Dynamical patterns of epidemic outbreaks in complex heterogeneous networks

We present a thorough inspection of the dynamical behavior of epidemic phenomena in populations with complex and heterogeneous connectivity patterns. We show that the growth of the epidemic prevalence is virtually instantaneous in all networks characterized by diverging degree fluctuations, independently of the structure of the connectivity correlation functions characterizing the population network. By means of analytical and numerical results, we show that the outbreak time evolution follows a precise hierarchical dynamics. Once reached the most highly connected hubs, the infection pervades the network in a progressive cascade across smaller degree classes. Finally, we show the influence of the initial conditions and the relevance of statistical results in single case studies concerning heterogeneous networks. The emerging theoretical framework appears of general interest in view of the recently observed abundance of natural networks with complex topological features and might provide useful insights for the development of adaptive strategies aimed at epidemic containment.Comment: 13 pages, 11 figure

Circular Stochastic Fluctuations in SIS Epidemics with Heterogeneous Contacts Among Sub-populations

The conceptual difference between equilibrium and non-equilibrium steady state (NESS) is well established in physics and chemistry. This distinction, however, is not widely appreciated in dynamical descriptions of biological populations in terms of differential equations in which fixed point, steady state, and equilibrium are all synonymous. We study NESS in a stochastic SIS (susceptible-infectious-susceptible) system with heterogeneous individuals in their contact behavior represented in terms of subgroups. In the infinite population limit, the stochastic dynamics yields a system of deterministic evolution equations for population densities; and for very large but finite system a diffusion process is obtained. We report the emergence of a circular dynamics in the diffusion process, with an intrinsic frequency, near the endemic steady state. The endemic steady state is represented by a stable node in the deterministic dynamics; As a NESS phenomenon, the circular motion is caused by the intrinsic heterogeneity within the subgroups, leading to a broken symmetry and time irreversibility.Comment: 29 pages, 5 figure

Maximal Sensitive Dependence and the Optimal Path to Epidemic Extinction

Extinction of an epidemic or a species is a rare event that occurs due to a large, rare stochastic fluctuation. Although the extinction process is dynamically unstable, it follows an optimal path that maximizes the probability of extinction. We show that the optimal path is also directly related to the finite-time Lyapunov exponents of the underlying dynamical system in that the optimal path displays maximum sensitivity to initial conditions. We consider several stochastic epidemic models, and examine the extinction process in a dynamical systems framework. Using the dynamics of the finite-time Lyapunov exponents as a constructive tool, we demonstrate that the dynamical systems viewpoint of extinction evolves naturally toward the optimal path.Comment: 21 pages, 5 figures, Final revision to appear in Bulletin of Mathematical Biolog

Fluctuation effects in metapopulation models: percolation and pandemic threshold

Metapopulation models provide the theoretical framework for describing disease spread between different populations connected by a network. In particular, these models are at the basis of most simulations of pandemic spread. They are usually studied at the mean-field level by neglecting fluctuations. Here we include fluctuations in the models by adopting fully stochastic descriptions of the corresponding processes. This level of description allows to address analytically, in the SIS and SIR cases, problems such as the existence and the calculation of an effective threshold for the spread of a disease at a global level. We show that the possibility of the spread at the global level is described in terms of (bond) percolation on the network. This mapping enables us to give an estimate (lower bound) for the pandemic threshold in the SIR case for all values of the model parameters and for all possible networks.Comment: 14 pages, 13 figures, final versio

Epidemic processes in complex networks

In recent years the research community has accumulated overwhelming evidence for the emergence of complex and heterogeneous connectivity patterns in a wide range of biological and sociotechnical systems. The complex properties of real-world networks have a profound impact on the behavior of equilibrium and nonequilibrium phenomena occurring in various systems, and the study of epidemic spreading is central to our understanding of the unfolding of dynamical processes in complex networks. The theoretical analysis of epidemic spreading in heterogeneous networks requires the development of novel analytical frameworks, and it has produced results of conceptual and practical relevance. A coherent and comprehensive review of the vast research activity concerning epidemic processes is presented, detailing the successful theoretical approaches as well as making their limits and assumptions clear. Physicists, mathematicians, epidemiologists, computer, and social scientists share a common interest in studying epidemic spreading and rely on similar models for the description of the diffusion of pathogens, knowledge, and innovation. For this reason, while focusing on the main results and the paradigmatic models in infectious disease modeling, the major results concerning generalized social contagion processes are also presented. Finally, the research activity at the forefront in the study of epidemic spreading in coevolving, coupled, and time-varying networks is reported.Comment: 62 pages, 15 figures, final versio

Epidemic spreading on preferred degree adaptive networks

We study the standard SIS model of epidemic spreading on networks where individuals have a fluctuating number of connections around a preferred degree $\kappa$. Using very simple rules for forming such preferred degree networks, we find some unusual statistical properties not found in familiar Erd\H{o}s-R\'{e}nyi or scale free networks. By letting $\kappa$ depend on the fraction of infected individuals, we model the behavioral changes in response to how the extent of the epidemic is perceived. In our models, the behavioral adaptations can be either `blind' or `selective' -- depending on whether a node adapts by cutting or adding links to randomly chosen partners or selectively, based on the state of the partner. For a frozen preferred network, we find that the infection threshold follows the heterogeneous mean field result $\lambda_{c}/\mu =/$ and the phase diagram matches the predictions of the annealed adjacency matrix (AAM) approach. With `blind' adaptations, although the epidemic threshold remains unchanged, the infection level is substantially affected, depending on the details of the adaptation. The `selective' adaptive SIS models are most interesting. Both the threshold and the level of infection changes, controlled not only by how the adaptations are implemented but also how often the nodes cut/add links (compared to the time scales of the epidemic spreading). A simple mean field theory is presented for the selective adaptations which capture the qualitative and some of the quantitative features of the infection phase diagram.Comment: 21 pages, 7 figure

Epidemic spreading in complex networks with degree correlations

We review the behavior of epidemic spreading on complex networks in which there are explicit correlations among the degrees of connected vertices.Comment: Contribution to the Proceedings of the XVIII Sitges Conference "Statistical Mechanics of Complex Networks", eds. J.M. Rubi et, al (Springer Verlag, Berlin, 2003

Disease Localization in Multilayer Networks

We present a continuous formulation of epidemic spreading on multilayer networks using a tensorial representation, extending the models of monoplex networks to this context. We derive analytical expressions for the epidemic threshold of the SIS and SIR dynamics, as well as upper and lower bounds for the disease prevalence in the steady state for the SIS scenario. Using the quasi-stationary state method we numerically show the existence of disease localization and the emergence of two or more susceptibility peaks, which are characterized analytically and numerically through the inverse participation ratio. Furthermore, when mapping the critical dynamics to an eigenvalue problem, we observe a characteristic transition in the eigenvalue spectra of the supra-contact tensor as a function of the ratio of two spreading rates: if the rate at which the disease spreads within a layer is comparable to the spreading rate across layers, the individual spectra of each layer merge with the coupling between layers. Finally, we verified the barrier effect, i.e., for three-layer configuration, when the layer with the largest eigenvalue is located at the center of the line, it can effectively act as a barrier to the disease. The formalism introduced here provides a unifying mathematical approach to disease contagion in multiplex systems opening new possibilities for the study of spreading processes.Comment: Revised version. 25 pages and 18 figure

Epidemic dynamics in finite size scale-free networks

Many real networks present a bounded scale-free behavior with a connectivity cut-off due to physical constraints or a finite network size. We study epidemic dynamics in bounded scale-free networks with soft and hard connectivity cut-offs. The finite size effects introduced by the cut-off induce an epidemic threshold that approaches zero at increasing sizes. The induced epidemic threshold is very small even at a relatively small cut-off, showing that the neglection of connectivity fluctuations in bounded scale-free networks leads to a strong over-estimation of the epidemic threshold. We provide the expression for the infection prevalence and discuss its finite size corrections. The present work shows that the highly heterogeneous nature of scale-free networks does not allow the use of homogeneous approximations even for systems of a relatively small number of nodes.Comment: 4 pages, 2 eps figure

Early warning signs for saddle-escape transitions in complex networks

Many real world systems are at risk of undergoing critical transitions, leading to sudden qualitative and sometimes irreversible regime shifts. The development of early warning signals is recognized as a major challenge. Recent progress builds on a mathematical framework in which a real-world system is described by a low-dimensional equation system with a small number of key variables, where the critical transition often corresponds to a bifurcation. Here we show that in high-dimensional systems, containing many variables, we frequently encounter an additional non-bifurcative saddle-type mechanism leading to critical transitions. This generic class of transitions has been missed in the search for early-warnings up to now. In fact, the saddle-type mechanism also applies to low-dimensional systems with saddle-dynamics. Near a saddle a system moves slowly and the state may be perceived as stable over substantial time periods. We develop an early warning sign for the saddle-type transition. We illustrate our results in two network models and epidemiological data. This work thus establishes a connection from critical transitions to networks and an early warning sign for a new type of critical transition. In complex models and big data we anticipate that saddle-transitions will be encountered frequently in the future.Comment: revised versio