Book Review:
Abstract
This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agentbased modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used.
The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarsegrained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multiagent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents.
Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and wellwritten book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes a standard tool in the study of complex systems in the future.
 Publication:

Journal of Physics A Mathematical General
 Pub Date:
 December 2003
 DOI:
 10.1088/03054470/36/49/B05
 Bibcode:
 2003JPhA...3612348S