The statistics of urban scaling and their connection to Zipf's law

Urban scaling relations characterizing how diverse properties of cities vary on average with their population size have recently been shown to be a general quantitative property of many urban systems around the world. However, in previous studies the statistics of urban indicators were not analyzed in detail, raising important questions about the full characterization of urban properties and how scaling relations may emerge in these larger contexts. Here, we build a self-consistent statistical framework that characterizes the joint probability distributions of urban indicators and city population sizes across an urban system. To develop this framework empirically we use one of the most granular and stochastic urban indicators available, specifically measuring homicides in cities of Brazil, Colombia and Mexico, three nations with high and fast changing rates of violent crime. We use these data to derive the conditional probability of the number of homicides per year given the population size of a city. To do this we use Bayes' rule together with the estimated conditional probability of city size given their number of homicides and the distribution of total homicides. We then show that scaling laws emerge as expectation values of these conditional statistics. Knowledge of these distributions implies, in turn, a relationship between scaling and population size distribution exponents that can be used to predict Zipf's exponent from urban indicator statistics. Our results also suggest how a general statistical theory of urban indicators may be constructed from the stochastic dynamics of social interaction processes in cities.     

Scale-Adjusted Metrics for Predicting the Evolution of Urban Indicators and Quantifying the Performance of Cities

More than a half of world population is now living in cities and this number is expected to be two-thirds by 2050. Fostered by the relevancy of a scientific characterization of cities and for the availability of an unprecedented amount of data, academics have recently immersed in this topic and one of the most striking and universal finding was the discovery of robust allometric scaling laws between several urban indicators and the population size. Despite that, most governmental reports and several academic works still ignore these nonlinearities by often analyzing the raw or the per capita value of urban indicators, a practice that actually makes the urban metrics biased towards small or large cities depending on whether we have super or sublinear allometries. By following the ideas of Bettencourt et al. [PLoS ONE 5 (2010) e13541], we account for this bias by evaluating the difference between the actual value of an urban indicator and the value expected by the allometry with the population size. We show that this scale-adjusted metric provides a more appropriate/informative summary of the evolution of urban indicators and reveals patterns that do not appear in the evolution of per capita values of indicators obtained from Brazilian cities. We also show that these scale-adjusted metrics are strongly correlated with their past values by a linear correspondence and that they also display crosscorrelations among themselves. Simple linear models account for 31%–97% of the observed variance in data and correctly reproduce the average of the scale-adjusted metric when grouping the cities in above and below the allometric laws. We further employ these models to forecast future values of urban indicators and, by visualizing the predicted changes, we verify the emergence of spatial clusters characterized by regions of the Brazilian territory where we expect an increase or a decrease in the values of urban indicators.     

Urban scaling and its deviations: revealing the structure of wealth, innovation and crime across cities

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.     

Modeling fractal structure of city-size distributions using correlation functions

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Using the idea from general fractals and scaling, I propose a dual competition hypothesis of city development to explain the value intervals and the special value, 1, of the power exponent. Zipf's law and Pareto's law can be mathematically transformed into one another, but represent different processes of urban evolution, respectively. Based on the Pareto distribution, a frequency correlation function can be constructed. By scaling analysis and multifractals spectrum, the parameter interval of Pareto exponent is derived as (0.5, 1]; Based on the Zipf distribution, a size correlation function can be built, and it is opposite to the first one. By the second correlation function and multifractals notion, the Pareto exponent interval is derived as [1, 2). Thus the process of urban evolution falls into two effects: one is the Pareto effect indicating city number increase (external complexity), and the other the Zipf effect indicating city size growth (internal complexity). Because of struggle of the two effects, the scaling exponent varies from 0.5 to 2; but if the two effects reach equilibrium with each other, the scaling exponent approaches 1. A series of mathematical experiments on hierarchical correlation are employed to verify the models and a conclusion can be drawn that if cities in a given region follow Zipf's law, the frequency and size correlations will follow the scaling law. This theory can be generalized to interpret the inverse power-law distributions in various fields of physical and social sciences.     

Universities Scale Like Cities

Recent studies of urban scaling show that important socioeconomic city characteristics such as wealth and innovation capacity exhibit a nonlinear, particularly a power law scaling with population size. These nonlinear effects are common to all cities, with similar power law exponents. These findings mean that the larger the city, the more disproportionally they are places of wealth and innovation. Local properties of cities cause a deviation from the expected behavior as predicted by the power law scaling. In this paper we demonstrate that universities show a similar behavior as cities in the distribution of the ‘gross university income’ in terms of total number of citations over ‘size’ in terms of total number of publications. Moreover, the power law exponents for university scaling are comparable to those for urban scaling. We find that deviations from the expected behavior can indeed be explained by specific local properties of universities, particularly the field-specific composition of a university, and its quality in terms of field-normalized citation impact. By studying both the set of the 500 largest universities worldwide and a specific subset of these 500 universities -the top-100 European universities- we are also able to distinguish between properties of universities with as well as without selection of one specific local property, the quality of a university in terms of its average field-normalized citation impact. It also reveals an interesting observation concerning the working of a crucial property in networked systems, preferential attachment.     

Urban Scaling of Cities in the Netherlands

We investigated the socioeconomic scaling behavior of all cities with more than 50,000 inhabitants in the Netherlands and found significant superlinear scaling of the gross urban product with population size. Of these cities, 22 major cities have urban agglomerations and urban areas defined by the Netherlands Central Bureau of Statistics. For these major cities we investigated the superlinear scaling for three separate modalities: the cities defined as municipalities, their urban agglomerations and their urban areas. We find superlinearity with power-law exponents of around 1.15. But remarkably, both types of agglomerations underperform if we compare for the same size of population an agglomeration with a city as a municipality. In other words, an urban system as one formal municipality performs better as compared to an urban agglomeration with the same population size. This effect is larger for the second type of agglomerations, the urban areas. We think this finding has important implications for urban policy, in particular municipal reorganizations. A residual analysis suggests that cities with a municipal reorganization recently and in the past decades have a higher probability to perform better than cities without municipal restructuring.     

Rural to Urban Population Density Scaling of Crime and Property Transactions in English and Welsh Parliamentary Constituencies

Urban population scaling of resource use, creativity metrics, and human behaviors has been widely studied. These studies have not looked in detail at the full range of human environments which represent a continuum from the most rural to heavily urban. We examined monthly police crime reports and property transaction values across all 573 Parliamentary Constituencies in England and Wales, finding that scaling models based on population density provided a far superior framework to traditional population scaling. We found four types of scaling: i) non-urban scaling in which a single power law explained the relationship between the metrics and population density from the most rural to heavily urban environments, ii) accelerated scaling in which high population density was associated with an increase in the power-law exponent, iii) inhibited scaling where the urban environment resulted in a reduction in the power-law exponent but remained positive, and iv) collapsed scaling where transition to the high density environment resulted in a negative scaling exponent. Urban scaling transitions, when observed, took place universally between 10 and 70 people per hectare. This study significantly refines our understanding of urban scaling, making clear that some of what has been previously ascribed to urban environments may simply be the high density portion of non-urban scaling. It also makes clear that some metrics undergo specific transitions in urban environments and these transitions can include negative scaling exponents indicative of collapse. This study gives promise of far more sophisticated scale adjusted metrics and indicates that studies of urban scaling represent a high density subsection of overall scaling relationships which continue into rural environments.     

Impact of the Economic Structure of Cities on Urban Scaling Factors: Implications for Urban Material and Energy Flows in China

We explore the population‐scaling and gross domestic product (GDP)‐scaling relationships of material and energy flow (MEF) parameters in different city types based on economic structure. Using migration‐corrected population data, we classify 233 Chinese city propers (Shiqu) as “highly industrial” (share of secondary GDP exceeds 63.9%), “highly commercial” (share of tertiary GDP exceeds 52.6%), and “mixed‐economy” (the remaining cities). We find that, first, the GDP population‐scaling factors differ in the different city types. Highly commercial and mixed‐economy cities exhibit superlinear GDP population‐scaling factors greater than 1, whereas highly industrial cities are sublinear. Second, GDP scaling better correlates with city‐wide MEF parameters in Chinese cities; these scaling relationships also show differences by city typology. Third, highly commercial cities are significantly different from others in demonstrating greater average per capita household income creation relative to per capita GDP. Further, highly industrial cities show an apparent cap in population. This also translates to lower densities in highly industrial cities compared to other types, showing a size effect on urban population density. Finally, a multiple variable regression of total household electricity showed significant and positive correlation with population, income effect, and urban form effect. With such multivariate modeling, the apparent superlinearity of household electricity use with respect to population is no longer observed. Our study enhances understanding of MEFs associated with Chinese cities and provides new insights into the patterns of scaling observed in different city types by economic structure. Results recommend dual scaling by GDP and by population for MEF parameters and suggest caution in applying universal scaling factors to all cities in a country.     

Ecological network analysis of urban–industrial ecosystems

Sustainability of urban areas is paramount in the coming years as cities continue to grow in population and resource consumption. A number of methods to model cities have been developed, including material flow analysis and urban metabolism, but these accounting methods do not fully analyze the complex network dynamics present within cities. Ecological network analysis (ENA) provides a new perspective into these urban areas by using metrics designed for analysis of natural ecosystems. This study analyzes 29 urban–industrial ecosystems using ENA, comparing the networks to each other as well as comparing them to previously analyzed eco‐industrial parks and natural food webs. It is found that these systems perform similar to other human‐designed systems, which consistently lack in ecological performance when compared with the natural ecosystems. Additionally, the impact of specific actor types within these networks is shown indicating the importance of industry, agriculture, and the natural environment. Finally, the types of networks are determined to affect the ecological metrics, with the more linear‐based energy networks having the worst performance. This new dataset of ecologically analyzed networks provides a deeper understanding of urban networks and their infrastructure, while providing useful information on how to potentially improve their sustainability.     

Evaluating empirical scaling relations of pattern metrics with simulated landscapes

Landscape patterns demonstrate scale-dependent properties that have been parsimoniously described by empirical scaling functions. These functions, derived from multiple-scale analysis of real landscapes, are evaluated here for their generality and robustness via a series of simulated landscapes with known landscape patterns. A factorial design was used to generate these landscapes, varying the number of classes, class abundance distribution, and patch dispersion. The results confirm that the three types of scaling relations were both general and robust. Type I metrics were predictable with simple scaling functions (e.g. power laws or linear functions); Type II metrics showed stair-case like response patterns and were essentially not predictable; Type III metrics exhibited erratic response patterns that were unpredictable in most cases. However, significant differences were found between real and simulated landscapes when landscape extent was increased. Systematic changes in grain size show that the predictability of scaling relations increases with the number of classes, the evenness of class abundance distribution, and the aggregation of patch dispersion. However, random patch dispersion seemed to enhance the predictability of scaling relations when changing spatial extent.