Data-driven stochastic simulation leading to the allometric scaling laws in complex systems

Phys Rev E. 2022 Dec;106(6-1):064304. doi: 10.1103/PhysRevE.106.064304.

Abstract

We propose a data-driven stochastic method that allows the simulation of a complex system's long-term evolution. Given a large amount of historical data on trajectories in a multi-dimensional phase space, our method simulates the time evolution of a system based on a random selection of partial trajectories in the data without detailed knowledge of the system dynamics. We apply this method to a large data set of time evolution of approximately one million business firms for a quarter century. Accordingly, from simulations starting from arbitrary initial conditions, we obtain a stationary distribution in three-dimensional log-size phase space, which satisfies the allometric scaling laws of three variables. Furthermore, universal distributions of fluctuation around the scaling relations are consistent with the empirical data.

MeSH terms

  • Computer Simulation*
  • Stochastic Processes