Cavity master equation for the continuous time dynamics of discrete-spin models

Susceptible-infected-susceptible process on Erdős-Rényi graphs: Determining the infected fraction

There are many methods to estimate the quasistationary infected fraction of the SIS process on (random) graphs. A challenge is to adequately incorporate correlations, which is especially important in sparse graphs. Methods typically are either significantly biased in sparse graphs, or computationally very demanding already for small network sizes. The former applies to heterogeneous mean field and to the N-intertwined mean field approximation, the latter to most higher order approximations. In this paper we introduce a method to determine the infected fraction in sparse graphs, which we test on Erdős-Rényi graphs. Our method is based on degree pairs, does take into account correlations, and gives accurate estimates. At the same time, computations are very feasible and can easily be done even for large networks.

Dynamical Mean-Field Theory of Complex Systems on Sparse Directed Networks

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of nonlinear models of complex systems on sparse directed networks with a random structure. By generalizing dynamical mean-field theory to sparse systems, we derive an exact equation for the path probability describing the effective dynamics of a single degree of freedom. Our general solution applies to key models in the study of neural networks, ecosystems, epidemic spreading, and synchronization. Using the population dynamics algorithm, we solve the path-probability equation to determine the phase diagram of a seminal neural network model in the sparse regime, showing that this model undergoes a transition from a fixed-point phase to chaos as a function of the network topology.

Matrix Product Belief Propagation for reweighted stochastic dynamics over graphs

Stochastic processes on graphs can describe a great variety of phenomena ranging from neural activity to epidemic spreading. While many existing methods can accurately describe typical realizations of such processes, computing properties of extremely rare events is a hard task, particularly so in the case of recurrent models, in which variables may return to a previously visited state. Here, we build on the matrix product cavity method, extending it fundamentally in two directions: First, we show how it can be applied to Markov processes biased by arbitrary reweighting factors that concentrate most of the probability mass on rare events. Second, we introduce an efficient scheme to reduce the computational cost of a single node update from exponential to polynomial in the node degree. Two applications are considered: inference of infection probabilities from sparse observations within the SIRS epidemic model and the computation of both typical observables and large deviations of several kinetic Ising models.

Nonequilibrium dynamics of the Ising model on heterogeneous networks with an arbitrary distribution of threshold noise

The Ising model on networks plays a fundamental role as a testing ground for understanding cooperative phenomena in complex systems. Here we solve the synchronous dynamics of the Ising model on random graphs with an arbitrary degree distribution in the high-connectivity limit. Depending on the distribution of the threshold noise that governs the microscopic dynamics, the model evolves to nonequilibrium stationary states. We obtain an exact dynamical equation for the distribution of local magnetizations, from which we find the critical line that separates the paramagnetic from the ferromagnetic phase. For random graphs with a negative binomial degree distribution, we demonstrate that the stationary critical behavior as well as the long-time critical dynamics of the first two moments of the local magnetizations depend on the distribution of the threshold noise. In particular, for an algebraic threshold noise, these critical properties are determined by the power-law tails of the distribution of thresholds. We further show that the relaxation time of the average magnetization inside each phase exhibits the standard mean-field critical scaling. The values of all critical exponents considered here are independent of the variance of the negative binomial degree distribution. Our work highlights the importance of certain details of the microscopic dynamics for the critical behavior of nonequilibrium spin systems.

Dynamics of epidemics from cavity master equations: Susceptible-infectious-susceptible models

We apply the recently introduced cavity master equation (CME) to epidemic models and compare it to previously known approaches. We show that CME seems to be the formal way to derive (and correct) dynamic message passing (rDMP) equations that were previously introduced in an intuitive ad hoc manner. CME outperforms rDMP in all cases studied. Both approximations are nonbacktracking and this causes CME and rDMP to fail when the ecochamber mechanism is relevant, as in loopless topologies or scale free networks. However, we studied several random regular graphs and Erdős-Rényi graphs, where CME outperforms individual based mean field and a type of pair based mean field, although it is less precise than pair quenched mean field. We derive analytical results for endemic thresholds and compare them across different approximations.

From random point processes to hierarchical cavity master equations for stochastic dynamics of disordered systems in random graphs: Ising models and epidemics

We start from the theory of random point processes to derive n-point coupled master equations describing the continuous dynamics of discrete variables in random graphs. These equations constitute a hierarchical set of approximations that generalize and improve the cavity master equation (CME), a recently obtained closure for the usual master equation representing the dynamics. Our derivation clarifies some of the hypotheses and approximations that originally led to the CME, considered now as the first order of a more general technique. We tested the scheme in the dynamics of three models defined over diluted graphs: the Ising ferromagnet, the Viana-Bray spin-glass, and the susceptible-infectious-susceptible model for epidemics. In the first two, the equations perform similarly to the best-known approaches in literature. In the latter, they outperform the well-known pair quenched mean-field approximation.

Exploring the diluted ferromagnetic p-spin model with a cavity master equation

We introduce an alternative solution to Glauber multispin dynamics on random graphs. The solution is based on the recently introduced cavity master equation (CME), a time-closure turning the, in principle, exact dynamic cavity method into a practical method of analysis and of fast simulation. Running CME once is of comparable computational complexity as one Monte Carlo run on the same problem. We show that CME correctly models the ferromagnetic p-spin Glauber dynamics from high temperatures down to and below the spinoidal transition. We also show that CME allows an alternative exploration of the low-temperature spin-glass phase of the model.