Framework for cascade size calculations on random networks

Recursive traffic percolation on urban transportation systems

This paper proposes a recursive traffic percolation framework to capture the dynamics of cascading failures and analyze potential overloaded bottlenecks. In particular, compared to current work, the influence of external flow is considered, providing a new perspective for the study of regional commuting. Finally, we present an empirical study to verify the accuracy and effectiveness of our framework. Further analysis indicates that external flows from different regions affect the network. Our work requires only primary data and verifies the improvement of the functional network.

The Downside of Heterogeneity: How Established Relations Counteract Systemic Adaptivity in Tasks Assignments

We study the lock-in effect in a network of task assignments. Agents have a heterogeneous fitness for solving tasks and can redistribute unfinished tasks to other agents. They learn over time to whom to reassign tasks and preferably choose agents with higher fitness. A lock-in occurs if reassignments can no longer adapt. Agents overwhelmed with tasks then fail, leading to failure cascades. We find that the probability for lock-ins and systemic failures increase with the heterogeneity in fitness values. To study this dependence, we use the Shannon entropy of the network of task assignments. A detailed discussion links our findings to the problem of resilience and observations in social systems.

Efficient message passing for cascade size distributions

How big is the risk that a few initial failures of networked nodes amplify to large cascades that endanger the functioning of the system? Common answers refer to the average final cascade size. Two analytic approaches allow its computation: (a) (heterogeneous) mean field approximation and (b) belief propagation. The former applies to (infinitely) large locally tree-like networks, while the latter is exact on finite trees. Yet, cascade sizes can have broad and multi-modal distributions that are not well represented by their average. Full distribution information is essential to identify likely events and to estimate the tail risk, i.e. the probability of extreme events. We therefore present an efficient message passing algorithm that calculates the cascade size distribution in finite networks. It is exact on finite trees and for a large class of cascade processes. An approximate version applies to any network structure and performs well on locally tree-like networks, as we show with several examples.

Correlations between thresholds and degrees: An analytic approach to model attacks and failure cascades

Two node variables determine the evolution of cascades in random networks: a node's degree and threshold. Correlations between both fundamentally change the robustness of a network, yet they are disregarded in standard analytic methods as local tree or heterogeneous mean field approximations, since order statistics are difficult to capture analytically because of their combinatorial nature. We show how they become tractable in the thermodynamic limit of infinite network size. This enables the analytic description of node attacks that are characterized by threshold allocations based on node degree. Using two examples, we discuss possible implications of irregular phase transitions and different speeds of cascade evolution for the control of cascades.

Explicit size distributions of failure cascades redefine systemic risk on finite networks

How big is the risk that a few initial failures of nodes in a network amplify to large cascades that span a substantial share of all nodes? Predicting the final cascade size is critical to ensure the functioning of a system as a whole. Yet, this task is hampered by uncertain and missing information. In infinitely large networks, the average cascade size can often be estimated by approaches building on local tree and mean field approximations. Yet, as we demonstrate, in finite networks, this average does not need to be a likely outcome. Instead, we find broad and even bimodal cascade size distributions. This phenomenon persists for system sizes up to 10⁷ and different cascade models, i.e. it is relevant for most real systems. To show this, we derive explicit closed-form solutions for the full probability distribution of the final cascade size. We focus on two topological limit cases, the complete network representing a dense network with a very narrow degree distribution, and the star network representing a sparse network with a inhomogeneous degree distribution. Those topologies are of great interest, as they either minimize or maximize the average cascade size and are common motifs in many real world networks.