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complex systems group Information theory for complex systems Kristian Lindgren Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata 2: Pattern formation 3: Spinn systems and Baker’s map

Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

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Page 1: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Information theory for complex systems

Kristian LindgrenComplex systems group, Department of Energy and EnvironmentChalmers University of Technology, Gothenburg, Sweden

1: Cellular automata 2: Pattern formation 3: Spinn systems and Baker’s map

Page 2: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Cellular automata and information

• 1-dimensional CA• Elementary CA rules

- Binary state (0 or 1, ”white” or ”black”)

- Nearest neighbour interaction

- CA state: bi-infinite sequence (... 0 1 1 1 0 0 1 1 ...)

• Dynamics given by deterministic local rule, updating all cells in parallel

Page 3: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Rule table

• Example: Rule 110

111 110 101 100 011 010 001 000

0 1 1 0 1 1 1 0

(01101110)2=110

Page 4: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Rule table

• Example: Rule 110

111 110 101 100 011 010 001 000

0 1 1 0 1 1 1 0

(01101110)8=110

Page 5: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

CA classes

Four classes of dynamics:(I) Towards homogenous

fixed point.(II) Towards inhomogenous

fixed point, shift, and/or periodic behavior.

(III) Irregular behavior – ”chaotic”

(IV) In between (II) and (III); long transients, ”complex”.

Page 6: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Class III example: R22

”Chaotic”

Page 7: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Difference pattern

A single cell state at the centered is changed, and the difference pattern illustrates how the disturbance is spread.

Page 8: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Class IV example: R110

Computationally universal

Page 9: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Information characteristics?

Page 10: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Information in a symbol sequence

. . . 0 1 0 0 1 0 1 1 0 1 ?

Basic information

Statistics of the sequence give probabilities...

With probability p of the event, this is generalized to

Page 11: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Information in a symbol sequence

. . . 0 1 0 0 1 0 1 1 0 1 ?

Probability of xm given x1, x2, ..., xm–1

Information gained when observing a symbol — local information

Page 12: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Symmetric local information

Use probabilities that depend on either m–1 symbols to the left or to the right, pL or pR,

Local symmetric information combines ”left” and ”right”

? 1 0 1 1 1 0 0 0 0 1 0 . . .. . . 0 1 0 0 1 0 1 1 0 1 ?

Page 13: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• ”Local” information I applied to pattern of R110 (row-by-row)

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

Page 14: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

m = 1

2 3 4 50 1 (bits)

Page 15: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 2

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 16: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 3

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 17: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 4

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 18: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 5

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 19: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 6

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 20: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

m = 7

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 21: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R110 (row-by-row)

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

m = 8

2 3 4 50 1 (bits)

Page 22: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to space-time pattern of R18 (row-by-row)

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

Page 23: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 1

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 24: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 2

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 25: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 3

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 26: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 4

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 27: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 5

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 28: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 6

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 29: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 7

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 30: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R18 (row-by-row)

m = 8

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 4 50 1 (bits)

Page 31: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Average of the information quantity

• Average of the information quantity (here the ”Left” one):

• Two interpretations...

Page 32: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Entropy

For a probability distribution P = {p(k)}k=1,...,n

quantifies

- the expected gain of information, or

- the lack of information — uncertainty about the state

Page 33: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Entropy of a stochastic process

• The entropy per symbol, s, is the average uncertainty about the next symbol xm given the previously read ones x1...xm–1 in the limit of infinite m

• The entropy s quantifies the degree of ”randomness” of the sequence.

Page 34: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Change of entropy in CA time evolution

• How does the entropy s change from one time step to the next in a CA?

In general, for deterministic rules, as entropy characterizes ”randomness”, entropy cannot increase,

Page 35: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Relative information

• How does the information about the next symbol change when we extend the number of preceding symbols step-by-step?

• Correlation information

Page 36: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Relative information

• Relative information or Kullback-Liebler information — quantifies how much information is gained when one distribution P0={p0(k)} is replaced by a new one P= {p(k)},

Page 37: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Density information

• Without looking at preceding symbols, how does the information about the next symbol change when we learn the frequencies?

• Density information

Page 38: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Decomposition of information

• The total information of 1 bit per cell can be decomposed into the entropy s and the redundant information kcorr,

• and the redundant information further into density information k1 and correlation information km (m=2, 3, ...)

Page 39: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Information characteristics of CA time evolution

• Example: rule R110

10 20 30 40 50 60 70 80 90 100

0.05

0.1

0.15

0.2

0.25

0.3

Correlation information

km

k1 k2 k3 k4 k5 k6 k7 k8

Page 40: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

• ”Local” information I applied to pattern of R60 (row-by-row)

Page 41: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 1

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 42: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 2

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 43: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 3

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 44: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 4

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 45: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 5

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 46: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 6

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 47: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 7

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 48: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 8

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 49: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• Applied to pattern of R60 (row-by-row)

m = 12

1 50 100 150 200

1

50

100

150

200

1 50 100 150 2001

50

100

150

200

2 3 40 1 (bits)

Page 50: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• R60 up to t = 21.

1 50 100 150 200

15101521

1 50 100 150 200

15101521

Page 51: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• R60 up to length 15 blocks

1 50 100 150 200

15101521

1 50 100 150 200

15101521

m = 1

Page 52: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• R60 up to length 15 blocks

1 50 100 150 200

15101521

1 50 100 150 200

15101521

m = 8

Page 53: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• R60 up to length 15 blocks

1 50 100 150 200

15101521

1 50 100 150 200

15101521

m = 12

Page 54: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Regularity filter

• R60 up to length 15 blocks

1 50 100 150 200

15101521

1 50 100 150 200

15101521

m = 15

Page 55: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Analytic solution

0 50 100 150 200

0

50

100

150

200

2500 50 100 150 200

0

50

100

150

200

250

Space-time diagram for rule R60 Local information, infinite m limit

Page 56: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

”Additive” CA rule R60The rule that adds two neighbouring states mod 2 (XOR operation) has a certain degree of reversibility.

An additive CA has a finite number of preimages to any state, and they define a class of ”almost reversible” CA. For these CA one can show that entropy is conserved in time,

This means that if one starts with a completely random state (with maximum entropy s = 1), the state at any time will also be completely random.

!

" x i = f (xi#1,xi) = xi#1 + xi (mod 2)

Page 57: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

”Additive” CA rule R60

Slightly ordered initial state: low density of 1’s, p(1) = 0.1, results in

2 4 8 16 32 64

0.1

0.2

0.3

0.4

0.5

Correlation information

Page 58: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

”Additive” CA rule R60 with noise

Noise added to the CA rule: with probability q a cell state is flipped (here q = 0.005). The noise destroys all long-range correlations.

The noise serves as an inflow of random information which leads to a steady increase in entropy until the state is completely random (s(t) = 1),

1 2 4 8 16 32 64

0.1

0.2

0.3

0.4

0.5

Correlation information

Page 59: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Complexity quantities

• How to quantify ”complexity” in a symbol sequence?

• Entropy?

• How correlation information is distributed?

• How much information is there in the preceding symbols about the ones not yet read?

Page 60: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Effective measure complexity or Excess entropy

• Information in the past ( ) about the future ( ), expressed by the relative information,

• The distribution of correlation information over block lengths,

Page 61: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Excess entropy for rule R60

Assume an initial state (at t = 0) without correlations

• If s = 1 (maximum; equal densities of 0’s and 1’), then km = 0 all m ≥ 2 and

• If s < 1 (unequal densities of 0’s and 1’), then

Page 62: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

Excess entropy for R60

s = 1 s < 1

Page 63: Information theory for complex systems€¦ · Complex systems group, Department of Energy and Environment Chalmers University of Technology, Gothenburg, Sweden 1: Cellular automata

complex systems group

More information...

• Lecture notes (draft) available on course web site:

http://studycas.com/node/114

(Several papers can be provided on request.)