We introduce a notion of emergence for macroscopic variables associated with highly multivariate microscopic dynamical processes. Dynamical independence instantiates the intuition of an emergent macroscopic process as one possessing the characteristics of a dynamical system “in its own right,” with its own dynamical laws distinct from those of the underlying microscopic dynamics. We quantify (departure from) dynamical independence by a transformation-invariant Shannon information-based measure of dynamical dependence. We emphasize the data-driven discovery of dynamically independent macroscopic variables, and introduce the idea of a multiscale “emergence portrait” for complex systems. We show how dynamical dependence may be computed explicitly for linear systems in both time and frequency domains, facilitating discovery of emergent phenomena across spatiotemporal scales, and outline application of the linear operationalization to inference of emergence portraits for neural systems from neurophysiological time-series data. We discuss dynamical independence for discrete- and continuous-time deterministic dynamics, with potential application to Hamiltonian mechanics and classical complex systems such as flocking and cellular automata.

• Received 29 June 2022
• Revised 18 January 2023
• Accepted 15 June 2023

DOI:https://doi.org/10.1103/PhysRevE.108.014304

Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.

Published by the American Physical Society