Shlomo Havlin

Multifractal detrended fluctuation analysis of nonstationary time series

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both approaches are equivalent for stationary signals with compact support. By analyzing several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By comparing the multifractal DFA results for original series with those for shuffled series we can distinguish multifractality due to long-range correlations from multifractality due to a broad probability density function. We also compare our results with the wavelet transform modulus maxima method, and show that the results are equivalent.

Catastrophic cascade of failures in interdependent networks

Complex networks have been studied intensively for a decade, but research still focuses on the limited case of a single, non-interacting network. Modern systems are coupled together and therefore should be modelled as interdependent networks. A fundamental property of interdependent networks is that failure of nodes in one network may lead to failure of dependent nodes in other networks. This may happen recursively and can lead to a cascade of failures. In fact, a failure of a very small fraction of nodes in one network may lead to the complete fragmentation of a system of several interdependent networks. A dramatic real-world example of a cascade of failures (‘concurrent malfunction’) is the electrical blackout that affected much of Italy on 28 September 2003: the shutdown of power stations directly led to the failure of nodes in the Internet communication network, which in turn caused further breakdown of power stations. Here we develop a framework for understanding the robustness of interacting networks subject to such cascading failures. We present exact analytical solutions for the critical fraction of nodes that, on removal, will lead to a failure cascade and to a complete fragmentation of two interdependent networks. Surprisingly, a broader degree distribution increases the vulnerability of interdependent networks to random failure, which is opposite to how a single network behaves. Our findings highlight the need to consider interdependent network properties in designing robust networks.

Resilience of the internet to random breakdowns

A common property of many large networks, including the Internet, is that the connectivity of the various nodes follows a scale-free power-law distribution, P(k) = ck(-alpha). We study the stability of such networks with respect to crashes, such as random removal of sites. Our approach, based on percolation theory, leads to a general condition for the critical fraction of nodes, p(c), that needs to be removed before the network disintegrates. We show analytically and numerically that for alpha</=3 the transition never takes place, unless the network is finite. In the special case of the physical structure of the Internet (alpha approximately 2.5), we find that it is impressively robust, with p(c)>0.99.

Multifractality in Human Heartbeat Dynamics.

There is evidence that physiological signals under healthy conditions may have a fractal temporal structure. Here we investigate the possibility that time series generated by certain physiological control systems may be members of a special class of complex processes, termed multifractal, which require a large number of exponents to characterize their scaling properties. We report onevidence for multifractality in a biological dynamical system, the healthy human heartbeat, and show that the multifractal character and nonlinear properties of the healthy heart rate are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure.

Identification of influential spreaders in complex networks

Spreading of information, ideas or diseases can be conveniently modelled in the context of complex networks. An analysis now reveals that the most efficient spreaders are not always necessarily the most connected agents in a network. Instead, the position of an agent relative to the hierarchical topological organization of the network might be as important as its connectivity.

Optimizing the success of random searches

We address the general question of what is the best statistical strategy to adapt in order to search efficiently for randomly located objects (‘target sites’). It is often assumed in foraging theory that the flight lengths of a forager have a characteristic scale: from this assumption gaussian, Rayleigh and other classical distributions with well-defined variances have arisen. However, such theories cannot explain the long-tailed power-law distributions of flight lengths or flight times that are observed experimentally. Here we study how the search efficiency depends on the probability distribution of flight lengths taken by a forager that can detect target sites only in its limited vicinity. We show that, when the target sites are sparse and can be visited any number of times, an inverse square power-law distribution of flight lengths, corresponding to Lévy flight motion, is an optimal strategy. We test the theory by analysing experimental foraging data on selected insect, mammal and bird species, and find that they are consistent with the predicted inverse square power-law distributions.

Detecting long-range correlations with detrended fluctuation analysis

We examine the detrended fluctuation analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling which appear at small time scales become stronger in higher orders of DFA, and suggest a modified DFA method to remove them. The improvement is necessary especially for short records that are affected by non-stationarities. Furthermore, we describe how crossovers in the correlation behavior can be detected reliably and determined quantitatively and show how several types of trends in the data affect the different orders of DFA.

Breakdown of the Internet under Intentional Attack

We study the tolerance of random networks to intentional attack, whereby a fraction p of the most connected sites is removed. We focus on scale-free networks, having connectivity distribution P(k) approximately k(-alpha), and use percolation theory to study analytically and numerically the critical fraction p(c) needed for the disintegration of the network, as well as the size of the largest connected cluster. We find that even networks with alpha < or = 3, known to be resilient to random removal of sites, are sensitive to intentional attack. We also argue that, near criticality, the average distance between sites in the spanning (largest) cluster scales with its mass, M, as square root of [M], rather than as log (k)M, as expected for random networks away from criticality.

Self-similarity of complex networks

Complex networks have been studied extensively owing to their relevance to many real systems such as the world-wide web, the Internet, energy landscapes and biological and social networks. A large number of real networks are referred to as ‘scale-free’ because they show a power-law distribution of the number of links per node. However, it is widely believed that complex networks are not invariant or self-similar under a length-scale transformation. This conclusion originates from the ‘small-world’ property of these networks, which implies that the number of nodes increases exponentially with the ‘diameter’ of the network, rather than the power-law relation expected for a self-similar structure. Here we analyse a variety of real complex networks and find that, on the contrary, they consist of self-repeating patterns on all length scales. This result is achieved by the application of a renormalization procedure that coarse-grains the system into boxes containing nodes within a given ‘size’. We identify a power-law relation between the number of boxes needed to cover the network and the size of the box, defining a finite self-similar exponent. These fundamental properties help to explain the scale-free nature of complex networks and suggest a common self-organization dynamics.

Efficient immunization strategies for computer networks and populations.

We present an effective immunization strategy for computer networks and populations with broad and, in particular, scale-free degree distributions. The proposed strategy, acquaintance immunization, calls for the immunization of random acquaintances of random nodes (individuals). The strategy requires no knowledge of the node degrees or any other global knowledge, as do targeted immunization strategies. We study analytically the critical threshold for complete immunization. We also study the strategy with respect to the susceptible-infected-removed epidemiological model. We show that the immunization threshold is dramatically reduced with the suggested strategy, for all studied cases.