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Information-theoretic perspective on complex systems

Information-theoretic perspective on complex systems

Stefan Thurner (ORCID: 0000-0003-2495-6819)
  • Grant DOI 10.55776/I3073
  • Funding program Principal Investigator Projects International
  • Status ended
  • Start May 15, 2017
  • End December 14, 2021
  • Funding amount € 328,860
  • E-mail

Bilaterale Ausschreibung: Tschechien

Disciplines

Mathematics (20%); Physics, Astronomy (80%)

Keywords

    Superstatistics, Power Laws, Multifractal Analysis, Information Geometry, Path Integrals, Information Measures

Abstract Final report

Up to now, complex systems are far from being scientifically understood, and hence are basically without reach of any realistic control. This is a highly unsatisfactory situation, since many complex systems are of biological and societal relevance, such as the economy, financial systems, ecosystems, the brain, or the immune system. Many of these systems are evolutionary systems in the sense that they change the environment along with their own progression over time. It would be highly desirable to have more control over these systems, especially under what conditions they might collapse. In this project we try to develop a set of new mathematical tools that allow us to take a perspective on complex systems that has so-far been neglected. We will build these tools from basic building blocks that have been used in physics and computer science (information theory) to describe mostly non- complex systems. These tools can in principle not be used naively for complex systems but, must be tailored with extreme caution toward the particular complex system of interest. In this project we have selected several examples where we systematically want to apply and test our new methodology: Systems that are evolutionary and create and destroy diversity in a system, financial markets, and models of sandpiles, which are toy systems to understand earth quakes better. Finally, we might be also able to address a fundamental question in physics, which arises as a natural consequence of these novel techniques, when they are applied to classical mechanics: the origin of special relativity from a path-integral based statistics. The project will be carried out by two groups, one in Prague and one in Vienna, because their joint knowledge on the mathematical and statistical tools makes it possible to tackle the difficulty of the envisioned tasks. It would be very difficult for the individual groups to carry out their parts of the project alone.

Complex systems are systems consisting of many subsystems interacting with each other. They are ubiquitous in nature, ranging from physical and chemical systems over biological systems to socio-economic systems. This project aimed to develop, analyze, and implement robust and efficient techniques for the treatment of complex dynamical systems based on methods combining information theory and (non-equilibrium) statistical physics. So far, this topic has not been carried out systematically on a theoretical basis. The main results of the project can be divided into several groups. First, we have shown that statistical and thermodynamic properties of a broad class of complex systems can be described within a framework of the so-called generalized entropies, which can grasp the complex structure of many systems exhibiting long-range interactions. Second, with the help of information geometry, we were able to distinguish three classes of complex systems according to their scaling properties: strongly-correlated systems (as, e.g., gravitational systems or entangled particles), weakly-correlated systems (e.g., ordinary gases), and systems with emergent structures (as, e.g., molecules formed of atoms, self-assembly of colloid particles). The aforementioned results motivated us to study the thermodynamic properties of structure- forming systems and derived the corresponding thermodynamic quantities, including entropy. Finally, we focused on the properties of complex systems out of equilibrium, i.e., in the presence of external driving or the presence of more than one heat reservoir (as in the case of thermal engines). We showed a natural connection between non-linear systems and generalized entropies and were able to derive their equilibrium and non-equilibrium properties.

Research institution(s)
  • Medizinische Universität Wien - 100%
International project participants
  • Petr Jizba, Czech Technical University in Prague - Czechia
  • Murray Gell-Mann, Santa Fe Institute - USA
  • Vito Latora, Queen Mary University of London - United Kingdom
  • Doyne J. Farmer, University of Oxford - United Kingdom

Research Output

  • 457 Citations
  • 53 Publications
  • 1 Scientific Awards
Publications
  • 2022
    Title Monitoring supply networks from mobile phone data for estimating the systemic risk of an economy
    DOI 10.1038/s41598-022-13104-5
    Type Journal Article
    Author Reisch T
    Journal Scientific Reports
    Pages 13347
    Link Publication
  • 2022
    Title Efficient Temporal Graph Analytics Using large scale telecommunication data for mobility modeling and infrastructure maintenance
    DOI 10.34726/hss.2022.108301
    Type Other
    Author Heiler G
    Link Publication
  • 2024
    Title Inequality in economic shock exposures across the global firm-level supply network
    DOI 10.1038/s41467-024-46126-w
    Type Journal Article
    Author Chakraborty A
    Journal Nature Communications
    Pages 3348
    Link Publication
  • 2023
    Title Equivalence of information production and generalised entropies in complex processes
    DOI 10.1371/journal.pone.0290695
    Type Journal Article
    Author Hanel R
    Journal PLOS ONE
    Link Publication
  • 2021
    Title Inferring supply networks from mobile phone data to estimate the resilience of a national economy
    DOI 10.48550/arxiv.2110.05625
    Type Preprint
    Author Reisch T
  • 2021
    Title Behavioral gender differences are reinforced during the COVID-19 crisis
    DOI 10.1038/s41598-021-97394-1
    Type Journal Article
    Author Reisch T
    Journal Scientific Reports
    Pages 19241
    Link Publication
  • 2021
    Title An overview of generalized entropic forms (a) (a)Contribution to the Focus Issue Progress on Statistical Physics and Complexity edited by Roberta Citro, Giorgio Kaniadakis, Claudio Guarcello, Antonio Maria Scarfone and Davide Valenti.
    DOI 10.1209/0295-5075/133/50005
    Type Journal Article
    Author Ilic V
    Journal Europhysics Letters
    Pages 50005
    Link Publication
  • 2020
    Title Time-Energy Uncertainty Principle for Irreversible Heat Engines
    DOI 10.48550/arxiv.2002.01814
    Type Preprint
    Author Hanel R
  • 2020
    Title Predicting collapse of adaptive networked systems without knowing the network
    DOI 10.1038/s41598-020-57751-y
    Type Journal Article
    Author Horstmeyer L
    Journal Scientific Reports
    Pages 1223
    Link Publication
  • 2020
    Title Information geometry of scaling expansions of non-exponentially growing configuration spaces
    DOI 10.48550/arxiv.2001.06393
    Type Preprint
    Author Korbel J
  • 2017
    Title On the Uniqueness Theorem for Pseudo-Additive Entropies
    DOI 10.3390/e19110605
    Type Journal Article
    Author Jizba P
    Journal Entropy
    Pages 605
    Link Publication
  • 2019
    Title Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations
    DOI 10.3390/math7090796
    Type Journal Article
    Author Aguilar J
    Journal Mathematics
    Pages 796
    Link Publication
  • 2019
    Title Comment on “Rényi entropy yields artificial biases not in the data and incorrect updating due to the finite-size data”
    DOI 10.1103/physreve.100.026101
    Type Journal Article
    Author Jizba P
    Journal Physical Review E
    Pages 026101
    Link Publication
  • 2019
    Title When Shannon and Khinchin meet Shore and Johnson: equivalence of information theory and statistical inference axiomatics
    DOI 10.48550/arxiv.1909.12677
    Type Preprint
    Author Jizba P
  • 2019
    Title Transfer Entropy between Communities in Complex Financial Networks
    DOI 10.3390/e21111124
    Type Journal Article
    Author Korbel J
    Journal Entropy
    Pages 1124
    Link Publication
  • 2018
    Title Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications
    DOI 10.48550/arxiv.1802.09864
    Type Preprint
    Author Aguilar J
  • 2017
    Title Asocial balance—how your friends determine your enemies: understanding the co-evolution of friendship and enmity interactions in a virtual world
    DOI 10.1007/s42001-017-0010-9
    Type Journal Article
    Author Sadilek M
    Journal Journal of Computational Social Science
    Pages 227-239
    Link Publication
  • 2017
    Title On the uniqueness theorem for pseudo-additive entropies
    DOI 10.48550/arxiv.1709.06359
    Type Preprint
    Author Jizba P
  • 2017
    Title Least informative distributions in Maximum q-log-likelihood estimation
    DOI 10.48550/arxiv.1711.05840
    Type Preprint
    Author Cankaya M
  • 2017
    Title Series representation of the pricing formula for the European option driven by space-time fractional diffusion
    DOI 10.48550/arxiv.1712.04990
    Type Preprint
    Author Aguilar J
  • 2017
    Title Three faces of entropy for complex systems: Information, thermodynamics, and the maximum entropy principle
    DOI 10.1103/physreve.96.032124
    Type Journal Article
    Author Thurner S
    Journal Physical Review E
    Pages 032124
    Link Publication
  • 2020
    Title Pricing, Risk and Volatility in Subordinated Market Models
    DOI 10.3390/risks8040124
    Type Journal Article
    Author Aguilar J
    Journal Risks
    Pages 124
    Link Publication
  • 2020
    Title Stochastic thermodynamics and fluctuation theorems for non-linear systems
    DOI 10.48550/arxiv.2011.06866
    Type Preprint
    Author Korbel J
  • 2020
    Title Applications of Hilfer-Prabhakar Operator to Option Pricing Financial Model
    DOI 10.1515/fca-2020-0052
    Type Journal Article
    Author Tomovski Ž
    Journal Fractional Calculus and Applied Analysis
    Pages 996-1012
  • 2020
    Title Behavioral gender differences are reinforced during the COVID-19 crisis
    DOI 10.48550/arxiv.2010.10470
    Type Preprint
    Author Reisch T
  • 2022
    Title Equivalence of information production and generalized entropies in complex processes
    DOI 10.48550/arxiv.2208.06201
    Type Preprint
    Author Hanel R
  • 2021
    Title Stochastic thermodynamics and fluctuation theorems for non-linear systems
    DOI 10.1088/1367-2630/abea46
    Type Journal Article
    Author Korbel J
    Journal New Journal of Physics
    Pages 033049
    Link Publication
  • 2021
    Title Thermodynamics of structure-forming systems
    DOI 10.1038/s41467-021-21272-7
    Type Journal Article
    Author Korbel J
    Journal Nature Communications
    Pages 1127
    Link Publication
  • 2021
    Title An overview of generalized entropic forms
    DOI 10.48550/arxiv.2102.10071
    Type Preprint
    Author Ilic V
  • 2021
    Title Calibration Invariance of the MaxEnt Distribution in the Maximum Entropy Principle.
    DOI 10.3390/e23010096
    Type Journal Article
    Author Korbel J
    Journal Entropy (Basel, Switzerland)
  • 2021
    Title Inequality in economic shock exposures across the global firm-level supply network
    DOI 10.48550/arxiv.2112.00415
    Type Preprint
    Author Chakraborty A
  • 2018
    Title Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications
    DOI 10.3390/fractalfract2010015
    Type Journal Article
    Author Aguilar J
    Journal Fractal and Fractional
    Pages 15
    Link Publication
  • 2018
    Title Point Divergence Gain and Multidimensional Data Sequences Analysis
    DOI 10.3390/e20020106
    Type Journal Article
    Author Rychtáriková R
    Journal Entropy
    Pages 106
    Link Publication
  • 2018
    Title Transitions between superstatistical regimes: Validity, breakdown and applications
    DOI 10.1016/j.physa.2017.09.109
    Type Journal Article
    Author Jizba P
    Journal Physica A: Statistical Mechanics and its Applications
    Pages 29-46
    Link Publication
  • 2018
    Title Information geometric duality of $\phi$-deformed exponential families
    DOI 10.48550/arxiv.1812.09893
    Type Preprint
    Author Korbel J
  • 2018
    Title Classification of complex systems by their sample-space scaling exponents
    DOI 10.48550/arxiv.1806.02386
    Type Preprint
    Author Korbel J
  • 2018
    Title Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies
    DOI 10.48550/arxiv.1808.01172
    Type Preprint
    Author Jizba P
  • 2018
    Title Classification of complex systems by their sample-space scaling exponents
    DOI 10.1088/1367-2630/aadcbe
    Type Journal Article
    Author Korbel J
    Journal New Journal of Physics
    Pages 093007
    Link Publication
  • 2018
    Title Least informative distributions in maximum q -log-likelihood estimation
    DOI 10.1016/j.physa.2018.06.004
    Type Journal Article
    Author Çankaya M
    Journal Physica A: Statistical Mechanics and its Applications
    Pages 140-150
    Link Publication
  • 2018
    Title Series representAtion of the Pricing Formula for the EuropeaN Option Driven by Space-Time Fractional Diffusion
    DOI 10.1515/fca-2018-0054
    Type Journal Article
    Author Aguilar J
    Journal Fractional Calculus and Applied Analysis
    Pages 981-1004
  • 2017
    Title Transfer entropy between communities in complex networks
    DOI 10.48550/arxiv.1706.05543
    Type Preprint
    Author Korbel J
  • 2017
    Title Point Divergence Gain and Multidimensional Data Sequences Analysis
    DOI 10.48550/arxiv.1801.00183
    Type Preprint
    Author Rychtáriková R
  • 2017
    Title The three faces of entropy for complex systems -- information, thermodynamics and the maxent principle
    DOI 10.48550/arxiv.1705.07714
    Type Preprint
    Author Thurner S
  • 2020
    Title When Shannon and Khinchin meet Shore and Johnson: Equivalence of information theory and statistical inference axiomatics
    DOI 10.1103/physreve.101.042126
    Type Journal Article
    Author Jizba P
    Journal Physical Review E
    Pages 042126
    Link Publication
  • 2020
    Title Thermodynamics of structure-forming systems
    DOI 10.48550/arxiv.2004.06491
    Type Preprint
    Author Korbel J
  • 2020
    Title Information geometry of scaling expansions of non-exponentially growing configuration spaces
    DOI 10.1140/epjst/e2020-900190-x
    Type Journal Article
    Author Korbel J
    Journal The European Physical Journal Special Topics
    Pages 787-807
    Link Publication
  • 2020
    Title Timeenergy uncertainty principle for irreversible heat engines
    DOI 10.1098/rsta.2019.0171
    Type Journal Article
    Author Hanel R
    Journal Philosophical Transactions of the Royal Society A
    Pages 20190171
    Link Publication
  • 2019
    Title Maximum Entropy Principle in Statistical Inference: Case for Non-Shannonian Entropies
    DOI 10.1103/physrevlett.122.120601
    Type Journal Article
    Author Jizba P
    Journal Physical Review Letters
    Pages 120601
    Link Publication
  • 2019
    Title Information Geometric Duality of ?-Deformed Exponential Families
    DOI 10.3390/e21020112
    Type Journal Article
    Author Korbel J
    Journal Entropy
    Pages 112
    Link Publication
  • 2020
    Title Supplemental Material for "Time-Energy Uncertainty Principle for Irreversible Heat Engines" from Time-energy uncertainty principle for irreversible heat engines
    DOI 10.6084/m9.figshare.11841852.v1
    Type Other
    Author Hanel R
    Link Publication
  • 2020
    Title Supplemental Material for "Time-Energy Uncertainty Principle for Irreversible Heat Engines" from Time-energy uncertainty principle for irreversible heat engines
    DOI 10.6084/m9.figshare.11841852
    Type Other
    Author Hanel R
    Link Publication
  • 2019
    Title Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model
    DOI 10.3390/risks7020036
    Type Journal Article
    Author Aguilar J
    Journal Risks
    Pages 36
    Link Publication
  • 2019
    Title Comment on "Rényi entropy yields artifficial biases not in the data and incorrect updating due to the infinite-size data"
    DOI 10.48550/arxiv.1905.00729
    Type Preprint
    Author Jizba P
Scientific Awards
  • 2019
    Title Mathematics Best Paper Award 2019
    Type Poster/abstract prize
    Level of Recognition Continental/International

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