Transcript Overview

John Doyle
Control and Dynamical Systems
Caltech
Research interests
• Complex networks applications
– Ubiquitous, pervasive, embedded control,
computing, and communication networks
– Biological regulatory networks
• New mathematics and algorithms
– robustness analysis
– systematic design
– multiscale physics
Collaborators
and contributors
(partial list)
Biology: Csete,Yi, Borisuk, Bolouri, Kitano, Kurata, Khammash, ElSamad, …
Alliance for Cellular Signaling: Gilman, Simon, Sternberg, Arkin,…
HOT: Carlson, Zhou,…
Theory: Lall, Parrilo, Paganini, Barahona, D’Andrea, …
Web/Internet: Low, Effros, Zhu,Yu, Chandy, Willinger, …
Turbulence: Bamieh, Dahleh, Gharib, Marsden, Bobba,…
Physics: Mabuchi, Doherty, Marsden, Asimakapoulos,…
Engineering CAD: Ortiz, Murray, Schroder, Burdick, Barr, …
Disturbance ecology: Moritz, Carlson, Robert, …
Power systems: Verghese, Lesieutre,…
Finance: Primbs, Yamada, Giannelli,…
…and casts of thousands…
Background reading online
• On website accessible from SFI talk abstract
• Papers with minimal math
– HOT and power laws
– Chemotaxis, Heat shock in E. Coli
– Web & Internet traffic, protocols, future issues
• Thesis: Structured semidefinite programs and
semialgebraic geometry methods in robustness and
optimization
• Recommended books
– A course in Robust Control Theory, Dullerud and
Paganini, Springer
– Essentials of Robust Control, Zhou, Prentice-Hall
– Cells, Embryos, and Evolution, Gerhart and Kirschner
Biochemical Network: E. Coli Metabolism
Mass Transfer in Metabolism*
+ Regulatory Interactions
Complexity  Robustness
Supplies
Materials &
Energy
Supplies
Robustness
From Adam Arkin
* from: EcoCYC by Peter Karp
Robustness
Complexity
An apparent
paradox
Component behavior seems to be
gratuitously uncertain, yet the
systems have robust performance.
Mutation
Selection
Darwinian evolution uses
selection on random mutations
to create complexity.
Transcription/
translation
Microtubules
Neurogenesis
Angiogenesis
Immune/pathogen
Chemotaxis
….
Regulatory
feedback
control
• Such feedback strategies
appear throughout biology
(and advanced technology).
• Gerhart and Kirschner
(correctly) emphasis that this
“exploratory” behavior is
ubiquitous in biology…
• …but claim it is rare in our
machines.
• This is true of primitive, but
not advanced, technologies.
• Robust control theory
provides a clear explanation.
Component behavior
seems to be gratuitously
uncertain, yet the systems
have robust performance.
Transcription/
translation
Microtubules
Neurogenesis
Angiogenesis
Immune/pathogen
Chemotaxis
….
Regulatory
feedback
control
Overview
• Without extensive engineering theory and math, even
reverse engineering complex engineering systems
would be hopeless. (Let alone actual design.)
• Why should biology be much easier?
• With respect to robustness and complexity, there is too
much theory, not too little.
Overview
• Two great abstractions of the 20th Century:
– Separate systems engineering into control, communications,
and computing
• Theory
• Applications
– Separate systems from physical substrate
• Facilitated massive, wildly successful, and explosive
growth in both mathematical theory and technology…
• …but creating a new Tower of Babel where even the
experts do not read papers or understand systems
outside their subspecialty.
“Any sufficiently advanced technology
is indistinguishable from magic.”
Arthur C. Clarke
“Any sufficiently advanced technology
is indistinguishable from magic.”
Arthur C. Clarke
“Those who say do not know,
those who know do not say.”
Zen saying
Today’s goal
• Introduce basic ideas about robustness and complexity
• Minimal math
• Hopefully familiar (but unconventional) example
systems
• Caveat: the “real thing” is much more complicated
• Perhaps any such “story” is necessarily misleading
• Hopefully less misleading than existing popular
accounts of complexity and robustness
Complexity and robustness
• Complexity phenotype : robust, yet fragile
• Complexity genotype: internally complicated
• New theoretical framework: HOT (Highly optimized
tolerance, with Jean Carlson, Physics, UCSB)
• Applies to biological and technological systems
– Pre-technology: simple tools
– Primitive technologies use simple strategies to build fragile
machines from precision parts.
– Advanced technologies use complicated architectures to create
robust systems from sloppy components…
– … but are also vulnerable to cascading failures…
Robust, yet fragile phenotype
• Robust to large variations in environment and
component parts (reliable, insensitive, resilient,
evolvable, simple, scaleable, verifiable, ...)
• Fragile, often catastrophically so, to cascading failures
events (sensitive, brittle,...)
• Cascading failures can be initiated by small
perturbations (Cryptic mutations,viruses and other
infectious agents, exotic species, …)
• There is a tradeoff between
– ideal or nominal performance (no uncertainty)
– robust performance (with uncertainty)
• Greater “pheno-complexity”= more extreme robust, yet
fragile
Robust, yet fragile phenotype
• Cascading failures can be initiated by small
perturbations (Cryptic mutations,viruses and
other infectious agents, exotic species, …)
• In many complex systems, the size of cascading
failure events are often unrelated to the size of
the initiating perturbations
• Fragility is interesting when it does not arise
because of large perturbations, but catastrophic
responses to small variations
Complicated genotype
• Robustness is achieved by building barriers to cascading
failures
• This often requires complicated internal structure,
hierarchies, self-dissimilarity, layers of feedback,
signaling, regulation, computation, protocols, ...
• Greater “geno-complexity” = more parts, more structure
• Molecular biology is about biological simplicity, what
are the parts and how do they interact.
• If the complexity phenotypes and genotypes are linked,
then robustness is the key to biological complexity.
• “Nominal function” may tell little.
An apparent
paradox
Component behavior seems to be
gratuitously uncertain, yet the
systems have robust performance.
Mutation
Selection
Darwinian evolution uses
selection on random mutations
to create complexity.
Transcription/
translation
Microtubules
Neurogenesis
Angiogenesis
Immune/pathogen
Chemotaxis
….
Regulatory
feedback
control
Loss of Protein
Function
Cell
Network
failure
Death
Unfolded
Proteins
Folded
Proteins
Aggregates
Temp
cell
Temp
environ
Loss of Protein
Function
Unfolded
Proteins
Folded
Proteins
Cell
Network
failure
How does the cell build
“barriers” (in state space) to stop
this cascading failure event?
Death
Aggregates
Temp
cell
Temp
environ
Insulate &
Regulate
Temp
Folded
Proteins
Temp
cell
Temp
environ
olded
roteins
Thermotax
Temp
cell
Temp
environ
More robust
( Temp stable)
proteins
Unfolded
Proteins
Folded
Proteins
Aggregates
Temp
cell
Temp
environ
• Key proteins can have multiple (allelic or paralogous) variants
• Allelic variants allow populations to adapt
• Regulated multiple gene loci allow individuals to adapt
Unfolded
Proteins
Folded
Proteins
Aggregates
Temp
cell
Temp
environ
ve
 AE RT
37o
Log of
E. Coli
Growth
Rate
42o
46o
21o
-1/T
Heat Shock
Response
Robustness/performance tradeoff?
37o
Log of
E. Coli
Growth
Rate
42o
46o
21o
-1/T
Refold denatured
proteins
Unfolded
Proteins
Folded
Proteins
Heat shock response
involves complex feedback
and feedforward control.
Temp
cell
Temp
environ
Alternative strategies
Why does biology (and
• Robust proteins
– Temperature stability
– Allelic variants
– Paralogous isozymes
advanced technology)
overwhelmingly opt for
the complex control
systems instead of just
robust components?
• Regulate temperature
• Thermotax
• Heat shock response
– Up regulate chaperones and proteases
– Refold or degraded denatured proteins
T dependent
DnaK : Punfold
T dependent
E. Coli Heat Shock
 3 2 translation rate

 
 032 
1

s  0.03
kdis t

 32
fr ee
Dna K
0
DnaK fr ee
Dnak translation
& transcription
dynamics
k 21
(with Kurata, El-Samad, Khammash, Yi)
protease

k3
FtsH 0

 32 d eg rad ation rate
 32 : Dn a K

rpoH gene
Outer
Feedback
Loop
r1
Transcription
r2
 32
-
Heat
-
hsp1
Local Loop
mRNA
Feedforward
Translation
 32
Heat
stabilizes
hsp2
Transcription & Translation
FtsH
Lon
DnaK
GroL
GroS
 32 : p ro tea se
Proteases
Chaperones
 32
Heat
 32 : Dn a K : FtsH
Heater
Thermostat
Tail
Added mass
Moves the
center of
pressure
aft.
Moves the center
of mass forward.
Thus stabilizing
forward flight.
At the expense of extra weight and drag.
For minimum weight & drag,
(and other performance issues)
eliminate fuselage and tail.
Why do we love building robust
systems from highly uncertain
and unstable components?
d (disturbance)
r
-
P
+
y  P(r )  d
Assumptions on components:
• Everything just numbers
• Uncertainty in P
• Higher gain = more
uncertain
y  ( P  P)r  d
P1 P2
P1  P2 

P1
P2
d (disturbance)
r
r
-
+
P
d
-
G
K
+
y  P(r )  d
y  G  r  GK ( y  d ) 
Negative feedback
1
y  GSr  Sd  1  S  r  Sd
K
S
 1 


1

GK


r
d
-
G
+
y
K
Design recipe:
• 1 >> K >> 1/G
• G >> 1/K >> 1
• G maximally uncertain!
• K small, low uncertainty
1
G   1  GK  1
K
1
 S  1  y  r
K
Results for y (1/K )r:
• high gain
• low uncertainty
• d attenuated
1
y  GSr  Sd  1  S  r  Sd
K
S = sensitivity function
S
 1 


1

GK


r
d
-
G
+
y
K
Extensions to:
• Dynamics
• Multivariable
• Nonlinear
• Structured uncertainty
All cost more computationally.
Design recipe:
• 1 >> K >> 1/G
• G >> 1/K >> 1
• G maximally uncertain!
• K small, low uncertainty
Results for y (1/K )r:
• high gain
• low uncertainty
• d attenuated
r
-
G
y
Uncertain high gain
K
Transcription/translation
Microtubule formation
Neurogenesis
Angiogenesis
Antibody production
Chemotaxis
….
Regulatory
feedback
control
Summary
• Primitive technologies build fragile systems from
precision components.
• Advanced technologies build robust systems from
sloppy components.
• There are many other examples of regulator
strategies deliberately employing uncertain and
stochastic components…
• …to create robust systems.
• High gain negative feedback is the most powerful
mechanism, and also the most dangerous.
• In addition to the added complexity, what can go
wrong?
d
d (disturbance)
y
-
G
y
+
+
F  GK
F
K
y  F ( y)  d
 1 
y 
d
 1 F 
 1
    d if
 F
F
1
 1 
y 
d
 1 F 
If y, d and F are just numbers:
y
1
S 
d 1 F
S = sensitivity function
d
y
+
F
S measures disturbance rejection.
It’s convenient to study ln(S).
Negative F ( F  0)  ln( S )  0  Disturbance attenuated
Positive F ( F  0)  ln( S )  0  Disturbance amplified
y
1
S 
d 1 F
ln(S)
F>0
ln(S) > 0
amplification
F
F<0
ln(S) < 0
attenuation
ln( |S| )
Negative F ( F  0)  ln( S )  0  Disturbance attenuated
Positive F ( F  0)  ln( S )  0  Disturbance amplified
y
1
S 
d 1 F
ln(S)
F1
ln(S)  
extreme
sensitivity
F
F  
ln(S)  
extreme
robustness
d
+
y
F
1
S
1 F
If these model physical processes, then d and y
are signals and F is an operator. We can still
define
S( = |Y( /D( |
where E and D are the Fourier transforms of y and
d. ( If F is linear, then S is independent of D.)
Under assumptions that are consistent
with F and d modeling physical
systems (in particular, causality), it is
possible to prove that:

log S ( ) d  0
( F  0)  ln( S )  0  attenuate
( F  0)  ln( S )  0  amplify
he amplification (F>0) must at
least balance the attenuation (F<0).

log|S |
(Bode, ~1940)

ln|S|
log|S |
F


…yet
fragile ln|S|
log|S |
Robust
F
Robustness of
HOT systems
Fragile
Robust
(to known and
designed-for
uncertainties)
Fragile
(to unknown
or rare
perturbations)
Robust
Uncertainties
Feedback and robustness
• Negative feedback is both the most powerful and
most dangerous mechanism for robustness.
• It is everywhere in engineering, but appears
hidden as long as it works.
• Biology seems to use it even more aggressively,
but also uses other familiar engineering strategies:
–
–
–
–
–
Positive feedback to create switches (digital systems)
Protocol stacks
Feedforward control
Randomized strategies
Coding
Robustness
Complexity
Current research
• So far, this is all undergraduate level material
• Current research involves lots of math not
traditionally thought of as “applied”
• New theoretical connections between robustness,
evolvability, and verifiability
• Beginnings of a more integrated theory of control,
communications and computing
• Both biology and the future of ubiquitous,
embedded networking will drive the development
of new mathematics.
Robustness of
HOT systems
Fragile
Robust
(to known and
designed-for
uncertainties)
Fragile
(to unknown
or rare
perturbations)
Robust
Uncertainties
Robustness of
HOT systems
Fragile
Humans
Archaea
Chess
Meteors
Robust
Robustness of
HOT systems
Fragile
Humans
Archaea
Humans +
machines?
Chess
Meteors
Machines
Robust
Diseases of complexity
Fragile
Cancer
Epidemics
Viral infections
Auto-immune disease
Uncertainty
Robust
• In a system
– Environmental perturbations
– Component variations
• In a model
–
–
–
–
Parameter variations
Unmodeled dynamics
Assumptions
Noise
Sources of uncertainty
Fragile
F ()
Robust
  F ()   ?
Fragile

Sources of uncertainty
Robust
  F ()   ?
Typically NP hard.

• If true, there is always a short proof.
• Which may be hard to find.
, F ()   ?

Typically coNP hard.
Fundamental asymmetries*
• Between P and NP
• Between NP and coNP
• More important problem.
• Short proofs may not exist.
* Unless they’re the same…
How do we prove that
, F ()   ?
• Standard techniques include relaxations, Grobner bases,
resultants, numerical homotopy, etc…
• Powerful new method based on real algebraic geometry
and semidefinite programming (Parrilo, Shor, …)
• Nested series of polynomial time relaxations search for
polynomial sized certificates
• Exhausts coNP (but no uniform bound)
• Relaxations have both computational and physical
interpretations
• Beats gold standard algorithms (eg MAX CUT)
handcrafted for special cases
• Completely changes the P/NP/coNP picture
Bacterial chemotaxis
Random walk
Ligand
Motion
Motor
Bacterial chemotaxis (Yi, Huang, Simon, Doyle)
Biased random walk
gradient
Ligand
Motion
Signal
Transduction
Motor
YehC
p
High gain (cooperativity)
“ultrasensitivity”
References:
Cluzel, Surette,
Leibler
Ligand
Motion
Signal
Transduction
Motor
YehC
p
ligand
binding
FAST
motor
+ATT
-ATT
flagellar
motor
R
+CH3
SLOW
MCPs
W
P
A
MCPs
-CH3
ATP
ATP
Pi
B
A
P
P
Y
~
B
CW
W
Z
ADP
Y
Pi
Motor
References:
Cluzel, Surette,
Leibler +
Alon, Barkai,
Bray, Simon,
Spiro, Stock,
Berg, …
Signal
Transduction
YehC
p
ligand
binding
moto
r
FAST
+ATT
-ATT
R
+CH3
MCPs
flagellar
motor
SLOW
W
P
A
MCPs
-CH3
ATP
ATP
Pi
B
W
P
A
Y
~
B
CW
P
Z
ADP
Y
Pi
ligand
binding
moto
r
FAST
+ATT
-ATT
flagellar
motor
MCPs
MCPs
W
CW
W
A
Y
~
A
P
ATP
ATP
P
Z
ADP
Y
Pi
Fast (ligand and phosphorylation)
Short time
Yp response
1
Ligand
0
0
1
2
3
Che Yp
Extend run
(more ligand)
4
5
6
Barkai, et al
No methylation
0
1
2
3
4
5
Time (seconds)
6
Slow (de-) methylation dynamics
R
+CH3
MCPs
SLOW
W
P
A
MCPs
-CH3
ATP
ATP
Pi
B
A
~
B
W
P
ADP
ligand
binding
moto
r
FAST
+ATT
-ATT
R
+CH3
MCPs
flagellar
motor
SLOW
W
P
A
MCPs
-CH3
ATP
ATP
Pi
B
W
P
A
Y
~
B
CW
P
Z
ADP
Y
Pi
Long time Yp response
5
3
1
0
0
1000
2000
3000
4000
5000
6000
7000
5000
6000
7000
No methylation
B-L
0
1000
2000
3000
4000
Time (seconds)
Tumble
(less ligand)
Ligand
No methylation
Extend run
(more ligand)
Biologists call this
“perfect adaptation”
• Methylation produces “perfect adaptation” by integral
feedback.
• Integral feedback is ubiquitous in both engineering
systems and biological systems.
• Integral feedback is necessary for robust perfect
adaptation.
Tumbling
bias
Perfect adaptation is
necessary …
ligand
YehC
p
YehC
p
Motor
Signal
Transduction
Perfect adaptation is
necessary …
Tumbling
bias
…to keep CheYp in the
responsive range of the
motor.
ligand
YehC
p
Fine tuned or robust ?
• Maybe just not the right question.
• Fine tuned for robustness…
• …with resource costs and new fragilities as
the price.
Biochemical Network: E. Coli Metabolism
Mass Transfer in Metabolism*
+ Regulatory Interactions
Complexity  Robustness
Supplies
Materials &
Energy
Supplies
Robustness
From Adam Arkin
* from: EcoCYC by Peter Karp
What about ?
•
•
•
•
•
•
•
•
•
•
Information & entropy
Fractals & self-similarity
Chaos
Criticality and power laws
Undecidability
Fuzzy logic, neural nets,
genetic algorithms
Emergence
Self-organization
Complex adaptive systems
New science of complexity
• Not really about complexity
• These concepts themselves
are “robust, yet fragile”
• Powerful in their niche
• Brittle (break easily) when
moved or extended
• Some are relevant to
biology and engineering
systems
• Comfortably reductionist
• Remarkably useful in
getting published
Criticality and power laws
• Tuning 1-2 parameters  critical point
• In certain model systems (percolation, Ising, …) power
laws and universality iff at criticality.
• Physics: power laws are suggestive of criticality
• Engineers/mathematicians have opposite interpretation:
–
–
–
–
Power laws arise from tuning and optimization.
Criticality is a very rare and extreme special case.
What if many parameters are optimized?
Are evolution and engineering design different? How?
• Which perspective has greater explanatory power for
power laws in natural and man-made systems?
6
5
Frequency
(Huffman)
(Crovella)
4
Cumulative
Data
compression
WWW files
Mbytes
3
Forest fires
1000 km2
2
(Malamud)
1
Los Alamos fire
0
-1
-6
-5
Decimated data
Log (base 10)
-4
-3
-2
-1
0
1
Size of events
2
Size of events x vs. frequency
log(probability)
dP
 ( 1)

 p( x)  x
dx
log(Prob > size)
log(rank)
Px

log(size)
6
Web files
5
Codewords
4
Cumulative
Frequency
-1
3
Fires
2
-1/2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
Size of events
Log (base 10)
2
The HOT view of power laws
• Engineers design (and evolution selects) for
systems with certain typical properties:
• Optimized for average (mean) behavior
• Optimizing the mean often (but not always)
yields high variance and heavy tails
• Power laws arise from heavy tails when there is
enough aggregate data
• One symptom of “robust, yet fragile”
Based on frequencies of source word occurrences,
Select code
words.
To minimize message length.
Source coding for data compression
Shannon coding
Data
Compression
• Ignore value of information, consider only “surprise”
• Compress average codeword length (over stochastic
ensembles of source words rather than actual files)
• Constraint on codewords of unique decodability
• Equivalent to building barriers in a zero dimensional tree
• Optimal distribution (exponential) and optimal cost are:
length li  log( pi )
 pi  exp(cli )
Avg. length =
 pl
  pi log( pi )
i i
length li  log( pi )
 pi  exp(cli )
Data
6
5
How well does the
model predict the data?
DC
4
3
2
1
0
Avg. length =
 pl
  pi log( pi )
i i
-1
0
1
2
length li  log( pi )
 pi  exp(cli )
Data + Model
6
5
How well does the
model predict the data?
DC
4
3
Not surprising, because the
file was compressed using
Shannon theory.
2
1
0
Avg. length =
 pl
  pi log( pi )
i i
-1
0
1
2
Small discrepancy due to integer lengths.
Web layout as generalized “source coding”
• Keep parts of Shannon abstraction:
– Minimize downloaded file size
– Averaged over an ensemble of user access
• But add in feedback and topology, which
completely breaks standard Shannon theory
• Logical and aesthetic structure determines
topology
• Navigation involves dynamic user feedback
• Breaks standard theory, but extensions are
possible
• Equivalent to building 0-dimensional
barriers in a 1- dimensional tree of content
document
split into N files to
minimize download
time
A toy website model
(= 1-d grid HOT design)
split into N files to
minimize download
time
# links = # files
Forest fires
dynamics
Weather
Spark sources
Intensity
Frequency
Extent
Flora and fauna
Topography
Soil type
Climate/season
A HOT forest fire abstraction…
Fire suppression
mechanisms must
stop a 1-d front.
Burnt regions are 2-d
Optimal strategies
must tradeoff
resources with risk.
Generalized “coding” problems
• Optimizing d-1 dimensional cuts in d
dimensional spaces…
• To minimize average size of files or
fires, subject to resource constraint.
• Models of greatly varying detail all
give a consistent story.
• Power laws have   1/d.
• Completely unlike criticality.
Data compression
Web
Fires
Theory
d=0
d=1
d=2
data compression
web layout
forest fires
pi   li  c 

1
 (1 )
d
P(  l )  l
d 0
1

d
1

d
pi  exp(cli )
d 0
Data
6
DC
5
WWW
4
3
FF
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
Data + Model/Theory
6
DC
5
WWW
4
3
FF
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
Forest fires?
Fire suppression
mechanisms must
stop a 1-d front.
Burnt regions are 2-d
Forest fires?
Geography could make
d <2.
California geography:
further irresponsible speculation
• Rugged terrain, mountains, deserts
• Fractal dimension d  1?
• Dry Santa Ana winds drive large ( 1-d) fires
Data + HOT Model/Theory
6
5
California brushfires
4
d=1
3
2
1
FF
(national)
d=2
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
Data + HOT+SOC
6
5
4
3
2
d=2
1
  .15
0
-1
-6
SOC FF
d=1
-5
-4
-3
-2
-1
0
1
2
Critical/SOC exponents are way off
Data:  > .5
SOC  < .15
18 Sep 1998
Forest Fires: An Example of Self-Organized
Critical Behavior
Bruce D. Malamud, Gleb Morein, Donald L. Turcotte
4 data sets
3
10
HOT FF
d=2
2
10
1
10
SOC FF
0
10
-2
10
-1
10
0
10
1
10
2
10
Additional 3 data sets
3
10
4
10
Fires 1930-1990
Fires 1991-1995
SOC and HOT have very
different power laws.
d
d=1
HOT
d
d=1
SOC
d 1

10
1

d
• HOT  decreases with dimension.
• SOC increases with dimension.
• HOT yields compact events of nontrivial size.
• SOC has infinitesimal, fractal events.
HOT
SOC
infinitesimal
size
large
SOC and HOT are extremely different.
SOC
HOT
Data
Max event size
Infinitesimal
Large
Large
Large event shape
Fractal
Compact
Compact
Slope 
Small
Large
Large
Dimension d
d-1
1/d
1/d
HOT
SOC
SOC and HOT are extremely different.
SOC
HOT & Data
Max event size
Infinitesimal
Large
Large event shape
Fractal
Compact
Slope 
Small
Large
Dimension d
d-1
1/d
HOT
SOC
Robust
Log(freq.)
cumulative
Gaussian,
Exponential
Log(event sizes)
yet
fragile
Power laws are inevitable.
Gaussian
log(prob>size)
Improved design,
more resources
log(size)
Power laws summary
• Power laws are ubiquitous
• HOT may be a unifying perspective for many
• Criticality, SOC is an interesting and extreme
special case…
• … but very rare in the lab, and even much rarer
still outside it.
• Viewing a complex system as HOT is just the
beginning of study.
• The real work is in new Internet protocol design,
forest fire suppression strategies, etc…
Universal network behavior?
throughput
Congestion
induced
“phase
transition.”
Similar for:
• Power grid?
• Freeway traffic?
• Gene regulation?
• Ecosystems?
• Finance?
demand
throughput
Congestion induced
“phase transition.”
log(P>)
demand
Power laws
log(file size)
Web/Internet?
3 
H
2
Networks
log(thru-put)
Making a “random network:”
• Remove protocols
– No IP routing
– No TCP congestion control
• Broadcast everything
 Many orders of magnitude
slower
random
networks
Broadcast
Network
log(demand)
Networks
real
networks
log(thru-put)
HOT
random
networks
Broadcast
Network
log(demand)
Turbulence
streamlined
pipes
flow
HOT
random
pipes
pressure drop
flow
HOT turbulence?
Robust, yet
fragile?
streamlined
pipes
HOT
random
pipes
pressure drop
• Through streamlined design
• High throughput
• Robust to bifurcation transition (Reynolds number)
• Yet fragile to small perturbations
• Which are irrelevant for more “generic” flows
Shear flow turbulence summary
• Shear flows are ubiquitous and important
• HOT may be a unifying perspective
• Chaos is interesting, but may not be very
important for many important flows
• Viewing a turbulent or transitioning flow as
HOT is just the beginning of study
The yield/density curve
predicted using random
ensembles is way off.
designed
HOT
Yield,
flow, …
random
Densities, pressure,…
Similar for:
• Power grid
• Freeway traffic
• Gene regulation
• Ecosystems
• Finance?
Turbulence in shear flows
Kumar Bobba, Bassam Bamieh
wings
channels
Turbulence is the
graveyard of theories.
pipes
Hans Liepmann
Caltech
Chaos and turbulence
• The orthodox view:
• Adjusting 1 parameter (Reynolds number) leads
to a bifurcation cascade to chaos
• Turbulence transition is a bifurcation
• Turbulent flows are chaotic, intrinsically
nonlinear
• There are certainly many situations where this
view is useful.
low
velocity
equilibrium
periodic
high
chaotic
pressure drop
average
flow
speed
“random” pipe
flow
(average
speed)
laminar
bifurcation
turbulent
pressure (drop)
Random pipes are
like bluff bodies.
flow
Typical flow
pressure
Streamline
wings
channels
pipes
“theory”
log(flow)
laminar
experiment
streamlined
pipe
turbulent
Random pipe
log(pressure)
log(flow)
streamlined
pipe
Random pipe
2
10
3
10
4
10
5
10
log(Re)
This transition is
extremely delicate
(and controversial).
streamlined
pipe
It can be promoted
(or delayed!)
with tiny
2
10
perturbations.
Random pipe
3
10
4
10
5
10
log(Re)
Transition to turbulence is promoted
(occurs at lower speeds) by
Surface roughness
Inlet distortions
Vibrations
Thermodynamic fluctuations?
Non-Newtonian effects?
None of which makes
much difference for
“random” pipes.
Random pipe
102
3
10
104
105
Shark skin delays transition to turbulence
80 ppm Guar
log(flow)
water
It can be reduced
with small amounts
of polymers.
log(pressure)
flow
HOT turbulence?
Robust, yet
fragile?
streamlined
pipes
HOT
random
pipes
pressure drop
• Through streamlined design
• High throughput
• Robust to bifurcation transition (Reynolds number)
• Yet fragile to small perturbations
• Which are irrelevant for more “generic” flows
streamwise
Couette flow
upflow
low speed
streaks
downflow
high-speed
region
From Kline
Spanwise
periodic
Streamwise
constant
perturbation
Spanwise
periodic
Streamwise
constant
perturbation
y
flow
x
position
z
y
position
flow
v
flow
u
velocity
z
w
x
v
flow
velocity
w
u
 u  0 u  u u  p  1 u
t
R
u v w
 
0
x y z

 ux
 
   vx
 t  w
 x

y
position
u  (u, v, w)
uy
vy
wy
 u 
uz 
  / x 
2
2
2

   
 1 
vz    2  2  2    v     / y  p
R  x y z  

 
  / z 
wz 
  w

0
x
flow
x
v
velocity
z
flow
u
w
 u  0 u  u u  p  1 u
t
R
u v w
 
0
x y z

 ux
 
   vx
 t  w
 x

y
position
u  (u, v, w)
uy
vy
wy
 u 
uz 
  / x 
2
2
2

   
 1 
vz    2  2  2    v     / y  p
R  x y z  

 
  / z 
wz 
  w

0
x
flow
x
v
velocity
z
flow
u
w
 u  0 u  u u  p  1 u
t
R
u v w
 
0
x y z

 ux
 
   vx
 t  w
 x

u  (u, v, w)
uy
vy
wy
( y, x, t )


v
,w
z
y
2d NS
 u 
uz 
  / x 
2
2
2

   
 1 
vz    2  2  2    v     / y  p
R  x y z  

 
  / z 
wz 
  w
u
 u
 u
1


 u
t
z y
y z
R
     1 2


 
t
z y
y z
R

0
x
y
v
flow
position
x
velocity
z
2 dimensions
( y, x, t )


v
,w
z
y
2d-3c model
flow
u
w
3 components
u
 u
 u
1


 u
t
z y
y z
R
     1 2


 
t
z y
y z
R

0
x
These equations are globally stable!
Laminar flow is global attractor.
( y, x, t )


v
,w
z
y
2d-3c model
u
 u
 u
1


 u
t
z y
y z
R
     1 2


 
t
z y
y z
R
R
2
R
Total energy
R
energy
3
(Bamieh and Dahleh)
t
10
energyN=10R=1000t=1000alpha=2
5
Total energy
0
energy
10
10
10
vortices
-5
-10
0
200
400
600
t
800
1000
u ( z , y, t )
 ( z , y, t )
u ( z , y, t )
 ( z , y, t )
What you’ll see next.
Log-log plot of
time response.
Random initial conditions on
( z, y, t  0)
concentrated at lower boundar
u ( z , y, t )
Streamwise
streaks.
 ( z , y, t )
u ( z , y, t )
 ( z , y, t )
Long range correlation.
Exponential decay.
flow
HOT turbulence?
Robust, yet
fragile?
streamlined
pipes
HOT
random
pipes
pressure drop
• Through streamlined design
• High throughput
• Robust to bifurcation transition (Reynolds number)
• Yet fragile to small perturbations
• Which are irrelevant for more “generic” flows
Complexity, chaos and criticality
• The orthodox view:
– Power laws suggest criticality
– Turbulence is chaos
• HOT view:
– Robust design often leads to power laws
– Just one symptom of “robust, yet fragile”
– Shear flow turbulence is noise amplification
• Other orthodoxies:
– Dissipation, time irreversibility, ergodicity and mixing
– Quantum to classical transitions
– Quantum measurement and decoherence
Epilogue
• HOT may make little difference for explaining much of
traditional physics lab experiments,
• So if you’re happy with orthodox treatments of power
laws, turbulence, dissipation, quantum measurement, etc
then you can ignore HOT.
• Otherwise, the differences between the orthodox and
HOT views are large and profound, particularly for…
• Forward or reverse (eg biology) engineering complex,
highly designed or evolved systems,
• But perhaps also, surprisingly, for some foundational
problems in physics