Davide Cellai

Percolation in multiplex networks with overlap.

From transportation networks to complex infrastructures, and to social and communication networks, a large variety of systems can be described in terms of multiplexes formed by a set of nodes interacting through different networks (layers). Multiplexes may display an increased fragility with respect to the single layers that constitute them. However, so far the overlap of the links in different layers has been mostly neglected, despite the fact that it is an ubiquitous phenomenon in most multiplexes. Here, we show that the overlap among layers can improve the robustness of interdependent multiplex systems and change the critical behavior of the percolation phase transition in a complex way.

A Simple Generative Model of Collective Online Behaviour

Significance One of the most common strategies in studying complex systems is to investigate and interpret whether any “hidden order” is present by fitting observed statistical regularities via data analysis and then reproducing such regularities with long-time or equilibrium dynamics from some generative model. Unfortunately, many different models can possess indistinguishable long-time dynamics, so the above recipe is often insufficient to discern the relative quality of competing models. In this paper, we use the example of collective online behavior to illustrate that, by contrast, time-dependent modeling can be very effective at disentangling competing generative models of a complex system. Human activities increasingly take place in online environments, providing novel opportunities for relating individual behaviors to population-level outcomes. In this paper, we introduce a simple generative model for the collective behavior of millions of social networking site users who are deciding between different software applications. Our model incorporates two distinct mechanisms: one is associated with recent decisions of users, and the other reflects the cumulative popularity of each application. Importantly, although various combinations of the two mechanisms yield long-time behavior that is consistent with data, the only models that reproduce the observed temporal dynamics are those that strongly emphasize the recent popularity of applications over their cumulative popularity. This demonstrates—even when using purely observational data without experimental design—that temporal data-driven modeling can effectively distinguish between competing microscopic mechanisms, allowing us to uncover previously unidentified aspects of collective online behavior.

Tricritical point in heterogeneous k-core percolation

k-core percolation is an extension of the concept of classical percolation and is particularly relevant to understanding the resilience of complex networks under random damage. A new analytical formalism has been recently proposed to deal with heterogeneous k-cores, where each vertex is assigned a local threshold k(i). In this Letter we identify a binary mixture of heterogeneous k-cores which exhibits a tricritical point. We investigate the new scaling scenario and calculate the relevant critical exponents, by analytical and computational methods, for Erdős-Rényi networks and 2D square lattices.

Bond Percolation on Multiplex Networks

We present an analytical approach for bond percolation on multiplex networks and use it to determine the expected size of the giant connected component and the value of the critical bond occupation probability in these networks. We advocate the relevance of these tools to the modeling of multilayer robustness and contribute to the debate on whether any benefit is to be yielded from studying a full multiplex structure as opposed to its monoplex projection, especially in the seemingly irrelevant case of a bond occupation probability that does not depend on the layer. Although we find that in many cases the predictions of our theory for multiplex networks coincide with previously derived results for monoplex networks, we also uncover the remarkable result that for a certain class of multiplex networks, well described by our theory, new critical phenomena occur as multiple percolation phase transitions are present. We provide an instance of this phenomenon in a multipex network constructed from London rail and European air transportation datasets.

Critical phenomena in heterogeneous k-core percolation

k-core percolation is a percolation model which gives a notion of network functionality and has many applications in network science. In analyzing the resilience of a network under random damage, an extension of this model is introduced, allowing different vertices to have their own degree of resilience. This extension is named heterogeneous k-core percolation and it is characterized by several interesting critical phenomena. Here we analytically investigate binary mixtures in a wide class of configuration model networks and categorize the different critical phenomena which may occur. We observe the presence of critical and tricritical points and give a general criterion for the occurrence of a tricritical point. The calculated critical exponents show cases in which the model belongs to the same universality class of facilitated spin models studied in the context of the glass transition.

Message passing theory for percolation models on multiplex networks with link overlap.

Multiplex networks describe a large variety of complex systems, including infrastructures, transportation networks, and biological systems. Most of these networks feature a significant link overlap. It is therefore of particular importance to characterize the mutually connected giant component in these networks. Here we provide a message passing theory for characterizing the percolation transition in multiplex networks with link overlap and an arbitrary number of layers M. Specifically we propose and compare two message passing algorithms that generalize the algorithm widely used to study the percolation transition in multiplex networks without link overlap. The first algorithm describes a directed percolation transition and admits an epidemic spreading interpretation. The second algorithm describes the emergence of the mutually connected giant component, that is the percolation transition, but does not preserve the epidemic spreading interpretation. We obtain the phase diagrams for the percolation and directed percolation transition in simple representative cases. We demonstrate that for the same multiplex network structure, in which the directed percolation transition has nontrivial tricritical points, the percolation transition has a discontinuous phase transition, with the exception of the trivial case in which all the layers completely overlap.

Multiplex networks with heterogeneous activities of the nodes.

In multiplex networks with a large number of layers, the nodes can have different activities, indicating the total number of layers in which the nodes are present. Here we model multiplex networks with heterogeneous activity of the nodes and we study their robustness properties. We introduce a percolation model where nodes need to belong to the giant component only on the layers where they are active (i.e., their degree on that layer is larger than zero). We show that when there are enough nodes active only in one layer, the multiplex becomes more resilient and the transition becomes continuous. We find that multiplex networks with a power-law distribution of node activities are more fragile if the distribution of activity is broader. We also show that while positive correlations between node activity and degree can enhance the robustness of the system, the phase transition may become discontinuous, making the system highly unpredictable.

Double Cascade Model Of Financial Crises

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial network model that combines the default and liquidity stress mechanisms into a “double cascade mapping”. The progress and eventual result of the crisis is obtained by iterating this mapping to its fixed point. Unlike simpler models, this model can therefore quantify how illiquidity or default of one bank influences the overall level of liquidity stress and default in the system. Large-network asymptotic cascade mapping formulas are derived that can be used for efficient network computations of the double cascade. Numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the initial system is placed in an exceptional “knife-edge” configuration. The experiments clearly support the main conclusion that when banks respond to liquidity stress by hoarding liquidity, then in the absence of asset fire sales, the level of defaults in a financial network is negatively related to the strength of bank liquidity hoarding and the eventual level of stress in the network.

Self-management of Routing on Human Proximity Networks

Many modern network applications, including sensor networks and MANETs, have dynamic topologies that reflect processes occurring in the outside world. These dynamic processes are a challenge to traditional information dissemination techniques, as the appropriate strategy changes according to the changes in topology. We show how network dynamics can be exploited to design a self-organising data dissemination mechanism using only node-level (local) information, which detects and adapts to periodic patterns in the network topology. We demonstrate our approach against real-world human-proximity networks.

Finite-energy extension of a lattice glass model

We extend a previously studied lattice model of particles with infinite repulsions to the case of finite-energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are made using the canonical ensemble. We find interesting order-disorder transitions in the equilibrium phase diagram and identify several anomalous regimes of diffusivity. These phenomena may be relevant to the case of strong orientational bonding near freezing.