Determination of multifractal dimensions of complex networks by means of the sandbox algorithm

Complex networks have attracted much attention in diverse areas of science and technology. Multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal patterns. In this paper, we employ the sandbox (SB) algorithm proposed by T\'{e}l et al. (Physica A, 159 (1989) 155-166), for MFA of complex networks. First we compare the SB algorithm with two existing algorithms of MFA for complex networks: the compact-box-burning (CBB) algorithm proposed by Furuya and Yakubo (Phys. Rev. E, 84 (2011) 036118), and the improved box-counting (BC) algorithm proposed by Li et al. (J. Stat. Mech.: Theor. Exp., 2014 (2014) P02020) by calculating the mass exponents tau(q) of some deterministic model networks. We make a detailed comparison between the numerical and theoretical results of these model networks. The comparison results show that the SB algorithm is the most effective and feasible algorithm to calculate the mass exponents tau(q) and to explore the multifractal behavior of complex networks. Then we apply the SB algorithm to study the multifractal property of some classic model networks, such as scale-free networks, small-world networks, and random networks. Our results show that multifractality exists in scale-free networks, that of small-world networks is not obvious, and it almost does not exist in random networks.Comment: 17 pages, 2 table, 10 figure

Fractal and multifractal properties of a family of fractal networks

In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos {\it et al.} ({\it Proc. Natl. Acad. Sci. U.S.A.}, 2007, {\bf 104}: 7746). In this fractal network model, there is a parameter $e$ which is between $0$ and $1$, and allows for tuning the level of fractality in the network. Here we examine the multifractal behavior of these networks, dependence relationship of fractal dimension and the multifractal parameters on the parameter $e$. First, we find that the empirical fractal dimensions of these networks obtained by our program coincide with the theoretical formula given by Song {\it et al.} ( {\it Nat. Phys}, 2006, {\bf 2}: 275). Then from the shape of the $\tau(q)$ and $D(q)$ curves, we find the existence of multifractality in these networks. Last, we find that there exists a linear relationship between the average information dimension $$ and the parameter $e$.Comment: 12 pages, 7 figures, accepted by J. Stat. Mec

Multifractal analysis of weighted networks by a modified sandbox algorithm

Complex networks have attracted growing attention in many fields. As a generalization of fractal analysis, multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal patterns. Some algorithms for MFA of unweighted complex networks have been proposed in the past a few years, including the sandbox (SB) algorithm recently employed by our group. In this paper, a modified SB algorithm (we call it SBw algorithm) is proposed for MFA of weighted networks.First, we use the SBw algorithm to study the multifractal property of two families of weighted fractal networks (WFNs): "Sierpinski" WFNs and "Cantor dust" WFNs. We also discuss how the fractal dimension and generalized fractal dimensions change with the edge-weights of the WFN. From the comparison between the theoretical and numerical fractal dimensions of these networks, we can find that the proposed SBw algorithm is efficient and feasible for MFA of weighted networks. Then, we apply the SBw algorithm to study multifractal properties of some real weighted networks ---collaboration networks. It is found that the multifractality exists in these weighted networks, and is affected by their edge-weights.Comment: 15 pages, 6 figures. Accepted for publication by Scientific Report

Fractal and multifractal analysis of complex networks: Estonian network of payments

Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable interest. Complex networks may have characteristics of multifractality. In this study, we analyze fractal and multifractal properties of a novel network: the large scale economic network of payments of Estonia, where companies are represented by nodes and the payments done between companies are represented by links. We present a fractal scaling analysis and examine the multifractal behavior of this network by using a sandbox algorithm. Our results indicate the existence of multifractality in this network and consequently, the existence of multifractality in the Estonian economy. To the best of our knowledge, this is the first study that analyzes multifractality of a complex network of payments.Comment: 13 page

Dynamical variety of shapes in financial multifractality

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves to evaluation of whether or not a time series is multifractal and width of the resulting singularity spectrum is considered a measure of the degree of complexity involved. However, the character of the complexity of time series generated by the natural processes usually appears much more intricate than such a bare statement can reflect. As an example, based on the long-term records of S&P500 and NASDAQ - the two world leading stock market indices - the present study shows that they indeed develop the multifractal features, but these features evolve through a variety of shapes, most often strongly asymmetric, whose changes typically are correlated with the historically most significant events experienced by the world economy. Relating at the same time the index multifractal singularity spectra to those of the component stocks that form this index reflects the varying degree of correlations involved among the stocks.Comment: 26 pages, 10 figure

Multifractal Characterization of Protein Contact Networks

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the characteristic exponents and the multifractal spectrum can be further analyzed to discover important insights about the underlying dynamical process. In this paper, we employ multifractal analysis techniques in the study of protein contact networks. To this end, initially a network is mapped to three different time series, each of which is generated by a stationary unbiased random walk. To capture the peculiarities of the networks at different levels, we accordingly consider three observables at each vertex: the degree, the clustering coefficient, and the closeness centrality. To compare the results with suitable references, we consider also instances of three well-known network models and two typical time series with pure monofractal and multifractal properties. The first result of notable interest is that time series associated to proteins contact networks exhibit long-range correlations (strong persistence), which are consistent with signals in-between the typical monofractal and multifractal behavior. Successively, a suitable embedding of the multifractal spectra allows to focus on ensemble properties, which in turn gives us the possibility to make further observations regarding the considered networks. In particular, we highlight the different role that small and large fluctuations of the considered observables play in the characterization of the network topology

Fractal Systems of Central Places Based on Intermittency of Space-filling

The central place models are fundamentally important in theoretical geography and city planning theory. The texture and structure of central place networks have been demonstrated to be self-similar in both theoretical and empirical studies. However, the underlying rationale of central place fractals in the real world has not yet been revealed so far. This paper is devoted to illustrating the mechanisms by which the fractal patterns can be generated from central place systems. The structural dimension of the traditional central place models is d=2 indicating no intermittency in the spatial distribution of human settlements. This dimension value is inconsistent with empirical observations. Substituting the complete space filling with the incomplete space filling, we can obtain central place models with fractional dimension D<d=2 indicative of spatial intermittency. Thus the conventional central place models are converted into fractal central place models. If we further integrate the chance factors into the improved central place fractals, the theory will be able to well explain the real patterns of urban places. As empirical analyses, the US cities and towns are employed to verify the fractal-based models of central places.Comment: 30 pages, 8 figures, 5 table