An Introduction to Complex Systems

Society Ecology and Nonlinear

Dynamics 1st Edition Paul Fieguth
(Auth.)
Visit to download the full and correct content document:
https://textbookfull.com/product/an-introduction-to-complex-systems-society-ecology-
and-nonlinear-dynamics-1st-edition-paul-fieguth-auth/
More products digital (pdf, epub, mobi) instant
download maybe you interests ...

An Introduction to Piecewise Smooth Dynamics Paul

Glendinning

https://textbookfull.com/product/an-introduction-to-piecewise-
smooth-dynamics-paul-glendinning/

An Introduction to Complex Systems Making Sense of a

Changing World Tranquillo

https://textbookfull.com/product/an-introduction-to-complex-
systems-making-sense-of-a-changing-world-tranquillo/

An Introduction to Phytoplanktons Diversity and Ecology

1st Edition Ruma Pal

https://textbookfull.com/product/an-introduction-to-
phytoplanktons-diversity-and-ecology-1st-edition-ruma-pal/

Biological Systems Nonlinear Dynamics Approach Jorge

Carballido-Landeira

https://textbookfull.com/product/biological-systems-nonlinear-
dynamics-approach-jorge-carballido-landeira/
Nonlinear Dynamics of Discrete and Continuous Systems
Andrei K. Abramian

https://textbookfull.com/product/nonlinear-dynamics-of-discrete-
and-continuous-systems-andrei-k-abramian/

Introduction to the Theory of Complex Systems Stefan

Thurner

https://textbookfull.com/product/introduction-to-the-theory-of-
complex-systems-stefan-thurner/

An Introduction to Modeling Neuronal Dynamics 1st

Edition Christoph Börgers (Auth.)

https://textbookfull.com/product/an-introduction-to-modeling-
neuronal-dynamics-1st-edition-christoph-borgers-auth/

An Introduction to Symbolic Dynamics and Coding 2nd

Edition Douglas Lind

https://textbookfull.com/product/an-introduction-to-symbolic-
dynamics-and-coding-2nd-edition-douglas-lind/

Nonlinear Dynamics of Structures Systems and Devices

Proceedings of the International Nonlinear Dynamics
Conference NODYCON 2019 Proceedings of the Dynamics
Conference NODYCON 2019 Volume I 1st Edition Walter
Lacarbonara (Editor)
https://textbookfull.com/product/nonlinear-dynamics-of-
structures-systems-and-devices-proceedings-of-the-international-
nonlinear-dynamics-conference-nodycon-2019-proceedings-of-the-
Paul Fieguth

An Introduction
to Complex
Systems
Society, Ecology, and Nonlinear
Dynamics
An Introduction to Complex Systems
Paul Fieguth

An Introduction to Complex
Systems
Society, Ecology, and Nonlinear Dynamics

123
Paul Fieguth
Faculty of Engineering
University of Waterloo
Waterloo
Ontario, Canada

ISBN 978-3-319-44605-9 ISBN 978-3-319-44606-6 (eBook)

DOI 10.1007/978-3-319-44606-6

Library of Congress Control Number: 2016959761

© Springer International Publishing Switzerland 2017

This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, express or implied, with respect to the material contained herein or for any
errors or omissions that may have been made.

Printed on acid-free paper

This Springer imprint is published by Springer Nature

The registered company is Springer International Publishing AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface

Although I had studied nonlinear dynamic systems, bifurcations, and bistable

systems as a graduate student, I had clearly never really absorbed the ideas at a
conceptual level, since it was ten years later that I was struck by a simple figure of
catastrophic nonlinear state transitions in the context of ecological systems. I was
immediately hooked: the concept was so clear, so elegant, and so easy to understand.
How was it possible that I had never really encountered this?
Over time I became convinced that not just I, but indeed most of the undergrad-
uate students with whom I interact, fundamentally do not grasp the big picture of
the issues surrounding them, even though the underlying mathematical concepts are
well within reach. The underlying problem is clear: for pedagogical reasons nearly
all of the courses which my students take focus on mathematics and systems which
are small scale, linear, and Gaussian. Unfortunately, there is not a single large-scale
ecological or social phenomenon which is scalar, linear, and Gaussian.
This is, very simply, the rationale for this text: to explore a variety of large
issues, global warming, ice ages, water, and poverty, and to motivate and teach the
material of the course, nonlinear systems, non-Gaussian statistics, spatial systems,
and complex systems — motivated by these case studies.
The large-scale problems challenging the world are complex and multifaceted
and will not be solved by a single strategy, academic field, or perspective. This book
cannot claim to teach how to solve such enormous problems; however, the intent
is very much to draw explicit parallels and connections between the mathematical
theory, on the one hand, and world issues/case studies on the other.
The specific topics being taught are nonlinear dynamic systems, spatial systems,
power-law systems, complex systems, and inverse problems. To be sure, these
fields have been around for some time, and many books have been written on the
subjects; however, the fields are, at best, only weakly present in most undergraduate
programs.
This book is intended for readers having a technical background, such as engi-
neering, computer science, mathematics, or environmental studies. The associated
course which I have taught is open to third and fourth year undergraduate students;
however, this book should, I hope, be of interest and mostly accessible to a

v
vi Preface

significantly wider audience. The only actual prerequisites are some background
in algebra and in probability and statistics, both of which are summarized in the
appendices. The reader who would prefer to get a perspective of the text might
prefer to first read the two overview chapters, on global warming in Chapter 2 and
on water in Chapter 12.
There are many online resources related to nonlinear dynamics and complex
systems; however, online links can frequently change or become outdated, so I am
reluctant to list such links here in the text. Instead, I am maintaining a web page
associated with this book, at

http://complex.uwaterloo.ca/text

to which the reader is referred for further reading and other material.
A number of people were of significant support in the undertaking of this
textbook. Most significantly, I would like to thank my wife, Betty Pries, who was
tireless in her enthusiasm and support for this project and regularly articulated the
value which she perceived in it. My thanks to Professor Andrea Scott and Doctor
Werner Fieguth, both of whom read every page of the book from beginning to end
and provided detailed feedback. Appreciation to Doctor Christoph Garbe, my host
and research collaborator at the University of Heidelberg, where much of this text
was written.
Teaching this material to students at the University of Waterloo has allowed
me to benefit from their creative ideas. Here, I particularly need to recognize the
contribution of the project reports of Maria Rodriguez Anton (discount function),
Victor Gan (cities), Kirsten Robinson (resilience), Douglas Swanson (SOC control),
and Patrick Tardif (Zipf’s law).
Finally, my thanks to the contributions of my children:
• Anya, for allowing her artwork to appear in print in Figure A.2
• Thomas, for posing at Versailles and appearing in Example 3.1
• Stefan, for demonstrating an inverted pendulum in Figure 5.8

Waterloo, Ontario, Canada Paul Fieguth

Contents

1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
1.1 How to Read This Text .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
2 Global Warming and Climate Change . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 5
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
3 Systems Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
3.1 Systems and Boundaries . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 14
3.2 Systems and Thermodynamics . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 17
3.3 Systems of Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 23
Case Study 3: Nutrient Flows, Irrigation, and Desertification . . . . . . . . . . . . . 24
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 34
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 35
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 39
4 Dynamic Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 41
4.1 System State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 42
4.2 Randomness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 46
4.3 Analysis .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 48
4.3.1 Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 48
4.3.2 Stationarity .. . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 51
4.3.3 Transformations . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 56
Case Study 4: Water Levels of the Oceans and Great Lakes.. . . . . . . . . . . . . . 58
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 61
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 62
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 65
5 Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 67
5.1 Linearity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 68
5.2 Modes .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 69
5.3 System Coupling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 73

vii
viii Contents

5.4 Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 75
5.5 Control of Dynamic Systems . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 81
5.6 Non-normal Systems .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 83
Case Study 5: System Decoupling . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 85
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 90
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 90
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
6 Nonlinear Dynamic Systems: Uncoupled . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 97
6.1 Simple Dynamics.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 98
6.2 Bifurcations .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 103
6.3 Hysteresis and Catastrophes . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 108
6.3.1 Catastrophic State Transition . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 110
6.3.2 System Irreversibility and Hysteresis . .. . . . . . . . . . . . . . . . . . . . 111
6.4 System Behaviour near Folds .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 114
6.5 Overview.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 120
Case Study 6: Climate and Hysteresis . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 122
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 128
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 129
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 134
7 Nonlinear Dynamic Systems: Coupled . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 135
7.1 Linearization.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 136
7.2 2D Nonlinear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 139
7.3 Limit Cycles and Bifurcations .. . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 144
7.4 Control and Stabilization . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 146
Case Study 7: Geysers, Earthquakes, and Limit Cycles . . . . . . . . . . . . . . . . . . . 151
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 160
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 161
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 167
8 Spatial Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 169
8.1 PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 171
8.2 PDEs and Earth Systems . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 174
8.3 Discretization .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 177
8.3.1 Discretization in Time .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 177
8.3.2 Discretization in Space . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 179
8.4 Spatial Continuous-State Models .. . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 181
8.5 Spatial Discrete-State Models . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 192
8.6 Agent Models.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 196
Case Study 8: Global Circulation Models . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 199
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 202
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 203
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 210
Contents ix

9 Power Laws and Non-Gaussian Systems . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 211

9.1 The Gaussian Distribution . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 213
9.2 The Exponential Distribution .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 214
9.3 Heavy Tailed Distributions.. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 216
9.4 Sources of Power Laws . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 225
9.5 Synthesis and Analysis of Power Laws . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 228
Case Study 9: Power Laws in Social Systems . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 234
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 238
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 239
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 244
10 Complex Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 245
10.1 Spatial Nonlinear Models .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 246
10.1.1 Phase Transitions . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 247
10.1.2 Criticality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 248
10.2 Self-Organized Criticality. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 253
10.3 Emergence .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 256
10.4 Complex Systems of Systems . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 257
Case Study 10: Complex Systems in Nature . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 262
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 264
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 265
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 269
11 Observation and Inference . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 271
11.1 Forward Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 272
11.2 Remote Measurement . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 274
11.3 Resolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 278
11.3.1 Measurement Resolution .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 278
11.3.2 State Resolution . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 286
11.4 Inverse Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 287
Case Study 11A: Sensing — Synthetic Aperture Radar . . . . . . . . . . . . . . . . . . . 299
Case Study 11B: Inversion — Atmospheric Temperature . . . . . . . . . . . . . . . . . 303
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 305
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 305
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 308
12 Water.. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 309
12.1 Ocean Acidification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 311
12.2 Ocean Garbage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 312
12.3 Groundwater .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 313
Case Study 12: Satellite Remote Sensing of the Ocean .. . . . . . . . . . . . . . . . . . . 316
Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 317
Sample Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 318
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 318
x Contents

13 Concluding Thoughts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 319

Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 320
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 321

Appendices

A Matrix Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 325

Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 331
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 331

B Random Variables and Statistics.. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 333

Further Reading .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 339
References .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 340

C Notation Overview .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 341

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 343
List of Examples

Case Study 3 Nutrient Flows, Irrigation, and Desertification . . . . . . . . . . . . . 24

Case Study 4 Water Levels of the Oceans and Great Lakes .. . . . . . . . . . . . . . 58
Case Study 5 System Decoupling . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 85
Case Study 6 Climate and Hysteresis . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 122
Case Study 7 Geysers, Earthquakes, and Limit Cycles. . . . . . . . . . . . . . . . . . . . 151
Case Study 8 Global Circulation Models . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 199
Case Study 9 Power Laws in Social Systems . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 234
Case Study 10 Complex Systems in Nature . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 262
Case Study 11A Sensing — Synthetic Aperture Radar . . .. . . . . . . . . . . . . . . . . . . . 299
Case Study 11B Inversion — Atmospheric Temperature.. . . . . . . . . . . . . . . . . . . . 303
Case Study 12 Satellite Remote Sensing of the Ocean .. . . . . . . . . . . . . . . . . . . . 316
Example 3.1 Three systems and their envelopes .. . . . . . . .. . . . . . . . . . . . . . . . . . . . 15
Example 3.2 Complete Accounting . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 18
Example 3.3 Entropy Reduction .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 21
Example 3.4 Society, Civilization, and Complexity . . . . .. . . . . . . . . . . . . . . . . . . . 25
Example 3.5 Energy Returned on Energy Invested (EROEI) . . . . . . . . . . . . . . . 27
Example 3.6 Maximum Power Principle .. . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 30
Example 3.7 Global Flows I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 32
Example 4.1 System Examples .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 44
Example 4.2 Correlation Lag — Mechanical System . . .. . . . . . . . . . . . . . . . . . . . 52
Example 4.3 Correlation Lag — Thermal System . . . . . .. . . . . . . . . . . . . . . . . . . . 53
Example 5.1 The Exponential Function .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 72
Example 5.2 Coupled Systems . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 75
Example 5.3 Resilience I — Linear Systems . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 86
Example 6.1 Population Growth.. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 102
Example 6.2 Bead on a Hoop .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 105
Example 6.3 System Perturbations . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 112
Example 6.4 Deliberate Hystereses . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 115

xi
xii List of Examples

Example 6.5 Playing with Blocks . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 116

Example 6.6 Hysteresis in Freshwater Lakes . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 117
Example 7.1 Nonlinear Competing Dynamics .. . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 141
Example 7.2 Basins for Root Finding .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 142
Example 7.3 Resilience II — Nonlinear Systems . . . . . . .. . . . . . . . . . . . . . . . . . . . 147
Example 7.4 Creating and Finding a Limit Cycle . . . . . . .. . . . . . . . . . . . . . . . . . . . 148
Example 7.5 An Alarm Bell as Limit Cycle . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 149
Example 7.6 Limit Cycles in Economics . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 152
Example 7.7 The Tragedy of the Commons . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 153
Example 7.8 Societal Dynamics .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 155
Example 8.1 Spatial Discretization .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 186
Example 8.2 The Spatial Dynamics of Human Impact ... . . . . . . . . . . . . . . . . . . . 187
Example 8.3 Two-Box Lumped-Parameter Model . . . . . .. . . . . . . . . . . . . . . . . . . . 190
Example 8.4 Global Flows II . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 191
Example 8.5 Spatial Nonlinear Systems and Traffic Jams . . . . . . . . . . . . . . . . . . 200
Example 9.1 Memory and Exponentials . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 215
Example 9.2 Power Laws in Finance .. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 223
Example 9.3 Power Laws in Weather . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 226
Example 9.4 Power Laws and Fraud Statistics . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 230
Example 9.5 Power Laws and Cities . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 235
Example 9.6 Power Laws and Discount Functions . . . . . .. . . . . . . . . . . . . . . . . . . . 237
Example 10.1 Ferromagnetic Phase Change . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 250
Example 10.2 Spatial SOC — Earthquakes . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 259
Example 10.3 Slime Mould Emergence . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 260
Example 10.4 Resilience III — Complex Systems . . . . . . .. . . . . . . . . . . . . . . . . . . . 261
Example 11.1 Indirect Inference .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 273
Example 11.2 Can a Space Telescope Read a Newspaper? .. . . . . . . . . . . . . . . . . . 286
Example 11.3 Measurements and Constraints. . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 291
Chapter 1
Introduction

For every complex problem there is an answer that is clear,

simple, and wrong
Paraphrased from H. L. Mencken

The world is a complex place, and simple strategies based on simple assumptions
are just not sufficient.
For very good reasons of pedagogy, the vast majority of systems concepts to
which undergraduate students are exposed are
Linear: Since there exist elegant analytical and algorithmic solutions to allow
linear problems to be easily solved;
Gaussian: Since Gaussian statistics emerge from the Central Limit Theorem, are
well behaved, and lead to linear estimation problems;
Small: Since high-dimensional problems are impractical to illustrate or solve on
the blackboard, and large matrices too complex to invert.
Unfortunately, nearly all major environmental, ecological, and social problems
facing humankind are non-linear, non-Gaussian, and large.
To be sure, significant research has been undertaken in the fields of large-scale,
nonlinear and non-Gaussian problems, so a great deal is in fact known, however the
analysis of such systems is really very challenging, so textbooks discussing these
concepts are mostly at the level of graduate texts and research monographs.
However there is a huge difference between analyzing a nonlinear system or
deriving its behaviour, as opposed to understanding the consequences of a system
being nonlinear, which is much simpler. It is the latter consequences which are the
scope and aim of this book.
That is, although a detailed analysis of a complex system is, in most cases, too
difficult to consider teaching, the consequences of such systems are quite easily
understood:
A Nonlinear System is subject to irreversibility, such that given some change
in the inputs to the system, undoing the change does not necessarily return
the system to its start, whereas all linear systems are reversible. Furthermore
nonlinear systems can be subject to discontinuous or catastrophic state changes,
which is not possible in linear systems.

© Springer International Publishing Switzerland 2017 1

P. Fieguth, An Introduction to Complex Systems,
DOI 10.1007/978-3-319-44606-6_1
2 1 Introduction

Non-Gaussian/Power-Law Systems may be characterized by extreme behaviours

which would appear to be unpredictable or unprecedented based on historical
data. In contrast, Gaussian statistics converge reliably and effectively assign a
probability of zero to extreme events, giving a false sense of security in those
circumstances where the underlying behaviour is, in fact, power-law.
Large Coupled Nonlinear Spatial Systems, also known as complex systems,
can give rise to highly surprising macroscopic behaviour that would scarcely be
recognizable from the microscopic model, a phenomenon known as emergence.
Managing such systems, particularly in response to some sort of failure, is very
difficult. In contrast, the nature of linear systems is unaffected by scale.
The sorts of systems that we are talking about are not arcane or abstract, rather
there are well-known systems, such as geysers and toy blocks, or indeed everyday
systems such as stock markets or weather. It is precisely because such systems are
so common and everyday that engineers or other technical professionals are likely to
encounter them and need to be informed of the possible consequences of interacting
with and influencing such systems.
The context of this text is sketched, necessarily oversimplified, at a high
level in Figure 1.1. Essentially we have two interacting classes of systems, the
human/societal/economic and natural/ecological/environmental systems, both of
which will exhibit one or more elements of non-linearity and spatial interaction

Impact

Observation

Natural Human
Model Inference Model
World Nonlinear Nonlinear
World
Spatial Spatial
Power-Law Policy Power-Law
Complex System Complex System

Resources

Fig. 1.1 An overview: human/societal/economic systems (right) draw resources from and have an
impact on natural/ecological/environmental systems (left). Both domains contain many examples
of systems which exhibit one or more elements of non-linearity and spatial interaction, leading to
complex-systems and power-law behaviours. Observations of one or more systems are combined
with models in an inference process, leading to deeper insights and (ideally) better policy. The
red portions are the focus of this text, with the blue, green, and grey components illustrating the
broader, motivating context.
References 3

which lead to complex-systems and power-law behaviours. Since a model alone is

of limited utility, we are interested in performing inference by combining models
with measurements, particularly global-scale remotely-sensed measurements from
satellites.

1.1 How to Read This Text

This text is aimed at a target audience of undergraduate engineering students, but is

intended to be more broadly of interest and accessible.
Those readers unfamiliar with this text, or with complex systems in general, may
wish to begin with the overview in Chapter 2, followed by a survey of the case
studies which are presented at the end of every chapter, and which are listed on
page xi.
An explicit goal of this text is not to focus attention on the mathematics behind
complex systems, but to develop an understanding of the interaction between
complex systems theory and the real world, how complex systems properties
actually manifest themselves. For this reason there are, in addition to the end-of-
chapter case studies, a large number of examples, listed on page xi, and those readers
more interested in a high level or qualitative understanding of the book may want to
start by focusing on these.
For those readers interested in the mathematics and technical details, the chapters
of the book are designed to be read in sequence, from beginning to end, although
the spatial and power law chapters can be read somewhat independently from
the preceding material, Chapter 4 through Chapter 7, on dynamics and nonlinear
systems.
Complex systems can be studied and understood from a variety of angles
and levels of technical depth, and the suggested problems at the end of every
chapter are intended to reflect this variety, in that there are problems which are
mathematical/analytical, computational/numeric, reading/essay, and policy related.
This book is, to be sure, only an introduction, and there is a great deal more to
explore. Directions for further reading are proposed at the end of every chapter, and
the bibliography is organized, topically, by chapter.

References

1. C. Martenson. The Crash Course: The Unsustainable Future of our Economy, Energy, and
Environment. Wiley, 2011.
2. M. Scheffer. Critical transitions in nature and society. Princeton University Press, 2009.
3. A. Weisman. The World Without Us. Picador, 2007.
4. R. Wright. A Short History of Progress. House of Anansi Press, 2004.
Chapter 2
Global Warming and Climate Change

There are few global challenges as widespread, as complex, as significant to our

future, and politically as controversial as that of global warming.
The goal of this chapter is, in essence, to motivate this textbook; to convince
you, the reader, that very nearly all of the topics in this text need to be understood
in order to grasp the subtleties of a subject such as global warming.

However the specific problem of global warming is not at all unique, in this
regard. That is, after all, the premise of this book: that there is a wide variety of
ecological and social challenges, all of which are highly interdisciplinary, and for
which a person unfamiliar with one or more of systems theory, nonlinear dynamics,
non-Gaussian statistics, and inverse problems is simply ill-equipped to understand.

© Springer International Publishing Switzerland 2017 5

P. Fieguth, An Introduction to Complex Systems,
DOI 10.1007/978-3-319-44606-6_2
6 2 Global Warming and Climate Change

Other similarly broad problems would include

• Ecological pressures and extinction,
• Human Poverty,
• Energy, and
• Water, to which we shall return in Chapter 12.
Allow me now to take you on a tour of the entire book, through the lens of global
warming.
Chapter 3: Systems Theory
Global warming is the warming of the earth’s climate caused by an increase in
the concentrations of carbon-dioxide and methane gases in the atmosphere, due to
human industry, fossil fuel consumption, and land use.
Suppose we begin with a rather naïve model of atmospheric carbon:

Human society, as a system, interacts with the rest of the world through the
boundaries of the system. The naïve model has simplistically assumed fixed
boundary conditions, that the sources (energy) and sinks (carbon pollution) are
infinite, implying that humans do not influence the global climate.
A more realistic model, but also more complicated, understands energy sources
and carbon-dioxide sinks to be finite, and therefore subject to influence by human
activity:

So we cannot understand a system, such as a human society, in the absence of the

interactions that the system has with others around it, such as how rapidly or easily
carbon can flow from one place to another.
2 Global Warming and Climate Change 7

Chapter 4: Dynamic Systems

An additional subtlety is that the latter model is implicitly time-dynamic: there
are rates of carbon transfer, and a continual transfer of carbon into a finite system
implies a system which changes over time.
Two time-dynamic changes associated with carbon are indisputable:
1. CO2 concentrations in the atmosphere are increasing over time, from 315 ppm in
1960 to around 400 ppm today;
2. Since 1800 the world’s upper oceans have increased in acidity by 0.1 pH point,
corresponding to a 30 % increase in acidity, due to the uptake of CO2 into the
ocean and the formation of carbonic acid [2].
On the other hand, when we try to articulate questions of global warming, or any
other sort of climate change over time, the problem becomes much more slippery:
What Is Our Baseline? We know that the climate has always been changing,
switching between epochs with and without ice ages, for example. Indeed, the
earth’s climate changes over time periods of all scales:
Tens of millions of years . . . Tropical Jurassic (dinosaur) era
Tens of thousands of years . . . Ice ages
Hundreds of years . . . Medieval warming period (950–1250 AD),
So-called little ice age (1550–1850 AD)
Years . . . 1930’s dust bowl, El-Niña / El-Niño
So at what point in time do we actually start measuring, in order to know whether
the earth is warming or not?
What Is Actually Warming? The atmosphere is well-mixed and relatively easy to
measure, whereas the heat uptake patterns in the oceans and the ground are far
more variable, depending on the presence of subsident currents in the ocean, or
geothermal activity underground.
On the other hand, although land and ocean have a far greater mass than the
atmosphere, it is primarily the upper surfaces of land and ocean which would be
warming, only a small fraction of the total:
Atmosphere 6  1014 kg per metre at sea level, 5  1018 kg in total
Ocean 3  1017 kg per metre of depth, 1  1021 kg in total
17
Land 4  10 kg per metre of depth, Ill-defined total mass
Furthermore it is primarily the upper surfaces of land and ocean which are
biologically active, and thus a warming of only this top sliver may produce a
disproportionate ecological impact. So is global warming . . .
1. a physical concept, a warming of the land-oceans-atmosphere in total, which
can be measured as increases in global average temperature?, or
2. an environmental concept, a disturbance to ecological balance caused by the
warming of some part of the land-oceans-atmosphere, where the localized
warming may produce almost no impact on the global average temperature,
and so must be assessed indirectly via some other measurement?
8 2 Global Warming and Climate Change

What Is Causing the Warming? The increase, over time, in human fossil-fuel
consumption is well documented. Similarly the increase, over a similar period of
time, in atmospheric CO2 concentration has been accurately measured. However
a correlation, a statistical relationship, between two events is not the same as
causation, where one event can be said to cause another.
Measuring a correlation is an exceptionally simple statistical test, whereas
causation requires a much deeper understanding. In the case of global warming
we need to understand the carbon cycle: the industrial and natural global sources
and sinks of carbon.
Chapter 7: Coupled Nonlinear Systems
On top of this, in trying to model the presence or flow of heat and energy present
in the ocean-atmosphere system, over half of all kinetic energy is not in atmospheric
storms or in ocean currents, rather in ocean eddies.
However an eddy, like other similar forms of oceanic and atmospheric turbulence,
is one of the hallmarks of coupled nonlinear systems, a nonlinear relationship
between multiple elements. No linear system, regardless how complex or large, will
exhibit turbulent behaviour, so we cannot fully model the ocean-atmosphere system
without studying nonlinear systems.
Chapter 8: Spatial Systems
The atmosphere and oceans are not just nonlinear, or coupled, but indeed
very large spatially. The governing equation for both air and water flow is the
Navier–Stokes nonlinear partial differential equation:
9
Water/Ocean Navier–Stokes Small spatial details >
>
>
Incompressible Slow changes over time >>
=
Challenging
>
> Misfit
Air/Atmosphere Navier-Stokes Large spatial scales >
>
>
;
Compressible Fast changes over time
with interesting challenges due to the different time/space scales of water and air.
Really the modelling challenge is much worse, since the range of temporal and
spatial scales is actually quite tremendous, as shown in Table 2.1, particularly when
the near-fractal1 behaviour of ocean ice is included.
Executing such a model has been and continues to be a huge numerical challenge:
dense spatial grids, with layers in depth (ocean) or height (atmosphere) or thickness
(ice) and over time.
Chapter 11: System Inversion
Now what would we do with such a model? Ideally we would initialize the model
to the earth’s current state, and then run it forward to get an idea of future climatic
behaviour:

1
Meaning that there is a self-similar behaviour on a wide range of length scales, such as cracks in
ice on all scales from nanometre to kilometres.
2 Global Warming and Climate Change 9

Table 2.1 Spatial and temporal scales: typical scales in space and time for structures in ice, water,
and air.
System Typical structure Spatial scales Temporal scales
Ocean surface Eddies 10–100 km Days–months
Ocean mid-depth Southern oscillation 100–1000 km Years
Ocean deep Thermohaline 1000 km 1000 years

Atmos. local Storms 1–100 km Hours

Atmos. nonlocal Pressure systems 1000 km Weeks

Ice local Cracks cm–km Seconds–years

Ice nonlocal Sheets 1–100 km 1–100 years

Such a process of coupling a model with real data is known as data assimilation
or as an inverse problem. There is a the true earth state z, which is unknown, but
which can be measured via a forward model C./:
 
True state z.t/ Observations m.t/ D C z.t/ C noise
In principle we want to solve the inverse problem, to estimate the unknown state
of the earth:
Inverse Problem: find zO, an estimate of z, by inverting C./:

zO D C1 .m/ (2.1)

However almost certainly we cannot possibly obtain enough observations, espe-

cially of the deep oceans, to actually allow the inverse problem to be solved,
analogous to an underconstrained linear system of equations.
Instead, we perform data assimilation, integrating the observations into the
simulated model:
We want to push the simulated state zQ.t/ z.t/
The idea is to iteratively nudge zQ in a direction to reduce

  
m.t/  C zN.t/  (2.2)
10 2 Global Warming and Climate Change

where kk measures inconsistency. Thus we are trying to push the simulation to be
consistent with real-world measurements, and therefore hopefully towards the real-
world state.
Chapter 11: System Sensing
So measurement is key to successfully modelling and predicting climate. What
are the things we can actually measure:
Atmospheric Temperature:
Weather stations on the earth’s surface
Weather balloons
Commercial aircraft
Satellite radiometers
Oceanic Temperature:
Satellite infrared measurements of ocean surface temperature
Ocean surface height measurements (thermal expansion)
Ocean sound speed measurements
Buoys, drifters, gliders directly taking measurements in the ocean
Temperature Proxies (indirect effects indicative of temperature):
Arctic ice extent and number of ice-free days
Arctic permafrost extent
Date of tree budding/leaf-out/insect appearance/bird migrations
If we consider global remote sensing via satellite, really the only possible
measurement is of electromagnetic signals. Therefore a satellite is limited to
measuring signal strength (brightness) and signal time (range or distance).
The key idea, however, is that there are a great many phenomena z which affect
an electromagnetic signal via a forward model C./, meaning that from the measured
electromagnetic signals we can infer all manners of things, from soil moisture to tree
species types to urban sprawl to ocean salinity, temperature, and currents.
Chapter 9: Non-Gaussian Statistics
Given adequate observations to allow a model to be simulated and run, what do
we do with the results?
Understanding climate models and validating the simulated results are huge
topics which could certainly fill another textbook. But even something much
simpler, such as a time series of historical temperature data, can lead to challenges.
All students are familiar with the Gaussian distribution,2 a distribution that very
accurately describes the number of heads you might expect in tossing a handful
of 100 coins. Phenomena which follow a Gaussian distribution, such as human
height, are convenient to work with because you can take the average and obtain
a meaningful number. This seems obvious.

2
Or bell curve or normal distribution; all refer to the same thing.
2 Global Warming and Climate Change 11

However most climate phenomena, and also a great many social systems, do
not follow a Gaussian distribution, and are instead characterized by what is called
a power law. Examples of power laws include meteor impacts, earthquake sizes,
and book popularity. Given power law data (say of meteor impacts over the last
10 years), the average is not representative of the possible extremes (think dinosaur
extinction . . . ). In fact, taking an average over longer and longer periods of time still
fails to converge. That seems strange.
We humans only barely learn from history at the best of times; learning from
historical power law data is even worse, because it is difficult to know how much
data we need to reach a conclusion.
Chapters 6 and 7: Linear and Nonlinear Systems
Lastly, it is important to understand the macro-behaviour of climate as a
nonlinear system:
Linear systems are subject to superposition and have no hysteresis.
Nonlinear systems are subject to catastrophes and hysteresis.
These concepts are most effectively explained in the context of a plot of stable
climate states, shown in Figure 2.1.
The principle of superposition says that if increasing CO2 by some amount leads
to a reduction in ice, then twice the CO2 leads to twice the reduction.
Superposition is highly intuitive, very simple, and usually wrong. We are
presently on the lower curve in Figure 2.1, a planet with a mixture of ice and water.
As CO2 is increased, the amount of ice indeed slowly decreases, until point “A”, at
which point an infinitesimal increase in CO2 leads to the complete disappearance of
all ice. We have here a bi-stable nonlinear system with a bifurcation at point “A”,
leading to a discontinuous state transition known as a “catastrophe.”

Fig. 2.1 Stable climate states as a function of atmospheric carbon-dioxide: the earth may have no
ice (top) or may have polar ice to some latitude (middle); the arrows indicate the discontinuous
climatic jumps (“catastrophes”). Although obviously an oversimplification of global climate, the
effects illustrated here are nevertheless real.
12 2 Global Warming and Climate Change

In a linear system, to undo the climate damage we would need to reduce the CO2
level back to below “A”. A nonlinear system, in contrast, has memory, what is called
hysteresis. Reducing CO2 to just below “A” has no effect, as we are stuck on the ice-
free stable state; to return to the mixed water-ice stable state we need to reduce CO2
much, much further, to “B”.
Chapter 10: Complex Systems
Climate, ecology, human wealth and poverty, energy, water are all complex
systems: nonlinear, non-Gaussian, coupled, poorly-measured, spatial dynamic prob-
lems.
Viewing any of these as systems with isolated or fixed boundaries, subject to
superposition and Gaussian statistics, is to misrepresent the problem to such a
degree as to render useless any proposed engineering, social, economic, or political
solution.
This book cannot pretend to solve global warming or any of many other complex
problems, but perhaps we can take one or two steps towards understanding the
subtleties of complex systems, as a first step in identifying meaningful solutions.

Further Reading

The references may be found at the end of each chapter. Also note that the textbook
further reading page maintains updated references and links.

Wikipedia Links: Global Warming, Climate Change

A challenge, particularly with global warming, is that there is an enormous

number of books, most polarized to the extremes of either denial or despair. Books
such as What We Know About Climate Change [1], Global Warming Reader [5], or
the personable Walden Warming [6] offer a broad spectrum on the subject.
Good starting points for global warming science would be the respective chapters
in earth systems books, such as [3, 4].
Regarding the role of nonlinear systems in climate, the reader is referred to Case
Study 6. More information may be found in the book by Scheffer [7].

References

1. K. Emanual. What We Know About Climate Change. MIT Press, 2012.

2. A. Johnson and N. White. Ocean acidification: The other climate change issue. American
Scientist, 102(1), 2014.
3. L. Kump et al. The Earth System. Prentice Hall, 2010.
4. F. Mackenzie. Our Changing Planet. Prentice Hall, 2011.
5. B. McKibben. The Global Warming Reader. OR Books, 2011.
6. R. Primack. Walden Warming. University of Chicago Press, 2014.
7. M. Scheffer. Critical transitions in nature and society. Princeton University Press, 2009.
Chapter 3
Systems Theory

There are many very concrete topics of study in engineering and computer science,
such as Ohm’s law in circuit theory or Newton’s laws in basic dynamics, which
allow the subject to be first examined from a small, narrow context.
We do not have this luxury. A topic such as global warming, from Chapter 2,
is an inherently large, interconnected problem, as are topics such as urban sprawl,
poverty, habitat destruction, and energy. For example the latter issue of fossil fuels
and global energy limitations is truly interdisciplinary, requiring the understanding,
in my opinion, of many fields:

© Springer International Publishing Switzerland 2017 13

P. Fieguth, An Introduction to Complex Systems,
DOI 10.1007/978-3-319-44606-6_3
14 3 Systems Theory

This cannot be studied as a set of small, isolated problems, since the intercon-
nections are what make the problem. In order to understand interconnected systems,
we have to understand something regarding systems theory.

3.1 Systems and Boundaries

A system is most fundamentally characterized by the manner in which it interacts

with its surroundings:

System type Mass transfer Energy transfer

Open system ✓ ✓
Closed system ✗ ✓
Isolated system ✗ ✗

These basic systems are shown graphically in Figure 3.1. A quick illustration should
make the definitions clear:
Open: Most human systems are open, since virtually all human societies and
companies are based around trade and the exchange of goods.
Closed: The earth as a whole is very nearly closed, since the inputs to the earth are
dominated by solar energy (with a tiny amount of mass transfer from meteors),
and the outputs from the earth are dominated by thermal energy (with a small
amount of mass from the upper atmosphere and the occasional space probe).
Isolated: There are few, if any, isolated natural systems. Even a black hole is
not isolated; to the contrary, it is quite open, since there can be substantial mass
transfer into it. A well insulated, sealed test-tube in the lab would be close to
being an isolated system.
Every system has some boundary or envelope through which it interacts with the
rest of the world. A significant challenge, then, is defining this boundary: What part

Fig. 3.1 Basic system categorization: systems are distinguished on the basis of whether energy
and/or mass can cross their boundaries.
3.1 Systems and Boundaries 15

of the greater system is placed inside the boundary, and modelled explicitly, and
what is outside, ignored or modelled implicitly via the boundary?
Interestingly, there is a tradeoff, illustrated in Figure 3.2, between the complexity
of the represented system and the complexity of the boundary. This makes sense:
• The more of the system I move outside of the boundary, the simpler the remaining
system, but the more complex the interactions through the boundary with the
other parts of the system.

Example 3.1: Three systems and their envelopes

The earth is very nearly a closed system, primarily sunlight coming in and thermal energy
going out, with only tiny changes in mass:

A single human is very much an open system, since food and water come into our bodies
from outside of us. The goal in such a system diagram is to annotate the predominant
interactions between a system and the outside world, not necessarily to be exhaustive and
complete. Here, for example, we consider only movement of mass to/from a body, and
not other interactions such as senses of touch, smell, sight, and hearing:

Example continues . . .
16 3 Systems Theory

Example 3.1: Three systems and their envelopes (continued)

Human society is very open; indeed, the exchange of goods and trade is the hallmark of
advanced societies. This diagram is terribly incomplete, as the range of materials coming
into and out of a city is vast:

Fig. 3.2 System versus boundary complexity: a self-contained system, right, may be relatively
complex but has a simple boundary. Representing only a small part of a system, left, leaves us with
a simple dynamic model, but the strong dependencies (thick lines) on unmodelled aspects of the
system may leave us with a more difficult boundary representation than in the middle, where the
dependencies are more modest (thin lines).

• The more of the system I move inside of the boundary, the more complex a
system I have to model, but the simpler the interactions through the boundary.
This is perhaps simpler to illustrate with an example:
The Human Body is an enormously complex system, almost impossible to
understand given the many organs and subsystems (circulatory, nervous etc.),
however the envelope around the body is relatively simple: food, water, waste,
air etc.
A Cell is relatively simple, in contrast to the whole body, and a great many
cell functions are understood in detail. However a cell has, at its boundary,
a tremendously complex envelope of proteins, hormones, other molecules and
physical forces induced by the body within which it lives.
3.2 Systems and Thermodynamics 17

Fig. 3.3 Boundary conditions: an isolated system has no boundary dependencies. If the sources
and sinks are infinite, then their behaviour is unaffected by the modelled system and the boundary
is static. The most difficult circumstances are boundary interactions, right, with finite systems.

Although there are clearly many possible ways of representing and modelling
boundary conditions, very roughly there are three groupings, illustrated in Fig-
ure 3.3:
No Boundary: Isolated systems, with no interactions modelled outside of the
boundary.
Static Boundary: Systems having infinite sources and sinks, meaning that the
boundary conditions can simply be held fixed and are not influenced by the
system in any way.
Dynamic Boundary: Systems having finite sources and sinks, external systems
which can be affected by the modelled system.
In most circumstances the boundary between societal and environmental systems
should fall into the third category, interacting with and affecting each other.
However, as discussed in Example 3.2, given a societal system we often represent
external environmental systems as being in one of the first two categories: either
dismissed entirely (a so-called externality), or assumed to be fixed and immune
from human influence, such as assuming the ocean to be an infinite carbon sink.

3.2 Systems and Thermodynamics

The ability of a system to do something, to be dynamic, relies on some sort of

input–output gradient or difference: temperature, pressure, height, chemical etc. A
turbine relies on a high–low pressure gradient, the human body relies on a food–
waste chemical gradient, even a photovoltaic solar panel relies on an thermal-like
gradient between the effective temperature of incoming sunlight (6000 K) and that
of the local environment (300 K).
The basic thermodynamic system in Figure 3.4 shows input energy QH , waste
heat QC , and work W. By conservation of energy, we know that

QH D W C QC : (3.1)
18 3 Systems Theory

Example 3.2: Complete Accounting

Where do we draw system envelopes when it comes to economics and GDP calculations?

In most current GDP calculations, the natural world is outside our system envelope:

The society has traded the mined gold for money. But after selling the gold, it is no longer
in the ground! The gold in the ground was worth something, but that resource loss, or the
fact that the forest takes time to regrow, is not accounted for.

The gold and the forest are examples of externalities, aspects or components of a problem
left outside of the system envelope. We may choose to limit the system envelope this
way for a variety of plausible reasons: to limit model complexity, because of significant
uncertainties in the external component, or because of standardized accounting practices.
However just as often it may be for reasons of political expediency or accountability —
if we don’t model or measure something (humanitarian issues, overfishing, clearcutting),
then we can claim innocence or ignorance of the problem: out of sight, out of mind.

Environmental or full-cost accounting extends the system boundaries to include the

natural world, to specifically account for removal losses and liabilities such as strip
mining, clearcutting, and overfishing:

There are, of course, significant challenges and uncertainties associated with assigning
“costs” to buried gold, water pollution, and extinct species. However such challenges
should not stand in the way of including the natural world within our system envelope.
Further Reading: There are many books on environmental accounting, such as [10, 13] or [14].
Also see Full-cost accounting or Environmental economics in Wikipedia.
Another random document with
no related content on Scribd:
cheerfully took his turn at the pump, and so saved the captain and
me any anxiety on that account.
It had been no pleasure cruise after we passed Brisbane, and
became worse every day. There was not a dry place on board,
unless it was our throats. Everybody was constantly drenched with
the sea, and no one had a good square meal during the last four
days; but there was no discontent, everything was taken in good
part, and many a tough yarn was told while they were lashed to the
rail to keep themselves from being washed overboard.
After two days sheer battling for our lives, the wind died down, and
a steady southerly wind sprang up. This soon brightened our
prospects, and added considerably to our comfort. How thankful we
were for the peace and quiet after the rough and tumble experience
we had just passed through! The sea became as smooth as a mill
pond with just a steady south wind blowing, that drove us about five
knots an hour through the water. All our effects were brought on deck
and dried, and our sails, which had been considerably damaged,
were repaired, and on the fourteenth day we arrived at Cookstown.
Our passengers were soon landed, and Captain Brown took the little
vessel well into the river and moored her there until he decided what
he was going to do himself. I landed the following day, and soon
found that the Palmer was as far off as ever. The rainy season had
set in, and the roads were impassable. Whole districts between
Cookstown and the Palmer were under water, the rivers were
swollen and in flood, and no stores of any sort could be bought on
the road.
To describe Cookstown as I first saw it would be impossible. It
resembled nothing so much as an old English country fair, leaving
out the monkeys and merry-go-rounds. Tents were stuck up at all
points. Miserable huts, zinc sheds, and any blessed thing that would
shelter from the sun’s fierce heat and rain, were used as habitations.
There were thousands of people living in the tents and sheds, and
the place literally swarmed with men of all nationalities. Large plots
had been pegged out in the main street, on these were erected
either corrugated iron sheds, or large tents, and here all sorts of
merchandise was sold, cheap enough to suit all purses, but the wet
season was on, and there was no way of getting to Palmer. Parties
of men left every day in the rain and slush to try and reach what
seemed such a land of promise, but many returned saying that it was
no use trying, as the rivers could not be crossed. Hundreds of these
men lived out in the scrub with just a couple of blankets thrown over
some twigs for shelter, no fire being needed except for cooking. All
the scum of Melbourne, Sydney and Brisbane were gathered
together here, thieves, pickpockets, cardsharpers and loafers of
every description. This class had not come to dig for gold with pick
and shovel from mother earth’s bosom, but to dig it out of honest
men’s pockets by robbery and murder, and the robbing of tents in
their owners’ absence was becoming a daily occurrence, for
gathered there were the good, bad, very bad and indifferent.
One day a party of three men returned after having got as far as
the Normanby River. They had been caught between two streams,
and could neither get backward or forward. The patch on which they
were imprisoned was only a few feet above water, and for some time
they were not sure if they would not be swept off and drowned, as
the island was only about one mile long and a quarter of a mile wide.
Whilst they were searching for means to get over to Normanby
they made a gruesome discovery, one by no means uncommon.
There at their feet lying together were five dead bodies. They had
been starved to death, and under the head of each man was a small
leather bag of gold, averaging in weight about six pounds each.
What a terrible irony of fate—shut in between the waters and starved
to death, with over five thousand pounds between them! The bodies
were all shrunken and black, so burying them where they lay, the
party took the gold and divided it. A couple of days afterwards they
were able to swim their horses over the stream and return to
Cookstown.
There were several instances told about this time of miners who
had reached the diggings before the wet season had set in, gathered
a stock of gold, then finding their stores giving out, were forced to
pack up and retrace their steps for a fresh supply. Many, on that
terrible return journey, were struck down by the sun’s intense heat,
and after using their last small stock of food, died a miserable lonely
death by starvation, their treasures of gold powerless to buy them an
ounce of food.
 It was quite a common occurrence for miners travelling up from
Cooktown with plenty of stores and provisions, but no cash, to arrive
on the banks of a swollen river, over which there was no means of
crossing, and to see on the other side of the river a party of men on
their way down to the coast with bags of gold, but with hungry, empty
stomachs. There they were, looking across at each other, one
holding up a bag of flour, and the other shaking his gold purse, each
powerless to help the other. Such was the lot of many of the diggers
at that time, but all the horrors, the suffering and death that took
place in that mad rush for gold, will never be known. ’Tis better so, I
saw men return from the gold fields, with thousands of pounds worth
of gold in their possession, but with frames so emaciated and ruined
with what they had gone through on their return journey, that their
very existence was a burden to them, their horses, dogs, and even
their boots had been eaten to keep them alive. It is a fact that they
have boiled their blucher boots for a whole day, and then added any
weeds they could find to make a broth of, so tenacious of life were
they.
There were hundreds of men idle in Cooktown. They had no
means of buying an outfit, even if the road to Palmer had been
passable, and many of them had no desire to go any further. These
could easily be distinguished from those who really wanted work
during the waiting time, so many there were that anyone who wanted
a man might easily get him for a whole day’s work for a good square
meal. Men would walk about among the tents and whenever they
saw food there they would beg. Many were getting a living by their
wits and knavery, and it was not safe to be about alone after dark,
unless you were well armed and prepared for these light-fingered
gentry. And yet the leading articles in the newspapers at that time
were painting in glowing terms the bustle and activity going on in the
rising city of Cooktown, declaring that any man who could use a
hammer or tools of any description could earn a pound a day.
Feeling a bit disheartened at the grim realities that I had
witnessed, and after knocking about Cooktown for a week, I called
on Captain Brown, and asked him if he was going to take the
“Woolara” back to Newcastle.
 “No,” he replied, “I have sold her, and made a jolly good thing out
of her, too, and I’m going to have a try to get to the Palmer. What are
you going to do?”
“Well, I am undecided at present, there are so many returning
disheartened, and broken down in health, and they give such bad
accounts of the road to be travelled over before you reach the
Palmer, that I don’t care about tackling it alone.”
“Well, look here,” said the captain, “I have done very well by this
venture so far, and I don’t care about returning without having a try
for the diggings, even if I have to return. What do you say to us
joining forces, and trying our luck together. I will buy three horses
from the next squad that returns, and use one for a pack horse.”
I agreed to his plan, and the following day about a dozen
horsemen rode into Cooktown. They had been a month on the road,
several times they had narrowly escaped drowning, while trying to
cross the Normanby river. They had lost nearly the whole of their
provisions, and one of their mates had been seized by an alligator
before their eyes, while they were powerless to help him. Then they
had been obliged to kill two of their horses for food. They willingly
sold us three horses at fifteen pounds each, but strongly advised us
not to try the road for at least two months, or to wait for the end of
the rainy season. But the thought of the gold beyond made us eager
to take our chance. Had we gone back to Newcastle without trying,
our friends would have chaffed us unmercifully.
The next day we began our preparations. We bought a tent, two
small picks, two small spades and one gun. Captain Brown had a
gun and revolver. I had a revolver, and the gun that was bought was
for me, and a good supply of ammunition. As we were going where
money was of no value and food invaluable, and everything
depended on our being able to carry sufficient provisions, we got a
good supply of the best. We had cocoa, extract of beef, preserved
meat, tea and sugar, two hundred pounds of flour—this was divided,
one hundred pounds to the pack horse, and fifty pounds to each of
our horses—two large billy cans, a couple of drinking pots, two
knives, two basins, a tinder box and burning glass. When we were all
packed and ready to start, we looked like a couple of mountebanks
off to a village fair.
 It was a fine morning when we started, but before we had got ten
miles from Cooktown our horses were sinking in the mire. Road
there was none, it was just a track or belt of morass, into which one
sank at times knee deep, and as night came on it rained in torrents,
so we picked out a dry piece of ground, and pitched our tent for the
night. We then hobbled the horses with about ten fathoms of line to
keep them from straying.
We slept well that night, for we were dead tired, and had we been
lying on a feather bed in a good hotel instead of on a piece of ground
that might soon be under water, we should have slept no better. As it
had ceased raining when we awoke we started on our way again
after we had breakfasted, and got along very well until noon. Coming
to a place where there was good grass for the horses we decided not
to go any farther that day, but to let the horses have the benefit of a
good feed.
The following morning we started early, and at noon met a party of
diggers returning from the Palmer. They had been fortunate enough
to get a fair amount of gold they said, but what a terrible condition
they were in, thin and emaciated as skeletons, with barely a rag to
cover them. Three of their party had been lost crossing the Laura
river, and one had died of sunstroke on the road.
“What is it like further ahead, mates?” asked Brown.
“Well, it is only just passable to the Normanby river from here. I
don’t think you will be able to cross it with your packs. We had to
swim it, holding on to the horse’s tails, and then we lost some of our
little stock of food, it was a narrow squeak for us all, horses and men,
but we are here, thank God, safe so far.”
Brown gave them a small tin of beef essence, and a few ship’s
biscuits that he had brought with him. The gratitude of the poor
hungry fellows was pitiful to see, then they offered us some of their
hardly won gold for it, which we promptly refused.
“No, no, mates,” said Brown. “You chaps have earned and suffered
enough for that. Keep it, and take care of it, and may you live to
enjoy it.”
We camped all together that night, after sitting yarning for some
hours, and when we had all eaten a very hearty breakfast we
separated, each party going on its way, like ships that pass in the
night, never to meet again.
Our track that day was very bad, just slush and mire, the horses at
every step sinking up to their knees. We were ready and expected to
meet with hardship on the road, but to realize the suffering to man
and horse dragging themselves along that quagmire is better felt
than described. Every moment we were afraid of them breaking
down, and when about two p.m. we got on a stretch of solid ground,
we pitched our tent, and gave them a good rest. So far we had not
seen a living bird or animal since leaving Cooktown. Had we been
depending on our guns supplying our larder with food we should
have had to go short, fortunately for us we were not.
The next day it was terribly hot, and, to add to our discomfort, we
had several heavy showers, which soon wet us through and through.
When these stopped and the sun came out again our clothes
steamed on us, just as though we were near a fire; this and the
steam arising from the ground made us feel faint and feverish. We
were also pestered with a common little house fly that swarmed
around us and was a perfect nuisance. At sunset we felt we could go
no farther, so pitched our tent on a patch of stony ground close to a
creek, where there was good grass, so we hobbled the horses and
let them graze.
We turned in early, for we were dead tired, and the mosquitoes
were buzzing round in myriads, with their incessant cry of “cousin,
cousin,” when about midnight we were roused by a tremendous row
near us, a peculiar indescribable noise was coming down from the
creek, which we could not account for. We both sprang up and
seized our guns, but the night was pitch dark. What it might be we
did not know, we did not go out, but remained in our tent on the
defensive. Never had either of us heard anything like it; it was as one
often hears, “sufficient to raise the dead.” We began to wonder if we
were surrounded by a mob of the blacks, who were lurking around
us, or was it the spirits of those who had perished on this lone track,
and who were trying to make us return to civilization, but whatever it
was, it was awful and above all the noise could be heard quite
distinctly—a piercing yell of pain, such as no human being or animal
we knew could utter. Thinking to frighten the blacks, if it were indeed
they, we shouted out to each other in different tones and names, to
give them the impression that we were neither alone or unarmed.
When the welcome daylight came we Went in search of the
horses. We could only find two, but on the bank of the creek, not far
from the tent, was the forepart of our third horse. It was bitten off
right under the forelegs, all the rest was gone. There on the ground
and in the soft mud were the signs of a struggle, and the marks of
some big body having been dragged towards the water. Close to the
water were the tracks of a huge alligator, and where it had come out
of and entered the creek, a deep furrow had been turned up by its
tail. This explained the noise in the night, it was the struggle and
death agony of the poor beast, it must have been drinking at the
creek and been seized by the alligator. This was a very serious loss
to us, and made us feel quite disheartened.
We remained where we were until noon. Then crossed the creek
and went on our way—our horses more heavily weighted than before
owing to the loss of the packhorse—and at sundown we pitched our
tent. Our fire was barely lighted to boil the billy for tea, when three
men crawled up to the tent. We were so surprised, that for the
moment we stood still looking at them, for they looked like
scarecrows with their clothes hanging in rags upon them.
“For God’s sake mates, give us something to eat, we are starving,
we have lost everything crossing the Normanby.”
“Aye, aye, lads,” said Brown. “Come up to the fire, and you shall
share our meal. Have you come from the Palmer?”
“No, we could not get there. It is six weeks since we left Cooktown,
and we are trying to get back. Our provisions gave out, and we could
neither go forward or get back, owing to the district being flooded
and impassable. Three days ago the strength of the river eased
down a bit, and we managed to cross by strapping our bits of
clothes, and the little food we had on the horses’ backs, then we got
on their backs and forced them into the water, but the current was so
great that they were borne down the stream, so we slipped off, and
getting hold of the horses’ tails with one hand, we swam with the
other. We managed to cross, but it was a desperate undertaking, and
we were so done up that we were too weak to tie up the horses. We
just lay where we landed and went to sleep. We never saw the
horses again, and have not the slightest idea what has become of
them. And now mates, we are stranded here, without a bite of food,
and unless you can help us here we must die; we can go no farther.
What is it to be?”
“Well, strangers,” said Brown, “my mate here and I were bound for
the Palmer. We have had a tough job of it so far, and we have had
quite enough of it. Hal a good meal, and rest yourselves well, and
we’ll all go back together.”
The poor fellows could hardly find words to thank him. They ate a
hearty meal, and washed it down with a good pot of tea, and very
soon after were in a sound sleep.
Brown and I sat talking far into the night. To tell the truth I was not
sorry he had decided to return, for with one thing and another, I had
begun to ask myself whether the game was worth the candle, and
seemed all at once to have sickened of the roaming about, and felt
that the ups and downs of sea life were luxury in comparison to
hunting for goldfields.
The following day we divided the stores between the two horses,
and prepared to tramp back to Cooktown.
 CHAPTER XXV

We Return to Cooktown

The first day of our return journey we travelled as far as the creek
where we had lost our horse the day before. The poor fellows we
had rescued were completely done up, so Captain Brown
determined to go along slowly, and so give them a chance to pick up
their strength. Their names, they told us, were James Whitefield,
Henry Bagly and Thomas Pain. Whitefield, it seems, had been on
almost every goldfield in the colonies, and had three times been in
possession of twenty thousand pounds worth of gold. According to
his own account, which I afterwards verified, the man had not a
friend in the world, or a relative living. He was utterly indifferent to
worldly possessions, and after returning from the Victorian goldfields
had spent, or squandered, twelve thousand pounds in Melbourne in
three weeks. A woman in Burk Street took his fancy, and he bought
and furnished a house for her that cost him five thousand pounds,
then, after living with her there for ten days, he grew restless and
cleared out to the Charter Tower goldfields. He could neither read
nor write distinctly, because, as he said, he had no use for either.
The other two men were runaway sailors, who had been working
ashore for twelve months at Brisbane before starting for the Palmer.
The following morning we swam the creek after firing our guns and
shouting to scare any alligators that might be about. The creek was
about two hundred feet across, and for about sixty feet from the
south shore the depth was only about four feet, then the bed
suddenly dropped and the current rushed very strongly until the north
shore was reached, and there the landing was very bad as the scrub
came right down to the water. The way we crossed was as follows: A
small line was made fast to the after part of the saddles and
stretched along each horse’s back and a half hitch round its tail. The
horses were then driven into the water, and at once began to swim
across. Captain Brown and Whitefield hung on to the rope of one
horse, and the other two men and I took the other. Before we started
Brown told me to keep next the horse and watch it closely, and to
keep my sheath-knife handy for fear the current might sweep it away.
Brown’s horse led, and we stood to watch it land. When about half
way across Whitefield let go the rope, and with a swift stroke brought
himself alongside the horse on the lower side, then he kept one hand
on the saddle and used the other to propel himself. This eased the
horse somewhat, and he got over fairly easily.
After they had safely landed, Brown called out to me to ease all
weight off the horse. We started, and I swam alongside the horse like
Whitefield had done. The other men held on to the rope with one
hand and swam with the other, and we got along first class until
about fifty feet from the other side, when I felt my feet touch
something, and my heart came into my mouth. The next minute the
horse seemed to be jerked backward, and terrified he began to
plunge, snorting and neighing. Then I heard Whitefield sing out:
“Cut the rope! Cut the rope!”
I drew my knife, and while holding on to the saddle with my left
hand, reached over and cut the rope near the saddle, in my haste
cutting a gash in the horse’s back. At the touch of the knife, and with
the strain from behind relieved, the horse plunged ahead, and in a
minute we landed. I looked round for the other men, but they had
gone under.
“Whatever was the matter, Brown?” I asked.
“Well I don’t know,” he replied. “We saw the fellows go under, and
saw the horse floundering, and Whitefield called out cut the rope,
and if it had not been cut at that moment, the horse would have gone
under, and you, too, I expect.”
“But what do you think took them under?” I persisted. “We were
going along all right at first. Do you think it was an alligator,
Whitefield?”
“Oh, no,” he replied, “if it had been he would have gone for the
horse first. I think there must be a dead tree, or a snag down there,
and they must have struck it and been drawn down in the eddy. They
are dead enough by this time, anyhow.”
“But good heavens, mates, it’s awful,” said Brown, “to think we all
had breakfast together, and now two of us are dead. Were they
friends of yours, Whitefield, you seem to take it pretty coolly if they
were?”
“No,” he replied, “I didn’t know them. We met on the road over the
Normanby river, and beyond their names, I know nothing about
them, except that they had been sailors. They were jolly good mates
—I know that much, anyhow. As to my taking it coolly, well, mates,
my fussing about it would not bring them back, it may be our turn
next, we are not in Cooktown yet. I expect they suffered less in that
last lap of their race in life, than in any other part, and by this time
they’ll have learnt the grand secret.”
“Well, look here,” said Brown, “spread the tent and make some
tea, and I’ll go along the bank and see if there is any sign of their
bodies washing up.”
Whitefield and I soon had the tent spread, and the tea made. The
horses were hobbled, their loads taken off, and they were turned out
to graze. There was not much grass in the place, but a small shrub
that grew in abundance they ate freely of and seemed to enjoy.
Strange to say, although all our stores had been in the water there
was not much damaged. The two small bags of flour I thought would
have been ruined, but they were not. The water had only formed the
flour into a cake on the outside, but the inside was all right.
When the billy was set on to boil I strolled along the bank to meet
Brown, whom I saw was coming back. When I was close to him I
suddenly espied, about twenty yards from the edge of the river, a
bundle tied up with a stick through it, as though it had been carried
over a man’s shoulder. I walked towards it, and Brown, seeing it too,
walked over towards it. He gave it a kick with his foot, and the next
minute was on his knees untying it.
“Some Johnny’s swag,” he said, as he opened the bundle.
The covering was a piece of tent duck, inside it were a pair of
socks, and a wool shirt, both filthy dirty, rolled up inside the shirt was
a piece of canvas, which had apparently been the sleeve of a canvas
jacket. Both ends were tied with a strong grass like flax, and inside
was about eleven pounds of fine gold, that looked just like birdseed.
“Halves, Brown,” I said.
“Oh, no, not halves, mate,” he replied.
I drew my revolver and covered him.
“Why not?” I asked, my temper rising to a white heat at the sight of
the gold.
Brown smiled:
“Put back that revolver,” he said, “you mad-brained young beggar.
What about the other chap shan’t we give him a bit, he needs it just
as much as we do.”
“Oh, yes,” I replied, feeling a bit ashamed, “I agree to that.”
So we shared it out, five pounds each for Brown and me and one
pound for Whitefield. He thanked us, and said he had no claim to any
share, as he was only a stranger, and we were old mates. Who he
was, or what had become of the owner of the swag will never be
known. It was evident he had come from the diggings and had safely
crossed the river. Perhaps he was another of those without food,
who became exhausted, went mad, under the broiling sun, and had
wandered off, or he may only have lain down to sleep and during the
night had been seized by one of the alligators, which were very
numerous in the Normanby at the early stages of the gold rush. The
truth will never be known.
After we had eaten a good feed of damper and tea, we caught the
horses, loaded them up and continued our journey. It was terribly
rough the first few miles. The track was just a spongy quagmire, into
which we and the horses sank knee deep and could hardly pull our
feet out again so great was the suction. And every now and then the
poor beasts would look pitifully at us, as they bravely tried to get
along. However, just at sunset, we found a pitch of dry ground and
rested there for the night.
The following day we got along a little better, but our stores were
getting very low, and the sky began to look very threatening, and the
next morning we were up and off at daylight, but we had only gone a
few miles when the storm burst over us, and the rain came down in
sheets. We spread the tent, but it leaked like a sieve, while the
thunder and lightning was awful. We were soon wet through to the
skin, and everything else we had was in the same condition. We
were afraid to let the horses stray for fear of losing them altogether.
All night the rain came down in torrents, and when daylight came the
whole face of the country was a sheet of water;
“Pack up, lads,” said Whitefield, “we must get away from here
before the floods come down, and then we shall get bogged and that
will be the end of us. I’ve been through that once, and had to shoot
as good a horse as a man need wish for, he was slowly sinking in the
bog. I could not get him out, and the pitiful look in his eyes as he
sank deeper and deeper was more than I could stand, so I just
ended his misery by putting a bullet in his brain, so let’s get on while
we can.”
We managed to make a pot of tea, for we had very little else by
now, and started off again, but what a journey! Every hole and hollow
was full of water, and first one animal and then the other would
stumble into them, both man and beast, I think, had the roughest
time of their life that day, for at the best of it we were nearly up to our
knees, and sometimes a good bit above them. At sundown Brown
wanted to camp, but Whitefield urged us to push ahead until we
reached more solid ground. After a few miles of this quagmire, which
seemed to get worse, and when it was near midnight, we came up to
some bushes or scrub; we found the ground was a little higher and,
though still wet and sloppy, we felt we could go no further, so here
we camped for a few hours’ rest.
At daylight we found, to our surprise, that we were near a camp of
men making for the Palmer. There were quite twenty of them, and
they seemed to be well supplied with stores and horses, in fact, they
looked the most likely and best equipped party that I ever saw on the
way to the goldfields. They had two light-built carts, made specially
for that purpose. These carts were four-wheeled, of light, tough
material, the seams were well puttied and painted and over all the
outside was a cover of strong painted canvas, with two cane wood
runners underneath. When crossing the rivers, the horses were
taken out of the shafts, and the harness was put into the cart with the
stores, the horses would then swim over to the other side, taking the
end of a long line with them. On landing, the other end of the line
was made fast to the cart, and the horses who were on the river
bank easily pulled it across, thus keeping the stores dry. It was a
capital idea and had been well thought out, and would answer its
purpose well. They also had with them a powerful dog of the
Newfoundland breed that had been trained to swim across the
creeks and rivers with a light rope. The party were prepared for any
emergency that might offer itself, and their outfit must have cost a
good sum of money. When Whitefield saw them he offered to go and
assist them for his food, until they arrived at the diggings. Such was
the fascination that the goldfields held for this man. The party readily
accepted the offer of his services, and he joined them at once.
After watching the party start off, we also continued our journey,
and arrived in Cooktown twenty-four hours later. Many were the
enquiries made of us as to the state of the roads and prospects of
reaching the Palmer. There were still hundreds of men waiting in
idleness at Cooktown for the rainy season to pass. The place
seemed worse than when we left it, for wherever you turned there
were the loafers hanging round in scores. Brown was able to dispose
of his horses and tent for forty pounds, clearing ten pounds by the
deal, for horses were scarce and dear, and he might have got more if
he had stood out for it. We sold our gold to the bank and received
from them cash and notes to the value of two hundred and ten
pounds each. Then we put up at a second class restaurant and that
day I posted a money order, value one hundred and fifty pounds, to a
friend in Sydney, to bank for me until I came back, and in the event
of my death it was to be sent to my mother in Liverpool, and Captain
Brown posted a draft to his wife at Newcastle, New South Wales. It
was not safe by any means to have it known about the town that you
had any money on you, especially after dark, as there were plenty of
men in Cooktown at that time who would have cut your throat for
half-a-crown, and think themselves well off to get that much.
 CHAPTER XXVI

A Trip to the Cannibal Islands and Captain

Brown’s Story

We stayed together in Cooktown for a couple of weeks, and then

Captain Brown was offered the command of a small vessel trading
between Cooktown, Townsville, and the Solomon Islands, sometimes
calling at Port Moresby, New Guinea. He at once offered me the
berth of mate in her, and I gladly accepted, as it was quite a new part
of the world to me, and just what I wanted. The “Pelew” was a smart
little schooner of a hundred and fifty tons, could sail like a water
witch, and was a right staunch little craft. We shipped three deck
hands, one a young Danish seaman, who had cleared out from an
English ship at Brisbane, and two Kanakas. The Dane was a smart,
active young fellow, his only drawback being that he could not speak
a word of English, but it was evident he would soon learn. The
Kanakas were two splendid types of the Solomon Islanders, they
were sharp, intelligent men and could speak “pigeon” English. In
their younger days they had been slaves on a Queensland sugar
plantation, but for the last two years they had been on one of the
missionary schooners cruising among the Pacific Islands. They took
life very merrily, and were always laughing, no matter what had to be
done—they got some fun out of it. Work was no trouble to them, and
when there was no work going on they would wrestle with each
other, tumbling each other about until the perspiration rolled off them,
but they never lost their tempers over it, but would finish up with a
hearty laugh. Sometimes they would get the young Danish sailor to
wrestle with them, but they could do just what they liked with him, he
was muscular and strong, but they were slippery as eels, and twisted
and twirled as though there was not a bone in their bodies, and
always slipped out of his fingers before he could get a grip on them.
It was great fun to Captain Brown and me to see the Kanakas,
Tombaa and Panape, trying to teach Neilson, the Dane, to speak
English, and Neilson trying to teach them Danish. That seemed the
only thing they could not get any fun out of. At last Panape gave it
up, and would not have it at any price.
“That no tam good,” said he, shaking his head. “Good fellow white
man—speak Englis’—no that allee samee you. You no takee allee
same good fellow captain—good fellow, mate?”
“No,” said Neilson in English.
“You no tam good, then,” said the Kanaka. “All good fellow speak
Englis’. Me good fellow—me speak Englis’. Tombaa, he good fellow
man, too—he speak allee samee missiony man, he teach us to say
prayer to ‘Big Fellow Master’ (God), prayer belong sleep, prayer
belong get up. Tombaa you speak white fellow commandments.”
I drew nearer to them, anxious to hear a Kanaka’s version of the
ten commandments. Tombaa stood up, and throwing his chest out
like a proud turkey cock, he delivered the following version:—
The Ten Commandments in Kanaka.
I. Man take one fellow God, no more.
II. Man like him God first time, everything else behind.
III. Man no swear.
IV. Man keep Sunday good fellow day, belong big fellow
Master.
V. Man be good fellow longa father, mother belonga him.
VI. Man no kill.
VII. Man no take him mary belonga ’nother fellow man.
VIII. Man no steal.
IX. Man no tell him lie ’bout ’nother fellow man.
X. ’Supose man see good fellow something belonga
’nother fellow man, he no want him all the time.
 I was much amused at their interpretation, what it lacked in length
was made up by the clear definition of the meaning of the ten
commandments, and these two lived up to it.
We left Cooktown with a general assortment of cargo for
Townsville, and a few deck passengers. The wind being fair and the
weather fine, we made the passage in fifty-four hours, anchoring
inside Magnetic Island. Our cargo and passengers were soon
landed, and the schooner loaded for Port Moresby, New Guinea. The
cargo consisted of cloth, prints, calicoes, ribbons of all sorts and
colours, tobacco (horrid stuff), spirits, axes and various joinery tools,
etc., and some agricultural implements. We also had four
passengers—German officials—going to the German settlement,
north-east New Guinea.
We left the port at sunrise. The weather was fine, one of those
lovely tropical days when the sky blends its prismatic hues and the
easterly breeze, as it whistles through the shrouds, brings new life
and energy into one’s veins. The sea all around was covered with
silver-crested waves and as the little “Pelew” cut her way through the
sparkling waters she sent them like showers of jewels along her
painted sides. What a joy it was to me to be once more on the
ocean, to feel once more the motion of the vessel beneath my feet,
and to quaff the salt breeze that was like the wine of life. We had a
delightful passage, but owing to the numerous reefs and shoals we
were kept constantly on the lookout. These seas require the most
careful navigation, and I was surprised to find that Captain Brown
seemed quite at his ease among the reefs, although, when I
mentioned this and asked him about his life in these regions, I could
never get any very definite answers from him. However by putting
two and two together, from his chance remarks, I came to the
conclusion that he had been what is known as a “blackbird catcher,”
an “island scourger,” a “dealer in living ebony,” or a “sandlewood
thief.”
We made the passage to Port Moresby in five days. As soon as
we anchored in the bay three native crafts came off for our cargo, the
agent who was in the first boat seemed half a savage himself, and
had a most repulsive face. Captain Brown gave orders that no one
was to leave the ship on any pretext whatever, except the German
passengers, and they did not seem to like the job either, but that was
what they had come out for. No natives were allowed to come on
board. Their appearance was not very inviting, they were quite
naked, with the exception of a strip of pounded bark or cocoanut
fibre round their waist, their woolly heads were decked with shells
and tufts of grass, while round their necks each had a necklace of
shark’s teeth. Though fine, well-built, powerful looking fellows, their
features were not what we should call handsome, as their foreheads
are low and retreating, the face broad, the cheek-bones prominent,
the nose flat and the lips thick. We heard that there was an English
missionary living amongst them and doing a good work.
After delivering what goods we had for the store-keeper, we
received orders to proceed to Gaurdalcana in the Solomon Islands,
and deliver the balance to the store-keeper there.
Captain Brown then told me that the natives of the Solomon
Islands were cannibals, “so you had better be careful while we are
amongst these islands, and,” he continued, with a sly twinkle in his
eyes “you have to be very cautious in dealing with them, for they are
very partial to roast sailor. I had a terrible experience on one of the
islands some years ago. I was in a smart little brig, cruising among
the Islands. We were out on a blackbird (native) catching expedition.
We sailed into the bay at the south-east point of San-Christobal. The
brig ‘Carl’ of blackbird notoriety, had been there a few times, and
after getting a number of the natives on board to trade as they
thought, they had been invited into the saloon, and their eyes were
dazzled by the beads and toys and other things spread on the table.
Unsuspecting of any treachery they stayed until the gentle rolling of
the vessel caused them to ask with some surprise what it meant, by
this time the ship was well under way, and fast leaving San-
Christobal behind them. They tried to rush on deck, but found
themselves covered with the rifles of some of the ship’s crew, they
were soon overpowered and made prisoners and put into the hold
with others who had been lured to the vessel by the same device—
all to be sold as slaves to the North Queensland planters—but we
were not aware of this at the time.
“Well, as we drew up towards the head of the bay we suddenly
grounded on a reef, and while we were rushing about backing and
filling the sails, the natives swam off in hundreds and boarded the
vessel on all sides. We let go the ropes and seized whatever we
could lay our hands on to defend ourselves, but in a minute three of
our men were beaten to death with clubs. The captain was aft by the
wheel, and as soon as I saw the natives climbing over the rail I drew
my knife and sprang aft near him, and together we fought like
demons. But the copper-coloured fiends thronged round us, and one
big fellow at last got a blow in with a club that laid the captain
senseless on the deck. But his triumph was short, and mine too, for I
ripped him open with my knife, and the next minute was knocked
senseless on the deck myself. When I came to, I was on the floor of
a hut on shore, trussed like a fowl, with my arms and legs bent
behind me and lashed together. I struggled and twisted to get my
hands free, but it was no use, I could not do it. I raved and shouted
for some one to come and put me out of my misery. At last, as if in
answer to my cry, one of the women came and looked in, and seeing
me struggling, she picked up a club, and smashed me on the head
with it, and again I became senseless. The next thing I remembered
was being rolled over and over and my flesh being pinched by two or
three natives. After jabbering among themselves for a few minutes
they left me, and directly afterwards I heard the captain’s voice
shouting not far off, and a lot of jabber among the natives. I could not
see what was going on, but I knew that they were taking the poor
fellow to kill and roast him. I tore at my bonds, until the lashings cut
into the flesh. Suddenly a horrible yell burst on my ears, and I knew it
was the captain’s death cry. I shook like a leaf, and the perspiration
rolled off me like raindrops. I was on the rack with torture, knowing
full well what was before me, and that at any minute my turn might
come. I swooned away with horror at the thought, to be brought to
later by a burning stick being thrust into my face. I saw four of the
devils were in the hut, and a whole crowd outside. They put a small
spar through my arms, and two of them lifted me up between them,
like a Chinaman carrying a load. As they carried me along towards a
large fire in the middle of a clearing, near a large hut, like a meeting
house, my stomach and face were scraping the ground, and, oh!
God, what a terrible sight met my eyes. There just in front of me was
the roasting body of the poor skipper. He had been a bad devil in his
time and many an islander had suffered at his hands, but they had
got their revenge on him for it.
“The head man or chief now spoke to a big powerful savage, and
the latter approaching me with a large knife, was about to plunge it
into me to rip me open, when the head man, who was jumping about
before me, suddenly fell forward on his face and lay still. The others
looked on and shouted. Then some of the elder ones, seeing there
was something wrong, walked up to the prostrate chief, and touched
him. Finding he did not move, they turned him over, but he was
dead. I thought they would fall on me at once when they realized
this, but they only set up a great wail and beat their breasts with their
hands. Then two of the old men spoke up, and all was quiet. After
they had done speaking several of the men came to me, and I
thought my last moment had come, but, to my surprise, they gently
untied my hands and feet. For a few minutes I was unable to stand,
but as soon as I could, one of the old men picked up the spear and
club of the dead chief, placed them in my hands, and pointed to the
hills. I was not long in taking advantage of my freedom, and made
tracks at once. I could hardly believe that I was free, and expected
every minute to hear them coming after me.
“Why I had been spared was a mystery to me then, but I
afterwards learned that they released me through some superstitious
fear, and a belief that the spirit of their dead chief had entered into
me, had I been so minded they would have made me chief of the
tribe; this they tried to make me understand when the old man
placed in my hands the spear and club belonging to the dead chief. It
would have made no difference to me had I known, all I wanted was
to put as many miles as possible between the cursed place and
myself.
“I remained in hiding for a couple of days up among the hills, and,
strange to say, I never saw a single native come near to the place
where I was. Another thing I noticed in my wanderings was the
absence of children. I don’t remember seeing a single youngster. As
a rule there are plenty of them knocking about on most of these
islands, so I came to the conclusion that this was an island where it
is the custom for nearly all the children of both sexes to be killed by
their parents, perhaps eaten, too. I lived on bananas, cocoanuts, and