Communications in Theoretical Physics ›› 2021, Vol. 73 ›› Issue (6): 065603. doi: 10.1088/1572-9494/abf127

• Statistical Physics, Soft Matter and Biophysics • Previous Articles     Next Articles

Eigen microstates and their evolutions in complex systems

Yu Sun1,2,(),Gaoke Hu3,Yongwen Zhang4,Bo Lu5,Zhenghui Lu6,Jingfang Fan7,Xiaoteng Li8,Qimin Deng9,Xiaosong Chen7,()   

  1. 1Institute of Theoretical Physics, Key Laboratory of Theoretical Physics, Chinese Academy of Sciences, PO Box 2735, Beijing 100190, China
    2School of Physical Sciences, University of Chinese Academy of Science, No. 19A Yuquan Road, Beijing 100049, China
    3Beijing Computational Science Research Center, Beijing 100193, China
    4Data Science Research Center, Kunming University of Science and Technology, Kunming 650500, China
    5Laboratory for Climate Studies, National Climate Center, China Meteorological Administration, Beijing 100081, China
    6CAS Key Laboratory of Regional Climate Environment for Temperate East Asia, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029, China
    7School of Systems Science, Beijing Normal University, Beijing 100875, China
    8Harvest Fund Management, Beijing 100021, China
    9Lab for Climate and Ocean-Atmosphere Studies, Dept. of Atmospheric and Oceanic Sciences, School of Physics, Peking University, Beijing, 100871, China
  • Received: 2021-01-21 Revised: 2021-03-23 Accepted: 2021-03-24 Published: 2021-06-01
  • Contact: Xiaosong Chen E-mail:sunyu@itp.ac.cn;chenxs@bnu.edu.cn

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 ${\boldsymbol{A}}={\sum }_{I=1}^{r}{\sigma }_{I}{{\boldsymbol{U}}}_{I}\otimes {{\boldsymbol{V}}}_{I}$, where $r={\rm{\min }}(N,M)$, eigenvalue σI behaves as the probability amplitude of the eigen microstate UI so that ${\sum }_{I=1}^{r}{\sigma }_{I}^{2}=1$ and UI evolves following VI. In a disorder complex system, there is no dominant eigenvalue and eigen microstate. When a probability amplitude σI becomes finite in the thermodynamic limit, there is a condensation of the eigen microstate UI in analogy to the Bose-Einstein condensation of Bose gases. This indicates the emergence of UI 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.

Key words: complex system, phase transition, critical phenomena, Earth system, statistical ensemble, eigen microstate, dynamic evolution, econophysics