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Introduction to the Modeling and Analysis of Complex Systems

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36 CHAPTER 4. DISCRETE-TIME MODELS I: MODELINGthis notation makes it easier <strong>to</strong> see how many previous steps are needed <strong>to</strong> calculate <strong>the</strong>next step (e.g., if <strong>the</strong> right h<strong>and</strong> side contains x t−1 <strong>and</strong> x t−2 , that means you will need <strong>to</strong>know <strong>the</strong> system’s state in previous two steps <strong>to</strong> determine its next state).From a difference equation, you can produce a series <strong>of</strong> values <strong>of</strong> <strong>the</strong> state variable xover time, starting with initial condition x 0 :{x 0 , x 1 , x 2 , x 3 , . . .} (4.4)This is called time series. In this case, it is a prediction made using <strong>the</strong> difference equationmodel, but in o<strong>the</strong>r contexts, time series also means sequential values obtained byempirical observation <strong>of</strong> real-world systems as well.Here is a very simple example <strong>of</strong> a discrete-time, discrete-state dynamical system.The system is made <strong>of</strong> two interacting components: A <strong>and</strong> B. Each component takes one<strong>of</strong> two possible states: Blue or red. Their behaviors are determined by <strong>the</strong> following rules:• A tries <strong>to</strong> stay <strong>the</strong> same color as B.• B tries <strong>to</strong> be <strong>the</strong> opposite color <strong>of</strong> A.These rules are applied <strong>to</strong> <strong>the</strong>ir states simultaneously in discrete time steps.Exercise 4.1 Write <strong>the</strong> state transition functions F A (s A , s B ) <strong>and</strong> F B (s A , s B ) for thissystem, where s A <strong>and</strong> s B are <strong>the</strong> states <strong>of</strong> A <strong>and</strong> B, respectively.Exercise 4.2 Produce a time series <strong>of</strong> (s A , s B ) starting with an initial conditionwith both components in blue, using <strong>the</strong> model you created. What kind <strong>of</strong> behaviorwill arise?4.2 Classifications <strong>of</strong> Model EquationsThere are some technical terminologies I need <strong>to</strong> introduce before moving on <strong>to</strong> fur<strong>the</strong>rdiscussions:Linear system A dynamical equation whose rules involve just a linear combination<strong>of</strong> state variables (a constant times a variable, a constant, or <strong>the</strong>ir sum).

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