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Abstract
In recent years, the "Science of Complexity", as promoted
by the Santa Fe Institute, has been recognized by
mainstream scholars in prominent scientific disciplines
ranging from physics over economics and computer
science to the social sciences. In various reviews, it
appears, however, as if Complexity Theory and
techniques such as agent-based modeling are unique in
their capacity of modeling nonlinear systems. These
reviews overlook that such systems have been modeled
and simulated at least since the late 1950s, e.g., by the
research track known as System Dynamics, a discipline
with a rich body of literature. This paper gives an
overview of the general modeling principles of both
tracks, describes their areas of applicability, and
discusses their relative strengths and weaknesses. It tries
to identify areas in which the two modeling traditions
complement each other, and where they overlap. The
paper concludes that cross study and joint research are
overdue..
1. Introduction
With the advent of computers, the traditional
experimental research design was augmented by what is
now widely known as computer simulation or computer
experiment. As opposed to the traditional experiment, the
computer experiment is capable of delivering rigorous
results across large to very large data sets with impressive
accuracy in a fraction of the time needed for a traditional
set-up. Experiments involving non-linear complexities
particularly thrived through computer simulation. Over
time, two major non-linear modeling techniques emerged,
agent-based and System Dynamics modeling. Rather than
benefiting from one another, the two disciplines ignored
each others literature almost entirely. This is even more
remarkable since the study areas significantly overlap.
Still, results were seldom compared nor shared. This
paper calls for closing this gap and for bringing the two
literatures into contact. Hence the modeling principles of
each technique will be described, and the respective
strengths and weaknesses highlighted. Fields of research
2. Modeling as such
In a sense, all science is creating models of "the world"
or of the "perceived/constructed world" depending on a
scholar's or discipline's ontological and epistemological
vantagepoint. As Holland & Miller [1] pointed out,
scientific models traditionally were either linguistic or
mathematical. While linguistic models maintain a high
level of flexibility, mathematical models employ rigor in
formulation and consistency in structure, however, at the
expense of flexibility. Before the advent of computer
modeling techniques, the effective combination of both
traditional
modeling
strengths,
flexibility
and
rigor/consistency, seemed to be unattainable. According
to the two authors, this is what computer-based modeling
has the capacity to offer to science. Many traditional
sciences and scholars, though, have been slow in
accepting these opportunities for various reasons ranging
from fundamental philosophy-of-science standpoints to
plain scholarly computer illiteracy, sometimes for both of
these two ends of the continuum at the same time. In
recent years, however, it has become clear that computer
modeling is capable of supporting extreme positivist as
well as extreme constructivist scholarly positions.
Moreover, computer literacy has dramatically
improved. Thus, it seems only natural that computer
modeling becomes more acceptable, since it has opened
new avenues of research, in particular in areas of
complexity and nonlinearity of large scale that are barred
to traditional scientific approaches. Holland (1999)
positions computer-based modeling within the range of
scientific research methods by explaining that models
3. Agent-based modeling
The aim of agent-based (or individual-based)
modeling is to look at global consequences of individual
or local interactions in a given space [3]. Agents are seen
as the generators of emergent behavior [2] in that space.
Interacting agents, though driven by only a small set of
rules which govern their individual behavior, account for
complex system behavior whose emergent dynamic
properties cannot be explained by analyzing its
component parts. In Holland's words, "The interactions
between the parts are nonlinear; so the overall behavior
cannot be obtained by summing the behaviors of the
isolated components. Said another way, there are
regularities in system behavior that are not revealed by
X
dX dt
initial x
Z
dZ dt
B
RminusZ
Y
dY dt
7LPH WLPH
< EDVH
< EDVH
< EDVH
Miller further describes ANTs algorithms such as hillclimbing and Holland's genetic algorithms that use the
two genetic operators of crossover and mutation (in fact,
an agent-based algorithm), combined with simple random
algorithms which subsequently search for new
populations of solutions. "Solutions" in this sense can be
those that shatter and break the model. By means of
ANTs, Miller was able to show that the famous SD model
WORLD3 [18, 19] exposes extreme sensitivities to at
least two parameters. Due to the influence of these two
parameters and opposed to Meadows's conclusions from
the model, ANTs were able to demonstrate that the model
was able to produce significantly different results than
those Meadows et al. presented. Miller makes clear that
his interest is not one of denouncing Meadows's model as
flawed rather than to demonstrate the potential of ANTs.
In fact, when it comes to rigorous model testing, both
modeling techniques share a common interest. As Miller
notes, "ANTs can be used to discover worst (or best) case
scenarios and therein give the user an idea about which
parameters should either be altered (if possible) or most
closely monitored" [17, 829].
9. Conclusion
10. Appendices
10.1 Appendix A: Vensim model of the Lorenz
equations (Author: George P. Richardson, University at
Albany)
(01)
B=8/3
(02)
(03)
(04)
(05)
(06)
(07)
(08)
(09)
(10)
(11)
(12)
(13)
(14)
(15)
Units: dmnl
dX dt=S*(Y-X)
Units: dmnl
dY dt=-Y+RminusZ*X
Units: dmnl
dZ dt=(X*Y)-(B*Z)
Units: dmnl
FINAL TIME = 50
Units: time
The time at which the simulation ends.
INITIAL TIME = 0
Units: time
The time at which the simulation starts.
initial x = 10
Units: dmnl
R=28
Units: dmnl
RminusZ=R-Z
Units: dmnl
S=10
Units: dmnl
SAVEPER = TIME STEP
Units: time
The frequency with which results are saved.
TIME STEP = 0.015625
Units: time
The solution interval for the model.
X=INTEG((dX dt),initial x)
Units: dmnl
Y=INTEG((dY dt),10)
Units: dmnl
Z=INTEG((dZ dt),20)
Units: dmnl
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
http://www.media.mit.edu/~ckline/cornellwww/boid/boid
s.html
11. References
[1]
[2]
[3]