Kinematic Basis of Emergent Energetics of Complex Dynamics

Stochastic kinematic description of a complex dynamics is shown to dictate an energetic and thermodynamic structure. An energy function $\varphi(x)$ emerges as the limit of the generalized, nonequilibrium free energy of a Markovian dynamics with vanishing fluctuations. In terms of the $\nabla\varphi$ and its orthogonal field $\gamma(x)\perp\nabla\varphi$, a general vector field $b(x)$ can be decomposed into $-D(x)\nabla\varphi+\gamma$, where $\nabla\cdot\big(\omega(x)\gamma(x)\big)=$ $-\nabla\omega D(x)\nabla\varphi$. The matrix $D(x)$ and scalar $\omega(x)$, two additional characteristics to the $b(x)$ alone, represent the local geometry and density of states intrinsic to the statistical motion in the state space at $x$. $\varphi(x)$ and $\omega(x)$ are interpreted as the emergent energy and degeneracy of the motion, with an energy balance equation $d\varphi(x(t))/dt=\gamma D^{-1}\gamma-bD^{-1}b$, reflecting the geometrical $\|D\nabla\varphi\|^2+\|\gamma\|^2=\|b\|^2$. The partition function employed in statistical mechanics and J. W. Gibbs' method of ensemble change naturally arise; a fluctuation-dissipation theorem is established via the two leading-order asymptotics of entropy production as $\epsilon\to 0$. The present theory provides a mathematical basis for P. W. Anderson's emergent behavior in the hierarchical structure of complexity science.Comment: 7 page

Multiagent model and mean field theory of complex auction dynamics

Acknowledgements We are grateful to Ms Yinan Zhao for providing the data and to Yuzhong Chen and Cancan Zhou for discussions and suggestions. This work was supported by ARO under Grant No. W911NF-14-1-0504 and by NSFC under Grants Nos. 11275003 and 61174165. The visit of QC to Arizona State University was partially sponsored by the State Scholarship Fund of China.Peer reviewedPublisher PD