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

Microscopic origin of abrupt mixed-order phase transitions

We suggest a possible origin for abrupt mixed-order transitions in physical systems and demonstrate it on three different Ising models with additional different types of interactions. We identify a plausible microscopic origin of this abrupt transition. It is driven by long-term microscopic cascades of changes in the underlying interaction network due to the additional interaction. These spontaneous cascades of microscopic changes accumulate over macroscopic time, resulting in a long-term metastable cascading plateau that ultimately causes an abrupt transition of the system. We also calculate the critical exponents for the cascading, magnetization, convergence slowing down, and the typical fluctuations of single-trajectory critical temperature and magnetization. The developed approach and our findings can shed light on the microscopic mechanism at the origin behind many abrupt transitions in nature and technology.

Hybrid universality classes of systemic cascades

Cascades are self-reinforcing processes underlying the systemic risk of many complex systems. Understanding the universal aspects of these phenomena is of fundamental interest, yet typically bound to numerical observations in ad-hoc models and limited insights. Here, we develop a unifying approach that reveals two distinct universality classes of cascades determined by the global symmetry of the cascading process. We provide hyperscaling arguments predicting hybrid critical phenomena characterized by a combination of both mean-field spinodal exponents and d-dimensional corrections, and show how parity invariance influences the geometry and lifetime of critical avalanches. Our theory applies to a wide range of networked systems in arbitrary dimensions, as we demonstrate by simulations encompassing classic and novel cascade models, revealing universal principles of cascade critical phenomena amenable to experimental validation.

Physical Realizations of Interdependent Networks: Analogy to Percolation

Percolation on interdependent networks generalizes the well-studied percolation model in a single network to multiple interacting systems, unveiling spontaneous cascading failures, abrupt collapses, and high vulnerability. The main novelty of interdependent networks has been the introduction of two types of links, connectivity within networks and the dependency between them. The interplay between these two types of interactions results in novel critical phenomena and phase transitions. This abstract percolation paradigm was recently applied to magnetic networks, as an experimentally testable method for interdependent superconducting networks as well as to other systems like k-core percolation and overloaded networks. Here, we will review these physical applications and provide insights into several potential directions for the field of physically interdependent networks.

Critical behavior of cascading failures in overloaded networks

While network abrupt breakdowns due to overloads and cascading failures have been studied extensively, the critical exponents and the universality class of such phase transitions have not been discussed. Here, we study breakdowns triggered by failures of links and overloads in networks with a spatial characteristic link length ζ. Our results indicate that this abrupt transition has features and critical exponents similar to those of interdependent networks, suggesting that both systems are in the same universality class. For weakly embedded systems (i.e., ζ of the order of the system size L) we observe a mixed-order transition, where the order parameter collapses following a long critical plateau. On the other hand, strongly embedded systems (i.e., ζ≪L) exhibit a pure first-order transition, involving nucleation and the growth of damage. The system's critical behavior in both limits is similar to that observed in interdependent networks.

Mechanistic description of spontaneous loss of memory persistent activity based on neuronal synaptic strength

Persistent neural activity associated with working memory (WM) lasts for a limited time duration. Current theories suggest that its termination is actively obtained via inhibitory currents, and there is currently no theory regarding the possibility of a passive memory-loss mechanism that terminates memory persistent activity. Here, we develop an analytical-framework, based on synaptic strength, and show via simulations and fitting to wet-lab experiments, that passive memory-loss might be a result of an ionic-current long-term plateau, i.e., very slow reduction of memory followed by abrupt loss. We describe analytically the plateau, when the memory state is just below criticality. These results, including the plateau, are supported by experiments performed on rats. Moreover, we show that even just above criticality, forgetfulness can occur due to neuronal noise with ionic-current fluctuations, yielding a plateau, representing memory with very slow decay, and eventually a fast memory decay. Our results could have implications for developing new medications, targeted against memory impairments, through modifying neuronal noise.

Dynamics of cascades in spatial interdependent networks

The dynamics of cascading failures in spatial interdependent networks significantly depends on the interaction range of dependency couplings between layers. In particular, for an increasing range of dependency couplings, different types of phase transition accompanied by various cascade kinetics can be observed, including mixed-order transition characterized by critical branching phenomena, first-order transition with nucleation cascades, and continuous second-order transition with weak cascades. We also describe the dynamics of cascades at the mutual mixed-order resistive transition in interdependent superconductors and show its similarity to that of percolation of interdependent abstract networks. Finally, we lay out our perspectives for the experimental observation of these phenomena, their phase diagrams, and the underlying kinetics, in the context of physical interdependent networks. Our studies of interdependent networks shed light on the possible mechanisms of three known types of phase transitions, second order, first order, and mixed order as well as predicting a novel fourth type where a microscopic intervention will yield a macroscopic phase transition.

Robustness of Interdependent Networks with Weak Dependency Based on Bond Percolation

Real-world systems interact with one another via dependency connectivities. Dependency connectivities make systems less robust because failures may spread iteratively among systems via dependency links. Most previous studies have assumed that two nodes connected by a dependency link are strongly dependent on each other; that is, if one node fails, its dependent partner would also immediately fail. However, in many real scenarios, nodes from different networks may be weakly dependent, and links may fail instead of nodes. How interdependent networks with weak dependency react to link failures remains unknown. In this paper, we build a model of fully interdependent networks with weak dependency and define a parameter α in order to describe the node-coupling strength. If a node fails, its dependent partner has a probability of failing of 1−α. Then, we develop an analytical tool for analyzing the robustness of interdependent networks with weak dependency under link failures, with which we can accurately predict the system robustness when 1−p fractions of links are randomly removed. We find that as the node coupling strength increases, interdependent networks show a discontinuous phase transition when α<αc and a continuous phase transition when α>αc. Compared to site percolation with nodes being attacked, the crossover points αc are larger in the bond percolation with links being attacked. This finding can give us some suggestions for designing and protecting systems in which link failures can happen.

The fundamental benefits of multiplexity in ecological networks

A tipping point presents perhaps the single most significant threat to an ecological system as it can lead to abrupt species extinction on a massive scale. Climate changes leading to the species decay parameter drifts can drive various ecological systems towards a tipping point. We investigate the tipping-point dynamics in multi-layer ecological networks supported by mutualism. We unveil a natural mechanism by which the occurrence of tipping points can be delayed by multiplexity that broadly describes the diversity of the species abundances, the complexity of the interspecific relationships, and the topology of linkages in ecological networks. For a double-layer system of pollinators and plants, coupling between the network layers occurs when there is dispersal of pollinator species. Multiplexity emerges as the dispersing species establish their presence in the destination layer and have a simultaneous presence in both. We demonstrate that the new mutualistic links induced by the dispersing species with the residence species have fundamental benefits to the well-being of the ecosystem in delaying the tipping point and facilitating species recovery. Articulating and implementing control mechanisms to induce multiplexity can thus help sustain certain types of ecosystems that are in danger of extinction as the result of environmental changes.

Hidden transition in multiplex networks

Weak multiplex percolation generalizes percolation to multi-layer networks, represented as networks with a common set of nodes linked by multiple types (colors) of edges. We report a novel discontinuous phase transition in this problem. This anomalous transition occurs in networks of three or more layers without unconnected nodes, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$P(0)\,=\,0$$\end{document}P(0)=0. Above a critical value of a control parameter, the removal of a tiny fraction \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Delta$$\end{document}Δ of nodes or edges triggers a failure cascade which ends either with the total collapse of the network, or a return to stability with the system essentially intact. The discontinuity is not accompanied by any singularity of the giant component, in contrast to the discontinuous hybrid transition which usually appears in such problems. The control parameter is the fraction of nodes in each layer with a single connection, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Pi \,=\,P(1)$$\end{document}Π=P(1). We obtain asymptotic expressions for the collapse time and relaxation time, above and below the critical point \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Pi _c$$\end{document}Πc, respectively. In the limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Delta \rightarrow 0$$\end{document}Δ→0 the total collapse for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Pi \,>\,\Pi _\text {c}$$\end{document}Π>Πc takes a time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T \propto 1/(\Pi -\Pi _\text {c})$$\end{document}T∝1/(Π-Πc), while there is an exponential relaxation below \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Pi _\text {c}$$\end{document}Πc with a relaxation time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau \propto 1/[\Pi _\text {c}-\Pi ]$$\end{document}τ∝1/[Πc-Π].

Three Decades in Econophysics—From Microscopic Modelling to Macroscopic Complexity and Back

We explore recent contributions to research in Econophysics, switching between Macroscopic complexity and microscopic modelling, showing how each leads to the other and detailing the everyday applicability of both approaches and the tools they help develop. Over the past decades, the world underwent several major crises, leading to significant increase in interdependence and, thus, complexity. We show here that from the perspective of network science, these processes become more understandable and, to some extent, also controllable.

Internetwork connectivity of molecular networks across species of life

Molecular interactions are studied as independent networks in systems biology. However, molecular networks do not exist independently of each other. In a network of networks approach (called multiplex), we study the joint organization of transcriptional regulatory network (TRN) and protein-protein interaction (PPI) network. We find that TRN and PPI are non-randomly coupled across five different eukaryotic species. Gene degrees in TRN (number of downstream genes) are positively correlated with protein degrees in PPI (number of interacting protein partners). Gene-gene and protein-protein interactions in TRN and PPI, respectively, also non-randomly overlap. These design principles are conserved across the five eukaryotic species. Robustness of the TRN-PPI multiplex is dependent on this coupling. Functionally important genes and proteins, such as essential, disease-related and those interacting with pathogen proteins, are preferentially situated in important parts of the human multiplex with highly overlapping interactions. We unveil the multiplex architecture of TRN and PPI. Multiplex architecture may thus define a general framework for studying molecular networks. This approach may uncover the building blocks of the hierarchical organization of molecular interactions.

Mitigation of cascading failures in complex networks

Cascading failures in many systems such as infrastructures or financial networks can lead to catastrophic system collapse. We develop here an intuitive, powerful and simple-to-implement approach for mitigation of cascading failures on complex networks based on local network structure. We offer an algorithm to select critical nodes, the protection of which ensures better survival of the network. We demonstrate the strength of our approach compared to various standard mitigation techniques. We show the efficacy of our method on various network structures and failure mechanisms, and finally demonstrate its merit on an example of a real network of financial holdings.

Dependency-based targeted attacks in interdependent networks

Modern large engineered network systems normally work in cooperation and incorporate dependencies between their components for purposes of efficiency and regulation. Such dependencies may become a major risk since they can cause small-scale failures to propagate throughout the system. Thus, the dependent nodes could be a natural target for malicious attacks that aim to exploit these vulnerabilities. Here we consider a type of targeted attack that is based on the dependencies between the networks. We study strategies of attacks that range from dependency-first to dependency-last, where a fraction 1-p of the nodes with dependency links, or nodes without dependency links, respectively, are initially attacked. We systematically analyze, both analytically and numerically, the percolation transition of partially interdependent networks, where a fraction q of the nodes in each network are dependent on nodes in the other network. We find that for a broad range of dependency strength q, the "dependency-first" attack strategy is actually less effective, in terms of lower critical percolation threshold p_{c}, compared with random attacks of the same size. In contrast, the "dependency-last" attack strategy is more effective, i.e., higher p_{c}, compared with a random attack. This effect is explained by exploring the dynamics of the cascading failures initiated by dependency-based attacks. We show that while "dependency-first" strategy increases the short-term impact of the initial attack, in the long term the cascade slows down compared with the case of random attacks and vice versa for "dependency-last." Our results demonstrate that the effectiveness of attack strategies over a system of interdependent networks should be evaluated not only by the immediate impact but mainly by the accumulated damage during the process of cascading failures. This highlights the importance of understanding the dynamics of avalanches that may occur due to different scenarios of failures in order to design resilient critical infrastructures.

Asymmetric interdependent networks with multiple-dependence relation

In this paper, we study the robustness of interdependent networks with multiple-dependence (MD) relation which is defined that a node is interdependent on several nodes on another layer, and this node will fail if any of these dependent nodes are failed. We propose a two-layered asymmetric interdependent network (AIN) model to address this problem, where the asymmetric feature is that nodes in one layer may be dependent on more than one node in the other layer with MD relation, while nodes in the other layer are dependent on exactly one node in this layer. We show that in this model the layer where nodes are allowed to have MD relation exhibits different types of phase transitions (discontinuous and hybrid), while the other layer only presents discontinuous phase transition. A heuristic theory based on message-passing approach is developed to understand the structural feature of interdependent networks and an intuitive picture for the emergence of a tricritical point is provided. Moreover, we study the correlation between the intralayer degree and interlayer degree of the nodes and find that this correlation has prominent impact to the continuous phase transition but has feeble effect on the discontinuous phase transition. Furthermore, we extend the two-layered AIN model to general multilayered AIN, and the percolation behaviors and properties of relevant phase transitions are elaborated.

Interconnections between networks acting like an external field in a first-order percolation transition

Many interdependent, real-world infrastructures involve interconnections between different communities or cities. Here we show how the effects of such interconnections can be described as an external field for interdependent networks experiencing a first-order percolation transition. We find that the critical exponents γ and δ, related to the external field, can also be defined for first-order transitions but that they have different values than those found for second-order transitions. Surprisingly, we find that both sets of different exponents (for first and second order) can even be found within a single model of interdependent networks, depending on the dependency coupling strength. Nevertheless, in both cases both sets satisfy Widom's identity, δ-1=γ/β, which further supports the validity of their definitions. Furthermore, we find that both Erdős-Rényi and scale-free networks have the same values of the exponents in the first-order regime, implying that these models are in the same universality class. In addition, we find that in k-core percolation the values of the critical exponents related to the field are the same as for interdependent networks, suggesting that these systems also belong to the same universality class.

Asymmetry in interdependence makes a multilayer system more robust against cascading failures

Multilayer networked systems are ubiquitous in nature and engineering, and the robustness of these systems against failures is of great interest. A main line of theoretical pursuit has been percolation-induced cascading failures, where interdependence between network layers is conveniently and tacitly assumed to be symmetric. In the real world, interdependent interactions are generally asymmetric. To uncover and quantify the impact of asymmetry in interdependence on network robustness, we focus on percolation dynamics in double-layer systems and implement the following failure mechanism: Once a node in a network layer fails, the damage it can cause depends not only on its position in the layer but also on the position of its counterpart neighbor in the other layer. We find that the characteristics of the percolation transition depend on the degree of asymmetry, where the striking phenomenon of a switch in the nature of the phase transition from first to second order arises. We derive a theory to calculate the percolation transition points in both network layers, as well as the transition switching point, with strong numerical support from synthetic and empirical networks. Not only does our work shed light on the factors that determine the robustness of multilayer networks against cascading failures, but it also provides a scenario by which the system can be designed or controlled to reach a desirable level of resilience.

Universal behavior of cascading failures in interdependent networks

Catastrophic and major disasters in real-world systems, such as blackouts in power grids or global failures in critical infrastructures, are often triggered by minor events which originate a cascading failure in interdependent graphs. We present here a self-consistent theory enabling the systematic analysis of cascading failures in such networks and encompassing a broad range of dynamical systems, from epidemic spreading, to birth-death processes, to biochemical and regulatory dynamics. We offer testable predictions on breakdown scenarios, and, in particular, we unveil the conditions under which the percolation transition is of the first-order or the second-order type, as well as prove that accounting for dynamics in the nodes always accelerates the cascading process. Besides applying directly to relevant real-world situations, our results give practical hints on how to engineer more robust networked systems.

Robustness of partially interdependent networks under combined attack

We thoroughly study the robustness of partially interdependent networks when suffering attack combinations of random, targeted, and localized attacks. We compare analytically and numerically the robustness of partially interdependent networks with a broad range of parameters including coupling strength, attack strength, and network type. We observe the first and second order phase transition and accurately characterize the critical points for each combined attack. Generally, combined attacks show more efficient damage to interdependent networks. Besides, we find that, when robustness is measured by the critical removing ratio and the critical coupling strength, the conclusion drawn for a combined attack is not always consistent.

Two golden times in two-step contagion models: A nonlinear map approach

The two-step contagion model is a simple toy model for understanding pandemic outbreaks that occur in the real world. The model takes into account that a susceptible person either gets immediately infected or weakened when getting into contact with an infectious one. As the number of weakened people increases, they eventually can become infected in a short time period and a pandemic outbreak occurs. The time required to reach such a pandemic outbreak allows for intervention and is often called golden time. Understanding the size-dependence of the golden time is useful for controlling pandemic outbreak. Using an approach based on a nonlinear mapping, here we find that there exist two types of golden times in the two-step contagion model, which scale as O(N^{1/3}) and O(N^{ζ}) with the system size N on Erdős-Rényi networks, where the measured ζ is slightly larger than 1/4. They are distinguished by the initial number of infected nodes, o(N) and O(N), respectively. While the exponent 1/3 of the N-dependence of the golden time is universal even in other models showing discontinuous transitions induced by cascading dynamics, the measured ζ exponents are all close to 1/4 but show model-dependence. It remains open whether or not ζ reduces to 1/4 in the asymptotically large-N limit. Our method can be applied to several models showing a hybrid percolation transition and gives insight into the origin of the two golden times.

Network recovery based on system crash early warning in a cascading failure model

This paper investigates the possibility of saving a network that is predicted to have a cascading failure that will eventually lead to a total collapse. We model cascading failures using the recently proposed KQ model. Then predict an impending total collapse by monitoring critical slowing down indicators and subsequently attempt to prevent the total collapse of the network by adding new nodes. To this end, we systematically evaluate five node addition rules, the effect of intervention delay and network degree heterogeneity. Surprisingly, unlike for random homogeneous networks, we find that a delayed intervention is preferred for saving scale free networks. We also find that for homogeneous networks, the best strategy is to wire newly added nodes to existing nodes in a uniformly random manner. For heterogeneous networks, however, a random selection of nodes based on their degree mostly outperforms a uniform random selection. These results provide new insights into restoring networks by adding nodes after observing early warnings of an impending complete breakdown.

Metastable state en route to traveling-wave synchronization state

The Kuramoto model with mixed signs of couplings is known to produce a traveling-wave synchronized state. Here, we consider an abrupt synchronization transition from the incoherent state to the traveling-wave state through a long-lasting metastable state with large fluctuations. Our explanation of the metastability is that the dynamic flow remains within a limited region of phase space and circulates through a few active states bounded by saddle and stable fixed points. This complex flow generates a long-lasting critical behavior, a signature of a hybrid phase transition. We show that the long-lasting period can be controlled by varying the density of inhibitory/excitatory interactions. We discuss a potential application of this transition behavior to the recovery process of human consciousness.

Group percolation in interdependent networks

In many real network systems, nodes usually cooperate with each other and form groups to enhance their robustness to risks. This motivates us to study an alternative type of percolation, group percolation, in interdependent networks under attack. In this model, nodes belonging to the same group survive or fail together. We develop a theoretical framework for this group percolation and find that the formation of groups can improve the resilience of interdependent networks significantly. However, the percolation transition is always of first order, regardless of the distribution of group sizes. As an application, we map the interdependent networks with intersimilarity structures, which have attracted much attention recently, onto the group percolation and confirm the nonexistence of continuous phase transitions.

The "weak" interdependence of infrastructure systems produces mixed percolation transitions in multilayer networks

Previous studies of multilayer network robustness model cascading failures via a node-to-node percolation process that assumes "strong" interdependence across layers-once a node in any layer fails, its neighbors in other layers fail immediately and completely with all links removed. This assumption is not true of real interdependent infrastructures that have emergency procedures to buffer against cascades. In this work, we consider a node-to-link failure propagation mechanism and establish "weak" interdependence across layers via a tolerance parameter α which quantifies the likelihood that a node survives when one of its interdependent neighbors fails. Analytical and numerical results show that weak interdependence produces a striking phenomenon: layers at different positions within the multilayer system experience distinct percolation transitions. Especially, layers with high super degree values percolate in an abrupt manner, while those with low super degree values exhibit both continuous and discontinuous transitions. This novel phenomenon we call mixed percolation transitions has significant implications for network robustness. Previous results that do not consider cascade tolerance and layer super degree may be under- or over-estimating the vulnerability of real systems. Moreover, our model reveals how nodal protection activities influence failure dynamics in interdependent, multilayer systems.

Critical phenomena of a hybrid phase transition in cluster merging dynamics

Recently, a hybrid percolation transition (HPT) that exhibits both a discontinuous transition and critical behavior at the same transition point has been observed in diverse complex systems. While the HPT induced by avalanche dynamics has been studied extensively, the HPT induced by cluster merging dynamics (HPT-CMD) has received little attention. Here, we aim to develop a theoretical framework for the HPT-CMD. We find that two correlation-length exponents are necessary for characterizing the giant cluster and finite clusters separately. The conventional formula of the fractal dimension in terms of the critical exponents is not valid. Neither the giant nor finite clusters are fractals, but they have fractal boundaries. A finite-size scaling method for the HPT-CMD is also introduced.

The interdependent network of gene regulation and metabolism is robust where it needs to be

Despite being highly interdependent, the major biochemical networks of the living cell-the networks of interacting genes and of metabolic reactions, respectively-have been approached mostly as separate systems so far. Recently, a framework for interdependent networks has emerged in the context of statistical physics. In a first quantitative application of this framework to systems biology, here we study the interdependent network of gene regulation and metabolism for the model organism Escherichia coli in terms of a biologically motivated percolation model. Particularly, we approach the system's conflicting tasks of reacting rapidly to (internal and external) perturbations, while being robust to minor environmental fluctuations. Considering its response to perturbations that are localized with respect to functional criteria, we find the interdependent system to be sensitive to gene regulatory and protein-level perturbations, yet robust against metabolic changes. We expect this approach to be applicable to a range of other interdependent networks.Although networks of interacting genes and metabolic reactions are interdependent, they have largely been treated as separate systems. Here the authors apply a statistical framework for interdependent networks to E. coli, and show that it is sensitive to gene and protein perturbations but robust against metabolic changes.

Universal mechanism for hybrid percolation transitions

Hybrid percolation transitions (HPTs) induced by cascading processes have been observed in diverse complex systems such as k-core percolation, breakdown on interdependent networks and cooperative epidemic spreading models. Here we present the microscopic universal mechanism underlying those HPTs. We show that the discontinuity in the order parameter results from two steps: a durable critical branching (CB) and an explosive, supercritical (SC) process, the latter resulting from large loops inevitably present in finite size samples. In a random network of N nodes at the transition the CB process persists for O(N ^1/3) time and the remaining nodes become vulnerable, which are then activated in the short SC process. This crossover mechanism and scaling behavior are universal for different HPT systems. Our result implies that the crossover time O(N ^1/3) is a golden time, during which one needs to take actions to control and prevent the formation of a macroscopic cascade, e.g., a pandemic outbreak.

Critical behavior of a two-step contagion model with multiple seeds

A two-step contagion model with a single seed serves as a cornerstone for understanding the critical behaviors and underlying mechanism of discontinuous percolation transitions induced by cascade dynamics. When the contagion spreads from a single seed, a cluster of infected and recovered nodes grows without any cluster merging process. However, when the contagion starts from multiple seeds of O(N) where N is the system size, a node weakened by a seed can be infected more easily when it is in contact with another node infected by a different pathogen seed. This contagion process can be viewed as a cluster merging process in a percolation model. Here we show analytically and numerically that when the density of infectious seeds is relatively small but O(1), the epidemic transition is hybrid, exhibiting both continuous and discontinuous behavior, whereas when it is sufficiently large and reaches a critical point, the transition becomes continuous. We determine the full set of critical exponents describing the hybrid and the continuous transitions. Their critical behaviors differ from those in the single-seed case.

Interacting opinion and disease dynamics in multiplex networks: Discontinuous phase transition and nonmonotonic consensus times

Opinion formation and disease spreading are among the most studied dynamical processes on complex networks. In real societies, it is expected that these two processes depend on and affect each other. However, little is known about the effects of opinion dynamics over disease dynamics and vice versa, since most studies treat them separately. In this work we study the dynamics of the voter model for opinion formation intertwined with that of the contact process for disease spreading, in a population of agents that interact via two types of connections, social and contact. These two interacting dynamics take place on two layers of networks, coupled through a fraction q of links present in both networks. The probability that an agent updates its state depends on both the opinion and disease states of the interacting partner. We find that the opinion dynamics has striking consequences on the statistical properties of disease spreading. The most important is that the smooth (continuous) transition from a healthy to an endemic phase observed in the contact process, as the infection probability increases beyond a threshold, becomes abrupt (discontinuous) in the two-layer system. Therefore, disregarding the effects of social dynamics on epidemics propagation may lead to a misestimation of the real magnitude of the spreading. Also, an endemic-healthy discontinuous transition is found when the coupling q overcomes a threshold value. Furthermore, we show that the disease dynamics delays the opinion consensus, leading to a consensus time that varies nonmonotonically with q in a large range of the model's parameters. A mean-field approach reveals that the coupled dynamics of opinions and disease can be approximately described by the dynamics of the voter model decoupled from that of the contact process, with effective probabilities of opinion and disease transmission.

Percolation on networks with weak and heterogeneous dependency

In real networks, the dependency between nodes is ubiquitous; however, the dependency is not always complete and homogeneous. In this paper, we propose a percolation model with weak and heterogeneous dependency; i.e., dependency strengths could be different between different nodes. We find that the heterogeneous dependency strength will make the system more robust, and for various distributions of dependency strengths both continuous and discontinuous percolation transitions can be found. For Erdős-Rényi networks, we prove that the crossing point of the continuous and discontinuous percolation transitions is dependent on the first five moments of the dependency strength distribution. This indicates that the discontinuous percolation transition on networks with dependency is determined not only by the dependency strength but also by its distribution. Furthermore, in the area of the continuous percolation transition, we also find that the critical point depends on the first and second moments of the dependency strength distribution. To validate the theoretical analysis, cases with two different dependency strengths and Gaussian distribution of dependency strengths are presented as examples.

Competition of simple and complex adoption on interdependent networks

We consider the competition of two mechanisms for adoption processes: a so-called complex threshold dynamics and a simple susceptible-infected-susceptible (SIS) model. Separately, these mechanisms lead, respectively, to first-order and continuous transitions between nonadoption and adoption phases. We consider two interconnected layers. While all nodes on the first layer follow the complex adoption process, all nodes on the second layer follow the simple adoption process. Coupling between the two adoption processes occurs as a result of the inclusion of some additional interconnections between layers. We find that the transition points and also the nature of the transitions are modified in the coupled dynamics. In the complex adoption layer, the critical threshold required for extension of adoption increases with interlayer connectivity whereas in the case of an isolated single network it would decrease with average connectivity. In addition, the transition can become continuous depending on the detailed interlayer and intralayer connectivities. In the SIS layer, any interlayer connectivity leads to the extension of the adopter phase. Besides, a new transition appears as a sudden drop of the fraction of adopters in the SIS layer. The main numerical findings are described by a mean-field type analytical approach appropriately developed for the threshold-SIS coupled system.

Critical behavior of k-core percolation: Numerical studies

k-core percolation has served as a paradigmatic model of discontinuous percolation for a long time. Recently it was revealed that the order parameter of k-core percolation of random networks additionally exhibits critical behavior. Thus k-core percolation exhibits a hybrid phase transition. Unlike the critical behaviors of ordinary percolation that are well understood, those of hybrid percolation transitions have not been thoroughly understood yet. Here, we investigate the critical behavior of k-core percolation of Erdős-Rényi networks. We find numerically that the fluctuations of the order parameter and the mean avalanche size diverge in different ways. Thus, we classify the critical exponents into two types: those associated with the order parameter and those with finite avalanches. The conventional scaling relations hold within each set, however, these two critical exponents are coupled. Finally we discuss some universal features of the critical behaviors of k-core percolation and the cascade failure model on multiplex networks.

k-core percolation on complex networks: Comparing random, localized, and targeted attacks

The type of malicious attack inflicting on networks greatly influences their stability under ordinary percolation in which a node fails when it becomes disconnected from the giant component. Here we study its generalization, k-core percolation, in which a node fails when it loses connection to a threshold k number of neighbors. We study and compare analytically and by numerical simulations of k-core percolation the stability of networks under random attacks (RA), localized attacks (LA) and targeted attacks (TA), respectively. By mapping a network under LA or TA into an equivalent network under RA, we find that in both single and interdependent networks, TA exerts the greatest damage to the core structure of a network. We also find that for Erdős-Rényi (ER) networks, LA and RA exert equal damage to the core structure, whereas for scale-free (SF) networks, LA exerts much more damage than RA does to the core structure.

Percolation Phase Transition of Surface Air Temperature Networks under Attacks of El Niño/La Niña

In this study, sea surface air temperature over the Pacific is constructed as a network, and the influences of sea surface temperature anomaly in the tropical central eastern Pacific (El Niño/La Niña) are regarded as a kind of natural attack on the network. The results show that El Niño/La Niña leads an abrupt percolation phase transition on the climate networks from stable to unstable or metastable phase state, corresponding to the fact that the climate condition changes from normal to abnormal significantly during El Niño/La Niña. By simulating three different forms of attacks on an idealized network, including Most connected Attack (MA), Localized Attack (LA) and Random Attack (RA), we found that both MA and LA lead to stepwise phase transitions, while RA leads to a second-order phase transition. It is found that most attacks due to El Niño/La Niña are close to the combination of MA and LA, and a percolation critical threshold Pc can be estimated to determine whether the percolation phase transition happens. Therefore, the findings in this study may renew our understandings of the influence of El Niño/La Niña on climate, and further help us in better predicting the subsequent events triggered by El Niño/La Niña.

Hybrid phase transition into an absorbing state: Percolation and avalanches

Interdependent networks are more fragile under random attacks than simplex networks, because interlayer dependencies lead to cascading failures and finally to a sudden collapse. This is a hybrid phase transition (HPT), meaning that at the transition point the order parameter has a jump but there are also critical phenomena related to it. Here we study these phenomena on the Erdős-Rényi and the two-dimensional interdependent networks and show that the hybrid percolation transition exhibits two kinds of critical behaviors: divergence of the fluctuations of the order parameter and power-law size distribution of finite avalanches at a transition point. At the transition point global or "infinite" avalanches occur, while the finite ones have a power law size distribution; thus the avalanche statistics also has the nature of a HPT. The exponent β_{m} of the order parameter is 1/2 under general conditions, while the value of the exponent γ_{m} characterizing the fluctuations of the order parameter depends on the system. The critical behavior of the finite avalanches can be described by another set of exponents, β_{a} and γ_{a}. These two critical behaviors are coupled by a scaling law: 1-β_{m}=γ_{a}.

Hybrid Percolation Transition in Cluster Merging Processes: Continuously Varying Exponents

Consider growing a network, in which every new connection is made between two disconnected nodes. At least one node is chosen randomly from a subset consisting of g fraction of the entire population in the smallest clusters. Here we show that this simple strategy for improving connection exhibits a more unusual phase transition, namely a hybrid percolation transition exhibiting the properties of both first-order and second-order phase transitions. The cluster size distribution of finite clusters at a transition point exhibits power-law behavior with a continuously varying exponent τ in the range 2<τ(g)≤2.5. This pattern reveals a necessary condition for a hybrid transition in cluster aggregation processes, which is comparable to the power-law behavior of the avalanche size distribution arising in models with link-deleting processes in interdependent networks.

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)].

Percolation on networks with conditional dependence group

Recently, the dependence group has been proposed to study the robustness of networks with interdependent nodes. A dependence group means that a failed node in the group can lead to the failures of the whole group. Considering the situation of real networks that one failed node may not always break the functionality of a dependence group, we study a cascading failure model that a dependence group fails only when more than a fraction β of nodes of the group fail. We find that the network becomes more robust with the increasing of the parameter β. However, the type of percolation transition is always first order unless the model reduces to the classical network percolation model, which is independent of the degree distribution of the network. Furthermore, we find that a larger dependence group size does not always make the networks more fragile. We also present exact solutions to the size of the giant component and the critical point, which are in agreement with the simulations well.

Threshold cascades with response heterogeneity in multiplex networks

Threshold cascade models have been used to describe the spread of behavior in social networks and cascades of default in financial networks. In some cases, these networks may have multiple kinds of interactions, such as distinct types of social ties or distinct types of financial liabilities; furthermore, nodes may respond in different ways to influence from their neighbors of multiple types. To start to capture such settings in a stylized way, we generalize a threshold cascade model to a multiplex network in which nodes follow one of two response rules: some nodes activate when, in at least one layer, a large enough fraction of neighbors is active, while the other nodes activate when, in all layers, a large enough fraction of neighbors is active. Varying the fractions of nodes following either rule facilitates or inhibits cascades. Near the inhibition regime, global cascades appear discontinuously as the network density increases; however, the cascade grows more slowly over time. This behavior suggests a way in which various collective phenomena in the real world could appear abruptly yet slowly.

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.