Title: Robert Eisenstein
1The Santa Fe Institute Celebrating 20 Years of
Scientific Excellence
- Robert Eisenstein
- Santa Fe Institute
- June 23, 2004
2History of the Santa Fe Institute
- Begun in 1984, SFI is a private, independent,
not-for-profit research and education center. - Founders include
- George Cowan (Founding President)
- Ken Arrow (Nobel Laureate - Economics)
- Phil Anderson (Nobel Laureate - Physics)
- Murray Gell-Mann (Nobel Laureate - Physics)
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5The Santa Fe Institute A Small Place with Big
Ideas
Ellen Goldberg
Ed Knapp
George Cowan
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9SFI is a Unique Institution
- SFI research is entirely interdisciplinary,
covering potentially all scientific disciplines. - SFI research focuses mainly on mathematical and
computational modeling. - Education of young people is a major
responsibility. - SFI has no laboratories or departments.
- SFI has no permanent scientific staff (no
tenure). - SFI has strong connections to the business world.
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11What Does SFI Do?
- SFI emphasizes interdisciplinary scientific
inquiry that is often based on complex systems
analysis. - SFI attracts visionary scientists and students
from around the world. - SFI disseminates its findings in the public
domain via the Web, paper publications,
book-length monographs and public seminars.
12COMPLEXITY
Quarks/Leptons
Protons/Neutrons
Helium
Heavy Elements
Emergence
Atoms
Molecules
Amino Acids
Simple Life Forms
Fish
Mammals
Early Man
Mind/Consciousness
Language
Human Social Behavior
Reductionism
SIMPLICITY
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14Multidisciplinary Collaborations
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16Some Science Impacts from SFI
- Scaling as a way to understand complex behavior
- Aspects of non-linear dynamics
- Aspects of network dynamics
- Agent-based modeling
- Modeling economic and social interactions
- The economy as a complex system
- Theoretical biology and immunology
- Studies on the origin of language and cultures
- Innovation, Evolution, Robustness
17Allometric Scaling in Living Systems (J. Brown,
G. West, B. Enquist)
B B0M3/4
18Allometric Scaling in Living Systems (J. Brown,
G. West, B. Enquist)
19Allometric Scaling in Living Systems (J. Brown,
G. West, B. Enquist)
- At all scales, life is sustained by hierarchical
fractal-like branching network systems (e.g.
circulatory, respiratory, neural, mitochondrial
networks). - These networks are space-filling (i.e. they must
reach all cells in the organism). - Their terminal branch units (e.g. capillaries)
are the same size within a given taxonomic group. - Natural selection has optimized these networks
(e.g. cardiac output is minimized).
20The Future of Research in Scaling
21The Spread of Infectious Diseases Through Contact
Networks Prediction and Control (Lauren A.
Meyers and Collaborators)
- Predict the the size and demographics of disease
outbreaks - Determine the best control strategies to stop the
spread of disease - Experiments with real people are often impossible
or unethical - Mathematical models allow us to conduct such
experiments virtually
22The Traditional Approach Compartmental Models
23What Do We Do With These Networks?
We use them to predict the spread of infectious
diseases and compare control and prevention
strategies.
- Three-step process
- Build a realistic contact network
- Predict the spread of disease through the network
- Quantify the impact of intervention
24Building Realistic Networks
Hospital, healthcare institution, nursing home,
school, college campus, military facility, cruise
ship, airplane, airport, apartment complex, city,
metropolitan area, state, larger geographic
region,
25Predicting Epidemics
- We can mathematically predict other important
quantities such as - Epidemic threshold
- Size of a small outbreak
- Probability of a large-scale epidemic
- Size of a large-scale epidemic (should one
occur) - Risk of an epidemic as a function of
- number of cases in initial cluster
- contact behavior of initial cases
- Risk of infection for
- an individual
- a sector of the population
26Six Degrees(Duncan Watts)
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28Explaining Regularities In Financial Markets
Using Methods From Physics And Ecology
Doyne Farmer, Marcus Daniels, Laszlo Gillemot,
Szabolcs Mike, Paolo Patelli, Anindya Sen, Ilija
Zovko
- Research supported by
- McDonnell Foundation
- McKinsey Company
- Credit Suisse First Boston
- Bill Miller
- Bob Maxfield
29Financial Markets Exhibit Many Striking
Statistical Properties
- A good example is clustered volatility
- The size of price changes on one day is
correlated with price changes on previous days - Most large price changes are not driven by news
arrival
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32The SFI Approach
- Model the dynamics of market institutions
- Order placement and price formation in the
continuous double auction - Start by using zero-intelligence random process
agent models, then add intelligence. - Opposite to usual approach in economics
- Strategies with bounded intelligence give rise to
diverse specialized agents forming an ecology of
arbitrage. - Test hypotheses with large data set from London
Stock Exchange (350M records).
33Future Work
- Agent-based simulations are in progress.
- Studying the effect of evolving an ecology of
intelligent strategies. Goals are to find
statistical laws relating prices to other market
properties, and understand what depends on agent
strategy vs. what is dictated by market
institutions. - Bigger agenda microcosm to study social
evolution.
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36SFI Prize for Scientific Excellence 2004
Recipients
Reyna Banteah Aaron Lenihan Zach Wiley Trevor
Brennan Siona Curtis-Briley Molly Rapoport Thales
Ramier Nathaniel Schneider Eric Streepner Ian
Frank
37Adventures in Modeling Project SFI and MIT
Goals are to help teachers transform the way they
teach science and to engage students in real
science practice by giving them the tools and the
ability to pose, investigate, and answer their
own questions. Sites have included Santa Fe
High, Capitol High, Ortiz Middle School, and
Santa Fe Boys' and Girls' Club.
- We introduce teachers and students to the process
of designing, creating, and analyzing their own
models of complex, dynamic systems.
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39Celebrate SFIs 20th Birthday! Saturday, July
24 Santa Fe Childrens Museum 1050 Old Pecos
Trail 10 a.m. - 5 p.m. Free admission For more
information contact Ginny Greninger 946-2747
40 The International Program
- Works with extended research community both in
developing nations and throughout the world. It
provides - Fellowships
- International summer schools
- Visits to SFI
- Workshops
- Other educational opportunities
-
- International Complex Systems Summer Schools
- Budapest, 2001 and 2002
- Qingdao, China 2004
- Recent International Workshops
- Complexity Science in Eastern Europe (Leipzig)
- Evolutionary Innovation (Prague)
- Dynamics of Networks Spatially Extended Systems
(Calcutta) - Studies of Socio-Natural Co-Evolution from
Different Parts of the World (Novosibirsk) - Intervention and Adaptation in Complex Systems
(Beijing) - Obstacles to Robust Negotiated Settlements of
Civil Conflicts (Bogota)
41Future Opportunities
- Are there fundamental laws of biology?
- Complexity, entropy, and the physics of
information.
- Can one model innovation? Robustness? Evolution?
- Towards a quantitative theory of human brain
development.
- How did human languages evolve?
- Understanding civil conflict through study of
model systems.
- Simulation of interactions between earth and
human systems.
42Fundamental Biology
- Are there fundamental laws of biology?
- Scaling in biological and ecological systems
- Basic metabolic processes (e.g. Krebs cycle)
- How do biological systems store, retrieve and use
information? - How do cells compute?
- What accounts for the size of the human genome?
- What is the role of junk DNA?
- How do cells perform error correction?
- Can one model innovation? Robustness? Evolution?
43Large-Scale Simulation Science
- Modeling the U.S. healthcare system
- Understanding the national electrical power grid.
- Designing more intelligent use of water in the
West. - Economic ramifications of agricultural diseases.
- Modeling the over-fishing of the worlds oceans.
- Modeling the interface between energy use and
climate.
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45Doyne Farmer
Jim Crutchfield
Walter Fontana
46- Many institutes and centers, world-wide, are
studying complexity science. - Many US universities have strong
interdisciplinary centers.
47Sources of SFI Funding
Corporations
Other Sources
Individual Contributions
Business Network
Federal Agencies
Foundations Corporations
48SFI should exist in a permanent state of
revolution. Leon Trotsky