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An ecology is a self sustaining system of millions of living species. No small, long term, self contained ecologies have been created.
You can purchase small, sealed terrariums or aquariums with a single animal, and a large number of plants. These can last for a surprisingly long time, (until the animal dies), which suggest an artificial ecology could be possible.
Small Ecologies On Mars
The experiment Biosphere 2 has shown it is not simple to build a self contained ecology. However, on Mars, such ecologies will be needed if the human population increases. Mars gets about 1/2 the light as Earth, so there is less energy to power the ecologies. Thus a native ecology on Mars, may have twice as many plants for every animal.
The first ecology is likely to be highly artificial, Hydroponic greenhouses for food, industrially created atmospheres, artificial lights, and planned heating & cooling. Managing invasive species (such as mold and fungi in the hydroponic gardens), will be a concern.
Eventually, greenhouses or farms with 'natural' soil where plant and animal wastes are recycled will be tried. Soil is made up of thousands of species, and if too many of these species fail, the soil itself can get sick or die. If large number of people are dependent on such farms, this may cause famines. This suggests that artificial food production be maintained, until confidence in natural farms is high.
It is thought that as the size of the ecology and the number of species increases, the ecology becomes more stable. Eventually, humans may wish to make full ecologies (say under a dome in a crater several km across). I (Rick) suspect that this will be very hard, and that there may be many failures before a simple self sustaining ecology is created. People may bring a carefully selected number of plants, fungi, and animal and try to create a planned ecology. Or they may just bring tonnes of dirt, hundreds of seeds, thousands of insect species, dozens of small animals, and throw them together at random and see if a stable ecology is able to sort itself out.