Eigen microstates and their evolutions in complex systems
Yu Sun, Gaoke Hu, Yongwen Zhang, Bo Lü, Zhenghui Lu, Jingfang Fan, Xiaoteng Li, Qimin Deng, Xiaosong Chen
Abstract
Abstract Emergence refers to the existence or formation of collective behaviors in complex systems. Here, we develop a theoretical framework based on the eigen microstate theory to analyze the emerging phenomena and dynamic evolution of complex system. In this framework, the statistical ensemble composed of M microstates of a complex system with N agents is defined by the normalized N × M matrix A , whose columns represent microstates and order of row is consist with the time. The ensemble matrix A can be decomposed as <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:mi mathvariant="bold-italic">A</mml:mi> <mml:mo>=</mml:mo> <mml:msubsup> <mml:mrow> <mml:mo>∑</mml:mo> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> <mml:mrow> <mml:mi>r</mml:mi> </mml:mrow> </mml:msubsup> <mml:msub> <mml:mrow> <mml:mi>σ</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> </mml:mrow> </mml:msub> <mml:msub> <mml:mrow> <mml:mi mathvariant="bold-italic">U</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> </mml:mrow> </mml:msub> <mml:mo>⨂</mml:mo> <mml:msub> <mml:mrow> <mml:mi mathvariant="bold-italic">V</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> </mml:mrow> </mml:msub> </mml:math> , where <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:mi>r</mml:mi> <mml:mo>=</mml:mo> <mml:mi mathvariant="normal">min</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>N</mml:mi> <mml:mo>,</mml:mo> <mml:mi>M</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:math> , eigenvalue σ I behaves as the probability amplitude of the eigen microstate U I so that <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" overflow="scroll"> <mml:msubsup> <mml:mrow> <mml:mo>∑</mml:mo> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> <mml:mrow> <mml:mi>r</mml:mi> </mml:mrow> </mml:msubsup> <mml:msubsup> <mml:mrow> <mml:mi>σ</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>I</mml:mi> </mml:mrow> <mml:mrow> <mml:mn>2</mml:mn> </mml:mrow> </mml:msubsup> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:math> and U I evolves following V I . In a disorder complex system, there is no dominant eigenvalue and eigen microstate. When a probability amplitude σ I becomes finite in the thermodynamic limit, there is a condensation of the eigen microstate U I in analogy to the Bose–Einstein condensation of Bose gases. This indicates the emergence of U I and a phase transition in complex system. Our framework has been applied successfully to equilibrium three-dimensional Ising model, climate system and stock markets. We anticipate that our eigen microstate method can be used to study non-equilibrium complex systems with unknown order-parameters, such as phase transitions of collective motion and tipping points in climate systems and ecosystems.