Optimal interdependence between networks for the evolution of cooperation

Recent research has identified interactions between networks as crucial for the outcome of evolutionary games taking place on them. While the consensus is that interdependence does promote cooperation by means of organizational complexity and enhanced reciprocity that is out of reach on isolated networks, we here address the question just how much interdependence there should be. Intuitively, one might assume the more the better. However, we show that in fact only an intermediate density of sufficiently strong interactions between networks warrants an optimal resolution of social dilemmas. This is due to an intricate interplay between the heterogeneity that causes an asymmetric strategy flow because of the additional links between the networks, and the independent formation of cooperative patterns on each individual network. Presented results are robust to variations of the strategy updating rule, the topology of interdependent networks, and the governing social dilemma, thus suggesting a high degree of universality

Multiplex PageRank

(15 pages, 6 figures

Localized attacks on spatially embedded networks with dependencies

Many real world complex systems such as critical infrastructure networks are embedded in space and their components may depend on one another to function. They are also susceptible to geographically localized damage caused by malicious attacks or natural disasters. Here, we study a general model of spatially embedded networks with dependencies under localized attacks. We develop a theoretical and numerical approach to describe and predict the effects of localized attacks on spatially embedded systems with dependencies. Surprisingly, we find that a localized attack can cause substantially more damage than an equivalent random attack. Furthermore, we find that for a broad range of parameters, systems which appear stable are in fact metastable. Though robust to random failures—even of finite fraction—if subjected to a localized attack larger than a critical size which is independent of the system size (i.e., a zero fraction), a cascading failure emerges which leads to complete system collapse. Our results demonstrate the potential high risk of localized attacks on spatially embedded network systems with dependencies and may be useful for designing more resilient systems

Correlated network of networks enhances robustness against catastrophic failures

Networks in nature rarely function in isolation but instead interact with one another with a form of a network of networks (NoN). A network of networks with interdependency between distinct networks contains instability of abrupt collapse related to the global rule of activation. As a remedy of the collapse instability, here we investigate a model of correlated NoN. We find that the collapse instability can be removed when hubs provide the majority of interconnections and interconnections are convergent between hubs. Thus, our study identifies a stable structure of correlated NoN against catastrophic failures. Our result further suggests a plausible way to enhance network robustness by manipulating connection patterns, along with other methods such as controlling the state of node based on a local rule

Resilience of networks formed of interdependent modular networks

Many infrastructure networks have a modular structure and are also interdependent with other infrastructures. While significant research has explored the resilience of interdependent networks, there has been no analysis of the effects of modularity. Here we develop a theoretical framework for attacks on interdependent modular networks and support our results through simulations. We focus, for simplicity, on the case where each network has the same number of communities and the dependency links are restricted to be between pairs of communities of different networks. This is particularly realistic for modeling infrastructure across cities. Each city has its own infrastructures and different infrastructures are dependent only within the city. However, each infrastructure is connected within and between cities. For example, a power grid will connect many cities as will a communication network, yet a power station and communication tower that are interdependent will likely be in the same city. It has previously been shown that single networks are very susceptible to the failure of the interconnected nodes (between communities) (Shai et al 2014 arXiv:1404.4748) and that attacks on these nodes are even more crippling than attacks based on betweenness (da Cunha et al 2015 arXiv:1502.00353). In our example of cities these nodes have long range links which are more likely to fail. For both treelike and looplike interdependent modular networks we find distinct regimes depending on the number of modules, m. (i) In the case where there are fewer modules with strong intraconnections, the system first separates into modules in an abrupt first-order transition and then each module undergoes a second percolation transition. (ii) When there are more modules with many interconnections between them, the system undergoes a single transition. Overall, we find that modular structure can significantly influence the type of transitions observed in interdependent networks and should be considered in attempts to make interdependent networks more resilient

Percolation Theories for Quantum Networks

Quantum networks have experienced rapid advancements in both theoretical and experimental domains over the last decade, making it increasingly important to understand their large-scale features from the viewpoint of statistical physics. This review paper discusses a fundamental question: how can entanglement be effectively and indirectly (e.g., through intermediate nodes) distributed between distant nodes in an imperfect quantum network, where the connections are only partially entangled and subject to quantum noise? We survey recent studies addressing this issue by drawing exact or approximate mappings to percolation theory, a branch of statistical physics centered on network connectivity. Notably, we show that the classical percolation frameworks do not uniquely define the network's indirect connectivity. This realization leads to the emergence of an alternative theory called ``concurrence percolation,'' which uncovers a previously unrecognized quantum advantage that emerges at large scales, suggesting that quantum networks are more resilient than initially assumed within classical percolation contexts, offering refreshing insights into future quantum network design

Interdependent networks - topological percolation research and application in finance

This dissertation covers the two major parts of my Ph.D. research: i) developing a theoretical framework of complex networks and applying simulation and numerical methods to study the robustness of the network system, and ii) applying statistical physics concepts and methods to quantitatively analyze complex systems and applying the theoretical framework to study real-world systems. In part I, we focus on developing theories of interdependent networks as well as building computer simulation models, which includes three parts: 1) We report on the effects of topology on failure propagation for a model system consisting of two interdependent networks. We find that the internal node correlations in each of the networks significantly changes the critical density of failures, which can trigger the total disruption of the two-network system. Specifically, we find that the assortativity within a single network decreases the robustness of the entire system. 2) We study the percolation behavior of two interdependent scale-free (SF) networks under random failure of 1-p fraction of nodes. We find that as the coupling strength q between the two networks reduces from 1 (fully coupled) to 0 (no coupling), there exist two critical coupling strengths q1 and q2 , which separate the behaviors of the giant component as a function of p into three different regions, and for q2 < q < q1 , we observe a hybrid order phase transition phenomenon. 3) We study the robustness of n interdependent networks with partially support-dependent relationship both analytically and numerically. We study a starlike network of n Erdos-Renyi (ER), SF networks and a looplike network of n ER networks, and we find for starlike networks, their phase transition regions change with n, but for looplike networks the phase regions change with average degree k . In part II, we apply concepts and methods developed in statistical physics to study economic systems. We analyze stock market indices and foreign exchange daily returns for 60 countries over the period of 1999-2012. We build a multi-layer network model based on different correlation measures, and introduce a dynamic network model to simulate and analyze the initializing and spreading of financial crisis. Using different computational approaches and econometric tests, we find atypical behavior of the cross correlations and community formations in the financial networks that we study during the financial crisis of 2008. For example, the overall correlation of stock market increases during crisis while the correlation between stock market and foreign exchange market decreases. The dramatic increase in correlations between a specific nation and other nations may indicate that this nation could trigger a global financial crisis. Specifically, core countries that have higher correlations with other countries and larger Gross Domestic Product (GDP) values spread financial crisis quite effectively, yet some countries with small GDPs like Greece and Cyprus are also effective in propagating systemic risk and spreading global financial crisis