Exact analytical solution of irreversible binary dynamics on networks.

In binary cascade dynamics, the nodes of a graph are in one of two possible states (inactive, active), and nodes in the inactive state make an irreversible transition to the active state, as soon as their precursors satisfy a predetermined condition. We introduce a set of recursive equations to compute the probability of reaching any final state, given an initial state, and a specification of the transition probability function of each node. Because the naive recursive approach for solving these equations takes factorial time in the number of nodes, we also introduce an accelerated algorithm, built around a breath-first search procedure. This algorithm solves the equations as efficiently as possible in exponential time.

A framework for analyzing contagion in assortative banking networks.

We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas our framework explicitly allows for (dis)assortative edge probabilities (i.e., a tendency for small banks to link to large banks). We analyze default cascades triggered by shocking the network and find that the cascade can be understood as an explicit iterated mapping on a set of edge probabilities that converges to a fixed point. We derive a cascade condition, analogous to the basic reproduction number R0 in epidemic modelling, that characterizes whether or not a single initially defaulted bank can trigger a cascade that extends to a finite fraction of the infinite network. This cascade condition is an easily computed measure of the systemic risk inherent in a given banking network topology. We use percolation theory for random networks to derive a formula for the frequency of global cascades. These analytical results are shown to provide limited quantitative agreement with Monte Carlo simulation studies of finite-sized networks. We show that edge-assortativity, the propensity of nodes to connect to similar nodes, can have a strong effect on the level of systemic risk as measured by the cascade condition. However, the effect of assortativity on systemic risk is subtle, and we propose a simple graph theoretic quantity, which we call the graph-assortativity coefficient, that can be used to assess systemic risk.

Limitations of discrete-time approaches to continuous-time contagion dynamics.

Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that discrete-time approaches are employed to analyze such models or to simulate them numerically. In such cases, time is discretized into uniform steps and transition rates between states are replaced by transition probabilities. In this paper, we illustrate potential limitations to this approach. We show how discretizing time leads to a restriction on the values of the model parameters that can accurately be studied. We examine numerical simulation schemes employed in the literature, showing how synchronous-type updating schemes can bias discrete-time formalisms when compared against continuous-time formalisms. Event-based simulations, such as the Gillespie algorithm, are proposed as optimal simulation schemes both in terms of replicating the continuous-time process and computational speed. Finally, we show how discretizing time can affect the value of the epidemic threshold for large values of the infection rate and the recovery rate, even if the ratio between the former and the latter is small.

Emergence of coexisting percolating clusters in networks.

It is commonly assumed in percolation theories that at most one percolating cluster can exist in a network. We show that several coexisting percolating clusters (CPCs) can emerge in networks due to limited mixing, i.e., a finite and sufficiently small number of interlinks between network modules. We develop an approach called modular message passing (MMP) to describe and verify these observations. We demonstrate that the appearance of CPCs is an important source of inaccuracy in previously introduced percolation theories, such as the message passing (MP) approach, which is a state-of-the-art theory based on the belief propagation method. Moreover, we show that the MMP theory improves significantly over the predictions of MP for percolation on synthetic networks with limited mixing and also on several real-world networks. These findings have important implications for understanding the robustness of networks and in quantifying epidemic outbreaks in the susceptible-infected-recovered (SIR) model of disease spread.

Network cloning unfolds the effect of clustering on dynamical processes.

We introduce network L-cloning, a technique for creating ensembles of random networks from any given real-world or artificial network. Each member of the ensemble is an L-cloned network constructed from L copies of the original network. The degree distribution of an L-cloned network and, more importantly, the degree-degree correlation between and beyond nearest neighbors are identical to those of the original network. The density of triangles in an L-cloned network, and hence its clustering coefficient, is reduced by a factor of L compared to those of the original network. Furthermore, the density of loops of any fixed length approaches zero for sufficiently large values of L. Other variants of L-cloning allow us to keep intact the short loops of certain lengths. As an application, we employ these network cloning methods to investigate the effect of short loops on dynamical processes running on networks and to inspect the accuracy of corresponding tree-based theories. We demonstrate that dynamics on L-cloned networks (with sufficiently large L) are accurately described by the so-called adjacency tree-based theories, examples of which include the message passing technique, some pair approximation methods, and the belief propagation algorithm used respectively to study bond percolation, SI epidemics, and the Ising model.

Dynamics on modular networks with heterogeneous correlations.

We develop a new ensemble of modular random graphs in which degree-degree correlations can be different in each module, and the inter-module connections are defined by the joint degree-degree distribution of nodes for each pair of modules. We present an analytical approach that allows one to analyze several types of binary dynamics operating on such networks, and we illustrate our approach using bond percolation, site percolation, and the Watts threshold model. The new network ensemble generalizes existing models (e.g., the well-known configuration model and Lancichinetti-Fortunato-Radicchi networks) by allowing a heterogeneous distribution of degree-degree correlations across modules, which is important for the consideration of nonidentical interacting networks.

Multi-stage complex contagions.

The spread of ideas across a social network can be studied using complex contagion models, in which agents are activated by contact with multiple activated neighbors. The investigation of complex contagions can provide crucial insights into social influence and behavior-adoption cascades on networks. In this paper, we introduce a model of a multi-stage complex contagion on networks. Agents at different stages-which could, for example, represent differing levels of support for a social movement or differing levels of commitment to a certain product or idea-exert different amounts of influence on their neighbors. We demonstrate that the presence of even one additional stage introduces novel dynamical behavior, including interplay between multiple cascades, which cannot occur in single-stage contagion models. We find that cascades-and hence collective action-can be driven not only by high-stage influencers but also by low-stage influencers.

Accuracy of mean-field theory for dynamics on real-world networks.

Mean-field analysis is an important tool for understanding dynamics on complex networks. However, surprisingly little attention has been paid to the question of whether mean-field predictions are accurate, and this is particularly true for real-world networks with clustering and modular structure. In this paper, we compare mean-field predictions to numerical simulation results for dynamical processes running on 21 real-world networks and demonstrate that the accuracy of such theory depends not only on the mean degree of the networks but also on the mean first-neighbor degree. We show that mean-field theory can give (unexpectedly) accurate results for certain dynamics on disassortative real-world networks even when the mean degree is as low as 4.

Cascades on a class of clustered random networks.

We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of random networks with arbitrary degree distribution and nonzero clustering introduced previously in [M. E. J. Newman, Phys. Rev. Lett. 103, 058701 (2009)]. A condition for the existence of global cascades is derived as well as a general criterion that determines whether increasing the level of clustering will increase, or decrease, the expected cascade size. Applications, examples of which are provided, include site percolation, bond percolation, and Watts' threshold model; in all cases analytical results give excellent agreement with numerical simulations.

The unreasonable effectiveness of tree-based theory for networks with clustering.

We demonstrate that a tree-based theory for various dynamical processes operating on static, undirected networks yields extremely accurate results for several networks with high levels of clustering. We find that such a theory works well as long as the mean intervertex distance ℓ is sufficiently small--that is, as long as it is close to the value of ℓ in a random network with negligible clustering and the same degree-degree correlations. We support this hypothesis numerically using both real-world networks from various domains and several classes of synthetic clustered networks. We present analytical calculations that further support our claim that tree-based theories can be accurate for clustered networks, provided that the networks are "sufficiently small" worlds.

How clustering affects the bond percolation threshold in complex networks.

The question of how clustering (nonzero density of triangles) in networks affects their bond percolation threshold has important applications in a variety of disciplines. Recent advances in modeling highly clustered networks are employed here to analytically study the bond percolation threshold. In comparison to the threshold in an unclustered network with the same degree distribution and correlation structure, the presence of triangles in these model networks is shown to lead to a larger bond percolation threshold (i.e. clustering increases the epidemic threshold or decreases resilience of the network to random edge deletion).

Analytical results for bond percolation and k-core sizes on clustered networks.

An analytical approach to calculating bond percolation thresholds, sizes of k-cores, and sizes of giant connected components on structured random networks with nonzero clustering is presented. The networks are generated using a generalization of Trapman's [P. Trapman, Theor. Popul. Biol. 71, 160 (2007)] model of cliques embedded in treelike random graphs. The resulting networks have arbitrary degree distributions and tunable degree-dependent clustering. The effect of clustering on the bond percolation thresholds for networks of this type is examined and contrasted with some recent results in the literature. For very high levels of clustering the percolation threshold in these generalized Trapman networks is increased above the value it takes in a randomly wired (unclustered) network of the same degree distribution. In assortative scale-free networks, where the variance of the degree distribution is infinite, this clustering effect can lead to a nonzero percolation (epidemic) threshold.

The linewidth enhancement factor alpha of quantum dot semiconductor lasers.

We show that the various techniques commonly used to measure the linewidth enhancement factor can lead to different values when applied to quantum dot semiconductor lasers. Such behaviour is a direct consequence of the intrinsic capture/escape dynamics of quantum dot materials and of the free carrier plasma effects. This provides an explanation for the wide range of values experimentally measured and the linewidth re-broadening recently measured.