Macroscopic description of complex adaptive networks coevolving with dynamic node states

Macroscopic Stochastic Model for Economic Cycle Dynamics

We present a stochastic dynamic model which can explain economic cycles. We show that the macroscopic description yields a complex dynamical landscape consisting of multiple stable fixed points, each corresponding to a split of the population into a large low and a small high income group. The stochastic fluctuations induce switching between the resulting metastable states and excitation oscillations just below a deterministic bifurcation. The shocks are caused by the decisions of a few agents who have a disproportionate influence over the macroscopic state of the economy due to the unequal distribution of wealth among the population. The fluctuations have a long-term effect on the growth of economic output and lead to business cycle oscillations exhibiting coherence resonance, where the correlation time is controlled by the population size which is inversely proportional to the noise intensity.

A Dynamic Network Model of Societal Complexity and Resilience Inspired by Tainter's Theory of Collapse

In recent years, several global events have severely disrupted economies and social structures, undermining confidence in the resilience of modern societies. Examples include the COVID-19 pandemic, which brought unprecedented health challenges and economic disruptions, and the emergence of geopolitical tensions and conflicts that have further strained international relations and economic stability. While empirical evidence on the dynamics and drivers of past societal collapse is mounting, a process-based understanding of these dynamics is still in its infancy. Here, we aim to identify and illustrate the underlying drivers of such societal instability or even collapse. The inspiration for this work is Joseph Tainter's theory of the "collapse of complex societies", which postulates that the complexity of societies increases as they solve problems, leading to diminishing returns on complexity investments and ultimately to collapse. In this work, we abstract this theory into a low-dimensional and stylized model of two classes of networked agents, hereafter referred to as "laborers" and "administrators". We numerically model the dynamics of societal complexity, measured as the fraction of "administrators", which was assumed to affect the productivity of connected energy-producing "laborers". We show that collapse becomes increasingly likely as the complexity of the model society continuously increases in response to external stresses that emulate Tainter's abstract notion of problems that societies must solve. We also provide an analytical approximation of the system's dominant dynamics, which matches well with the numerical experiments, and use it to study the influence on network link density, social mobility and productivity. Our work advances the understanding of social-ecological collapse and illustrates its potentially direct link to an ever-increasing societal complexity in response to external shocks or stresses via a self-reinforcing feedback.

Modelling coupled human-environment complexity for the future of the biosphere: strengths, gaps and promising directions

Humans and the environment form a single complex system where humans not only influence ecosystems but also react to them. Despite this, there are far fewer coupled human-environment system (CHES) mathematical models than models of uncoupled ecosystems. We argue that these coupled models are essential to understand the impacts of social interventions and their potential to avoid catastrophic environmental events and support sustainable trajectories on multi-decadal timescales. A brief history of CHES modelling is presented, followed by a review spanning recent CHES models of systems including forests and land use, coral reefs and fishing and climate change mitigation. The ability of CHES modelling to capture dynamic two-way feedback confers advantages, such as the ability to represent ecosystem dynamics more realistically at longer timescales, and allowing insights that cannot be generated using ecological models. We discuss examples of such key insights from recent research. However, this strength brings with it challenges of model complexity and tractability, and the need for appropriate data to parameterize and validate CHES models. Finally, we suggest opportunities for CHES models to improve human-environment sustainability in future research spanning topics such as natural disturbances, social structure, social media data, model discovery and early warning signals. This article is part of the theme issue 'Ecological complexity and the biosphere: the next 30 years'.

Dose-response functions and surrogate models for exploring social contagion in the Copenhagen Networks Study

Spreading dynamics and complex contagion processes on networks are important mechanisms underlying the emergence of critical transitions, tipping points and other non-linear phenomena in complex human and natural systems. Increasing amounts of temporal network data are now becoming available to study such spreading processes of behaviours, opinions, ideas, diseases and innovations to test hypotheses regarding their specific properties. To this end, we here present a methodology based on dose-response functions and hypothesis testing using surrogate data models that randomise most aspects of the empirical data while conserving certain structures relevant to contagion, group or homophily dynamics. We demonstrate this methodology for synthetic temporal network data of spreading processes generated by the adaptive voter model. Furthermore, we apply it to empirical temporal network data from the Copenhagen Networks Study. This data set provides a physically-close-contact network between several hundreds of university students participating in the study over the course of 3 months. We study the potential spreading dynamics of the health-related behaviour "regularly going to the fitness studio" on this network. Based on a hierarchy of surrogate data models, we find that our method neither provides significant evidence for an influence of a dose-response-type network spreading process in this data set, nor significant evidence for homophily. The empirical dynamics in exercise behaviour are likely better described by individual features such as the disposition towards the behaviour, and the persistence to maintain it, as well as external influences affecting the whole group, and the non-trivial network structure. The proposed methodology is generic and promising also for applications to other temporal network data sets and traits of interest.

Growth strategy determines the memory and structural properties of brain networks

The interplay between structure and function affects the emerging properties of many natural systems. Here we use an adaptive neural network model that couples activity and topological dynamics and reproduces the experimental temporal profiles of synaptic density observed in the brain. We prove that the existence of a transient period of relatively high synaptic connectivity is critical for the development of the system under noise circumstances, such that the resulting network can recover stored memories. Moreover, we show that intermediate synaptic densities provide optimal developmental paths with minimum energy consumption, and that ultimately it is the transient heterogeneity in the network that determines its evolution. These results could explain why the pruning curves observed in actual brain areas present their characteristic temporal profiles and they also suggest new design strategies to build biologically inspired neural networks with particular information processing capabilities.

Macroscopic approximation methods for the analysis of adaptive networked agent-based models: Example of a two-sector investment model

In this paper, we propose a statistical aggregation method for agent-based models with heterogeneous agents that interact both locally on a complex adaptive network and globally on a market. The method combines three approaches from statistical physics: (a) moment closure, (b) pair approximation of adaptive network processes, and (c) thermodynamic limit of the resulting stochastic process. As an example of use, we develop a stochastic agent-based model with heterogeneous households that invest in either a fossil-fuel- or renewables-based sector while allocating labor on a competitive market. Using the adaptive voter model, the model describes agents as social learners that interact on a dynamic network. We apply the approximation methods to derive a set of ordinary differential equations that approximate the macrodynamics of the model. A comparison of the reduced analytical model with numerical simulations shows that the approximation fits well for a wide range of parameters. The method makes it possible to use analytical tools to better understand the dynamical properties of models with heterogeneous agents on adaptive networks. We showcase this with a bifurcation analysis that identifies parameter ranges with multistabilities. The method can thus help to explain emergent phenomena from network interactions and make them mathematically traceable.

A network-based microfoundation of Granovetter's threshold model for social tipping

Social tipping, where minorities trigger larger populations to engage in collective action, has been suggested as one key aspect in addressing contemporary global challenges. Here, we refine Granovetter’s widely acknowledged theoretical threshold model of collective behavior as a numerical modelling tool for understanding social tipping processes and resolve issues that so far have hindered such applications. Based on real-world observations and social movement theory, we group the population into certain or potential actors, such that – in contrast to its original formulation – the model predicts non-trivial final shares of acting individuals. Then, we use a network cascade model to explain and analytically derive that previously hypothesized broad threshold distributions emerge if individuals become active via social interaction. Thus, through intuitive parameters and low dimensionality our refined model is adaptable to explain the likelihood of engaging in collective behavior where social-tipping-like processes emerge as saddle-node bifurcations and hysteresis.

Deep reinforcement learning in World-Earth system models to discover sustainable management strategies

Increasingly complex nonlinear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socioeconomic and sociocultural World of human societies and their interactions. Identifying pathways toward a sustainable future in these models for informing policymakers and the wider public, e.g., pathways leading to robust mitigation of dangerous anthropogenic climate change, is a challenging and widely investigated task in the field of climate research and broader Earth system science. This problem is particularly difficult when constraints on avoiding transgressions of planetary boundaries and social foundations need to be taken into account. In this work, we propose to combine recently developed machine learning techniques, namely, deep reinforcement learning (DRL), with classical analysis of trajectories in the World-Earth system. Based on the concept of the agent-environment interface, we develop an agent that is generally able to act and learn in variable manageable environment models of the Earth system. We demonstrate the potential of our framework by applying DRL algorithms to two stylized World-Earth system models. Conceptually, we explore thereby the feasibility of finding novel global governance policies leading into a safe and just operating space constrained by certain planetary and socioeconomic boundaries. The artificially intelligent agent learns that the timing of a specific mix of taxing carbon emissions and subsidies on renewables is of crucial relevance for finding World-Earth system trajectories that are sustainable in the long term.

Zealotry effects on opinion dynamics in the adaptive voter model

The adaptive voter model has been widely studied as a conceptual model for opinion formation processes on time-evolving social networks. Past studies on the effect of zealots, i.e., nodes aiming to spread their fixed opinion throughout the system, only considered the voter model on a static network. Here we extend the study of zealotry to the case of an adaptive network topology co-evolving with the state of the nodes and investigate opinion spreading induced by zealots depending on their initial density and connectedness. Numerical simulations reveal that below the fragmentation threshold a low density of zealots is sufficient to spread their opinion to the whole network. Beyond the transition point, zealots must exhibit an increased degree as compared to ordinary nodes for an efficient spreading of their opinion. We verify the numerical findings using a mean-field approximation of the model yielding a low-dimensional set of coupled ordinary differential equations. Our results imply that the spreading of the zealots' opinion in the adaptive voter model is strongly dependent on the link rewiring probability and the average degree of normal nodes in comparison with that of the zealots. In order to avoid a complete dominance of the zealots' opinion, there are two possible strategies for the remaining nodes: adjusting the probability of rewiring and/or the number of connections with other nodes, respectively.

Clustered marginalization of minorities during social transitions induced by co-evolution of behaviour and network structure

Large-scale transitions in societies are associated with both individual behavioural change and restructuring of the social network. These two factors have often been considered independently, yet recent advances in social network research challenge this view. Here we show that common features of societal marginalization and clustering emerge naturally during transitions in a co-evolutionary adaptive network model. This is achieved by explicitly considering the interplay between individual interaction and a dynamic network structure in behavioural selection. We exemplify this mechanism by simulating how smoking behaviour and the network structure get reconfigured by changing social norms. Our results are consistent with empirical findings: The prevalence of smoking was reduced, remaining smokers were preferentially connected among each other and formed increasingly marginalized clusters. We propose that self-amplifying feedbacks between individual behaviour and dynamic restructuring of the network are main drivers of the transition. This generative mechanism for co-evolution of individual behaviour and social network structure may apply to a wide range of examples beyond smoking.

The Dynamics of Coalition Formation on Complex Networks

Complex networks describe the structure of many socio-economic systems. However, in studies of decision-making processes the evolution of the underlying social relations are disregarded. In this report, we aim to understand the formation of self-organizing domains of cooperation (“coalitions”) on an acquaintance network. We include both the network’s influence on the formation of coalitions and vice versa how the network adapts to the current coalition structure, thus forming a social feedback loop. We increase complexity from simple opinion adaptation processes studied in earlier research to more complex decision-making determined by costs and benefits, and from bilateral to multilateral cooperation. We show how phase transitions emerge from such coevolutionary dynamics, which can be interpreted as processes of great transformations. If the network adaptation rate is high, the social dynamics prevent the formation of a grand coalition and therefore full cooperation. We find some empirical support for our main results: Our model develops a bimodal coalition size distribution over time similar to those found in social structures. Our detection and distinguishing of phase transitions may be exemplary for other models of socio-economic systems with low agent numbers and therefore strong finite-size effects.