Systems Science and Modeling for Ecological Economics

occasions.

Models and Systems

Keywords

• Complexity, • resolution, • spatial, • temporal and structural scales, • physical models, • mathematical models, • Neptune, • emergent properties, • elements, • holism, • reductionism, • Thalidomide, • flows, • stocks, • interactions, • links, • feedbacks, • global warming, • structure, • function, • hierarchy, • sustainability, • boundaries, • variables, • conceptual model, • modeling process

1.1. Model

1.2. System

1.3. Hierarchy

1.4. The modeling process

1.5. Model classifications

1.6. Systems thinking

SUMMARY

What’s a model? Why do we model? How do we model? These questions are addressed in this chapter. It is a very basic introduction to the trade. We shall agree on definitions – what is a system, what are parameters, forcing functions, and boundaries? We will also consider some other basic questions – how do we build a conceptual model? How are elements connected? What are the flows of material, and where is it actually information? How do interactions create a positive feedback that allows the system to run out of control or, conversely, how do negative feedbacks manage to keep a system in shape? Where do we get our parameters from? We shall then briefly explore how models are built, and try to come with some dichotomies and classes for different models.

1.1 Model

A model is a simplification of reality

We model all the time, even though we don’t think about it. With words that we speak or write, we build models of what we think. I used to have a poster in my office of a big gorilla scratching his head and saying: You think you understood what I said, but I’m not sure that what I said is what I thought. One of the reasons it is sometimes hard to communicate is that we are not always good at modeling our thoughts by the words that we pronounce. The words are always a simplification of the thought. There may be certain aspects of the thought or feeling that are hard to express in words, and thus the model fails. Therefore, we cannot understand each other.

The image of the world around us as we see it is also a model. It is definitely simpler than the real world; however, it represents some of its important features (at least, we think so). A blind person builds a different model, based only on sound, smell and feeling. His model may have details and aspects different from those in the model based on vision, but both models represent reality more simply than it actually is.

We tend to get very attached to our models, and think that they are the only right way to describe the real world. We easily forget that we are dealing only with simplifications that are never perfect, and that people are all creating their own simplifications in their particular unique way for a particular purpose.

People born blind have different ideas about space, distance, size and other features of the 3D world than do the rest of us. When eye surgeons learned to remove cataracts, some people who had been blind from birth suddenly had the chance to see. They woke up to a new world, which was totally foreign and even hostile to them. They did not have any idea of what form, distance and perspective were. What we take for granted was unknown in their models of reality. They could not imagine how objects could be in front or behind other objects; to them, a dog that walked behind a chair and re-emerged was walking out of the room and then coming back. They were more comfortable closing their eyes and feeling for objects with their hands to locate them, because they could not understand how objects appear smaller when they are farther away. They seemed to change size, but not location.

Annie Dillard, Pilgrim at Tinker Creek

The way we treat reality is indeed very much a function of how our senses work. For instance, our perception of time might be very different if we were more driven by scent than by vision and sound. Imagine a dog that has sensitivity to smells orders of magnitude higher than humans do. When a dog enters a room, it will know much more than we do about who was there before, or what was happening there. The dog’s perception of the present moment would be quite different from ours. Based on our visual models, we clearly distinguish the past, the present and the future. The visual model, which delivers a vast majority of information to our brain, serves as a snapshot that stands between the past and the future. In the case of a dog driven by scent, this transition between the past and the future becomes blurred, and may extend over a certain period of time. The dog’s model of reality would be also different. Similarly in space – the travel of scents over distances and around obstacles can considerably alter the spatial model, making it quite different from what we build based on the visible picture of our vicinity.

Another example of a model we often deal with is a map. When a friend explains how to get to his house, he draws a scheme of roads and streets, building a model for you to better understand the directions. His model will surely lack a lot of detail about the landscape that you may see on your way, but it will contain all the information you need to get to his house.

Note that the models we build are defined by the purposes that they serve. If, for example, you only want to show a friend how to get to your house, you will draw a very simple diagram, avoiding description of various places of interest on the way. However, if you want your friend to take notice of a particular location, you might also show her a photograph, which is also a model. Its purpose is very different, and so are the implementation, the scale and the details.

The best explanation is as simple as possible, but no simpler.

Albert Einstein

The best model, indeed, should strike a balance between realism and simplicity. The human senses seem to be extremely well tuned to the levels of complexity and resolution that are required to give us a model of the world that is adequate to our needs. Humans can rarely distinguish objects that are less than 1 mm in size, but then they hardly need to in their everyday life. Probably for the same reason, more distant objects are modeled with less detail than are the close ones. If we could see all the details across, say, a 5-km distance, the brain would be overwhelmed by the amount of information it would need to process. The ability of the eye to focus on individual objects, while the surrounding picture becomes somewhat blurred and loses detail, probably serves the same purpose of simplifying the image the brain is currently studying. The model is made simple, but no simpler than we need. If our vision is less than 20/20, we suddenly realize that there are certain important features that we can no longer model. We rush to the optician for advice on how to bring our modeling capabilities back to certain standards.

As in space, in time we also register events only of appropriate duration. Slow motion escapes our resolution capacity. We cannot see how a tree grows, and we cannot register the movement of the sun and the moon; we have to go back to the same observation point to see the change. On the other hand, we do not operate too well at very high process rates. We do not see how the fly moves its wings. Even driving causes problems, and quite often the human brain cannot cope with the flow of information when driving too fast.

Whenever we are interested in more detail regarding time or space, we need to extend the modeling capabilities of our senses and brain with some additional devices – microscopes, telescopes, high-speed cameras, long-term monitoring devices, etc. These are required for specific modeling goals, specific temporal and spatial scales.

The image created by our senses is static; it is a snapshot of reality. It is only changed when the reality itself changes, and as we continue observing we get a series of snapshots that gives us the idea of the change. We cannot modify this model to make it change in time, unless we use our imagination to play what if? games. These are the mental experiments that we can make. The models we create outside our brain, physical models, allow us to study certain features of the real-life systems even without modifying their prototypes – for example, a model of an airplane is placed in a wind tunnel to evaluate the aerodynamic properties of the real airplane. We can study the behavior of the airplane and its parts in extreme conditions; we can make them actually break without risking the plane itself – which is, of course, many times more expensive than its model. (For examples of wind tunnels and how they are used, see http://wte.larc.nasa.gov/.)

Physical models are very useful in the what if? analysis. They have been widely used in engineering, hydrology, architecture, etc. In Figure 1.1 we see a physical model developed to study stream flow. It mimics a real channel, and has sand and gravel to represent the bedforms and allow us to analyze how changes in the bottom profiles can affect the flow of water in the stream. Physical models are quite expensive to create and maintain. They are also very hard to modify, so each new device (even if it is fairly similar to the one already studied) may require the building of an entirely new physical model.

Figure 1.1 A physical model to study stream flow in the Main Channel Facility at the St Anthony Falls Laboratory (SAFL) in Minnesota.

The model is over 80 m long, has an intake from the Mississippi River with a water discharge capacity of 8.5 m³ per second, and is configured with a sediment (both gravel and sand) recirculation system and a highly accurate weigh-pan system for measuring bedload transport rates (http://www.nced.umn.edu/streamlab06_sed_xport).

Mathematics offers another tool for modeling. Once we have derived an adequate mathematical relationship for a certain process, we can start analyzing it in many different ways, predicting the behavior of the real-life object under varying conditions. Suppose we have derived a model of a body moving in space described by the equation

where S is the distance covered, V is the velocity and T is time.

This model is obviously a simplification of real movement, which may occur with varying speed, be reciprocal, etc. However, this simplification works well for studying the basic principles of motion and may also result in additional findings, such as the relationship

An important feature of mathematical models is that some of the previously derived mathematical properties can be applied to a model in order to create new models, at no additional cost. In some cases, by studying the mathematical model we can derive properties of the real-life system which were not previously known. It was by purely mathematical analysis of a model of planetary motion that Adams and Le Verrier first predicted the position of Neptune in 1845. Neptune was later observed by Galle and d’Arrest, on 23 September 1846, very near to the location independently predicted by Adams and Le Verrier. The story was similar with Pluto, the last and the smallest planet in the Solar System (although, as of 2006, Pluto is no longer considered to be a planet; it has been decided that Pluto does not comply with the definition of a planet, and thus it has been reclassified as a small planet). Actually, the model that predicted its existence turned out to have errors, yet it made Clyde Tombaugh persist in his search for the planet. We can see that analysis of abstract models can result in quite concrete findings about the real modeled world.

All models are wrong … Some models are useful.

William Deming

All models are wrong because they are always simpler than the reality, and thus some features of real-life systems get misrepresented or ignored in the model. What is the use of modeling, then? When dealing with something complex, we tend to study it step by step, looking at parts of the whole and ignoring some details to get the bigger picture. That is exactly what we do when building a model. Therefore, models are essential to understand the world around us.

If we understand how something works, it becomes easier to predict its behavior under changing conditions. If we have built a good model that takes into account the essential features of the real-life object, its behavior under stress will likely be similar to the behavior of the prototype that we were modeling. We should always use caution when extrapolating the model behavior to the performance of the prototype because of the numerous scaling issues that need be considered. Smaller, simpler models do not necessarily behave in a similar way to the real-life objects. However, by applying appropriate scaling factors and choosing the right materials and media, some very useful results may be obtained.

When the object performance is understood and its behavior predicted, we get additional information to control the object. Models can be used to find the most sensitive components of the real-life system, and by modifying these components we can efficiently tune the system into the desired state or set it on the required trajectory.

In all cases, we need to compare the model with the prototype and refine the model constantly, because it is only the real-life system and its behavior that can serve as a criterion for model adequacy. The model can represent only a certain part of the system that is studied. The art of building a useful model consists mainly of the choice of the right level of simplification in order to match the goals of the study.

Exercise 1.1

1. Can you think of three other examples of models? What is the spatial/temporal resolution in your models?

2. Can you use an electric lamp as a model of the sun? What goals could such a model meet? What are the restrictions for using it? When is it not a good model?

1.2 System

Any phenomenon, either structural or functional, having at least two separable components and some interaction between these components may be considered a system.

Hall and Day, 1977

When building models, you will very often start to use the word system. Systems approach and systems thinking can help a lot in constructing good models. In a way, when you start thinking of the object that you study as a system, it disciplines your mind and arranges your studies along the guidelines that are essential for modeling. You might have noticed that the term system has been already used a number of times above, even though it has not really been defined. This is because a system is one of those basic concepts that are fairly hard to define in any way other than the intuitively obvious one. In fact, there may be numerous definitions with many long words, but the essence remains the same – that is, a system is a combination of parts that interact and produce some new quality in their interaction.

Thus there are three important features:

1. Systems are made of parts or elements

2. The parts interact

3. Something new is produced from the interaction.

All three features are essential for a system to be a system. If we consider interactions, we certainly need more than one component. There may be many matches in a matchbox, but as long as they are simply stored there and do not interact, they cannot be termed a system. Two cars colliding at a junction of two roads are two components that are clearly interacting, but do they make a system? Probably not, since there is hardly any new quality produced by their interaction. However, these same two cars may be part of a transportation system that we are considering to analyze the flow or material and people through a network of roads. Now the cars are delivering a new quality, which is the new spatial arrangement of material and people. The safe movement of cars is essential for the system to perform. There are new emergent properties (such as traffic jams) which consist of something that a single car or a simple collection of cars (say, sitting in a parking lot) will never produce.

Two atoms of hydrogen combine with one atom of oxygen to produce a molecule of water. The properties of a water molecule are entirely different from those of hydrogen or oxygen, which are the elements from which water is constructed.

The whole is more than the sum of parts.

von Bertalanffy, 1968

We may look at a water molecule as a system that is made of three elements: two hydrogen atoms and one oxygen atom. The elements interact. This interaction binds the elements together and results in a new quality displayed by the whole.

Exercise 1.2

1. Think of examples of three systems. How would you describe these systems?

2. Describe chicken noodle soup as a system. What are the elements? What is the function? What makes it a system?

Elements ←→ whole

A system may be viewed as a whole or as a combination of elements. An element is a building block of a system that can be also considered separately, having its own properties and features. If a cake is cut into pieces, these pieces are not called elements of a cake because they have no particular features to separate them from one another – there may be any number of pieces that cannot be distinguished from another. Besides, the pieces do not offer any other properties except those delivered by the cake as a whole. The only difference is in size. Therefore, just a piece of a whole is not an element.

If you separate the crust, the filling and the topping of the cake, we will get something quite different from the whole cake. It makes much more sense to call these elements of the whole. The taste and other properties of different elements will be different, and so there are ways to distinguish one element from another.

Parts brought together do not necessarily make a system. Think of the 32 chess pieces piled on a table. They are elements in terms of being separable, looking different and carrying some unique properties. However, they could hardly be called a system. Adding another element (the chess board), as well as rules of interaction (how figures move over the board, and how they interact with each other), makes a system – the chess game. There are some additional emergent properties from the whole, which none of the elements possess.

Exercise 1.3

1. List five elements for each of the following systems:

a. A steam engine,

b. An oak tree,

c. A Thanksgiving turkey,

d. A city.

2. What is the system that has the following elements: water, gravel, three fish, fish feed, aquatic plants? What if we add a scuba diver to this list? Can elements entirely describe a system?

Reductionism ←→ holism

We may look at a system as a whole and focus on the behavior of elements in their interconnectivity within the system. This approach is called holism. In this case it is the behavior of the whole that is important, and this behavior is to be studied within the framework of the whole system – not the elements that make it. On the contrary, reductionism is the theory that assumes that we can understand system behavior by studying the elements and their interaction.

Like analysis and synthesis, both approaches are important and useful. The reductionist approach allows reduction of the study of a complex system to analysis of smaller and presumably simpler components. Though the number of components increases, their complexity decreases and they become more available for experiments and scrutiny. However, this analysis may not be sufficient for understanding the whole system behavior because of the emergent features that appear at the whole system level. The holistic approach is essential to understanding this full system operation. It is much simpler, though, to understand the whole system performance if the behavior of the elements is already well studied and understood.

The features of the complex, compared to those of the elements, appear as new or emergent.

von Bertalanffy, 1968

For example, most of modern medicine is very much focused on studies of the biochemistry and processes within individual organs at a very detailed level that considers what happens to cells and molecules. We have achieved substantial progress in developing sophisticated drugs that can treat disease, attacking microbes and fixing particular biochemical processes in the organism. At the same time, we have found that by treating one problem we often create other, sometimes even more severe, conditions at the level of the whole organism. While understanding how elements perform, we may still be unaware of the whole system functioning. Listen to almost any drug commercial on the TV. After glamorous reports about successful cures and recoveries, closer to the end you may notice a rapid and barely readable account of all the horrible side-effects, which may include vomiting, headache, diarrhea, heartburn, asthma – you name it. The whole system can react in a way that it is sometimes hard or even impossible to predict when looking at the small, local scale.

One of the saddest stories came about through the use of a drug called thalidomide. It was originally synthesized in 1954, marketing started in 1957, and its use rapidly spread to many countries in Europe, Asia, Australia, America and Africa. Thalidomide was presented as a wonder drug that provided safe, sound sleep. It was a sedative that was found to be effective when given to pregnant women to combat many of the symptoms associated with morning sickness. It was not realized that thalidomide molecules could cross the placental wall and affect the fetus. Eight months later, an epidemic of malformations started in babies born to mothers who had taken the drug during their pregnancies. Those babies born with thumbs with three joints, with only three fingers or with distorted ears can probably be considered lucky. Many others had hands growing directly from their shoulders. Other babies suffered from malformations of the internal organs – the heart, the bowel, the uterus and the gallbladder. About 40 percent of thalidomide victims died before their first birthday.

It was particularly difficult to make the connection because of the important time factor: the sensitive period is from days 35 to 49 of the pregnancy. Indeed, a holistic approach can be very important.

What were the boundaries of the system in this case? It would appear to be the whole organism of a patient. Apparently in this case the fetus also needed to be included in the thorough studies. Lawsuits were followed by some ugly denials and manipulations by the producer, but that is another very sad story …

(http://www.thalidomide.ca/en/information/index.html)

Listing all the elements (Figure 1.2A) is not enough to describe a system. Elements may be connected or related to each other in a variety of different ways, and the relationships between elements are essential to describe a system. The simplest is to acknowledge the existence of a relationship between certain elements, as is done in a graph (Figure 1.2B). In this case, a node presents an element, and a link between any two nodes shows that these two elements are related. An element can be also connected to itself, to show that its behavior depends on its state. However, in this diagram there is no evidence of the direction of the relationship: we do not distinguish between element x influencing element y and vice versa. This relationship can be further specified by an oriented graph that shows the direction of the relationship between elements (Figure 1.2C). Next, we can describe the relationships by identifying whether element x has a positive or negative effect on element y.

Figure 1.2 Elements and interactions. We first identify elements in the system (A), then figure out which ones are connected (B). Next we start describing the types of interactions (C – which element influences which, and how). By putting together these kinds of relationship diagrams we can better understand and communicate how systems work.

There may be two types of relationships between elements:

1. Material flows

2. Flows of information.

Material flows connect elements between which there is an exchange of some substance. This can be some kind of material (water, food, cement, biomass, etc.), energy (light, heat, electricity, etc.), money, etc. It is something that can be measured and tracked. Also, if an element is a donor of this substance the amount of substance in this element will decrease as a result of the exchange, while at the same time the amount of this substance will increase in the receptor element. There is always a mass or energy conservation law in place. Nothing appears from nothing, and nothing can disappear to nowhere.

The second type of exchange is an information flow. In this case, element A gets the information about element B. Element B at the same time may have no information about element A. Even when element A gets information about B, element B does not lose anything. Information can be about the state of an element, about the quantity that it contains, about its presence or absence, etc. For example, when we sit down for breakfast, we eat food. As we eat, there is less food on the table and more food in our stomachs. There is a flow of material. At some point we look at the clock on the wall and realize that it is time to stop eating and go to work. There is a flow of information from the clock to us. Nothing has been taken from the clock, yet we learned something from the information flow that we used.

When describing flows in a system it is useful to identify when the flows play a stimulating or a dampening effect. For example, consider a population growth process. The larger the number of individuals in a population, the more potential births are occurring, the larger the number of individuals in a population, etc. This is an example of a positive feedback. There are numerous examples of systems with a positive feedback. When a student learns to read, the better she can read the more books she reads, and the better she learns to read. Another one: the heavier a man is, the less fun it is for him to walk, so the less he enjoys hiking or going somewhere, so the less he burns calories, and the more he gains weight. And so