Sergio Gómez

Diffusion dynamics on multiplex networks.

We study the time scales associated with diffusion processes that take place on multiplex networks, i.e., on a set of networks linked through interconnected layers. To this end, we propose the construction of a supra-laplacian matrix, which consists of a dimensional lifting of the laplacian matrix of each layer of the multiplex network. We use perturbative analysis to reveal analytically the structure of eigenvectors and eigenvalues of the complete network in terms of the spectral properties of the individual layers. The spectrum of the supra-laplacian allows us to understand the physics of diffusionlike processes on top of multiplex networks.

Mathematical Formulation of Multilayer Networks

A network representation is useful for describing the structure of a large variety of complex systems. However, most real and engineered systems have multiple subsystems and layers of connectivity, and the data produced by such systems are very rich. Achieving a deep understanding of such systems necessitates generalizing ‘‘traditional’’ network theory, and the newfound deluge of data now makes it possible to test increasingly general frameworks for the study of networks. In particular, although adjacency matrices are useful to describe traditional single-layer networks, such a representation is insufficient for the analysis and description of multiplex and time-dependent networks. One must therefore develop a more general mathematical framework to cope with the challenges posed by multilayer complex systems. In this paper, we introduce a tensorial framework to study multilayer networks, and we discuss the generalization of several important network descriptors and dynamical processes—including degree centrality, clustering coefficients, eigenvector centrality, modularity, von Neumann entropy, and diffusion—for this framework. We examine the impact of different choices in constructing these generalizations, and we illustrate how to obtain known results for the special cases of single-layer and multiplex networks. Our tensorial approach will be helpful for tackling pressing problems in multilayer complex systems, such as inferring who is influencing whom (and by which media) in multichannel social networks and developing routing techniques for multimodal transportation systems.

Analysis of the structure of complex networks at different resolution levels

Modular structure is ubiquitous in real-world complex networks, and its detection is important because it gives insights in the structure-functionality relationship. The standard approach is based on the optimization of a quality function, modularity, which is a relative quality measure for a partition of a network into modules. Recently some authors have pointed out that the optimization of modularity has a fundamental drawback: the existence of a resolution limit beyond which no modular structure can be detected even though these modules might have own entity. The reason is that several topological descriptions of the network coexist at different scales, which is, in general, a fingerprint of complex systems. Here we propose a method that allows for multiple resolution screening of the modular structure. The method has been validated using synthetic networks, discovering the predefined structures at all scales. Its application to two real social networks allows to find the exact splits reported in the literature, as well as the substructure beyond the actual split.

Dynamical Interplay between Awareness and Epidemic Spreading in Multiplex Networks

We present the analysis of the interrelation between two processes accounting for the spreading of an epidemic, and the information awareness to prevent its infection, on top of multiplex networks. This scenario is representative of an epidemic process spreading on a network of persistent real contacts, and a cyclic information awareness process diffusing in the network of virtual social contacts between the same individuals. The topology corresponds to a multiplex network where two diffusive processes are interacting affecting each other. The analysis using a microscopic Markov chain approach reveals the phase diagram of the incidence of the epidemics and allows us to capture the evolution of the epidemic threshold depending on the topological structure of the multiplex and the interrelation with the awareness process. Interestingly, the critical point for the onset of the epidemics has a critical value (metacritical point) defined by the awareness dynamics and the topology of the virtual network, from which the onset increases and the epidemics incidence decreases.

Portfolio selection using neural networks

In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We consider a generalization of the standard Markowitz mean-variance model which includes cardinality and bounding constraints. These constraints ensure the investment in a given number of different assets and limit the amount of capital to be invested in each asset. We present some experimental results obtained with the NN heuristic and we compare them to those obtained with three previous heuristic methods. The portfolio selection problem is an instance from the family of quadratic programming problems when the standard Markowitz mean-variance model is considered. But if this model is generalized to include cardinality and bounding constraints, then the portfolio selection problem becomes a mixed quadratic and integer programming problem. When considering the latter model, there is not any exact algorithm able to solve the portfolio selection problem in an efficient way. The use of heuristic algorithms in this case is imperative. In the past some heuristic methods based mainly on evolutionary algorithms, tabu search and simulated annealing have been developed. The purpose of this paper is to consider a particular neural network (NN) model, the Hopfield network, which has been used to solve some other optimisation problems and apply it here to the portfolio selection problem, comparing the new results to those obtained with previous heuristic algorithms.

Size reduction of complex networks preserving modularity

The ubiquity of modular structure in real-world complex networks is being the focus of attention in many trials to understand the interplay between network topology and functionality. The best approaches to the identification of modular structure are based on the optimization of a quality function known as modularity. However this optimization is a hard task provided that the computational complexity of the problem is in the NP-hard class. Here we propose an exact method for reducing the size of weighted (directed and undirected) complex networks while maintaining invariant its modularity. This size reduction allows the heuristic algorithms that optimize modularity for a better exploration of the modularity landscape. We compare the modularity obtained in several real complex-networks by using the Extremal Optimization algorithm, before and after the size reduction, showing the improvement obtained. We speculate that the proposed analytical size reduction could be extended to an exact coarse graining of the network in the scope of real-space renormalization.

Explosive synchronization transitions in scale-free networks.

Explosive collective phenomena have attracted much attention since the discovery of an explosive percolation transition. In this Letter, we demonstrate how an explosive transition shows up in the synchronization of scale-free networks by incorporating a microscopic correlation between the structural and the dynamical properties of the system. The characteristics of the explosive transition are analytically studied in a star graph reproducing the results obtained in synthetic networks. Our findings represent the first abrupt synchronization transition in complex networks and provide a deeper understanding of the microscopic roots of explosive critical phenomena.

Modeling human mobility responses to the large-scale spreading of infectious diseases

Current modeling of infectious diseases allows for the study of realistic scenarios that include population heterogeneity, social structures, and mobility processes down to the individual level. The advances in the realism of epidemic description call for the explicit modeling of individual behavioral responses to the presence of disease within modeling frameworks. Here we formulate and analyze a metapopulation model that incorporates several scenarios of self-initiated behavioral changes into the mobility patterns of individuals. We find that prevalence-based travel limitations do not alter the epidemic invasion threshold. Strikingly, we observe in both synthetic and data-driven numerical simulations that when travelers decide to avoid locations with high levels of prevalence, this self-initiated behavioral change may enhance disease spreading. Our results point out that the real-time availability of information on the disease and the ensuing behavioral changes in the population may produce a negative impact on disease containment and mitigation.

Discrete-time Markov chain approach to contact-based disease spreading in complex networks

Many epidemic processes in networks spread by stochastic contacts among their connected vertices. There are two limiting cases widely analyzed in the physics literature, the so-called contact process (CP) where the contagion is expanded at a certain rate from an infected vertex to one neighbor at a time, and the reactive process (RP) in which an infected individual effectively contacts all its neighbors to expand the epidemics. However, a more realistic scenario is obtained from the interpolation between these two cases, considering a certain number of stochastic contacts per unit time. Here we propose a discrete-time formulation of the problem of contact-based epidemic spreading. We resolve a family of models, parameterized by the number of stochastic contact trials per unit time, that range from the CP to the RP. In contrast to the common heterogeneous mean-field approach, we focus on the probability of infection of individual nodes. Using this formulation, we can construct the whole phase diagram of the different infection models and determine their critical properties.

Navigability of interconnected networks under random failures.

Significance Network theory has been exploited in the last decades to deepen our comprehension of complex systems. However, real-world complex systems exhibit multiple levels of relationships and require modeling by interconnected networks, characterizing interactions on several levels simultaneously. Questions such as “what is the efficiency of exploration of a city using the multiple transportation layers, like subway and bus?” and “what is its resilience to failures?” have to be answered using the multiplex framework. Here, we introduce fundamental mechanisms to perform such exploration, using random walks on multilayer networks, and we show how the topological structure, together with the navigation strategy, influences the efficiency in exploring the whole structure. Assessing the navigability of interconnected networks (transporting information, people, or goods) under eventual random failures is of utmost importance to design and protect critical infrastructures. Random walks are a good proxy to determine this navigability, specifically the coverage time of random walks, which is a measure of the dynamical functionality of the network. Here, we introduce the theoretical tools required to describe random walks in interconnected networks accounting for structure and dynamics inherent to real systems. We develop an analytical approach for the covering time of random walks in interconnected networks and compare it with extensive Monte Carlo simulations. Generally speaking, interconnected networks are more resilient to random failures than their individual layers per se, and we are able to quantify this effect. As an application––which we illustrate by considering the public transport of London––we show how the efficiency in exploring the multiplex critically depends on layers’ topology, interconnection strengths, and walk strategy. Our findings are corroborated by data-driven simulations, where the empirical distribution of check-ins and checks-out is considered and passengers travel along fastest paths in a network affected by real disruptions. These findings are fundamental for further development of searching and navigability strategies in real interconnected systems.Multiplex networks are receiving increasing interests because they allow to model relationships between networked agents on several layers simultaneously. In this letter, we extend well-known random walks to multiplexes and we introduce a new type of walk that can exist only in multiplexes. We derive exact expressions for vertex occupation time and the coverage. Finally, we show how the efficiency in exploring the multiplex critically depends on the underlying topology of layers, the weight of their inter-connections and the strategy adopted to walk.