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

Epidemics of Liquidity Shortages in Interbank Markets

Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models used in epidemics, in this work we develop an EDB (Exposed-Distressed-Bankrupted) model for the dynamics of liquidity shocks reverberation between banks, and validate it on electronic market for interbank deposits data. We show that the interbank network was highly susceptible to liquidity contagion at the beginning of the 2007/2008 global financial crisis, and that the subsequent micro-prudential and liquidity hoarding policies adopted by banks increased the network resilience to systemic risk---yet with the undesired side effect of drying out liquidity from the market. We finally show that the individual riskiness of a bank is better captured by its network centrality than by its participation to the market, along with the currently debated concept of "too interconnected to fail"

Analytical computation of the epidemic threshold on temporal networks

The time variation of contacts in a networked system may fundamentally alter the properties of spreading processes and affect the condition for large-scale propagation, as encoded in the epidemic threshold. Despite the great interest in the problem for the physics, applied mathematics, computer science and epidemiology communities, a full theoretical understanding is still missing and currently limited to the cases where the time-scale separation holds between spreading and network dynamics or to specific temporal network models. We consider a Markov chain description of the Susceptible-Infectious-Susceptible process on an arbitrary temporal network. By adopting a multilayer perspective, we develop a general analytical derivation of the epidemic threshold in terms of the spectral radius of a matrix that encodes both network structure and disease dynamics. The accuracy of the approach is confirmed on a set of temporal models and empirical networks and against numerical results. In addition, we explore how the threshold changes when varying the overall time of observation of the temporal network, so as to provide insights on the optimal time window for data collection of empirical temporal networked systems. Our framework is both of fundamental and practical interest, as it offers novel understanding of the interplay between temporal networks and spreading dynamics.Comment: 22 pages, 6 figure

Phase transitions in contagion processes mediated by recurrent mobility patterns

Human mobility and activity patterns mediate contagion on many levels, including the spatial spread of infectious diseases, diffusion of rumors, and emergence of consensus. These patterns however are often dominated by specific locations and recurrent flows and poorly modeled by the random diffusive dynamics generally used to study them. Here we develop a theoretical framework to analyze contagion within a network of locations where individuals recall their geographic origins. We find a phase transition between a regime in which the contagion affects a large fraction of the system and one in which only a small fraction is affected. This transition cannot be uncovered by continuous deterministic models due to the stochastic features of the contagion process and defines an invasion threshold that depends on mobility parameters, providing guidance for controlling contagion spread by constraining mobility processes. We recover the threshold behavior by analyzing diffusion processes mediated by real human commuting data.Comment: 20 pages of Main Text including 4 figures, 7 pages of Supplementary Information; Nature Physics (2011

A framework for epidemic spreading in multiplex networks of metapopulations

We propose a theoretical framework for the study of epidemics in structured metapopulations, with heterogeneous agents, subjected to recurrent mobility patterns. We propose to represent the heterogeneity in the composition of the metapopulations as layers in a multiplex network, where nodes would correspond to geographical areas and layers account for the mobility patterns of agents of the same class. We analyze both the classical Susceptible-Infected-Susceptible and the Susceptible-Infected-Removed epidemic models within this framework, and compare macroscopic and microscopic indicators of the spreading process with extensive Monte Carlo simulations. Our results are in excellent agreement with the simulations. We also derive an exact expression of the epidemic threshold on this general framework revealing a non-trivial dependence on the mobility parameter. Finally, we use this new formalism to address the spread of diseases in real cities, specifically in the city of Medellin, Colombia, whose population is divided into six socio-economic classes, each one identified with a layer in this multiplex formalism.Comment: 13 pages, 11 figure

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