Percolation in multiplex networks with overlap

Quantifying dynamical spillover in co-evolving multiplex networks

Multiplex networks (a system of multiple networks that have different types of links but share a common set of nodes) arise naturally in a wide spectrum of fields. Theoretical studies show that in such multiplex networks, correlated edge dynamics between the layers can have a profound effect on dynamical processes. However, how to extract the correlations from real-world systems is an outstanding challenge. Here we introduce the Multiplex Markov chain to quantify correlations in edge dynamics found in longitudinal data of multiplex networks. By comparing the results obtained from the multiplex perspective to a null model which assumes layers in a network are independent, we can identify real correlations as distinct from simultaneous changes that occur due to random chance. We use this approach on two different data sets: the network of trade and alliances between nation states, and the email and co-commit networks between developers of open source software. We establish the existence of "dynamical spillover" showing the correlated formation (or deletion) of edges of different types as the system evolves. The details of the dynamics over time provide insight into potential causal pathways.

Measuring and modeling correlations in multiplex networks

The interactions among the elementary components of many complex systems can be qualitatively different. Such systems are therefore naturally described in terms of multiplex or multilayer networks, i.e., networks where each layer stands for a different type of interaction between the same set of nodes. There is today a growing interest in understanding when and why a description in terms of a multiplex network is necessary and more informative than a single-layer projection. Here we contribute to this debate by presenting a comprehensive study of correlations in multiplex networks. Correlations in node properties, especially degree-degree correlations, have been thoroughly studied in single-layer networks. Here we extend this idea to investigate and characterize correlations between the different layers of a multiplex network. Such correlations are intrinsically multiplex, and we first study them empirically by constructing and analyzing several multiplex networks from the real world. In particular, we introduce various measures to characterize correlations in the activity of the nodes and in their degree at the different layers and between activities and degrees. We show that real-world networks exhibit indeed nontrivial multiplex correlations. For instance, we find cases where two layers of the same multiplex network are positively correlated in terms of node degrees, while other two layers are negatively correlated. We then focus on constructing synthetic multiplex networks, proposing a series of models to reproduce the correlations observed empirically and/or to assess their relevance.

Suppressed epidemics in multirelational networks

A two-state epidemic model in networks with links mimicking two kinds of relationships between connected nodes is introduced. Links of weights w1 and w0 occur with probabilities p and 1-p, respectively. The fraction of infected nodes ρ(p) shows a nonmonotonic behavior, with ρ drops with p for small p and increases for large p. For small to moderate w1/w0 ratios, ρ(p) exhibits a minimum that signifies an optimal suppression. For large w1/w0 ratios, the suppression leads to an absorbing phase consisting only of healthy nodes within a range pL≤p≤pR, and an active phase with mixed infected and healthy nodes for p<pL and p>pR. A mean field theory that ignores spatial correlation is shown to give qualitative agreement and capture all the key features. A physical picture that emphasizes the intricate interplay between infections via w0 links and within clusters formed by nodes carrying the w1 links is presented. The absorbing state at large w1/w0 ratios results when the clusters are big enough to disrupt the spread via w0 links and yet small enough to avoid an epidemic within the clusters. A theory that uses the possible local environments of a node as variables is formulated. The theory gives results in good agreement with simulation results, thereby showing the necessity of including longer spatial correlations.

Percolation transitions in the survival of interdependent agents on multiplex networks, catastrophic cascades, and solid-on-solid surface growth

We present an efficient algorithm for simulating percolation transitions of mutually supporting viable clusters on multiplex networks (also known as "catastrophic cascades on interdependent networks"). This algorithm maps the problem onto a solid-on-solid-type model. We use this algorithm to study interdependent agents on duplex Erdös-Rényi (ER) networks and on lattices with dimensions 2, 3, 4, and 5. We obtain surprising results in all these cases, and we correct statements in the literature for ER networks and for two-dimensional lattices. In particular, we find that d=4 is the upper critical dimension and that the percolation transition is continuous for d≤4 but-at least for d≠3-not in the universality class of ordinary percolation. For ER networks we verify that the cluster statistics is exactly described by mean-field theory but find evidence that the cascade process is not. For d=5 we find a first-order transition as for ER networks, but we find also that small clusters have a nontrivial mass distribution that scales at the transition point. Finally, for d=2 with intermediate-range dependency links we propose a scenario that differs from that proposed in W. Li et al. [Phys. Rev. Lett. 108, 228702 (2012)].

Cascades in multiplex financial networks with debts of different seniority

The seniority of debt, which determines the order in which a bankrupt institution repays its debts, is an important and sometimes contentious feature of financial crises, yet its impact on systemwide stability is not well understood. We capture seniority of debt in a multiplex network, a graph of nodes connected by multiple types of edges. Here an edge between banks denotes a debt contract of a certain level of seniority. Next we study cascading default. There exist multiple kinds of bankruptcy, indexed by the highest level of seniority at which a bank cannot repay all its debts. Self-interested banks would prefer that all their loans be made at the most senior level. However, mixing debts of different seniority levels makes the system more stable in that it shrinks the set of network densities for which bankruptcies spread widely. We compute the optimal ratio of senior to junior debts, which we call the optimal seniority ratio, for two uncorrelated Erdős-Rényi networks. If institutions erode their buffer against insolvency, then this optimal seniority ratio rises; in other words, if default thresholds fall, then more loans should be senior. We generalize the analytical results to arbitrarily many levels of seniority and to heavy-tailed degree distributions.

Structural reducibility of multilayer networks

Many complex systems can be represented as networks consisting of distinct types of interactions, which can be categorized as links belonging to different layers. For example, a good description of the full protein-protein interactome requires, for some organisms, up to seven distinct network layers, accounting for different genetic and physical interactions, each containing thousands of protein-protein relationships. A fundamental open question is then how many layers are indeed necessary to accurately represent the structure of a multilayered complex system. Here we introduce a method based on quantum theory to reduce the number of layers to a minimum while maximizing the distinguishability between the multilayer network and the corresponding aggregated graph. We validate our approach on synthetic benchmarks and we show that the number of informative layers in some real multilayer networks of protein-genetic interactions, social, economical and transportation systems can be reduced by up to 75%.

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.

Percolation on networks with antagonistic and dependent interactions

Drawing inspiration from real world interacting systems, we study a system consisting of two networks that exhibit antagonistic and dependent interactions. By antagonistic and dependent interactions we mean that a proportion of functional nodes in a network cause failure of nodes in the other, while failure of nodes in the other results in failure of links in the first. In contrast to interdependent networks, which can exhibit first-order phase transitions, we find that the phase transitions in such networks are continuous. Our analysis shows that, compared to an isolated network, the system is more robust against random attacks. Surprisingly, we observe a region in the parameter space where the giant connected components of both networks start oscillating. Furthermore, we find that for Erdős-Rényi and scale-free networks the system oscillates only when the dependence and antagonism between the two networks are very high. We believe that this study can further our understanding of real world interacting systems.

Diversity of multilayer networks and its impact on collaborating epidemics

Interacting epidemics on diverse multilayer networks are increasingly important in modeling and analyzing the diffusion processes of real complex systems. A viral agent spreading on one layer of a multilayer network can interact with its counterparts by promoting (cooperative interaction), suppressing (competitive interaction), or inducing (collaborating interaction) its diffusion on other layers. Collaborating interaction displays different patterns: (i) random collaboration, where intralayer or interlayer induction has the same probability; (ii) concentrating collaboration, where consecutive intralayer induction is guaranteed with a probability of 1; and (iii) cascading collaboration, where consecutive intralayer induction is banned with a probability of 0. In this paper, we develop a top-bottom framework that uses only two distributions, the overlaid degree distribution and edge-type distribution, to model collaborating epidemics on multilayer networks. We then state the response of three collaborating patterns to structural diversity (evenness and difference of network layers). For viral agents with small transmissibility, we find that random collaboration is more effective in networks with higher diversity (high evenness and difference), while the concentrating pattern is more suitable in uneven networks. Interestingly, the cascading pattern requires a network with moderate difference and high evenness, and the moderately uneven coupling of multiple network layers can effectively increase robustness to resist cascading failure. With large transmissibility, however, we find that all collaborating patterns are more effective in high-diversity networks. Our work provides a systemic analysis of collaborating epidemics on multilayer networks. The results enhance our understanding of biotic and informative diffusion through multiple vectors.

Giant components in directed multiplex networks

We describe the complex global structure of giant components in directed multiplex networks that generalizes the well-known bow-tie structure, generic for ordinary directed networks. By definition, a directed multiplex network contains vertices of one type and directed edges of m different types. In directed multiplex networks, we distinguish a set of different giant components based on the existence of directed paths of different types between their vertices such that for each type of edges, the paths run entirely through only edges of that type. If, in particular, m=2, we define a strongly viable component as a set of vertices in which for each type of edges each two vertices are interconnected by at least two directed paths in both directions, running through the edges of only this type. We show that in this case, a directed multiplex network contains in total nine different giant components including the strongly viable component. In general, the total number of giant components is 3^{m}. For uncorrelated directed multiplex networks, we obtain exactly the size and the emergence point of the strongly viable component and estimate the sizes of other giant components.

The structure and dynamics of multilayer networks

In the past years, network theory has successfully characterized the interaction among the constituents of a variety of complex systems, ranging from biological to technological, and social systems. However, up until recently, attention was almost exclusively given to networks in which all components were treated on equivalent footing, while neglecting all the extra information about the temporal- or context-related properties of the interactions under study. Only in the last years, taking advantage of the enhanced resolution in real data sets, network scientists have directed their interest to the multiplex character of real-world systems, and explicitly considered the time-varying and multilayer nature of networks. We offer here a comprehensive review on both structural and dynamical organization of graphs made of diverse relationships (layers) between its constituents, and cover several relevant issues, from a full redefinition of the basic structural measures, to understanding how the multilayer nature of the network affects processes and dynamics.

Nonlinear growth and condensation in multiplex networks

Different types of interactions coexist and coevolve to shape the structure and function of a multiplex network. We propose here a general class of growth models in which the various layers of a multiplex network coevolve through a set of nonlinear preferential attachment rules. We show, both numerically and analytically, that by tuning the level of nonlinearity these models allow us to reproduce either homogeneous or heterogeneous degree distributions, together with positive or negative degree correlations across layers. In particular, we derive the condition for the appearance of a condensed state in which one node in each layer attracts an extensive fraction of all the edges.

k-core percolation on multiplex networks

We generalize the theory of k-core percolation on complex networks to k-core percolation on multiplex networks, where k≡(k(1),k(2),...,k(M)). Multiplex networks can be defined as networks with vertices of one kind but M different types of edges, representing different types of interactions. For such networks, the k-core is defined as the largest subgraph in which each vertex has at least k(i) edges of each type, i=1,2,...,M. We derive self-consistency equations to obtain the birth points of the k-cores and their relative sizes for uncorrelated multiplex networks with an arbitrary degree distribution. To clarify our general results, we consider in detail multiplex networks with edges of two types and solve the equations in the particular case of Erdős-Rényi and scale-free multiplex networks. We find hybrid phase transitions at the emergence points of k-cores except the (1,1)-core for which the transition is continuous. We apply the k-core decomposition algorithm to air-transportation multiplex networks, composed of two layers, and obtain the size of (k(1),k(2))-cores.

From a single network to a network of networks

Network science has attracted much attention in recent years due to its interdisciplinary applications. We witnessed the revolution of network science in 1998 and 1999 started with small-world and scale-free networks having now thousands of high-profile publications, and it seems that since 2010 studies of ‘network of networks’ (NON), sometimes called multilayer networks or multiplex, have attracted more and more attention. The analytic framework for NON yields a novel percolation law for n interdependent networks that shows that percolation theory of single networks studied extensively in physics and mathematics in the last 50 years is a specific limit of the rich and very different general case of n coupled networks. Since then, properties and dynamics of interdependent and interconnected networks have been studied extensively, and scientists are finding many interesting results and discovering many surprising phenomena. Because most natural and engineered systems are composed of multiple subsystems and layers of connectivity, it is important to consider these features in order to improve our understanding of such complex systems. Now the study of NON has become one of the important directions in network science. In this paper, we review recent studies on the new emerging area—NON. Due to the fast growth of this field, there are many definitions of different types of NON, such as interdependent networks, interconnected networks, multilayered networks, multiplex networks and many others. There exist many datasets that can be represented as NON, such as network of different transportation networks including flight networks, railway networks and road networks, network of ecological networks including species interacting networks and food webs, network of biological networks including gene regulation network, metabolic network and protein–protein interacting network, network of social networks and so on. Among them, many interdependent networks including critical infrastructures are embedded in space, introducing spatial constraints. Thus, we also review the progress on study of spatially embedded networks. As a result of spatial constraints, such interdependent networks exhibit extreme vulnerabilities compared with their non-embedded counterparts. Such studies help us to understand, realize and hopefully mitigate the increasing risk in NON.

Simultaneous first- and second-order percolation transitions in interdependent networks

In a system of interdependent networks, an initial failure of nodes invokes a cascade of iterative failures that may lead to a total collapse of the whole system in the form of an abrupt first-order transition. When the fraction of initial failed nodes 1-p reaches criticality p = p(c), the abrupt collapse occurs by spontaneous cascading failures. At this stage, the giant component decreases slowly in a plateau form and the number of iterations in the cascade τ diverges. The origin of this plateau and its increasing with the size of the system have been unclear. Here we find that, simultaneously with the abrupt first-order transition, a spontaneous second-order percolation occurs during the cascade of iterative failures. This sheds light on the origin of the plateau and how its length scales with the size of the system. Understanding the critical nature of the dynamical process of cascading failures may be useful for designing strategies for preventing and mitigating catastrophic collapses.

Robustness of a network formed of spatially embedded networks

We present analytic and numeric results for percolation in a network formed of interdependent spatially embedded networks. We show results for a treelike and a random regular network of networks each with (i) unconstrained dependency links and (ii) dependency links restricted to a maximum Euclidean length r. Analytic results are given for each network of networks with spatially unconstrained dependency links and compared to simulations. For the case of two fully interdependent spatially embedded networks it was found [Li et al., Phys. Rev. Lett. 108, 228702 (2012)] that the system undergoes a first-order phase transition only for r>r(c) ≈ 8. We find here that for treelike networks of networks (composed of n networks) r(c) significantly decreases as n increases and rapidly (n ≥ 11) reaches its limiting value of 1. For cases where the dependencies form loops, such as in random regular networks, we show analytically and confirm through simulations that there is a certain fraction of dependent nodes, q(max), above which the entire network structure collapses even if a single node is removed. The value of q(max) decreases quickly with m, the degree of the random regular network of networks. Our results show the extreme sensitivity of coupled spatial networks and emphasize the susceptibility of these networks to sudden collapse. The theory proposed here requires only numerical knowledge about the percolation behavior of a single network and therefore can be used to find the robustness of any network of networks where the profile of percolation of a singe network is known numerically.

Multiple percolation transitions in a configuration model of a network of networks

Recently much attention has been paid to the study of the robustness of interdependent and multiplex networks and, in particular, the networks of networks. The robustness of interdependent networks can be evaluated by the size of a mutually connected component when a fraction of nodes have been removed from these networks. Here we characterize the emergence of the mutually connected component in a network of networks in which every node of a network (layer) α is connected with q_{α} its randomly chosen replicas in some other networks and is interdependent of these nodes with probability r. We find that when the superdegrees q_{α} of different layers in a network of networks are distributed heterogeneously, multiple percolation phase transition can occur. We show that, depending on the value of r, these transition are continuous or discontinuous.

Degree mixing in multilayer networks impedes the evolution of cooperation

Traditionally, the evolution of cooperation has been studied on single, isolated networks. Yet a player, especially in human societies, will typically be a member of many different networks, and those networks will play different roles in the evolutionary process. Multilayer networks are therefore rapidly gaining on popularity as the more apt description of a networked society. With this motivation, we here consider two-layer scale-free networks with all possible combinations of degree mixing, wherein one network layer is used for the accumulation of payoffs and the other is used for strategy updating. We find that breaking the symmetry through assortative mixing in one layer and/or disassortative mixing in the other layer, as well as preserving the symmetry by means of assortative mixing in both layers, impedes the evolution of cooperation. We use degree-dependent distributions of strategies and cluster-size analysis to explain these results, which highlight the importance of hubs and the preservation of symmetry between multilayer networks for the successful resolution of social dilemmas.

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.

Robustness of a partially interdependent network formed of clustered networks

Clustering, or transitivity, a behavior observed in real-world networks, affects network structure and function. This property has been studied extensively, but most of this research has been limited to clustering in single networks. The effect of clustering on the robustness of coupled networks, on the other hand, has received much less attention. Only the case of a pair of fully coupled networks with clustering has recently received study. Here we generalize the study of clustering of a fully coupled pair of networks and apply it to a partially interdependent network of networks with clustering within the network components. We show, both analytically and numerically, how clustering within networks affects the percolation properties of interdependent networks, including the percolation threshold, the size of the giant component, and the critical coupling point at which the first-order phase transition changes to a second-order phase transition as the coupling between the networks is reduced. We study two types of clustering, one proposed by Newman [Phys. Rev. Lett. 103, 058701 (2009)] in which the average degree is kept constant while the clustering is changed, and the other by Hackett et al. [Phys. Rev. E 83, 056107 (2011)] in which the degree distribution is kept constant. The first type of clustering is studied both analytically and numerically, and the second is studied numerically.

Emergence of overlap in ensembles of spatial multiplexes and statistical mechanics of spatial interacting network ensembles

Spatial networks range from the brain networks, to transportation networks and infrastructures. Recently interacting and multiplex networks are attracting great attention because their dynamics and robustness cannot be understood without treating at the same time several networks. Here we present maximal entropy ensembles of spatial multiplex and spatial interacting networks that can be used in order to model spatial multilayer network structures and to build null models of real data sets. We show that spatial multiplexes naturally develop a significant overlap of the links, a noticeable property of many multiplexes that can affect significantly the dynamics taking place on them. Additionally, we characterize ensembles of spatial interacting networks and we analyze the structure of interacting airport and railway networks in India, showing the effect of space in determining the link probability.