Stability of subsystem solutions in agent-based models

Abstract

The fact that relatively simple entities, such as particles or neurons, or even ants or bees or humans, give rise to fascinatingly complex behaviour when interacting in large numbers is the hallmark of complex systems science. Agent-based models are frequently employed for modelling and obtaining a predictive understanding of complex systems. Since the sheer number of equations that describe the behaviour of an entire agent-based model often makes it impossible to solve such models exactly, Monte Carlo simulation methods must be used for the analysis. However, unlike pairwise interactions among particles that typically govern solid-state physics systems, interactions among agents that describe systems in biology, sociology or the humanities often involve group interactions, and they also involve a larger number of possible states even for the most simplified description of reality. This begets the question: when can we be certain that an observed simulation outcome of an agent-based model is actually stable and valid in the large system-size limit? The latter is key for the correct determination of phase transitions between different stable solutions, and for the understanding of the underlying microscopic processes that led to these phase transitions. We show that a satisfactory answer can only be obtained by means of a complete stability analysis of subsystem solutions. A subsystem solution can be formed by any subset of all possible agent states. The winner between two subsystem solutions can be determined by the average moving direction of the invasion front that separates them, yet it is crucial that the competing subsystem solutions are characterised by a proper composition and spatiotemporal structure before the competition starts. We use the spatial public goods game with diverse tolerance as an example, but the approach has relevance for a wide variety of agent-based models.