Source: History & Mathematics: Historical Dynamics and Development of
Complex Societies / Ed. by Peter Turchin, Leonid Grinin, Victor C. de Munck,
and Andrey Korotayev, p. 44–62. Moscow: KomKniga, 2006.
The World System Urbanization Dynamics:
A quantitative analysis1
Andrey Korotayev
1
This research has been supported by the Russian Foundation for Basic Research (Project # 06–
06–80459а) and the Russian Science Support Foundation.
45
World System Urbanization Dynamics
The available estimates of the World System2 urban population up to 1990 may
be plotted graphically in the following way (see Diagram 1):
Diagram 1. Dynamics of the World Urban Population (millions), for cities
with > 10000 inhabitants (5000 BCE – 1990 CE)
2
We are speaking here about the system that originated in the early Holocene in the Middle East
in direct connection with the start of the Agrarian ("Neolithic") revolution, and that eventually
encompassed the whole world. With Andre Gunder Frank (1990, 1993) we denote this system as
"the World System". As we have shown (Korotayev, Malkov, and Khaltourina 2006a, 2006b),
this was the World System development that produced the hyperbolic trend of the world's
population growth. The presence of a hyperbolic trend itself indicates that the major part of the
respective entity (that is, the world population in our case) had a systemic unity; and we believe
that the evidence for this unity is readily available. Indeed, we have evidence for the systematic
spread of major innovations (domesticated cereals, cattle, sheep, goats, horses, plow, wheel,
copper, bronze, and later iron technology, and so on) throughout the whole North African –
Eurasian Oikumene for a few millennia BCE (see, e.g., Чубаров 1991, or Diamond 1999 for a
synthesis of such evidence). As a result, the evolution of societies in this part of the world,
already at this time, cannot be regarded as truly independent. Note, of course, that there would be
no grounds for speaking about a World System stretching from the Atlantic to the Pacific, even at
the beginning of the 1st millennium CE, if we applied the "bulk-good" criterion suggested by
Wallerstein (1974, 1987, 2004), as there was no movement of bulk goods at all between, say,
China and Europe at this time (as we have no reason to disagree with Wallerstein in his
classification of the 1st century Chinese silk reaching Europe as a luxury rather than a bulk good).
However, the 1st century CE (and even the 1st millennium BCE) World System definitely qualifies
as such if we apply the "softer" information-network criterion suggested by Chase-Dunn and Hall
(1997). Note that at our level of analysis the presence of an information network covering the
whole World System is a perfectly sufficient condition, which makes it possible to consider this
system as a single evolving entity. Yes, in the 1st millennium BCE any bulk goods could hardly
penetrate from the Pacific coast of Eurasia to its Atlantic coast. However, the World System had
reached by that time such a level of integration that iron metallurgy could spread through the
whole of the World System within a few centuries. Another important point appears to be that
even by the 1st century CE the World System had encompassed appreciably less than 90 per cent
of all the inhabitable landmass. However, it appears much more important that already by the 1st
century CE more than 90% of the world population lived precisely in those parts of the world that
were integral parts of the World System (the Mediterrannean region, the Middle East, as well as
South, Central, and East Asia) (see, e.g., Durand 1977: 256), whereas almost all the urban
population of the world was concentrated just within the World System. A few millennia before,
we would find another belt of societies strikingly similar in level and character of cultural
complexity, stretching from the Balkans up to the Indus Valley outskirts, that also encompassed
most of the world population of that time (Peregrine and Ember 2001: vols. 4 and 8; Peregrine
2003). Thus, already for many millennia the dynamics of the world population, the world
urbanization, the world political centralization and so on reflect first of all the dynamics of
population, urbanization, political centralization, etc., of the World System that makes it possible
to describe them with mathematical macromodels.
46
Andrey Korotayev
2500
2000
1500
1000
500
0
-5000
-3000
-1000
1000
3000
NOTES. Data sources: Modelski 2003; Gruebler 2006; UN Population Division 2006. Modelski
provides his estimates of the world urban population (for cities with >10000 inhabitants) for the
period till 1000 BCE, Gruebler's estimates cover the period between 900 and 1950 CE, whereas the
UN's estimates cover the period after 1950. The estimates of the world urban population for the
period between 1000 BCE and 900 CE were produced on the basis of Chandler's (1987) data on the
world urban population living in large cities (with >40000 inhabitants).
As has been shown by us earlier (see, e.g., Коротаев 2006; Коротаев, Малков,
Халтурина 2006; Korotayev, Malkov, and Khaltourina 2006b), the overall
dynamics of the world urban population up to the 1990s are described
mathematically in a rather accurate way by the following quadratic-hyperbolic
equation:
Ut =
C
,
(t0 − t ) 2
(1)
where Ut is the world urban population in the moment t, whereas C and t0 are
constants, with t0 corresponding to an absolute limit ("singularity" point) at
which U would become infinite if the world urban population growth trend
observed by the 1990s continued further.
World System Urbanization Dynamics
47
Thus, for the period between 5000 BCE and 1990 CE the correlation
between the dynamics generated by equation (1) and empirical estimates looks
as follows (see Diagram 2):
Diagram 2. World Urban Population Dynamics (in millions), for cities
with > 10000 inhabitants (5000 BCE – 1990 CE): correlation between
the dynamics generated by the quadratic-hyperbolic model and
empirical estimates
2500
2000
1500
1000
500
observed
0
-5000
predicted
-3000
-1000
1000
3000
NOTES: R = 0.998, R2 = 0.996, p << 0.0001. Black markers correspond to empirical estimates of
Modelski (2003), Gruebler (2006) and UN Population Division (2006). The solid grey curve was
generated by the following equation:
Ut =
7705000
(2047 − t ) 2
.
Parameters С (7705000) and t0 (2047) have been calculated with the least squares method.
Andrey Korotayev
48
The observed very high level of correlation between the long-term
macrodynamics of the world urban population and the dynamics generated by
the quadratic-hyperbolic model does not seem coincidental at all and is
accounted for by the presence of second-order nonlinear positive feedback
loops between the world's demographic growth and the World System
technological development that can be spelled out as follows: the more people
– the more potential inventors – the faster technological growth – the faster
growth of the Earth's carrying capacity – the faster population growth – with
more people you also have more potential inventors – hence, faster
technological growth, and so on (Kuznets 1960; Simon 1977, 1981, 2000;
Grossman and Helpman 1991; Aghion and Howitt 1992, 1998; Jones 1995,
2003, 2005; Kremer 1993; Cohen, 1995; Komlos and Nefedov 2002; Подлазов
2000, 2001, 2002; Podlazov, 2004; Tsirel 2004; Коротаев, Малков,
Халтурина 2005, 2006; Korotayev, Malkov, and Khaltourina 2006a, 2006b)
(see Diagram 3):
Diagram 3. Block Scheme of the Nonlinear Second Order Positive
Feedback between Technological Development
and Demographic Growth
As our (both mathematical and empirical) analysis (see, e.g., Коротаев,
Малков, Халтурина 2005a, 2005b; Korotayev, Malkov, and Khaltourina
2006a) suggests, up to the 1970s the above mentioned mechanism tended to
lead not only to the hyperbolic growth of the World System population, but
also to the hyperbolic growth of the per capita surplus3 and also to the
quadratic-hyperbolic growth of the world GDP (see Diagram 4):
3
That is, the product produced, per person, over the amount (m) minimally necessary to
reproduce the population with a zero growth rate in a Malthusian system.
49
World System Urbanization Dynamics
Diagram 4. Block Scheme of the Nonlinear Second Order Positive
Feedback between Technological Development,
Demographic and Economic Growth
Up to the 1970s – 1990s the trend towards the hyperbolic growth of the per
capita surplus production (in conjunction with the hyperbolic acceleration of
the technological growth) tended to result in the trend towards the hyperbolic
growth in world urbanization (that is, the hyperbolic growth of the proportion
of the urban population in the total population of the world); in conjunction
with the hyperbolic growth of the world's population this, naturally, also
produced a long-term trend towards the quadratic-hyperbolic growth of the
world urban population (see Diagram 5):
Andrey Korotayev
50
Diagram 5. Block Scheme of the Nonlinear Second Order Positive
Feedback Generating the Trend towards the QuadraticHyperbolic Growth of the World System Urban Population
The best fit of the dynamics generated by the quadratic-hyperbolic equation (1)
to the empirical estimates of the world urban population is observed for the
period prior to 1965. For this period, equation (1) describes more than 99.88%
of all the macrovariation of the variable in question (R = 0.9994, R2 = 0.9988,
with the following parameter values: C = 2610000 [in millions], t0 = 2010).
Incidentally, the above mentioned parameter value (t0 = 2010 [CE]) indicates
that if the world urban population growth trend observed prior to the mid 1960s
continued, the world urban population would become infinite already in 2010.
That is why, it is hardly surprising that since the mid 1960s the World System
started its withdrawal from the blow-up regime with respect to the variable in
question. Indeed, since the 1960s we observe the slow-down of the relative rate
of the world urban population growth, and, according to the forecasts (see, e.g.,
Gruebler 2006) in the forthcoming decades the slow-down of the absolute rates
of the world population growth will also start, resulting in the stabilization of
the world urban population in the 22nd century at the level of about 7 billion
(see Diagram 6):
World System Urbanization Dynamics
51
Diagram 6. World Urban Population Dynamics (in millions),
for cities with >10000 inhabitants
(5000 BCE– 2006 CE), with a forecast till 2350
70 0 0
60 0 0
50 0 0
40 0 0
30 0 0
20 0 0
10 0 0
0
-5 00 0 -4 0 0 0 -3 0 0 0 -2 0 00 -1 0 0 0 0
1000 2000 3000
NOTES. Data sources: Modelski 2003; Gruebler 2006; UN Population Division 2006. The curve
for 2006–2350 has been calculated on the basis of Gruebler's medium forecast for the dynamics of
the world urbanization (i.e., the proportion of the urban population in the overall population of the
world) and our own forecast of the world population for this period (Korotayev, Malkov,
Khaltourina 2006a).
The general macrodynamics of the World System urbanization can be
described mathematically with the following differential equation:
Andrey Korotayev
du
= aSu (ulim − u ) ,
dt
52
(2)
where u is the proportion of the population that is urban, S is per capita surplus
produced with the given level of the World System's technological
development, a is a constant, and ulim is the maximum possible proportion of
the population that can be urban (that may be estimated as being within 0.8–
0.9, and can be regarded within the given context as the "saturation level").
With low values of u (< 0.3) its dynamics is determined first of all by the
hyperbolic growth of S,4 as a result of which the urbanization dynamics turn out
to be also close to the hyperbolic dynamics, which, in conjunction with the
hyperbolic growth of the World System population (that was naturally observed
just for the period characterized by low values of the world urbanization) led to
the fact that the overall macrodynamics of the world urban population for this
period was described very well by the quadratic-hyperbolic equation. With
higher values of the world urbanization index (u) the saturation effect begins
being felt more and more strongly, and as it approaches saturation level the
world urbanization growth rates begin to slow down more and more, which is
observed at present – a time when the World System has begun its withdrawal
from the blow-up regime.
It is difficult not to notice that the history of world urbanization up to the
19th century looks, in Diagrams 1–2 and 6, extremely "dull", producing an
impression of an almost perfect stagnation5 followed by explosive modern
urban population growth. In reality the latter just does not let us discern, in the
diagrams above, the fact that many stretches of the pre-modern world urban
history were characterized by dynamics that were comparatively no less
dramatic. In fact, the impression of the pre-modern urban stagnation created by
diagrams above could be regarded as an illusion (in the strict sense of this
word) produced just by the quadratic-hyperbolic trend of the world urban
population growth observed up to the mid 1960s. To see this it is sufficient to
consider Diagram 1 in a logarithmic scale (see Diagram 7):
4
For the systems of equations describing this hyperbolic growth generated by the second-order
nonlinear positive feedback loops between the World System technological development and the
world demographic growth see, e.g., Korotayev, Malkov, and Khaltourina 2006a, 2006b.
5
Whereas for the period prior to 1000 BCE this stagnation looks absolute.
World System Urbanization Dynamics
53
Diagram 7. Dynamics of the World Urban Population (in millions), for
cities with >10000 inhabitants (5000 г. до н.э. – 1990 г. н.э.),
LOGARITHMIC SCALE
10000
1000
100
10
1
0.1
0.01
-4000
-3000
-2000
-1000
0
1000
2000
As we see, the structure of the curve of the World System urban population
growth turns out to be much more complex than one would imagine at first
glance at Diagrams 1–2 and 6. First of all, one can single out in a rather distinct
way three periods of relatively fast world urban population growth: (A1) the
second half of the 4th millennium BCE – the first half of the 3rd millennium
BCE, (A2) the 1st millennium BCE and (A3) the 19th – 21st centuries CE. In
addition to this, one can see two periods of relatively slow growth of the world
urban population: (B1) the mid 3rd millennium BCE – the late 2 nd millennium
BCE and (B2) the 1st – 18th centuries CE. As we shall see below, two other
periods turn out to be essentially close to these epochs: Period (B0)
immediately preceding the mid 4th millennium (when the world urban
population did not grow simply because the cities had not appeared yet and no
cities existed on the Earth), and Period (B3) that is expected to begin in the 22nd
century, when, according to forecasts, the world urban population will stop
again to grow in any significant way (in connection with the World System
urbanization reaching the saturation level and the stabilization of the world
Andrey Korotayev
54
population) (see, e.g., Gruebler 2006; Korotayev, Malkov, and Khaltourina
2006a, 2006b).
As one can see at Diagram 7, in Period В1 (from the mid 3rd millennium
BCE to the early 1st millennium BCE) the world urban population fluctuated at
the level reached by the end of the previous period (А1), whereas the trend
dynamics carved its way with great difficulties through the dominant cyclical
and stochastic dynamics (see, e.g., Modelski 2003; Frank and Thompson 2005;
Harper 2007). In Diagram 7 one could hardly discern the cyclical component of
the world urban population dynamics during Period B2 (the 1 st – 18th centuries
CE), which is accounted for by the simple fact that the respective stretch of the
diagram has been prepared on the basis of Gruebler's database that provides for
this period a very small number of data points that is not sufficient for the
detection of the cyclical component of the process under study. Within Period
B2 this cyclical component will be more visible if we use Chandler's database,
which provides much more data points for this period (Chandler 1987: 460–
510)6 (see Diagram 8):
6
This database consists of lists of the largest cities of the world for various time points with
estimates of the respective cities' population for respective moments of time. Chandler provides
estimates for the following time points (numbers in brackets indicate the urban population in
thousands, for cities with population not smaller than which the estimates are provided for the
respective year; for example, number 20 in brackets after 800 BCE indicates that for 800 BCE
Chandler's database provides estimates of the urban population for all the world cities with no less
than 20 thousand inhabitants) – 2250 BCE (20), 2000 BCE (20), 1800 BCE (20), 1600 BCE (20),
1360 BCE (20), 1200 BCE (20), 1000 BCE (20), 800 BCE (20), 650 BCE (30), 430 BCE (30),
200 BCE (30) and further for the following years CE: 100 (30), 361 (40), 500 (40), 622 (40), 800
(40), 900 (40), 1000 (40), 1100 (40), 1150 (40), 1200 (40), 1250 (40), 1300 (40), 1350 (40), 1400
(45), 1450 (45), 1500 (45), 1550 (50), 1575 (50), 1600 (60), 1650 (58), 1700 (60), 1750 (68),
1800 (20), 1825 (90), 1850 (116), 1875 (192), 1900 (30), 1914 (455), 1925 (200), 1950 (200) and
1970 (1930). The main problem with the use of Chandler's database within the context of the
present study is that it turns out to be impossible to get data on the world urban population
dynamics through the simple summation of the populations of the cities covered by Chandler for
the respective years. Indeed, with such a simple summation we will obtain, for example, for 1825
a figure indicating the total urban population that lived in that year in cities with no less than 90
thousand inhabitants, for 1850 – for the cities with no less than 116 thousand inhabitants, for
1875 – for the cities with no less than 192 thousand inhabitants, for 1900 – for the cities with no
less than 30 thousand inhabitants, for 1914 – for the cities with no less than 455 thousand
inhabitants; and such a series of numbers will not supply us with any useful information. On the
other hand, of course, if for one year we have at our disposal data on cities with >80 thousand
inhabitants, for a second – on cities with >120 thousand, and for a third – on cities with >100
thousand, we can trace the urban population dynamics for cities with >120 thousand inhabitants.
However, this does not solve the whole problem. Indeed, when we use Chandler's database with
respect to the last centuries, we can only obtain a meaningful dynamic time series for the
megacities (>200 thousand inhabitants). However, even with this approach we cannot obtain a
general picture of the world urban population dynamics for the whole period covered by
Chandler's database (that is, since 2250 BCE), as no such megacities existed before the mid 1 st
millennium BCE. The longest dynamic time series can be here obtained for the cities with no less
than 40 thousand inhabitants (especially in conjunction with Modelski's database). However, in
this case we cannot move after 1350 CE. Because of this, when using Chandler's database we will
have to utilize the data on the total population of large cities (with no less than 40 thousand
World System Urbanization Dynamics
55
Diagram 8. Urban Population Dynamics (in thousands), for cities with
no less than 40,000 inhabitants (1200 BCE – 1350 CE), logarithmic
scale
10000
1000
100
-1 2 0 0
-7 0 0
-2 0 0
300
800
1300
As we see, at this diagram we can observe for Period В2 not only a distinct
cyclical component7, but also a more clear upward trend. This trend will be
even more distinctly visible if we plot Chandler's data on population dynamics
of megacity (>200,000) inhabitants (which will also make it possible for us to
take into account the period after 1350) (see Diagram 9):
inhabitants) for the period between 3300 BCE and 1350 CE (in conjunction with Modelski's data
on the period before 2250 BCE) and data on the total population of megacities (with no less than
200 thousand inhabitants each) for the period between 430 BCE and 1950 CE.
7
In particular after 1100, which is connected with the point that in Chandler's database after this
year the distance between data points get reduced from 100 to 50 years.
56
Andrey Korotayev
Diagram 9. World Urban Population Dynamics (in thousands), for cities
with no less than 200,000 inhabitants (1000 BCE – 1950 CE),
logarithmic scale
1000000
100000
180
10000
1000
100
10
-1 0 0 0
-5 0 0
0
500
1000
1500
2000
As we see, a steady upward trend can be traced here for a few centuries before
1800. On the other hand, one should take into account the point that a relatively
fast growth of the world urban population was observed during this period
against the background of the hyperbolically accelerating growth of the overall
population of the world (see, e.g., Korotayev, Malkov, and Khaltourina 2006a,
2006b). That is why we shall obtain a clearer picture of the world urbanization
dynamics if we plot the estimates of the dynamics of the world urbanization
index per se, that is the proportion of the urban population in the overall
population of the world (see Diagram 10):
World System Urbanization Dynamics
57
Diagram 10. Dynamics of the World Macrourbanization Index
(proportion of population living in large, >40000 inhabitants) according
to the estimates of Modelski and Chandler (3500 BCE – 1400 CE)
0.03
0.025
0.02
0.015
0.01
0.005
0
-3500 -3000 -2500 -2000 -1500 -1000 -500
0
500 1000 1500
As has been mentioned above, Chandler's database does not make it possible to
trace the world macrourbanization dynamics after 1400.8 That is why in order
to obtain an overall picture of the world urbanization dynamics we shall have to
rely with respect to Period В2 on Gruebler's estimates (incidentally, let us
recollect that because of a very small number of data points in this database the
8
In fact, it produces a bit of a distorted picture already for 1400, as for this year it contains data on
the cities with >45 (and not 40) thousand inhabitants.
58
Andrey Korotayev
respective graphs do not reflect the cyclical component of the world macrourbanization dynamics):
Diagram 11. Dynamics of the World Macrourbanization (proportion of
population living in large, >40,000, cities in the overall population of the
world) according to the databases of Modelski, Chandler, and Gruebler
(4000 BCE – 1950 CE), logarithmic scale
1
0.1
0.01
0.001
-4000
-3000
-2000
-1000
0
1000
2000
3000
Our analysis suggests some idea of the general picture of the long-term macrourbanization of the world. During Period А1 we observe the formation of the
first large cities, and the proportion of their population reached the level of
decimals of one per cent of the overall population of the world. During Period
В1 this variable had fluctuated within this order of magnitude until, during
Period A2, it moved to the further order of magnitude, to the level of more than
one per cent. The variable in question had fluctuated within this order of
magnitude during Period B2 until, during Period A3, it began its movement to
the next (and, note, the last possible) order of magnitude, to the level of dozens
per cent. It is also remarkable that for the 2 nd millennium CE Gruebler's
database indicates a clear hyperbolic trend of the world macro-urbanization
described mathematically by model (2) (see Diagram 12):
World System Urbanization Dynamics
59
Diagram 12. World Macrourbanization Dynamics, 1250–1950 CE:
correlation between predictions of the hyperbolic model and empirical
estimates
.3
.2
.1
predicted
observed
0.0
1200
1300
1400
1500
1600
1700
1800
1900
2000
NOTES: R = 0.997, R2 = 0.994, p < 0.0001. The black markers correspond to Gruebler's (2006)
empirical estimates. The solid grey curve has been generated by the following equation:
ut = 0,01067 +
5.203
.
(1977 −t )
Parameters С (5,203), t0 (1977) and the constant (0,01067) have been calculated with the least
squares method.
Note that the detected world urbanization dynamics correlates rather well with
the dynamics of the World System political organization (see the article by
Grinin and Korotayev in the present issue of the Almanac). Note also that the
above mentioned synchronous phase transitions to the new orders of magnitude
of the world urbanization and new order of the World System political
organization complexity coincide in time with phase transitions to higher orders
of the World System political centralization that were detected by Taagapera
and that took place, according to his calculations, during periods А1, А2 и А3.
Andrey Korotayev
60
Taagapera estimates the World System political centralization dynamics using
the indicator that he denotes as an "effective number of polities" that is a
reverse of the political centralization index (which has values between 0 and 1,
where 1 corresponds to the maximum level of the world political centralization,
that is the world unification within one polity). Thus, in Diagram 13 below, the
downward trend corresponds to the GROWTH of political centralization of the
world:
Diagram 13. Dynamics of the "Effective Number of Polities" Calculated
on the Basis of Territory Size Controlled by Various Polities (Taagapera
1997: 485, Fig. 4)
Similar phase transitions appear to be observed with respect to the world
literacy macrodynamics. Indeed, during Period A1 we observe the appearance
of the first literate people whose proportion had reached the level of decimals
of one per cent by the end of this period and fluctuated at this level during
Period В1. During Period А2. world literacy grew by an order of magnitude
and reached the level of several per cent of the total population of the world, it
fluctuated at this level during Period B2 till the late 18 th century when Period
A3 started; during this period the world literacy has reached the level of dozens
per cent, and by the beginning of Period B3 (presumably in the 22 nd century) it
61
World System Urbanization Dynamics
is likely to stabilize at the 100% level (see, e.g., Дьяконов 1994; Мельянцев
1996; Korotayev, Malkov, and Khaltourina 2006a).
In fact, the above mentioned phase transitions can be regarded as different
aspects of a series of unified phase transitions: Phase Transition A1 from
medium complexity agrarian societies to complex agrarian ones, Phase
Transition A2 from complex agrarian societies to supercomplex ones, and,
finally, Phase Transition A3 from supercomplex agrarian societies to
postindustrial ones (within this perspective, the period of industrial societies
turns out to be a period of phase transition В2 – В3).
* * *
Thus, the World System history from the 6th millennium BCE can be described
as a movement from Attraction Basin B0 (the one of medium complexity
agrarian society) through Phase Transition A1 to Attraction Basin B1 (the one
of complex agrarian society), and further through Phase Transition A2 to
Attraction Basin B2 (the one of supercomplex agrarian society), and further
through Phase Transition А3 to Attraction Basin В3 (the one of postindustrial
society). Note that within this perspective the industrial period turns out to be a
period of phase transition from the preindustrial society to the postindustrial
one.
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