A Modeler, Author at MetaSD

Market Growth

John Morecroft’s implementation of Jay Forrester’s Market Growth model, replicated by an MIT colleague whose name is lost to the mists of time, from:

Morecroft, J. D. W. (1983). System Dynamics: Portraying Bounded Rationality. Omega, 11(2), 131-142.

This paper examines the linkages between system dynamics and the Carnegie school in their treatment of human decision making. It is argued that the structure of system dynamics models implicitly assumes bounded rationality in decision making and that recognition of this assumption would aid system dynamicists in model construction and in communication to other social science disciplines. The paper begins by examining Simon’s “Principle of Bounded Rationality” which draws attention to the cognitive limitations on the information gathering and processing powers of human decision makers. Forrester’s “Market Growth Model” is used to illustrate the central theme that system dynamics models are portrayals of bounded rationality. Close examination of the model formulation reveals decision functions involving simple rules of thumb and limited information content. …

Continue reading “Market Growth”

Oscillation from a purely positive loop

Replicated by Mohammad Mojtahedzadeh from Alan Graham’s thesis, or created anew with the same inspiration. He created these models in the course of his thesis work on structural analysis through pathway participation matrices.

Alan Graham, 1977. Principles on the Relationship Between Structure and Behavior of Dynamic Systems. MIT Thesis. Page 76+

These models are pure positive feedback loops that don’t exhibit exponential growth (under the right initial conditions). See my blog post for a discussion of the details.

These are generic models, and therefore don’t have units. All should run with Vensim PLE, except the generic gain matrix version which uses arrays and therefore requires an advanced version or the Model Reader.

The original 4th order model, replicated from Alan’s thesis: PurePosOscill4.vpm – note that this includes a .cin file with an alternate stable initialization.

My slightly modified version, permitting initialization with different gains at each level: PurePosOscill4alt.vpm

Loops of different orders: 3.vpm 6.vpm 8.vpm 12.vpm (I haven’t spent much time with these. It appears that the high-order versions transition to growth rather quickly – my guess is that this is an artifact of numerical precision, i.e. any tiny imprecision in the initialization introduces a bit of the growth eigenvector, which quickly swamps the oscillatory signal. It would be interesting to try these in double precision Vensim to see if I’m right.)

Stable initializations: 2stab.vpm 12stab.vpm

A generic version, representing a system as a generic gain matrix, so you can use it to explore any linear unforced variant: Generic.vpm

Bifurcating Salmon

A nifty paper on nonlinear dynamics of salmon populations caught my eye on ArXiv.org today. The math is straightforward and elegant, so I replicated the model in Vensim.

A three-species model explaining cyclic dominance of pacific salmon

Authors: Christian Guill, Barbara Drossel, Wolfram Just, Eddy Carmack

Abstract: The four-year oscillations of the number of spawning sockeye salmon (Oncorhynchus nerka) that return to their native stream within the Fraser River basin in Canada are a striking example of population oscillations. The period of the oscillation corresponds to the dominant generation time of these fish. Various – not fully convincing – explanations for these oscillations have been proposed, including stochastic influences, depensatory fishing, or genetic effects. Here, we show that the oscillations can be explained as a stable dynamical attractor of the population dynamics, resulting from a strong resonance near a Neimark Sacker bifurcation. This explains not only the long-term persistence of these oscillations, but also reproduces correctly the empirical sequence of salmon abundance within one period of the oscillations. Furthermore, it explains the observation that these oscillations occur only in sockeye stocks originating from large oligotrophic lakes, and that they are usually not observed in salmon species that have a longer generation time.

The paper does a nice job of connecting behavior to structure, and of relating the emergence of oscillations to eigenvalues in the linearized system.

Units balance, though I had to add a couple implicit scale factors to do so.

The general results are qualitatitively replicable. I haven’t tried to precisely reproduce the authors’ bifurcation diagram and other experiments, in part because I couldn’t find a precise specification of numerical methods used (time step, integration method), so I wouldn’t expect to succeed.

Unlike most SD models, this is a hybrid discrete-continuous system. Salmon, predator and zooplankton populations evolve continuously during a growing season, but with discrete transitions between seasons.

The model uses SAMPLE IF TRUE, so you need an advanced version of Vensim to run it, or the free Model Reader. (It should be possible to replace the SAMPLE IF TRUE if an enterprising person wanted a PLE version). It would also be a good candidate for an application of SHIFT IF TRUE if someone wanted to experiment with the cohort age structure.

sockeye.vmf

For a more policy-oriented take on salmon, check out Andy Ford’s work on smolt migration.

DICE

This is a replication of William Nordhaus’ original DICE model, as described in Managing the Global Commons and a 1992 Science article and Cowles Foundation working paper that preceded it.

There are many good things about this model, but also some bad. If you are thinking of using it as a platform for expansion, read my dissertation first.

Units balance.

I provide several versions:

Model with simple heuristics replacing the time-vector decisions in the original; runs in Vensim PLE
- DICE-heur-7-PLE.mdl – just the model
- DICE-heur-7-PLE.vpm – package including ancillary files
Full model, with decisions implemented as vectors of points over time; requires Vensim Pro or DSS
- DICE-vec-6.mdl
- DICE-vec-6.vpm
Same as #2, but with VECTOR LOOKUP replaced with VECTOR ELM MAP; supports earlier versions of Pro or DSS
- DICE-vec-6-elm.mdl (you’ll also want a copy of DICE-vec-6.vpm above, so that you can extract the supporting optimization control files)

Note that there may be minor variances from the published versions, e.g. that transversality coefficients for the state variables (i.e. terminal values of the states for optimization) are not included. The optimizations use fewer time decision points than the original GAMS equivalents. These do not have any significant effect on the outcome.

Java Vensim helper

MIT’s Climate Collaboratorium has posted java code that it used to wrap C-LEARN as a web service using the multicontext .dll. If you’re doing something similar, you may find the code useful, particularly the VensimHelper class. The liberal MIT license applies. However, be aware that you’ll need a license for the Vensim multicontext .dll to go with it.

Cumulative Normal Distribution

Vensim doesn’t have a function for the cumulative normal distribution, but it’s easy to implement via a macro. I used to use a polynomial cited in Numerical Recipes (error function, Ch. 6.2):

:MACRO: NCDF(x)

NCDF = 1-Complementary Normal CDF

~	dmnl

~		|

Complementary Normal CDF=
ERFCy/2
~	dmnl
~		|

ERFCy = IF THEN ELSE(y>=0,ans,2-ans)
~	dmnl
~	http://www.library.cornell.edu/nr/bookcpdf/c6-2.pdf
|

y = x/sqrt(2)
~	dmnl
~		|

ans=t*exp(-z*z-1.26551+t*(1.00002+t*(0.374092+t*(0.0967842+
t*(-0.186288+t*(0.278868+t*(-1.1352+t*(1.48852+
t*(-0.822152+t*0.170873)))))))))
~	dmnl
~		|

t=1/(1+0.5*z)
~	dmnl
~		|

z = ABS(y)
~	dmnl
~		|

:END OF MACRO:

I recently discovered a better approximation here, from algorithm 26.2.17 in Abromowitz and Stegun, Handbook of Mathematical Functions:

:MACRO: NCDF2(x)

NCDF2 =  IF THEN ELSE(x >= 0,

(1 - c * exp( -x * x / 2 ) * t *

( t *( t * ( t * ( t * b5 + b4 ) + b3 ) + b2 ) + b1 )),  ( c * exp( -x * x / 2 ) * t *

( t *( t * ( t * ( t * b5 + b4 ) + b3 ) + b2 ) + b1 ))

~     dmnl

~     From http://www.sitmo.com/doc/Calculating_the_Cumulative_Normal_Distribution

Implements algorithm 26.2.17 from Abromowitz and Stegun, Handbook of Mathematical

Functions. It has a maximum absolute error of 7.5e^-8.

http://www.math.sfu.ca/

c  =  0.398942

~     dmnl

~           |

t = IF THEN ELSE( x >= 0, 1/(1+p*x), 1/(1-p*x))

~     dmnl

~           |

b5 =  1.33027

~     dmnl

~           |

b4 = -1.82126

~     dmnl

~           |

b3 =  1.78148

~     dmnl

~           |

b2 = -0.356564

~     dmnl

~           |

b1 =  0.319382

~     dmnl

~           |

p  =  0.231642

~     dmnl

~           |

:END OF MACRO:

In advanced Vensim versions, paste the macro into the header of your model (View>As Text). Otherwise, you can implement the equations inside the macro directly in your model.

WORLD3-03

This is the latest instance of the WORLD3 model, as in Limits to Growth – the 30 year update, from the standard Vensim distribution. It’s not much changed from the 1972 original used in Limits to Growth, which is documented in great detail in Dynamics of Growth in a Finite World (half off at Pegasus as of this moment).

There have been many critiques of this model, including the fairly famous Models of Doom. Many are ideological screeds that miss the point, and many modern critics do not appear to have read the book. The only good, comprehensive technical critique of World3 that I’m aware of is Wil Thissen’s thesis, Investigations into the Club of Rome’s WORLD3 model: lessons for understanding complicated models (Eindhoven, 1978). Portions appeared in IEEE Transactions.

My take on the more sensible critiques is that they show two things:

WORLD3 is an imperfect expression of the underlying ideas in Limits to Growth.
WORLD3 doesn’t have the policy space to capture competing viewpoints about the global situation; in particular it does not represent markets and technology as many see them.

It doesn’t necessarily follow from those facts that the underlying ideas of Limits are wrong. We still have to grapple with the consequences of exponential growth confronting finite planetary boundaries with long perception and action delays.

I’ve written some other material on limits here.

Files: WORLD3-03 (zipped archive of Vensim models and constant changes)

Payments for Environmental Services

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Model Name: payments, penalties, and environmental ethic

Citation: Dudley, R. 2007. Payments, penalties, payouts, and environmental ethics: a system dynamics examination Sustainability: Science, Practice, & Policy 3(2):24-35. http://ejournal.nbii.org/archives/vol3iss2/0706-013.dudley.html.

Source: Richard G. Dudley

License: Gnu GPL

Peer reviewed: Yes (probably when submitted for publication?)

Units balance: Yes

Format: Vensim

Target audience: People interested in the concept of payments for environmental services as a means of improving land use and conservation of natural resources.

Questions answered: How might land users’ environmental ethic be influenced by, and influence, payments for environmental services.

Software: Vensim

Files:

http://modelwiki.metasd.com/images/d/db/SSPP_PES_and_Env_Ethic_2007-09-25.vmf

Models in the Special Issue of the System Dynamics Review on Environmental and Resource Systems

Models in the Special Issue of the System Dynamics Review on Environmental and Resource Systems, Andrew Ford & Robert Cavana, Editors. System Dynamics Review, Volume 20, Number 2, Summer of 2004.

Modeling the Effects of a Log Export Ban in Indonesia by Richard G. Dudley
The Dynamics of Water Scarcity in Irrigated Landscapes: Mazarron and Aguilas in South-eastern Spain by Julia Martinez Fernandez & Angel Esteve Selma
Misperceptions of Basic Dynamics: The Case of Renewable Resource Management by Erling Moxnes
Models for Management of Wildlife Populations: Lessons from Spectacle Bears in Zoos and Gizzly Bears in Yellowstone by Lisa Faust, Rosemary Jackson, Andrew Ford, Joanne Earnhardt and Steven Thompson
Modeling a Blue-Green Algae Bloom by Steven Arquitt & Ron Johnstone

See the following web site for article summaries and downloadable models described in this special issue: http://www.wsu.edu/~forda/SIOpen.html

Submitted by Richard Dudley, 23 April 2008