Title: John Doyle
1- John Doyle
- Control and Dynamical Systems
- Caltech
2Research interests
- Complex networks applications
- Ubiquitous, pervasive, embedded control,
computing, and communication networks - Biological regulatory networks
- New mathematics and algorithms
- robustness analysis
- systematic design
- multiscale physics
3Collaboratorsand contributors(partial list)
- Biology Csete,Yi, Borisuk, Bolouri, Kitano,
Kurata, Khammash, El-Samad, - Alliance for Cellular Signaling Gilman, Simon,
Sternberg, Arkin, - HOT Carlson, Zhou,
- Theory Lall, Parrilo, Paganini, Barahona,
DAndrea, - Web/Internet Low, Effros, Zhu,Yu, Chandy,
Willinger, - Turbulence Bamieh, Dahleh, Gharib, Marsden,
Bobba, - Physics Mabuchi, Doherty, Marsden,
Asimakapoulos, - Engineering CAD Ortiz, Murray, Schroder,
Burdick, Barr, - Disturbance ecology Moritz, Carlson, Robert,
- Power systems Verghese, Lesieutre,
- Finance Primbs, Yamada, Giannelli,
- and casts of thousands
4Background reading online
- On website accessible from SFI talk abstract
- Papers with minimal math
- HOT and power laws
- Chemotaxis, Heat shock in E. Coli
- Web Internet traffic, protocols, future issues
- Thesis Structured semidefinite programs and
semialgebraic geometry methods in robustness and
optimization - Recommended books
- A course in Robust Control Theory, Dullerud and
Paganini, Springer - Essentials of Robust Control, Zhou, Prentice-Hall
- Cells, Embryos, and Evolution, Gerhart and
Kirschner
5Biochemical Network E. Coli Metabolism
Regulatory Interactions
Complexity ? Robustness
Supplies Materials Energy
Supplies Robustness
From Adam Arkin
from EcoCYC by Peter Karp
6 Robustness
Complexity
7An apparent paradox
Component behavior seems to be gratuitously
uncertain, yet the systems have robust
performance.
Mutation
Selection
Darwinian evolution uses selection on random
mutations to create complexity.
8Component behavior seems to be gratuitously
uncertain, yet the systems have robust
performance.
- Such feedback strategies appear throughout
biology (and advanced technology). - Gerhart and Kirschner (correctly) emphasis that
this exploratory behavior is ubiquitous in
biology - but claim it is rare in our machines.
- This is true of primitive, but not advanced,
technologies. - Robust control theory provides a clear
explanation.
Transcription/ translation Microtubules Neurogenes
is Angiogenesis Immune/pathogen Chemotaxis .
Regulatory feedback control
9Overview
- Without extensive engineering theory and math,
even reverse engineering complex engineering
systems would be hopeless. (Let alone actual
design.) - Why should biology be much easier?
- With respect to robustness and complexity, there
is too much theory, not too little.
10Overview
- Two great abstractions of the 20th Century
- Separate systems engineering into control,
communications, and computing - Theory
- Applications
- Separate systems from physical substrate
- Facilitated massive, wildly successful, and
explosive growth in both mathematical theory and
technology - but creating a new Tower of Babel where even the
experts do not read papers or understand systems
outside their subspecialty.
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12 Any sufficiently advanced technology is
indistinguishable from magic. Arthur C. Clarke
13 Any sufficiently advanced technology is
indistinguishable from magic. Arthur C. Clarke
- Those who say do not know, those who know do not
say. - Zen saying
14Todays goal
- Introduce basic ideas about robustness and
complexity - Minimal math
- Hopefully familiar (but unconventional) example
systems - Caveat the real thing is much more complicated
- Perhaps any such story is necessarily
misleading - Hopefully less misleading than existing popular
accounts of complexity and robustness
15Complexity and robustness
- Complexity phenotype robust, yet fragile
- Complexity genotype internally complicated
- New theoretical framework HOT (Highly optimized
tolerance, with Jean Carlson, Physics, UCSB) - Applies to biological and technological systems
- Pre-technology simple tools
- Primitive technologies use simple strategies to
build fragile machines from precision parts. - Advanced technologies use complicated
architectures to create robust systems from
sloppy components - but are also vulnerable to cascading failures
16Robust, yet fragile phenotype
- Robust to large variations in environment and
component parts (reliable, insensitive,
resilient, evolvable, simple, scaleable,
verifiable, ...) - Fragile, often catastrophically so, to cascading
failures events (sensitive, brittle,...) - Cascading failures can be initiated by small
perturbations (Cryptic mutations,viruses and
other infectious agents, exotic species, ) - There is a tradeoff between
- ideal or nominal performance (no uncertainty)
- robust performance (with uncertainty)
- Greater pheno-complexity more extreme robust,
yet fragile
17Robust, yet fragile phenotype
- Cascading failures can be initiated by small
perturbations (Cryptic mutations,viruses and
other infectious agents, exotic species, ) - In many complex systems, the size of cascading
failure events are often unrelated to the size of
the initiating perturbations - Fragility is interesting when it does not arise
because of large perturbations, but catastrophic
responses to small variations
18Complicated genotype
- Robustness is achieved by building barriers to
cascading failures - This often requires complicated internal
structure, hierarchies, self-dissimilarity,
layers of feedback, signaling, regulation,
computation, protocols, ... - Greater geno-complexity more parts, more
structure - Molecular biology is about biological simplicity,
what are the parts and how do they interact. - If the complexity phenotypes and genotypes are
linked, then robustness is the key to biological
complexity. - Nominal function may tell little.
19An apparent paradox
Component behavior seems to be gratuitously
uncertain, yet the systems have robust
performance.
Mutation
Selection
Darwinian evolution uses selection on random
mutations to create complexity.
20Cell
Temp cell
Temp environ
21Cell
How does the cell build barriers (in state
space) to stop this cascading failure event?
Temp cell
Temp environ
22Temp cell
Folded Proteins
Temp environ
23Temp cell
Folded Proteins
Temp environ
24More robust ( Temp stable) proteins
Unfolded Proteins
Aggregates
Temp cell
Folded Proteins
Temp environ
25- Key proteins can have multiple (allelic or
paralogous) variants - Allelic variants allow populations to adapt
- Regulated multiple gene loci allow individuals
to adapt
Unfolded Proteins
Aggregates
Temp cell
Folded Proteins
Temp environ
2637o
42o
Log of E. Coli Growth Rate
46o
21o
-1/T
27Robustness/performance tradeoff?
37o
42o
Log of E. Coli Growth Rate
46o
21o
-1/T
28Heat shock response involves complex feedback and
feedforward control.
Unfolded Proteins
Temp cell
Folded Proteins
Temp environ
29Alternative strategies
Why does biology (and advanced technology)
overwhelmingly opt for the complex control
systems instead of just robust components?
- Robust proteins
- Temperature stability
- Allelic variants
- Paralogous isozymes
- Regulate temperature
- Thermotax
- Heat shock response
- Up regulate chaperones and proteases
- Refold or degraded denatured proteins
30E. Coli Heat Shock (with Kurata, El-Samad,
Khammash, Yi)
31Heater
Thermostat
32Thus stabilizing forward flight.
At the expense of extra weight and drag.
33For minimum weight drag, (and other performance
issues) eliminate fuselage and tail.
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38Why do we love building robust systems from
highly uncertain and unstable components?
39P
-
- Assumptions on components
- Everything just numbers
- Uncertainty in P
- Higher gain more uncertain
40P
-
G
-
Negative feedback
K
41- Design recipe
- 1 gtgt K gtgt 1/G
- G gtgt 1/K gtgt 1
- G maximally uncertain!
- K small, low uncertainty
- Results for y? (1/K )r
- high gain
- low uncertainty
- d attenuated
S sensitivity function
42- Design recipe
- 1 gtgt K gtgt 1/G
- G gtgt 1/K gtgt 1
- G maximally uncertain!
- K small, low uncertainty
- Results for y? (1/K )r
- high gain
- low uncertainty
- d attenuated
- Extensions to
- Dynamics
- Multivariable
- Nonlinear
- Structured uncertainty
- All cost more computationally.
43G
-
Uncertain high gain
K
Transcription/translation Microtubule
formation Neurogenesis Angiogenesis Antibody
production Chemotaxis .
44Summary
- Primitive technologies build fragile systems from
precision components. - Advanced technologies build robust systems from
sloppy components. - There are many other examples of regulator
strategies deliberately employing uncertain and
stochastic components - to create robust systems.
- High gain negative feedback is the most powerful
mechanism, and also the most dangerous. - In addition to the added complexity, what can go
wrong?
45G
-
F
K
46If y, d and F are just numbers
F
S measures disturbance rejection.
S sensitivity function
Its convenient to study ln(S).
47F gt 0 ln(S) gt 0
ln(S)
amplification
F
F lt 0 ln(S) lt 0
ln( S )
attenuation
48F ? 1 ln(S) ? ?
ln(S)
extreme sensitivity
F
extreme robustness
F ? ?? ln(S) ? ??
49- Assume
- F (and S) random variables
- Prob( F -1 ) gt 0
F
Increase F
? 1
50If these model physical processes, then d and y
are signals and F is an operator. We can still
define S(?? Y(?? /D(?? where E and D are
the Fourier transforms of y and d. ( If F is
linear, then S is independent of D.)
F
Under assumptions that are consistent with F and
d modeling physical systems (in particular,
causality), it is possible to prove that
?he amplification (Fgt0) must at least balance the
attenuation (Flt0).
(Bode, 1940)
51Positive feedback
?
lnS
logS
Negative feedback
F
52yet fragile
Positive feedback
?
?
lnS
logS
Negative feedback
Robust
F
53Robustness of HOT systems
Fragile
Fragile (to unknown or rare perturbations)
Robust (to known and designed-for uncertainties)
Uncertainties
Robust
54Feedback and robustness
- Negative feedback is both the most powerful and
most dangerous mechanism for robustness. - It is everywhere in engineering, but appears
hidden as long as it works. - Biology seems to use it even more aggressively,
but also uses other familiar engineering
strategies - Positive feedback to create switches (digital
systems) - Protocol stacks
- Feedforward control
- Randomized strategies
- Coding
55 Robustness
Complexity
56Current research
- So far, this is all undergraduate level material
- Current research involves lots of math not
traditionally thought of as applied - New theoretical connections between robustness,
evolvability, and verifiability - Beginnings of a more integrated theory of
control, communications and computing - Both biology and the future of ubiquitous,
embedded networking will drive the development of
new mathematics.
57Robustness of HOT systems
Fragile
Fragile (to unknown or rare perturbations)
Robust (to known and designed-for uncertainties)
Uncertainties
Robust
58Robustness of HOT systems
Fragile
Humans
Chess
Meteors
Robust
59Robustness of HOT systems
Fragile
Humans
Archaea
Chess
Meteors
Machines
Robust
60Diseases of complexity
Fragile
- Cancer
- Epidemics
- Viral infections
- Auto-immune disease
Uncertainty
Robust
61Sources of uncertainty
- In a system
- Environmental perturbations
- Component variations
- In a model
- Parameter variations
- Unmodeled dynamics
- Assumptions
- Noise
Fragile
Robust
62Sources of uncertainty
Fragile
?
Robust
63Typically NP hard.
?
64Typically coNP hard.
- Fundamental asymmetries
- Between P and NP
- Between NP and coNP
?
- More important problem.
- Short proofs may not exist.
Unless theyre the same
65How do we prove that
- Standard techniques include relaxations, Grobner
bases, resultants, numerical homotopy, etc - Powerful new method based on real algebraic
geometry and semidefinite programming (Parrilo,
Shor, ) - Nested series of polynomial time relaxations
search for polynomial sized certificates - Exhausts coNP (but no uniform bound)
- Relaxations have both computational and physical
interpretations - Beats gold standard algorithms (eg MAX CUT)
handcrafted for special cases - Completely changes the P/NP/coNP picture
66Bacterial chemotaxis
67Bacterial chemotaxis (Yi, Huang, Simon, Doyle)
Random walk
Ligand
Motion
Motor
68Biased random walk
gradient
Ligand
Motion
Motor
Signal Transduction
69High gain (cooperativity)
ultrasensitivity
References Cluzel, Surette, Leibler
Motor
Ligand
Motion
Signal Transduction
70Motor
References Cluzel, Surette, Leibler Alon,
Barkai, Bray, Simon, Spiro, Stock, Berg,
Signal Transduction
71ligand binding
motor
FAST
ATT
-ATT
flagellar
motor
R
CH
3
MCPs
MCPs
SLOW
CW
W
W
P
P
-CH
3
A
A
Y
B
P
Z
ATP
ADP
ATP
P
P
Y
B
i
i
72Fast (ligand and phosphorylation)
ligand binding
motor
FAST
ATT
-ATT
flagellar
motor
MCPs
MCPs
CW
W
W
P
A
A
Y
P
Z
ATP
ADP
ATP
P
Y
i
73Short time Yp response
1
Ligand
0
0
1
2
3
4
5
6
Che Yp
Barkai, et al
No methylation
Extend run (more ligand)
0
1
2
3
4
5
6
Time (seconds)
74Slow (de-) methylation dynamics
R
CH
3
MCPs
MCPs
SLOW
W
W
P
-CH
3
A
A
B
P
ATP
ADP
ATP
P
B
i
75ligand binding
motor
FAST
ATT
-ATT
flagellar
motor
R
CH
3
MCPs
MCPs
SLOW
CW
W
W
P
P
-CH
3
A
A
Y
B
P
Z
ATP
ADP
ATP
P
P
Y
B
i
i
76Long time Yp response
5
3
1
0
0
1000
2000
3000
4000
5000
6000
7000
No methylation
B-L
0
1000
2000
3000
4000
5000
6000
7000
Time (seconds)
77Tumble (less ligand)
Ligand
Extend run (more ligand)
78Biologists call this perfect adaptation
- Methylation produces perfect adaptation by
integral feedback. - Integral feedback is ubiquitous in both
engineering systems and biological systems. - Integral feedback is necessary for robust perfect
adaptation.
79Perfect adaptation is necessary
ligand
80Tumbling bias
Perfect adaptation is necessary
to keep CheYp in the responsive range of the
motor.
ligand
81Fine tuned or robust ?
- Maybe just not the right question.
- Fine tuned for robustness
- with resource costs and new fragilities as the
price.
82Biochemical Network E. Coli Metabolism
Regulatory Interactions
Complexity ? Robustness
Supplies Materials Energy
Supplies Robustness
From Adam Arkin
from EcoCYC by Peter Karp
83What about ?
- Not really about complexity
- These concepts themselves are robust, yet
fragile - Powerful in their niche
- Brittle (break easily) when moved or extended
- Some are relevant to biology and engineering
systems - Comfortably reductionist
- Remarkably useful in getting published
- Information entropy
- Fractals self-similarity
- Chaos
- Criticality and power laws
- Undecidability
- Fuzzy logic, neural nets, genetic algorithms
- Emergence
- Self-organization
- Complex adaptive systems
- New science of complexity
84Criticality and power laws
- Tuning 1-2 parameters ? critical point
- In certain model systems (percolation, Ising, )
power laws and universality iff at criticality. - Physics power laws are suggestive of criticality
- Engineers/mathematicians have opposite
interpretation - Power laws arise from tuning and optimization.
- Criticality is a very rare and extreme special
case. - What if many parameters are optimized?
- Are evolution and engineering design different?
How? - Which perspective has greater explanatory power
for power laws in natural and man-made systems?
856
Data compression (Huffman)
WWW files Mbytes (Crovella)
5
4
Cumulative
3
Frequency
Forest fires 1000 km2 (Malamud)
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
Decimated data Log (base 10)
Size of events
86Size of events x vs. frequency
log(Prob gt size)
log(rank)
log(size)
876
Web files
5
Codewords
4
Cumulative
3
Frequency
Fires
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
Size of events
Log (base 10)
88The HOT view of power laws
- Engineers design (and evolution selects) for
systems with certain typical properties - Optimized for average (mean) behavior
- Optimizing the mean often (but not always) yields
high variance and heavy tails - Power laws arise from heavy tails when there is
enough aggregate data - One symptom of robust, yet fragile
89Source coding for data compression
90Shannon coding
- Ignore value of information, consider only
surprise - Compress average codeword length (over stochastic
ensembles of source words rather than actual
files) - Constraint on codewords of unique decodability
- Equivalent to building barriers in a zero
dimensional tree - Optimal distribution (exponential) and optimal
cost are
91Data
6
DC
5
How well does the model predict the data?
4
3
2
1
0
-1
0
1
2
92Data Model
6
DC
5
How well does the model predict the data?
4
3
Not surprising, because the file was compressed
using Shannon theory.
2
1
0
-1
0
1
2
Small discrepancy due to integer lengths.
93Web layout as generalized source coding
- Keep parts of Shannon abstraction
- Minimize downloaded file size
- Averaged over an ensemble of user access
- But add in feedback and topology, which
completely breaks standard Shannon theory - Logical and aesthetic structure determines
topology - Navigation involves dynamic user feedback
- Breaks standard theory, but extensions are
possible - Equivalent to building 0-dimensional barriers in
a 1- dimensional tree of content
94A toy website model( 1-d grid HOT design)
document
95 links files
96Forest fires dynamics
Intensity Frequency Extent
97A HOT forest fire abstraction
Fire suppression mechanisms must stop a 1-d front.
Optimal strategies must tradeoff resources with
risk.
98Generalized coding problems
- Optimizing d-1 dimensional cuts in d dimensional
spaces - To minimize average size of files or fires,
subject to resource constraint. - Models of greatly varying detail all give a
consistent story. - Power laws have ? ? 1/d.
- Completely unlike criticality.
Data compression
Web
99Theory
d 0 data compression d 1 web layout d
2 forest fires
100Data
6
DC
5
WWW
4
3
FF
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
101Data Model/Theory
6
DC
5
WWW
4
3
FF
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
102Forest fires?
Fire suppression mechanisms must stop a 1-d front.
103Forest fires?
Geography could make d lt2.
104California geographyfurther irresponsible
speculation
- Rugged terrain, mountains, deserts
- Fractal dimension d ? 1?
- Dry Santa Ana winds drive large (? 1-d) fires
105Data HOT Model/Theory
6
5
California brushfires
4
3
FF (national) d 2
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
106Data HOTSOC
6
5
4
3
2
1
0
-1
-6
-5
-4
-3
-2
-1
0
1
2
107Critical/SOC exponents are way off
Data ? gt .5
SOC ? lt .15
10818 Sep 1998
Forest Fires An Example of Self-Organized
Critical Behavior Bruce D. Malamud, Gleb Morein,
Donald L. Turcotte
4 data sets
109HOT FF d 2
2
10
1
10
0
10
-2
-1
0
1
2
3
4
10
10
10
10
10
10
10
Additional 3 data sets
110(No Transcript)
111Fires 1930-1990
Fires 1991-1995
112HOT
SOC and HOT have very different power laws.
d1
SOC
d1
- HOT ? decreases with dimension.
- SOC?? increases with dimension.
113- HOT yields compact events of nontrivial size.
- SOC has infinitesimal, fractal events.
HOT
SOC
large
infinitesimal
size
114SOC and HOT are extremely different.
HOT
SOC
115SOC and HOT are extremely different.
HOT
SOC
116Robust
Log(freq.) cumulative
yet fragile
Log(event sizes)
117Power laws are inevitable.
Gaussian
log(probgtsize)
log(size)
118Power laws summary
- Power laws are ubiquitous
- HOT may be a unifying perspective for many
- Criticality, SOC is an interesting and extreme
special case - but very rare in the lab, and even much rarer
still outside it. - Viewing a complex system as HOT is just the
beginning of study. - The real work is in new Internet protocol design,
forest fire suppression strategies, etc
119Universal network behavior?
Congestion induced phase transition.
throughput
- Similar for
- Power grid?
- Freeway traffic?
- Gene regulation?
- Ecosystems?
- Finance?
demand
120Web/Internet?
121Networks
- Making a random network
- Remove protocols
- No IP routing
- No TCP congestion control
- Broadcast everything
- ? Many orders of magnitude slower
log(thru-put)
log(demand)
122Networks
HOT
log(thru-put)
log(demand)
123Turbulence
flow
HOT
pressure drop
124streamlined pipes
flow
HOT
HOT turbulence? Robust, yet fragile?
random pipes
pressure drop
- Through streamlined design
- High throughput
- Robust to bifurcation transition (Reynolds
number) - Yet fragile to small perturbations
- Which are irrelevant for more generic flows
125Shear flow turbulence summary
- Shear flows are ubiquitous and important
- HOT may be a unifying perspective
- Chaos is interesting, but may not be very
important for many important flows - Viewing a turbulent or transitioning flow as HOT
is just the beginning of study
126The yield/density curve predicted using random
ensembles is way off.
designed
- Similar for
- Power grid
- Freeway traffic
- Gene regulation
- Ecosystems
- Finance?
HOT
Yield, flow,
random
Densities, pressure,
127Turbulence in shear flows
Kumar Bobba, Bassam Bamieh
wings
channels
Turbulence is the graveyard of theories. Hans
Liepmann Caltech
pipes
128Chaos and turbulence
- The orthodox view
- Adjusting 1 parameter (Reynolds number) leads to
a bifurcation cascade to chaos - Turbulence transition is a bifurcation
- Turbulent flows are chaotic, intrinsically
nonlinear - There are certainly many situations where this
view is useful.
129velocity
high
low
equilibrium
periodic
chaotic
130random pipe
131bifurcation
laminar
flow (average speed)
turbulent
pressure (drop)
132Random pipes are like bluff bodies.
133flow
Typical flow
pressure
134wings
Streamline
channels
pipes
135theory
laminar
log(flow)
experiment
turbulent
Random pipe
log(pressure)
136log(flow)
Random pipe
log(Re)
137This transition is extremely delicate (and
controversial).
Random pipe
It can be promoted (or delayed!) with tiny
perturbations.
log(Re)
138Transition to turbulence is promoted (occurs at
lower speeds) by
Surface roughness Inlet distortions Vibrations The
rmodynamic fluctuations? Non-Newtonian effects?
139None of which makes much difference for random
pipes.
Random pipe
140Shark skin delays transition to turbulence
141log(flow)
It can be reduced with small amounts of polymers.
log(pressure)
142streamlined pipes
flow
HOT
HOT turbulence? Robust, yet fragile?
random pipes
pressure drop
- Through streamlined design
- High throughput
- Robust to bifurcation transition (Reynolds
number) - Yet fragile to small perturbations
- Which are irrelevant for more generic flows
143(No Transcript)
144streamwise
Couette flow
145high-speed region
From Kline
146(No Transcript)
147Streamwise constant perturbation
Spanwise periodic
148Streamwise constant perturbation
Spanwise periodic
149y
flow
position
z
x
150y
v
flow
flow
x
u
position
velocity
z
w
151y
v
flow
flow
x
u
position
velocity
z
w
152(No Transcript)
153y
flow
x
position
z
2 dimensions
2d-3c model
154These equations are globally stable! Laminar flow
is global attractor.
2d-3c model
155energy
(Bamieh and Dahleh)
t
156energyN10R1000t1000alpha2
5
10
Total energy
0
10
energy
vortices
-5
10
-10
10
0
200
400
600
800
1000
t
157What youll see next.
Log-log plot of time response.
158Random initial conditions on
concentrated at lower boundary.
159Streamwise streaks.
Long range correlation.
160streamlined pipes
flow
HOT
HOT turbulence? Robust, yet fragile?
random pipes
pressure drop
- Through streamlined design
- High throughput
- Robust to bifurcation transition (Reynolds
number) - Yet fragile to small perturbations
- Which are irrelevant for more generic flows
161Complexity, chaos and criticality
- The orthodox view
- Power laws suggest criticality
- Turbulence is chaos
- HOT view
- Robust design often leads to power laws
- Just one symptom of robust, yet fragile
- Shear flow turbulence is noise amplification
- Other orthodoxies
- Dissipation, time irreversibility, ergodicity and
mixing - Quantum to classical transitions
- Quantum measurement and decoherence
162Epilogue
- HOT may make little difference for explaining
much of traditional physics lab experiments, - So if youre happy with orthodox treatments of
power laws, turbulence, dissipation, quantum
measurement, etc then you can ignore HOT. - Otherwise, the differences between the orthodox
and HOT views are large and profound,
particularly for - Forward or reverse (eg biology) engineering
complex, highly designed or evolved systems, - But perhaps also, surprisingly, for some
foundational problems in physics