables v4(t) hastily adapt to the ruling variables v~(t).Hence the
v5(t) can be expressed in terms of v~(t),and therefore adiabatically eliminated. As a result the
dynamics of the whole system can be expressed solely by equations of the few order parametersv~(t),
which dominate the whole system.
This algorithm not only explains the arisal of a quasi-self-contained dynamics for a few order
parameters growing to macroscopic size, but also how this fact is connected with in physics frequently
well-separated characteristic timescales separating the slow, dominant order parameters from the
majority of fast, but slaved variables.
The slaving principle can also be transferred to social systems, at least in its general spirit, however,
making two natural reservations: In contrast to physics, social science has no fundamental sets of
equations of motion available for the variables from which the order parameter dynamics can be
derived; furthermore, due to the complexity of the social system, we must expect an overlap of
tirnescales, preventing perhaps in most cases a clear-cut distinction between slow and fast, or unstable
and stable variables. Due to the lack of equations of motion for fundamental variables our starting
11
point for quantification must therefore be a different one. We will see, however, that our formalism
implicitly takes into account the slaving principle, too.
After having discussed some generally applicable principles for the stratification of reality, let us now
discuss some differences between physical and social systems. Although we cannot give an exhaustive
definition of complexity, the following considerations lead to the conclusion that physical systems still
exhibit a relatively well-ordered kind of complexity, whereas in social systems we find a fully
developed intertwined kind of complexity.
In physics we have relatively few hierarchically ordered levels, ascending only a few steps from the
microscopic to the macroscopic structures. Each level is distinguished by only a few stable, qualitative
characteristics. The levels are well separated, and the interaction between them takes place vertically
between adjacent levels, as in the case of particles interacting with their self-consistent field. For
example, taking the earlier sequence: (nuclei + electrons) (molecules) (gas or liquid or solid), we
observe that the qualities of the individual levels are well defined and well separated. Take, for
example, the complex level of a gas. The properties of this level are not greatly influenced by the
detailed structure of molecules and are influenced even less by the structure of the nuclei composing the
molecules: Only the specific heat of the gas is somewhat modified due to certain energetically excitable
states of the molecules.
Therefore it appears that the lower level provides the constituent units for the next higher level only.
This means that atoms or molecules are the constituent units of the gas, but the detailed composition of
these atoms in terms of elementary particles is no longer important for the properties of the gas.
Statistical mechanics and/or solid state theory then shows us the (vertical) interaction between the level
of the constituent units and the level of their collective.
The characteristic timescales on which the motion of the microvariables and of the macrovariables
occurs, are usually well separated (as presumed for the slaving principle), so that the faster variables
normally adapt to quasi-equilibrium in relation to the momentary values of the slow variables.
The social system in many respects exhibits a higher degree of complexity. Firstly there exist many
organizational levels, such as the family, the school, the firm, the political party, the church, the club,
the association, the university, the government etc. These levels are more densely spaced and are also
mutually overlapping, as the same individual can simultaneously be the elementary unit in several
organizations, playing a specific role in each of them. The qualities and attributes characterizing each
level are more diverse than in physics. Also new types of qualities appear. For example, one can
distinguish between structural and functional characteristics, which do not necessarily coincide since the
same function could be exerted by different structures and one structure can carry out several functions.
Since many overlapping organizational structures compete at the macroscopic collective level, we not
only have verti~alinteraction between the micro- and macrolevel, but also horizontal interorganizational interaction on the macrolevel.
Even birth and death processes of whole organizations, such as the birth or death of a political party,
must be taken as part of the effects of such interactions. Under critical conditions, i.e. revolutions,
which signify the phase transitions of society, the whole intra- and interorganizational dynamics may
change dramatically, so that simultaneously many old order parameters (i.e. governments, institutions
etc.) may decay and new ones may be formed. Usually the dynamics of all the macrovariables which
characterize the organizations take place on around the same timescale. Thus a distinction between fast
and slow variables, allowing the elimination of fast variables, is virtually impossible. Hence, in general
all suborganizations on the macrolevel show a fully dynamic interaction and thus it becomes difficult to
12
separate off the quasi-self-contained subdynamics of certain organizational sublevels. Only if it can be
proved that the intra-organizational interaction is much stronger than the inter-organizational interaction, then the organizational substructures have a certain stability which may justify their treatment as
separate sectors of society.
A further complication arises due to the fact that the elementary units at the microlevel of physical
systems are poorly structured, whereas the elements of society, i.e. the individuals, are themselves
complex systems. The microsystems (atoms, molecules) of physics have at most only a few excitable
degrees of freedom; in contrast, the social individual has a manifold of potential modes of behaviour. It
depends on the state of all organizational macrolevels in which the individual simultaneously plays his
role, which mode of his behaviour or action is excited and hence surfaces, and which on the other hand
remain latent and dormant. Obviously the relative flexibility of the transitions between the dormant and
active modes of individual behaviour, in sensitive interaction with various macrolevels, will further
increase the degree of complexity of the social system.
This high complexity, the causes of which have been enumerated here to some extent, may have led
some social scientists to the conclusion that a quantitative treatment of social systems is inadequate,
perhaps apart from some minor investigations. However, in the next section we will give arguments
favouring quantitative mathematical modelling in social science.
1.3.
Quantitative modelling in social science
We have already argued that in all sciences, and particularly in those rich of different qualities, a
careful, qualitative analysis of the system must precede quantitative modelling. Now we will argue that
the gap between qualitative and quantitative thinking in the social sciences is not a principal one, but
that there exists a considerable, although at times tacit overlap and even an intense joining of both lines
of thought.
On the one hand the analysis of a qualitatively arguing social scientist or of a statesman will be
excellent if he selects at most a few dozen relevant macrovariables of the social systems under
consideration and if he makes, in his qualitative model, an assessment of the interactions of these
variables. If he also has information or intuition enabling him to make estimates concerning the order of
magnitude of the variables and their mutual influences (that means already quantitative estimates!),
then he can come to conclusions about the dynamic behaviour of the system. This dynamics can be
interpreted in relation to changes of variables and changes in the strengths of their mutual influences.
(The latter are again estimates concerning the evolution of magnitudes and of degrees of interactions.)
Thus qualitative modelling tacitly implies estimates about the quantitative amount or magnitude,
strength or intensity of the relevant qualities.
On the other hand, the explanatory potential of quantitative (dynamic) models would be very much
underestimated if their value would only be seen in making simple statements about the output of some
quantities in some process. Instead, the most important questions answerable by a quantitative model
are of a qualitative nature!
Let us now ask some more refined qualitative questions about system behaviour, which can only be
posed with some exactitude if an adequate quantitative model can be developed. Which variables are
dominant and which are negligible under the control of given exogenous parameters and in a given
endogeneous stage of the process? When is the process accelerating and when is it saturating? Under
which circumstances do the effects sustain the causes, and when do they counteract the causes?
13
Other questions to be answered by quantitative models are of an even more qualitative nature and
refer to the global dynamic behaviour of the system. For example: Will the system exhibit cyclic
behaviour or stability? Will there exist phase transitions between different dynamic modes, at the
critical values of certain exogenous parameters, for instance transitions between stability, periodic (limit
cycle) behaviour and chaotic (strange attractor) behaviour? What is the uncertainty of a given path, that
means, the variance of deviations from the given system trajectory due to fluctuations?
With respect to such structural insights, quantitative mathematical models have an operational value
superior to that of purely qualitative models and explanations, only orientated towards the given real
society: Once set up, a mathematical model not only attempts to describe the given realized society, but
by variation of its system parameters, it yields insights concerning the behaviour of a manifold of
fictitious, unreal societies and thus sharpens the view on the structure of the given society.
Qualitative concepts are indispensable prerequisites for setting up a mathematical quantitative
model, but, on the other hand, quantitative models may contribute in making qualitative concepts
unique and measurable and in providing insights into a manifold of qualitative structures. Therefore
one may speak of a feedback loop between qualitative and quantitative thought.
In relation to the value of quantitative models within such a mutually supporting and reinforcing
feedback loop, it is not necessary, and in general also not attainable, that the models reach exactitude
in the literal sense of exact numerical values, for all variables and system parameters involved. Instead,
it is better that we introduce the concept of semi-quantitative modelling.
Thus, semi-quantitative models should be generic and robust. That means, they should describe the
essentials of the dynamic interrelations between the variables of a sector of the society, typical for a
class of phenomena in that sector. Such models can neglect minor and incidental items, however, even
at the expense of exactitude concerning numerical detail, if the essentials are robust, that means if they
remain stable under such slight neglect.
Semi-quantitative modelling therefore implies the philosophy of keeping the model as transparent as
possible by selecting a small (but still quasi-self-contained) set of variables of high explanatory value
and by introducing understandable exogenous parameters, instead of using an inflated multi-variable
model, and thus simultaneously losing the interpretative reasoning.
Having the potential advantages of quantitative methods in mind, we will now formulate some
general requirements for quantitative modelling, in relation to social science:
1. The models should be generic and robust, and simultaneously parsimonious in the number of
variables and parameters used, so that their interpretative transparency is still preserved.
2. Since the level structure is so fundamental, the models should relate in some transparent way to at
least the main levels, namely to the level of individual behaviour (i.e. decision making) and to the level
of collective macrovariables (i.e. the global dynamics).
3. Since the elementary decision making can only enter into the theory via a probabilistic description,
the theoretical framework should allow for formulations including stochastics, and, on the other hand,
by neglecting fluctuations, also allow for a quasi-deterministic description.
4. Starting with certain phenomenological considerations, the models should have a horizontally
and vertically open structure. That means that horizontally the model structure should in principle
be flexible enough to separate off sectors (for more specialized treatments) or, conversely, to combine
several sectors of society (for more comprehensive treatments). Vertically speaking, the models
should be open to the addition of deeper, theoretical explanations and laws of the dynamics of any
parameters entering the models on the individuals level.
14
5. In cases where empirical, numerical data are available, the models should allow regression
analysis to determine their parameters. By solving their equations of motion, the models then should
give rise to short-term and medium-term forecasts.
2. Interaction of macrovariables
2.1.
semi-quantitative considerations
The macroscopic approach
In this chapter we pursue a purely macroscopic approach by directly setting up equations of motion
for the dynamics of macrovariables. Such a macroscopic approach has, up to now, mainly been applied
in macroeconomics, where plausible model equations are set up for aggregate variables like the global
production, the gross national product and for global factors like total investment, total capital and the
number of employed workers in a national economy.
However, for each macroscopic theory there remains to be solved the nontrivial (reductionistic)
aggregation problem of how the macrovariables, their interactions and dynamics can be defined and
derived in terms of microvariables and their interactions. (This relation between micro- and macrolevel
will be treated in detail in chapters 3 and 4.)
Here we will consider the interaction of macrovariables, in order to give a strongly idealized, hence
semi-quantitative explanation for the phenomenon, that, at the level of the group, the organization or
the whole society, in social systems certain processes approach either a stationary state or a quasi-cyclic
motion.
Our procedure will be the following: Initially, simple generic forms of interactions between
quantified socio-economic macrovariables are introduced, including in particular cooperative and
antagonistic interactions. Secondly, a dynamic model is set up implying these kinds of interactions
between its variables. All variants of its simplest version, namely the two-variable model, can be solved
explicitly. According to the choice of the interaction type, the trajectories approach either fixed points
or a quasi-cyclical motion. The latter case includes trajectories spiralling towards a fixed point or a limit
cycle.
Finally, the so defined abstract metamodel is then applied to the dynamics of concrete cases by
appropriate concrete interpretations of the variables and their dynamics. One could say that the
metamodel represents the skeleton of the system by providing the underlying dynamics, and the flesh of
the system can be seen as the concrete meaning and substantial interpretation of the variables and
interactions. Two cases from different sectors of society will be directly discussed: political systems (the
interaction between government and people) and economic long term cycles (the dynamics of the
prosperity, recession, depression and recovery phases). More examples can be found in ref. [6].
2.2. An abstract metamodel describing stability and cyclicity
Let us now specify the possibilities of elementary influences between macrovariables. In doing so we
will at first completely disregard the concrete nature of the macrovariable considered. We only assume
that the variables are quantifiable by whatever method and also assume real, continuous positive values.
These values are a measure of the amount/degree/amplitude/intensity of the quality behind the
macrovariable.
15
Being reduced to their quantitative measures only, the influence of one variable, say x, upon another
variable, say y, can only be expressed in quantitative terms, disregarding its concrete meaning. Only
few possibilities of such a quantitative influence are feasible, and will now be discussed:
(a) The variable x can support (enhance) the amplitude of y, or
(b) the variable x can suppress (diminish) the amplitude of y.
If y coincides with x itself, we have in case (a) a self-supportive x variable enhancing its own amplitude,
and in case (b) a self-suppressive x variable saturating its own amplitude.
Of course the degree of support or suppression of the passive variable y by the active variable x will
depend on the amplitude of both variables. In particular, the active variable x may depending on~its
own amplitude switch from support to suppression of the passive variable y, or vice versa.
Let us now introduce two kinds of active x variables with specific support/suppression behaviour in
relation to their passive partner variable y: The (active) variable x is denoted as cooperative with the
(passive) variable y, if it supports y for large x, but suppresses y for small x. (Hence the cooperative
variable x tends to assimilate the magnitude of y in relation to its own magnitude.)
On the other hand, the (active) variable x is denoted as antagonistic to the (passive) variable y, if it
suppresses y for large x, but supports y for small x. (Hence the antagonistic variable x tends to oppose
the magnitude of y in relation to its own magnitude.)
This type of cooperative or alternatively antagonistic interaction of one (active) variable with
another (passive) variable seems to occur frequently in social systems. Therefore we will use this
interaction type (appropriately idealized) as a design element in building a generic metamodel of
dynamic interaction. We will restrict the model to two variables, although generalizations are easily
possible. And of course, each variable can play the active as well as the passive role.
Furthermore, assuming that both variables x and y are self-saturating, the simplest type of equations
of motion, capable of including interactions of the cooperative or antagonistic type and of selfsaturation seem to be generalized logistic equations of the form
dx/dT=x[a(y)sx],
0<x<ce,
(2.1)
dy/dT=y[b(x)syJ,
0<y<cc.
(2.2)
Here, T is the dimensionless time. The quadratic terms in x and y in eqs. (2.1) and (2.2), respectively,
are the terms of saturation. The linear terms in x andy in eqs. (2.1) and (2.2), respectively, are growth
or decay terms for x and y, depending on the partner variable via the influence functions a( y) and
b(x), respectively, with s being an adjustable saturation parameter.
A generalization of (2.1), (2.2) follows, if the growth rates in the quasi-logistic equations also
depend on the difference (y x). The simplest version of such a generalization leads to
dx/drx[a(y)c(yx)sx],
0<x<x,
(2.3)
dy/dT=y[b(x)c(yx)sy],
O<y<c~,
(2.4)
with a twist function c(y x).

The macro-equations (2.1), (2.2) or (2.3), (2.4) even have the advantage that a set of microequations for the microlevel can be conceived so that the macro-equations are an exact consequence of
16
these micro-equations (in this sense the aggregation problem can here be seen as solved): Let us think
of two groups of individuals i = 1,2,.
N and j = 1,2,. ,M, whose individual activities can be
characterized by the variables x.(t), i = 1,
N and y.(t), j = 1,
M, respectively. Furthermore,
let
. .
x(t)
. ,
. ,
c~x1(t),
(2.5)
y(t) = ~ d1y1(t)
(2.6)
be collective variables formed with the x1(t) and y1(t), where c, and d. are coefficients describing the
relative weight of x1(t) and y.(t) in x(t) and y(t), respectively.
Assuming now that x,(t) and y.(t) satisfy micro-equations of the kind
(d/dT)x1
= x,F(x,
y),
(2.7)
(dIdT)y1 = y1.G(x, y),
(2.8)
one easily obtains, after multiplying (2.7) with c, and (2.8) with d and making sums, the exact
macro-equations,
(d/dT)x
= xF(x, y),
(dldr)y
= yG(x,
(2.9)
(2.10)
y).
Obviously, (2.1), (2.2) and (2.3), (2.4) are special cases of (2.9), (2.10) making the following choices:
F(x, y)=a(y)sx,
(2.11)
G(x, y)=b(x)sy,
or
F(x,y)=a(y)c(yx)sx,
G(x,y)=b(x)c(yx)sy.
(2.12)
One should note, however, that the form of the assumed micro-equations (2.7), (2.8) is a very special
one: Each individual variable x,, y1 interacts with each other individual variable Xk, y1, only via the
collective variables x and y in the functions F(x, y) and G(x, y)! In practically all other cases, obtaining
exact macro-equations from the set of micro-equations is not possible, although the macro-equations
still may make sense, but only as an approximate description of the collective dynamics.
Now we must specify the influence functions a( y), b(x) and the twist function c( y x). We have
chosen idealized forms, namely step functions, for a(y) and b(x), showing either a cooperative or an
antagonistic influence of y on x, or vice versa of x on y. Also c( y x) is chosen as a step function.
Thus, the influence of y on x in (2.1) is cooperative, if
a(y)=a<0,
forO<y~y~,
a(y)=a>0, fory~<y<U),
(2.13)
17
and is antagonistic, if
a(y)=a~>0, for0<y~y~,
a(y)=a.<0,
fory5<y<x.
(2.14)
Correspondingly, the influence of x on y in (2.2) is cooperative, if

b(x)=b<0,
for0<xx~,
b(x)=b~>0, forx4<x<co,
(2.15)
b(x)=b.cO,
forx~<x<x.
(2.16)
for (yx)<0.
(2.17)
and is antagonistic, if
b(x)=b~>0, for0<x~x5,
The twist function can be chosen as
c(yx)=c2,
for (yx)>0,
c(yx)=c1
Evidently, at y~the influence of y on x switches from suppression to support, due to (2.13) or (2.14),
and at x~the influence of x on y also switches from suppression to support, due to (2.15) or (2.16). In
the cyclic case, the twist function decides between contractive or amplifying motion, as we will see later.
But to begin with, we may put c(y x) = 1.
Due to the simple choice of the influence functions according to (2.13) or (2.14) and (2.15) or
(2.16), the space of variables decomposes into four quadrants,
I:
III:
x,cx<co,
II:
y4~y<cc,
0~x<x5, 0<y<y~,
IV:
0~x<x~, y~<y<c~,
(2.18)
x~<x<oc, 0<y<y~.
In each of the four quadrants I, II, III, IV, both influence functions are constant. Evidently, four types
of quadrants are possible,
(a)
x supports y by b(x)~b
>0,
y supports x by a(y)~a~>0;
(b) x suppresses y by b(x) ~ b <0,
y supports x by a(y)~a~>0;
(c)
x suppresses y by b(x) ~ b <0,
y suppresses x by a(y)
(d)
x supports y by b(x) ~ b~>0,
(2.19)
~
a <0;
y suppresses x by a(y) ~ a <0.
Four variants of the model can now be obtained, according to the choice of the type of influence of x on
y and of y on x:
case a the influence of x on y is cooperative [see (2.15)]
the influence of y on x is cooperative [see (2.13)]
case 13
the influence of x on y is antagonistic [see (2.16)]

the influence of y on x is antagonistic [see (2.14)]
18
case -y the influence of x on
is cooperative [see (2.15)],
the influence of y on x is antagonistic [see (2.14)];

case ~ the influence of x on y is antagonistic [see (2.16)1
the influence of y on x is cooperative [see (2.13)].
(2.20)
In each of the four variants of the model, a, 13, -y, each of the four quadrants I, II, III, IV of the
variable space assumes one of the types a, b, c, d. The following allocations are easily made, taking into
account the definitions (2.20) of the model variants, (2.18) of the quadrants, and (2.19) of the types.
Thus:
~,
casea I~(a), II~(b), III2(c),
IV~(d);
case13 I~(c), II~(d), III~(a), IV~(b);

(2.21)
case -y I
(d)
II
(c)
III
(b)
IV~(a)
case ~ I
(b)
II
(a)
III
(d)
IV~(c)
Figures 2.la to 2.Th illustrate the quadrant structure of the cases a to ~l.
Now we will discuss the solutions of the model variants. The simple choice of the influence functions
has the advantage that the coupled equations of motion (2.1), (2.2) [and also (2.3), (2.4)] can be solved
exactly in each quadrant. This is the first step to obtaining the full trajectory within the space of
variables. In each of the quadrant types a, b, c, d both equations of motion (2.1), (2.2) have certain
constant growth rates and can be solved explicitly. By eliminating the time one also obtains the explicit
form of the flux lines.
The results are summarized in eqs. (2.22), (2.23), (2.24) through (2.31), (2.32), (2.33) for quadrants
of type a, b, c, d, respectively.
Quadrants of type a.
Equations of motion:
dx/dr=x(a~sx),
dy/dry(b~sy).
(2.22)
Solutions:
x
x(r)=
0a~sexp(a~sr)
x0exp(asr)+(a~s
x0)
y(r)=
y0b~sexp(b~sr)
y0exp(b~sr)+(bsy0)
.
(2.23)
Flux lines:
[y/(b+s
y)]a+
[y0/(b~s
y0)]~
[x/(a+s
x)]b+
[x0/(a~s
x0)]~
2 24
(a)
a(y)=a~>0
It
flI
(13)
a(y)=a~>O
b(x)=b~>O
b(x)=b_<O
a(y)=ci.<O
b(x)=b~>O
I
L
a(y)=a~>O
b(x)=b~>0
b(x)=b>O
Xe
(6)
a(y)=a~>O
b(x)=b~>O
b(x)=b~>O
UI
L
DIM
/s
ci(y)=a~>O
b(x)=b~>O
Xe
a(y)=a~>O
b(x)=b_<O
XI
(P1)
b(x)=b_<O
a(y)=a_<O
b(x)=b_<O
UI
b(x)=b.<O
b(x)=b_<O
19
It
Itt
a(y)=a~>O
b(x)=b<O
I
L
a(y)=a<O
b(x)=b~>O
b(x)=b...<O
Xe
Fig. 2.1. (a) Influence quadrants, if x andy are both cooperative. (13) Influence quadrants, if x andy are both antagonistic. (y) Influence quadrants,
if x is cooperative, and y antagonistic. (6) Influence quadrants, if x is antagonistic, and y cooperative.
Quadrants of type b.
dx/dTx(a~sx),
dy/dry(~b.jsy).
(2.25)
Solutions:
x0a~sexp(a+sr)
x0exp(a~sr)+(a~sx0)
y(r)
y0~b.js
y0+(~bs+y~)exp(~b~sr)
(2.26)
20
Flux lines:
[y/(~b~s + y)j~[x/(a~s x)]~ = [y0/(~b~s + y)]a+[/(as
x0)J~.
(2.27)
Quadrants of type c.
dx/dT = x(~ajs x),
dy/dT = y(~bjs y).
(2.28)
Solutions:
x0(ajs
y0~bjs
x(T) x0+(~as+x0)exp(~a~sr) y(r)_ y0+(~bs+y0)exp(~b~sT)~ (2.29)
Flux lines:
[y/(~b~s + y~Q[x/(~a~s
x)1
[b I
[y0!(~b~s
+ y0)]Ia~~
[x~/(~a s
xe)]
Quadrants of type d.
dx/dr = x(~a.js x),
dy/dT = y(b+s
y).
(2.31)
Solutions:
x(T)=
x0~ajs
x0+(~as+x0)exp(~ajsr)
,
y(T)=
y0b~sexp(b~sr)
y0exp(bsr)+(b~sy0)
.
(2.32)
Flux lines:
[y/(b~s y)1~ [x/(~a~s+ x)]b+ = [y0/(b~sy0)~Ia][~0/(~~s + ~
(2.33)
In all equations (2.22) to (2.33), the x0 and y0 are initial values for x(T) and y(T) at T = 0. In the flux
line equations (x0, y0) can be considered as any predetermined point on the flux line.
The second step in finding the full trajectories in the variable space is the formulation of matching
conditions for the flux lines at the inner boundaries of adjacent quadrants.
As an example for matching the flux lines between different quadrants, let us discuss the model
variant a and the matching at the boundary between quadrants I and II, that means at points (x12, y12),
where x12 = x~and y~<y12 <x.
For case a according to eq. (2.21) quadrant I is of type a and quadrant II is of type b. Therefore the
flux line in quadrant I, which is to be matched at (x~,y12), obeys, according to eq. (2.24), the equation
[yI(b~s
y)]a+
[x/(as_x)]b+
[y12/(b~s
21
23
y2)}a
[xsI(a+s_xs)Ib+
4)
and the flux line in quadrant II, which is to be matched at (x~,y12) obeys, according to eq. (2.27), the
equation
[yI(~bjs + y)]a+[ I(as
[y12!(~bjs + y )Ia+[xI(as
(2.35)
x~)]~.
In this way all the matching conditions between the quadrants I, II, III and IV, can be set up for all
variants a, 13, y, ~ of the model.
This somewhat cumbersome but straightforward analysis of all matching conditions (see ref. [6]) now
leads to the following results, which seem to be generic. The analysis also seems usable for less
idealized forms of cooperative or antagonistic interactions.
1. The cases a and 13 with a symmetric relationship between the variables x and y, and with both
variables being cooperative or both being antagonistic, leads to stability. In these cases the flux lines of
each quadrant cross either one or the other boundary to an adjacent quadrant. The two types of flux
lines in each quadrant are separated by separatrices which end at the center of the quadrant system,
namely at point (x~,y~).
In case a, with both variables being cooperative, the flux lines end in one of two stable fixed points,
either in point (0, 0) or in point (a~s;b~s),where both variables simultaneously reach their saturation
level. In case 13, with both variables being antagonistic, the flux lines also end in one of two stable fixed
points, either in point (0, bs),where x is zero and y has reached its saturation level, or in point
(as,0), where y is zero and x has reached its saturation level.
The cases a and 13 are illustrated in figs. 2.2 and 2.3.
2. The cases -y and ~ with an asymmetric relationship between the variables x and y, that is one
variable being cooperative and the other antagonistic, lead to cyclicity. In these cases the flux lines
__
/ ///
I J 17
.~
///A\\\
-.
_-~
.,~
/ I / , Z \\\
~.-.-_
.-----.--.-
li//V
~Er~~
z
////7~7
III,,,$
x
Fig. 2.2. Case a. Flux lines and separatrices, if both variables x and y
are cooperative. Parameters: x~= y~= z; s 2z; a~= b, = 1; a_ =
b =1.
\\\~
V\\\\\
\~\
\\
S
x
Fig. 2.3. Case 13. Flux lines and separatrices, if both variables x and y
are antagonistic. Parameters: x~= y~= 1~s = 2z; a~= b~= 1; a_ =
= 1.
22
Fig. 2.4. Case ~ywith cooperative x, antagonistic y, and contracting twist function. The flux lines spiral into the stable focus (z, z). Parameters:
c
1 = 0.5; c2 = 1.0; a~= b~= 2; a = b = 1; z = 1; s 50.
(a)
(b)
Fig. 2.5. Case ~ywith cooperative x, antagonistic y, and amplifying twist function. The flux lines spiral outward from the unstable focus (z, z) and
approach a limit cycle. Parameters: c1 = 2; c2 = 1; a~= b~= 1; a_ = b_ = 1; z = 1; s = 50.
within a quadrant connect both inner boundaries of that quadrant. Hence the trajectories sequentially
traverse the quadrants, which is only possible if they encircle the centre (x5, y~)of the quadrants. No
separatrices exist in these cases.
The twist function c( y x) can now either be chosen such that contraction of the variables prevails
and the trajectory spirals into the stable focus (x~,y~),or such that amplification of the variables
prevails. In the latter case, the focus (x5, y~)is unstable and the trajectory must spiral towards a finite
limit cycle, due to the saturation terms in the equation of motion.
Figures 2.4 and 2.5a,b illustrate cases -y with either contracting or amplifying twist function.
23
2.3. Selected examples of model interpretation

Proceeding as indicated in section 2.1 we will now give different interpretations of the model, leading
to a semi-quantitative understanding of the social dynamics.
At first we apply the model to the relation between people and their government, to obtain an,
admittedly vague, understanding of possible dynamic modes.
We begin by identifying the variables x and y. Thus let x represent the degree of influence and
democratic participation of the people, and let y represent the degree of power and authority of the
government. (Both variables can in principle be quantified by forming weighted means over values of
appropriately chosen indicators.)
Next, the interaction between the variables must be specified. It is obvious, that the kind of
interaction must be assessed from the historical experience of governments and people. However, the
model can only show certain dynamic consequences of the presumed interactions. An important case
found in the analysis of attitudes within political systems seems to be that of cooperative people (x)
and a cooperative government (y). This means, in the sense of the abstract definition of cooperation
as given above, that the following concrete interactions can be seen:
Influence of x on y: If the people are influential (large x), they tend to affirm the activities of the
government; however, if the people have little or no possibility of participation (small x), they tend to
obstruct the measures of the government.
Influence of y on x: If the government has power (large y), then it is efficient in supporting the people
and their participation; if, however, the government is afraid to lose its authority (decreasing y), it tries
to suppress the influence of the people.
Evidently this kind of interaction can be identified with case a of the metamodel. Accordingly, we
expect that such a political system will eventually evolve into one of two possible states of stability:
either the state of cooperative democracy (where x is large and y is large), where the people
respect and cooperate with the government, and the government supports and acts for the people,
or the state of frustrated democracy (where x is small and y is small), where the people obstruct
government policy and the government in its turn represses the participation of the people.
It depends on the momentary state (x, y) of the system as to which of the two stable states will be
reached. The trajectories ending in cooperative democracy are separated from those ending in
frustrated democracy by a critical separatrix in the system space.
The question now arises whether a momentary state of the system could be prevented from
approaching the end state of frustrated democracy by changing some parameters of the system. This
is indeed possible by changing the switching points x~and y~of the variables x and y: If the people begin
to support the government, even while having small influence (lowering of x,), and if the government
does not become repressive, even after having to renounce some power (lowering of y,), the quadrants
and separatrices in the system space are shifted. A system point originally doomed to end in frustrated
democracy may now, under new system parameters, evolve towards the other stationary state of
cooperative democracy.
It is tempting to interpret the present endeavours in the Soviet Union as an attempt to shift the
switching point in the interaction between government and people, so that the government switches
from repression to the sharing of power, and the attitude of the people switches from obstruction to
cooperation. By this shift of the separatrices the system point may now (hopefully) lie in the basin of
attraction of the fixed point cooperative democracy instead of being in the basin of attraction of the
endpoint of the frustrated democracy.
24
W. Weidlich. Physics and social science the approach of .cynergetics
Secondly, we apply this metamodel to the cyclic nature of the long-term economic evolution. Many
economists consider the existence of economic long-term cycles as being very probable or even proved
and as lasting for a period of about 50 to 60 years. They agree to discerning phases of recovery,
prosperity, recession, and depression during one period. Several formal models of these cycles exist,
differing in their assumptions about driving forces and relevant variables, but having partially
overlapping interpretations. If such models are reduced to the core of their assumptions, they consist of
certain interactive schemes between macrovariables.
We can show that a plausible, rudimentary model of the economic long-term cycle can be given in
terms of two interacting variables, one of the cooperative and the other of the antagonistic type. The
model sees the explanation of long-term cycles as the competition between young, innovative and
mature or aging industries. In this sense the following variables are introduced:
x = volume of innovative young industries,
y = volume of mature and aging industries.
It turns out that x acts as a cooperative variable, and y as an antagonistic one. The four quadrants I, II,
III, and IV in the space of the variables, then correspond to the phases of prosperity, recession,
depression, and recovery, respectively. Furthermore, by this choice of variables and their interaction,
the model corresponds to case -y of the metamodel, exhibiting cyclical dynamics whose phases can now
be interpreted.
Phase I (prosperity). The prospering, mature industry (volume y) is also supported by prospering,
innovative industries (volume x). But y begins to suppress further innovations and developments,
because their main profit comes from well-accepted mass products.
Phase II (recession). While the suppression of innovative developments (volume x) is still continuing,
the lack of innovative drive begins to cause the deterioration of the aging industries (volume y) and
leads to recession.
Phase III (depression). The aging industries (volume y) become obsolete and slide into crisis and thus
depression. However, their loss of repressive power leads to a revival of the strength of the innovative
industries (volume x).
Phase IV (recovery). Since the crisis of the obsolete industries (y) has facilitated the rise of strong
innovative industries (x), the latter now also promote the recovery of the mature industries.
We conclude this chapter by applying, somewhat jestingly, the metamodel to a quasi-cyclic
phenomenon from every-day life, well known to the keen observer: the restaurant cycle. Thus,
gourmets living in a city will have detected the opening of a new restaurant; its reputation increases due
to a high quality of food, until some time later the reputation declines, so that the restaurant must
close, perhaps to be reopened afterwards by a new owner.
We shall now explain this strange phenomenon in terms of two interacting variables. Let x be the
quality of food (per unit of price) and let y be the number of guests in the restaurant. It can be seen that
x interacts as a cooperative, but y as an antagonistic variable. If that can be confirmed, then one expects
a cyclic fate of the restaurant, according to case -y of the metamodel, whose phases in quadrants IV, I, II
and III can be interpreted as follows:
Phase IV (opening). The small number of guests (y) in the newly opened restaurant dictates the
improvement of the quality of food (x). This leads to an increase in the number of guests.
Phase I (prosperity). Due to the positive reputation of the food (x) the number of guests (y)
increases. However, this begins to have a negative effect on the quality of food, since the owner
becomes negligent as he wants to derive more profit.
Phase II (decline). Since the number of guests y is still large, the owner can afford to permit the
25
quality of food to deteriorate further; however, the majority of guests become aware of this
deterioration and their number begins to decrease.
Phase Ill (crisis). The restaurant now has a bad reputation with a continued decrease in the number
of guests (y). Even an improvement in the quality of food (x) may now come too late. Perhaps the
restaurant must be closed and be reopened by a new owner, beginning again with phase IV.
Professors having the duty to organize after-sessions for colloquia are advised to select restaurants at
the end of phase IV only, when the food is excellent and the dining room still relatively empty, but
never at the end of phase II, when the food is miserable, and the dining room still relatively crowded!
3. The framework of microbehaviour and macrostructures
In the preceding section we have seen how a macroscopic phenomenological approach can lead to
some semi-quantitative structural insights. However, such an approach is not sufficient since it does not
explicitly comprise the interaction between the individual and the collective level. But we have seen in
chapter 1 that the formation of these levels and their interaction is constitutive for any social science.
We are now going to set up a conceptual framework in which the dynamic behaviour of individuals in
interaction with the macrostructures of their society can be embedded and formulated in quantitative
terms.
Of course, the socio-political structures mentioned here are well known as having been intensely
investigated in qualitative terms by historians, political and social scientists; and it is not the purpose of
this present survey to add further details or insights to these analyses. Instead, we must develop a
perspective which is operational in providing an access to a quantitative treatment, at least to certain
sectors of the total, sociological dynamic process.
3.1. The space of social structures
aspects, issues and attitudes
Since the order parameter structure of a complex system is connected with the timescales of its
dynamics, it is a meaningful principle to classify the structures of a social system, proceeding from the
more permanent background constituents to the more flexible foreground constituents. Simultaneously
this leads from collective levels with long-term or medium-term stability, to the level of individual
behaviour with a comparatively fast dynamics. Later we will be mainly interested in the short-term
dynamics directly connected with the changing of attitudes of individuals.
The most permanent structures of any society are collective organizations responding to the
fundamental needs and capabilities inherent in human nature. We denote these as the fundamental
aspects of life.
Thus, the state and political institutions respond to the need for the protection of rights and of
individual safety, by organizing a system of participation and of law and order. The economy
provides structures satisfying the demands for material needs. The culture allows the free expression of
the activities of the human mind and soul, and the religion responds to the human need for
transcendence. Here, we follow the view on history of Burckhardt [7].
The organizational structures found to realize these fundamental aspects of social life, namely state,
economy, culture and religion, have arisen in history via a complex process of collective selforganization. Once established, these structures provide the long-term order parameters of society.
Nevertheless, since mankind is not bound to rigid instincts but to the more flexible intellect, the
26
institutional realization of the fundamental aspects is not a unique process. Instead, societies can
self-organize into a manifold of systems with different political, economical, cultural and religious
profiles. To mention only a few alternatives, the political climate can be liberal or totalitarian, open or
nationalistic and the form of organization of the state can be democratic and constitutional or
authoritarian and dictatorial. The economic structure can have a capitalistic or a socialistic bias, be
more or less ecologically orientated etc. The culture, including education, art and science, can be crude
or refined, ascetic or luxurious, dominated more by elitism or by egalitarianism. Finally, the religion
can be more liberal, more dogmatic or even fanatic, more unitarian or more sectarian etc.
The fact that there can exist alternative possibilities for the concrete realization of the fundamental
aspects of life, provides the basis for social dynamics; and the steady evolution of new situations and
new behavioural degrees of freedom by population increase, technological progress, the advent of
new and exhaustion of obsolete ideologies leads to an inadequacy of old organizations and a
consequential need for change. This means that there also arises a necessity for social dynamics.
In view of the intention to describe, at least partially, social dynamics in a quantitative manner, it is
now apparent to distinguish between the grand but exceptional dynamic events on the large scale, and
the normal, regular events on the smaller scale.
The grand but rare dynamic events of the society are the revolutions and wars. They are to be
considered as the large scale phase transitions in social systems. As in physics, the old order parameters
may disappear and new ones arise in these dramatic situations. And in society, old forms of institutions,
governments and behavioural modes are liquidated and new ones are established. Thus a quantitative
treatment of revolutions will also have to include the birth and death processes of normally permanent
institutions.
In the transient state of a revolution, more collective levels are disposable, and more behavioural
modes of the individual are activated than normal, thus the dynamics of a revolution brings about a
more complex process than the dynamics of regular events.
Even a superficial view on revolutionary dynamics shows that it cannot be understood and
adequately described by only taking into account variables present in full publicity. Thus, the
dialectic between the present, that means the publicly realized material and abstract determinants of
society, and the latent, that means the hidden and concealed thoughts and feelings, must be included in
an analysis. At the core of each revolution is a strong latent dissatisfaction with the present structures
and the advent of a latent counter-ideology, psychologically undermining the old structures and
imagining new, perhaps hitherto never realized structures.
Let us now consider the regular social dynamics on the short- or medium-term scale. Under regular
conditions most potential ways for the individual to behave are (fortunately?) latent, suspended and
dormant like the frozen degrees of freedom in thermodynamics. Only relatively few attitudes and
changes of attitudes are at our disposal, and will now be in the focus of interest.
On the other hand, the collective institutions and organizational structures which are only variable
and disposable under revolutions, are now providing the relatively permanent and rigid framework
within which the regular dynamics on the short and medium term takes place! However, on the more
refined scale within the pre-established quasi-permanent macrostructures there occur on the collective
level mutations of activities, shifts of weights, changes of influences etc. Such changes focus on certain
issues, which may, for example, be a matter of dispute between different parties. We define an issue to
be one out of several alternative outcomes, like solutions of a problem or resolutions of a difficulty
under dispute. Thus the issues in the momentary focus of interest are the most detailed and most
flexible items on the collective level of the society. On the medium time-scale birth and death processes
27
of problems and issues can also take place, while the macroinstitutions will persist. Furthermore, the
issues provide the direct link between the collective and the individual level.
The individual actively participating in society in a role of homo politicus, homo oeconomicus, homo
sapiens, homo ludens and homo religiosus will assume an opinion or a mode of activity in relation to at
least some issues. We denote such an opinion or a mode of activity of a certain persistence in general as
an attitude. Thus, attitude is a very general flexible concept, applying to political opinions and
actions, to roles in economic life as a producer or consumer of commodities, to choices of residence and
profession, to educational, scientific and cultural views and activities, and to forms of religious faith and
denomination.
Attitudes and changes of attitudes will be the starting point of our approach towards quantification of
regular social dynamics in the following chapters. The general approach along these lines towards
quantification of the stochastic dynamics in social sciences was first introduced in ref. [8].
Before doing so, a remark for physicists is perhaps worthwhile. The division of a system into a
pre-established structure and a subsystem whose dynamics is explicitly considered, is of course well
known in physics! For instance, in solid state physics the (strictly periodic) crystal is the pre-established
structure within which the whole dynamics of elementary excitations described by the quantum field
theory of solids takes place. Its vacuum state, for which the temperature T is zero, could be put into
an analogy to the stationary state without events, namely of a society with all attitudes in frozen
equilibrium.
3.2. The variables: socioconfiguration, associated variables and trend configuration
We are now going to introduce the variables in terms of which the state of society and at least the
short- and medium-term collective development of society can be described quantitatively.
We assume for the sector of the social system under consideration, that a set of A more or less
independent subaspects a = 1, 2,. ,A can be selected, thus looking in a more refined way at the
fundamental aspects of life discussed above. Formally, the A subaspects span an abstract Adimensional aspect space s~,whose coordinates are still to be defined.
The number of dimensions cannot be fixed once and for all. It depends on the refinement of the
description and, more importantly, on the question whether these subaspects can be separated off from
other subaspects, so that a quasi-self-containedsectorial subdynamics is conceivable. (Thus, a relatively
weak interaction with other subaspects is anticipated!) The number A of subaspects is, however,
considered as fixed within the frame of the concrete model from which we exclude the appearance or
the decay of whole aspects.
Each subaspect now describes a collective substructure in a political, economical, cultural or religious
respect, allowing for different realizations. These different alternative outcomes of solving and looking
at problems in their respective subaspect are, by definition, the issues. Simultaneously, the, say, I~
issues ~a = 1, 2,
I~within subaspect a will provide a discrete points in the dimension a. Often, it
will even be possible (but not necessary) to arrange the issues within each dimension a in a linear order,
if certain indicators suggest such an order. (For instance, in the dimension of political views an ordering
of issues from the left bias to the right bias is coarse grained, but nevertheless helpful and of common
practice.) The C = 12~~ A issues of all A aspects now yield a lattice of points with coordinates
iA), in the A-dimensional aspect space ~1.
It is now assumed that each member of society has an attitude (an opinion plus a mode of action and
behaviour) characterized by favouring one issue, say ~ in each of the A aspects of the aspect space.
.
28
Thus, an attitude vector
1,.
t~
~ can be attributed to each individual, characterizing his
momentary choice of issues and thus partially specifying his role in society. The C possible attitudes
available provide the social choice set for every member of society. In this way the level of individual
behaviour is, in an abstract manner, related to the collective level of issues and aspects.
Observing the swarm of individual attitude vectors i in the aspect space .c~would then give a
microscopic description of society. Since this description is much too detailed we will now introduce
macro-variables associated with this point swarm.
First it is necessary in the general case to introduce a number of P subpopulations epa, of the total
population 9P. Members of one subpopulation ~pa are by definition characterized by a common
background exhibiting some common perspectives, with respect to the aspects. The Marxist classes of
proletarians and bourgeois are in this sense a particularly coarse-grained choice of subpopulations.
Let n~now be the total number of members of subpopulation
having the attitude i =
(i1,.
iA).
These members form the subset
of the subpopulation ~pa Therefore, the socioconfiguration
i = (i
. .
. .
~,
. ,
{n~,... ,n~.
. .
n~,.. ; nt,...
.
n~}
(3.1)
consists, by definition, of the set of CP integers n~,where i = {i1,.

iA} runs through C attitudes and
a through P subpopulations. The socioconfiguration thus describes the distribution of attitudes i within
the subpopulations ~ and also provides a macroscopic characterization of society in relation to the
attitudes of the people. The socioconfiguration is of course a function of time, and the methods used to
describe its dynamics will be introduced in section 3.3. If Na is the number of members of
N~the
number of people with attitude i, and N the total population number, then the following relations are
obvious:
. .
~,
Na=~n~,
N=~Na~~n~,
i1
a1
a1
~
a~1
(3.2)
i=1
(3.3)
i1
i=1 a1
And they correspond to relations between the total population ~ and its subsets:
C
~paU~pa
P
P
~U~-UU~P~,
11
a1
~= U 9P~,
a1
C
~=
C
i~1
P
U ~= U U ~
i1
i1
(34)
(3.5)
a1
Variables associated with the socioconfiguration. As the socioconfiguration is a macrovariable, and

can be interpreted in terms of the attitudes of individuals, it therefore provides a natural link between
the micro- and macrolevel. Hence it is desirable to express many other possible macrovariables in terms
of the socioconfiguration, at least in principle. In particular this refers to the many aggregated material
variables introduced in macro-economics. All aggregate quantities like capital, working force, production, investment, supply and demand etc. can, in principle, be disaggregated into partial contributions.
These in turn can be reduced to the activities and decisions (that is to the attitudes) of certain,
29
appropriately chosen subpopulations, such as skilled workers providing the working force of a branch,
managers of companies making decisions about the type and amount of investment and production,
consumers buying and deciding between commodities, savers and bank managers providing and
distributing capital, politicians influencing the legislation about taxation etc. *) Generally, the relation
between the macro-economic quantities and the components of the socioconfiguration will be a
nonlinear one. However, the form of associated macrovariables m,,
mk =fk(n~,..
(3.6)
n~),
can only be specified in concrete examples.

Trend parameters. The attitudes i = { ~
} refer to the issues within society. These issues are
publicly disputed and observed. Thus, the socioconfiguration is a set of macrovariables expressing the
publicly practised attitudes (actions and opinions) of individuals in relation to these issues. The
components of the socioconfiguration are extensive variables, which are proportional to the size of the
system.
Underneath these openly exhibited public and present variables there exist hidden and latent
parameters in the mind of every individual. These are intensive variables (i.e., not proportional to the
size of the system) indicating the strengths of internal trends and propensities of a member of
population
Therefore they are denoted as trend parameters.
A representative trend parameter i9~ belonging to the members of ~l~is, for mathematical
simplicity, assumed to have only integer values and also, to vary between an upper and a lower limit,
~
~.
(3.7)
The explicit meaning of latent trend parameters will only become clear if the coupled dynamics
between socioconfiguration and trend parameters is formulated (see section 3.3). Thus, initially we will
make some general remarks concerning the kind of internal states to be reflected by the latent trend
parameters.
In general, these parameters are introduced to describe the emotions and thoughts of an individual
with regard to the realized or visualized situation of society. Their quantification leads to measures for
the intensities of positive or negative feelings or for the resoluteness of positive or negative hidden
propensities, with respect to the issues being at stake.
In particular, increasingly positive/negative values of the representative trend parameter i9~, mean
an increasingly affirmative/opposing hidden propensity towards attitude i. This does not contradict the
fact that the individual to which ~ is attributed displays his public attitude i. In general, the publicly
realized attitude and the hidden propensity of the same individual, do not coincide due to constraints of
his situation, to social pressure etc. And thus his exhibited attitude is not necessarily in equilibrium with
his true inclination. In the field of political opinion formation, recent research has provided new
evidence supporting this fact [10]. In totalitarian systems there can be no doubt about the divergence of
exhibited and hidden political opinions!
For members of population ~ one can restrict the trend parameters to one representative i3~and
*)
As an example, we refer to our model The schumpeter Clock [9], where a direct link is assumed between the investors configuration
nE, n
5} consisting of investors with expansionary or rationalizing propensities, and material macro-economic quantities like the shares {xE, x5} of
expansionary or rationalizing investment.
30
thus define the trend configuration

~fr
~41
~a
qP
,U~,...,
~CJ,
1,...,
describing the latent propensities in society.

The socioconfiguration (3.1) (extended by its associated variables) and the trend configuration (3.8)
together describe the publicly actualized and the latent psychological macrosituation of a social system.
In the next section we will describe how both sets of variables change with time.
3.3.
The elements of sociodynamics: dynamic utilities and probability transition rates
We will now describe the elementary changes of the socioconfiguration and of the trend configuration. Following this, the transition rates effecting these changes will be introduced. Their general form
will depend on certain driving forces, represented in terms of dynamic utilities.
An elementary change of the socioconfiguration takes place if one member of subpopulation ~
changes his attitude from i to j. This change induces the transition
~
a
1
n1={n1,.
.nC;.
. .
a
;n1,...
,ii1
1,.. .,n1a +1,.
..,nC;.
..
P
P
;n~,.
,n~.}.
.
(3.9)
Also birth and death processes can be easily included. If a member of ~ is born (or dies), then this
change induces the transition
1
(3.10)
In relation to the trend parameters, we assume that in one elementary psychological act, the trend
parameter is increased or decreased by one digit only. Thus, if a representative member of ~ increases
(or decreases) his trend parameter i~, we would obtain
~
n,+={n1,... ,nC;.
41.
,._rqj
~
{~,
.
. .
. .
;n1,... ,n1 1,.. .,nC;..
qa
, i~.
c4a
. .
i~,.
qa
, ~
1,
;n1,. ..,nC}.
qP
. .
i,~, .
. .
(3.11)
Conditional probabilities and probability transition rates. The process of the transitions (3.9) to (3.11)
will now be described in a probabilistic manner, as it is neither practicable nor conceivable to model it
in a fully deterministic manner. We will begin with the level of individuals and introduce the individual
conditional probability
pa(j
t+
r~i,t)
(3.12)
to find an individual of ~, with attitude j, at time (t + r), given that the individual had the attitude i at
time t. We imply the Markov assumption so that (3.12) does not depend on the individuals attitudes
W. Weidlich, Physics and social science
before
the approach of synergetics
31
The initial condition for (3.12) then reads
t.
p~(j,t~i,t)
(3.13)
and the probability normalization yields

~ p~(j t +
TIi, t) =
1.
(3.14)
Expanding (3.12) with respect to r, one obtains

pa(j
t + T~i,t) =
rp~(t)+
2)
0(T
(3.15)
where
p~(t) ap~x(j t~i,t)/ot~~,
(3.16)
is denoted as the individual probability transition rate from ito

(3.15),
p~(t)=
j.
In particular, because of (3.14) and
(3.17)
p~.(t).
j( 5~i)
Similarly, we introduce the conditional probability of an individual of the subpopulation ~

trend parameter i~t~at time (t + r), given that he had ~ at time t, as
t+ ~
to have
(3.18)
t).
Again we obtain the following formulae for the initial condition, the probability normalization and the
expansion in r:
q~(i~
q~(~;
t+
q~(~;
t+
For
t) =
T~,
t)
t) = 6.,,~
(3.19)
=1,
(3.20)
+ Tq~(1~,
+ 0(T2).
(3.21)
one obtains, due to (3.20) and (3.21),
q~(t~,
i~)=
q~(i~,
~
Since only elementary transitions from

rates for trend parameters are
(3.22)
t~ to
are allowed, the only nonvanishing transition
32
q~(8~
+ 1,
i9~)
q~1(i9~)
(3.23)
1, i~) q~(8~).
(3.24)
Now we go over to the socioconfiguration and trend configuration level. Here we introduce the
configurational conditional probability
P(n, 8;
t+ T~n,8; t)
(3.25)
to find the socio- and trend configuration (n, 8) at time (t + r), given that (n, 8) was realized at time
t. The initial condition, probability normalization and expansion in r, read as follows:
P(n, 8; t~n,8; t)
~
P(n, 8; t +
(3.26)
1,
(3.27)
= ~
T~n,8;
t)
(3.28)
where the w,(n, 8; n, 8) are denoted as configurational probability transition rates. For (n, 8) =
(n, 8) one obtains, making use of (3.27) and (3.28),
w~(n,8;n,8)=
w,(n,8;n,8).
(3.29)
(n,~)
The sum on the r.h.s. of (3.29) excludes (n, 8) = (n, 8).

The relation between the configurational and individual transition rates is the following:
w,(n~,,8; n, 8)
w~,(n,8; t)
w,(n,a+, 8; n, 8)
w~~(n,
8; t)
(3.30)
p~(t)n~
=
p~+(t)n
w~(n,~_,
8; n, 8)= w~(n,8; t) =p~(t)n~
,
(3.31)
(3.32)
w,(n, 8~ n, 8)
q~(n,
~ ,
(3.33)
w,(n, 8~_;n, 8)
q~(n,i~);
(3.34)
all other w,(n, 8; n, 8) where (n, 8) ~ (n, 8) are zero.

Formula (3.30) is self-evident, since the n~individuals in n can independently change their attitudes
from ito ito yield the transition n~n~,where the individual transition rate is p~(t).In (3.31) and
(3.32) individual birth and death rates, p~~(t)
and p~(t) have also been introduced so that the
configurational rate becomes proportional to n~.(In reality, the birth rate is proportional to the number
of fecund women in ~, which is assumed to be proportional to n~.)The rates (3.33) and (3.34) agree
with the individual rates, as the trend configuration 8 directly consists of the individual trend
parameters 8~of the representative member of the population PP~.
33
Representation of transition rates by dynamic utilities. At the core of our model-building philosophy is
the insight that the transition rates (3.30)(3.34) will themselves be general functions of the socio- and
trend configuration {n, 8).
In order to find the general form of these functions we must invoke the utility concept. This is a
well-known concept and in classical economics utility functions of producers and consumers are
introduced in a stationary framework. In this context it is assumed that the maximization of utilities
(under given constraints) leads to the determination of the realized (equilibrium) state of the system
variables.
Our use of dynamic utility functions differs from the use in classical economics in certain important
aspects:
Firstly, our utilities, which characterize the states and attitudes of individuals, not only refer to
material goods of demand and supply, but also measure certain immaterial aspects. Furthermore, our
utilities may be the consequences of rational as well as irrational (emotional) estimations, the latter
including, for example, innate prejudices or effects of collective opinion pressure.
Secondly, and more importantly, our theoretical context in which our concept of dynamic utility
functions is used, is not a stationary one but a dynamic one. These utilities are introduced to provide
the driving forces for the evolution of the socio- and trend configuration. Although the connection with
the utility concept is inevitable in our context, other notations could be equally appropriate. Thus, we
will use the term dynamic utility referring to the attitudes, and the term motivation potential
referring to the trend parameters.
Let the dynamic utility
oo~u~(n,8~)<+~
(3.35)
be the (subjective) measure of the attraction of the attitude i, for a member of population
The
possible values of u~are real, continuous numbers. In general, u~will be a function of the (public)
socioconfiguration n and the (hidden) trend parameter 8~in that individual.
Similarly, let the motivation potential
~.
~ t5~(n,8~)~
(3.36)
be a measure of the psychological satisfaction for a member of ~ to be in the (internal) state 8~of
agreement or opposition to attitude i. According to the meaning of the trend parameter 8~,the
following form of u(n, 8) and 6~(n,8~)
can be seen as adequate:
u~(n,8=g~(n)+h~(n)8~with h(n)O,
t3(n,
8~)= v~(n)8~.
(3.37)
(3.38)
Thus, the utility u~(n,8~)of attitude i consists of g~(n),which is dependent on the socioconfiguration
(n), and h~(n)8~,
which is dependent on the affirmative latent trend (8~>0) or opposing latent trend
(8~<0), in relation to attitude i.
On the other hand, the measure of satisfaction t5(n, 8~)with the trend 8 is assumed to be
proportional to 8~,but there could be a higher satisfaction with an affirmative trend parameter 8~>0
(if v~(n)> 0) or with an opposing trend parameter 8~<0 (if v~(n)<0).
34
The changing of membership from ~P7to becoming a member of

will result in the fact that his
dynamic utility will change from u~(n,8~)to u7(n7~,87); the changing of a member of ~ from 8~to
(8~1) will result in a change of his motivation potential from ~(n,87) to 67(n, 87 1). The
individual transition rates, p7, and q7+ will now depend on the utility or motivation gained or lost in the
transition, that means, on the difference between the utilities of the final and the initial state. Since
transition rates by definition are positive quantities, the most plausible and simultaneously most simple
form of p, w7, and q7+ is taken as
=
v exp[u7(n7,,
8)
z.n7 exp[u7(n7
87)
p7,(n, 8)
w7,(n,
1, 87)
u7(n, 87)1,
(3.39)
u7(n, 87)],
(3.40)
and also
1)
= /2(~9
8~)~
exp[t37(n, 87 + 1)
q7~(n,~J~
q7~(n,87)
7(n,
87)]
87)aexp[v7(n)1,
~s(~ + 87~exp[67(n, 87
~
87~)a
exp[u7(n)J.
(3.41)
1)
i37(n, 87)]
(3.42)
In the transition rates (3.41) and (3.42), the saturation factors (~8cI~)ahave been added, preventing
transitions crossing the limits ~and ( ~).
The interpretation of formulas (3.39) to (3.42) is plausible: If the final attitude j has a higher (or
lower) utility than the initial attitude i, then the rates (3.39), (3.40) from i to j are enhanced (or
diminished). The form of p7, in (3.39) can also be seen as consisting of a pulling factor,
exp[u7(n7,, 87)], containing the influences pulling the individual in ~7towards the new attitude j, and
of a pushing factor, exp[u7(n, 87)], pushing the individual in ~P7away from the old attitude i.
On the other hand, an increase (or decrease) towards a more (or less) positive 87, is favoured by a
positive (or negative) v 7(n). These driving forces enhancing (or diminishing) the affirmative trend
can both be described by the rates (3.41) and (3.42).
The different choices of dynamic utilities and motivation potentials lead to a manifold of possibilities
for social dynamics. This will become evident after the derivation of the equations of motion in the next
section and in the concrete applications of the equations in the forthcoming chapters.
4. Constitutive equations of motion

In the preceding section a set of macrovariables was introduced in terms of the socio- and trend
configuration. Furthermore the elementary events of change have been described probabilistically in
terms of probability transition rates, depending on utility and motivation functions. Herewith we have
found the prerequisites for setting up the constitutive equations of motion for sociodynamics, which will
be given either in a formulation fully including stochastics, or in a quasi-deterministic formulation
neglecting fluctuations and only considering mean values. However, a general remark should first be
made about the relation of our procedure to the general treatment of stochastic systems in the natural
35
sciences, in particular in statistical physics, before going into the details of a self-contained derivation of
the equations of motion for sociodynamics.
Indeed, in the natural sciences many systems can be found that consist of a set of macrovariables
{ x1,.
. . , ; } whose values evolve with time by a sequence of small stochastic variations. Thus, the
Brownian random motion of small particles suspended in a gas or a liquid was a prominent paradigm
initiating the development of the conceptual framework for treating stochastic systems in physics. A
modern presentation of this and other stochastic processes in terms of the FokkerPlanck equation is
given in refs. [1113],where also the relation between different methods of statistical dynamics is
exhibited.
Soon it turned out, that the master equation, namely the equation of motion for the probability
distribution P(x1,.
, x~)over the stochastic macrovariables {x1,. . . , x~}is of basic importance at the
fundamental level of statistical mechanics (see, for instance, ref. [14]). And the master equation is not
only fundamental for the macrobehaviour of systems of classical physics. Generalized master equations
have also been derived from first principles for the dynamics of general quantum systems and have in
particular been applied to problems of quantum optics [1520].The relation between the master
equation and the FokkerPlanck equation was also considered carefully by several authors [2123].
On the more phenomenological level the field of chemical reactions proved to be particularly
appropriate for the application of the master equation. The macrovariables here are the numbers of one
or more kinds of molecules in a chemical reactor undergoing a chemical reaction. On a sufficiently
refined level of observation these numbers of molecules are stochastic macrovariables changing by an
integer in each individual molecular reaction. Treating the individual reaction as an elementary
probabilistic transition one is easily lead to a master equation governing the macroscopic chemical
kinetics [2426].From this treatment, which includes stochastic fluctuations, one can derive the
quasi-deterministic evolution of the mean numbers of the reacting molecules. Several chemical reaction
models have been invented for which the nonequilibrium dynamics including phase transitions can be
investigated on the quasi-deterministic as well as on the stochastic level [2730].
In comparison to the comprehensive literature demonstrating the universal role of the master
equation in the natural sciences, the applicability of the master equation to problems of the social
sciences has been recognized only partially as yet. The applications mostly refer to the stochastic
description of population movements in space of biological species or human populations [3133].
Here, in most cases only transition rates which are linear in the system variables are considered. But
this restriction excludes the self-interaction between the variables and hence the treatment of nonlinear
phenomena like social phase transitions. The universal potential of the master equation method for the
social sciences has, however, been stressed in ref. [8], where also models with typical nonlinear
transition rates have been discussed.
After this short overview about the use of the master equation in different fields of science we come
back to the present context.
In this article the description of the sociodynamics proceeds along lines analogous to the treatment of
stochastic systems in the natural sciences. First we set up, in section 4.1, the central and rather universal
master equation for the probability distribution over the socioconfiguration and the trend configuration.
This equation includes the stochastic fluctuations of the macrovariables. From the master equation, the
exact and approximate equations of motion for the mean values of the components of the socioconfiguration and of the trend parameters can be derived as shown in section 4.2. Stationary solutions to the
equations of motion are discussed in section 4.3. And in particular, the exact stationary solution to the
basic master equation can be constructed, if the condition of detailed balance is satisfied. This can only
.
36
happen for special utility functions. The general meaning of the fulfillment or nonfulfillment of detailed
balance in relation to social systems will also be discussed. And in section 4.4 an exact, time dependent
solution of the master equation in a special case is found, exhibiting the relation between the motion of
the probability distribution and of the mean values. Finally, in section 4.5, the relation between the
stationary probability distribution and the stochastic trajectory of a system belonging to the statistical
ensemble, will be discussed.
4.1. The master equation for the socio- and trend configuration
Let us now introduce the probability
P(n8;t)
(4.1)
to find the social system at time t, in a state with the socioconfiguration n according to (3.1) and with
the trend configuration 8 according to (3.8). This probability is of course normalized to
~P(n8;t)=1,
(4.2)
where the sum extends over all configurations.

The central equation of motion for the probability distribution P(n8; t) is denoted as the master
equation.
In order to derive this equation, we start from the configurational conditional probability as defined
in (3.25). It is a consequence of its meaning that the following equation must hold:
P(n8;t+r)=)~P(n8;t+r~n8;t)P(n8;t),
(4.3)
as the probability P(n8; t + r) of state n8 at time (t + T) is accumulatively composed of all the disjunct
possibilities that any state n8 was realized at time t with the probability P(n8; t), and thereupon
developed into the state n8 at (t + r) with conditional probability P(n8; t + r~n8;t).
Therefore, the conditional probability has the meaning of a propagator, propagating the probability distribution P(n8; t) from time t to time t + T. The right-hand side of (4.3) can now be split into
two terms,
r.h.s. = P(n8; t + r~n8;t)P(n8; t) + ~ P(n8; t + r~n8;t)P(n8; t),
where the sum
excludes the term (n, 8) = (n, 8). Now we assume a small
expansions (3.28) and (3.29) into (4.4), obtaining
~
r.h.s. = P(n, 8; t)
>~ w~(n8;n8)P(n8;
t) +
(4.4)
T
and insert the
w,(n8; n8)P(n8; t) + 0(T2). (4.5)
Inserting (4.5) into (4.3) and rearranging the terms and then dividing by T, we obtain in the limit
the master equation,
T~0
lim P(n8; t + r) P(n8; t)

T~O
r
=
37
dP(n8; t)
dt
w,(n8; n8)P(n8; t)
w~(n8;n8)P(n8; t).
(4.6)
This equation assumes a more explicit form when the nonvanishing transition rates (3.30)(3.34) are all
inserted. Thus
dP(n8; t)
w71(n7~,8; t)P(n~,8; t) ~ w71(n8; t)P(n8; t)]
pa
jia
w7~(n7,8; t)P(n7, 8; t)
w7(n7~,8; t)P(n7+, 8; t) ~ w7(n8; t)P(n8; t)]
~ w7~(n8;t)P(n8; t)]
[~
q7~(n87;t)P(n87; t) ~ q71(n8; t)P(n8; t)]

q7~(n87~
t)P(n87+; t)
~ q71(n8; t)P(n8; t)].
(4.7)
The interpretation of the central master equation (4.7) is simple. The probability P(n8; t) of the
configuration (n8) can change with time,
1. because people of any population ~P7 may change their attitude from i to any j,
2. because in any population ~7 people may be born,
3. because in any population ~7 people may die,
4. because in the members of any population ~7, the trend parameter 87 can make an upward
transition,
5. because in the members of any population ~7, the trend parameter 87 can make a downward
transition.
These five possibilities correspond to the five square brackets on the right-hand side of (4.7). Each
bracket contains two sums concerning special probability flows. The sums with a positive sign are the
probability inflows from neighbouring configurations into the configuration (n8), and the sums with a
negative sign are the probability outflows from the configuration (n8) into neighbouring configurations.
Hence, the master equation is nothing but a continuity equation for the probability conservation in a
discrete configuration space. It can be immediately seen that
(4.8)
is a consequence of (4.6), which is in agreement with the conservation law of total probability (4.2).
In the forthcoming chapters, eq. (4.7) will be applied to the dynamics in different sectors of society,
in particular to opinion formation and migration theory. Usually, not all terms of the right-hand side of
(4.7) play a role simultaneously. For instance, birth and death processes can be neglected in many cases
38
(whereas in demography they are very important), and the trend parameters can often be considered as
constants, neglecting their rates of transition.
The master equation is the most complete description of the sociodynamics, since it gives not only an
account of the most probable or mean trajectory in the configuration space, but also of the probability
of deviations from that path. Nevertheless, due to the difficulty in solving the master equation and
because of the usually poor empirical material to compare with, it is useful to change over to the
quasi-deterministic level of mean values, which is considered in the next section.
4.2. Mean-value equations for the components of the socio- and trend configuration
The mean values of functions of the socio- and trend configuration are defined as
f(n8)
~ f(n8)P(n8; t).
(4.9)
In particular the mean values of the socio- and trend configuration components read
=
~ nfr(n8; t),
(4.10)
E 8~P(n8;t).
(4.11)
The sums in (4.9) to (4.11) extend over the set of all realizable configurations RC, where
(n, 8)ERC, if all
n7
are integers, with n70 and if all 87 are integers, with 87j~@.
(4.12)
Formally, one can also introduce the set of general configurations GC, where GC is defined by
(n, 8) E GC, if all n7 are integers, with ~< n7 < +~
and if all 87 are integers, with ~< 87
< +c~.
(4.13)
The general configurations not belonging to RC are elements of the set of virtual configurations VC. As
the probability distribution P(n8; t) has at all times the property
P(n8;t)0
if(n,8)EVC,
(4.14)
then the sums in (4.9) to (4.11) can also be extended over GC instead of RC, a substitution which will
prove convenient.
The desired equations of motion for n~(t)and 8~(t) now follow in a straightforward manner, if the
master equation (4.7) is inserted in the right-hand sides of the equations
-
dT~(t) ~ n~dP(n8; t)
dt
,,,,
dt
(4.15)
d8~(t)=
dt
39
dP(n8; t)
8~
(4.16)
dt
In order to facilitate the further evaluation, it is convenient to introduce the translation operators S7
and T7, for functions of the socio- and trend variables. The operators S7 and T7 are defined by
[S7]~F(n, 8)
F(n7+, 8)
~
[T7]~F(n,
8)
. . ,n~. . . ;n7,.
,n71,.. ,n~.
.
. .
;n~,. . ,n~8),
.
(4.17)
F(n, 87+)
(4.18)
They fulfil the commutation relations

n~[S7]~
= [S7]~(n~ ~
n~[S7]~[S7]~= [S7]
[S7]~(n~
l5~,~6tk
+ ~5al3t5ik),
(4.19)
[S7]~8~
n~[T7]~= [T7]~n~,
8~[T7]~=
[T7]~(8~
tSaIjik).
(4.20)
Furthermore it is obvious that the following relations hold for any function F(n, 8):
8)= ~F(n, 8),
~[Sa]1F(n
~[Sa]+1[sa]1F(n
8)
~F(n, 8),
(4.21)
~.[T7]51F(n,
8) = >.F(n, 8).
Making use of the translation operators, the master equation (4.7) can now be written in a more
compact form as
clP(n8; t)
([S7]~[S7]
1)w7,(n8; t)P(n8; t)
ija
([57]1
([T7]~
1)w7+(n8; t)P(n8; t) + ~ ([S7]~ 1)w7 (n8; t)P(n8; t)
l)q75(n8; t)P(n8; t) + ~ ([T7]~ 1)q71(n8; t)P(n8; t) .
(4.22)
Now, (4.22) can be inserted into (4.15) and (4.16) and relations (4.19), (4.20) and (4.21) can be used
in evaluating the right-hand sides. One obtains
40
{~
di~(t)= ~
[57]+1[57]1(~6
n,8
+
~a~.k)w7j(n8;t)P(n8; t)
ija
~ [S7]~ap~jkw7+(n8; t)P(n8; t) + ~ [57]~(~P~k)w7~(n8;
t)P(n8;
za
(4.23)
d~(t) = ~ w~(t)- ~ w~(t)+ w~+(t)- w~(t).
(4.24)
La
or
On the other hand, for the trend-parameters it follows that

t)P(nTh t) + ~ [T7]~
(_6ap6jk)q7~(n8;t)P(n8;
[T7]~1~ap6jkq7~(n8;
d8~(t)=
(4.25)
or
d8~(t)Idt=q~
1(t) q~(t).
(4.26)
Equations (4.24) and (4.26) are the exact equations of motion for the mean values of the socio- and
trend configuration. However, they are not a self-contained set of equations, since on the right-hand
side there appear in general mean values of nonlinear functions, of the n~and 8~,to be taken with the
unknown probability distribution.
We can now justify that, in the case of a narrow unimodal probability distribution, the relation
F(n8)
F(,18)
(4.27)
holds approximately, that means that the mean value of a function of n and 8 is approximately equal to
the function of the mean values. We shall see in certain examples that the approximation (4.27) leads to
meaningful results, even in cases where the assumption about the probability distribution is not strictly
fulfilled. Making use of the approximation (4.27) and, simultaneously, of the explicit form of the
transition rates in terms of utility functions, one obtains with (3.30), (3.31), (3.32) and (3.39), (3.40),
Pi1~exp[u~i,
d8~Idt=
~)
- u~(,i,~)]
vii~exp[u~(, 8~)- u~(n,~)]

(4.28)
p~(~ ~f3)a
exp[v~()]
~(~9 +
~l3)a
exp[v~()].
(4.29)
Evidently, the approximate, but self-contained equations (4.28) and (4.29) are coupled and in general
nonlinear differential equations of the first order for the mean components ~
(t) of the socioconfiguration and for the mean components 8~(t) of the trend configuration. If the birth/death terms in (4.28)
are neglected, one can immediately derive natural conservation laws. Taking the sum over k from 1 to
41
C on both sides of (4.28), then the two double sums on the right-hand side cancel, so that
d
tit(t)
~C
dt
dN~
dt
,...,
or
N~=const. for f3=1,2,... ,P.
(4.31)
The numbers of the subpopulations ~P~ are conserved, since only transitions between attitudes can take
place.
Further general properties of these equations and their relation to the master equation will be
discussed in later sections; concrete examples will follow in the forthcoming chapters.
4.3. Stationary solutions of the mean-value and master equations

The stationary solutions (n, ~)of the mean-value equations (without birth/death processes) obey the
equation
n~P[~(n,~)-
~exp[u~(n,~)-
u~(,~)]-~
u~(,~)]=0,
(4.32)
and the equation

(~9 ~1s)aexp[v/i(n)] (9+ ~fl)aexp[/3()]
=0.
(4.33)
They are of special interest to us, since they describe the (stable or unstable) equilibrium states of the
social system within the space of macrovariables.
It can easily be seen that (4.32) is fulfilled if the ~satisfy the set of equations
~=c~exp[2u~(,i~)],/3=1,2,...,P;k=1,2,...,C.
(4.34)
Here, the unknown coefficients c13 must be determined by the conservation laws
~
(4.35)
On the other hand, we can solve (4.33) for v~(n) or for i~, with the result that
v~(n)= ~aln[(~9 + ~~)/(@
in)]
(4.36)
or
=
9 tanh[a~v~()].
(4.37)
42
Equations (4.34) and (4.36) or (4.37) are a set of 2PC transcendental equations, for the 2PC stationary
values of {. . ~,... ;.
8~,.. .}. It depends on the form of the utility functions how many
stationary values { , 8) exist. Examples will be discussed explicitly in the forthcoming chapters.
Now we will pay attention to the question of how solutions to the stationary master equation can be
constructed. According to (4.6), the equation reads in its general form
. ,
. .
w(n8; n8)P51(n8) ~
w(n8; n8)P~~(n8),
(4.38)
and obviously the transition rates must not exogenously depend on time, as otherwise a stationary
solution cannot exist. A practicable analytical method can be used to construct the stationary solution,
if the condition of detailed balance is fulfilled for the transition rates. The equation for the condition of
detailed balance reads in general form
w(n8; n8)P5~(n8)= w(n8; n8)P,~(n8).
(4.39)
Its meaning is simple: The net probability flow [i.e. the difference between l.h.s. and r.h.s. of (4.39)]
must individually vanish between any two states (n, 8) and (n, 8) in the stationary state.
Writing down eq. (4.39) in detail for the nonvanishing transition rates of the master equation (4.7)
(omitting birth- and death processes), the condition of detailed balance reads explicitly
w,(n718)P5~(n~8)
= w7,(n8)P~~(n8),
(4.40)
q7~(n87+)P51(n87)
= q7~(n8)P~1(n8),
(4.41)
q7~(n87_)P~~(n87_ q7~(n8)P5~(n8).
(4.42)
)=
Here, the explicit form of the transition rates (3.40), (3.41)

be inserted,
where
the
7(n, and
87) (3.42)
have themust
general
form of eqs.
(3.37)
dynamic
utilities
u7(n,
87)
and
the
motivation
potentials
and (3.38).
We must now derive methods to check if detailed balance is fulfilled for the transition rates, and also
methods to construct the stationary solution P
51(n8) when it is fulfilled. The two methods are intimately
connected. Before we derive these methods, we will simplify the notation by replacing the states (n8)
by the indices i or j, SO that the condition of detailed balance now reads
w(i~j)P5~(j)
= w(j~i)P~,(i)
(4.43)
Given that this condition of detailed balance holds, it is easy to construct the explicit form of the
stationary solution. For this aim we may take any chain ~of states, from a reference state i0 to an
arbitrary state i~,(e.g., i0, i1 , .
i,,_1, until ia), so that all transition rates
. .
w(iji0), w(i0~i1),w(i21i1), w(i11i2),. . ,

.
W(iji~),
w(inilin)
are nonvanishing. The repeated application of (4.43) then yields
W. Weidlich, Physics and social science the approach of synergefics
P51(i~)= (~)~ w(i~+Ji~)

P~~(i0),
v0
w(z~~i~~1)
43
(4.44)
where i,, can be any state of the system. And ~can be any chain of states i,~with finite nonvanishing
quotients, ~
leading from the reference state i0 to the final state ~ Finally, the
value of P~~(i0)
is determined by inserting eq. (4.44) into the probability normalization condition,
~ ~
1 .
(4.45)
We now proceed to the question of how a given master equation can be checked to see if detailed
balance holds or not. Condition (4.43) is not directly appropriate for this test, because it implies the
stationary solution which, however, is not known beforehand and can only be written in the form (4.44)
if detailed balance holds! Therefore, we must first derive conditions for the transition rates which are
equivalent to (4.43) but which do not contain the unknown stationary solution. In other words: we must
eliminate the stationary state from the condition of detailed balance.
First a set of necessary relations for the transition rates can be derived from the assumption of
detailed balance: As (4.43) implies formula (4.44) for any chain ~ and any final state in, we can also
apply (4.44) to any chain ~ which is a closed loop and thus termed ~ and for which the final state i,,
coincides with the initial reference state i0. Consequently there follows for ~n
P~1(i0) (~)~
P~1(i0),
w(zz~~)
(4.46)
W(i1~i~)
v0
or
fli
W(i~Ji) =1
v0
W(l~l~1)
(4.47)
for every closed loop ~~{i0, ~

i,, = i0} with finite nonvanishing quotients w(iv+iIiv)/w(ijip+i), as
a necessary consequence of detailed balance (4.43).
It will now be shown that the set of relations (4.47), which no longer involve P~1(i),are not only
necessary but also sufficient, that means, equivalent to the original condition (4.43) of detailed balance.
In order to prove that (4.47) is also sufficient for the validity of detailed balance (4.39), one has to
construct by definition the stationary solution P~~(i)
presuming relations (4.47) and to show that this
stationary solution indeed fulfills eq. (4.39).
Let us now construct the stationary solution Pst(~n) using the definition (4.44), where i0 is a reference
state and S~is the chain of states {i0,
i~} with finite nonvanishing quotients w(i~+1~i~)/
W(ijt~~1). However, this definition is only consistent and unique if it can be shown by using the
presumed relations (4.47) that (4.44) is independent of the choice of the chain from i0 to ~ In other
words, it must be shown that
~
nI
P~(j~)
= ~
)
v0
(.
w~j~~1
J~
~. .
.
s ~~~(j0)
w~j~Jp+1)
(4.48)
44
W. Weidlich, Physics and social
leads to the same result, when
science the
approach of synergetics
is any other chain consisting of { Io
= i
0,
j1, j2.
. .
In
= ~n }~with
the same initial state 10 i0 and final state I,,

The equivalence requirement between (4.44) and (4.48) leads to the condition
~
W(i~i)
v0
nfl
W(lIt+1)
u0
for the two chains ~ and

w(iv+i
n+n~1
~v)
~,
(4.49)
W(I~+~lJ~)
w(jjj~~1)
where i0
J~and
~n =
In, or to the condition
(4.50)
vO
for the closed loop

~{i0, j1~
. .
. ,
~In,
~n+i
~Ini
.
~Ii ~n+nj0
i0}
As condition (4.50) is fulfilled by assumption (4.47), it can be seen that eq. (4.44) is a consistent
definition, presuming that (4.47) holds.
Detailed balance in the form of (4.43) then occurs if we include i and ~as the penultimate (i In_i)
and last (j i~)states, respectively, in the chain ~{i0, i1, . ,i,,_1, ia). In applying formula (4.44) we
obtain
.
P~~(j)
= (~)
P~1(i0)=
J~
P~(i0)=
P~(i).
(4.51)
The result (4.51) ends our verification of the equivalence between the two formulations (4.47) and
(4.43) for the condition of detailed balance.
Let us now come back to checking detailed balance for the concrete case of formulas (4.40), (4.41)
and (4.42). As all closed loops can be decomposed into elementary loops (for details see ref. [34]), it is
only necessary to check condition (4.47) with respect to certain elementary closed loops. As an
example, consider the closed loop
L{(n8)i~(n7~8)>(n7~87+)~
(n87~)~(n8)} ,
(4.52)
which corresponds to the condition

w.,(n8) q71(n718) w~~(n7~87+)
q7~(n87~)
= 1
w.1(n118) q.1(n1~81)w1~(n81) q1~(n8)
(4.53)
Generally, condition (4.53) is not fulfilled if the utilities and motivation potentials have the general
form of (3.37) and (3.38). On the other hand, all closed loop conditions, which together are equivalent
to detailed balance, are fulfilled if the utilities and motivation potentials have the special form:
u7(n,
87) = g7(n7) + h7(n7)87 ,
t37(n, 87)
v7(n7)87 ,
(4.54)
(4.55)
45
where
h7(n7)
v7(n7) v7(n7
1) .
(4.56)
This means that u7 and 67 only depend on the n7 component of the socioconfiguration, but not on any
other components n~.Thus there exists an internal collective interaction within ~P7;
however, there
exists no external collective interaction with other subpopulations
Furthermore, the factors
h7(n7) and v7(n7) are connected via condition (4.56).
The special utilities and motivation potentials of the form (4.54) and (4.55) in connection with (4.56)
do make sense in certain sociological situations, as we will see in chapters 5 and 6 for special versions of
the models. However, in general and sociologically relevant situations, the condition of detailed balance
is not fulfilled. This will also be demonstrated in the models of chapters 5 and 6.
Let us now construct the exact solution of the stationary master equation for the case using the
special utilities and motivation potentials (4.54) and (4.55), for which detailed balance is satisfied.
Initially, we can observe that the subpopulations ~ are independent in this case, since only transitions
within each ~ take place and also because their transition rates depend only on the variables n7, 87 of
~a
Therefore, the total probability distribution factorizes into
~
P~~(n, ,
flP; 81, . . ,
8a
8P~=
fl
Pst,a(fla,
8~).
(4.57)
Constructing Psta(n7,.. n7.; 8,.

87~),we follow the procedure leading to formula (4.44). Thus
we start from the state (Na, 0,. ,0; 0,. . . , 0) and proceed via a chain of states, to the state of
(n~,n7,.
n~8~,8~,. 87), so that nonvanishing transition rates do exist between neighbouring states.
A straightforward calculation (see ref. [34]) leads to
.
. .
. .
. .
Psta(n7,... ~
,8~)=Z18(~n7_Na)
C
1
~
2@
(o +
exp{2[G7(n7)
87v7(n7)]},
(4.58)
where
nj
G7(n7)=~g7(v),
G7(0)=0,
(4.59)
and where the Kronecker factor
~(
i=i
n~_Na)={1 fo~1N,
0 otherwise,
(4.60)
takes into account that only those n7 can appear in the distribution which satisfy the conservation law
~1n70.
(4.61)
46
The factor
is determined by probability normalization,
Za
+0
Psta(n~,.
..
nt,...,
n~0
n~87,. .
8~)= 1.
(4.62)
,5~
We will now determine the position (i~7,87) of the extrema of the distribution function (4.58).
Writing ~St,a in the form
C
~sta(~,
8a)=
n7
C16(~
N )expF(na,8a),
where, making use of the Stirling formula,
8) assumes the form
F(fla,
F(na,
8~) =
(4.63)
~ [G7(n7)
+ 87v7(n7)] a
i=I
1=1
{(~+
87) ln(~9+ 87)
C
~ n7[ln(n7)1],
+ (@
87) ln(e
87)]
(4.64)
we must determine the extrema of F(n, 8cr), under the constraint (4.61), which is taken into account
with the Lagrangian method. The equations of variation read
~a (Fn,8~+A n7)~ =0,
~9n~
~
I~.3
~&
(~~n,
8~)+
~ n7)~
(4.65)
=0.
(4.66)
i=i
Taking into account, that in the limit of continuous variables

dG7/dn7
G7(n7) G7(n7 1) = g7(n7),
dv7(n7)Idn7
v7(n7) v7(n7
1) = h7(n7),
(4.67)
(4.68)
eq. (4.65) yields

ln(i~7)= A + 2[g7(n7)
87h7(n7)]
= A +
2u7(i17, ~7),
(4.69)
or
= e~exp[2u7(t~7, p7)],
(4.70)
and eq. (4.66) yields

2v7(i~7) a[ln(e
+ ~7)
ln(~ 87)]
= 0,
(4.71)
47
or
v7(i~7)= ~aln[(~9 + i~7)/(~

87)].
(4.72)
Comparison of (4.70) with (4.34), and of (4.72) with (4.36) shows that in the case of detailed balance
the extrema (i~7,87) of the stationary distribution function are identical with the stationary points
(7, i~7)of the mean-value equations. Furthermore, a more detailed, but straightforward analysis
shows that the maxima of the distribution function correspond to the stable stationary points (stable
equilibria) of the mean-value equations. And conversely, the saddlepoints or minima of the distribution
function correspond to the unstable fixed points of the mean-value equations.
4.4. A special time-dependent solution to the master equation
The general time-dependent master equation (4.7) represents a system of linear coupled differential
equations of first order in time with respect to all components of P(n8; t). We can now see that there
are a large number of components.
If P subpopulations of ~pa are considered, each with a conservative population number N~(omitting
birthdeath processes) and C attitudes are taken into account, and if each trend parameter 87 can
assume (2~+ 1) values, running from 9 to + ~9,then the number M of components of P(n8; t) of
the master equation is given by
M
[2~ +
1]PC
fl A(C, Na),
(4.73)
where A(C, N) is the number of different possibilities of decomposing N into a sum of C integers,
Na=~n7,
n70, integer.
(4.74)
It can easily be seen that A(C, N) satisfies the recursive relation

A(C + 1, N) =
A(C,
n).
(4.75)
Hence, A(C, N) is a polynomial of (C 1)st order in N. This can be successively determined, for
instance,
A(1, N)
1,
A(2, N) =
(N +
1),
A(3, N) =
~(N
1)(N +
2).
(4.76)
Because of its huge though finite number of components, the time-dependent master equation with
state-dependent transition rates can, in general, only be solved numerically.
However, we will now discuss a particularly simple case, where an exact, analytical solution to the
master equation can be found which also yields insight into the relation between the master equation
and mean-value equations.
48
We consider the case of transitions between attitudes and do not take into account birthdeath
processes or trend parameter dynamics and assume only one homogeneous population, so that the
index a can be cancelled. Furthermore, we assume that the utilities do not describe the effects of the
interaction of the individual with the collective, so that they can still be functions of time, but not
functions of n. The master equation (4.7) then reduces to
dP(n; t)
~ w1~(n~1
t)P(n11 t) ~ w1~(n;t)P(n; t),
(4.77)
with transition rates

w.1(n; t) = n~p11(t)= n,v exp[u1(t)
u.(t)].
(4.78)
The fact that the transitions involved in (4.77) conserve the total number
(4.79)
leads to the statement that due to
~k(ji)
N)
N)
(4.80)
the reduced distribution function

Pr(n; t) =
c8(~~k
N)P(n; t)
(4.81)
is also a solution of the master equation (4.77) if P(n; t) is a solution of it. Evidently Pr(n; t) is, apart
from the normalization factor c, that sheet of the total solution P(n; t) for which the n~components
fulfil (4.79).
We shall now try to solve the master equation (4.77) by assuming a special form for P(n; t). The
form (4.58) of the stationary solution suggests trying the following form, for a time-dependent solution
of (4.77):
P(n,t)= nl!n2!...nC!
(4.82)
from which it immediately follows that

ir(n.. t)
n.
P(n1~,t)=n1!n2!.. nC! n1~1
.
(4.83)
On inserting (4.82) into (4.77) and making use of (4.78), one obtains the equation of motion for
ir(n, t),
d~(n,t
49
[n1p1~(t)~(n1~,
t) n1p11(t)~(n,t)].
(4.84)
We try to solve (4.84) using the ansatz

~(n, t)
[~(t)]nIet(t),
(4.85)
where v~.(t) has to be determined appropriately.

However, before doing this, the meaning of (4.85) should be discussed. By inserting (4.85) into
(4.82) one obtains
C ~111~~
(t\1~1e~~
,
P(n, t)
fJ
= 1=1 L
(4.86)
1.
so that the ansatz of (4.82) and (4.85) amounts to a C-dimensional Poisson probability distribution,
which is already correctly normalized because of the relation
~ P(n, t)
1 e~~ fl 1= 1.
(4.87)
n
1~J~ k(t
1.
= 1=1 ~
1=1
It is well known and can be seen immediately that in this distribution the t~(t)have the meaning of the
mean values 1(t). Indeed it follows that
=
~ n1P(n, t) = ~
fl n~
et(t)
= ~
(3P(n~t)+ P(n, t)) ~(t)

=
~(t).
(4.88)
In the last line of (4.88), eq. (4.87) and its consequence

(4.89)
have been used.
It must now be checked whether and under which conditions for t.~(t) the ansatz (4.85) can solve
eq. (4.84). First, we note that according to (4.85) the following relations hold:
dlT(n,
t)
ir(n1~,t)
~ (n~~
(4.90)
z~)1T(n,t),
(i~./i~)~r(n,
t) .
(4.91)
Putting these to use in (4.84), we obtain
~ (n~~
~)1r(n, t)
n~ir(n,t)~
(p11(t) ~
_p1~(t)).
(4.92)
50
Comparing the coefficients of n1ir(n, t) and of 1r(n, t) under the sum ~

following conditions for i~(t)must be fulfilled:
~(t)
~(t)
p1~(t)~(t)],
[p1~(t)
i =1,2,...
C,
=0,
~(t)
in (4.92), we can see that the
(4.93)
(4.94)
so evidently (4.94) is a consequence of (4.93).

It now appears that (4.93) is nothing but the equation of motion (4.28) for the mean values specific
to the case under consideration. This means that in the case of configurational transition rates (4.78),
which are linear in n., the master equation possesses an exact time-dependent solution. That is the
multi-dimensional Poisson distribution, whose mean values move according to the mean-value equations (4.28) (which are also exact in the linear case!). Thus the Poisson distribution accompanying the
mean values takes into account the stochastic fluctuations around the latter, since the master equation
describes the full probabilistic process.
In the case of time-independent rates p~,the solutions of the mean-value equation (4.93) evolve into
the unique stationary mean values
Nexp(2u,)
t)j=nj=
(4.95)
~j=i
exp(2u1)
Correspondingly, the solution (4.86) of the master equation (4.77) evolves into the unique, stationary
probability distribution
e~ =
n1!n2!~. nC! exp(2 ~ Ui(ni)),
(4.96)
where
U1(n1) =
~I
u1
u1n1.
(4.97)
Simultaneously, the reduced distribution

P~(n,t)
c8(n1
N)P(n, t)
(4.98)
merges into the reduced stationary distribution

,~ exp(2 ~ Ut(ni)),
(4.99)
n1.n2.
nC.
1=1
1 = c, which concurs with the general formula (4.58) putting the trend parameters ~ equal to
with
zero Z
and after inserting the special utility potentials (4.97) instead of (4.59).
Prst(fl) =
51
4.5. Probability distribution and stochastic trajectories

We have utilized the master equation approach for the description of sociodynamics. This approach
makes use only of directly accessible and behavioural dynamic quantities on the microlevel of social
processes, namely the probabilistic transition rates between the attitudes of individuals. The probability
distribution P(n8; t), which develops according to the master equation, describes the evolution in terms
of probabilities of an ensemble of stochastically equivalent social systems, where each system is
represented by a system point (n, 8) in the 2CP-dimensional system space .9.
In section 4.2 we also derived from the master equation the (approximate) equations of motion of the
mean values (n(t), 8(t)) of all the system points belonging to the ensemble.
In this section we will consider the dynamics of the system point (n, 8) E ~9Pof an individual system
belonging to an ensemble of stochastically equivalent systems, and its relation to the probability
distribution P(n, 8; t).
For illustrative purposes it is convenient to imagine the system space .9as consisting of elementary
cells, so that exactly one lattice point {n~,.. . ,n~. . . ; n~,. ,n~ 8~,.. . , 8~. . . ; 8,. . . ,8~}
with the integer values n7, 87, occupies a cell. An individual system point then moves via a stochastic
hopping process from cell to cell, dictated by the probability rates w~(n8;n8). This means in more
detail that: If the system sits in cell (n,8) at time t, then for small T the probability to find the same
system in the neighbouring cell (n, 8) at time (t + T) is rw~(n8;n8), and the probability to find it
still in cell (n, 8) at time (t + T) is (1 T ~
w~(n8;n8)). The hopping process can be numerically
simulated by Monte Carlo methods. We denote the path through the lattice via this hopping process as
the stochastic trajectory of the system.
We assume that each cell has at least one in- and at least one out-transition rate from and into
adjacent cells, and that all cells are interconnected directly or indirectly by such transition rates. This
assumption has important consequences: Each system point, wherever it starts, has a finite, nonvanishing probability of reaching every other cell in the course of time. Indeed, it will have to leave every cell
after some staying time, as there is a finite out-transition rate for at least one adjacent cell. And it will
reach every cell, since there exists at least one sequence of finite transition rates between the origin cell
and the destination cell. In this sense, all system points situated in any cell, are equivalent, since they
similarly traverse all cells in the course of time. Stochastic trajectories thus satisfy ergodicity, as each
cell of the system space is reached sooner or later by each individual system. (More precisely: the
probability to avoid a given cell in the time interval T converges to zero for T
c~o.)
Let us now consider the relation between the individual stochastic trajectories and the probability
distribution. The latter represents an ensemble of system points, so that their relative cellular frequency
is proportional to the probability of that particular cell.
Since the stationary probability distribution does not change with time, and since, on the other hand,
each system point jumps to another cell after staying some time, it is apparent that both facts are only
compatible if the mean staying time of each system point in a cell is proportional to the stationary
probability of that cell! This means that domains of cells with a high stationary probability are
simultaneously domains of a long-term metastability for any system point which reaches these states.
And, on the other hand, domains of cells with a low stationary probability describe short-term transient
states, which can be traversed rapidly by any system point. In socio-political interpretation this means:
Domains of a high stationary probability indicate stagnant metastable situations, whereas domains of
low stationary probability indicate transient revolutionary situations.
The purpose of dynamic theory is to find out how, in detail, the cells are traversed. Some insight,
. .
52
however, is already possible from general arguments. In particular, the question of whether the
condition of detailed balance is fulfilled or not, plays a role in the global structure of the trajectories of
the system points!
As we have seen, the fulfillment of detailed balance means that the net probability flow between
each pair of adjacent cells vanishes in the stationary state. If this state is realized by a stationary
ensemble of system points, then the vanishing net flow must be implemented by equal numbers of
system points jumping in one direction and in the reverse direction between such adjacent cells. Since
the flow from an origin to a destination cell is the product of the probability of the origin cell along with
Table 4.1
The general conceptual framework for the quantitative modelling of sociodynamics.
Universal
Concepts
for General
Multi
Component Systems
e.g. Transition Rates;
Master Equation; Meanvalue Equations
MICRO
Individual Utilities
and
Motivations
Deterrmmng
the
Transition
Rates
between Attitudes
Master
Equation
for Probability Distribution
MACRO
Meanvalue Equations for Socio- and

Trendconfiguration
THEORY
Specific Concepts for

Social Systems
e.g. Attitude Space; Socioconfiguration; Dynarnic Utilities; Motivation
Potentials
______
_______
Feedback
Loop
between
Model Construction
and
Empirical
Validation
Field Inquiries and

Panel Data
_____________________
Regression Analysis for Determination of Trend Parameters in Macro

Equations
Model Simulations,
Case Studies, Forecasts
EXPERIENCE
W.
Weidlich, Physics
and social science
53
the transition rate from the origin to the destination, it can be seen that the system points in cells of low
(or high) stationary probability will have a high (or low) jumping frequency ( transition rate) towards
the cells with higher (or lower) stationary probability.
On the other hand, in the case of nonfulfillment of detailed balance there exists a nonvanishing,
stationary net probability flow out of each cell into an adjacent cell. In order to remain in a stationary
state, the receiving cell must pass the net flow on to an adjacent cell, and so on! Therefore an organized
flow in some direction will arise in the system space. Since this flow cannot leave the finite system space
because of conservation of probability, the flow must be closed in a quasi-cyclic way. In other words,
the flow must consist of one or more circular flows between the cells. Again the system points of the
stationary ensemble must realize the nonvanishing, net probability flow by statistical jumping processes,
but now with a surplus jumping in the direction of the net probability flow. Thus one expects with
increasing violation of detailed balance that the majority of trajectories (apart from superimposed
fluctuations) run parallel to the net probability flows. Since the latter have a ring structure, one also
expects that the trajectory of the (approximate) mean-value equations (in so far as they represent the
motion of individual system points), reflects this structure by exhibiting quasi-cyclic motion, in terms of
limit cycles or strange attractors. In the forthcoming examples we will see that this connection indeed
exists so that the approximate mean-value equations partially reflect the existence of the quasi-cyclic
nature of the net probability flow.
Summarizing, we can conclude that in cases where the model fulfils detailed balance, on the whole
one expects a preferred motion of system points from cells of low stationary probability towards cells of
high stationary probability, and rare motions in the inverse direction.
In cases where the model violates detailed balance, on the whole one expects the components of
system point motion to be parallel to the net probability flows of quasi-cyclic character. The solutions of
the approximate mean-value equations indicate the quasi-cyclic net flows by exhibiting limit cycle or
strange attractor behaviour.
At the end of chapters 3 and 4, in which our main general concepts for the quantitative modelling of
sociodynamics were developed, we give a schematic overview over this conceptual framework in table
4.1.
5. Collective opinion formation

Opinion formation of individuals within their own political systems is the most appropriate example
to demonstrate and apply the concepts developed in the preceding chapters. We will proceed as follows:
After discussing the problem of reducing the number of independent political opinions, we then treat in
section 5.1 the simple two-opinion case to elucidate several principal questions. This model was
already introduced in refs. [35] and [8] in preliminary form. Here the model is presented in extended
form by including an endogenous and stochastic trend parameter dynamics. Section 5.2 is then devoted
to the concrete opinion dynamics in a democratic multi-party system, described by the mean-value
equations of motion. In particular the relation between the change of voting behaviour (i.e. flow of
voters between parties) and the shifts of party images will be considered.
In applying our general framework to the case of collective opinion formation, we identify an
attitude with an opinion with respect to political issues. But, proceeding directly, we are easily led
to an extremely high number of possible opinions: For example, let there exist 10 independent political
problems with only two alternative solutions for each. Thus 210 = 1024 different opinion combinations
54
are possible for the 10 problems altogether! However, the way of achieving a reduced number of
political opinions is well known: Each of few political parties develops an opinion profile of a certain
internal coherence, with respect to all issues. And the voter in the election then decides between these
few preformulated opinion profiles of the existing parties. Therefore, we will henceforth identify
opinion i as favouring political party i.
5.1.
The two-opinion case
The simplest case of two political opinions i = + and i = corresponds to the existence of two
political parties and comprises democratic and totalitarian political systems as well.
In the democratic case the majority party governs and the minority party is in opposition. In the
totalitarian case the governing party i = + represents the ruling ideology of the system, whereas i =
represents the counter-ideology of the (perhaps not officially permitted) party of dissidents. We will
see if the differences between the dynamics of the democratic and the totalitarian systems can be
characterized by model parameters.
Our model will be oversimplified insofar that we assume only one homogeneous population,
endowed with one and the same political psychology (extensions to several politically interacting
subpopulations are feasible and are indicated). Due to its oversimplified form, with many behavioural
details expressed in terms of only a few trend parameters, we consider it as a semi-quantitative model.
On the other hand, we will take the two-opinion case as an example to demonstrate the relation
between the stochastic treatment (master equation) and the quasi-deterministic treatment (mean-value
equations). Furthermore, the trend parameter dynamics is treated in a fully endogenous, integrated
manner according to sections 3 and 4. The political interpretation of the model will be seen later, when
its mathematical formulation and numerical evaluation are available.
In order to formulate the model, the socioconfiguration and the trend configuration must be specified
and the probability transition rates must be set up in terms of dynamic utilities and motivation
potentials. The socioconfiguration:
{n~,n}
with n~0, n 0,
consists of the numbers n + and n indicating people favouring party

-
(5.1)
+
will neglect birthdeath processes, so that

2N=n~+n_
and party
respectively. We
(5.2)
namely, the total number of people is a conserved quantity, and

n~=N+n,
n=Nn
(5.3)
can be expressed by the only relevant variable

n=~(nnj,N~n~+N.
The trend configuration is introduced by the integer trend parameters
(5.4)
55
{8,&}, 8++,
(5.5)
for people favouring party + or

respectively. In setting up the transition rates for the socio- and
trend configuration we proceed strictly according to chapter 3, eqs. (3.37)(3.42). Introducing the
dynamic utility for the members of parties + and , respectively,
u(n,&)=g(n)+h(n)&,
h(n)0,
(5.6)
and the motivation potentials for changes of the trend parameters,

~(n+,8~)= v(n)8,6(n, &)
one obtains according to
(3.25)
v(n)&,
(5.7)
to (3.42) the individual transition rates,
p~_(n,8)
Iexp[u(n~+ 1; 8~) u(n; 8_)],
p_~(n,8)
~exp[u(n
+ 1; &)
(5.8)
u+(n+;
8k)],
the configurational transition rates

w~(n, 8)
np~(n, 8),
w~(n, 8)
n~p~(n,8),
(5.9)
and the transition rates between trend parameters in each individual,

2
~s(t9 8~~exp[v(n)], q~1=p~+8~~exp[v~(n)],
q~= ~( 8)~exp[v(nj],
q~= ~( + &)~exp[v(nj].
=
(5.10)
The model can be further simplified by assuming that the trend parameters 8~and & of the two
opinion groups are exactly opposite,
(5.11)
The probabilistic dynamics of 8~and (&) must then also coincide. This demands that (5.10) is
simplified into
= q~
q~= ~L(t9 O)~ exp[v(n)],
(5.12)
~
v~(n)=u_(n4=v(n).
Finally, the functions g(n ), h(n )and v(n) will be chosen so that the model becomes fully explicit.
Their simplest form can be seen as
g(n+)= ~in~ ,
(5.13)
h(n+)~y,
(5.14)
56
W.
Weidlich, Physics and social science the approach of synergetics
v(n)=/3n=[i(n~ N)=/3(n_ N).
(5.15)
And the transition rates (5.8), (5.9) and (5.12) now take the final form
=
t. exp(Kn
y8)
v exp(Kn)exp(y8),
(5.16)
p=Pexp[(Kn+y8)]=Pexp(Kn)exp(y8),
z.=i~eK
and hence
w~(n,8) =
(N
n)p~(n,8),
w~(n,8) =
(N +
(5.17)
n)p+(n, 8),
q
1(n,8)=p,(98)exp(/3n),
q1(n,8)=~(+8)exp(/3n).
(5.18)
We must keep in mind that w~_(n,8), w~(n,8), q~(n,8) and q1(n, 8) induce the transitions
[(n8)~
(n + 1, 8)], [(n8)
(n 1, 8)], [(n8)~
(n, 8 + 1)], and [(n,
8)~(n, 8 1)], respectively.
The transition rates (5.16) to (5.18) contain several parameters which are denoted according to the
following interpretation: 2N is the total number of individuals involved, t the opinion evolution speed,
K the opinion pressure, y the trend influence strength, j.t the trend evolution speed, 19 the (maximal)
trend amplitude, /3 the affirmation strength (for /3 > 0) or dissidence strength (for /3 <0).
The master equation for the probability distribution
P(n, 8; t)
(5.19)
over the two relevant variables n [see (5.4)] and 8 [see (5.11)] can now be easily set up. This is a special
case of the general master equation (4.7), and reads
dP(n, 8; t)/dt = [w~_(n 1, 8)P(n
1, 8; t) + w~(n+ 1, 8; t)
w~_(n,8)P(n, 8; t) w_~(n,8)P(n, 8; t)]
+ [q~(n,
8 1)P(n, 8 1; t)
q1(n, 8)P(n, 8; t)
q~(n,8 + 1)P(n, 8
q~(n,8)P(n, 8; t)]
1; t)
(5.20)
Using the general procedure of chapter 4, the equation of motion for the mean values,
~
nP(n, 8; t),
(5.21)
~(t)= n~N ~
8P(n, 8; t),
(5.22)
ii(t) =
n~N
can be easily derived. They read in exact form

d(t)/dt
w+_(n, 8) w_~(n,8),
d8(t)/dt = q~(n,8) q1(n, 8),
(5.23)
(5.24)
W.
Weidlich, Physics and social science the approach of synergetics
57
and in approximate form

d(t) /dt
w~(n,i~) w~(~
8)
d~(t)/dtm
q~ ~) - q~ ~) = ~[(19
sinh(iui + y8)
= 2v[N
-
~ exp(/3~)-(19
ri cosh(K
+
8)],
+ y
i) exp(-/3~i)].
(5.25)
(5.26)
Introducing the scaled variables

x=8/19,
1x~+1,
y=i~/N, 1~y+1,
(5.27)
f3=N/3,
~~),
~=NK,
and choosing for simplicity a

dy/dr =[sinh(i~y + jx)
dx/dr
~[sinh(/3y)
=LL/p,
1, the mean-value equations (5.25) and (5.26) take the form
T2Pt,
y cosh(,~y+ jx)],
x cosh(f3y)].
(5.28)
(5.29)
The master equation (5.20) and the mean-value equations (5.25), (5.26) exhibit a simple symmetry:
Evidently the transition rates (5.17) and (5.18) satisfy the symmetry relations
(5.30)
w~_(n,8)=w(n,8),
q
(5.31)
1(n, 8) = q1(n, 8).

After the substitutions
n~n=(n),
(5.32)
8~8(8),
and after making use of (5.30) and (5.31), one observes that
P(n, 8; t)
P(n, 8; t)
(5.33)
fulfills exactly the same master equation as P(n, 8; t). In other words: the master equation is invariant
under the substition (5.32). This invariance has the consequence that with each distribution P(n, 8; t)
which is a solution of the master equation, another distribution P(n, 8; t), defined by eq. (5.33) is
associated, which is also a solution of the same master equation. Since all time-dependent solutions of
(5.20) converge with t~ to the unique stationary solution P,~(n,8), this solution must therefore fulfil
the symmetry relation
P,1(n, 8) = P~1(n,8).
(5.34)
The same holds for the mean-value equations (5.25), (5.26). These are invariant under the substitutions
i~(t)~n(t)
= ii(t)
~(t)~
8(t)
= 8(t).
(5.35)
58
Therefore for each solution {n(t), 8(t)) of (5.25), (5.26) also {h(t) = n(t); 8(t) = 8(t)) is a
solution of the same equations.
Now we will consider the stationary solutions of the master equation and the mean-value equations.
An analytical solution of the stationary master equation can only be constructed if the condition of
detailed balance,
w_+(n + 1, 8)P51(n + 1, 8)
q~(n,8 + 1)P~~(n,
8 + 1)
q1(n, 8)P~1(n,8),
w(n,8)P51(n, 8),
(5.36)
is fulfilled. Elimination of P5~(n,8) leads, according to the general procedure of chapter 4, to the
equivalent condition
1
q~(n,8+1)w~(n+1,8+1) q~(n+1,8)
w~(n,8)
q~(n,8)
w+_(n, 8 + 1) q1(n + 1, 8 + 1) w~(n+ 1,8)
(537)
which is only satisfied for

f3=y.
(5.38)
In this case we obtain P~~(n,

8) by the construction formula
P~1(n,8)=fl
~-=O
q,(n,r) ~
w+(v,0) P51(0,0),
q1(n, r
) v~0 w_~(x. , )
(5.39)
which yields, after inserting (5.17) and (5.18) together with (5.38),
2) P~
P~~(n,
8)
(~2N )(2N)
[(2e)(2y]a
exp(2y8n + Kn
1(0,0).
(5.40)
The factor P~1(0,0) is then determined by probability normalization,
(541)
Rewriting P~1(n, 8) by making use of the Stirling formula
1 e~,
n! n
one obtains the formula
(5.42)
P,
1(n,8)mCexp[F(n,8)],
2 [(N+
F(n, 8)= 2y8n + ~n
(5.43)
n)ln(N+ n)+ (N n)ln(N n)]
(5.44)
59
from which the extrema (maxima) of the distribution P51(n, 8) can be easily determined. The formulas
0F(n,8)/an~~~=0,
(5.45)
t9F(n, 8)/a8~~,~
=0,
(5.46)
give the transcendental equations
= N
tanh(yi~+ 1(n),
(5.47)
= 19
tanh(y/a),
(5.48)
which must be obeyed by the extrema (, i~)of P51(n, 8).

Let us now consider the mean-value equations (5.28) and (5.29) in order to obtain supplementary
information about the model. A first satisfactory result is that the stationary solutions of these
equations, namely 9 and ~, satisfy the relations
9 = tanh(,~9+ ~),
(5.49)
~=tanh(I39),
(5.50)
which completely coincide with eqs. (5.47), (5.48), which define the extrema of the stationary solution
of the master equation, in the case of detailed balance and for the choice a = 1. It follows from (5.49),
(5.50) that the point
(9, 1) = (0, 0)
(5.51)
is always a stationary solution of the mean-value equations. The question concerning the stability or
instability of this point is important for the global behaviour of the solutions of (5.28) and (5.29). Thus
we must make a linear stability analysis around this point.
For small y(r) and x(r), the mean-value equations read in linearized form
dy/dr=5x+~y,
(5.52)
dx/dT = six + i%f3y,
(5.53)
(5.54)
Equations (5.52), (5.53) are solved by the eigensolutions

y(r)
= y0
eAT,
x(T)
x0 e~,
(5.55)
where A must fulfil the eigenvalue condition

,1A /1_AH0.
(5.56)
60
The solutions of (5.56) are

A12 =
-~(/1
~)
~\/(/1
)2
+4(/1/1+ /1yp).
(5.57)
The general solution of (5.52), (5.53) can now be represented as a linear combination of the two
eigensolutions (5.55) in which A = A1 and A = A2. And thus the point (5.51) is a stable stationary point,
only when both eigenvalues A1 and A2 have negative, real parts. Conversely, this point is unstable if at
least one of the eigenvalues has a positive, real part.
The conditions for instability, in terms of the parameters iZ, /3, /1 and ~, can be easily found from
(5.57). It can be seen that
1.
evidently, the point (5.51) is always unstable if

(5.58)
or equivalently, if
(5.59)
2. The point (5.51) is (independently of condition 1) also unstable if

4(/1~+/1~f3)>0,
(5.60)
or equivalently if
(5.61)
In case 2 the root in (5.57) and therefore the eigenvalues A1 and A2 are always real.
On the other hand, the condition for an imaginary root in (5.57) and hence for complex conjugate
eigenvalues A1 and A2 reads
(5.62)
or equivalently
4/Ly.
(5.63)
2
p)
/
A limit cycle solution of the mean-value equations (5,28) and (5.29) can be expected if the origin (5.51)
is unstable and if the eigenvalues are complex, that means, if the conditions (5.58), (5.59) and (5.62),
(5.63) are fulfilled simultaneously.
Figure 5.1 exhibits the domains of instability of the stationary solution (9, ~) = (0,0) and of complex
eigenvalues in the #~/3parameter space for given values of ~ > 0 and p. > 0.
/3 < (pt +
Interpretation of the model. The interpretation of the model must start with its variables and in
particular with an explanation of the form of the transition rates.
-~
61
/ y
>
Fig. 5.1. Domain of instability of the stationary point (9,1) (0,0) (/1/I) and domain of complex eigenvalues (\\\\), in
K
~,
/3 space for given values of
j~>0and ~>0.
The latter provide the core of the model philosophy, since they contain the political psychology of
the individual, insofar as it can be expressed in terms of changes of opinions and hidden trends. The
meaning of all further model parameters is thereupon defined implicitly via their way of entering the
form of the transition rates.
By definition, the attitude i which is + or describes the publicly or more or less officially
expressed opinion of an individual in favour of the party (or ideology) + or
The variable n derived
from the socioconfiguration [see eq. (5.4)] then indicates the majority weighting of one opinion in
society: Increasing positive (or negative) values of n indicate the increasing prevalence of opinion + (or
of opinion ).
In addition, it is also assumed that each individual possesses an internal hidden trend behind his
publicly expressed opinion. Although this trend is not directly measurable in terms of publicly observed
opinions (but perhaps indirectly by skillful field inquiries), it plays an important role in the dynamics of
collective opinion formation, as we will see. Within the model, this trend is accounted for by the trend
variable 8 or 8, which is to be attributed to each individual with opinion + or
respectively.
Now, the crucial model assumption is that the transition rates between the openly expressed opinions
+ and and between the internal trend degrees 8 and (8 1) depend (apart from certain fixed
parameters) particularly on the sociovariable n and the trendvariable 8! (This leads to the consequence
that n and 8 become endogenous, dynamic variables.)
Let us now discuss in detail the form of the transition rates (5.16) and (5.18), which occurred due to
the specialization of the more general considerations in chapter 3.
The transition rate p+_ from to + contains the two factors exp(Kn) and exp(y8) [see (5.16)]. The
factor exp(Kn) takes into account the fact that people have an inclination to accommodate their own
(openly exhibited) opinion to the (publicly known) opinion of the majority: When K is positive, the
transition rate p~ from to + increases for growing positive n, whereas simultaneously the transition
rate p from + to declines.
The (positive) parameter K describes the strength of this trend. We denote K as the opinion pressure
.
62
parameter, as it is a measure of the pressure exerted on the individual to adapt his opinion to that of
the majority. Hence, all psychological influences merge into the parameter K such as media propaganda, the opportunists career expectations, the hope for the improvement or the fear of the
deterioration of the social status, etc. making it more or less advantageous for the individual to align
himself to the majority opinion.
Therefore we expect that ~ is also an appropriate parameter to distinguish quantitatively between
political climates, in particular between a liberal (small K) and a totalitarian (large K) climate.*) We will
see that the model results confirm this interpretation.
The second factor exp( y8) in p + modifies the influence of the public opinion pressure, by the effect
of the trend parameter 8 common to each individual. By definition, y is chosen as a positive coefficient,
which is a measure of the strength of the influence of the internal trend parameter 8. We observe that a
positive trend 8 increases the transition rate from to +, whereas a negative trend 8 diminishes this
rate. The converse holds for transitions from + to
Therefore a positive (or a negative) internal trend
8 can be interpreted as psychologically, internally organized agreement (or disagreement) in relation to
the publicly exhibited opinion +. The opinion evolution speed i. in p~ can then be seen as an overall
measure for the speed by which the opinion adjustment processes take place in society.
The internal trend 8 of the individuals, which has just been interpreted, is now treated as a variable
obeying endogenous dynamics, induced by the transition rates q~and q~[see (5.18)] from 8 to (8 + 1)
and to (8 1), respectively. These transition rates are again a quantified expression of an individuals
possible political psychologies.
The first factors in q~and q1 clarify the plausible assumption that there is a lower and upper
-
innate saturation limit 19, belonging to the amplitude of the trend 8, beyond which no transition can
take place. The exponent a determines the smoothness or abruptness with which this limit is reached.
However, most important is the second factor, exp(+f3n) or exp(f3n) in q1 or q1, respectively,
which quantifies the observation that the evolution of the internal, individual trend depends on the
public situation, whose proxy is the public opinion majority parameter n. Two cases are feasible:
If the parameter /3 turns out to be positive (hence denoted as affirmation strength), then we have a
society of affirmative individuals since the internal trend 8 develops (via q1 and q ~) towards values
supporting the prevailing public opinion. In this case a mutual reinforcement between external
majority opinion and internal trend takes place.
If, alternatively, the parameter /3 turns out to be negative (thus denoted as dissidence strength), then
we have a society of individuals whose majority is silently and internally in opposition to the publicly
expressed majority opinion, as the internal trend now develops towards values opposing the prevailing
public opinion.
The latter case is the more interesting one, since it seems to be a rather general rule of political
psychology that every realized situation (represented here by n, the majority parameter of the public
opinion) is seen as more or less unsatisfactory, so that the internal trend goes into opposition to it
sooner or later. Whereas the dissidence strength /3 quantifies the more or less strong tendency to
go to mild opposition or even to radical dissidence against the prevailing political opinion, the trend
evolution speed p. quantifies the overall speed of the trend evolving sooner or later into opposition.
Before interpreting the model results, a general remark concerning the parameters
K, y, ii; 19, a, /3, p. appearing in the transition rates should be made. They are treated as model
constants here, but they cannot be seen as constants of nature. Instead they must also be considered
*)In ref. [35]the parameter K was introduced and interpreted in this manner for the first time.
63
as psychopolitical parameters, slowly evolving in time. However, their dynamics is either neglected or
treated as exogenous within the given frame of the present model, although this dynamics should be
included endogenously in a more comprehensive treatment.
Interpretation of numerical model solutions. Semi-quantitative models are too simplified to allow for
a detailed quantitative comparison with real systems. But instead, their usefulness consists in simulating
a manifold of solutions corresponding to situations characterized by well-interpretable small sets of
model parameters. The concrete dynamics of the model can then be compared with the essentials of the
evolution of real systems. Thus the insight into the qualitative behaviour of the latter can be sharpened,
in the sense of the feedback loop between quantitative and qualitative thought. Indeed, even the
oversimplified model presented here gives an insight into the dynamics of real political systems, which is
sufficiently obvious to leave the identification of analogies with concrete historical and actual events to
the reader.
We select representative model solutions as follows: Initially, some parameters are fixed throughout
all simulations; the values
/1=p.Izi2,
2N20
(5.64)
have been assumed. The very small number 2N = 20 has been chosen for illustrative purposes because it
yields broad probability distributions. The width of these distributions shrinks considerably for realistic
numbers N 1, whereas the mean-value equations in scaled variables do not depend on N.
Secondly, we divide the model solutions into two groups; group I, where /3 > 0 corresponds to
affirmative, internal trend behaviour, and group II, where /3 <0 describes systems with dissident,
internal trend behaviour. In group I we have chosen /3 = so that detailed balance also holds [see
(5.38)]; however, in group II detailed balance can never be fulfilled because of y >0.
Within both groups, different values of the opinion pressure parameter were selected, varying from
= 0 to higher values. Each choice of a parameter set will now be illustrated by two figures. Figure a
exhibits the flux lines of the corresponding solution of the mean-value equations and figure b shows the
stationary solution of the master equation belonging to that case.
~
Case 1.1. Parameters i~= 0; /3 = = 0.5. This case can be interpreted as a liberal society without any
opinion pressure and with a weak affirmation trend. According to fig. 5.2a the origin
= (0, 0) is a
stable node, with real eigenvalues A1 and A2 and with all flux lines approaching it. The origin
corresponds to a stable balanced opinion and trend situation consisting of equal weightings of both
opinions (n = 0) and of a neutral internal trend (8 = 0). Figure 5.2b shows the probability fluctuations
around the stable origin.
(9,
~)
Case 1.2. Parameters i~= 0; /3 = = 1.2. This society may still be denoted as liberal (since ,~= 0).
However, the affirmation strength parameter /3 and the trend influence strength j~on the formation of a
public political opinion are so strong that they lead to instability of the balanced opinion/trend situation
and to the self-organization of a stable majority opinion (either >0 or 1/ <0) and a corresponding
stable affirmative trend (either 8 >0 or 8 <0).In this society an affirmative trend generates the
prevalence of one public opinion, which, since /3 > 0, successfully stabilizes the affirmative internal
trend. Figures 5.3a and 5.3b exhibit the flux lines of the mean values ending at one of the two stable
points, and also exhibit the corresponding, stationary probability distribution of the societies.
64
Fig. 5.2. Case 1.1. Parameters i~= 0; ~ = y= 0.5. No opinion pressure, weak affirmation strength. (a) The flux lines approach the stable balanced
opinion situation (9,1) = (0,0). (b) Unimodal stationary probability distribution peaked around the origin (0,0).
Fig. 5.3. Case 1.2. Parameters ~ = 0; /3 = 9 = 1.2. No opinion pressure; strong affirmation strength. (a) Unstable balanced opinion situation (0,0).
The flux lines approach unbalanced opinion majority situations stabilized by affirmation. (b) Bimodal stationary probability distribution peaked
around the stable opinion majority situations.
Case 1.3. Parameters ,~= 1; /3 = = 0.8. Although figs. 5.4a and 5.4b exhibit a collective behaviour
similar to the preceding case, the political psychology in this society is of a different nature. Because of
its relatively high opinion pressure, i.e. i~= 1, it already has a totalitarian inclination. However, the
affirmative strength /3 and the trend influence on the public opinion ~ are weaker than in case 1.2.
Nevertheless, an even more pronounced opinion majority is stabilized within this society. In contrast to
case 1.2, this self-stabilization is mainly due here to the opinion pressure effect and less to the
affirmative trend 8, whose value is somewhat lower here. The similarity of the flux lines and probability
distributions of figs. 5.4 and 5.3 demonstrates that certain collective structures of a society may
coincide, although they may be caused by considerably different individual behaviour.
Case 11.1. Parameters ,~= 0, /3 = 2; 5~= 1. This case describes a liberal society without opinion
pressure (~= 0), but it has a population strongly inclined to (internally) opposing any prevailing public
65
1)
Fig. 5.4. Case 1.3. Parameters ~ = 1; /3 = 9 = 0.8. Considerable opinion pressure; moderate affirmation strength. (a) Unstable balanced opinion
situation (0,0). The flux lines approach unbalanced opinion majority situations stabilized by affirmation and opinion pressure. (b) Bimodal
stationary probability distribution peaked around the stable opinion majority situations.
official opinion due to the high value, /3 = 2, of the dissidence strength. Hence the build-up of
stable opinion majorities is prohibited. Every nonbalanced situation sooner or later develops into a
balanced opinion/trend situation. This is demonstrated in fig. 5.5a with all mean-value flux lines
spiralling into the only stable focus, that is, to the origin. The eigenvalues A1 and A2 are complex here.
The real situations fluctuate around the balanced situation, as exhibited by the corresponding stationary
probability distribution in fig. 5.5b.
Case 11.2. Parameters i~= 1; /3 = ~ j = 1. Here we have a society with a weak dissidence strength
(/3 = ~) and with totalitarian tendencies already in the opinion climate (i~= 1). The balanced
opinion/trend situation (i.e. the origin) is still a stable fixed point. But in contrast to case 11.1 it is now a
stable node, with real eigenvalues of A1 and A2. As depicted in fig. 5.6a, the mean-value flux lines now
approach the origin, mainly from previously established, unbalanced opinion situations (n > 0 or n <0),
(a)
Fig. 5.5. Case 11.1. Parameters i~= 0, /3 = 2; 9 = I. No opinion pressure; strong dissidence strength. (a) Stable balanced opinion situation (0. 0).
The flux lines spiral into the origin (0,0). (b) Unimodal stationary probability distribution peaked around the balanced opinion situation (0,0).
66
~a)
Fig. 5.6. Case 11.2. Parameters i~= 1; /3 = 1/4; 9 = 1. Considerable opinion pressure; weak dissidence strength. (a) Still (marginally) stable
balanced opinion situation (0,0). The flux lines approach the origin via strongly unbalanced opinion situations. (b) Broad but still unimodal
stationary probability distribution with large variance around balanced opinion situation (0,0).
with a small internal trend in opposition (8 ~ 0 for n >0, and 8 ~ 0 for n <0). Once established,
opinion majorities have a relatively long lifetime, as demonstrated by the broad probability distribution
of fig. 5.6b.
Case 11.3. Parameters i~= 1.5; /3 = ~ ~ = 1. This society has a weak dissidence strength (/3 =
too, but a fully developed totalitarian opinion climate (i~= 1.5). It can be guessed that it behaves
according to the wishes of an authoritarian and/or ideologically biased government. The dissidence
strength here is too weak to cope with the effects of the opinion pressure. Therefore all initial situations
develop into a stable situation with the strong prevalence of one public majority opinion, and
simultaneously, with a weakly developed internal trend opposing public opinion. This dynamic is
depicted in fig. 5 .7a. Figure 5 .7b shows that probability fluctuations around the stable situations take
1I~E
place and that a balanced opinion/trend situation is now very improbable.
-i
Fig. 5.7. Case 11.3. Parameters i2 = 1.5; /3 = 1/4; 9 = 1. Strong totalitarian opinion pressure; weak dissidence strength. (a) Unstable balanced
opinion situation (0,0). The flux lines approach stable unbalanced opinion majority situations, in which the opinion pressure outweighs the
dissidence strength. (b) Bimodal stationary probability distribution peaked around the stable opinion majority situations.
W. Weidlich, Physics and social science the approach
of synergetics
67
Case 11.4. Parameters ,?=3.5; /3=2; j=2; and Case 11.5. Parameters i~=3.5;/3=5; j=5.
These cases describe full totalitarian societies with dramatic revolutionary dynamics arising from the
antagonistic competition between the effects of a strong opinion pressure
= 3.5) and the equally
strong dissidence strength (/3 = 2 or /3 = 5). Case 11.5 is more extreme than case 11.4, but
structurally similar.
Mathematically, in these cases the only stationary state of the mean-value equations, i.e. the origin,
is an unstable focus having complex eigenvalues of A1 and A2 with a positive real part. It can be checked
(,?~
that the conditions for the PoincarBendixon theorem are fulfilled for the domain of variables, if the
origin is excluded. Hence a limit cycle solution for the mean-value equations must exist in this domain.
This is demonstrated in figs. 5.8a and 5.9a for cases 11.4 and 11.5, respectively.
Let us now consider the phases of evolution of these societies, by following the mean-value
Fig. 5.8. Case 11.4. Parameters i = 3.5; /3 = 2; 9 = 2. Very strong totalitarian opinion pressure and strong dissidence strength. No stable
stationary situations. The flux lines approach a limit cycle comprising metastable pronounced opinion majority situations sustained by very strong
opinion pressure but finally destabilized by strong dissidence trend.
(b)
Fig. 5.9. Case 11.5. Parameters ~ = 3.5; /3 = 5; 9 = 5. Very strong totalitarian opinion pressure and extremely strong dissidence strength.
Bimodal stationary probability distributions with extreme maxima at the metastable stagnant situations with extreme opinion majority and equally
extreme dissidence trend.
68
trajectory along the limit cycle (i.e. the periodic attractor), through the four quadrants of the variable
space n8 or yx.
Initially, we analyse the stationary probability distributions of figs. 5.8b and 5.9b belonging to cases
11.4 and 11.5, respectively. These exhibit remarkably high peaks in the second and fourth quadrants,
whereas two further peaks in the first and third quadrants are only of a negligible height.
Since the stationary probability is proportional to the staying time of the real trajectories (see section
4.5), we must conclude that the system states reached in quadrants two and four are long-lived
metastable states, whereas the system states traversed in quadrants one and three are transient
short-lived states, corresponding to revolutionary situations.
We begin the interpretation of the four phases with the limit cycle being in quadrant two. In this
quadrant, the very slowly traversed metastable states represent tragic situations of dissatisfaction and
tension within society, because they describe a strong antagonism between the more or less extreme and
enforced majority of the public official opinion, or better ideology + (n s N), and the strongly
developed internal trend of opposition or even more distinctly of dissidence (8 ~ 19). In the
totalitarian society, such states are metastable because they are sustained by the very strong opinion
pressure (~= 3.5) keeping the population aligned.
However, in cases 11.4 and 11.5, we have a strong or even very strong dissidence strength (/3 = 2 or
even /3 = 5), in contrast to case 11.3. The subsequently developing strong internal dissidence trend
competes more and more in an antagonistic manner with the opinion pressure to influence the decisions
of individuals. Finally this effect leads to the rather sudden revolutionary breakdown of the
metastable state, with a fast evolution into a transient revolutionary situation traversed in quadrant
three. Here we find a coincidence between public opinion and internal trend. However, according to
the model assumptions, the dissidence strength /3 and opinion pressure i~remain constant, so this
coincidence remains a transitory state, quickly evolving again into the metastable, counter-ideological
totalitarian situation in quadrant four. The same opinion pressure ~ then stabilizes the now publicly
propagated counter-ideology and the same dissidence strength /3 soon leads to the build-up of an
opposing internal trend. (An example is the ShahAyatollah transition.) Hence the metastable states
traversed in quadrant four are structurally equivalent to those of quadrant two, but with the ideology
(~opinion +) replaced with the counter ideology . The breakdown of these states subsequently
leads to the fast traversal of quadrant one, which is structurally equivalent to quadrant three.
The example demonstrates that one must distinguish between the structures of a society and the
ideology dominating the society: For example, different or even contrasting ideologies may lead to
similar, totalitarian, collective structures, although state ideologies usually claim that the structure of
the state is uniquely determined only by their ideal principles and values.
A final remark should be made about the model parameters ~ and /3. Although they are kept
constant in the computer simulations, they must be considered as dynamic variables varying gradually.
Reconsidering the cases discussed so far we can see that certain changes of a~and /3 could induce phase
transitions from one collective behavioural mode of society to another. Indeed, a good part of political
philosophy could be rephrased as the theory of attaining or avoiding certain values of parameters like i~
and /3 in order to give rise to the desired political dynamics. However, the dynamics of ~ and /3 is not
easily controllable. It can be assumed that the opinion pressure parameter ~ primarily depends on the
kind of government and the degree of independence or obedience of the media to the government
whereas the parameter 13, which steers the inner trends, can be determined by the people. It seems
that in liberal societies the values of i~ 0 and /3 ~ 0 are both small, whereas in societies with
69
totalitarian inclinations, escalation processes can take place. For instance, a high opinion pressure i~can
evoke a high dissidence strength /3 <0 within the population, which in turn increases the opinion
pressure ~?exerted by the government, and so on.
The reader is invited to speculate further about plausible evolutions in the i~/3parameter space and
to consider the accompanying phase transitions in the n8 space, by interpolating between the cases
exhibited here.
-
5.2. Dynamics of party images and voters opinions in the democratic system
In the preceding section we have studied the opinion dynamics under the assumption that the
dynamic utilities and motivation potentials are strongly dependent on the socioconfiguration and trend
configuration itself. In particular this refers to the opinion pressure term and trend influence term in
u(n,8) and to the (affirmative or dissident) dependence of the trend evolution potential t5+(n, 8) on
the opinion parameter n [see (5.6), (5.7) with (5.13), (5.14), (5.15)]. As a result we obtained a
nonlinear autonomous dynamics of the strongly coupled variables n(t) and 8(t). This case of strongly
coupled collective variables is particularly applicable to totalitarian systems, as is seen in the interpretation of the model.
In the case of liberal systems, where there is a low opinion pressure due to absence of organized state
propaganda and a diversity of independent sources of information, we should continue in a somewhat
different manner.
Thus, now concerned with this case of a liberal democratic multi-party system, we will henceforth
neglect the opinion pressure term and assume the dynamic utility u
1(t) of party i (i = 1,2, . . . , p) as
a given function of time coming about by the internal evolution of that party, coming to grips with the
problems of society. Since u1 (t) is, by definition, a measure of the attraction of party ito the voter, we
will henceforth denote u/t) more suggestively as the image function of party i. Its value is to be seen as
a measure of the competence of the party i in the view of the electorate in formulating a coherent
policy of views and solutions in relation to the issues and problems of society.
The direct effect of the image functions u,(t) is that they establish, according to our model building
principle, the form of the transition rate per unit time, of a member of the electorate from party i to
party k,
pk~(t)= v exp[uk(t)
u1(t)] .
(5.65)
For simplicity we assume a homogeneous electorate. This means that we do not distinguish between
subpopulations P~,with different image functions u~
(t) of party i, although this extension could be
easily introduced.
Since only the differences of the image functions enter into the transition rates, the image functions
are only determined up to a common additive constant. Therefore we can without restriction of
generality impose the constraint
>~Uk(t)0.
From the individual transition rates pk~(t)the configurational transition rates follow as
(5.66)
70
wk~(t)= ~~pk
1(~)= n, v exp[uk(t)
(5.67)
u,(t)]
for the transitions
(5.68)
between neighbouring voters configurations. Here, n1 is the number of people voting for party i.
Our standard procedure now leads via the master equation (which will be skipped here) to the
equations of motion for the mean values n,(t) of the components of the voters configuration,
dn~(t)=
WIk(fl(t))
W~~(fl(t))
vn,,(t) exp[u1(t)
Uk(t)]
vn,(t) exp[uk(t)
u,(t)] .
(5.69)
(The prime at the sum indicates the omission of the term k = i.) Equations (5.69) are, with given u1(t),
linear coupled equations for the n1(t). Their general analytic solution is not possible, but we will derive
an approximate solution, valid under certain conditions expected for the voters configuration. In solving
the equations, we will presume that the image functions are known functions of time. In reality,
however, the u,(t) are not a priori known. Therefore, in a second consideration, we will invert the
problem: Having found expressions for the voters configuration and the voters flows between the
parties in terms of the image functions and their time derivatives, we will, conversely, express the image
functions and their evolution trends in terms of voters numbers a~dflows, the latter being empirically
measurable quantities.
The quasi-stationary solution of the mean-value equations. We now develop an approximate solution
to eqs. (5.69) under the condition that the voters configuration {n(t)) very quickly adapts to the
momentary ensemble of image functions { u~(t),. . . , u~(t)} of the parties. Such a dynamic behaviour
will be realized for a large value of the flexibility parameter z- and for slowly varying image functions.
Since parties are relatively inert collective organizations, and in a liberal system changes of individual
preferences for parties can take place rapidly, without direct consequences for the voter, the presumed
condition seems to be fulfilled. As a zeroth approximation we can therefore assume the voters
configuration {n~~(t)}
to be in equilibrium with the momentary image functions u.(t),
n~~(t)
= Nc(t) exp[2u,(t)] ,
(5.70)
c(t) = ~ exp[2uk(t)].
(5.71)
That means, if the u1(t) were constants in time [u~(t)~a~], the n~~(t)~~
would be the exact
stationary solution of (5.69), which can be easily checked.
However, for time-dependent u.(t), n~~
(t) does not solve the time-dependent mean-value equations
(5.69), but can serve as the starting point of an approximation scheme. We can then make the following
ansatz for n.(t):
n1(t) = Nc~1(t)exp[2u~(t)] ,
with the effective image function
71
(5.72)
u~(t)= u
1(t) + o,(t)
(5.73)
and
2u~(t)].
(5.74)
exp[
c(t) =
In these formulas
(5.75)
is considered as a small correction term, to be taken into account only in linear order. In this order one
obtains from (5.72)
n
1(t) = n~~(t)[1
+ 2 ~~1(t)]
,
(5.76)
Aco1(t) = ~(t) ~(t),
(5.77)
where ~(t)is a weighted mean of all ~(t),

defined by
2u
~(t)
= c1(t) ~ exp[ 1(t)] ~(t).
(5.78)
The as yet unknown functions p1(t) will now be determined by the requirement that n,(t) has to
satisfy the equations of motion (5.69). Inserting (5.76) into the right- and left-hand sides of (5.69), one
obtains
r.h.s.
p~1(t)n1(t)-
p~,(t)n1(t)=2
w~(t)[co1(t) - p1(t)],
(5.79)
where
9~(t)= p~
1n~~
= w~(t)=
w,~
vNc~(t) exp[u,(t)
u.(t)]
(5.80)
is the symmetrical equilibrium flow between j and i (or i and j), which would be present if the voters
configuration were in the quasi-equilibrium state {n~~(t)).
Furthermore
l.h.s.
=
=
with
dn1(t)Idt
= ,i~~(t)(1+
n~~(t)[2
~1+
2 ~p~) + ~
2(~cci,)~
+ 4 i~,i~],
(5.81)
72
i~=c(t)
(5.82)
~ exp(2u1) 1.
(5.83)
Since ~p1 and even more (Aco)~are small quantities, (5.81) can be approximated by
l.h.s.
2n~~(t)
z~,.
(5.84)
Equating eqs. (5.79) with eqs. (5.84) now yields the equations
= ~
w~[~(t)- ~~(t)]
(5.85)
for the determination of the functions o~(t).These equations are linearly dependent, since taking the
sum of (5.85) over i leads to zero on both sides. Thus, the additional constraint
(5.86)
_.
can be imposed upon the p1(t) to make them unique. The solution of (5.85) and (5.86) is straightforward and leads to the result
~~p~(t)
= i
t~u
exp(u1)
~
.\
i~u1).
(5.87)
Here another weighted mean,

~=
v ~ exp(u1) u1,
v = ~ exp(uk),
(5.88)
(5.89)
has been introduced so that

(5.90)
The solution (5.87), which expresses the functions p~(t) and therefore n1(t) according to (5.72),
(5.73) in terms of the image functions and their time derivatives, has the following remarkable,
although expected properties:
(a) For a large flexibility parameter v the function qs~(t) approaches zero. That means, for fast
adaptation of the voters configuration to the party images the functions n(t) must approach the
equilibrium values n~~(t)
belonging to the momentary image configuration {u1(t),. . . , u~(t)}.
(b) p~(t)is a linear combination of the time derivatives of the image functions. In a stationary
situation where
73
0 for i = 1, 2,. . . , p, again all functions pk(t) approach zero and all nk(t)
approach the equilibrium values n~~
(t).
(c) The second term in formula (5.87) for the function ~~(t)
describes the fact that n1(t) lags farther
behind the equilibrium value n~~(t)
when the image function u.(t) evolves faster with time.
1(t) =
Determination ofimage functions and their trends from empirical data. We have found, via (5.72) and
(5.73) in connection with (5.87), the quasi-stationary solution of the mean-value equations, presuming
that the image functions are known. Now we invert the problem: We express the effective image
functions u~(t)and ~,(t) in terms of measurable quantities, namely the numbers of voters nk(t) and
flows of voters w.1(t). Finally, making use of eqs. (5.73) and (5.87), we can also express the image
functions and their time derivatives which are now not assumed to be previously known in terms of
the aforementioned empirical quantities.
Starting from the form (5.72) of n1(t) and making use of
(5.91)
which is a consequence of (5.66) and (5.86), we observe that also
1(t)]~
(5.92)
n~(t)= [Nc(t)]~ exp(2 ~ u~(t))= [Nc
holds. Equations (5.72) and (5.92) may now be used to express the effective image functions u(t) by
the (momentary) numbers of voters,
exp[2u(t)]
(5.93)
nj(t)(fl nj(t)),
or
u(t)
17
~ln(n
1 ~
= ~
1(t))
~ ln(n1(t))) .
(5.94)
Furthermore, making use of the voters flows from j to i and from i to j,

w,1(t) = p~1(t)n1(t)= vNc ~ (t) exp{u(t)
1(t) exp{u(t)
w11(t) = p1(t)n,(t) = ziNc
u~.(t)+ [~(t)
p~(t)])
,
+ u(t) + [p
1(t)
q~.(t)]},
+
we may introduce the symmetrized flow between i and j,

= vNc(t)
112 exp[u(t)
w1111(t) = w{J~}(t)= [w~1(t)w1~(t)]
and the net flow from j to i,
u(t)] ,
(5.95)
(5.96)
(5.97)
k
11(t) = w~,(t) w11(t)
= k11(t) =
W{11}
~2sinh[~~(t) ~(t)]
.
(5.98)
74
Thus from eqs. (5.98) and (5.97) the following formula can be derived in linear order of ~1(t):
tp1(t)
~,(t)
= ~k,1(t) Iw{~/}(t);
(5.99)
taking into account (5.86) it follows that

tp~(t)
.~
(5.100)
k0(t)
j(~j) W{~J}
(t)
With (5.94), (5.100) and (5.73) one obtains the image functions
u~(t)=
(ln(n,(t))
ln(ny(t)))
P j=1
~-
k,~(t) ,
(5.101)
j(+i) W{~1}()
expressed in terms of the measurable quantities of n1(t), k11(t) and w{11}(t).

Moreover, the time derivatives of the functions u (t), that means, the momentary evolution trends of
the party images, can also be expressed in terms of the same measurable quantities n1(t), k,1(t) and
w{11}(t). To this aim we have to solve eq. (5.87) for the function 1(t). A straightforward calculation
yields
1(t) = v{(yIp)[~(t) ~(t)]
exp[u,(t)][~~(t) ~(t)]),
(5.102)
where two more weighted means have been introduced besides ~(t)[see (5.78)]. These are defined as
~(t)
=
~ exp(u~)~,
~(t)=y~exp(u1)~,
~ exp(uk),
Y~1~P(~k)~
(5.103)
(5.104)
Evidently, the right-hand side of (5.102) can be fully expressed in terms of the above mentioned
measurable quantities, making use of (5.100) and (5.101).
To summarize, we can state that the (quasi-stationary) approximate solution of the mean-value
equations of the voters configuration led to explicit expressions for n1(t) in terms of the image functions
uk (t) of the parties and their evolution trends Uk (t). Conversely, these image functions and their time
derivatives can be expressed in measurable quantities like the (momentary) voters configuration and the
voters flows.
It should be mentioned that this quantified description of the party and voters dynamics still remains
at the phenomenological level, since a full quantitative theory of the image dynamics of parties in a
democratic system is still lacking. But a quantitative treatment of this deeper question seems, via an
extended frame, also feasible: It can be seen that the image dynamics of a party relies on its problem
explaining and problem solving competence in relation to the space of issues, as it is perceived by the
electorate. A representation of the activities of parties in such an issue space is therefore indicated.
From such a representation, the image dynamics of parties can be evaluated and even processes like the
rise and decline of parties, including their birth and death, can be described. However, such an
75
extension of the framework of a quantitative description of democracy dynamics is beyond the scope
of this present article.
We conclude this section by an illustrative although fictitious example of a three-party system.
The time dependence of two of the image functions u1(t) (with symbols + and ~) is assumed to be
sinusoidal, whereas the image function of the third party (with symbol A) is assumed to remain constant
(see fig. 5.10).
After inserting these image functions into the equations of motion (5.69) and choosing an
appropriate flexibility parameter v (here ~ = 0.18), the equations can be solved exactly. The resulting
scaled numbers of voters for the three parties are depicted in fig. 5.11.
~
0.25
0
0.25
0.75
10
Fig. 5.10. The image functions u,(t) of a fictitious system of three parties +, ~, 0. Dotted and solid lines represent the exact and approximate
effective image functions, respectively.
0.80
+
+
+
0.60
0.40
0.20
0
0
A
8
Fig. 5.11. The scaled numbers of voters n,(t)/N of the three parties +, ~, and 0.
10
0.10
~_________
____________
____________
A
*
*
*
+
A
A
(a)
_________
10
0.10~
A
~
A
A
(b)
0
0.10
__________________
10
__________
(c)
________
10
Fig. 5.12. (a) The voters flow (+) from party + to party A, and the flow (A) from party A to party +. (b) The voters flow (A) from party A to
party ~, and the flow (~)from party ~ to party A. (c) The voters flow (0) from party 0 to party +, and the flow (+) from party + to party 0.
76
77
Making use of the definition of effective image functions u(t) in eq. (5.94), the latter can be found
from the exact numbers of voters. This leads to the dotted lines in fig. 5.10. On the other hand, the
approximation scheme developed above leads in first order to formula (5.100) and to the corresponding, approximate effective image functions (5.73) (i.e., the solid lines in fig. 5.10). The comparison
shows that the first-order approximation of u~(t) leads only to moderately good results exhibiting,
however, the main effect in a correct manner: That is to say, the effective image functions, which
represent the behaviour of the electorate, lag behind the evolution of the true image functions of the
parties.
Finally, making use of eqs. (5.95) and (5.96), the flow of voters between each pair of parties can be
calculated. The result is exhibited in figs. 5.12a, b, c.
6. Migration of populations
In this chapter we will treat a second field of social science to which the general quantification
formalism developed in chapters 3 and 4 can be immediately applied. We will proceed as follows: In
section 6.1, a remark is made concerning structural analogies between migration and opinion formation.
In section 6.2, the migratory equations of motion are set up as a special case of the sociodynamic
equations initially constructed in chapter 4. The especially illustrative case of two migrating interactive
populations in two or more regions is considered in section 6.3, on the stochastic and also the
deterministic level. In section 6.4 it will be demonstrated that the solutions of mean-value equations of
migratory systems with two interacting populations and at least three regions contain trend parameter
domains which lead to deterministic chaos. Finally, in section 6.5 the regression analysis leading to
empirical evaluations of the formalism is exemplified by the interregional migration within a country.
6.1. Comparison of migration and opinion formation
It is the pride of physicists to detect far-reaching structural analogies between seemingly different
phenomena. This occurs if the theoretical formalisms describing both phenomena are formally
isomorphic. For example, if different classes of phenomena are governed by formally identical
Hamiltonians, deep structural analogies are expected due to this coincidence.
In social science, similar argumentations are only possible if thoroughgoing quantitative formulations
exist as well. But at present we can only find these in exceptional cases. However, the different social
phenomena of migration and of opinion formation belong to these cases of structural comparability!
This is due to a simple transformation operation providing an isomorphism between attitudes and
socioconfigurations of the migratory and opinion formation phenomena.
Indeed, if the attitudes having the opinion i and living in region i, are put into formal relation,
and if also the opinion configuration {n~},with n~members of ~ having opinion i is put into formal
correspondence with the migratory configuration {n~},with n~members of ~a living in region i,
comparable dynamics can be expected between both phenomena of opinion formation and migration.
Then comparable transition rates can also be introduced in the one case describing transitions
between parties of different images and in the other case between regions of different attraction and
finally equations of motion having, naturally, the same structure can be set up.
As a consequence, certain nonlinear phenomena in opinion formation and migration will now find a
basis of comparison, which would not exist without the quantitative formalism. In particular, structural
78
analogies will be found between the two-opinion case of section 5.1 and the case of two populations
migrating between two regions, discussed in section 6.3.
But also, differences between the dynamic behaviour in both social phenomena can now be discussed
on the basis of the same background formalism. We will mention one general difference here, which is
connected with different timescales.
In the case of political opinions it was natural to assume a slow change of party images and a fast
adaptation of opinions to these images, expressed by a large flexibility parameter t.. This led to the
quasistationary, approximate solution to the equations of motion.
In the case of migration the situation is somewhat different: The pace of regional evolution and of
the corresponding regional attraction can be moderately fast, for instance due to regionally differentiated economic booms or slumps. On the other hand, the individual flexibility to migrate between
regions is relatively low. Therefore a fast adaptation to new situations by swift migration to more
attractive regions cannot be expected, and here the quasi-stationary approximate solution must be
discarded.
6.2. The migratory equations of motion
We now set up the stochastic and quasi-deterministic equations of motion, for the general case of P
populations ~a a = 1, 2,. .. ,P, migrating between L regions i, i = 1, 2,.. . , L. Birth and death
processes will also be included, but can be eliminated later. Since migration is a relatively inert process,
the internal trends of people, expressed by certain trend parameters within the transition rates of the
socioconfiguration, do not undergo such lively dynamics as the trend parameters describing the political
psychology in opinion formation (see section 5.1). Therefore here we will neglect the dynamics of the
trend parameters and instead treat them as given constant model parameters. Thus starting from the
migratory socioconfiguration
1
I
a
a
P
{n}={nl,...,nL;...;nI,...,nL;...;nl,...,nL},
(6.1)
where n~is the number of members of population ~ living in region i, we may therefore immediately
set up the master equation for the probability distribution
P(n; t)
(6.2)
over the socioconfiguration {n}. According to (4.7) and after neglecting the trend parameter dynamics,
it reads
dP(n; t)
~ w~(n~J))P(n~J);
t) ~ w~(n)P(n;t) + ~ w~(n~
))P(n), t)
ha
+ ~
Jlc~
La
w~_(n~,+))P(n~,+);
t) ~ w~(n)P(n;t).
E w~(n)P(n;t)
La
(6.3)
The equations for the mean-values

h~(t)= ~ n~P(n;t)
(6.4)
79
follow according to their derivation in chapter 4 and read in exact form

w~(n)-
d~(t)=
where the term k
w~~(n)
+ w~~(n)
- w~(n),
i is omitted in the sums
(6.5)
and the notation
w~(n)= ~ w~(n,t)P(n; t)
(6.6)
indicates the mean values of the transition rates. Presuming a steep unimodal distribution P(n; t), the
mean value (6.6) may be approximated as
w~(n,t)
(6.7)
w~ji(t)),
and after insertion into (6.5) this leads to a set of approximate, but self-contained, in general nonlinear
coupled equations of motion for the ~(t),
Y w~((t)) Y w~(~(t))
+ w~~(~(t))
w~(t)).
d~(t)=
(6.8)
In order to make them fully explicit, the transition rates must now be specified. By slightly modifying
the form of the individual and configurational transition rates in chapter 3, we postulate the individual
transition rate from region i to region k for a member of population ~a as
p~1(n)=
ti~,exp[u~(n)
u~(n)],
(6.9)
and the corresponding configurational transition rate as

w1(n)=p~(n)n~.
(6.10)
This form is to be interpreted as follows: The dynamic utilities u~(n)entering (6.9) and (6.10) are
measures for the attraction of region i, in the view of a member of population ~ Hence, the transition
probability per unit of time p~ depends on the difference of the attraction of the destination region as
compared to the region of origin. Since p~~(n)
can also be written as
p~,(n)=
t~
exp[u~(n)]exp[u~(n)],
(6.11)
the equivalent interpretation can be given that p~~(n)

is composed of a pull factor pulling to the
destination region and a push factor pushing out of the region of origin. The symmetrical mobility
factor
=
(6.12)
which is also included into the transition rate, takes into account the effect of the (geographical and
more generally the social, political, informational etc.) distance between regions i and k. A careful
80
investigation showed [341that v, can be further decomposed into

=
p~(t)f~
,
(6.13)
where v~(t)is the time-dependent global mobility of population ~ and f~,is a time-independent
factor, dependent only on an effective distance.
The possible nonlinearity of eqs. (6.8) occurs due to the fact that the dynamic utilities u~(n)may be
functions of the socioconfiguration, namely of the numbers n~of the populations ~ in all regions
j = 1, 2,. . . , L. We will see in the next section that simple and plausible choices of the u~(n)function
give an insight into the dynamics of population agglomeration and segregation processes.
The birth/death terms can be chosen as
w~()
= /3~,i,,
(6.14)
w~.()= ~,,
(6.15)
so that
[w~~(i~)
w~.(,i)1
=
(6.16)
where
p,~=f3~p~
(6.17)
is the rate of natural increase. The birth / death processes can now be separated off from the purely
migratory processes if the rate of natural increase does not depend on the region, i.e., if
(6.18)
Under this assumption, one initially obtains for

N~(t)=
~(t),
(6.19)
by taking the sum over i of (6.8),

dNa(t)/dt=paN~x(t).
(6.20)
This equation has the solution

N~(t)= N~exp(p0t).
(6.21)
Introducing the relative population numbers of x~(t)as

~(t)
Na(t)x~(t),
(6.22)
81
one obtains, by inserting (6.22) into (6.8),

dN x~+ NA
>~p~(Nx(t))Nax~
-
p~~(Nx(t))Nax~
+ pNax~.
(6.23)
Equations (6.23) and (6.20) yield the purely migratory equation for x~,
p~(Nx(t))x~
~ p~(Nx(t))x~.
(6.24)
6.3. The case of two interacting populations

The example of two interacting populations in two or three regions can be seen as a semi-quantitative
model of a generic nature, insofar as its model parameters are well interpretable and on the other hand
migratory phenomena of principal interest can be studied in their simplest form within the framework
of this model. These phenomena include the homogeneous mixture of populations, as well as the phase
transition to ghetto formation and dynamic segregation processes. Also deterministic chaos (strange
attractors) appears in the version of the model with three or more regions.
In formulating the model, we will proceed in a manner which makes apparent the general model
construction principles of chapters 3 and 4. We assume two populations ~, a = p., v, each migrating
between two regions 1, 2 (for instance two suburbs). Hence the socioconfiguration reads
{n~,n~n~,n~}.
(6.25)
Birth/death processes will be neglected. Therefore the total population numbers
2M = n~+ n~,
(6.26)
2Nn~+n~,
(6.27)
of the populations l3~and /~/~

are constants, and the only variables in the system are
m~(n~n~),M~m+M,
(6.28)
n=~(n~n~),
N~n+N,
(6.29)
so that
n~=M+m,
n~=N+n,
n~=Mm,
n~=Nn.
(6.30)
(6.31)
In order to set up the transition rates between the regions, we start from the (dynamic) utilities of
regions 1 and 2, being measures of attraction to the members of populations ~ and ~ It is essential
that these utilities can depend on the population numbers in the respective regions. The simplest form is
82
a linear dependence, so that we define

~
ap.,v,
i=1,2.
(6.32)
The trend parameters ip and 8~are treated as given model parameters. This means that we neglect
their possible dynamics. Their interpretation follows from the fact that increasingly positive (or
negative) values of the utility u~will have the effect of increasing (or decreasing) the attraction of
region ito members of ~ This follows from the form of the transition rates in terms of the utilities to
be chosen below.
Thus we must interpret ~ (to be chosen >0) as an internal agglomeration parameter of P11a~
describing the trend strength of the members of ~/J~
to live together with other members of ~/P~
in the
same region. On the other hand, K~p, where a /3, must be interpreted as an external agglomeration
parameter (for Kap > 0) or segregation parameter (for K~p<0), describing the trend strength of a
member of ~ to live together with (for Kap > 0) or to live separate from (for Kaj;i <0) the members of
~ Finally, the preference parameter 8~describes the strength of the inclination (8~> 0) or
disinclination (8~<0) of a member of ~a to live in region i, independent of the population
distribution.
In order to set up the individual transition rates from region i to region j in
and ~, formulas
(3.39) and (3.40) of chapter 3 can be immediately specified to the present case. One obtains
~~
i~exp[u~(n~+ 1, n~) u~(n,~,

n,~)],
(6.33)
p~= ~ exp[u~(n~,n~
+ 1) ~
n~)J.
On inserting (6.32) into (6.33) it follows that

p~(m,n)
v,~exp[z~u~(m,n)],
p~
1(m,n)
v,~exp[z~u~(m,n)1,
(6.34)
p~2(m,n)
v~,exp[~u0(m, n)1,
p~1(m,n)
= p0
exp[~Xu0(m, n)],
with
~
n)
=
K~m+ K~fl+ 8~,
~(8~ 8~), a
z~u0(m,n)
,~,n+ i,~m+ 8~,
(6.35)
(6.36)
p., i,
p~=,.~exp(~K~), P0=i0exp(~K00).
(6.37)
The configurational transition rates are then given by

w~ w~(m,n)
p~n~
= v,~~(M
m) exp[~u~(m,
n)]
w~1 wj(m, n) =p~n~

= ~
+ m)exp[i~u~(m,n)1,
w~2 w(m, n)
p~2n~
= si0(N
w~1 w~(m,n)
p~1n~
= ~0(N + n) exp[~u0(m, n)1.
n) exp[z~u0(m, n)],
(6.38)
W. Weidlich. Physics and social science the approach of synergetics
83
The transition rates w~(m,n), w~(m,n), w~(m,n), and w~(m,n) induce the transitions from (m, n) to
(m + 1, n), (m 1, n), (m, n + 1) and (m, n 1), respectively.
The master equation immediately follows as a special case of (6.3) without birth or death terms.
However, for given constants M and N we let the probability distribution P(m, n; t) depend only on the
relevant variables m and n. Let us now write the master equation in the form
dP(m, n; t)/dt = [j~(m+ 1, n) +j~(m1, n) +j~(m,n + 1) +j(m, n
t~(m,
n) + j~(m,n) + j~(m,n) + j~(m,n)1 ,
[j
1)1
(6.39)
where we have introduced the probability flows

j~(m,n)
w~(m,n)P(m, n; t) from (m, n) to (m + 1, n)
j~(m,n)
w~(m,n)P(rn, n; t) from (m, n) to (m
j(m, n)
w(m, n)P(m, n; t) from (m, n) to (m, n + 1),
j~(m,n)
w~(m,n)P(m, n; t) from (m, n) to (m, n
1, n) ,
6 40
.
1)
This formulation of the master equation can be cast into an even more compact form, if the probability
net flow from (m, n) to (m + 1, n),
s~(m,n) =j~(m,n) j~(m+ 1, n) ,
(6.41)
and the net flow from (m, n) to (m, n + 1),

s(m, n) =j~(m,n) j~(m,n + 1),
(6.42)
are introduced. Thus we obtain the probability outflow from (m, n) in the rn-direction as
i.~s(m,n)
s~(m,n)
s~(rn 1, n),
(6.43)
and the probability outflow from (rn, n) in the n-direction as

~s(m,n)
s(m, n)
s~(m,n
1) .
(6.44)
The master equation can be now written as

dP(m, n; t)/dt
[i~s(m, n) + iXs(m, n)],
(6.45)
revealing that it has the form of a discrete continuity equation, indicating the conservation of
probability. Now we determine under which choice of trend parameters the condition of detailed
balance
w~(m+ 1, n)P
5~(m+ 1, n)
w~(m,n
w~(m,n)P5~(m,n),
(6.46)
1)P5~(rn,n + 1) = w~(m,n)P~1(m,n),
(6.47)
84
is satisfied. However, before answering this question we should state that detailed balance is obviously
equivalent with the vanishing of net flows in the stationary case,
~
n)
0,
(6.48)
s~~1(m,
n)
0.
(6.49)
The elimination of P~~(m,

n) from the condition (6.46), (6.47), according to the general procedure of
chapter 4 leads to a condition which is equivalent to (6.46), (6.47), This condition here has the form
w~(rn,n + 1) w~(m+ 1, n + 1) w~(m+ 1, n)
w~(m,n)
w~(m,n)
w~(rn,n + 1) w~(rn+ 1, n + 1) w~(m+ 1, n)
6 50
( . )
By inserting the configurational transition rates of (6.38) into (6.50), it appears that (6.50) is only
fulfilled for the parameter choice
K~0 = K0~
(6.51)
a.
No restrictions are required for K1~,K00, 8,~and 8~.

If (6.51) holds, the exact stationary solution of (6.39) can be found by the standard construction
method developed in section 4.3. Choosing the path from (0, 0) over (m, 0) to (m, n), one obtains
ni
p.
rni
w~(rn,~)
~o w~(rn,~ 1)
P~~(m,
n) = ~
p.~
w~(p.,0) P~1(0,0),
w~(p.+ 1,0)
(6.52)
and by insertion of the transition rates (6.38), it follows that

(2M~/ 2M V2N\~7 2N
PSt(m,n)=~M) ~M+rn)~N)
~N+n
2 + 2arnn + K 2) P~~(0,
0).
(6.53)
x exp(28~rn+ 280n + Kp.p.m
00n
If detailed balance is not fulfilled, the stationary master equation can only be solved numerically.
The mean-value equations now follow as special cases of (6.5) and (6.8), after transition to the
variables rn and n,
dth(t) /dt = w~(m,n)
=
w~(rn,n)
~p.(M
th) exp[~up.(th, ii)]
2iip.{M sinh[z~u~(th,ii)]
in
vp.(M
cosh[~u~(th,ii)]) ,
in) exp[~u~(th, n)]

(6.54)
dii(t)/dt= w~
2(m,n)
w~1(m,n)= v0(N )exp[z~u0(r, )]
=2v0{Nsinh[i~u0(th, ii)]
iicosh[~u0(i, ii)]) .
v1,(N+
ri)exp[i~u~(th,~)]
(6.55)
Depending on the choice of parameters, the two coupled, nonlinear, autonomous, differential equations (6.54), (6.55) possess one or more stationary points describing either stable or unstable equilibria
of the system. In the case of detailed balance it can be proved (see chapter 4 for the general case) that
85
these stationary points coincide with the extrema of the stationary probability distribution. However,
we will omit this standard stability analysis as it has been given elsewhere [36].
For the further evaluation and interpretation, we specify the parameters of the system in the
following manner:
M=N,
(6.56)
(6.57)
= K
(6.58)
00 = K,
(6.59)
This means that we treat the symmetrical case of equal population numbers of
and l?P.., and also with
no natural preference between the two regions 1 and 2. Furthermore, the internal agglomeration
trends of
and l3~are set equal, as well as the migration speed parameters i.~p. and p0.
By introducing the scaled variables
x~=th/N;
K~p
y=n7N,
(6.60)
(6.61)
(6.62)
K0~N,
2Pt,
T
we obtain, in scaled form, the mean-value equations

dx/dr
dy/dr
sinh(ix
sinh(i?y
~.p.
0y) x cosh(i~x+ ~p.0y),
(6.63)
K~.p.x) y cosh(,?~y+ ~0~x).
(6.64)
Evidently, the origin (1, 9) = (0, 0), which describes the equi-distribution of
and
in both regions
1 and 2, is a stationary point of the system. In order to analyse the stability of this point, eqs. (6.63),
(6.64) are linearized around the point (0, 0). Thus
~~O
dxldr
= (,~
1)x
dy/dr = ~0p.x+ (i
i~0y,
(6.65)
l)y.
(6.66)
From (6.65), (6.66) the condition

(~-i)-A
~o
(6.67)
(K1)A
is obtained for the eigenvalues A of the solution of (6.65), (6.66),
x(r)xoeAT,
y(r)yoeAT.
(6.68)
86
The eigenvalues read

A+ =(~1)\/~,!~~I~p.0,~0p.
.
(6.69)
The origin is unstable if at least one of the eigenvalues A~or A has a positive real part. According to
(6.69), instability holds under the conditions
(a) (,~1)>0,jarbitrary,
or
(6.70)
(b)
,~>(,~_1)2.
On the other hand, the eigenvalues A~and A_ are complex conjugate if

fi=
<0.
(6.71)
I~p.OI~Op.
The domains of instability and of complex eigenvalues in the i~j~

parameter space are depicted in fig.
6.1.
Two cases of different mathematical, as well as sociological structure are now discussed further.
Case a. Symmetrical external interaction
(6.72)
= K0p. = a,
where the subcase a >0 means a mutual sympathy and an external agglomeration trend, whereas the
subcase a < 0 means mutual antipathy and an external segregation trend. Case a fulfills detailed
balance due to the condition of (6.51).
11
0
__
Fig. 6.1. Domain of instability of the stationary point (~i,9) = (0,0) (/////), and domain of complex eigenvalues (\\\\\), in the i~~
parameter space.
87
Case b. Antisymmetrical external interaction

=
a(<0),
0p.
+cr(>0).
(6.73)
According to the role of the parameters in the transition rates, this choice indicates a trend of
to
segregate from ~, and a simultaneous trend of ~P0to agglomerate with I/Pp.. Mathematically, (6.73)
indicates strong violation of detailed balance.
Both cases a and b are mathematically convenient paradigms because they exhibit special symmetries
facilitating analytical as well as numerical calculations. In case a the transition rates read
m) exp(Km + a-n),
w~(m,n)
w~(m,n) = ~(N n) exp(Kn + a-rn),
w(m, n)
w~(rn,n)
= ~(N
v(N + m) exp[(Km
a-n)],
(6.74)
v(N + n) exp[(Kn
a-m)],
and obey the relations

w~(m,n)
w~(m,n),
w~(rn,n)
w~(m,n).
(6.75)
Because of condition (6.75), the master equation (6.39) remains invariant under the substitution
(m, n)~(m, n) = (m, n). This means that
P(m, n; t)
P(m, n; t)
(6.76)
fulfills the same master equation as P(m, n; t). Hence, if P(m, n; t) is a solution of the master equation,
then P(m, n; t) is also a solution of the same master equation. Since P(m, n; t) and P(m, n; t) approach
the unique stationary solution P01(m, n) for t ~ ~, the latter must satisfy the symmetry relation
P~1(m,n) = P~~(m,
n).
(6.77)
Of course, this can be checked by (6.53), after specialization of the trend parameters according to
(6.56)(6.59).
In case b the transition rates read as
w~(rn,n)
v(N m) exp(Km a-n),
w~(m,n)
= v(N
w~(m,n)
= v(N +
m) exp[(Km
a-n)],
(6.78)
n) exp(Kn
a-rn),
w~(m,n) =
v(N +
n) exp[(Kn
a-rn)],
Not only do they fulfill relations (6.75), but in addition the relations
w~(n;rn)
w~(m,n),
w~(n;m)
w~(m,n),
(6.79)
w~(n;m) = w~(m,n),
w~(n;m) = w~(m,n).
In addition, the master equation now remains invariant under the substitution (rn, n)t. (m, n) =
88
(n, rn), so that now with a solution P(rn, n; t) of that equation, the distribution
P(rn, n; t)
P(n, m; t)
(6.80)
is also a solution of the same equation. Since the distribution function P(m, n; t) as well as P(m, n; t)
converge towards the stationary solution P~~(m,
n) for ~ cc, in case b the latter must fulfill the
symmetry relations
P~~(m,
n) = P~~(n,
m)
P~1(m,n) = P5~(n,m) ,
(6.81)
and thus it can be seen that P51(m, n) in case b is invariant under rotations of 90around the origin.
Naturally, the mean-value equations (6.54), (6.55) reflect the same symmetries. In case a they are
invariant under the substitution
(in, )~(in,~)= (in, ~1~)
(6.82)
and in case b they are also invariant under the substitution

(in, )~(in,ii)
(ii,
in).
(6.83)
As a consequence, in case a there belongs another solution to each solution (in(t), (t)) of (6.54),
(6.55), viz.,
(th(t), ,1(t)) = (in(t), ii(t)) ,
(6.84)
and in case b there belong three other solutions to each solution (r(t),
(th(t), i~(t))=((t), th(t)),
(th(t), ri(t)) =(in(t),
n(t))
of (6.54), (6.55), viz.,
n~(t)),
(6.85)
(in(t), ii(t))
(n(t), th(t))
Solution (6.84) follows from (in(t), (t)) by reflection at the origin, and the solutions (6.85) follow from
(i(t), (t)) by rotation about 90around the origin. In case b there can exist limit cycle solutions of
(6.54), (6.55). The parts of a limit cycle in the four quadrants of the (m, n) space are transformed into
one another by (6.85).
Interpretation of characteristic cases. We will now discuss and try to interpret sociologically, some
characteristic cases arising due to appropriate choices of the trend parameters.
It should be clear from the beginning that the model cannot explain the psychological, sociological,
cultural and economic reasons leading to the assumptions about the trend parameters. However, the
model can explain in a semiquantitative generic manner which are the consequences of a certain
individual behaviour, which can be expressed via the trend parameters
for the collective dynamics
of the system.
We start with fig. 6.2, choosing parameters = 0.2 and ~ = 0.5 belonging to case a of symmetrical
external interaction. Since a mutual segregation trend between culturally, economically and sociologiKp.0,
89
Fig. 6.2. Parameters i~= 0.2 and ~ = 0.5. Weak internal agglomeration trend and weak external segregation trend. (a) One stable stationary point
(0,0) describing the homogeneous mixture of populations l~and 8~.All flux lines approach the origin (0,0). (b) Unimodal stationary probability
distribution peaked around the stable origin (0, 0).
cally differing populations is unfortunately more frequently observed than a mutual aggregation
trend, we have chosen a negative parameter a-. However, low values of and ~ have been chosen.
Figure 6.2a shows the evolution of the mean values (in(t), ii(t)) in terms of the flux lines of eqs.
(6.54), (6.55). Evidently, the origin (0, 0) is the only stationary equilibrium point, to which all the flux
lines converge. This point describes a homogeneous mixture of the populations I/Pp. and I/P0, in both
i~
regions 1 and 2. Thus, we can conclude that under a low internal agglomeration trend and a low
external segregation trend, the homogeneous mixture is still stable.
This picture is confirmed and simultaneously refined by fig. 6.2b showing the stationary probability
distribution, i.e., the stationary solution of the master equation (6.39). Around the point (m, n) = (0, 0)
of maximal probability, population configurations where (m, n) (0, 0) are also possible but with a
lower probability. (We remark that the width of the probability distribution decreases with increasing
total population numbers 2M and 2N. For illustrative purposes we have chosen the very small number
of M = N = 10 in the figures, which yield broad probability distributions.)
The situation of fig. 6.3 with parameters = 0.5 and ~ = 1.0 also belongs to case a of symmetrical
(negative) external interaction, but now higher values of the internal agglomeration trend i~and
external segregation trend ~ have been chosen. The transition from fig. 6.2 to fig. 6.3 involves a
sociological phase transition!
Figure 6.3a shows that the mean-value equations now possess two stable stationary states in the
second and fourth quadrants and that the origin has become an unstable point. All flux lines now
converge to the stable fixed points. The latter describe the ghetto situation that one population
agglomerates in one region, and the other population agglomerates in the other region. Figure 6.3b
shows that fluctuations around these points of maximal probability may take place but the point of
homogeneous population mixture would become the configuration of minimal probability.
Even more interesting and perhaps dramatic, are the situations depicted in figs. 6.4 and 6.5. They
both belong to case b of an asymmetrical external interaction between both populations: Whereas
population I/Pp. tries to avoid living together with population I/P0 (because of
= ~), the population
~ tries to live in the vicinity of population I/Pp. (because of
=
Figure 6.4 with parameters ~ = 0.5 and .3 = 1.0 exhibits the case of moderate values of the internal
i~
90
W Weidlich, Physics and social science the approach of synergetics
Fig. 6.3. Parameters ~= 0.5 and ~ = 1.0. Moderate internal agglomeration trend and strong external segregation trend. (a) Two stable stationary
points in the second and fourth quadrants describing stable segregation of populations ~ and 31~in separate ghettos. The flux lines approach one
of these stable equilibrium points. (b) Bimodal stationary probability distribution peaked around the stationary points.
~~a)
20
::
~
~
0
~~4LLL,
t~
:~::~~
0
20
m
Fig. 6.4. Parameters ~ = 0.5; ~ = 1.0;
= ~
~
= + ~. Moderate internal agglomeration trend and strong asymmetric external interaction. (a)
One stable focus (0,0) describing the homogeneous mixture of populations ~Y,,
and ~,. All flux lines spiral into the focus (0, 0). (b) Unimodal
stationary probability distribution peaked around the stable focus (0,0). (c) Stationary net probability flows.
20
20
i,
91
agglomeration trend and strong asymmetrical external interaction. Figure 6.4a shows that the origin
(m, n) = (0, 0), which corresponds to homogeneously mixed populations, is still a stable focus, whereas
fig. 6.4b depicts the probability fluctuations around this point. Since case b violates detailed balance,
net probability flows are present even for a stationary probability distribution, as shown in fig. 6.4c.
This means that the concrete socioconfiguration being a member of the statistical ensemble never
comes fully to rest but wanders through the quadrants, along the net probability flows.
Figure 6.5 with parameters .? = 1.2 and 3 = 1.0 exhibits the case of strong internal agglomeration
trends and strong asymmetrical, external interaction. Figure 6.5a shows the flux lines. Since the only
stationary point (m, n) = (0, 0) is now unstable, the conditions of the PoincarBendixon theorem are
satisfied and there must exist a limit cycle, exhibiting the predicted symmetry under rotations of 90
around the origin. The stationary probability distribution of fig. 6.5b and the stationary net probability
flows of fig. 6.5c are even more instructive here. Together, figs. 6.5a and 6.5c tell us that the migratory
process never comes to rest here. This refers to the (approximate) mean values of the population
numbers, as demonstrated by the limit cycle of fig. 6.5a. On the other hand, it refers to each member of
~
I-
20
iet,,..,~..,
4441ij~~i
~44
1411 ~
444411 ~
44444 ~
34444 4441~~~~
~4
4L
4
4444444
444
44
44
0 ~t
4
4
20
t,
~,tPDtt
20
:.,,,,
4344~44
4,,,,,,
444 ~
~
~
44
hh
~
,?,
flflfltp,
~544.
t~
_________________________________
0
20
Fig. 6.5. Parameters ~ = 1.2; ~ = 1.0; ~ = ~ i~ = +~. Very strong internal agglomeration trend and strong asymmetrical external interaction.
(a) Unstable focus (0, 0). All flux lines approach a limit cycle. (b) Quadrimodal stationary probability distribution with ridge along the limit cycle.
(c) Stationary net probability flows.
92
the statistical ensemble, carrying out a systematic, although fluctuating wandering process through the
quadrants, as demonstrated by the net probability flows of fig. 6.5c. The stationary probability
distribution of fig. 6.5b tells us that four situations of relative stability (of maximal probability) exist,
connected by thin probability ridges. However, none of the four probability maxima is a satisfactory
state for both populations: Either both populations live together (quadrants 1 and 3); then I/Pp. wishes to
evade into the region void of I/P0. Or both populations live separately (quadrants 2 and 4); then EP,,
wishes to invade into the region where I/Pp. lives. Hence the representative system point of the statistical
ensemble abides for a while in a metastable state, around one of the probability maxima and from time
to time undergoes a transient evolution along the ridges of relatively low probability, until it reaches the
next metastable state.
This unpleasant migratory process is the simplest semi-quantitative description of a general process
observed in several multi-population metropoles all over the world: That is to say, the sequential
erosion of one suburb after another by asymmetric evasioninvasion interaction of populations of
different cultural, religious, social, ethnic and economic standards and origins.
The model just considered, concerning two interacting populations, bears some similarities to the
two-opinion model of section 5.1. It should be mentioned, however, that two extensive variables i.e.
the population numbers are interacting in the case of migration, whereas in the case of opinion
formation an extensive majority variable n interacts with the intensive trend variable 8, internalized in
each representative individual.
6.4. Deterministic chaos in migratory systems
Since the migratory mean-value equations (6.8) are a system of PL coupled, nonlinear, autonomous,
differential equations when the dynamic utilities are given functions of the n~,the natural question
arises whether this system possesses chaotic solutions in the strict sense of deterministic chaos. This
question is of principal importance because the occurrence of chaotic solutions considerably reduces the
predictability of future states of the migratory system.
We will start with a general remark concerning strange attractors, before considering concrete
results. Equations (6.8) have the form
dn~/dt= F~(n),
(6.86)
F~(n)= ~ ~{n~exp[u~(n)
u(n)]
n~exp[u~(n)
u~(n)]},
(6.87)
k=1
i=1,2,...,L;
a=1,2,...,P,
where the birth / death terms have been neglected and where the mobility factors have been taken as
=
(6.88)
v.
Generalizing (6.32), we assume utility functions of the following form:

u~(n)=
K~X~
+ 8~,
(6.89)
93
where it is convenient to introduce scaled variables

x~= Ln~IN.
(6.90)
Now we consider an infinitesimal volume element zW around the moving point n~(t).It is easy to
prove that the time evolution of iW is given by
1 diW
P
--=DivF~
~V dt
a1
L8FA
~
ii
(6.91)
i3n~
If
DivF<0
(6.92)
holds in a domain D of variables, the system is denoted as dissipative in D. In this case the original set
of points contained in the volume iXV(t = 0) contracts for ~ cc asymptotically to a set in configuration
space of volume zero. This asymptotic set is denoted as the attractor.
The migratory system turns out to be a dissipative system for the interpretable values of the trend
parameters.
The kind of attractor may be further specified by choosing for iW an infinitesimal PL-dimensional
sphere of radius e(0), which in the course of time deforms into an infinitesimal ellipsoid whose principal
axes r4(t) evolve according to
t.
(6.93)
e(0) e~
In the limit e(0) ~ 0, this formula holds for arbitrarily long times so that the A~,denoted as Lyapunov
exponents, can be defined by
E,(t)
A,
lim
lim (lIt) ln[e,(t) /e(0)] .
t
(6.94)
Because of the contraction of the volume iW in dissipative systems the following relation must always
hold:
(6.95)
~A~<0.
Different cases of Lyapunov exponents now allow a distinction between different kinds of attractors:
(a) If all A, <0, the attractor is a stable fixed point because all principal axes of the ellipsoid are
simultaneously contracted.
(b) If A
1 = 0; A, <0 for i = 2, 3,. . . , L, one obtains a limit cycle as an attractor. The principal axis
along the limit cycle remains uncontracted whereas all other principal axes contract.
(c) If A~= A2 = 0, and A, <0 for i = 3,4,. . . , L, then the attractor is a torus.
(d) If A1 > 0 holds for at least one i.e. the largest Lyapunov coefficient, then there exists a
strange attractor. Although the volume of the ellipsoid will still shrink to zero for
cc, at least one
of its main axes will exponentially increase. This means that the distance of two originally infinitesimally
neighbouring points will generally diverge in the course of time.
~
94
We now come back to the concrete migratory system (6.87). Reiner [37]was able to show that in the
case of two populations P = 2, a = p., v, and three regions L = 3, where, because of
n~+n~+n~=N~, n~+n~+n~=N0,
(6.96)
only four relevant dynamic variables exist, all kinds of attractors appear for appropriate choices of trend
parameters. We will follow his analysis in what follows. For other cases of migratory chaos see also ref.
[38].
By setting the preference parameters 8~equal to zero, which amounts to assuming equivalent
regions, then only the four agglomeration parameters in the utility functions (6.89),
((K~~)) =
~:)~
(~
(6.97)
determine the dynamic behaviour of the system.

The analysis begins with the question: For which combinations of cp does the stationary solution of
(6.86) remain a stable fixed point, where
~=1,
ap.,~,
i=1,2,3;
(6.98)
amounts to a homogeneous distribution of both populations over the three regions. A linear stability
analysis, with the ansatz
+ ~(t)
x~(t)=
~(t)
~(0) e ,
(6.99)
yields for the eigenvalues A two, two-fold degenerate values,

=
3{(Kp.p. + K
2Kp.p.
12}.
l)(2K
(6.100)
1) 4Kp.0K0p.)]i
The stationary solution (6.98) is stable if the real part of A~and A is negative. This leads to the
following conditions for the Kap parameters:
00
Kp.p. +
1)
[(Kp.p.
+ K00
1)2
((
00
K
00
<
4Kp.
1,
2Kp.p.
(6.101)
1)(2K
0,,
0K0p. <(
1).
(6.102)
The conditions (6.101), (6.102) are illustrated in figs. 6.6a and 6.6b: For given products Kp.0K0p. = 1/16
and Kp.0 K0p. = 1 / 16 corresponding to symmetrical or antisymmetrical external interaction of the
populations I/Pp. and ~, one obtains different (cross-hatched) domains in Kp.p.K00 space for which the
homogeneous population distribution remains stable.
In order to obtain an insight into which kinds of attractor arise outside the stability domain of the
homogeneous solution (6.98), the following path through the trend parameter space is chosen:
((K~~))
/1.0
~K
1.5\
1.0
(6.103)
(a)
95
(b)
~k~,--,,~-1-~-
Fig. 6.6. Stable domain (cross-hatched) of the homogeneous population distribution in ,~ispace for (a) K~~K.0= 1/16 and (b)
1/16.
where K0p. may vary from negative to positive values. Since (6.101) is not valid for the choice (6.103),
the homogeneous solution is unstable on the whole trend parameter path (6.103). For values of
K0p. <0.5 there still exist stable fixed points, which are not discussed any further here.
For K0p. > 0.5 we find an alternating sequence of limit cycles and strange attractors. Figures 6.7a
through 6.7i depict the projections of the trajectories onto the n~n~
plane and the Fourier spectra of
ln[n~(w)], for a sequence of characteristic K0p. values. From a to b the transition from a limit cycle to a
strange attractor takes place. And for the K0p. values from c to d, the system has returned to regular limit
cycle behaviour. The transitions from d to e, from e to f, from f to g and from g to h, each involve a
period doubling of the limit cycle and a corresponding transition to a more complex Fourier spectrum,
containing half the frequency and sum frequencies. After this series of period doublings, the transition
from h to i, again leads from regular limit cycle behaviour to the chaotic motion of a strange attractor.
The evaluation of the two largest Lyapunov exponents A~and A2 for 0 < K0p. ~ 7, presented in fig. 6.8,
confirms this picture. The intermittent alternation between regular and chaotic behaviour can be easily
read off here. Limit cycle behaviour occurs if A~= 0, A2 <0, and a strange attractor exists for A1 > 0 and
A2 = 0. The case A~= A2 = 0 does not appear, so the chaos does not evolve via a torus.
The result of this investigation is that even easily interpretable interactions between two populations,
like the agglomeration and segregation trends between them, may lead, in the case of three or more
regions, to a highly complex dynamic behaviour of the migratory system, which is far too complicated
to be predicted by a purely qualitative argumentation. However, this strange behaviour can be analysed
by methods developed for the investigation of deterministic chaos.
6.5. Empirical evaluation of interregional migration
The preceding sections of this chapter were devoted to the description and semi-quantitative
explanation of some migratory phenomena of principal interest in terms of simple but perhaps
generic models. Now we will try to describe empirical interregional migration in terms of the
migratory equations of motion.
Such a migratory process turns out to be appropriate for the empirical evaluation of the theoretical
framework because the number of relocations of persons, per unit time, between regions, have been
registered in many countries for a long series of years. Furthermore, interregional migration interacts
96

3
(a)
(a)
I~I1!~Lt~~Ikl
.1 ~
J!~1~
(e)
.~J~
~100
___
Fig. 6.7. Migration of two populations in three regions. (Left) Projections of the trajectories onto the n~n~
plane, (right) Fourier spectra of
ln[n~(w)], F is the frequency. (a) K,~= 0.6; (b) K,,, = 1.5; (c) K,,, = 1.6.
3~_-
97
Ikk~Jt\}Jk\J~kJki~
-6
~1
-g
50
100
fli
150
200
250
i5
100
125
-6
n~
25
50
F
(f)
0~-0
10
10
20
30
40
50
F
Fig. 6.7 (cont). Migration of two populations in three regions. (Left) Projections of the trajectories onto the n~n~
lnLn~(w)l,F is the frequency. (d)
K,
0 = 2.7;
(e)
K,,, = 2.8; (f) K,0
2.87.
98
-,
3.
(9)
(9)
~O
1~
2~
(h)
50
(h)
2~
1~
2~
40
~
(I)
___________________
Fig. 6.7 (cont). Migration of two populations in three regions. (Left) Projections of the trajectories onto the n~n~
lnln~(w)],F is the frequency. (g) K,,, 2.895; (h) K,
0 = 2.9; (i) K,0 = 3.0.
99
25
+ ++ +++++
++
+
+
+
c4
++
++
0<
0<
__________________________________________________________________________
uIuIAJ.Li~LSILjSIuuIIIuUALLLiuIJ..jIIIA&ALLAL1ALLiAiAILLIAIII
AAAA
A
+
A
A
25
0
Fig. 6.8. The two largest Lyapunov exponents A, and
A,
in the domain 0
~ K,,,
7.
with other sectors of society, particularly with the regionally differentiated development of the
economy. As a consequence, interregional migration reflects the evolution of regions and can be used
as its indicator.
The determination of model parameters by the comparison of empirical data with the model can in
principle take place on the microlevel as well as on the macrolevel.
On the microlevel, the form (6.9) of individual transition rates, and particularly their dependence on
regional utilities u~and mobilities v~,,must be validated by field inquiries among members of the
subpopulations ~
On the macrolevel one obtains the model parameters, namely the regional utilities and mobilities, by
regression analysis involving a comparison of the solutions or the constituents of the macro-equations
with the corresponding empirical quantities. Here, we prefer the latter method. *)
Regression analysis for the migratory trend parameters. The empirical data which can be observed
year by year for the interregional migration between L regions are listed in table 6.1. The corresponding theoretical equations,
n.(t+At)n.(t)
L,
=
L,
w,,,~(t)
wk~(t)+ w,(t) w...(t) ,
(6.104)
where
n,(t)pkl(t)
Wk,(t)
w,..
f3n~,
w,
n~(t)Pk~(t)
exp[uk(t)
=
p.~n,,
u,(t)] ,
(6.105)
(6.106)
follow from eqs. (6.8), (6.9), (6.10), (6.14) and (6.15), when the derivative is approximately replaced
*1 This method of evaluation was recently applied to a comprehensive comparative analysis of interregional migration in cooperation with
authors of six countries on the basis of the model presented here [341.
we follow the main lines of argumentation of this analysis.
100

Table 6.1
Yearly observed data for interregional migration of one population between
L regions.
Destination
region
Destination
population
Number of migrations in time interval [T,r + 1]

from region of origin i to destination region
I
2
n~~(r)
n~~(r)
w~(r)
n~(r)
w~(r)
w~(r)
n~(r)
w~(r)
1(r)
n~
w~(r)
n~~(r)
Origin population
Region of origin
w~(r)
.
.. .
w~(r)
w~(r)
...
. . .
...
...
. . .
w~(r)
w~(r)
w~(r)
...
w~(r)
w~/(r)
n~1(r)
..
. . .
...
. .
by the difference quotient on the left-hand side of (6.8), and choosing ~t = 1 year, and if only one
homogeneous population of migrants is assumed.
Furthermore, the migratory trend parameter, namely the regional utilities and mobilities, are now
treated as time-dependent model parameters to be adjusted annually to the empirical situation in
contrast to sections 6.3 and 6.4, where they were considered as given functions of the endogenous
population numbers! The transition rates wk,(t) in eqs. (6.104) and (6.105), with a one year time unit,
evidently correspond to the empirical number of migrants per year w~(t),from the origin region ito
the destination region k.
If the form (6.105) of the wk,(t) were exact, then the appropriate choice of all utilities u,(t) and of
the symmetrical mobilities Pk,(t) = ~,k(t) would lead to an exact coincidence between wk,(t) and w~(t).
However, as the assumed form (6.105) of wkl(t) is only a theoretical hypothesis, we can only expect an
optimal fitting of the wk~(t) to the empirical w~(t),by the best possible choice of all u~(t) and vk~(t).
A very convenient loglinear estimation procedure for finding these optimal parameters u,(t) and
Pk~(t)consists in applying the least-squares method to the minimization of the expression
F(v, u) = z=1
~
~
k.l=t
{ln[w~(t)]
ln[n~(t)vkt(t) exp(uk(t)
2,
(6.107)
1(t))]}
by appropriate choice of the parameters vkt(t) = ~~lk(t) and uk(t). (The prime at the sum over k and I
indicates that k 1.) As the probability transition rates depend only on the differences of the utilities,
we are allowed to impose, without loss of generality, the additional constraint
~ u~(t)=0,
t = 1,2,.
.. ,
(6.108)
T,
in order to uniquely obtain the determined values of the u,(t). The condition for F[v, u] to assume its
minimum states that its variation vanishes,
=
[L
(3F
A(t)) ~u~(t)
+
~ (~t~+ 3()) ~v~~(t)]

0,
(6.109)
101
where the constraint (6.108) has been taken into account using Lagrange parameters A(t). Here, the
variations ~u1(t) and ~i.~1(t) = &ii1~(t) are considered as independent of each other. Hence, each of the
corresponding, variational terms must vanish independently, yielding
Bu(t) +A(t)=0, i=1,2,...,L,

a~(t)+ a(t) =0,
i,j=1,2,.
t=1,2,...,T,
..
(6.110)
,L (i~j), t=1,2,..., T.
(6.111)
Using the explicit form (6.107) one obtains
8u~t)=
2{ln[~.k(t)] + [u~(t) uk(t)]

-
4{[u,(t)
= ~
___
uk(t)]
ln[p~(t)] ln[Pk~(t)] + [u~(t) uk(t)] + ln[p~(t)]}

-
~ln[p~ (t)Ip~(t)]},
(6.112)
~,(t) {ln[~~(t)]+ [u~(t) u~(t)] ln[p~(t)}},

-
(6.113)
where we have introduced the empirical individual transition rate

p~(t)= wc~(t)In~(t)
,
and have made use of
~ 4{[u~(t)
and, again using
~k(t)
uk(t)]
(6.114)
in (6.112). The conditions (6.110) and (6.111) now take the form
= Pk~(t)
(6.115)
~ ln[p~(t)Ip~(t)]}+ A(t) = 0,
hhik(t) = l1k~(t),
~(t) {ln[v~~(t)] ln[p~(t)p~(t)]}= 0.
(6.116)
Evidently eqs. (6.115) and (6.116) are uncoupled equations for the determination of the u,(t) and
i~1(t)= i~~(t),respectively. From (6.115) it follows that, via summation over i = 1, 2,.
, L, the
Lagrange parameter A(t) vanishes,
.
A(t) = ~
ln[p~(t) Ip~(t)]= 0.
(6.117)
Then u,(t) can be determined uniquely if the constraint (6.108) is inserted into (6.115). The result is
u1(t)
ln[p~(t)Ip~(t)], i
Finally (6.116) yields
1,2,.
L,
t=
1,2,..., T.
(6.118)
102
112, j, i 1,2,
, L (j ~ i)
t = 1,2,
, T
(6.119)
[p ~(t)p~(t)]
Formulas (6.118) and (6.119) express the optimally fitted utilities and mobilities in terms of the
empirically known, individual transition rates. It is now plausible to assume the mobility factors to have
the reduced form [see (6.13)]
=
i~
. .
. .
1(t)=
v~(t)f~,
,
(6.120)
with time-dependent global mobility
v
0(t)
and time-independent factors fkt
f,k,
which may, however,
depend on an effective distance between region i and region k and which are normalized by
~f,1=L(L1).
(6.121)
After inserting (6.120) into expression (6.107), the optimal choice of i~(t) and fk~is obtained from the
modified variation principle replacing (6.109), with respect to the variation of the ~kj
8~~)
~
~(3
~(F(v,u)-A~fii)=
= ~i
1(t)+A(t)~f1~)
~ ~
(a~ v0(t) + A(t)) ~f~]

~0,
(6.122)
where now
=
fir, + v0(t) &f~,
~v0(t)
(6.123)
has to be used. Since the variations ~v0(t), sf1, =

+
k,/
avlk(t)
~ (a
~(t)
+ ~
&f~are independent, eq.
(6.122) yields
)~=o~t=1,2,...,T,
(6.124)
31kl(t)
(t)
~(t)
A =0,
A=
A(t),
j,
J=
1,2,...
L (i ~ j).
(6.125)
By inserting eqs. (6.113) and (6.120) into (6.124) and (6.125), the following equations are produced:
~(t)
Y {ln[v~(t)]+ ln(f~)
ln[p~(t)p~(t)]}= 0,
~ {ln[v~(t)] + ln(f~~)ln[p57~(t)p~(t)]}+ ffifl = 0, i,
=1,2,..., T,
(6.126)
j =1,2,.
(6.127)
L (i j).
By taking the sum over j and i (with j ~ i) of (6.127) and using (6.126) it follows that the Lagrange
parameter A must vanish, thus
n=o.
(6.128)
103
Solving (6.126) for v0(t) and (6.127) for f1~,one obtains the results
~ (e)f \
-Ik,1[P1k
(e)1 \11/2L(L1)
~t)Pkl ~,t)J
(6.129)
1/L(L1)
(f/k)
where the prime at the product sign again excludes the factors 1 = k, and
=
fl
r
LP~
~ (e)(t\
1~
2T
(e)ft\11/
(6.130)
[v0(t)]
t=i
Elimination of v0(t) in (6.130) by inserting (6.129), leads to the equation
iii
ll,L
k,1
~ \1/L(L1) ~T
(e)~
(e)( \]112T
131
\Jkl)
t=l tP1t ~t)Pij ~~tJJ
11T ~L ~ (e)It\ (e)(~\]1/2TL(L1)
t=1 k,1 [P1k ~ Pkl k)J
Evidently, the f~,are only determined up to a common factor which cancels out in (6.131). Therefore,
instead of (6.131), f1, can be written in the form
f~ C fI
=
112T,
(6.132)
[p~(t)p~(t)]
where C is to be determined by the constraint (6.121). The final form of v

0(t) is now found by inserting
(6.132) into (6.129),
~L ~ (e)( \ (e)( ~11f2L(L1)
1
k,l ~P1k~tJPk1k~~J
HZ~~
~
vt~t) 1k,1
,
C
The results (6.132) and (6.133) are simple and plausible: Apart from normalization factors it appears
that the time-independent factor f~
is given by the temporal geometric mean value of the symmetrical
expression, [p ~ (t)p~(t)]12 whereas the space-independent factor p
is proportional
the regional
2. Using 0(t)
(6.132)
and (6.133)to the
reduced
geometric
mean
value
of
the
expression
[p~7~(t)p~(t)]
mobility can be easily composed, according to (6.120),
(r)
i~~
(t)
[I~~[p )(t)p~(t)]h/2L~_~
H~1[p~(t)p~(t)]2T
~L
T
~ (e)
1 ~ (e)1 ~11/2TL(L1)
k,l
t=1 ~P1k V)Pkl k~)J
This formula must be compared with (6.119), where the latter was obtained without assuming that i~~(t)
factorizes into a time-dependent and a region-dependent term.
We now choose the old Federal Republic of Germany (FRG) as a concrete example of the
estimation procedure. It consists of L = 11 federal states (including West Berlin). The interregional
migration between them is considered for a period of T = 27 years of registration (1957 to 1983),
leading to q = TL(L 1) = 2970 empirical migration matrix elements w~(t), to which the theoretical
matrix elements w11(t) given by (6.105) have to be fitted. The number k of fitting variables consists of
the number of utilities v = TL and the number m of independent parameters in the (symmetrical)
2
mobility matrix
= is,. In the case of an unrestricted mobility matrix we find m =
T(L
104

I
0.50
0.50
1~
(a)
0.50
0.50
(b)
Fig. 6.9. Theoretical migration matrices w
1(t) plotted against empirical matrices w~(t)using the loglinear estimation (a) for unrestricted mobilities
v1,(t) = i~1(t),and (b) for reduced mobilities p~(t)=
p0(t)f1, = v0(t)f1.
2
whereas
form ~(6.120)
leads to
stricted theandreduced
for reduced
respectively,
,.~
mW =
L) only. Hence we obtain for unre-
T + ~(L
k=TL+~T(L2L)=1782,
(6.135)
k(r)= TL+ T+ ~(L2L)=379.
(6.136)
The quality of the estimation can now be checked by plotting the theoretically fitted migration
matrices w~(t) against the empirical matrices w~(t) for the unrestricted or reduced v~,respectively.
Figures 6.9a,b show the two cases. Figure 6.9a confirms the validity of the assumed form (6.105) for
w.~(t).Figure 6.9b shows that the plausible assumption of a reduced mobility matrix t~, containing
fewer fitting parameters, nevertheless still leads to an acceptable agreement between theoretical and
empirical migration matrices.
The explicit results of the estimation of the utilities of the eleven federal states of the FRG, of the
global mobility v
0(t) and of the spatial deterrence matrix f~are depicted in figs. 6.10 and 6.11 and in
table 6.2, respectively. The symbols and numbers for the federal states of the FRG used in fig. 6.10 and
table 6.2 are shown in the map and in the list of symbols of fig. 6.12.
Dependence of the migratory trend parameters on socio-economic key factors. In order to analyse the
correlation of migratory trend parameters with the regional socio-economic variables of the regional
utilities, we should set up a ranking regression formalism (see refs. [34, 39]) yielding a ranking of
socio-economic variables with respect to the degree of their correlation to the just estimated migratory
trend parameters. A high correlation can give rise to the conjecture that a causal relationship may exist
between that socio-economic variable and the migratory process. The method can be seen as a Schmidt
orthogonalization procedure in a vector space of finite dimension, combined with a selection principle
making the successive choice of base vectors unambiguous.
o__
0.50
___
_o
:~~
:::-----
_....
6_~A~6~--A....6~
~A
~_6~<._
S.
~.lI~
_+=_+_+_+_
-0.50
1
~:::
1960
+_++_
=>~~~-.
00
>~~
~
1965
1970
_~~-A_&N
A
_.~......_.......
.~~~+__+_+~ ...+_+__+_+_
:::~:~
0/C
1955
105
______________
_+_._+_+_+__
____
____
~~
1975
1980
1985
Fig. 6.10. The estimated regional utilities u(t) for the eleven federal states of the FRG. For the meaning of the symbols see fig. 6.12.
0
1955
1965
1960
1970
1975
1980
1985
Fig. 6.11. The estimated global mobility v0(t) of the FRG.
Henceforth we consider the regional utilities u1(t) u(i, t) with i = 1,2,.

L and t = 1,2,.
T
as elements u) (in Dirac notation) of an LT dimensional vector space 7/, with the (real) scalar product
. .
. .
(6.137)
~ h(i, t)g(i, t).
j=1
Similarly, we may introduce scaled dimensionless variables with a vanishing, regional mean value,
fl~(i,t)
fr(i,Qa(t)
t)
-
~a(t)
~L
E fr(i,
j1
t) =
fr(t),
(6.138)
106
symbol
11
region
Schleswig
Hamburg
O
*
name
>
Holstein
Westfalen
Bremen
Nordrhain
Hessen
7
8
Rheinland - Pfalz
Baden - W0rttemberg
9
10
Bayern
Saarland
11
Berlin
10
8
Fig. 6.12. Map of the Federal Republic of Germany and list of symbols and numbers for the federal states used in fig. 6.10 and table 6.2.
starting from socio-economic variables Qa(j t), a = 1, 2,.

of arbitrary dimension and arbitrary
regional mean value. The (Ia(j t) are also considered as vectors I(1~)E 7/ Vectors normalized to 1 are
denoted by IQa~.
Now we try to represent the utility vector u~ in successive approximations as a linear combination of
those socio-economic variables Qt~that correlate best with u~.This is achieved using an iterative
procedure. The first two steps are illustrated here.
.
Table 6.2
Estimated values of the deterrence functionf(d) of the eleven federal states of the FRG. f,
1 f1.
=
ft
1
2
3
4
5
6
7
8
9
10
11
0. For the meaning of the numbers in the left column and the top row, see fig. 6.12.
2
10
11
5.95
1.80
2.21
0.86
0.63
3.69
1.08
0.71
2.46
0.57
0.52
0.48
1.12
0.33
1.61
0.34
0.21
0.50
0.17
1.93
2.12
0.59
0.47
0.84
0.32
1.33
1.67
1.70
0.48
0.40
0.66
0.24
1.12
1.37
0.75
2.79
0.11
0.08
0.15
0.06
0.39
0.43
1.80
0.61
0.27
0.69
0.68
1.12
0.31
1.15
0.84
0.46
0.92
0.78
0.16
First step. Among the normalized

leading to a decomposition of u) as
ju)
a1If2) +
Uia)
fr),
107
one has to find the optimal one, henceforth named
fl),
(6.139)
with a rest term u1~)of minimal norm. That means, I~~)

must be the vector most parallel to
among all If2~).The minimal norm of uia) is obtained for
a1=(fl~u), hence (fl1u11)=0.
lu)
(6.140)
Second step. Each of the remaining socio-economic variables I2~)(a 1) can now be decomposed
into a component parallel to 17) and a remaining term which is orthogonal to (1,) and is henceforth
called 111,), by the formula
1) + I~~I), a =2,3,...,
c
tJQa),
(fl~Q~
= c,aIfl
10 = (fl
1)
= 0.
(6.141)
Among
normalized
Iul~,)one again has to find the optimal one, enumerated as
to
a restthe
term
u
1 2) of minimal norm in the decomposition
Ju11)
2~~),
and leading
Ifl
a2Ifl~,)+ u2),
(6.142)
with
a2=(Q1,Ju~~i),hence (fl~1Ju12)=0.
(6.143)
After that step, the representation of Ju) reads

51)
u)
a11i
a
2Ifl~1)+ Ju12)
(6.144)
Evidently this iteration can be repeated until a rest term u1~)of sufficiently small norm is obtained
in step y. Neglecting this last rest term and making use of the decomposition formulas such as (6.141),
the utility vector u) can finally be written in the form
u)
~ baIQ),
(6.145)
where the 17 ~) are the initial nonnormalized and nonorthogonal socio-economic variables (6.138).
Proceeding in this way, it appears in the ranking regression analysis of the FRG (and other countries
too), that the first two most important socio-economic variables in the representation of I u) are the
variables
fl,(i, t)
n,(t)
112(i,
t) =
n~(t)
,
(6.146)
being measures of the size of the regions. Hence, u.(t) can be decomposed as follows:
u.(t)
s1(t)
+ ~~(t)
(6.147)
108
with a purely size-dependent term of the form

s,(t) =
An,(t)
a- An~(t)
(6.148)
An1
An~(t)= [n~(t) n~(t)1I[n(t)12,
[n,(t) Il,
and a rest term 3,(t), denoted as regional preference. For K >0 and a- <0, then, the first part of s,(t)
describes the agglomeration in regions of high n1(t); however, the second part leads to the saturation of
this agglomeration for very high values of n.(t).
The remaining regional preferences are depicted in fig. 6.13. Their variance is much smaller than that
of the full utilities in fig. 6.10. This indicates that a considerable part of the spread of regional utilities is
purely due to the effect of the size of the regions.
In continuing the ranking regression analysis one is led to the result that the variables OS, =
overnight stays in region i per capita, El1 = export structure index in region i, UR, = unemployment
rate in region i, and TS1 = quota of employment in the tertiary sector in region i, are selected via the
iteration procedure as the next important socio-economic key factors, from a set of 32 socioeconomic variables. The representation of the regional utilities thus obtained has the form (6.145) and
reads
u,(t)
1.037An,(t)
0.180An~(t)+ 0.1560S,(t)
0.474E1,(t
2)
0.083UR,(t) + 0.193TS1(t) + ~
(6.149)
where 50~(t)is a rest term of negligible norm. However, not all of the six relevant key factors appearing
in the decomposition (6.149) of u,(t) can be considered as a direct cause of migration, but at least they
can be interpreted as a proxy for the variables really driving the migratory process. Figure 6.14 shows
the result (6.149), representing, approximately, the regional utilities of the eleven federal states as a
superposition of these six key factors.
Further details of the analysis and its interpretation can be found in ref. [34].
0.35
+
~~z:
:::~.~
~
o____________
0.35
\
N
0.70
1955
1960
1965
1970
1975
1980
1985
Fig. 6.13. The regional preferences of the federal states of the FRG. For the meaning of the symbols see fig. 6.12.
_~_
.~~aa-----
..
..~
~-~
X55
AaAA
109
aAa
gX
________
AAA
~
0
_~_!_
~J......X-_.*._
5_
-~--~-~-
196P
1965
______________
~
0
.2~
..-----~-.:~_.
~
.--
~oo0
-~-----
~-
000
1
1955
1970
0000
1975
000
1980
1985
Fig. 6.14. Key factor representation of the regional utilities of the FRG. For the meaning of the symbols see fig. 6.12.
7. Formation of settlements
Human settlements belong to the most complex systems in the world. It is therefore understandable
that the formation of settlements is a basic part of two neighbouring sciences: theoretical geography and
regional science. But due to the evident cooperative and nonlinear processes inherent in urban
dynamics, this field also provides a challenge to quantitative modelling along the lines of synergetics!
However, the complexity of the system is immense: The inhabitants of a settlement are simultaneously members of one or more interest groups, for example as tenants, landlords, shopkeepers,
businessmen, architects, cityplanners, communal politicians, etc. All of these organizational levels are
in competitive interaction, so that no strict separation of their activities into subsectors is possible. The
decisions made by the different groups of agents result in construction processes transforming the urban
structures at all spatial levels
Let us now ask if principles exist which can be helpful in reducing this complexity. One guideline
consists of the appropriate units of description on the adequate compound level, which avoids
superfluous detail. Thus appropriate groups of agents must be chosen, acting as units of decision,
along with appropriate construction units, which are the outcomes of the decisions and shape the
settlement configuration.
Furthermore it proves helpful that a hierarchy of spatial scales of organization exists in settlement
formation, which leads to a decomposition of the full spatial complexity into windows of spatial scale,
corresponding to different levels of refinement or roughness, of consideration. Thus it seems appropriate to introduce a microscale, a mesoscale and a macroscale of spatial structures: The development of
detailed urban configurations takes place on the microscale. The evolution of the appropriately
coarse-grained densities of subpopulations can be better described on the mesoscale, and the
evolution of regional populations can be observed on the macroscale.
It is due to a generalized mean-field concept also well known in physics that the decomposition
into spatial scales indeed leads to a simplified description: Namely, the interaction between different
spatial scales takes place only via certain mean values. For example, the mesoscale influences the
-
110
evolution of urban configurations on the microscale via certain local mean population densities only,
and conversely the microscale influences the evolution of populations on the mesoscale by a few
averaged parameters only, such as the mean local living costs and housing conditions.
In the following sections, which can only provide an initial introduction into the problem of
quantitative modelling of settlement formation, we will make use of the separation into spatial scales of
consideration.
We begin in section 7.1 with a formalized description of urban configurations and their evolution on
the microscale. In a modified and generalized form, the model construction elements of the preceding
chapters can be also used here: A space of urban configurations is introduced, whose stochastic
development is governed by a master equation, or, equivalently, by simulation of stochastic trajectories. The configurational transition rates are again constructed via use of the concept of dynamic
utilities.
In section 7.2 we consider the macroscale with respect to the agglomeration of populations. A
mathematically tractable, though oversimplified, nonlinear model of interregional migration yields
insights into how the agglomeration of the population comes about as a self-organizing process, via
nonlinear migratory interaction.
In section 7.3 we try to integrate on a mesoscale the sectors of migration and of economic activities,
in order to describe the evolution with time of the spatial densities of economically interacting
subpopulations of a closed society.
Finally, in section 7.4 we give a short account of alternative, approaches for the treatment of
settlement dynamics.
7.1. Master equation description of urban evolution on the microscale

Urban configurations. The first problem arising in a quantitative description of urban dynamics on
the microscale consists of defining an appropriate urban configuration space dl, whose elements U are
the possible states of construction of a town or a city. These states are denoted as urban configurations.
The units composing such a configuration must of course be sufficiently simple and normalized, so
that a simple characterization of the configuration is possible. In this sense we consider only two main
kinds of construction units within a configuration: buildings of different kinds (for example, apartment
houses, shops, service stations, schools) and also traffic infrastructure of different degrees of quality (for
example, footpaths, paved streets, major roads, major roads plus tram or subway etc.).
The geometrical structure of the possible configurations is also selected to be as simple as possible.
Thus we choose a square lattice of building sites. The building sites are connected by another lattice of
street segment sites. The building sites are indicated by indices (i, J) where both indices i and j are
integers. The street segment sites also obtain indices (i, j), where one of the indices is integer, and one
is half-integer (see fig. 7.la).
Each building site can now either be an empty place or be occupied by one of b alternative types of
building (such as an apartment house, a school, a shop, a department store, etc.). The b alternatives can
include simple or sequential steps, indicating more intense use of the building site, for instance by
single- or multi-storey apartment houses, by simple shops or department stores etc. Similarly, each
street segment in between the building sites can either be empty (an unpaved way) or be in one of s
states of increasing completion or quality (i.e. a paved street, a major road, a major road plus tramway
etc.).

ji
ji
111
3
LILIILII
b~~~a)
Fig. 7.1. (a) The empty square lattice of building sites (i, J) and of street segment sites (i + ~, j) and (i, J + ~ where i and j are integers. (b)
Example of an urban configuration with six different occupation alternatives of building sites and three successive steps of Street completion, with
interpretations given in (7.1) and (7.2).
An urban configuration U E di is then defined as the aforementioned square lattice, with each
building site empty or occupied by a building from set b, and with each street segment site still unpaved
or in one of s states of completion.
Figure 7.lb shows an example of an urban configuration, where, apart from emptiness, b = 6 kinds of
occupation of building sites (i.e. 3 simple uses and 3 intense uses) and s = 3 successive steps of street
completion are allowed. The different uses of building sites and steps of completion of street segments
can, for example, be interpreted as below
simple use
(apartment house)
I/I
simple use
s~
(shop of kind 1)
\\\
simple use
~2
(shop of kind 2)
intense use (a, s,)
(apartment + shop of kind 1)
~<
intense use (a,
(apartment
4~
~2)
intense use (s1, s2)
shop of kind 2)
(department store)
and
simple paved street
major street
ms
major street + tramway ms +
H
t
(7.2)
II
Let us now count 2the

number
possible
configurations
dt.andj
If the
imaginedL,town
building
sitesofwith
indicesurban
(i, J) where
i = 1,2,. U E L
= 1,2,.
and
comprises a block of L
. .
112
where each of them can be in one of (b + 1) states of construction (including emptiness), and also
comprises of a network of 2L2 street segments (i+ ~ j) and (i, f+ ~), with i= 1,2,..., L and
j = 1, 2,.
L, where each street segment can be in one of (s + 1) states of completion (including
being unpaved), then one obtains the quantity
.
. ,
B=(b+1)~
(7.3)
for the number of building configurations, and the quantity

S
(s +
(7.4)
1)2L
for the number of street configurations, hence

C= BS=[(b
1)(s+
1)2]L2
(7.5)
is the total number of urban configurations that can be found. For the example we have chosen L
b = 6 and s = 3, so that fig. 7.lb shows one out of
C
(7.
5.9135574 x i0~
16)36
6,
(7.6)
possible configurations. Of course, this huge number also contains many unrealistic configurations
which will never be realized during the evolution of the settlement. The problem of the dynamic theory
consists of finding the paths of evolution of highest probability in the configuration space dl.
Local and global variables on an urban scale. After the introduction of urban configurations it is
rather obvious how they can be characterized by local and global variables. Let h(i, j) be the number (1
or 0) of buildings of a given type (for example, apartments, shops, service stations) at building site
(i, j). However, this quantity fluctuates greatly from site to site. Therefore it is apparently advantageous to go over to the smoother quantity of the local mean value of h(i, j),
(ij)
h(i,
j)
h(i,
j),
(7.7)
(I,.)
where the sum is taken over the nine neighbour sites of (i, j), including (i, J) so that (i, J) =
(i+1, j+1), (i, j+1), (ii, j+1); (i+1, j), (i, J) (ii, j), (i+1, j1), (i, j1), (ii, j1).
Similarly, the local mean value of the number of completed street segments of a certain kind can be
introduced.
The global variable H corresponding to h(i, j) is
H= ~
h(i,
j).
(7.8)
i.j=1
Further global variables attempting to characterize the quality of an urban configuration can also be
introduced, for example the total length of the street network, weighted by the state of completion of
the segments.
113
Since the urban evolution interacts with the local and global number of inhabitants, we should also
introduce the mean population number per site,
(I)
~(i,
J) =
~
(i
n(i,
j),
(7.9)
j)
and the total urban population,

N= ~
n(i, j).
(7.10)
A fully integrated model of the coupled economic, migratory and urban development processes requires
further local and global quantities such as rents, housing costs, mean commuting distances etc. Thus in
section 7.3 an initial approach of this kind is made on the mesoscale.
Utilities and transition rates. Now the elementary steps of urban growth and decline will be
introduced. They consist in the erection and extension or substitution and pulling down of buildings, or
in the construction or demolition of infrastructural segments. In other words, the elementary processes
of urban dynamics are birth and death processes of the elementary construction units which compose
the urban configurations. These processes induce transitions between one configuration U and another
configuration U. The new configuration U, which could also be denoted as ~
is a neighbour to U,
since it differs from U only by the addition (+) or deletion () of the construction unit e at site (ij).
Since many decision makers decide about the erection (or removal) of a construction unit, we will
consider the transitions as a stochastic process, which, although not completely random, is governed by
the interests of the groups involved.
The form of the probability transition rates
w(U~),U)
(7.11)
between the old configuration U and the new configuration U~),must now be considered. For this aim
we must once more invoke the utility concept.
Let us denote the measure of the utility or attraction of the urban configuration U to an urban
decision maker who is a member of ~ by the variable Ua(U). The tendency to go over from
configuration U to configuration U~is then proportional to exp[u,TjU~)) u0(U)], insofar as group
~ is concerned and according to our general dynamic modelling philosophy. Since different groups
for example tenants, landowners, shop keepers, businessmen, architects, city planners, communal
politicians etc. are competing for influence in the decision concerning the transition U~ U~, it
seems at first sight adequate to choose the following form for the transition rate (7.11):
w(U~);U) = ~
i.{ca
exp[Au~(U~,7~,)]} Aua(U~7))= Ua(U~J)) Ua(U)

,
(7.12)
Here, t is a global flexibility parameter, and ca describes the relative influence of group ~a
However, the form (7.12) should, perhaps, be modified for the following reason: According to (7.12)
transitions from U to ~
would even take place for Aua(U~))= 0 for all groups
However, the
urban system is much more rigid than the migratory or opinion formation system, where the analogous
~.
114
effect was plausible. Instead, an urban construction step seems only to have a finite probability of
realization (that means a nonvanishing transition rate for U z~ U~))if the weighted average of the
anticipated utility increase of the participating decision groups surpasses a certain threshold. Therefore
we propose, instead of (7.12), the following rate for the transitions U ~ U~):
w(U~U)
@(Au 4~)
~ ~{ exp[Aua(U~)]}
ca
(7.13)
AUa(U~j7))
where
(x)=1
for x0,
~9(x)0
forx<0.
(7.14)
The e-function on the right-hand side of (7.13) takes into account whether or not the transition
U ~ U~~,7)
should take place at all, and this t9 function also describes a cooperative process, strongly
coupling all participating groups. This decision process differs from that in opinion formation or
migration. In the latter cases everybody decides for himself, whereas here all groups decide together
about an outcome of common interest.
For concrete models of urban evolution, the explicit form of Au0(U~7))must be specified in terms of
variables characterizing the configurations. In particular, the local variables at site (i, J) will determine
the utility difference between the configuration U and U~).After this specification which is not
explicitly implemented here the probable evolution of the urban configurations is describable by the
master equation (see below).
Occupation number representation of urban configurations. It is illustrative and also convenient for
later use to introduce an occupation number representation of urban configurations. For each building
site one introduces a certain number of places. This is similarly done for the street segment sites. The
necessary number of places depends on the way in which the site is to be filled. If the site is empty, the
occupation number 0 is assigned to each place. In the case of a simple use of the site, exactly one of the
places obtains the occupation number 1. In the case of a more intense composite use, for instance
double or triple use of the site, then two or three places obtain the occupation number 1, and the
remaining places get 0. Generally, in the case of more intense use more places are filled by 1 than for
less intense use.
We will illustrate the procedure for the example (7.1) and (7.2). Each building site (i, j) in this case
gets three places [aIs1 S2](,I), so that the empty site is now denoted by [01010],and the uses of(7.1) are
now described as follows:
simpleusea
~[1~0I0]
simpleuses,
~[0I1~0]
simpleuses2
~[0I0~1]
intenseuse(a,s,) ~[1I1~0]
intense use (a, s2)
[11011]
intense use (s,, s2)
[01111]
(7.15)
115
For the street segments we also need three places [sI mIt]. The empty segment is again denoted by
[01010], and the three cases (7.2) of successively intensified use are now described by
simple street
[11010]
major street
~[1I1I0]
major street + tramway
(7.16)
[1 1 1]
If the places of all sites are written in sequence,
{[l I H]~ ~ I
[II
~]
(7.17)
]L+1/2,L+1/2}
then each urban configuration consists of a certain sequence of 0s and ls filling the places. By
definition, the erection (or removal) of one of the construction units at one of the sites leads to the
substitution of a 0 by 1 (or a 1 by 0) at the corresponding place in the sequence. Enumeration
throughout of the K available places in (7.17) by 1, 2,.
k,
K, shows that an urban configuration
can also be characterized by the sequence of the numbers of places {k,, k2,.
k~}which are
.
. ,
. ,
occupied by 1 instead of 0. Thus, complete emptiness is denoted by {I}, and a configuration with one,
two, three etc. realized construction units at certain sites, by {k}, {k,, k2}, {k,, k2, k3},.
and so on
until { k,, k2,
km }, where m < K is the maximum number of realizable construction units in an
urban configuration. Since only the numbers k, which are assigned to the realized construction units are
important, and not their sequence, then a configuration {k~,,k~2,. , k~}with permuted numbers is
identical to { k,, k2,
, k~}.
The transition rates (7.13) can then be formally written in an alternative form, which will prove
convenient in the formulation of the master equation. Birth processes of the construction units are now
written as
.
. .
. ,
. .
w(UW); U)~w~(j,,. ,
.
, kr),
which vanishes, except for the configurations where

(k,,... ,k~)E
{(12,...
~(J~~ , j~,,j~,,...~
.
. . , j~)}.
(7.18)
Death processes of the construction units are now denoted by

w(U~U)~w(j,,... ,i~,Ik,,. , k~)
.
which vanishes, except for the configurations where
(j,,
, jo,)
E {(k2,
. .
, ku),
. .
, (k,,
. .
, k,,, ~
. .
, ku),
. .
, (k,,
. .
, k,,,)}
(7.19)
Here, (k,,
, k~)is the initial configuration and (j1,
j~,)and (j,,
configurations of the transition considered. Evidently, an end configuration (j,,
.
. .
in,) are the final.

in ,)in the birth
116
process can only be reached by (n
1) initial configurations (k1,. , kn), namely those coinciding with

(j,,.
in ~,)apart from the one lacking unit L. And in the death process the initial configuration
(k,,.
, k~)can only reach n final configurations (J,,. . , i~,)coinciding with (k1,. , kn) apart
from the one lacking unit k,.
+
. .
The master equation for urban evolution. We will now consider the evolution of the probability
P(U; t) of realization of a certain urban configuration U at time t. In occupation number representation,
the probability distribution consists of the components
P(/;
t),
P(k,;
t),.
, P(k1,... , k~t),.
..
, P(k,,.
..
km;
(7.20)
t),
which are normalized by

~
P(k,,.
n=O (k1
(7.21)
,kn;t)=l.
..
kn)
The fundamental master equation for all P(U; t) reads in components

dP(I;
t)
W~P(I;t)
w (11k1)P(k,; t),
(k1)
dP(k1,.. ,k~t)
dt
.
(I
Iai)
W(k1,.
+
w~(k,,.. , k~j1,. ,j~1)P(j1,...,

.
,k~)P(k1,. ,k~t)
w(k~,. , k~j1,. ,i~+1)P(j1,..
t)
j,~
. .
in+i; t)
(i~
W,~(k1,...,k~)P(k1,...,k~t)
dP(k1,.
, k,~t)
w~(k,,. , k~J1,. , fm-i)~(Ji
dt
..
. .
Jm-i
t)
j)
W~(k1,.. ,km)P(ki,..
.
,km;t).
(7.22)
Here we have used the abbreviations
W~(k1,...,k~)=
w~(j1,..~
(7.23)
(i~
W~(k1,. .,kn)=
(i~
W~(Ji,...,Jn~iIki,.. ,kn),
.
(7.24)
ini)
Equation (7.22) describes the probabilistic evolution of urban configurations by both birth and death
processes of the construction units. It can only be solved numerically.
117
Forward evolution. However, there exists an important and even realistic special case for which
(7.22) can be solved exactly. It is the case of a purely forward evolution, for which no removal of
construction units takes place: This means that
w(i1,.
. .
. . ,k~)0,
n1,2,.
,m
(7.25)
and the corresponding terms disappear from the master equation (7.22). This case is realized at least in
the initial (and perhaps long-term) phase of urban evolution, where the addition of a further
construction unit always has a higher utility for all decision makers than substitution or removal of one.
Thus all death process transition rates vanish, in accordance to formula (7.13).
Let us now solve eq. (7.22) under the condition (7.25), for which it becomes a general birth process
master equation. We make use of the Laplace transformation
P(z)
tP(t)dt,
(7.26)
e~
which is applied to both sides of the master equation. This master equation reads in abstract form
(7.27)
dP(t)Idt= ~P(t),
and we obtain
l.h.s.
e~zt
dt
~ [e~P(t)] dt
~ (e~t)P(t)dt
r.h.s. = ~P(z).
P(0) + zP(z),
(7.28)
(7.29)
Hence
P(0)
zP(z)
~P(z),
or P(z) = (z ~~P(0).
(7.30)
Furthermore the stationary solution P(co) of (7.27) can be easily expressed by ~(z): Since all solutions
P(t) of (7.27) converge to P(ao) for t*os, one can state that
P(t)
P(oc) +
IT(t),
ir(t)+0 for
(7.31)
t~.
Inserting this decomposition of P(t) into (7.26), one obtains

P(z)
P(oo) +
~(z)
or P(oo) = zP(z)
th(z).
(7.32)
If ir(t) decreases exponentially for t+x, then the Laplace transform ~(z) remains finite for z*0~,so
that (7.32) yields
118
P(cc)
science
lim zP(z).
(7.33)
z.O +
In components eq. (7.30) reads

1+zP(I;z)=W~P(I;z),
~
, kn; z) =
w+(k~,. , ~
Jn-t)~(fi.~
z)
,jn_,;
/ni)
W~(k1,.. ,k~)P(k,,...,kn;z),
(7.34)
zP(k,,... ,km;z)=
W+(ki,...,kmlJi,.. .~m_i)~(Ji,...
,im_,;z).
~
C
Making use of (7.22) with (7.25), and of the initial condition
P(k1,...,k~0)0 for1~nsm,
P(I;0)=1,
(7.35)
the system (7.34) can be successively solved and yields
Pk
~ ~
Z)
z +
1
W(k,,...
, k5)
(Ii.
w~(k1,.
, k~,,., ~
z + W~,(f,,.
.
In-i)
fn~iIli,,~
1,,~)
(/1
W_2(l1,..
. .
, l~)~
ln_2)
. .
w+(q1q2q3~r,r2)
(rir2)
z + W~(r,r2)
w~(r~r2~s)
w~(s~I)
(s)
P~k
~ ~
k mZ,~
Z ~
(z + W~(s)) (z
~
w~(k1,
z +
fm-i
w(r,r2js)
W~)
,k~jf1,
+
Wm_t(ji,
. .
. .
tm-i)
Jmt)
. .,
.
,
w(sII)
~ (z + W~(s))(z + W~)
~
L.d
r1r2
w~(q1q2q3~r1r2)
(z + W2+ (r,r2))
736
(.
It is also easy to derive the time-dependent solution P(U; t) by a back-transformation of (7.36). But
in particular, from (7.36) there follows a remarkable and well-interpretable form of the stationary
solution: That is to say, by making use of the formula (7.33), we obtain
P(k1,... ,kn;~C)= lim zP(k,,.
z-.=O+
,k~z)=0 n<m,
119
P(k1,.. ,km;OO)= lim zP(k1,.. ,km;z)

.
z_.,.O+
=
p(k~,. ,kmI~i,.. fm-i)
. .
fm-i)
(ij
(1~
Im_2)
fm-iIli.
, l~)
. .
p(q1q2q3Ir,r2)~p(r1r2~s)p(s~I),
(r,r2)
(7.37)
(s)
where we have introduced the abbreviation

p(k~,
.
. .
k~i~
. .
ii
,,
~+
j~,)=
~n1~Ji
. .
.
.
in
(7.38)
i)
This new quantity can be interpreted as the conditional probability with which the configuration of
(k,,. , kn) is created, given that the configuration (f,,. . . , f,,~)was previously realized. Indeed,
(7.38) fulfills the requirement of a conditional probability,
.
p(k~,..., k~i,,. , f~)= 1,
~
(k1
(7.39)
k~)
which immediately follows after making use of (7.23). With (7.39) it can easily be seen that
(k,
P(k~,.. ,km~X)=1,
(7.40)
km)
since on the right-hand side of (7.37) all sums can be successively evaluated taking into account (7.39),
after taking the final sum over all (kr,. ,km).
The interpretation of (7.37) is suggestive:
Firstly, it follows from (7.37) and (7.40) that for t only the configurations (kr,. , km) with the
maximum possible number m of construction units survive with a finite probability of realization. All
other configurations which may have lived for t < have died out. (However, the situation would be
different if removal processes had also been taken into account in the master equation. Then one would
expect for P(t = ~) a stationary equilibrium between construction and demolition of all buildings.)
Secondly, the probability of each final configuration (k1,. , k,,,) is composed of the probabilities of
all different sequences of construction steps leading to (k,,.
km). Essentially, the probability of
(k,,. , km) consists of the probability of the sequence k1 k2 ~k3 ~ km plus the probabilities of
all permuted sequences k~1 k~2 k~3
kpm. The probability of the latter sequence is given by
.
. .
. .
. .
. ~
,kpmlkpi,.
. .
,kp(m~i))~~P(kpikp2Ikpi)P(kptI/),
(7.41)
and this means that it is the product of the conditional probabilities, for the subsequent realization of
kr,, k,,2,
until kpm~
. .
. ,
120
The formulas (7.37) and (7.41) give rise to several interesting questions, all of which can be
answered in principle when the configurational utility differences
kn+i)~u~(k1,.
.
, kn),
(7.42)
which determine the transition rates, are known. The questions are listed below.
1. What is the optimal sequence of realizing construction steps leading to the final configuration
(k,, k2,.
km)? Can the probability of alternative sequences be neglected?
2. Is the probability distribution P(k~,. , km; ~o) unimodal or multi-modal?
3. Which are the configurations (i,,. . . , k,~) belonging to relative maxima of the probability
P(k,,.. ,km;~Y3)?
4. In the case of a 21,.
multi-modal
distribution
least two
k~),the
question with
arisesatwhether
thereoptimal
exists aurban
point configurations,
of bifurcation
(kr,.
,
k~)and
(k~
(k,,.
i~) in the evolution of successive configurations. In that case, after reaching the crossroad
configuration (k,,... , k.), the further evolution would either preferentially proceed along
(kr,.
k
1, q,), (k,,... , k~,q,q2),..., until (kr,.. k~)= (k,,.
k1, q1, q2,... , q~1) is
reached, or proceed along (k,,
k., ri), (k,,
, k, r,r2),
until (/~2),
, k~)=
(kr,
k., r,, r2,
, r~1)is reached. Both products of conditional probabilities which start at
and end at ~
, k~)or (~2),~
/~)would then have higher values than those of
alternative sequences and thus would lead to two relative maxima of the probability of the final
configuration.
For explicit models, the questions raised in points 1 to 4 can all be answered in principle, for instance
by computer simulation of stochastic trajectories. However, the implementation of this comprehensive
task is beyond the scope of this article.
. . ,
. .
. .
. .
. ,
. ,
. .
. ,
. ,
. .
. .
. ,
. .
7.2. Migration and agglomeration on the macroscale

In the previous section, we have meticulously considered the evolution of urban configurations
consisting of buildings and streets. The socioconfiguration of the population introduced in chapter 3 was
only indirectly taken into account, via the utilities of influence groups participating in the urban
development. Nevertheless, it should be obvious that the primary driving force behind urban evolution
is the pressure of growing population densities in the cities. Therefore we will go to the other extreme
in this section: We will neglect all details of the settlement structure and only consider the evolution of
regional population numbers. Thus this section, in one respect, is a direct continuation of chapter 6.
But now the migration of populations will be considered, stressing the aspect of agglomeration (for
more details see ref. [40]).
Indeed, the agglomeration of new metropolitan areas belongs to the most dramatic evolutions in
recent times. In 1860 there existed only 5 metropoles of over one million inhabitants (Berlin, London,
Paris, Beijing and Vienna), whereas there existed 109 such metropoles in 1960 and 191 such metropoles
in 1975 (see also refs. [41,42]). Already in refs. [43,
44] the initial evolution of the agglomeration
process was treated as an instability of an originally homogeneous steady state. The steep increase of
the number of metropoles, is of course not due to the general increase of the world population, but to
the universal agglomeration trend of populations, leading to a migration flow into the big cities.
W. Weidlich. Physics and social science the approach of synergetics
121
The model describing this effect will be chosen to be as simple as possible, to allow for analytical
treatment and to show in simple terms the self-organizing character of the agglomeration process.
Choice of the agglomeration model. We consider a system of L primordially equivalent regions
= 1,2,.
, L (without intrinsic preferences), between which a homogeneous population can migrate.
The population configuration at time t is given by
. .
n(t) = {n~(t),n2(t),.
. .
nL(t)},
(7.43)
where the integer nk(t) represents the number of individuals in region k at time t. We assume nk(t) 3~1
and treat the nk as quasi-continuous variables. Neglecting birthdeath processes, the total population
number
N
nk(t)
(7.44)
must be a constant in time.

The migratory mean-value equations of motion are a special case of eqs. (6.8) and read
dnk(t)
wk.(t)
w1~(t),
(7.45)
where the transition rate from region ito region k is specified, according to eqs. (6.9) and (6.10), via
the equation
wkl(t)
pk,(t)n~(t)= w exp[uk(t) u,(t)] n,(t)
(7.46)
The simplicity of the model is effected by the choice of a very simple form of the regional utilities,
u,(t)
Kn~(t),
i = 1, 2,
. .
, L,
(7.47)
which describes L primordially equivalent regions, whose migratory dynamics is only governed by the
agglomeration effect. This means that the regional attraction is assumed to be proportional to the
number of its inhabitants, and not due to predetermined regional differentiations. Therefore agglomeration, if it turns out to be the result of the model, can be described as a pure self-organizing process
involving the regionally interacting populations only. The strength of the agglomeration trend is
governed by one parameter only, i.e. the agglomeration parameter K >0. Using eqs. (7.46) and (7.47),
the equations of motion (7.45) become a set of coupled, autonomous, nonlinear equations,
=
wn1 exp[K(nk n1)]
exp[K(n~ nk)],
1,2,.
. ,
L.
(7.48)
All further statements in this section refer to this set of model equations. These equations can be
simplified by introducing the dimensionless time variable
TWt
(7.49)
122
and the scaled population variables

(7.50)
hk(t) = Kflk(t).
Using these variables, the eqs. (7.48) now read

dvk/dr = Fk(vi,
. .
. . .
P~),
1,.
. .
L ,
exp(v~)~ ~ exp(~) v~exp(~) exp(z~).
(7.51)
(7.52)
The constraint (7.44) now takes the form

~ ~(r)
(7.53)
KN.
Selected computer solutions. Before coming to analytical results, we will exhibit some computer
solutions of (7.51) showing results for different choices of the scaled agglomeration parameter
K
KIKc
(2NIL)K,
with
K~=
LI2N.
(7.54)
They show that the results are not so simple as might be expected, even for a small number of regions.
First we consider the case where L = 3. Due to
Pi+P~+V,KN,
~,o,
(7.55)
the configuration space of the variables x~is a regular triangle within the plane defined by (7.55). The
flux lines of eqs. (7.51) are depicted in figs. 7.2a, b, and c for a small, intermediate and large
agglomeration parameter ~< ~, <1, ~ci ~ <1 and ~ > 1, respectively.
The interpretation of the three cases is obvious. Figure 7.2a shows that in the case of a small i~only
one stable stationary state exists, namely the state ~,= = ~ of a homogeneous distribution of the
population over the three regions.
The case of intermediate ,~, depicted in fig. 7.2b, is more complex. There exist three unstable saddle
points and four stable stationary states belonging to four basins of attraction. One of the stable states is
the homogeneous distribution, and the three remaining stable states describe distributions of one
densely populated and two thinly populated regions. It depends on the initial condition, into which of
the stable states the system evolves.
In the case of large k, depicted in fig. 7.2c, we find three (unstable) saddle points, one unstable node
and three stable nodes, belonging to three basins of attraction. The difference to fig. 7.2b is that the
homogeneous distribution has now become unstable, so that only stable states with exactly one densely
populated region persist for large All initial population distributions now develop into one of these
final distributions.
We will now see by a numerical example that these results can be generalized to systems having more
than three regions. In figs. 7.3a and b, we depict the evolution with time of an initial population
distribution over L = 16 regions for a small (i~= 0.7) and large (i~= 1.2) agglomeration parameter,
~
123
v
3r~N
~Y~ncN
vin::A
V,nKN$k
V~xN
VfO
v3O
v3 =xN
V~KN
Fig. 7.2. Evolution of populations in the case of three regions. (a) Small agglomeration parameter i~ ~ <1. All flux lines approach one stable
stationary state describing the homogeneous population distribution. (b) Intermediate agglomeration parameter i~ < i~<1. The flux lines approach
one of four stable equilibrium states, either the homogeneous distribution or the concentration of the population in one of the three regions. (c)
Large agglomeration parameter Ic > 1. The flux lines approach one of three stable equilibrium states describing the population concentration in one
of the three regions. The homogeneous population distribution is unstable.
respectively. Figure 7.3a shows that an initially heterogeneous distribution evolves into a homogeneous
distribution for small i~,whereas fig. 7.3b shows that the same initial distribution evolves into one dense
region (a metropolitan area) and fifteen depleted regions (or provinces) for a large i~.
Stationary solutions. We will now begin with the analytical treatment of the model. Firstly, we have
to determine all (stable or unstable) stationary states (i~~. , ii,). A stationary state must, by
definition satisfy the conditions
. .
Fk(~,...,ik,,...,IJL)=O,
KN.
k=1,2,...,L,
(7.56)
(7.57)
124
~7~7
~I.uI
Fig. 7.3. Evolution with time of the population in 16 regions starting from the same initial condition, (a) for small agglomeration parameter Ic
(b) for large agglomeration parameter Ic = 1.2.
0.7,
Making use of (7.52), eq. (7.56) can be cast into the equivalent form
S(~)~k=exp(2~k),
k=1,2,.
S(b)
( (
~
exp(~))
..
exp(-
,L,
(7.58)
~.))
(7.59)
From (7.57) and (7.58) it follows that the following condition holds:
S(~)=(KN)~exp(2~).
(7.60)
Equations (7.58), with S = S(~)given by (7.59), must be solved under the constraint (7.57), with the
given agglomeration parameter K. However, it is easier to solve (7.58) for a given parameter 5, and
then to determine afterwards the K belonging to S and all of ~k via use of eq. (7.60).
Equation (7.58), which is the same for all 11k~is easily solved using graphical methods, as seen in fig.
7.4. Evidently, two possible solutions ~
or
<I~exist for each 1~kif S > S~.Only one solution ~
~
125
Ihs
..Ihs
~~-
s=s
----
rhs
I
..--~
___
~Jhs
s<so
___-~
c~o.s
Fig. 7.4. Graphical solution of eq. (7.58). Two solutions 1. >0.5 and i~<0.5 exist for S> S,, one solution i~= 0.5 exists for S
solution exists for S < S~.
exists in the marginal case S = S0, and no solution exists for S

S0 and i~are easily determined to be
1b=112~ 5
0=2e.
<
2e, no
S0 (see fig. 7.4). The marginal values of
(7.61)
1k
Having
twoand
solutions
andtheI~(S)
a given
S>ofSr,,course
we may
p ofway
the we
have thefound
value the
I~(S),
q of the1(S)
1k have
valuefor
~_(S),
where
(p +assume
q) = L.that
In this
have already determined all possible stationary points for a given S.
Finally, we must determine the agglomeration parameter K belonging to S and also to the case of p
densely and q thinly populated regions. Its value follows from the constraint (7.57), which now takes
the form
KN=pP(S)+ qIi_(S).
(7.62)
The unsealed stationary population numbers
11k
now follow from (7.50), making use of (7.62),
N~(5)
=
+(S)
~(S)+ qi_(S)
Nu.(S)
nk
n(S)
0(5)
(for ~vindices k),
(7.63)
..
qi~_(S) (for the rematning q tndtces k).
We can conclude that the stationary states (whether stable or unstable) have the simple structure that
p regions are equally densely populated and q = (L p) regions are equally thinly populated. Thus,
stationary states have the coordinates
(7.64)
p times
q times
126
For example, in the case L = 3 we can have p = 0, p = 1, p = 2 and p = 3 and it can be easily seen in
figs. 7.2a,b,c, that all of the stationary points have the v-values (i~_I it), (i~ 1~j,(i~ i~1~j, and
(~+~ ~), respectively, where the first and the last cases coincide and describe the homogeneous
population distribution.
~
Evolution on paths ofsymmetry. Now we turn to the time-dependent solutions of eq. (7.51). General
solutions can only be found numerically. But due to the special coordinates (7.64) of the stationary
points, it seems natural to investigate dynamic solutions of the form
=
v2(r) =
...
~~(r) =
v,,~,(r)= v~2(r)
=
v~(T),
. . .
vL(T)
v_(r),
(7.65)
which we denote as paths of symmetry. Indeed, the form (7.65) is compatible with the equations of
motion (7.51), which now reduce to two equations for ti~(r)and v_(T),
dvk/dT
dv~/dT= F~(v~
~j, k
1,2,.
. .
p
(7.66)
dp~/dTdv/dT
k =p +1,..., L,
F(v~~),
with
F(v+;v_)
qv~exp[(v~
v)]
qv_ exp[v~
(7.67)
F_(v~v_)
pvexp[(~+ vj] pv_ exp[v+
As the constraint (7.53) now assumes the form

pv~(r)+ qv(T)
KN
Li
const. ,
(7.68)
the two eqs. (7.66) finally reduce to one equation for the difference coordinate
v(T)
(7.69)
v(T),
namely,
~
(7.70)
Here, the evolution force is given by

~
2) +...,
L(i~ 1)v + 0(v

pIL, ~ = qIL, and
(7.71)
with
j~=
f,~(v)=0V~(v)Ii3v,
(j5
~)
1. It can be derived from an evolution potential V,(~),

(7.72)
(,~+ 1) [i~I2+j5~(1
and
social science the approach of synergetics
127
v)] exp(v) [i~/2+ ci(1 + v)] exp(v).
(7.73)
W. Weidlich, Physics
The index p reminds us of the number of dense regions p and of thin regions q = (L p) on the
symmetry path under consideration. The evolution force and the evolution potential are depicted in
figs. 7.5a and b for the most important case p = 1 for different values of i~.In the next section we will
prove that this case of one overcrowded and (L 1) depleted regions, is the only dynamically stable
path of symmetry.
The interpretation of eq. (7.70) and of figs. 7.5a and b is self-evident. At first one could invoke
an albeit purely formal analogy to a mechanical system: The motion of v(r) could be compared to
the one-dimensional, creeping motion of a light particle in a viscous fluid, under the influence of a force
proportional to the evolution force (7.71).
Coming back to the migratory system, and firstly considering the case of a large agglomeration
parameter K> K~ or i~> 1, we observe that the force f,(v) always veers i.(r) away from the
homogeneous state 1 = 0. This indicates that the homogeneous state is unstable for K> Kc~ and that
v(r) evolves into the stationary value ~ = (I~ ) >0, where the potential V,(v) has its minimum.
This case corresponds to fig. 7.2c when L = 3.
For intermediate values K~,<K1 < K~, the potential V,(~)has two minima, one where
= 0 and
Fig. 7.5. (a) The evolution force f1(v) and (b) the evolution potential V1(v) on the symmetry path with one dense and (L 1) thin regions, where
L = 6, for a high, an intermediate, and a low value of the agglomeration parameter Ic.
128
one where I~3)>0. Hence, v(r) may evolve into ~ or ~~2) depending on its initial state. This case
corresponds to fig. 7.2b when L = 3.
For small values K < ice,, the potential V~(v)has only one minimum at 1 = 0. Hence v(T) always
evolves into ~ = 0, that means into the homogeneous state. This case corresponds to fig. 7.2a when
L=3.
Stability analysis. Let us now investigate the question which of the evolutions along a symmetry path
are dynamically stable and which are not. A symmetry path is stable if small deviations from this path
decay, so that the evolution returns to it; and conversely, it is unstable if the deviations are enhanced,
so that the further evolution leads away from the symmetry path. The stability analysis of symmetry
paths includes that of all stationary points, since we have seen that due to (7.64) all stationary points lie
on symmetry paths.
We consider two neighbouring solutions of the original equations of motion,
k=1,2,...,L,
~k~k@),
(7.74)
(7.75)
I)~=Fk(v), k=1,2,...,L.
where the difference between both solutions is
Ek(T)v)~(T)Pk(T),
(7.76)
k=1,2,...,L,
Assuming that e(T) is small, the difference between eqs. (7.75) and (7.74) can be linearized with respect
to r(i-). This yields the linear equations for e(r),
Ek(T)
(7.77)
(v)e~),
/=
L~,1
which can be written in concise Dirac notation as
l~=~le).
(7.78)
The dynamical matrix P has the form

~=lai~(13il+Ia2~(P2l+F,
with the bra and ket vectors
a)
1a2)
vLe
(13,1
(13,1,
(eu,.
. ,
e~),
(7.79)
(1321, and a, ~ I ~
~,
respectively, and the diagonal matrix F,
(7.80)
,
\e~-
(1321 = (e~(1
vi),... ,
e~(1 vL)),
(7.81)
7,
F=
72
(v~ 1) e~ ~ e5
129
L
+
e~~
e~.
(7.82)
In the following analysis we assume that v(r) is a symmetry path solution of the form (7.65).
The solution of the linear equations (7.78) is facilitated if the eigenvectors and eigenvalues of 1~are
known. Due to the simple structure of 1 these can indeed be found, as shown by a detailed analysis
(see ref. [40]). However, it turns out that for an arbitrary L only four different eigenvalues exist,
namely ~,, y_, A and 0. The eigenvector equations read
~ln+)=y+l~
),
(/~)
(o)
~I~- )=y-Ni-
),
(pi),
(7.83)
o=l,2,... ,(ql),
(7.84)
~1,2,...
AI~~),
(7.85)
0.
(7.86)
The eigenvalues are functions of the variables v~

(r), v_ (T) and v(r)
symmetry path and have the explicit form
y~(v) p(2~~
1) + q[(v~ 1) e~+ v en],
v~
(r) v_ (T), along the
(7.87)
y(v)q(2v~~1)+p[v+e~+(v_1)ev],
(7.88)
A(v) = (Lv_ p) e~+ (Lv~ q) e~= L a2v~(v)Iav2.
(7.89)
The explicit form of the eigenvectors is omitted here. However, we do note the illustrative meaning of
these deviation modes:
(a) The eigenvectors I?1~)represent the deviation of two dense regions (in opposite directions)
from the symmetry path. There exist (p 1) linearly independent deviation modes of this kind.
(b) Similarly, the eigenvectors I~i~)
represent the deviations of two thin regions (in opposite
directions) from the symmetry path. There exist (q 1) linearly independent modes of this kind.
(c) The eigenvector
represents a collective deviation mode of all dense and thin regions
together. It can be seen as an accelaration or retardation of the motion on the symmetry path.
(d) In~~)
is a deviation mode which cannot appear in the following expansion of Ic), as it violates
the constraint (7.53).
Let us now expand the deviation vector Ic) as a linear combination of the eigenvectors of the
dynamic matrix I~,
pt
Ic) = sA(~)I)+
qt
s(r)~~)
+
s(r)~q~).
The omission of the mode I~~)

in expansion (7.90) secures that
(7.90)
130
E~(T)=O
(7.91)
is satisfied, which must hold since v(r) and v(r) both fulfill (7.53).
Insertion of the expansion (7.90) into the central equation (7.78) of the linear stability analysis yields
the decoupled equations of motion for the deviation amplitudes s~i(r), s (T) and sA(T), which can be
easily solved,
=
y+(r)s~ ,
i~=
with solution
s(T) =s(O)exp[F+(r)],
s5(r)
s5(0) exp[A(T)],
T(r)=JY(T)dT,
A(r)
A(~)dT.
(7.92)
(7.93)
Evidently, the stability of a symmetry path solution now depends on the decrease (or in the case of
instability, on the increase) of the perturbation modes in I c(r)). This behaviour in turn depends on the
sign of the eigenvalues y.,(r) and A(T) belonging to s(T)and sA(r), respectively.
In particular, we are interested in the stability of the stationary points lying on the symmetry paths.
Initially, we consider the stationary point
+
KNIL
~,
~=
I=O,
(7.94)
indicating the homogeneous distribution of the population over the L regions. At this point, the three
eigenvalues (7.87), (7.88) and (7.89) assume the same value,
A=y~=y...=L(k1).
(7.95)
Since the degenerate eigenvalue (7.95) changes its sign if i~passes the value i, we can therefore
conclude, that the homogeneous distribution of the population over the regions remains stable for a low
agglomeration trend (i.e., for i~< 1), but becomes unstable for a high agglomeration trend (i.e., for
i~> i). In other words: a phase transition of the migratory system takes place at the critical value
= 1, of the control parameter i~,where the latter describes the strength of the agglomeration trend.
In order to see which of the other stationary states on symmetry paths are stable, we can make use of
the relation
exp(~~
u) = \/~~/i~L,
(7.96)
which is valid at stationary states, due to eq. (7.58). The eigenvalues (7.87), (7.88) and (7.89) can then
be cast into the form
131
~+(~)=(pp+ +qp)(p~lI~~)>0
(7.97)
7-(~)=(pp+ + qp)(p llpj<O,
(7.98)
A(~)= qp~(p+ lI~~)

+pp~(p lipj
L ~2V(~)/~~2 ~0,
(7.99)
where we have used the abbreviations

p~~~i>i,
p_~~i<1.
(7.100)
Since the eigenvalue y(I)is always positive, it can be seen that all symmetry paths are unstable when
the deviation vector Is) contains the corresponding expansion term, i.e., s (T) I ~ ~). Therefore, only
those symmetry paths can include stable stationary points for which the expansion term s (r)l~~)
does not appear at all. This is only the case for symmetry paths where p = 1. On these symmetry paths,
those stationary points are stable for which not only y..(v) is negative, but also A(~)[see (7.98) and
(7.99)]. These are the points which correspond to the minimum of the evolution potential (7.73), for
which
a2V(~)Ial2>O
hence A(~)<0
(7.loi)
holds. These stationary states, whose stability has now been proved, have previously been discussed in
the interpretation of figs. 7.5a and b.
Furthermore, it follows from the sign of the eigenvalues (7.97) and (7.98), within the frame of the
model presented here, that
(a) the competition of cities (dense regions) leads to the survival of only one metropole, and
(b) the competition of provinces (thin regions) leads to their assimilation.
However, it should be clear that these exact results depend on the special form of the model, in
particular on the simple choice (7.47) of the utility function. It can be shown that the inclusion of utility
saturation for high regional populations leads to modifications in the result: In this case, more than one
stable dense region (metropole) can evolve in the L-region system. But the model still remains
oversimplified, even after this generalization. In particular, it does not explicitly include the interaction
of the migratory activity of the population with other for example economic sectors of activity.
Therefore, in the next section we go over to a more comprehensive model of settlement formation,
which endogenously includes the interaction between the economic and the migratory sectors.
7.3. Settlementformation on the mesoscale: an integrated economic and migratory model

We are now going to generalize the model from the previous section in various respects. Our
intention is to describe the dynamic evolution of several interacting populations on the mesoscopic scale
whose agglomeration builds up the settlements. On the one hand we will neglect the microstructure of
settlements, which has already been treated in section 7.1. But on the other hand, we will go over from
the macroscale of the dynamics of global regional populations, which was considered in section 7.2, to a
more refined view via introduction of continuous, time-dependent population densities on the plane.
132
Thus, we do not anticipate regional structures but expect that settlements are formed via selforganization by the nonlinear interaction of population densities.
This nonlinear interaction will now be described more meticulously than in the model of section 7.2
via an integrated treatment of the economic and migratory activities of populations, in terms of
endogenously interacting variables (see also refs. [45, 46]).
The economic activities consist in producing and consuming commodities. The net incomes of the
individuals depend on local production costs, including fixed costs and transportation costs from the
production to the consumption place. Since all of these costs depend on the local population densities,
it can be seen that the local net incomes are also functions of the latter. Furthermore, we assume that
the economy is in momentary quasi-equilibrium with the population distribution.
On the other hand, the migratory activities are described by a set of nonlinear equations of motion
for the migration of populations. The driving forces in these equations are utility differences between
different locations. The local dynamic utilities are linked to the economic variables by assuming they
are proportional to the local, individual net income.
Both sectors of the integrated model will now be formulated in detail.
The economic sector. We want to model a simple idealized society with a closed, self-contained
economy. To achieve this objective we must introduce an amount of A productive populations ~,
where a = 1,. ,A, and where ~J~produces the commodity Ca~And we must also introduce two
service populations, namely the land owners (~A) renting ground and premises to the productive
populations, and the transporters (~P,.)dispatching the commodities from production to consumption
place.
The central quantities of the model are the densities of the (A + 2) populations, defined by
. .
na (x,
From ~a (x,
t)
number of individuals I, of population ~a per km2,

at position x= (x,,x
2), at time 1, a = 1,2,..., (A +2).
t)
follow the population numbers in the unit area ~, defined by

2x.
Na
(7.102)
na(x,
t)
(7.103)
The economy is considered to be closed and confined to one unit area

For simplicity, however, we
tessellate the plane into equivalent unit areas and make use of periodic boundary conditions.
Further densities are then introduced which express the economic activities of the populations and
which are closely related to the population densities.
~.
The production density. This quantity is defined by

c,,,, (x,
t)
number of units Ca produced by ~a per year,

per km2, at location x, at time
and is related to the density of
as follows:
t,
(7.104)
cpa(x, t)
y~(x,t)fla(X,
133
(7.105)
t),
where the productivity factor is assumed to have the form

ya(X, t) =
~[na(x,
(7.106)
t)i~a]an.
Here, ~ and ~a are the values of y~(x, t) and na(x, t), respectively, in the spatially homogeneous
situation. The productivity (7.106) expresses the effect of an economy of scale, namely that the
production per person depends on the population density! This effect differs for different commodities.
Characteristic differences of the productivity exponent aa appear in particular between agrarian and
industrial production.
If ~a is the price per unit of commodity Ca~then the gross income density of population ~a at
location x is evidently given by
ea(x,t)=Pacpa(x,t),
a1,2,...,A,
(7.107)
whereas the net income density of the productive populations is defined by

wa(x,t)=ea(x,t)ka(x,t)ta(x,t),
a1,2,...,A,
(7.108)
since the costs,

ka(X,
t)
ta(X, t)
fixed-costs density for the Ce-producing population ~a
(7.109)
transport costs density for the Ce-producing population ~1~a,
(7.110)
must be deducted from the gross income.

On the other hand, the local fixed costs density of all productive populations yields the local net
income density of the land owners,
wA(x, t)
ka(x, t),
(7.111)
and the local transport costs density of all productive populations adds up to the wage density of the
local transporters,
w~(x,t)
ta(X, t).
(7.112)
Here we have tacitly assumed that the fixed costs and transport costs of the local producers are
exclusively transferred to the local landowners and transporters. From the net incomes, the consumption density
c~,,(x,t) = number of commodities C~consumed per year, per km2
at location x, at time t
(7.113)
134
can be found: For simplicity we assume that no money is saved, and that the share aap of the net
income of population ~ is spent locally in buying commodities Ca~Evidently, the assortment
coefficients aap must fulfil the condition
a~= 1.
(7.114)
The consumption density is now given by the obvious relation
Pacca(x, t)
aapwp(x, t)
~ a~[e~(x,t) k~(x,t) t~(x,t)] + aaA ~ k~(x,t) + aar ~ t~(x,t).

(7.115)
The cost densities of ka (x, t) and ta (x, t) must now also be related to the population densities
(7.102). We assume the following form for the fixed-costs density:
paPa~ana(x,t){vao+ va,(n.,,(x, t)/n,,)+ v02(n,,(x, t)/n,,)2} , (7.116)
where Pa is a given fixed-costs share coefficient, and vaj are fixed-costs composition coefficients fulfilling
ka(X~~
t)
1,
(7.117)
and defining the relative weighting of constant fixed costs and fixed costs which are proportional to
n,~(x,t) or to n~(x,t). Here,
na(x, t)
na(x, t)
(7.118)
is the density of all productive populations. In the spatially homogeneous state, ka (x, t) reduces to
ka
PaaYa~a
Pa3a~~pa Pa~c, .
(7.i19)
And the transport cost density is assumed to have the form

ta(X,
t) =
UaPaL_ida(X~t)cpa(x, t) ,
(7.120)
where tin (x, t) is the mean transport distance of commodities Ca from the production place x to all
supply places, and the transport costs share coefficient ~a is the share of the production costs required to
transport the commodity Ca over the distance L.
Obviously, the mean transport distance d,, (x, t) depends on the manner of how the commodities C
0,
produced at x, are distributed to the places x of consumption. If the quantity
Pa(x,
x; t)
science
foint probability density for C,, to be produced at x and supplied at x
135
(7.121)
is known, then the mean distance d,, (x, t) follows from the obvious formula
(7.122)
Jj~tPa(1~x; t) d2x2~~
d a (x t)= J~pa(x,x;t)d(x,x)d
where d(x, x) is the distance between x and x.
The simplest form of the joint probability,
Pa(X, x; t) = Cpa(X,
Cpa(t)
t)c~,,(x,t)iCpa(t)Cca(t) ,
(7.123)
=J
c,,~(x,t) d2x,
(7.124)
=f
c~(x,t) d2x,
(7.125)
C~,,(t)
corresponds to the case that each producer wants to maintain the same market share at every
consumption place. Other forms of p,, (x, x; t) are also feasible and even more plausible. For example,
each producer might be interested in minimizing his own transport costs. Algorithms for determining
p,, (x, x; t), which follow from this assumption, have already been implemented in ref. [46].
Finally, the requirement, that the economy in ,sil~is a closed one, leads to the conservation law, which
states: The total number of commodities C,, produced per year in unit area must be equal to the total
number of commodities C
0 consumed per year in the same unit area
This means that the equation
.~
~.
Cpa(t)
C~,,(t)
(7.126)
must hold! Multiplying eq. (7.126) by ~a and inserting the definitions of cp,(t) and cca(t) from formulas
(7.105) with (7.106), (7.115) with (7.107), (7.116) and (7.120), we obtain for given densities na(x, t)
and the given parameters Pa 0a, ~ai ia, ~cx and aap, a set of A linear homogeneous equations for the
prices P~,where /3 = 1, 2,. , A, and by which the relative prices of all commodities are determined.
The local net incomes per individual,
..
w,,(x, t) = wa(x, t) ina(x, t),
1,2,.
. .
A, A,r,
(7.127)
are now also known (up to a common constant depending on the currency in which the prices are
given). Since Wa(X~ t) can be expressed by the population densities, then a,,(x, t) has also become a
function of the latter. This function is even a functional of all n~,(x, t) if the transport costs are taken
into account, as da(X, t) depends on the whole population distribution via the joint probability (7.121)
involved in the definition (7.122) of d,,(x, t).
To summarize, it can be seen that the state of the simple economy described here (with production,
income and consumption densities) is well defined if the population densities are known. We assume
that this also holds if the n,, (x, t) slowly evolve with time. This assumption tacitly implies that the
adaptation of the economy to the momentary values of all n,, (x, t), is a fast process, so that the
136
economy is always in momentary equilibrium with the population distribution. In other words, the fast
variables of the adapting economy are slaved by the slow order parameters of the population
distribution. The dynamics of the latter will now be determined.
The migratory sector. The equations of motion for the population densities follow, by generalization
to the case of continuous distributions, from the migratory mean-value equations (6.8) with (6.10),
dn(xt)
dt
I
=
r,,(x, x; t)n,,(x, t) d2x
J ra(x, x; t)n,,(x, t) d2x a = 1,2,
. .
A, A, r
(7.128)
The decisive quantity in (7.128) is

d2x r
0 (x, x; t)
transition rate of a member of ~P,,,

2x.
(7.129)
from x to x into the area element d
In eq. (7.128) we have neglected birthdeath processes and also transitions between occupations (that
means between subpopulations ~a)~ Both these processes can be included in (7.128) by appropriate
generalization.
From eq. (7.128) it can be easily seen that the total number of members of ~P,, in the unit area
namely,
=
.~,
N
0(t)
=J
(7.130)
2x,
n,,(x, t) d
is conserved, since
(7.131)
dN,,(t)/dt=0
is satisfied. The form of the transition rates in terms of dynamic utilities must now be specified. In
generalizing formula (6.9) to the continuous case, we obtain
r,,(x, x; t)
~
0(x, x) exp[ujx, t)
ua(x, t)] ,
(7.132)
where the quantities on the right-hand side of (7.132) have the following meanings:
The symmetric factor
p,,(x, x)
p~(x,x)
(7.133)
is the mobility between origin x and destination x, and may depend on a generalized (not only
geographical) distance. In the simplest version of the model, the mobility can be chosen as a constant
The dynamic utility
137
ua(x, t)
(7.134)
is a measure of the attraction of location x to a member of population PP,, at time t.

The choice of the form of the dynamic utility in terms of economic quantities now provides the
decisive link between the migratory and the economic sector. The most plausible choice within our
simple model framework is the assumption that u,, (x, t) is proportional to the local individual net
income o,, (x, t) of a member of PP,, at location x at time t. Thus we define
ua(x, t) = /3w,,(x, t),
(7.135)
where /3 is a sensitivity factor calibrating the strength of migratory reactions to space-dependent income
variations.
After expressing w,, (x, t) [see (7.127)] using the population densities and after inserting the rates
(7.132) into the equations of motion (7.128), the latter become nonlinear nonlocal coupled differential
equations for the densities n,, (x, t), which will be numerically solved in the next section.
The stationary solution ,, (x) of the equations of motion fulfills a remarkable relation, which is
completely independent of the mobility p~,(x,x), namely,
n0(x)
Za exp[20(x)],
(7.136)
Z~=Na(fexp[2a,,(x~)]d2x/)
(7.137)
The proof of (7.136) is easy, since the relation
2x
~,,(x, x) exp[i2,,(x)
a,,(x)]n,,(x) d
~,,(x, x) exp[,,(x)
~a(X)]~a(X)
d2x
(7.138)
is identically satisfied by (7.136). However, eq. (7.136) does not yield an explicit solution n,,(x) of the
stationary equation (7.138), because the right-hand side of (7.136) is still a (nonlocal) function of all
~(x).Nevertheless, eq. (7.136) can be used as the starting point of an iteration procedure needed to
find ~a(4 However, the stationary solution found in this way is not necessarily unique.
We finish this introduction to the model via fig. 7.6, which schematically presents the logical network
of the model.
Numerical simulations. The numerical simulation requires that eqs. (7.128) are transformed into a
discrete form. The coarse-graining operation achieving this transformation is described in detail in
ref. [46]. The unit cell ,s& is subdivided into 12 X 12 = 144 microregions, so that (7.128) decomposes
into (A + 2) x 144 ordinary, nonlinear differential equations.
For simplicity we assume only four subpopulations, namely A = 2 productive populations and two
service populations. The productive population consists of peasants (a = p), representing the
potential rural population and also of craftsmen (a = c), representing the potential urban
138
migratory sector
migratory equations for
population densities fla(x,t)
dynamics of n~(x,t)
expenditures ~e~Zaqw,
productive populations
5),,, a = 1,2
A
In,(5,t~
r~i
/JItndividuol net Income w~(x,t)
trn:p:r~
n,(x,t)
p2...
5)A
_______
economic sector
I
net income w
5~e5k~t~
fl
_____
Fig. 7.6. The logical structure of the model integrating the economic and migratory sectors.
population. The service population consists of land owners (a = A) and of transporters (a

model parameters now have to be plausibly calibrated, according to their meaning.
The productivity exponents for peasants and craftsmen are specified by
a~=0.1<0,
a~=0.25>0,
T).
All
(7.139)
in order to distinguish between agrarian and industrial modes of production. This means that the
productivity (per person) of peasants decreases for a growing population density, whereas the
corresponding productivity of craftsmen increases for a higher population density.
The values of the fixed cost composition coefficients also reflect the different kind of economic
activity of both productive populations,
v~
0,
v~2~ v~0~,~
(7.140)
v~2~.
In comparison to the production costs, the share of fixed and transportation costs is assumed to be small
and equal, for both agrarian and industrial products,
~=i==~
~=o~=o=i~.
The assortment coefficients for commodities C,, and C,~ of the four populations a
assumed to be as follows:
(7.141)
=
p, c, A,
are

20
-~
20 ,
U
20 ,
~
20
app
~
-~
aPA 20 ,
apr 20
a~5
aCT
~
20
139
~7142
With respect to the migratory sector, we choose the same distance-independent mobility for the
populations a = p, c, T, whereas the land owners a = A are assumed to be immobile; thus
~p~clLr~~
!~A~~
(7.143)
The sensitivity factor is assumed to have the value

/3=4,
(7.144)
because it could be proved by a stability analysis [47] that this value belongs to the domain for which
the spatially homogeneous population distribution is dynamically unstable.
The results of the numerical solution of eqs. (7.128) will now be presented and briefly discussed.
Firstly, the simplest case without fixed costs (p = 0) and without transportation costs (a = 0) is
analyzed. In this case there exists no interaction between the subpopulations, and the utilities Ua(X, t)
only depend on the local population densities na (x, t). Here, the spatially homogeneous population
distribution remains stable for a negative production exponent, but becomes unstable for a positive
production exponent. Hence, according to (7.139), the peasants remain homogeneously spread over the
plane, whereas the craftsmen cluster in towns, in order to increase their productivity and, consequently, their personal income. The latter evolution of the distribution of craftsmen from an initial
quasi-homogeneous, random distribution, towards their organization in towns is shown in figs. 7.7a, b,
c, d. Due to the neglect of saturation effects, one finally obtains one town in each of the nine equivalent
unit areas, depicted in the figures. (Note that the densities in all following figures are scaled to their
maximum values.)
Secondly, the effects of the fixed costs are included (p >0), whereas the transportation costs are still
neglected (u = 0). The utilities still depend on the local population densities only, but an interaction
between different productive populations now takes place, due to the form (7.116) of the fixed costs.
The latter also leads to a saturation of the local utility, for increasing population densities. Hence the
clustering process comes to its limits of growth, and thus it is more favourable for the craftsmen to
agglomerate in more than one town of lower density, in each unit area. This final distribution of
craftsmen is shown in fig. 7.8a. On the other hand, the urban fixed costs are too high for peasants, so
that they migrate out of the towns and settle in the rural areas between the towns. The corresponding
final distribution of peasants is exhibited in fig. 7.8b.
Thirdly, both the effects of fixed costs (p >0) and transportation costs (a- >0) are taken into
account. For the results in figs. 7.9a,b we have chosen the joint probability of production and
consumption (7.123), which corresponds to the global marketing strategy, in that every producer tries
to maintain a constant market share in the whole unit cell.
In contrast to the cases before, the utilities now depend nonlocally on the population densities. The
inclusion of the transportation costs modifies the distribution of both productive populations. One can
observe in figs. 7.9 a trend towards an increase of the number of towns and the formation of towns in
close proximity to one another. This seems plausible, since an area near an existing town is now a
favourable place for another town, due to lower transport costs (see fig. 7.9a).
140
craftsmen
craftsmen
(b)
Fig. 7.7. Parameters: no fixed costs (p = 0) and no transportation costs (a = 0). Evolution with time through states a, b, c, d, of the configuration of
craftsmen from an initial random distribution to the concentration in one town per unit area.
The peasants now prefer to live in the near proximity of towns, in order to reduce their transport
costs, as well. But they cannot settle in the towns, because the fixed costs are too high for them there.
This leads to a ring-shaped structure of their distribution around the towns (see fig. 7.9b). Our dynamic
model thus comes to the conclusion of ring-structured settlements, which were already anticipated by
von Thnen via more qualitative arguments.
~ftsmen~~~sants
Fig. 7.8. Parameters: inclusion of fixed costs (p >0) and neglect of transportation Costs (a = 0). Stationary distribution (a) of craftsmen settling in
more than one town per unit area, and (b) of peasants settling outside the towns.
W. Weidlich, Physics and social science - the approach of synergetics
141
~ftsmen~ants
Fig. 7.9. Parameters: inclusion of fixed Costs (p >0) and inclusion of transportation costs (a >0). Use of the simplest joint probability of production
and consumption. (a) Stationary formation of more than one town per unit area close to one another, inhabited by craftsmen. (b) Stationary
ring-shaped rural settlements of peasants around the towns.
craftsmen
peasants
Fig. 7.10. Parameters: inclusion of fixed costs (p >0) and inclusion of transportation costs (a >0). Use of a joint probability of production and
consumption corresponding to competitive minimization of transport costs. (a) Stationary formation of differentiated town structures inhabited by
craftsmen in each unit area. (b) Differentiated ring-shaped rural settlements of peasants around the town structures.
Figures 7.lOa,b show the results obtained by using another joint probability. The latter is constructed
according to the principle of competitive minimization of transport costs (for details see ref. [46]). This
modification leads to a more differentiated settlement structure, i.e., in each unit area we now find a
large and a small cluster (town) of craftsmen (see fig. 7.lOa) and also a corresponding ring-shaped
distribution of peasants in the intermediate space (see fig. 7.lOb).
7.4. Alternative approaches to urban dynamics
Since settlement structures are so complex, it is not only indicated to use different spatial scales of
modelling, but also to work with different approaches, which stress different aspects. At least in the
present state of modelling urban dynamics such alternative approaches will lead to complementary
views, which together yield deeper insights about the complex subject.
Alternative models of complex systems are complementary for a general reason, too: Most variables
of such systems are causes as well as effects, due to their cyclically intertwined interaction. In model
design, some of the variables may be selected and then taken into account directly, whereas others are
142
eliminated and appear only indirectly. But it depends somewhat on the preferences of the designer
which variables are treated explicitly, and which play an implicit role only.
Here we will briefly introduce one of the earliest, comprehensive models of intra-urban dynamics,
designed about one decade ago by the physicist Allen [4850].Here we will follow the lines of the
concise and lucid presentation of the model by Pumain, Sanders and Saint-Julien in their book Villes et
Auto-Organisation [51]. The latter authors also calibrated the parameters of this model and applied it
to the urbanization process of the region of Rouen during the period 1954 to 1975 (see refs. [51, 52]).
Before going into the details of Allens procedure, we will make some general remarks about the
similarities and differences between his model design and the integrated migratoryeconomic model of
section 7.3.
The similarity consists in the attempt of both models to explain the self-organization of spatial
population structures using a set of nonlinear equations. These equations take into account, directly or
indirectly, the economic interaction and competition between different locations.
However, differences of design exist in several points. In relation to spatial scale, Allen uses a more
fine-grained scale of intra-urban evolution; for example, he takes into account the commuting of people
between places of residence, of shopping and of work. Instead we have chosen a more mesoscopic
scale, neglecting the commuting effects. In connection with the spatial scale, there exist differences of
system demarcation: Allens model focusses on the intra-urban dynamics, considering the urban region
as an open system, embedded into its hinterland. Instead, our model wants to consider the agglomeration processes within a larger area, hence assuming a closed society whose population spreads over the
urbanized districts and the rural hinterland as well.
Due to these differences in scale, the chosen equations of motion also differ. The core of Allens
model are equations of motion of the logistic type, for the population evolution of the intra-urban
zones. The saturation levels of the zonal population depend on the local employment capacity, which in
turn depends on the demands that are competitively attracted by the respective zones. It is tacitly
assumed, but not explicitly included in the equations, that the growth of the zonal populations is fed by
immigration from the open hinterland and by population redistribution between the zones.
Instead, the dynamics in the model of section 7.3 derive from migratory equations, which take into
account the fact that the global population in the whole area is conserved, and that the urban density
increase takes place at the cost of the depletion of the hinterland. Furthermore, in this model the local
economic activities are specified by explicit economic quantities like the production density etc.
Let us now briefly describe the structure of Allens model. Within a system of L intra-urban zones
j = 1, 2,
L, several zonal populations are introduced as fundamental variables, which are part of
the urban population configuration
.
. .
{m7; n~}.
(7.145)
Here, m1 is the number of employees working in the economic sector a and in zone j; and n~is the
number of urban inhabitants with social status K and residing in zone j. Concretely, the following sectors
a and social levels K can, for example, be introduced (see ref. [51]):
a
1: the industrial sector,
the employment in sectors a

a
2: the basic tertiary sector;
1, 2 in zone j is induced by external demand;
3: the local tertiary sector,
4: the global urban tertiary sector;
143
the employment in sectors a = 3, 4 in zone f is induced by the intra-urban demand of the residents of all
zones. Finally, two social levels are distinguished:
K =
If
ZK,,
1: blue collar workers,
K =
2: white collar workers.
is the share of workers of social status

=
n~z,
K,
in the employment sector a, it follows that
1,
(7.146)
is the number of employees of social status K, working in zone i.

For the evolution of the subpopulation numbers, the following general form of equations is now
assumed:
dmidt ~0m(1
m~/s),
i= 1,2,..., L; a
dn~idt=cKn~(1_n~ir~),
i=1,2,...,L;K=1,2.
1,2,3,4,
(7.147)
(7.148)
Evidently, eqs. (7.147) and (7.148) are of the logistic type with saturation levels s~and r~,respectively.
If s~and r~were constants, then these equations would describe the independent development of the
variables m~,n~towards their respective saturation levels. Instead of this unrealistic assumption, the
interaction between the population numbers and the complexity of the model comes about because
the saturation levels themselves are functions of the population configuration,
s=s(m,n),
r~=r~(m,n).
(7.149)
The structure of these functions must now be specified, according to Allen, by considering different
socio-economic effects of the intra-urban and interzonal interaction.
We do this in a stepwise fashion. Firstly, we must define several kinds of zonal attractions and
represent the saturation levels in terms of these attractions and other parameters. Secondly, the zonal
attractions will be, according to their meaning, composed of different factors corresponding to different
effects of interzonal interaction.
Definition of zonal attractions. Let a
1 be the attraction of zone j, as an appropriate site for

responding to the exterior demand of the industrial sector (a = 1) and the basic tertiary sector (a = 2).
The relative attraction ~of zone j is hence given by
0
j1,2,...,L;a=1,2.
aj~,La,
a
(7.150)
a.
~j=t
Let a~be the attraction of zone ito a resident of zone j, of social status K and with respect to satisfying
his demands a = 3, 4 in j. The corresponding relative attraction t~~~
reads
j,f=1,2,...,L; K=l,2.
~
i=t
a
11
(7.151)
144
Let ~ be the attraction of zone j to a worker of social status K, who works in zone j, to become a
resident in zone j. The corresponding relative attraction b~reads
bK.,
b~. ~L
L~jt
j, j = 1,2,.
. .
U~
L;
1, 2.
(7.152)
1.
Definition of saturation levels. The saturation levels s and r are, according to their meaning in eqs.
(7.147) and (7.148), potential zonal and sectorial employment levels and balanced resident number
levels, respectively. These must now be specified and expressed using the relative zonal attractions.
Evidently, the employment potential (= saturation level) in zone j, for employees of the external
demand sectors a = 1, 2, can be seen as proportional to the total external demand da multiplied by the
share factor t~ to attract this demand to zone j. Hence
s7=d,,~, j=1,2,...,L;a=1,2.
(7.153)
The employment potential (= saturation level) induced in zone j, for employees of the sectors
a = 3, 4 of intra-urban demand, is proportional to the number of residents in all zones j and of any
social status K who satisfy their demand a = 3, 4 in the zone j. Hence, by definition of a~and of n,
~ n~,
Kl
j = 1,2,.
. .
,L; a
3,4.
(7.154)
jt
Finally, the saturation level r concerning residence is defined as the potential number of workers with
social status K who are working in all zones j and who are trying to become residents in zone j,
according to the attraction b~of this zone. This number is evidently given by
r=~qb~~, j=1,2,...,L;K=1,2.
(7.155)
Structure of zonal attractions. The three kinds of zonal attractions a, a~and b~are each assumed
to be composed of three factors of comparable, but not identical meaning, which will now be discussed.
The attraction a7, a = 1, 2, consists of three factors. The first factor,
0m7) ,
(7.156)
1 + p~m(l t/i
describes the agglomerating and also saturating effect of the already existing activity m
7, of the sectors
a = 1, 2 in zone j. The second factor,
0a7) ,
(7.157)
1/(1 + ~
is the accessibility of zone j for the external demand of sectors a = 1,2. This factor measures the favour
or disfavour of site j for sector a = 1, 2. And the third factor,
r~+
(7.158)
145
takes into account that the available space for developing further activity a = 1, 2 in zone j will decrease
if the employment numbers m1 and resident numbers n are already present there. The influence
factors (7.156), (7.157) and (7.158) together yield the form of
a.=
l+pm7(1~i~m)
a
a
1+ ~ a
Ta
a7,
Ta
4
+ ~,,,
/~
rn
2
~K=t
a1,2;j1,2,...,L.
(7.159)
The attraction a~is also composed of three factors. The first one has the form (7.156), where
a = 3, 4, and measures the agglomerating and saturating effect of the already existing services a = 3, 4
available to visitors of zone j who go there to satisfy their demand. The second factor,
(7.160)
1i(1+~d11),
where d11, is the distance between j and j, measures the accessibility of services a = 3, 4 of zone j to
residents of zone j. The third factor again takes into account the available space for further services
a = 3, 4 in zone j and has the form (7.158). Hence one obtains
1 + pm7(1 tIjam7) __________________________
a11,
+ pd..,
Ta
+ ~
/3~m~
+
~_,
K;
(7.161)
K1,2;a=3,4;j,j1,2,...,L.
Finally, the attraction b~,consists of three factors once more, namely a first factor
1
(7.162)
en
describing the agglomeration attraction of zone j to workers of social status
K,
exp(~d11),
a second factor
(7.163)
which measures the attraction diminishing effect of a growing distance between the original living
place j and the prospective living place j, and a third factor
7164
VK +
E~, $~m7+
yKn;
which takes into account the decrease of available space with growing m1 and n
K intending to reside in zone j. Hence
bJJ
+(1~ +
cn)
exp(Qd11.)
/3~m7
+ ~,
UKKK
for persons of status
( 7 . 165 )
The constitutive model equations (7.147) and (7.148) for the urban population configuration (7.145)
now become fully explicit when the form (7.159), (7.161) and (7.165) of the attractions a7, a~and b~,
146
respectively, are inserted into the saturation levels (7.153), (7.154) and (7.155), and in turn, if these
saturation levels s and r are inserted into (7.147) and (7.148).
The latter equations have now become strongly coupled, nonlinear evolution equations for the zonal
employee and resident populations which develop under competing zonal attractions, where the latter
themselves depend on the urban population configuration.
Computer simulations of Allen and co-authors have shown that an evolution according to these
equations leads to the formation of a complex, urbanized regional system with several agglomerative
centers (see refs. [4850]).
8. Master equation approach to nonlinear nonequilibrium economics

8.1. Introductory remarks
Economics is the social science with the strongest tradition in using quantitative theory. The
exactitude attained in the theorems of mathematical economics can compete with that of theoretical
physics! The reason for this high standard of quantification is obvious: The variables and processes
associated with the production, distribution and consumption of material goods and services lend
themselves to quantification more readily than the abstract and complex subjects of other social
sciences.
Nevertheless, economics is also confronted with some persistent problems, which are partially
specific to economics and partially of a universal nature. In particular we will mention three major
problems of classical economic theory:
1. the aggregation problem,
2. the question of whether linear models are sufficient,
3. the problem of whether a confinement of models to the strictly economic sector is possible.
The following general remarks concerning these problems can be made:
1. The aggregation problem emerges in all sciences where the connection of a macrolevel with a
microlevel of phenomena has to be understood. It remains a nontrivial problem in economics as well as
in physics to compose macro-economic variables out of microcomponents in such a manner that the
often simple and plausible macrodynamics can be derived from the activities and interactions on the
microlevel (compare also chapter 2).
2. In classical macro-economics, the theory was often restricted to linear models, which assumed
linear interrelations between the macrovariables. Such models turn Out to be true for a wide range of
phenomena, and within their framework rather general theorems can be proved, for example
uniqueness or stability theorems for the market equilibrium.
But, on the other hand, such linear models do not comprise all economic phenomena! W.B. Arthur
[53, 54], for example, stressed that negative feedbacks tending to stabilize the economy are under
certain conditions replaced by positive feedbacks which magnify small shifts and may destabilize the
existing economic equilibrium. This seems to occur particularly in modern, strongly competitive,
high-technology fields. The economic system then evolves into a new stable equilibrium or into more
complicated dynamic modes. However, such phenomena of multi-stability and of transitions between
different dynamic modes can only be adequately treated by nonlinear models, which may comprise
147
linear models only as limiting cases, valid under more restrictive conditions. It is only relatively recently
that promising approaches to nonlinear economic dynamics have been made by pioneers of economic
theory like Puu [55] and Arthur [53, 54].
3. The observation that the confinement of models to the strictly economic sector may prove to be
too narrow, is not specific of economics. Instead, economics shares this problem with all other social
sciences. Because of the close interaction of all levels and all subsystems, it is always difficult, if not
impossible, in social science to separate one sector from another!
For example it is now obvious to everybody that the economic sector cannot be separated from the
political system. Thus the policy of ideological socialism has dominated the eastern block countries for
decades and has led to a strongly different economic structure in comparison to market-dominated
economies. In these countries of real socialism, fundamental economic principles like those of
competition, profitability, the role of prices as an adapting mechanism between supply and demand etc.
were ruled out and replaced by a planning hierarchy.
History provides a rare and relatively well-defined natural experiment comparing the evolution of
the socialist economy with that of the market economy, i.e., East and West Germany started with the
same kind of population and the same material initial conditions after the second world war, but they
were subject to different integrated politicaleconomical systems. Thus, after forty years of divergent
evolution, a ratio of about one to two in the general standard of living not to speak of the political
circumstances could be observed.
Let us now ask what our general modelling concepts can potentially contribute to the solution of the
above-mentioned problems.
1. In principle, the master equation modelling concept provides a systematic approach to the
aggregation problem: In economic models the socioconfiguration consists of variables directly or
indirectly associated with more or less fine-grained subpopulations of decision making agents or
economic subjects. These subjects also induce the elementary changes of the socioconfiguration and
thus provide the elementary dynamic processes on the microlevel. The collective dynamics of the
socioconfiguration on the macrolevel is subsequently described by the master equation, which includes
all stochastic fluctuations, or alternatively by mean-value equations, which exclude fluctuations and
describe the quasi-deterministic evolution.
2. Generically, the mean-value version of such models has the form of nonlinear equations of
motion. And as a consequence, instabilities, transitions from one dynamic mode to another, economic
cycles and chaotic dynamics become describable in the framework of such models, as demonstrated for
example in ref. [9].
3. In principle, the modelling concept presented here and in the preceding chapters also includes the
potential to cross the limits of the strictly economic sector: The dynamic utilities governing the
decision making of economic subjects may, for example, also depend on macrovariables of the political
situation, thus linking the economical and the political sectors. However, integrated models of this kind
require a more and more extended set of endogenously interacting variables, and become more and
more cumbersome. Therefore it is in general wise to return to more restricted model versions, adapted
to the specific situation under consideration. Indeed, this is the practice normally followed by the
designers of economic models.
In the following sections we will present a model which is also adapted to a specific economic
situation. However, the model should be able to demonstrate how the master equation modelling
concept can be generally applied to economics as well.
148
8.2. Modelling concepts: the economic configuration and the elementary dynamics processes
The model proposed here refers to a specific economic situation, in which all variables and all
elementary decisions leading to their change are simple and transparent. In the general model design,
we follow the steps outlined by Haag in his recent articles [56,
571. However, two modifications are
made: On the one hand we simplify his model, so that the demand is directly related to the decision
making of individual consumers, and on the other hand, we extend his model by including an
endogenized dynamics of the quality of goods. It will be shown that the latter dynamics leads to a
market instability and also to the existence of a multitude of possible market equilibria.
However, initially we have to introduce the economic configuration, which contains the relevant
variables and is more or less directly associated to the decision makers on the demand and the supply
sides. The model considers a spatially homogeneous economy and is restricted to the production and
consumption of L exchangeable versions g~,g2,.
, g~ of a durable commodity. (Imagine, for
. .
example, L models of cars, produced by different firms.)

We begin with the demand side. For simplicity we consider one homogeneous population ~Pof
consumers, with N members. Furthermore, we assume that each member of ~Pis either a nonowner of
any (first-hand) good gt g2,.
, g~or he (she) owns exactly one unit, either g~or g2,.
or g~.If
n0, n1,.
, fl,..
, nL
are the number of nonowners and the numbers of owners of
g1,.
, g,.
, gL, respectively, then we may introduce the customer configuration
. .
. .
. .
. .
{n0, n1,
. .
n1,
. .
nL}
(8.1)
for which the following condition holds:

En1=N.
(8.2)
1=1)
The activities of the customers in buying and selling of goods g. result in the demand configuration
D={D1,... ,D1,. ..,DL},
(8.3)
where D. equals the number of units g1 demanded by the population ~ per unit of time. Later, the
quantities D1 will be directly related to the customer configuration [see eq. (8.15)].
On the supply side we assume that the version (i.e. the model) g of the exchangeable good is
produced by one firm, 13, only. This firm decides about the supply S. (i.e., number of units g. produced
per unit of time), the price P1 (dollars per unit g1) and the quality Q1 of the good g1.
In this context, the concept of quality is the most difficult one. On the one hand, it depends on the
technological elements, and on the design of the good g1, whereas on the other, it depends on the
subjective estimation of these factors by the customer. We assume, via a method of factor analysis, that
in principle a quantitative measure of the quality of g1, in terms of a positive real number Q., can be
assigned to the good g1. We omit from Q1. an index referring to the individual customer. Thus we tacitly
assume that the measure Q. is quasi-objective. (If that assumption would prove inadequate, the quality
Q. ~
should obtain a second index a, distinguishing between subpopulations differing in their
estimation of the quality of g..) The meaning of this quality Q., so far as the dynamics of the economy
is concerned, is thereupon impli.~itlydefined by the role Q1 plays in the equations of motion.
149
The following partial configurations, which are under the control of the supply side, can now be
defined:
the supply configuration,
S={S1,... ,SI,...,SL},
(8.4)
the price configuration,

P= {P1,...
~,.
P~},
(8.5)
QL}.
(8.6)
the quality configuration,

Q
{Q~.
.
Q1,.
. ,
For simplicity we assume that not only. n1, D., S~,and P~.are positive integers, but also the quality values
Q1.
The total economic configuration can now be defined by
E
{n, D; S; P;
(8.7)
Q}.
The elementary dynamic processes effecting transitions within the economic configuration must now
be introduced. Again we begin with the demand side.
Among the customer configurations, the following processes take place:
(a) a non-owner buys a unit g., j = 1,2,.
L;
(b) an owner of a unit g1 sells or discards it;
(c) an owner of a unit g1 changes to a (new) unit g,,~.
All three processes correspond to transitions of the customer configuration,
.
n~n(II)={nO,...,n)+1,...,nl1,...,nL},
j,i0,1,...,L,
(8.8)
to which the following transition rates belong:

w~P,=p~,n1,j,i=0,1,.
..
,L
(8.9)
where p~,is the individual transition rate from good i to good j. Hence the process is nothing but a
generalized migration process of the ownership of different exchangeable goods. Transitions between
ownership and nonownership are included.
According to the general modelling procedure of chapter 3, we represent the individual transition
rates which correspond to processes a, b and c as follows:
(a)
p~= v10 exp(u1
(b)
p~=
u0),
~exp(u0
u1),
u.),
t1kj exp(uk
(c)
p~=
(8.10)
150
where
and
~kj~jk
(8.11)
j,k=1,2,...,L,
are purchase flexibilities, and where the u0, u. are denoted, following Haag [57],
as advantage functions.
They are measures indicating the advantage of being a nonowner or an owner of the good g.,
respectively. We assume the following form of the advantage functions:
u1KQ1cTP1,
j1,2,...,L.
(8.12)
Formula (8.12) indicates that the advantage of possessing g3 is higher for a high quality Q1 and lower for
a high price P. of g.. It can be read off from (8.12) that the parameters K >0 and a-> 0 are measures for
the sensitivity of the (potential) customers with respect to the quality and the price, respectively, of the
goods g1,. , g~.The transition rates (8.10) mean that the customers prefer goods g with a higher
quality Q3, but the purchase becomes less probable for growing prices P1. However, the customer is not
bound to rigid budget constraints. This is plausible, since the price P1 is only a part of the total
expenditure of the customer.
Since only differences of advantage functions appear in the dynamically relevant transition rates
(8.10), a common constant may be added to all u., for j = 0, 1,.
L. This constant is chosen by
setting
. .
. ,
(8.13)
~u10.
By (8.12) and (8.13), the advantage u0 of nonownership is now also fixed
U0~~
U1U~P1K~
Q1.
(8.14)
It is now easy to derive an important economic quantity, i.e. the demand D. for the good g., from the
previous considerations. The demand D3 is defined as the number of new units g1 required per unit of
time by the whole population
Evidently this is equal to the total number of transitions per unit of
time from any ownership state k = 0, 1,. , L, to a state j, that means to the ownership of g.. Thus we
obtain
~.
D1
(8.15)
w~.
By inserting the explicit form of the w~into eq. (8.15), it is confirmed that the demand configuration
(8.3) consists of variables D. which are dependent on n, Q and P. Therefore, D henceforth requires no
explicit consideration in the economic configuration E.
Now we consider the transitions induced by the supply side, namely by the firms 13. We assume that
the firm 13 makes decisions concerning stepwise increase/decrease processes S1 ~ S1 1 of the production or supply, concerning stepwise raising/lowering processes P1 P1 1 of the price, and finally
concerning stepwise improvement/deterioration processes Q. ~ Q. 1 of the quality of the product g.
The transition rates w~_, w~ and w~ pertaining to these processes must by definition be positive
semi-definite quantities which do not allow transitions to negative values of S1, P1. and Q1, respectively.
~
the
approach of synergetics
151
These transition rates must be modelled in a manner that takes into account the reasons behind the
decision making of firm 13 for inducing such transitions.
For the transitions
S~S1={S1,...,S11,...
SL}
(8.16)
of the supply configuration, the following form of transition rates w~ seems appropriate:
w~= f3S1 exp(p1
i~+
p21~.),
(8.17)
(8.18)
w~_=(,a1S1+~t2S~),
with the (marginal) profit per unit, at production level S1,
i,-1 =
P1
C1
[1f(S~)]P1,
(8.19)
and the total profit

(8.20)
H1=S1i~..
In (8.19),
C1=f(S1)P1,
0<f<1,
(8.21)
are the production costs per unit, which may depend on the total supply level S1.
Formulas (8.17) and (8.18) are to be interpreted as follows: The transition rate to a higher
production w~
is assumed to be proportional to the already existing production level S1. The further
factor exp( p1 i~+ p2ll,) takes into account the efforts of the firm 13, to enhance its production, due to
the stimulus coming from a combination of marginal and global profit. The transition rate to a lower
production w~_is due to the depreciation S1 of the productive inventory and due to a factor S~
indicating the limits of growth by internal friction.
The transitions
,PL}
(8.22)
within the price configuration are induced by the transition rates w~,for which, according to Haag
[57], it is plausible to assume the following form:
=
aD1P1,
(8.23)
aS1P1.
(8.24)
According to (8.23) the firm 13 decides to raise the existing price P1 in relation to the demand of D1, but
according to (8.24), a higher production level S1 simultaneously exerts a higher pressure on the firm to
lower its price P1.
Finally, we have to find the form of the transition rates w~.,which induce the transitions
152
(8.25)
within the quality configuration. Of course, quality changes are ultimately at the mercy of technological
progress, whose explicit consideration is beyond the scope of this present model. But we want to
describe the endogenous, economic reinforcement effects on quality change, that means, the effects of
competitive advantages or disadvantages on the evolution of the quality of goods. For such effects we
make the following simple assumption:
w~ = 6D,,
(8.26)
yQ1,
(8.27)
w5~ =
which can be interpreted as follows:

Quality improvement steps by the firm 13 are proportional to the demand D1 for the good g1, since D1
is an incentive to further increase Q1. On the other hand, quality deterioration steps are proportional to
the already attained quality, since the latter is always exposed to degeneration processes, due to
carelessness and slackness. The parameter 6 measures the responsiveness of the firm to a high demand
D1 for its good g1 via further quality improvement; and y is a measure of the complacency and
self-satisfaction of the firm with its own achievements, which in turn lead to the degeneration of its
quality standards.
All elementary dynamic processes can now be summarized in the following statement:
E~E~,~{n11S;P;Q}
is induced by w~,
E~E~_{n;S1+;P;Q}
is induced by w~
E~E~={n;S;P1+;Q}is induced by w~,
(8.28)
E~E~~{n;S;P;Q1}
is induced by w~.
8.3. Master equation and mean-value equations for the economic evolution
Although the economic configuration E defined by (8.7) is a somewhat more general concept than
the socioconfiguration of chapter 3, it also consists of a multitude of integers, between which, according
to (8.28), probabilistic next-neighbour transitions take place. Formally these transitions correspond to
migration processes and to birthdeath processes. The master equation for the probability
P(E; t)
(8.29)
to find the economic configuration E realized at time

(4.7). Thus it reads
dP(E;t)
w~k(E~)P(E~t)-~
j,k=0
+~
t,
is therefore derived in the same manner as eq.
w~(E)P(E;t)
1,k=0
w~(E~)P(E~t)-~
w~(E)P(E;t)
+ ~
w~(E~+)P(E~~
t) - ~ w~(E)P(E;t)
+~
w~~(E~
)P(E~;t)-~
153
w~(E)P(E;t)
~ w~(E~)P(E~;
t) ~
w~(E)P(E;t)
+~
w~+(E)P(E;t)
+ ~ w~(E~)P(E~
t)-~
w~(E)P(E;t).
(8.30)
The partial probability evolution processes on the right-hand side of (8.30) are obvious:
C-terms: probability change caused by customers migrating between goods and between nonownership and ownership,
S-terms: probability change caused by increase and decrease of supply,
P-terms: probability change caused by increase and decrease of price,
Q-terms: probability change caused by increase and decrease of quality.
The mean-value equations derived from the master equation (8.30) now have the standard form for
migration and birth/death processes. The equations for the customer configuration n read
(8.31)
or explicitly
dn
th~1~kexp(uJuk)nk~PkIexp(ukuI)nI,
j=0,1,...,L
(8.32)
with
u1KQ1uP1, j~0,
uO=a-~PkK~Qk.
(8.33)
It is compatible with the constraint

(8.34)
~nkN.
The equations for the supply configuration read

dsydt= w~+ w~, j=1,2,..., L,
or explicitly
(8.35)
154
dS1/dt=/3S1exp(p1~+p2H1)(~1S1+~2S~),
(8.36)
i~=(1f)P1,
(8.37)
with
TI1S1ir1.
The equations for the price configuration read

dP1/dt=w~~w~,j=1,2,...,L,
(8.38)
or explicitly
dP1/dt
S.)P1,
(8.39)
(8.40)
a(D1
with
D1=
w~=
Pj~exp(u1u~)n~.
k=O
The equations for the quality configuration read

dQ1/dt= w~
w~, 1=1,2,..., L,
(8.41)
or explicitly
dQ1/dt
6D1
yQ1.
(8.42)
Equations (8.31) to (8.42) constitute the quasi-deterministic version of the model. In the next section
we will derive and interpret some properties of the solutions, in particular of the stationary solutions to
these equations.
8.4. Analysis of market instabilities
Before going into any mathematical detail we will exhibit the guidelines of the following analysis.
Initially we introduce symmetrical model parameters, giving every firm the same primordial chance of
evolution. Secondly we analyze the stationary solutions of the mean-value equations (8.31) to (8.42), as
time-dependent solutions can be found only numerically.
One of the stationary solutions describes, as expected, the homogeneous market: Every firm 13
produces the same supply S. = S and also the prices P1 = P and qualities Q1 = Q of the exchangeable
goods g. coincide. The demand D1 = D is also the same for every commodity g1 and is in equilibrium
with the supply: D = S. Also the stationary numbers n. = of owners of the goods g. are equal.
But besides this homogeneous solution there exist (at least) L other stationary solutions describing
an extremely heterogeneous market. In each of these stationary states, one of the firms, for example
the firm 13, is distinguished from all other firms Fk, k j. The firm 13. produces a higher supply S,~of the
commodity g. of a higher quality Q1, and thus requires another price P1 per unit, in relation to the
W. Weidlich, Physics and sOcial science the approach of synergetics
155
other firms. Correspondingly, a higher demand i5,, arises for the commodity g1, which leads to a
higher stationary number of owners ii1~ as compared to Dk and ~k respectively.
Since the symmetrical model parameters cannot be an external reason for this asymmetry, one is led
to conclude that such asymmetrical stationary solutions can only evolve through an endogenous
enhancement of a small, initial competitive advantage of one firm 13. against all other firms via an
escalating, positive feedback between quality and demand.
This conjecture will finally be verified by analysing the stability of the homogeneous market solution.
Indeed, it will turn out that this solution becomes unstable at a critical value of a certain model
parameter. If that parameter crosses this critical value, a phase transition of the economy from a
homogeneous to a heterogeneous market situation will take place!
Let us begin with the choice of symmetrical model parameters by setting
~jk
j,k=0,1,.2,.
~kj ~
. .
,L
(8.43)
The solutions to the stationary versions of the (4L + 1) equations (8.32), (8.36), (8.39) and (8.42) are
now found as follows: Initially, all other economic variables are expressed in terms of the stationary
demand D1. Secondly, making use of the definition (8.40), a set of nonlinear equations for D1 is found,
whose further analysis leads to both the homogeneous and the heterogeneous solutions. The stationary
value of any variable U is henceforth denoted by t5.
From eq. (8.42) follows
(8.44)
and from eq. (8.39) also follows
(8.45)
since all prices
P1
must be positive. The stationary solution of (8.39) also implies

(8.46)
which is the Walras law, stating that the expenditures for the total demand must coincide with those for
the total supply, in the stationary situation.
The stationary equation (8.36) yields
t(~st+ ~
(8.47)
exp(p1~.+p2fl~)=
f3
or, taking into account (8.37) and (8.45),
P.=P.(D.)=
(1f)(p
(848)
1 +p2D1)
Here, the parameters f /3 i~ i~Pt and p2 represent cost shares and investment strategies of the firms
(assumed to be equal for all firms), which lead to the price dependence on demand (8.48).
156
Finally, the stationary solution of eq. (8.32) is given by

/1
1()
Ne exp(2a1),
(8.49)
(8.50)
In (8.49) and (8.50), the stationary advantage functions

u1K67D1a-P1(D1),
j=1,2,...,L,
uoU~Pk(Dk)K6y~Dk,
(8.51)
must be inserted. We will henceforth assume

(8.52)
this simplifies the advantage functions (8.33) and their stationary form (8.51). The condition (8.52)
considers rich customers regarding quality, but not prices in their purchase decisions.
Through eqs. (8.44), (8.45), (8.48) and (8.49), we have expressed the variables Q, S, P and in
terms of the demand O. The equation determining the stationary demand now follows by inserting the
form of n~in (8.49) into the definition (8.40) of D.. Thus
=
exp(1
k) ~k =
vNC
exp(1
+ k)
exp(1),
~ exp(~)/~exp(2k).
(8.53)
(8.54)
It is now convenient
to introduce the demand d., for commodity g, per member of population 9~,in a
1
time unit T = P
d
1 = TDJ/N or D1 = pNd1.
(8.55)
Making use of d., eq. (8.53) assumes the form
a1 P exp(1) P exp(wa1),
~1=~a1,
j=1,2,.
,L,
=
(8.56)
0w~ dk,
wNvK67t.
(8.57)
The solutions of eq. (8.56) will now be discussed! First we will consider the homogeneous market
solution, which emerges by assuming the stationary demand for all goods g1 is equal,
=
a.
On inserting (8.58) into (8.56), one obtains an equation for c~i,
(8.58)
157
L+e+t~
a, a
=
r(a) e~ L + e2~1~
(8.59)
which leads to a unique solution
a(~)~ 1 with the limiting values
a(~=0)=1, a(~=~)=1.
(8.60)
For large w, one obtains in leading order
a(~)=1+L-exp[(L+1)w].
(8.61)
a(~),
For a given
all homogeneous market values of A & P, ~, ~= ii are easily determined.
It is now interesting that the homogeneous market is not the only solution of (8.56). At least there
also exist, for w >0, L heterogeneous market solutions, in which one of the L firms, say F1, attracts a
higher demand than each of the other firms F2, F3,.
Indeed, the assumed distribution of demand,
a1=d, a2=a3=--=aL=d_,
FL.
d>d_,
(8.62)
leads to a solution of (8.56) as well! According to (8.54) with (8.57), the ratio P now assumes the form
(8.63)
P(d~,d)=e~~1(d~,
d_) ,
1+ L
1 + (L
using the abbreviation
h = d~ d_
1
1)
wh +
2~
+
e
2wh(L+1)wd_
e42~~
(8.65)
Equation (8.56) now leads to

d~= ~
dj,
&
e~(d~,dj,
(1 e~)~(d~,
dj.
(8.66)
For a large w one finds in leading order

d~= 1(d~,d_)~1(h) 1
(L 1) e~
d_ ~e
~~(h).ae
,
(8.67)
where h is determined from

h
(1
e~)[1 + (L
1) e~]
1 + (L 2) e
(8.68)
This solution proves, self-consistently, that for large w

d~~ d_
(8.69)
158
The values b.,, &, ~, ~

~and b..., &, P_, ~,
respectively, follow from d~and d_ as before.
for the firms F~and Fk, k = 2,3,.
. .
Stability analysis of the homogeneous solution. The crucial question is now, whether the perhaps
originally realized homogeneous market always remains stable, or can alternatively become unstable
and develop into a heterogeneous market. In order to clarify this question we must make a linear
stability analysis of the homogeneous solution, which is defined by
n1=,
n0=0, L+0=N,
(8.70)
Q.~Q,
S1=S,
P1=P,
j=1,2,...,L.
For this purpose, we consider the (4L + 1) equations of motion linearized with respect to the small
deviations from the homogeneous state
~n1=n1fl, ~n0=n00, ~Q1Q1~, ~
~P,,=P1P, j=1,2,...,L.
(8.71)
They read
dSn
j=1,2,...,L,
d~Q3/dt=
~w~_,
j 1, 2,.
=
(8.72)
(8.73)
d~S1/dt=~w~~
~w~_
,
j=1,2,.
,L
(8.74)
d~P1/dt=~w~~
~w~
,
j=1,2,.
(8.75)
The linearized quantities on the right-hand sides of (8.72) through (8.75) are
v exp(a1
~PJk
Uk)
(~u1 ~uk)=
PK(~Q1
~Qk)
,j, k = 1,2,.
. .
,L
j=1,2,...,L,
j=1,2,...,L,
~n1, j=1,2,... ,L,

=
where
3 ~D1,
~n0=
(8.76)
=y ~Q1, ~ = 1,2,.
..
L,
(8.77)
PKh(~QJ ~Qk)
PK~
0e~0(~Q,
/3 exp(p~ii~
+p2ul) [~S~+ ~(p1
+p2
~Q~)+
~ ~k
159
e~0
~k
~fl.)]
=f3exp(p~fr+p21T)[(1+p2Sir)~S1+S(p1+p2~)(1f)dP1],
(~ +
2~)~
(8.78)
(8.79)
j 1,2,..., L,
=
~w~~=aPdD1+ab~P1,
j=1,2,...,L,
(8.80)
~w~_aPaS~+a~P1,
j=1,2,...,L.
We simplify the further analysis by considering the coupled linear dynamics of &n and ~iQonly, which
are expressed in eqs. (8.72) and (8.73), together with (8.76) through (8.78). The supply and the prices
can be imagined to follow adiabatically the variations of quality and demand. This amounts to
expressing the variations ~S and ~P in terms of the variations ~Qand ~n, and making use of the
quasi-stationary equations for the slaved variables 6S and ~P,
~w~_= 0,
(8.81)
&w~. ~w~_ = 0.
(8.82)
When the linear expressions (8.76), (8.77) and (8.78), together with the stationary values
j=1,2,...,L,
UJKQ,
120=LKQ,
(8.83)
knNce,
k=1,2,...,L,
o=NCe_2~~,
and the abbreviations

~
~k
~n,
~Qk
(8.84)
~Q,
are inserted into (8.72) and (8.73), one obtains the following explicit equations of motion for the
deviations ~n1and
from the homogeneous stationary state:
d~n1!dt= v(L +e~+t
)~n1+2pKNC(Le2I~~
+e_~~_t~)~Q1
2~+ e L_t)ic.~I)~Q,
v(e~~~
1) &n 2PKNC(e
~Q
1Idt
+ [~v
=
~p
KNC(L
e~~a+
7] ~Q
(et~ 1) ~n ~iPKNc(e2~+ e~~) ~Q.
(8.85)
(8.86)
160
It can be seen that each individual deviation ~n1or ~Q1,j = 1, 2,.

L, fulfills the same equation
(8.85) or (8.86), respectively, with coefficients independent of]. Each deviation ~n1or
is coupled to
the other deviations ~
~Qk~k ~j, only through the collective deviations ~n and ~Q.
For the quantities ~n and ~Q,one can derive self-contained equations by taking the sum over
j = 1, 2,.
L of eqs. (8.85) and (8.86). This summation yields
1~~+ e_t)~(~)~n 2PKNC(L 1) e_1~ ~Q,
(8.87)
d ~n/dt= p(L e
d ~Q!dt =
L(e~~~1) an [av KNC(L 1) e_t)~~~
+ y] ~Q
(8.88)
. .
. .
The four coupled equations (8.85)(8.88) are now solved by

an
1
ii
~Q.
(8.89)
exp(At)~pexp(At).
Co
In the corresponding eigenvector equation
(M Al )p = 0
(8.90)
the coefficient matrix M has the form
M=(~ ~ ~
~).
(8.91)
00**
Hence, the condition for the eigenvalues
~MAlM=0
(8.92)
decouples into factors as follows:

2+
[~(L+ e1~)
A] X [ap KNC(L
e~ + et~)
~,
A]
AA + B) = 0,
(8.93)
X (A
where the coefficients A and B can be read off from the explicit form of M.
Further analysis reveals the following: The eigenvalues A~1~
and A (2) derived from
A2+AA+B=0
belong to collective modes a
{a(0)
aQ(a)
(8.94)
=
1, 2,
an~= L1 an~~
8Q(a)
L~taQ(a)}
They describe an equal fluctuation of the quality
(8.95)
and each number n. of consumers. Hence these
161
modes do not destroy the homogeneity of the market. But on the other hand, the eigenvalues
= ~(L + e_t~)
A~3~
(8.96)
A~4~
= a~KNC(L e2~+ e_1~)
belong to modes a
an~
=o; ~
(8.97)
3, 4,
=0;
an~= 0;
0~.
(8.98)
Evidently these modes lead to a differentiation between the firms, because the increase of one an~or
must be compensated by the decrease of other an~or ~
The mode a = 3 describes only a spontaneous fluctuation of the number of owners of goods. This
mode relaxes to zero, because the eigenvalue A~3~
is always negative.
The mode a = 4 is the most interesting one. The growth or decline of an~4~
and of aQ~ 4~
are coupled
here, so that either both are enhanced or both are diminished. From (8.97) it follows that 1A~4~
becomes
positive when
a~KNC(L
e~ + et)~)>
y.
(8.99)
This can happen for a large quality responsiveness 8 of the firms and/or for a large quality sensitivity K
of the customers. For positive A~4~
the fluctuation {an~4~,. , ant; ~
, 6Q~}is enhanced,
and the homogeneous market becomes unstable. The further evolution of the model economy can only
be evaluated numerically; but it is plausible that it evolves into one of the heterogeneous, stationary
states discussed above.
We conclude this last chapter with a general remark. In the four preceding chapters, one and the
same quantitative method of describing the dynamics of social systems was applied to paradigms of
political opinion formation, migration of populations, formation of settlements and market evolution,
which belong to such different fields as political science, demography, regional science and economics.
The quantitative modelling of these paradigms has revealed even using as yet oversimplified models
concrete and to some extent exactly provable structural analogies between these paradigms, which
could not have been found by a purely qualitative argumentation. Therefore it is our hope that
semi-quantitative models of the type presented here will yield further insights into the structural
relationship between seemingly unconnected phenomena in the social sciences. Quantitative modelling,
which for so long has promoted progress in physics, thus could also be used to provide guidelines and
incentives for research in the social sciences.
.
Acknowledgements
Firstly, I would like to thank H. Haken, my friend and colleague. The discussions over the years with
him concerning the application of synergetics to social science were always an inspiration for me.
The results presented here were obtained in cooperation with a highly motivated group of theoretical
physicists. In particular, I would like to thank G. Haag for working together with me over many years!
162
Furthermore, the cooperation of M. Munz, R. Reiner, P. Frankhauser, K. Teichmann, H. Wiedemann,

N. Empacher and M. Braun is gratefully acknowledged. I would also like to thank E. Mosekilde for
lively discussions and for inviting me to MIDIT, Lyngby, where the major part of this article was
written.
It was essential that the methods and modelling concepts developed in this interdisciplinary project
found acceptance by social scientists. Thus I highly appreciate the cooperation as well as the stimulating
and encouraging discussions with many social scientists, among them in particular A.E. Andersson, H.
Birg, G. Erdmann, H. Esser, B. Fritsch, D. Griffith, J. Holmberg, B. Johansson, T. Landes, J. Ledent,
G. Mensch, U. Mueller, Y. Papageorgiou, D. Pumain, T. Puu, R. Rabino, N. Sarafoglou, H. Skala, M.
Sonis and K. Troitzsch.
Special thanks go to Mrs A. Mohr for her unflagging and precise work in typing the complicated
manuscript, and to M. Munz for preparing all figures. Furthermore, I thank K. Blakey for carefully
revising the English making up of the text.
Last but not least, the financial support during one decade by the Volkswagen foundation and later
by the Deutsche Forschungsgemeinschaft is gratefully acknowledged. Without their generous grants,
this interdisciplinary project would not have been realized.
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Physics and Social Science - The Approach of Synergetics Weidlich1991

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PHYSICS REPORTS (Review Section of Physics Letters) 204, No. 1(1991)1163.

PHYSICS AND SOCIAL SCIENCE THE APPROACH OF SYNERGETICS

Received September 1990

4.5. Probability distribution and stochastic trajectories

Elsevier Science Publishers B.V. (North-Holland)

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

Models and Theories

Indirect Structural Analogies

Models and Theories

Models and Theories

formalism comprise as different fields as opinion formation, migration of populations, formation of

W. Weidlich, Physics arid social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

Quantitative modelling in social science

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

The macroscopic approach

W. Weidlich, Physics and social science the approach of synergetics

with a twist function c(y x).

W. Weidlich, Physics and social science the approach of synergetics

(dIdT)y1 = y1.G(x, y),

W. Weidlich, Physics and social science the approach of synergetics

Correspondingly, the influence of x on y in (2.2) is cooperative, if

(b) x suppresses y by b(x) ~ b <0,

x suppresses y by b(x) ~ b <0,

x supports y by b(x) ~ b~>0,

y suppresses x by a(y) ~ a <0.

the influence of x on y is antagonistic [see (2.16)]

W. Weidlich, Physics and social science the approach of synergetics

case -y the influence of x on

is cooperative [see (2.15)],

the influence of y on x is antagonistic [see (2.14)];

casea I~(a), II~(b), III2(c),

case13 I~(c), II~(d), III~(a), IV~(b);

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

dy/dT = y(~bjs y).

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

2.3. Selected examples of model interpretation

W. Weidlich. Physics and social science the approach of .cynergetics

W. Weidlich, Physics and social science the approach of synergetics

aspects, issues and attitudes

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

W. Weidlich, Physics and social science the approach of synergetics

Thus, an attitude vector

consists, by definition, of the set of CP integers n~,where i = {i1,.

Variables associated with the socioconfiguration. As the socioconfiguration is a macrovariable, and

W. Weidlich, Physics and social science the approach of synergetics

can only be specified in concrete examples.

W. Weidlich, Physics and social science the approach of synergetics

thus define the trend configuration

describing the latent propensities in society.

The elements of sociodynamics: dynamic utilities and probability transition rates