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This book explores non-extensive statistical mechanics in non-equilibrium thermodynamics, and presents an overview of the strong nonlinearity of chaos and complexity in natural systems, drawing on relevant mathematics from topology, measure-theory, inverse and ill-posed problems, set-valued analysis, and nonlinear functional analysis. It offers a self-contained theory of complexity and complex systems as the steady state of non-equilibrium systems, denoting a homeostatic dynamic equilibrium between stabilizing order and destabilizing disorder.§