Dynamical Systems on Networks: A Tutorial

We give a tutorial for the study of dynamical systems on networks. We focus especially on "simple" situations that are tractable analytically, because they can be very insightful and provide useful springboards for the study of more complicated scenarios. We briefly motivate why examining dynamical systems on networks is interesting and important, and we then give several fascinating examples and discuss some theoretical results. We also briefly discuss dynamical systems on dynamical (i.e., time-dependent) networks, overview software implementations, and give an outlook on the field.Comment: 39 pages, 1 figure, submitted, more examples and discussion than original version, some reorganization and also more pointers to interesting direction

Synchronization in Complex Networks Under Uncertainty

La sincronització en xarxes és la música dels sistemes complexes. Els ritmes col·lectius que emergeixen de molts oscil·ladors acoblats expliquen el batec constant del cor, els patrons recurrents d'activitat neuronal i la sincronia descentralitzada a les xarxes elèctriques. Els models matemàtics són sòlids i han avançat significativament, especialment en el problema del camp mitjà, on tots els oscil·ladors estan connectats mútuament. Tanmateix, les xarxes reals tenen interaccions complexes que dificulten el tractament analític. Falta un marc general i les soluciones existents en caixes negres numèriques i espectrals dificulten la interpretació. A més, la informació obtinguda en mesures empíriques sol ser incompleta. Motivats per aquestes limitacions, en aquesta tesi proposem un estudi teòric dels oscil·ladors acoblats en xarxes sota incertesa. Apliquem propagació d'errors per predir com una estructura complexa amplifica el soroll des dels pesos microscòpics fins al punt crític de sincronització, estudiem l'efecte d'equilibrar les interaccions de parelles i d'ordre superior en l'optimització de la sincronia i derivem esquemes d'ajust de pesos per mapejar el comportament de sincronització en xarxes diferents. A més, un desplegament geomètric rigorós de l'estat sincronitzat ens permet abordar escenaris descentralitzats i descobrir regles locals òptimes que indueixen transicions globals abruptes. Finalment, suggerim dreceres espectrals per predir punts crítics amb àlgebra lineal i representacions aproximades de xarxa. En general, proporcionem eines analítiques per tractar les xarxes d'oscil·ladors en condicions sorolloses i demostrem que darrere els supòsits predominants d'informació completa s'amaguen explicacions mecanicistes clares. Troballes rellevants inclouen xarxes particulars que maximitzen el ventall de comportaments i el desplegament exitós del binomi estructura-dinàmica des d'una perspectiva local. Aquesta tesi avança la recerca d'una teoria general de la sincronització en xarxes a partir de principis mecanicistes i geomètrics, una peça clau que manca en l'anàlisi, disseny i control de xarxes neuronals biològiques i artificials i sistemes d'enginyeria complexos.La sincronización en redes es la música de los sistemas complejos. Los ritmos colectivos que emergen de muchos osciladores acoplados explican el latido constante del corazón, los patrones recurrentes de actividad neuronal y la sincronía descentralizada de las redes eléctricas. Los modelos matemáticos son sólidos y han avanzado significativamente, especialmente en el problema del campo medio, donde todos los osciladores están conectados entre sí. Sin embargo, las redes reales tienen interacciones complejas que dificultan el tratamiento analítico. Falta un marco general y las soluciones en cajas negras numéricas y espectrales dificultan la interpretación. Además, las mediciones empíricas suelen ser incompletas. Motivados por estas limitaciones, en esta tesis proponemos un estudio teórico de osciladores acoplados en redes bajo incertidumbre. Aplicamos propagación de errores para predecir cómo una estructura compleja amplifica el ruido desde las conexiones microscópicas hasta puntos críticos macroscópicos, estudiamos el efecto de equilibrar interacciones por pares y de orden superior en la optimización de la sincronía y derivamos esquemas de ajuste de pesos para mapear el comportamiento en estructuras distintas. Una expansión geométrica del estado sincronizado nos permite abordar escenarios descentralizados y descubrir reglas locales que inducen transiciones abruptas globales. Por último, sugerimos atajos espectrales para predecir puntos críticos usando álgebra lineal y representaciones aproximadas de red. En general, proporcionamos herramientas analíticas para manejar redes de osciladores en condiciones ruidosas y demostramos que detrás de las suposiciones predominantes de información completa se ocultaban claras explicaciones mecanicistas. Hallazgos relevantes incluyen redes particulares que maximizan el rango de comportamientos y la explicación del binomio estructura-dinámica desde una perspectiva local. Esta tesis avanza en la búsqueda de una teoría general de sincronización en redes desde principios mecánicos y geométricos, una pieza clave que falta en el análisis, diseño y control de redes neuronales biológicas y artificiales y sistemas de ingeniería complejos.Synchronization in networks is the music of complex systems. Collective rhythms emerging from many interacting oscillators appear across all scales of nature, from the steady heartbeat and the recurrent patterns in neuronal activity to the decentralized synchrony in power-grids. The mathematics behind these processes are solid and have significantly advanced lately, especially in the mean-field problem, where oscillators are all mutually connected. However, real networks have complex interactions that difficult the analytical treatment. A general framework is missing and most existing results rely on numerical and spectral black-boxes that hinder interpretation. Also, the information obtained from measurements is usually incomplete. Motivated by these limitations, in this thesis we propose a theoretical study of network-coupled oscillators under uncertainty. We apply error propagation to predict how a complex structure amplifies noise from the link weights to the synchronization onset, study the effect of balancing pair-wise and higher-order interactions in synchrony optimization, and derive weight-tuning schemes to map the synchronization behavior of different structures. Also, we develop a rigorous geometric unfolding of the synchronized state to tackle decentralized scenarios and to discover optimal local rules that induce global abrupt transitions. Last, we suggest spectral shortcuts to predict critical points using linear algebra and network representations with limited information. Overall, we provide analytical tools to deal with oscillator networks under noisy conditions and prove that mechanistic explanations were hidden behind the prevalent assumptions of complete information. Relevant finding include particular networks that maximize the range of behaviors and the successful unfolding of the structure-dynamics interplay from a local perspective. This thesis advances the quest of a general theory of network synchronization built from mechanistic and geometric principles, a key missing piece in the analysis, design and control of biological and artificial neural networks and complex engineering systems

Statistical physics approaches to the complex Earth system

Global warming, extreme climate events, earthquakes and their accompanying socioeconomic disasters pose significant risks to humanity. Yet due to the nonlinear feedbacks, multiple interactions and complex structures of the Earth system, the understanding and, in particular, the prediction of such disruptive events represent formidable challenges to both scientific and policy communities. During the past years, the emergence and evolution of Earth system science has attracted much attention and produced new concepts and frameworks. Especially, novel statistical physics and complex networks-based techniques have been developed and implemented to substantially advance our knowledge of the Earth system, including climate extreme events, earthquakes and geological relief features, leading to substantially improved predictive performances. We present here a comprehensive review on the recent scientific progress in the development and application of how combined statistical physics and complex systems science approaches such as critical phenomena, network theory, percolation, tipping points analysis, and entropy can be applied to complex Earth systems. Notably, these integrating tools and approaches provide new insights and perspectives for understanding the dynamics of the Earth systems. The overall aim of this review is to offer readers the knowledge on how statistical physics concepts and theories can be useful in the field of Earth system science

Statistical physics approaches to the complex Earth system

Global climate change, extreme climate events, earthquakes and their accompanying natural disasters pose significant risks to humanity. Yet due to the nonlinear feedbacks, strategic interactions and complex structure of the Earth system, the understanding and in particular the predicting of such disruptive events represent formidable challenges for both scientific and policy communities. During the past years, the emergence and evolution of Earth system science has attracted much attention and produced new concepts and frameworks. Especially, novel statistical physics and complex networks-based techniques have been developed and implemented to substantially advance our knowledge for a better understanding of the Earth system, including climate extreme events, earthquakes and Earth geometric relief features, leading to substantially improved predictive performances. We present here a comprehensive review on the recent scientific progress in the development and application of how combined statistical physics and complex systems science approaches such as, critical phenomena, network theory, percolation, tipping points analysis, as well as entropy can be applied to complex Earth systems (climate, earthquakes, etc.). Notably, these integrating tools and approaches provide new insights and perspectives for understanding the dynamics of the Earth systems. The overall aim of this review is to offer readers the knowledge on how statistical physics approaches can be useful in the field of Earth system science

Boolean Dynamics with Random Couplings

This paper reviews a class of generic dissipative dynamical systems called N-K models. In these models, the dynamics of N elements, defined as Boolean variables, develop step by step, clocked by a discrete time variable. Each of the N Boolean elements at a given time is given a value which depends upon K elements in the previous time step. We review the work of many authors on the behavior of the models, looking particularly at the structure and lengths of their cycles, the sizes of their basins of attraction, and the flow of information through the systems. In the limit of infinite N, there is a phase transition between a chaotic and an ordered phase, with a critical phase in between. We argue that the behavior of this system depends significantly on the topology of the network connections. If the elements are placed upon a lattice with dimension d, the system shows correlations related to the standard percolation or directed percolation phase transition on such a lattice. On the other hand, a very different behavior is seen in the Kauffman net in which all spins are equally likely to be coupled to a given spin. In this situation, coupling loops are mostly suppressed, and the behavior of the system is much more like that of a mean field theory. We also describe possible applications of the models to, for example, genetic networks, cell differentiation, evolution, democracy in social systems and neural networks.Comment: 69 pages, 16 figures, Submitted to Springer Applied Mathematical Sciences Serie

The Kuramoto model in complex networks

181 pages, 48 figures. In Press, Accepted Manuscript, Physics Reports 2015 Acknowledgments We are indebted with B. Sonnenschein, E. R. dos Santos, P. Schultz, C. Grabow, M. Ha and C. Choi for insightful and helpful discussions. T.P. acknowledges FAPESP (No. 2012/22160-7 and No. 2015/02486-3) and IRTG 1740. P.J. thanks founding from the China Scholarship Council (CSC). F.A.R. acknowledges CNPq (Grant No. 305940/2010-4) and FAPESP (Grants No. 2011/50761-2 and No. 2013/26416-9) for financial support. J.K. would like to acknowledge IRTG 1740 (DFG and FAPESP).Peer reviewedPreprin

Emergent patterns in complex networks

Complex interacting systems permeate the modern world. Many diverse natural, social and human made systems—ranging from food webs to human contact networks, to the Internet—can be studied in the context of network science. This thesis is a compendium of research in applied network science, investigating structural and dynamical patterns behind the formation of networks and processes supported on them. Trophic food webs—networks of who eats whom in an ecosystem—have fascinated network scientists since data from field observations of the gut content of species first became available. The empirical patterns in food webs reveal a rich hierarchy of feeding patterns. We study how global structure of food webs relates to species immediate diet over a range of 46 different ecosystems. Our finding suggest that food webs fall broadly into two different families based on the extent of species tendency towards omnivory. Drawing inspiration from food webs, we investigate how trophic networks support spreading processes on them. We find that the interplay of dynamics and network structure determines the extent and duration of contagion. We uncover two distinct modes of operation—short-lived outbreaks with high incidence and endemic infections. These results could be important for understanding spreading phenomena such as epidemics, rumours, shocks to ecosystems and neuronal avalanches. Finally, we study the emergence of structural order in random network models. Random networks serve as null models to empirical networks to help uncover significant non-random patterns but are also interesting to study in their own right. We study the effect of triadic ties in delaying the formation of extensive giant components— connected components taking over the majority of the network. Our results show that, depending on the network formation process, order in the form of a giant component can emerge even with a significant number of triadic tie

Network Formation and Dynamics under Economic Constraints

Networks describe a broad range of systems across a wide variety of topics from social and economic interactions over technical infrastructures such as power grids and the internet to biological contexts such as food webs or neural networks. A number of large scale failures and events in these interconnected systems in recent years has shown that understanding the behavior of individual units of these networks is not necessarily sufficient to handle the increasing complexity of these systems. Many theoretical models have been studied to understand the fundamental mechanisms underlying the formation and function of networked systems and a general framework was developed to describe and understand networked systems. However, most of these models ignore a constraint that affects almost all realistic systems: limited resources. In this thesis I study the effects of economic constraints, such as a limited budget or cost minimization, both on the control of network formation and dynamics as well as on network formation itself. I introduce and analyze a new coupling scheme for coupled dynamical systems, showing that synchronization of chaotic units can be enhanced by restricting the interactions based on the states of the individual units, thus saving interactions costs. This new interaction scheme guarantees synchronizability of arbitrary networks of coupled chaotic oscillators, independent of the network topology even with strongly limited interactions. I then propose a new order parameter to measure the degree of phase coherence of networks of coupled phase oscillators. This new order parameter accurately describes the phase coherence in all stages of incoherent movement, partial and full phase locking up to full synchrony. Importantly, I analytically relate this order parameter directly to the stability of the phase locked state. In the second part, I consider the formation of networks under economic constraints from two different points of view. First I study the effects of explicitly limited resources on the control of random percolation, showing that optimal control can have undesired side effects. Specifically, maximal delay of percolation with a limited budget results in a discontinuous percolation transition, making the transition itself uncontrollable in the sense that a single link can have a macroscopic effect on the connectivity. Finally, I propose a model where network formation is driven by cost minimization of the individual nodes in the network. Based on a simple economically motivated supply problem, the resulting network structure is given as the solution of a large number of individual but interaction optimization problem. I show that these network states directly correspond to the final states of a local percolation algorithm and analyze the effects of local optimization on the network formation process. Overall, I reveal mechanisms and phenomena introduced by these economic constraints that are typically not considered in the standard models, showing that economic constraints can strongly alter the formation and function of networked systems. Thereby, I extend the theoretical understanding that we have of networked systems to economic considerations. I hope that this thesis enables better prediction and control networked systems in realistic settings