nonlinear dynamics and bifurcation analysis in two models

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logo Nonlinear Dynamics and Bifurcation Analysis in Two Models of Sustainable Development Fabiola Angulo, Gerard Olivar, Gustavo A. Osorio and Luz S. Vel´ asquez IDEA - CeiBA Complexity Universidad Nacional de Colombia, Sede Manizales Terrassa November 2009 IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis

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Page 1: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Nonlinear Dynamics and Bifurcation Analysisin Two Models of Sustainable Development

Fabiola Angulo, Gerard Olivar, Gustavo A. Osorio andLuz S. Velasquez

IDEA - CeiBA ComplexityUniversidad Nacional de Colombia, Sede Manizales

TerrassaNovember 2009

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 1 /31

Page 2: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 2 /31

Page 3: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 2 /31

Page 4: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 2 /31

Page 5: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 2 /31

Page 6: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 2 /31

Page 7: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

The team working in this project

Gerard OlivarFabiola Angulo

Gustavo A. OsorioLuz S. Vel asquez

IDEA and CeiBA ComplexityUniversidad Nacional de Colombia

Sede Manizales (Colombia)

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 3 /31

Page 8: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 4 /31

Page 9: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Objectives of this project

We pretend a new development modeling with the followingproperties

Better scenarios forecast

Possibilities for control actions (sustainability actions)

Institutional planning

Link with the actual system (IDEA Manizales)

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 5 /31

Page 10: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 6 /31

Page 11: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Manizales city

Manizales city

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 7 /31

Page 12: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

General Map

Scheme of the general map

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 8 /31

Page 13: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Manizales bio-region

Manizales bio-region map

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 9 /31

Page 14: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Manizales bio-region

Scheme of the bio-region

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 10 /31

Page 15: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Manizales bio-neighborhoods

Manizales bio-neighborhood map

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 11 /31

Page 16: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Modeling

Our modeling system includes

A State-Space Complex Network (with dynamics)

An Indicators System based on the Network

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 12 /31

Page 17: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Complex Network (with dynamics)

Nodes are associated to space locations (bio-cities,bio-neighborhoods)

Links are mainly based on traffic roads

At each node, we have a basic ODE system (parameters arenode-dependent), and the links couple some variables of eachnode pair.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 13 /31

Page 18: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 14 /31

Page 19: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Natural resources

We begin considering that the region economy is based on theexploitation of two natural resources

An inexhaustible resource: land (coffee, for example)

An exhaustible renewable resource: forest S (to producewood)

Then the productions are

Coffee: λLδc , (λ is the land fertility)

Wood: αSLm (α is a technology parameter)

We can think that each personal income comes from coffee andwood. Let β be the percentage of the income on wood.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 15 /31

Page 20: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Natural resources

The change in the stock in the forest S, is the natural growthminus the harvest. We assume that the forest has a maximumcarrying capacity k1, and that below some threshold k2, theforest is not able to regenerate. Thus

S = (ρ(S/k1 − 1)(1− S/k2)− αβL)S

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 16 /31

Page 21: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Population

With regards to the population L, we assume that there isgrowth only if the production level (coffee and wood) is abovean average threshold σ. Some algebra leads to the followingequation

L = γ(λ(1− β)δLδ−1 + φαβS − σ)L

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 17 /31

Page 22: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

NR-P System

Thus we have the basic system

S = (ρ(S/k1 − 1)(1− S/k2)− αβL)S

L = γ(λ(1− β)δLδ−1 + φαβS − σ)L

where L is the population and S is the exhaustible resource(forest). We have the trivial equilibrium points:

L = 0 S = 0

L = 0 S = k1

L = 0 S = k2

L = (λ(1−β)δ

σ )1

1−δ S = 0

plus another two nontrivial equilibrium points.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 18 /31

Page 23: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

NR-P System

Generic bifurcation diagram for the nontrivial equilibrium points:

label = H x = (5018, 2847, 0,000105)

First Lyapunov coefficient = −5,055880

label = LP x = (3555, 2144, 0,000112)

a = −1,641549e − 006

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 19 /31

Page 24: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 20 /31

Page 25: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Development system (5-dimensional)

S = (ρ(S/k1 − 1)(1− S/k2)− αβL)S

L = γ(λ(1− β)δLδ−1 + φαβS − σ)L

α = kLαLδ2(L− Lmin

L2min + (L− Lmin)2

)

λ = λ(ka(α0 − α)− kbLδ3)

σ = (r1(S − S2) + r2(λ− λ2))(r3α + r4σ)− r5L

where S is the renewable (exhaustible) resource, L is thepopulation, α is a variable of technological development, λ is avariable of environmental quality and σ is a variable ofeconomical wellfare.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 21 /31

Page 26: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Basic analysis

First analysis shows that depending on the parameters,there can be up to 12 equilibrium points, and sometimes,there are manifolds of equilibriums.

Thus even at the node level there can be some sort ofcomplexity.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 22 /31

Page 27: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Development system

Several models for α, λ and σ have been tried, but there issome robustness to the specific model, since we obtaingenerically the following diagrams in the state space:

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 23 /31

Page 28: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Development system

The following interesting result has been obtained as one of thepatterns leading to forest exhaustion:

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 24 /31

Page 29: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Development system

The following interesting result has been obtained as one of thepatterns leading to forest exhaustion:

Phase 1: Population growth and partial forest deterioration.

Phase 2: First (small) oscillations of forest and population.

Phase 3: Convergence to a seemingly equilibrium point.

Phase 4: Second (big) oscillations of forest and population.

Phase 5: Final forest deterioration (to exhaustion).

This pattern depends strongly on small variation of the initialconditions.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 25 /31

Page 30: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Development system

Even more interesting, the oscillations occur in a relative smalltime period. Thus, if any control action is going to be applied, itmust be done very fast, when the oscillations are initiallydetected. If they are detected or aplied too late, the forestprobably will be exhausted.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 26 /31

Page 31: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 27 /31

Page 32: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Conclusions

Even with simple models, bifurcation analysis is able toshow non-trivial dynamics, which cannot be predicted withlinear systems.

With the variation of some parameters, the system displaysvery different dynamics after bifurcation values.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 28 /31

Page 33: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

References and links

Center of Excellence of Basic and Applied InterdisciplinaryStudies on Complexity

CeiBA Complexity http://www.ceiba.org.coCeiBA Complexity (wikispace) http://ceiba.wikispaces.comGlobal System Dynamics & Policies Networkhttp://www.globalsystemdynamics.eu

Simone D’Alessandro.

Non-linear dynamics of population and natural resources: The emergence of different patterns ofdevelopment.Ecological Economics, Vol. 62, pp. 473 - 481, 2007.

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 29 /31

Page 34: Nonlinear Dynamics and Bifurcation Analysis in Two Models

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BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents of this talk

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 30 /31

Page 35: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents of this talk

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 30 /31

Page 36: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents of this talk

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 30 /31

Page 37: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents of this talk

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 30 /31

Page 38: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Contents of this talk

1 Background

2 Modeling Development with Complex Networks

3 A (very) Simple Model of Sustainable Development

4 A (not so) Simple Model of Sustainable Development

5 Conclusions

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 30 /31

Page 39: Nonlinear Dynamics and Bifurcation Analysis in Two Models

logo

BackgroundModeling Development with Complex Networks

A (very) Simple Model of Sustainable DevelopmentA (not so) Simple Model of Sustainable Development

Conclusions

Nonlinear Dynamics and Bifurcation Analysisin Two Models of Sustainable Development

Fabiola Angulo, Gerard Olivar, Gustavo A. Osorio andLuz S. Velasquez

IDEA - CeiBA ComplexityUniversidad Nacional de Colombia, Sede Manizales

TerrassaNovember 2009

IDEA - CeiBA Complexity Nonlinear Dynamics and Bifurcation Analysis 31 /31