Publications

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Competition is fierce and often the first to act has an advantage, especially in environments where there are excess resources. However, expanding quickly to absorb excess resources creates requirements that might be unmet in future conditions of scarcity. Different patterns of scarcity call for different strategies. We define a model of interacting specialists (entities) to analyze which sizing strategies are most successful in environments subjected to frequent periods of scarcity. We require entities to compete for a common resource whose scarcity changes periodically, then study the viability of entities following three different strategies through scarcity episodes of varying duration and intensity. The three sizing strategies are: aggressive, moderate, and conservative. Aggressive strategies are most effective when the episodes of scarcity are shorter and moderate; conversely, conservative strategies are most effective in cases of longer or more severe scarcity. © 2012 Springer-Verlag.

Complex adaptive systems (CAS) modeling has become a common tool to study the behavioral dynamics of agents in a broad range of disciplines from ecology to economics. Many modelers have studied structure's importance for a system in equilibrium, while others study the effects of perturbations on system dynamics. There is a notable absence of work on the effects of agent interaction pathways on perturbation dynamics. We present an agent-based CAS model of a competitive economic environment. We use this model to study the perturbation dynamics of simple structures by introducing a series of disruptive events and observing key system metrics. Then, we generate more complex networks by combining the simple component structures and analyze the resulting dynamics. We find the local network structure of a perturbed node to be a valuable indicator of the system response. © 2012 Springer-Verlag.

Interactions between individuals, both economic and social, are increasingly mediated by technological systems. Such platforms facilitate interactions by controlling and regularizing access, while extracting rent from users. The relatively recent idea of two-sided markets has given insights into the distinctive economic features of such arrangements, arising from network effects and the power of the platform operator. Simplifications required to obtain analytical results, while leading to basic understanding, prevent us from posing many important questions. For example we would like to understand how platforms can be secured when the costs and benefits of security differ greatly across users and operators, and when the vulnerabilities of particular designs may only be revealed after they are in wide use. We define an agent-based model that removes many constraints limiting existing analyses (such as uniformity of users, free and perfect information), allowing insights into a much larger class of real systems. © 2012 Springer-Verlag.

Complex Adaptive Systems of Systems, or CASoS, are vastly complex physical-socio-technical systems which we must understand to design a secure future for the nation. The Phoenix initiative implements CASoS Engineering principles combining the bottom up Complex Systems and Complex Adaptive Systems view with the top down Systems Engineering and System-of-Systems view. CASoS Engineering theory and practice must be conducted together to develop a discipline that is grounded in reality, extends our understanding of how CASoS behave and allows us to better control the outcomes. The pull of applications (real world problems) is critical to this effort, as is the articulation of a CASoS Engineering Framework that grounds an engineering approach in the theory of complex adaptive systems of systems. Successful application of the CASoS Engineering Framework requires modeling, simulation and analysis (MS and A) capabilities and the cultivation of a CASoS Engineering Community of Practice through knowledge sharing and facilitation. The CASoS Engineering Environment, itself a complex adaptive system of systems, constitutes the two platforms that provide these capabilities.

Difficulties in adequately characterising food supply chain topologies contribute major uncertainty to risk assessments of the food sector. The capability to trace contaminated foods forward (to consumers) and back (to providers) is needed for rapid recalls during food contamination events. The objective of this work is to develop an approach for risk mitigation that protects us from an attack on the food distribution system. This paper presents a general methodology for the stochastic mapping of fresh produce supply chains and an application to a single, relatively simple case - edible sprouts in one region. The case study demonstrates how mapping the network topology and modeling the potential relationships allows users to determine the likely contaminant pathways and sources of contamination. The stochastic network representation improves the ability to explicitly incorporate uncertainties and identify vulnerabilities. Copyright © 2012 Inderscience Enterprises Ltd.

Complex Adaptive Systems of Systems, or CASoS, are vastly complex ecological, sociological, economic and/or technical systems which must be recognized and reckoned with to design a secure future for the nation and the world. Design within CASoS requires the fostering of a new discipline, CASoS Engineering, and the building of capability to support it. Towards this primary objective, we created the Phoenix Pilot as a crucible from which systemization of the new discipline could emerge. Using a wide range of applications, Phoenix has begun building both theoretical foundations and capability for: the integration of Applications to continuously build common understanding and capability; a Framework for defining problems, designing and testing solutions, and actualizing these solutions within the CASoS of interest; and an engineering Environment required for 'the doing' of CASoS Engineering. In a secondary objective, we applied CASoS Engineering principles to begin to build a foundation for design in context of Global CASoS

Abstract not provided.

Infrastructures are networks of dynamically interacting systems designed for the flow of information, energy, and materials. Under certain circumstances, disturbances from a targeted attack or natural disasters can cause cascading failures within and between infrastructures that result in significant service losses and long recovery times. Reliable interdependency models that can capture such multi-network cascading do not exist. The research reported here has extended Sandia's infrastructure modeling capabilities by: (1) addressing interdependencies among networks, (2) incorporating adaptive behavioral models into the network models, and (3) providing mechanisms for evaluating vulnerability to targeted attack and unforeseen disruptions. We have applied these capabilities to evaluate the robustness of various systems, and to identify factors that control the scale and duration of disruption. This capability lays the foundation for developing advanced system security solutions that encompass both external shocks and internal dynamics.

Complex Adaptive Systems of Systems, or CASoS, are vastly complex eco-socio-economic-technical systems which we must understand to design a secure future for the nation and the world. Perturbations/disruptions in CASoS have the potential for far-reaching effects due to highly-saturated interdependencies and allied vulnerabilities to cascades in associated systems. The Phoenix initiative approaches this high-impact problem space as engineers, devising interventions (problem solutions) that influence CASoS to achieve specific aspirations. CASoS embody the world's biggest problems and greatest opportunities: applications to real world problems are the driving force of our effort. We are developing engineering theory and practice together to create a discipline that is grounded in reality, extends our understanding of how CASoS behave, and allows us to better control those behaviors. Through application to real-world problems, Phoenix is evolving CASoS Engineering principles while growing a community of practice and the CASoS engineers to populate it.

Complex Adaptive Systems of Systems, or CASoS, are vastly complex ecological, sociological, economic and/or technical systems which we must understand to design a secure future for the nation and the world. Perturbations/disruptions in CASoS have the potential for far-reaching effects due to pervasive interdependencies and attendant vulnerabilities to cascades in associated systems. Phoenix was initiated to address this high-impact problem space as engineers. Our overarching goals are maximizing security, maximizing health, and minimizing risk. We design interventions, or problem solutions, that influence CASoS to achieve specific aspirations. Through application to real-world problems, Phoenix is evolving the principles and discipline of CASoS Engineering while growing a community of practice and the CASoS engineers to populate it. Both grounded in reality and working to extend our understanding and control of that reality, Phoenix is at the same time a solution within a CASoS and a CASoS itself.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

We develop a parsimonious model of the interbank payment system. The model incorporates an endogenous instruction arrival process, a scale-free topology of payments between banks, a fixed total liquidity which limits banks' capacity to process arriving instructions, and a global market that distributes liquidity. We find that at low liquidity the system becomes congested and payment settlement loses correlation with payment instruction arrival, becoming coupled across the network. The onset of congestion is evidently related to the relative values of three characteristic times: the time for banks' net position to return to 0, the time for a bank to exhaust its liquidity endowment, and the liquidity market relaxation time. In the congested regime settlement takes place in cascades having a characteristic length scale. A global liquidity market substantially attenuates congestion, requiring only a small fraction of the payment-induced liquidity flow to achieve strong beneficial effects. © 2007 Elsevier B.V. All rights reserved.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Abstract not provided.

Modern society's physical health depends vitally upon a number of real, interdependent, critical infrastructure networks that deliver power, petroleum, natural gas,water, and communications. Its economic health depends on a number of other infrastructure networks, some virtual and some real, that link residences, industries, commercial sectors, and transportation sectors. The continued prosperity and national security of the US depends on our ability to understand the vulnerabilities of and analyze the performance of both the individual infrastructures and the entire interconnected system of infrastructures. Only then can we respond to potential disruptions in a timely and effective manner. Collaborative efforts among Sandia, other government agencies, private industry, and academia have resulted in realistic models for many of the individual component infrastructures. In this paper, we propose an innovative modeling and analysis framework to study the entire system of physical and economic infrastructures. That framework uses the existing individual models together with system dynamics, functional models, and nonlinear optimization algorithms. We describe this framework and demonstrate its potential use to analyze, and propose a response for, a hypothetical disruption.

Abstract not provided.

Concepts from Complexity Science are valuable and allow a simulation approach for critical infrastructures that is flexible and has wide ranging applications.

Abstract not provided.

Abstract not provided.

The fast and unrelenting spread of wireless telecommunication devices has changed the landscape of the telecommunication world, as we know it. Today we find that most users have access to both wireline and wireless communication devices. This widespread availability of alternate modes of communication is adding, on one hand, to a redundancy in networks, yet, on the other hand, has cross network impacts during overloads and disruptions. This being the case, it behooves network designers and service providers to understand how this redundancy works so that it can be better utilized in emergency conditions where the need for redundancy is critical. In this paper, we examine the scope of this redundancy as expressed by telecommunications availability to users under different failure scenarios. We quantify the interaction of wireline and wireless networks during network failures and traffic overloads. Developed as part of a Department of Homeland Security Infrastructure Protection (DHS IP) project, the Network Simulation Modeling and Analysis Research Tool (N-SMART) was used to perform this study. The product of close technical collaboration between the National Infrastructure Simulation and Analysis Center (NISAC) and Lucent Technologies, N-SMART supports detailed wireline and wireless network simulations and detailed user calling behavior.

Critical Infrastructures are formed by a large number of components that interact within complex networks. As a rule, infrastructures contain strong feedbacks either explicitly through the action of hardware/software control, or implicitly through the action/reaction of people. Individual infrastructures influence others and grow, adapt, and thus evolve in response to their multifaceted physical, economic, cultural, and political environments. Simply put, critical infrastructures are complex adaptive systems. In the Advanced Modeling and Techniques Investigations (AMTI) subgroup of the National Infrastructure Simulation and Analysis Center (NISAC), we are studying infrastructures as complex adaptive systems. In one of AMTI's efforts, we are focusing on cascading failure as can occur with devastating results within and between infrastructures. Over the past year we have synthesized and extended the large variety of abstract cascade models developed in the field of complexity science and have started to apply them to specific infrastructures that might experience cascading failure. In this report we introduce our comprehensive model, Polynet, which simulates cascading failure over a wide range of network topologies, interaction rules, and adaptive responses as well as multiple interacting and growing networks. We first demonstrate Polynet for the classical Bac, Tang, and Wiesenfeld or BTW sand-pile in several network topologies. We then apply Polynet to two very different critical infrastructures: the high voltage electric power transmission system which relays electricity from generators to groups of distribution-level consumers, and Fedwire which is a Federal Reserve service for sending large-value payments between banks and other large financial institutions. For these two applications, we tailor interaction rules to represent appropriate unit behavior and consider the influence of random transactions within two stylized networks: a regular homogeneous array and a heterogeneous scale-free (fractal) network. For the stylized electric power grid, our initial simulations demonstrate that the addition of geographically unrestricted random transactions can eventually push a grid to cascading failure, thus supporting the hypothesis that actions of unrestrained power markets (without proper security coordination on market actions) can undermine large scale system stability. We also find that network topology greatly influences system robustness. Homogeneous networks that are 'fish-net' like can withstand many more transaction perturbations before cascading than can scale-free networks. Interestingly, when the homogeneous network finally cascades, it tends to fail in its entirety, while the scale-free tends to compartmentalize failure and thus leads to smaller, more restricted outages. In the case of stylized Fedwire, initial simulations show that as banks adaptively set their individual reserves in response to random transactions, the ratio of the total volume of transactions to individual reserves, or 'turnover ratio', increases with increasing volume. The removal of a bank from interaction within the network then creates a cascade, its speed of propagation increasing as the turnover ratio increases. We also find that propagation is accelerated by patterned transactions (as expected to occur within real markets) and in scale-free networks, by the 'attack' of the most highly connected bank. These results suggest that the time scale for intervention by the Federal Reserve to divert a cascade in Fedwire may be quite short. Ongoing work in our cascade analysis effort is building on both these specific stylized applications to enhance their fidelity as well as embracing new applications. We are implementing markets and additional network interactions (e.g., social, telecommunication, information gathering, and control) that can impose structured drives (perturbations) comparable to those seen in real systems. Understanding the interaction of multiple networks, their interdependencies, and in particular, the underlying mechanisms for their growth/evolution is paramount. With this understanding, appropriate public policy can be identified to guide the evolution of present infrastructures to withstand the demands and threats of the future.

The Global Energy Futures Model (GEFM) is a demand-based, gross domestic product (GDP)-driven, dynamic simulation tool that provides an integrated framework to model key aspects of energy, nuclear-materials storage and disposition, environmental effluents from fossil and non fossil energy and global nuclear-materials management. Based entirely on public source data, it links oil, natural gas, coal, nuclear and renewable energy dynamically to greenhouse-gas emissions and 12 other measures of environmental impact. It includes historical data from 1990 to 2000, is benchmarked to the DOE/EIA/IEO 2001 [5] Reference Case for 2000 to 2020, and extrapolates energy demand through the year 2050. The GEFM is globally integrated, and breaks out five regions of the world: United States of America (USA), the Peoples Republic of China (China), the former Soviet Union (FSU), the Organization for Economic Cooperation and Development (OECD) nations excluding the USA (other industrialized countries), and the rest of the world (ROW) (essentially the developing world). The GEFM allows the user to examine a very wide range of ''what if'' scenarios through 2050 and to view the potential effects across widely dispersed, but interrelated areas. The authors believe that this high-level learning tool will help to stimulate public policy debate on energy, environment, economic and national security issues.

Abstract not provided.