Friday, 20th November: 3.00pm

Why I am Not a System Dynamicist

Rob Axtell, Department of Computational Social Science

System dynamics models in the social sciences are typically interpreted as a summary or aggregate representation of an autonomous dynamical system composed of a large number of interacting entities. The high dimensional microscopic system is ‘compressed’ into a lower dimensional form in the process of creating system dynamics models. In order to be useful, the reduced form representation must have some fidelity to or verisimilitude with the underlying dynamical system. In this talk I demonstrate mathematically that even so-called perfectly aggregated models will in general display a host of pathologies that are a direct consequence of the aggregation process and which have no analog at the microscopic level. First, a macroscopic model that perfectly aggregates a microscopic system will either not exist or be not unique. Second, with respect to the underlying model the macroscopic system can display spurious equilibria, have altered stability properties, exhibit peculiar sensitivity structure, manifest corrupted bifurcation behavior, and present anomalous statistical features. As a result, there is a definite sense in which even the best system dynamics models are at least potentially problematical, if not outright misrepresentations of the systems they purport to describe. From these formal results I conclude that the majority of such models may have little practical utility in decision support environments where the results of models are used to set policies, although they probably have some value as ‘thought experiments’ in which scientists seek to clarify their own thinking about the coarsest features of specific social processes.