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59
Complexity, Scaling,
and Fractals in
Biomedical Signals
59.1
Complex Dynamics.
Overcoming the Limits of Newtonian Mathematics Critical
Phenomena: Phase Transitions An Illustration of Critical
Phenomena: Magnetism A Model for Phase Transitions:
Percolation Self-Organized Criticality Dynamics at the
Edge of Chaos
59.2
Drexel University
Joseph P. Cammarota
Naval Air Warfare Center,
Aircraft Division
Banu Onaral
59.3
Complexity, a contemporary theme embraced by physical as well as social sciences, is concerned with the
collective behavior observed in composite systems in which long-range order is induced by short-range
interactions of the constituent parts. Complex forms and functions abound in nature. Particularly in
biology and physiology, branched, nested, granular, or otherwise richly packed, irregular, or disordered
objects are the rule rather than the exception. Similarly ubiquitous are distributed, broad-band phenomena that appear to fluctuate randomly. The rising science of complexity holds the promise to lead to
powerful tools to analyze, model, process, and control the global behavior of complex biomedical systems.
The basic tenets of the complexity theory rest on the revelation that large classes of complex systems
(composed of a multitude of richly interacting components) are reducible to simple rules. In particular,
the structure and dynamics of complex systems invariably exist or evolve over a multitude of spatial and
temporal scales. Moreover, they exhibit a systematic relationship between scales. From the biomedical
engineering standpoint, the worthwhile outcome is the ability to characterize these intricate objects and
processes in terms of straightforward scaling and fractal concepts and measures that often can be
translated into simple iterative rules. In this sense, the set of concepts and tools, emerging under the
rubric of complexity, complements the prediction made by the chaos theory that simple (low-order
deterministic) systems may generate complex behavior.
In their many incarnations, the concepts of complexity and scaling are playing a refreshingly unifying
role among diverse scientific pursuits; therein lie compelling opportunities for scientific discoveries and
technical innovations. Since these advances span a host of disciplines, hence different scientific languages,
cultures, and dissemination media, finding ones path has become confusing. One of the aims of this
presentation is to serve as a resource for key literature. We hope to guide the reader toward substantial
contributions and away from figments of fascination in the popular press that have tended to stretch
emerging concepts ahead of the rigorous examination of evidence and the scientific verification of facts.
This chapter is organized in three mains parts. The first part is intended to serve as a primer for the
fundamental aspects of the complexity theory. An overview of the attendant notions of scaling theories
constitutes the core of the second part. In the third part, we illustrate the potential of the complexity
approach by presenting an application to predict acceleration-induced loss of consciousness in pilots.
FIGURE 59.1
chaotic behavior. The response depends on the state of the system at the time it was perturbed. Since
most of nature is nonlinear, the key to success in understanding nature lies in embracing this nonlinearity.
Another feature found in linear systems is the property of superposition. Superposition means that the
whole is equal to the sum of the parts. All the properties of a linear system can be understood through
the analysis of each of its parts. This is not the case for complex systems, where the interaction among
simple local elements can produce complex emergent global behavior.
Complexity theory stands in stark contrast to a purely reductionist approach that would seek to explain
global behavior by breaking down the system into its most elementary components. The reductionist
approach is not guaranteed to generate knowledge about the behavior of a complex system, since it is
likely that the information about the local interactions (which determine the global behavior) will not
be revealed in such an analysis. For example, knowing everything there is to know about a single ant will
reveal nothing about why an ant colony is capable of such complex behaviors as waging war, farming,
husbandry, and the ability to quickly adapt to changing environmental conditions. The approach that
complexity theory proposes is to look at the system as a whole and not merely as a collection of irreducible
parts.
Complexity research depends on digital computers for simulation of interactions. Cellular automata
(one of the principal tools of complexity) have been constructed to model sand piles, earthquakes, traffic
patterns, satellite communication networks, evolution, molecular autocatalysis, forest fires, and species
interactions (among others) [Toffoli & Margoulis, 1987]. We note here that complexity is building on,
and in some cases unifying, developments made in the fields of chaotic dynamics [Devaney, 1992], critical
phenomena, phase transitions, renormalization [Wilson, 1983], percolation [Stauffer & Aharony, 1992],
neural networks [Harvey, 1994; Simpson, 1990], genetic algorithms [Goldberg, 1989] and artificial life
[Langton, 1989; Langton et al., 1992].
would not be measurable. Therefore, measurements at the larger scale would indicate that the substance
is magnetic, thereby decreasing its apparent temperature and making the apparent magnetic state dependent on the resolution of the measurements. The situation is similar (but reversed) at high temperatures.
That is, spatial renormalization results in apparently higher temperatures, since microscopic islands of
magnetism are missed because of the large areas of disorder in the material.
At the Curie temperature there is long-range correlation in both the magnetic and nonmagnetic
regions. The distribution of magnetic and nonmagnetic regions is invariant under the spatial renormalization transform. These results are independent of the scale at which the measure is taken, and the
apparent temperature does not change under the renormalization transform. This scale invariance (selfsimilarity) occurs at only three temperatures: absolute zero, infinity, and the Curie temperature. The
Curie temperature represents a critical point (criticality) in the tuning parameter (temperature) that
governs the phase transition from a magnetic to a nonmagnetic state [Pietgen & Richter, 1986].
FIGURE 59.2
A percolation network.
Clusters represent connections between nodes in the lattice. Anything associated with the cluster can
therefore travel (flow) to any node that belongs to the cluster. Percolation can describe the ability of
water to flow through a porous medium such as igneous rock, oil fields, or finely ground Colombian
coffee. As the occupation probability increases, the clusters of the percolation network grow from local
connectedness to global connectedness [Feder, 1988]. At the critical occupation probability, a cluster that
spans the entire lattice emerges. It is easy to see how percolation could be used to describe such phenomena
as phase transitions by viewing occupied nodes as ordered matter, with vacant nodes representing
disordered matter. Percolation networks have been used to model magnetism, forest fires, and the
permeability of ion channels in cell membranes.
Self-Organized Criticality
The concept of self-organized criticality has been introduced as a possible underlying principle of
complexity [Bak et al., 1988; Bak & Chen, 1991]. The class of self-organized critical systems is spatially
extended, composite, and dissipative with many locally interacting degrees of freedom. These systems
have the capability to naturally evolve (i.e., there is no explicit tuning parameter such as temperature or
pressure) toward a critical state.
Self-organized criticality is best illustrated by a sand pile. Start with a flat plate. Begin to add sand one
grain at a time. The mound will continue to grow until criticality is reached. This criticality is dependent
only on the local interactions among the grains of sand. The local slope determines what will happen if
another grain of sand is added. If the local slope is below the criticality (i.e., flat) the new grain of sand
will stay put and increase the local slope. If the local slope is at the criticality, then adding the new grain
of sand will increase the slope beyond the criticality, causing it to collapse. The collapsing grains of sand
spread to adjoining areas. If those areas are at the criticality, then the avalanche will continue until local
areas with slopes below the criticality are reached. Long-range correlations (up to the length of the sand
pile) may emerge from the interactions of the local elements. Small avalanches are very common, while
large avalanches are rare. The size (and duration) of the avalanche plotted against the frequency of
occurrence of the avalanche can be described by a power law [Bak et al., 1988]. The sand pile seeks the
criticality on its own. The slope in the sand pile will remain constant regardless of even the largest
avalanches. These same power laws are observed in traffic patterns, earthquakes, and many other complex
phenomena.
dynamic phase transition) there is no characteristic scale due to the emergence of arbitrarily long
correlation lengths in space and time [Langton, 1990]. The self-organized criticality in the sand piles of
Per Bak is an example of a system that exists at the edge of chaos. It is in this region that there is no
characteristic space or time scale. A single grain of sand added to the pile could cause an avalanche that
consists of two grains of sand, or it could cause an avalanche that spreads over the entire surface of the
sand pile.
Fractal Preliminaries
In the broadest sense, the noun or adjective fractal refers to physical objects or dynamic processes that
reveal new details on space or time magnification. A staple of a truly fractal object or process is therefore
the lack of characteristic scale in time or space. Most structures in nature are broadband over a finite
range, covering at least a number of frequency decades in space or time. Scaling fractals often consist of
a hierarchy or heterarchy of spatial or temporal structures in cascade and are often accomplished through
recursive replication of patterns at finer scales. If the replication rule preserves scale invariance throughout
the entity, such fractals are recognized as self-similar in either an exact or a statistical sense.
A prominent feature of fractals is their ability to pack structure with economy of resources, whether
energy, space, or whatever other real estate. Fitting nearly infinite networks into finite spaces is just one
such achievement. These types of fractals are pervasive in physiology, i.e., the branching patterns of the
bronchi, the cardiovascular tree, and the nervous tissue [West and Goldberger, 1987], which have the
additional feature of being fault tolerant [West, 1990].
Despite expectations heightened by the colorful publicity campaign mounted by promoters of fractal
concepts, it is advisable to view fractals only as a starting approximation in analyzing scaling shapes and
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fluctuations in nature. Fractal concepts are usually descriptive at a phenomenologic level without pretense
to reveal the exact nature of the underlying elementary processes. They do not offer, for that matter,
conclusive evidence of whatever particular collective, coupled, or isolated repetitive mechanism that
created the fractal object.
In many situations, the power of invoking fractal concepts resides in the fact that they bring the logic
of constraints, whether in the form of asymmetry of motion caused by defects, traps, energy barriers,
residual memories, irreversibility, or any other appropriate interaction or coupling mechanisms that
hinder free random behavior. As discussed earlier, the spontaneous or forced organization and the ensuing
divergence in correlations and coherences that emerges out of random behavior are presumably responsible for the irregular structures pervasive throughout the physical world.
More important, the versatility of fractal concepts as a magnifying tool is rooted in the facility to
account for scale hierarchies and/or scale invariances in an exact or statistical sense. In the role of a scale
microscope, they suggest a fresh look, with due respect to all scales of significance, at many structural
and dynamic problems deemed thus far anomalous or insoluble.
Fractal Measures
The measure most often used in the diagnosis of a fractal is the basic fractal dimension, which, in the
true spirit of fractals, has eluded a rigorous definition embracing the entire family of fractal objects. The
guiding factor in the choice of the appropriate measures is the recognition that most fractal objects scale
self-similarly; in other words, they can be characterized by a measure expressed in the form of a power
factor, or scaling exponent , that links the change in the observed dependent quantity V to the independent variable x as V(x) x [Falconer, 1990, p 36]. Clearly, is proportional to the ratio of the
logarithm of V(x) and x, i.e., = log V(x)/log x. In the case of fractal objects, is the scaling exponent
in the fractal sense and may have a fractional value. In the final analysis, most scaling relationships can
be cast into some form of a logarithmic dependence on the independent variable with respect to which
a scaling property is analyzed, the latter also expressed on the logarithmic scale. A number of dimension
formulas have been developed based on this observation, and comprehensive compilations are now
available [Falconer, 1990; Feder, 1988].
One approach to formalize the concept of scale invariance utilizes the homogeneity or the renormalization principle given by f () = f (a)/b, where a and b are constants and is the independent variable
[West & Goldberger, 1987]. The function f that satisfies this relationship is referred as a scaling function.
The power-law function f () is a prominent example in this category provided = log b/log a. The
usefulness of this particular scaling function has been proven many times over in many areas of science,
including the thermodynamics of phase transitions and the threshold behavior of percolation networks
[Schroeder, 1991; Stauffer & Aharony, 1992; Wilson, 1983].
Multifractals
Fractal objects and processes in nature are rarely strictly homogeneous in their scaling properties and
often display a distribution of scaling exponents that echos the structural heterogeneities occurring at a
myriad of length or time scales. In systems with spectra that attenuate following a pure power law over
extended frequency scales, as in the case of Davidson-Cole dispersion [Daniel, 1967], the corresponding
distribution of relaxation times is logarithmic and single-tailed. In many natural relaxation systems,
however, the spectral dimension exhibits a gradual dependence on frequency, as in phenomena conventionally modeled by the Cole-Cole type dispersion. The equivalent distribution functions exhibit doublesided symmetries on the logarithmic relaxation time scale ranging from the even symmetry of the lognormal through intermediate symmetries down to strictly one-sided functions.
The concept that a fractal structure can be composed of fractal subsets with uniform scaling property
within the subset has gained popularity in recent years [Feder, 1988]. From this perspective, one may
view a complicated fractal object, say, the strange attractor of a chaotic process, as a superposition of
simple fractal subsystems. The idea has been formalized under the term multifractal. It follows that
each individual member contributes to the overall scaling behavior according to a spectrum of scaling
exponents or dimensions. The latter function is called the multifractal spectrum and summarizes the
global scaling information of the complete set.
Defining Terms
1/f process: Signals or systems that exhibit spectra which attenuate following a fractional power dependence on frequency.
Cellular automata: Composite discrete-time and discrete space dynamic systems defined on a regular
lattice. Neighborhood rules determine the state transitions of the individual local elements (cells).
Chaos: A state the produces a signal that resembles noise and is aperiodic, well-bounded, and very
sensitive to initial conditions but is governed by a low-order deterministic differential or difference
equation.
Complexity: Complexity theory is concerned with systems that have many degrees of freedom (composite systems), are spatially extended (systems with both spatial and temporal degrees of freedom),
and are dissipative as well as nonlinear due to the rich interactions among the local components
(agents). Some of the terms associated with such systems are emergent global behavior, collective
behavior, cooperative behavior, self-organization, critical phenomena, and scale invariance.
Criticality: A state of a system where spatial and/or temporal characteristics are scale invariant.
Emergent global behavior: The observable behavior of a system that cannot be deduced from the
properties of constituent components considered in isolation and results from the collective (cooperative or competitive) evolution of local events.
Fractal: Refers to physical objects or dynamic processes that reveal new details on space or time
magnification. Fractals lack a characteristic scale.
Fractional brownian motion: A generalization of the random function created by the record of the
motion of a brownian particle executing random walk. Brownian motion is commonly used to
model diffusion in constraint-free media. Fractional brownian motion is often used to model
diffusion of particles in constrained environments or anomalous diffusion.
Percolation: A simple mathematical construct commonly used to measure the extent of connectedness
in a partially occupied (site percolation) or connected (bond percolation) lattice structure.
Phase transition: Any abrupt change between the physical and/or the dynamic states of a system,
usually between ordered and disordered organization or behavior.
Renormalization: Changing the characteristic scale of a measurement though a process of systematic
averaging applied to the microscopic elements of a system (also referred to as coarse graining).
Scaling: Structures or dynamics that maintain some form of exact or statistical invariance under
transformations of scale.
Self-organization: The spontaneous emergence of order. This occurs without the direction of a global
controller.
Self-similarity: A subset of objects and processes in the scaling category that remain invariant under
ordinary geometric similarity.
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