Multiplex networks with heterogeneous activities of the nodes

In multiplex networks with a large number of layers, the nodes can have different activities, indicating the total number of layers in which the nodes are present. Here we model multiplex networks with heterogeneous activity of the nodes and we study their robustness properties. We introduce a percolation model where nodes need to belong to the giant component only on the layers where they are active (i.e., their degree on that layer is larger than zero). We show that when there are enough nodes active only in one layer, the multiplex becomes more resilient and the transition becomes continuous. We find that multiplex networks with a power-law distribution of node activities are more fragile if the distribution of activity is broader. We also show that while positive correlations between node activity and degree can enhance the robustness of the system, the phase transition may become discontinuous, making the system highly unpredictable

Delay tolerant networks and spatially detailed human mobility

We propose a prototype for a real-world, human network proximity experiment with detailed recordings of the position of individuals. Our aim is to provide a comprehensive dataset to investigate the internal correlations between mobility and network properties, as well as to compare our results with different datasets, involving different social groups or mobile agents. As a further result, we expect the capability to formulate a model able to evaluate the relative importance of location and network centrality for efficient delay tolerant networks, with the added benefit of being able to synthesise realistic trace data for simulation

Message passing theory for percolation models on multiplex networks with link overlap

Multiplex networks describe a large variety of complex systems, including infrastructures, transportation networks, and biological systems. Most of these networks feature a significant link overlap. It is therefore of particular importance to characterize the mutually connected giant component in these networks. Here we provide a message passing theory for characterizing the percolation transition in multiplex networks with link overlap and an arbitrary number of layers M. Specifically we propose and compare two message passing algorithms that generalize the algorithm widely used to study the percolation transition in multiplex networks without link overlap. The first algorithm describes a directed percolation transition and admits an epidemic spreading interpretation. The second algorithm describes the emergence of the mutually connected giant component, that is the percolation transition, but does not preserve the epidemic spreading interpretation. We obtain the phase diagrams for the percolation and directed percolation transition in simple representative cases. We demonstrate that for the same multiplex network structure, in which the directed percolation transition has nontrivial tricritical points, the percolation transition has a discontinuous phase transition, with the exception of the trivial case in which all the layers completely overlap

Analytical approach to the dynamics of facilitated spin models on random networks

Facilitated spin models were introduced some decades ago to mimic systems characterized by a glass transition. Recent developments have shown that a class of facilitated spin models is also able to reproduce characteristic signatures of the structural relaxation properties of glass-forming liquids. While the equilibrium phase diagram of these models can be calculated analytically, the dynamics are usually investigated numerically. Here we propose a network-based approach, called approximate master equation (AME), to the dynamics of the Fredrickson-Andersen model. The approach correctly predicts the critical temperature at which the glass transition occurs. We also find excellent agreement between the theory and the numerical simulations for the transient regime, except in close proximity of the liquid-glass transition. Finally, we analytically characterize the critical clusters of the model and show that the departures between our AME approach and the Monte Carlo can be related to the large interface between blocked and unblocked spins at temperatures close to the glass transition

Double cascade model of financial crises

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial network model that combines the default and liquidity stress mechanisms into a "double cascade mapping". The progress and eventual result of the crisis is obtained by iterating this mapping to its fixed point. Unlike simpler models, this model can therefore quantify how illiquidity or default of one bank influences the overall level of liquidity stress and default in the system. Large-network asymptotic cascade mapping formulas are derived that can be used for efficient network computations of the double cascade. Numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the initial system is placed in an exceptional "knife-edge" configuration. The experiments clearly support the main conclusion that when banks respond to liquidity stress by hoarding liquidity, then in the absence of asset fire sales, the level of defaults in a financial network is negatively related to the strength of bank liquidity hoarding and the eventual level of stress in the network

Critical phenomena in heterogeneous k-core percolation

k-core percolation is a percolation model which gives a notion of network functionality and has many applications in network science. In analyzing the resilience of a network under random damage, an extension of this model is introduced, allowing different vertices to have their own degree of resilience. This extension is named heterogeneous k-core percolation and it is characterized by several interesting critical phenomena. Here we analytically investigate binary mixtures in a wide class of configuration model networks and categorize the different critical phenomena which may occur. We observe the presence of critical and tricritical points and give a general criterion for the occurrence of a tricritical point. The calculated critical exponents show cases in which the model belongs to the same universality class of facilitated spin models studied in the context of the glass transition. DOI: 10.1103/PhysRevE.87.02213

Finite-energy extension of a lattice glass model

We extend a previously studied lattice model of particles with infinite repulsions to the case of finite-energy interactions. The phase diagram is studied using grand canonical Monte Carlo simulation. Simulations of dynamical phenomena are made using the canonical ensemble. We find interesting order-disorder transitions in the equilibrium phase diagram and identify several anomalous regimes of diffusivity. These phenomena may be relevant to the case of strong orientational bonding near freezing

Tricritical point in heterogeneous k-core percolation

k-core percolation is an extension of the concept of classical percolation and is particularly relevant to understand the resilience of complex networks under random damage. A new analytical formalism has been recently proposed to deal with heterogeneous k-cores, where each vertex is assigned a local threshold ki. In this paper we identify a binary mixture of heterogeneous k-cores which exhibits a tricritical point. We investigate the new scaling scenario and calculate the relevant critical exponents, by analytical and computational methods, for Erdos-Rényi networks and 2d square lattices

Weak percolation on multiplex networks

Bootstrap percolation is a simple but nontrivial model. It has applications in many areas of science and has been explored on random networks for several decades. In single-layer (simplex) networks, it has been recently observed that bootstrap percolation, which is defined as an incremental process, can be seen as the opposite of pruning percolation, where nodes are removed according to a connectivity rule. Here we propose models of both bootstrap and pruning percolation for multiplex networks. We collectively refer to these two models with the concept of "weak" percolation, to distinguish them from the somewhat classical concept of ordinary ("strong") percolation. While the two models coincide in simplex networks, we show that they decouple when considering multiplexes, giving rise to a wealth of critical phenomena. Our bootstrap model constitutes the simplest example of a contagion process on a multiplex network and has potential applications in critical infrastructure recovery and information security. Moreover, we show that our pruning percolation model may provide a way to diagnose missing layers in a multiplex network. Finally, our analytical approach allows us to calculate critical behavior and characterize critical clusters

Percolation in multiplex networks with overlap

From transportation networks to complex infrastructures, and to social and communication networks, a large variety of systems can be described in terms of multiplexes formed by a set of nodes interacting through different networks (layers). Multiplexes may display an increased fragility with respect to the single layers that constitute them. However, so far the overlap of the links in different layers has been mostly neglected, despite the fact that it is an ubiquitous phenomenon in most multiplexes. Here, we show that the overlap among layers can improve the robustness of interdependent multiplex systems and change the critical behavior of the percolation phase transition in a complex way