Friday, November 18, 2016

The Father of Systems Dynamnics Dies: Jay W. Forrester

Jay W. Forrester has died at age 98, the father of systems dynamics.  He arrived at the MIT to study electrical engineering in 1939 and during WW II would develop the first human-computer interactive system, the flight simulator.  He would invent the magnetic core system of computer memory, long widely used for RAM in many computers.  In 1956 he joined the Sloan School of Management at MIT where he remained for the rest of his career and founded the Systems Dynamics Society that year, which still exists and of which I am officially a member, although I have not been to one of their meetings since the 50th anniversary one at MIT a decade ago.

The main principles of systems dynamics were laid out in his most famous book from 1961, Industrial Dynamics, which would be followed some years later by Urban Dynamics, and then World Dynamics, which provided the program (DYNAMO) and the basic model used by the Club of Rome group in their much more famous The Limits to Growth (Meadows, Meadows, Randers, and Behrens, 1972). Many of both the virtues and flaws of systems dynamics can be seen in that effort, with the benefits being use of an integrated system of nonlinear difference equations to model a large-scale system, along with a tendency to over-aggregation of important variables along with weak statistical or econometric foundations for posited relationships and equations within the model.  In the case of the Club of Rome book, this led to exaggerated forecasts of impending global ecological-economic doom that did not happen, even as many of the problems highlighted in that book remain serious.

My old friend and complexity colleague, Richard H, Day, has long been an advocate of Forrester's work, which also included models of long economic waves in multi-sectoral models, as an early part of complexity modeling via nonlinear dynamics.  Something that Forrester long emphasized, and which is correct, is that such systems of interrelated nonlinear differential equations (to be more general) can lead to "counterintuitive results."  Funny things can happen on the way to Broadway when the world is full of nonlinear relationships, especially when some of those involve positive feedback effects that can lead to destabilizing dynamics in such systems.  Forrester's work dating from the late 50s and early 60s was among the first to warn of such matters, which indeed must be taken seriously, whether we are modeling financial markets or global climate dynamics.

The only time I really had a chance to talk to Forrester myself at any length was a decade ago at the 50th anniversary conference of the Systems Dynamics Society.  He was then fully alert and sharp, despite being 88 years old, and also full of his many strong views of the world.  Something I had not realized until then was the sharp competition he engaged in intellectually with Norbert Wiener and his cybernetics approach, which from my view have many similarities.  I have long listed cybernetics as the first of the "Four C's" of complexity: cybernetics, catatstrophe, chaos, and agent-based complexity.  I have long argued that in effect the last of these, also known as Santa Fe complexity (or small-tent complexity), essentially replaced cybernetics, which also shared the problem of over-aggregation that its rival, systems dynamics.  In principle neither of them needed to.  This may be more a matter of timing and improved computer power over time, rather than something fundamental.  Our modern computers can handle the much greater complexity of modern agent-based models than the earlier computers that the old cybernetics and systems dynamics models ran on. 

I note a curious personal aspect of my relation to all this. The very first paper I ever wrote to get published in the early 1970s while still a grad student was a critique of certain parts of Forrester's model used in his book, Urban Dynamics, which he had used as the basis for some testimony before Congress.  He had testified that the government should not build low-income housing because it would just attract poor people to cities where it was built, which would then lower investment and growth.  His model simulations showed such an outcome, but looking at it closely it was clear that this was driven by an equation that had inter-urban migration being driven most strongly by relative housing prices, whereas virtually all the literature said that it was jobs and wages which were the most important driving variables.  My paper was rejected by the journal I sent it to, with very poor in my opinion referee reports. I expressed a desire to send a letter to one referee to point out his errors, but the editor made it clear in no uncertain terms that he would not let me do this.  As it was, I never sent the paper anywhere else, and it remains unpublished to this day.  Ironically, housing prices may in fact now be beginning to impact migration and employment growth as we see high housing price locations possibly facing growth slowdowns as it becomes too expensive to live in them.

In any case, I think that Jay Forrester's role in the development of modern complexity economics based on nonlinear dynamics has been insufficiently appreciated.  I mourn his passing and recommend his work for those more deeply interested in these matters.

Barkley Rosser

6 comments:

Alan G Isaac said...

Thanks for this useful perspective.

Iron City said...

Used Urban Dynamics as the text in an undergraduate Sociology course (!). Taught by an Industrial Engineer (!!). But this was a sociology for engineers course to civilize us. You should have seen English for Engineers and Philosophy for Engineers.

The problem we all had was taking real world data and using it in the model to get results that reflected the real world. Nobody I'm aware of in the course ever got the model to behave. In concept the idea was appealing that one could somehow cause more middle and upper income housing to be built and people living in lower and middle class housing would move up into it, sot of "trickle up economics". Sorry to hear the gentleman is no longer with up caused more than one young engineer to think about social issues and application of operations research techniques.

rosserjb@jmu.edu said...

Thanks, Alan. You are a great guy.

Iron City,

Thanks for your remarks. This reminds me of courses that used to be given, and I suspect that they may still be in various places, "Physics for Poets." At the UW-Madison where I went and wrote the paper, they had such a course, and I knew very well the first two people to teach it, a course I much approved of but did not take. Such courses are lots of fun, and I approve of them.

World Story, in Ecolanguage said...

I remember reading an interview with him in the old CoEvolution Quarterly, around 40 years ago. It sent me off into studying the epistemological premises of mathematics.

cork said...

I'd love to read more about the 'sharp competition he engaged in intellectually with Norbert Wiener and his cybernetics approach'

rip

Myrtle Blackwood said...

I have the Club of Rome's 'Limits to Growth' book lying around somewhere. I've read it and found its basic message to be profound and extremely relevant. Barkley you wrote: "In the case of the Club of Rome book, this led to exaggerated forecasts of impending global ecological-economic doom that did not happen, even as many of the problems highlighted in that book remain serious."

But “There has been no systematic study of the potential for abrupt shifts in state-of-the-art Earth System Models” (found a large team of researchers at institutes in Britain, the Netherlands, Germany and France). See: 'The biggest question about climate change isn’t ‘if’ or ‘when.’ It’s ‘how abrupt?’By Chris Mooney October 15, 2015. Washington Post.

I list some of the most recent earth observations that evidence abrupt and alarming changes :
** "extreme heat that once happened across 0.1 to 0.2 percent of the Northern Hemisphere every year now happens across 10 percent every year." [ A quote from Jeff Masters,director of meteorology for the site Weather Underground. “In the more than 30 years I’ve been a meteorologist, I’ve always enjoyed sitting down each day and taking a look at the latest computer model forecasts of the weather for the upcoming ten days,That pleasure began becoming tinged with anxiety beginning in 2010, when we seemingly crossed a threshold into a new more extreme climate regime. The relatively stable climate of the 20th Century that I grew up with is no more.’’

** "Antarctica has begun to lose ice 100 years ahead of projections."

** “Lots of scientists think that ocean acidification is not going to be a problem until 2050 or 2060,” says Chris Langdon, a marine biology professor at the University of Miami’s Rosenstiel School of Marine and Atmospheric Science. “This is happening now. We’ve just lost 35 years we thought we had to turn things around.” (Acidifying oceans are causing Florida's coral reef’s skeleton—a key habitat for fish—to break down rapidly).

** a steady decline of global ethane emissions following a peak in about 1970 ended between 2005 and 2010 in most of the Northern Hemisphere and has since reversed, said CU-Boulder Associate Research Professor Detlev Helmig, lead study author. Between 2009 and 2014, ethane emissions in the Northern Hemisphere increased by about 400,000 tons annually, the bulk of it from North American oil and gas activity

** "Across marine, freshwater, and terrestrial ecosystems, spring phenologies have advanced by 2.3 to 5.1 days per decade... "A combination of climate warming and higher atmospheric CO2 concentrations has extended the growing period of many plant populations."

** significant "climate tipping" points have already been passed . These include large ice sheet disintegration, significant sea level rises of up to 5 metres this century and devastating species loss. The Arctic will soon be free of summer sea-ice and the Greenland ice sheet is in imminent danger.

** The dramatic Arctic warmth and related damage to sea ice ...It’s a situation that Bob Henson at Weather Underground has aptly dubbed ‘the crazy cryosphere.’ But from this particular observer’s perspective, the situation is probably worse than simply crazy. It appears that we are now in the process of losing an element — Arctic sea ice — that is critical to the integrity of seasonality as we know it. (Robert Scribbler, November 2016).