Topics in Quantitative Sociology

Fall 2020 ENSAE

Social Physics

At the intersection of social science and physics, this stream of research identifies elementary properties to explain societal phenomena. We examine in particular research on the effect of population/city size.

Background readings

Optional readings

Case-study for reading and commentary

Bettencourt & al., 2007, PNAS, “Growth, innovation, scaling, and the pace of life in cities”

Humanity has just crossed a major landmark in its history with the majority of people now living in cities. Cities have long been known to be society's predominant engine of innovation and wealth creation, yet they are also its main source of crime, pollution, and disease. The inexorable trend toward urbanization worldwide presents an urgent challenge for developing a predictive, quantitative theory of urban organization and sustainable development. Here we present empirical evidence indicating that the processes relating urbanization to economic development and knowledge creation are very general, being shared by all cities belonging to the same urban system and sustained across different nations and times. Many diverse properties of cities from patent production and personal income to electrical cable length are shown to be power law functions of population size with scaling exponents, β, that fall into distinct universality classes. Quantities reflecting wealth creation and innovation have β ≈1.2 >1 (increasing returns), whereas those accounting for infrastructure display β ≈0.8 <1 (economies of scale). We predict that the pace of social life in the city increases with population size, in quantitative agreement with data, and we discuss how cities are similar to, and differ from, biological organisms, for which β<1. Finally, we explore possible consequences of these scaling relations by deriving growth equations, which quantify the dramatic difference between growth fueled by innovation versus that driven by economies of scale. This difference suggests that, as population grows, major innovation cycles must be generated at a continually accelerating rate to sustain growth and avoid stagnation or collapse.

Case-studies for presentation

We investigate the relationship between patenting activity and the population size of metropolitan areas in the United States over the last two decades (1980–2001). We find a clear superlinear effect, whereby new patents are granted disproportionately in larger urban centers, thus showing increasing returns in inventing activity with respect to population size. We characterize this relation quantitatively as a power law with an exponent larger than unity. This phenomenon is commensurate with the presence of larger numbers of inventors in larger metropolitan areas, which we find follows a quantitatively similar superlinear relationship to population, while the productivity of individual inventors stays essentially constant across metropolitan areas. We also find that structural measures of the patent co-authorship network although weakly correlated to increasing rates of patenting, are not enough to explain them. Finally, we show that R&D establishments and employment in other creative professions also follow superlinear scaling relations to metropolitan population size, albeit possibly with different exponents.
With urban population increasing dramatically worldwide, cities are playing an increasingly critical role in human societies and the sustainability of the planet. An obstacle to effective policy is the lack of meaningful urban metrics based on a quantitative understanding of cities. Typically, linear per capita indicators are used to characterize and rank cities. However, these implicitly ignore the fundamental role of nonlinear agglomeration integral to the life history of cities. As such, per capita indicators conflate general nonlinear effects, common to all cities, with local dynamics, specific to each city, failing to provide direct measures of the impact of local events and policy. Agglomeration nonlinearities are explicitly manifested by the superlinear power law scaling of most urban socioeconomic indicators with population size, all with similar exponents (1.15). As a result larger cities are disproportionally the centers of innovation, wealth and crime, all to approximately the same degree. We use these general urban laws to develop new urban metrics that disentangle dynamics at different scales and provide true measures of local urban performance. New rankings of cities and a novel and simpler perspective on urban systems emerge. We find that local urban dynamics display long-term memory, so cities under or outperforming their size expectation maintain such (dis)advantage for decades. Spatiotemporal correlation analyses reveal a novel functional taxonomy of U.S. metropolitan areas that is generally not organized geographically but based instead on common local economic models, innovation strategies and patterns of crime.
Although most of wealth and innovation have been the result of human interaction and cooperation, we are not yet able to quantitatively predict the spatial distributions of three main elements of cities: population, roads, and socioeconomic interactions. By a simple model mainly based on spatial attraction and matching growth mechanisms, we reveal that the spatial scaling rules of these three elements are in a consistent framework, which allows us to use any single observation to infer the others. All numerical and theoretical results are consistent with empirical data from ten representative cities. In addition, our model can also provide a general explanation of the origins of the universal super- and sub-linear aggregate scaling laws and accurately predict kilometre-level socioeconomic activity. Our work opens a new avenue for uncovering the evolution of cities in terms of the interplay among urban elements, and it has a broad range of applications.
The size of cities is known to play a fundamental role in social and economic life. Yet, its relation to the structure of the underlying network of human interactions has not been investigated empirically in detail. In this paper, we map society-wide communication networks to the urban areas of two European countries. We show that both the total number of contacts and the total communication activity grow superlinearly with city population size, according to well-defined scaling relations and resulting from a multiplicative increase that affects most citizens. Perhaps surprisingly, however, the probability that an individual's contacts are also connected with each other remains largely unaffected. These empirical results predict a systematic and scale-invariant acceleration of interaction-based spreading phenomena as cities get bigger, which is numerically confirmed by applying epidemiological models to the studied networks. Our findings should provide a microscopic basis towards understanding the superlinear increase of different socioeconomic quantities with city size, that applies to almost all urban systems and includes, for instance, the creation of new inventions or the prevalence of certain contagious diseases.