Information-theoretic perspective on complex systems
Information-theoretic perspective on complex systems
Bilaterale Ausschreibung: Tschechien
Disciplines
Mathematics (20%); Physics, Astronomy (80%)
Keywords
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Superstatistics,
Power Laws,
Multifractal Analysis,
Information Geometry,
Path Integrals,
Information Measures
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.
- 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
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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
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2019
Title Mathematics Best Paper Award 2019 Type Poster/abstract prize Level of Recognition Continental/International