2,236 research outputs found
Systemic Risk in a Unifying Framework for Cascading Processes on Networks
We introduce a general framework for models of cascade and contagion
processes on networks, to identify their commonalities and differences. In
particular, models of social and financial cascades, as well as the fiber
bundle model, the voter model, and models of epidemic spreading are recovered
as special cases. To unify their description, we define the net fragility of a
node, which is the difference between its fragility and the threshold that
determines its failure. Nodes fail if their net fragility grows above zero and
their failure increases the fragility of neighbouring nodes, thus possibly
triggering a cascade. In this framework, we identify three classes depending on
the way the fragility of a node is increased by the failure of a neighbour. At
the microscopic level, we illustrate with specific examples how the failure
spreading pattern varies with the node triggering the cascade, depending on its
position in the network and its degree. At the macroscopic level, systemic risk
is measured as the final fraction of failed nodes, , and for each of
the three classes we derive a recursive equation to compute its value. The
phase diagram of as a function of the initial conditions, thus allows
for a prediction of the systemic risk as well as a comparison of the three
different model classes. We could identify which model class lead to a
first-order phase transition in systemic risk, i.e. situations where small
changes in the initial conditions may lead to a global failure. Eventually, we
generalize our framework to encompass stochastic contagion models. This
indicates the potential for further generalizations.Comment: 43 pages, 16 multipart figure
Failure Localization in Power Systems via Tree Partitions
Cascading failures in power systems propagate non-locally, making the control
and mitigation of outages extremely hard. In this work, we use the emerging
concept of the tree partition of transmission networks to provide an analytical
characterization of line failure localizability in transmission systems. Our
results rigorously establish the well perceived intuition in power community
that failures cannot cross bridges, and reveal a finer-grained concept that
encodes more precise information on failure propagations within tree-partition
regions. Specifically, when a non-bridge line is tripped, the impact of this
failure only propagates within well-defined components, which we refer to as
cells, of the tree partition defined by the bridges. In contrast, when a bridge
line is tripped, the impact of this failure propagates globally across the
network, affecting the power flow on all remaining transmission lines. This
characterization suggests that it is possible to improve the system robustness
by temporarily switching off certain transmission lines, so as to create more,
smaller components in the tree partition; thus spatially localizing line
failures and making the grid less vulnerable to large-scale outages. We
illustrate this approach using the IEEE 118-bus test system and demonstrate
that switching off a negligible portion of transmission lines allows the impact
of line failures to be significantly more localized without substantial changes
in line congestion
Symmetric motifs in random geometric graphs
We study symmetric motifs in random geometric graphs. Symmetric motifs are
subsets of nodes which have the same adjacencies. These subgraphs are
particularly prevalent in random geometric graphs and appear in the Laplacian
and adjacency spectrum as sharp, distinct peaks, a feature often found in
real-world networks. We look at the probabilities of their appearance and
compare these across parameter space and dimension. We then use the Chen-Stein
method to derive the minimum separation distance in random geometric graphs
which we apply to study symmetric motifs in both the intensive and
thermodynamic limits. In the thermodynamic limit the probability that the
closest nodes are symmetric approaches one, whilst in the intensive limit this
probability depends upon the dimension.Comment: 11 page
Robust Network Routing under Cascading Failures
We propose a dynamical model for cascading failures in single-commodity
network flows. In the proposed model, the network state consists of flows and
activation status of the links. Network dynamics is determined by a, possibly
state-dependent and adversarial, disturbance process that reduces flow capacity
on the links, and routing policies at the nodes that have access to the network
state, but are oblivious to the presence of disturbance. Under the proposed
dynamics, a link becomes irreversibly inactive either due to overload condition
on itself or on all of its immediate downstream links. The coupling between
link activation and flow dynamics implies that links to become inactive
successively are not necessarily adjacent to each other, and hence the pattern
of cascading failure under our model is qualitatively different than standard
cascade models. The magnitude of a disturbance process is defined as the sum of
cumulative capacity reductions across time and links of the network, and the
margin of resilience of the network is defined as the infimum over the
magnitude of all disturbance processes under which the links at the origin node
become inactive. We propose an algorithm to compute an upper bound on the
margin of resilience for the setting where the routing policy only has access
to information about the local state of the network. For the limiting case when
the routing policies update their action as fast as network dynamics, we
identify sufficient conditions on network parameters under which the upper
bound is tight under an appropriate routing policy. Our analysis relies on
making connections between network parameters and monotonicity in network state
evolution under proposed dynamics
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