Critical Behaviors in Contagion Dynamics

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.

Focus on the disruption of networks and system dynamics

Networks are designed to ensure proper functioning and sustained operability of the underlying systems. However, disruptions are generally unavoidable. Internal interactions and external environmental effects can lead to the removal of nodes or edges, resulting in unexpected collective behavior. For instance, a single failing node or removed edge may trigger a cascading failure in an electric power grid. This Focus Issue delves into recent advances in understanding the impacts of disruptions on networks and their system dynamics. The central theme is the disruption of networks and their dynamics from the perspectives of both data-driven analysis as well as modeling. Topics covered include disruptions in the dynamics of empirical systems such as nuclear reaction networks, infrastructure networks, social networks, epidemics, brain dynamics, and physiology. Emphasis is placed on various phenomena in collective behavior, including critical phase transitions, irregular collective dynamics, complex patterns of synchrony and asynchrony, chimera states, and anomalous oscillations. The tools used for these studies include control theory, diffusion processes, stochastic processes, and network theory. This collection offers an exciting addition to the evolving landscape of network disruption research.

Dynamics of simplicial SEIRS epidemic model: global asymptotic stability and neural Lyapunov functions

The transmission of infectious diseases on a particular network is ubiquitous in the physical world. Here, we investigate the transmission mechanism of infectious diseases with an incubation period using a networked compartment model that contains simplicial interactions, a typical high-order structure. We establish a simplicial SEIRS model and find that the proportion of infected individuals in equilibrium increases due to the many-body connections, regardless of the type of connections used. We analyze the dynamics of the established model, including existence and local asymptotic stability, and highlight differences from existing models. Significantly, we demonstrate global asymptotic stability using the neural Lyapunov function, a machine learning technique, with both numerical simulations and rigorous analytical arguments. We believe that our model owns the potential to provide valuable insights into transmission mechanisms of infectious diseases on high-order network structures, and that our approach and theory of using neural Lyapunov functions to validate model asymptotic stability can significantly advance investigations on complex dynamics of infectious disease.

Critical exponents of master-node network model

The dynamics of competing opinions in social network plays an important role in society, with many applications in diverse social contexts such as consensus, election, morality, and so on. Here, we study a model of interacting agents connected in networks in order to analyze their decision stochastic process. We consider a first-neighbor interaction between agents in a one-dimensional network with the shape of ring topology. Moreover, some agents are also connected to a hub, or master node, who has preferential choice or bias. Such connections are quenched. As the main results, we observed a continuous nonequilibrium phase transition to an absorbing state as a function of control parameters. By using the finite-size scaling method we analyzed the static and dynamic critical exponents to show that this model probably cannot match any universality class already known.

Impact of random and targeted disruptions on information diffusion during outbreaks

Outbreaks are complex multi-scale processes that are impacted not only by cellular dynamics and the ability of pathogens to effectively reproduce and spread, but also by population-level dynamics and the effectiveness of mitigation measures. A timely exchange of information related to the spread of novel pathogens, stay-at-home orders, and other measures can be effective at containing an infectious disease, particularly during the early stages when testing infrastructure, vaccines, and other medical interventions may not be available at scale. Using a multiplex epidemic model that consists of an information layer (modeling information exchange between individuals) and a spatially embedded epidemic layer (representing a human contact network), we study how random and targeted disruptions in the information layer (e.g., errors and intentional attacks on communication infrastructure) impact the total proportion of infections, peak prevalence (i.e., the maximum proportion of infections), and the time to reach peak prevalence. We calibrate our model to the early outbreak stages of the SARS-CoV-2 pandemic in 2020. Mitigation campaigns can still be effective under random disruptions, such as failure of information channels between a few individuals. However, targeted disruptions or sabotage of hub nodes that exchange information with a large number of individuals can abruptly change outbreak characteristics, such as the time to reach the peak of infection. Our results emphasize the importance of the availability of a robust communication infrastructure during an outbreak that can withstand both random and targeted disruptions.

Diffusion dynamics of competing information on networks

Information diffusion on social networks has been described as a collective outcome of threshold behaviors in the framework of threshold models. However, since the existing models do not take into account individuals' optimization problems, it remains an open question what dynamics emerge in the diffusion process when individuals face multiple (and possibly incompatible) information sources. Here, we develop a microfounded general threshold model that enables us to analyze the collective dynamics of individual behavior in the propagation of multiple information sources. The analysis reveals that the virality of competing information sources is fundamentally indeterminate. When individuals maximize coordination with neighbors, the diffusion process is described as a saddle path, thereby leading to unpredictable symmetry breaking. When individuals' choices are irreversible, there is a continuum of stable equilibria where a certain degree of social polarization takes place by chance.

Transition from simple to complex contagion in collective decision-making

How does the spread of behavior affect consensus-based collective decision-making among animals, humans or swarming robots? In prior research, such propagation of behavior on social networks has been found to exhibit a transition from simple contagion—i.e, based on pairwise interactions—to a complex one—i.e., involving social influence and reinforcement. However, this rich phenomenology appears so far limited to threshold-based decision-making processes with binary options. Here, we show theoretically, and experimentally with a multi-robot system, that such a transition from simple to complex contagion can also be observed in an archetypal model of distributed decision-making devoid of any thresholds or nonlinearities. Specifically, we uncover two key results: the nature of the contagion—simple or complex—is tightly related to the intrinsic pace of the behavior that is spreading, and the network topology strongly influences the effectiveness of the behavioral transmission in ways that are reminiscent of threshold-based models. These results offer new directions for the empirical exploration of behavioral contagions in groups, and have significant ramifications for the design of cooperative and networked robot systems.

In consensus-based collective dynamics, the occurrence of simple and complex contagions shapes system behavior. The authors analyze a transition from simple to complex contagions in collective decision-making processes based on consensus, and demonstrate it with a swarm robotic system.

Modeling and controlling the spread of epidemic with various social and economic scenarios

We propose a dynamical model for describing the spread of epidemics. This model is an extension of the SIQR (susceptible-infected-quarantined-recovered) and SIRP (susceptible-infected-recovered-pathogen) models used earlier to describe various scenarios of epidemic spreading. As compared to the basic SIR model, our model takes into account two possible routes of contagion transmission: direct from the infected compartment to the susceptible compartment and indirect via some intermediate medium or fomites. Transmission rates are estimated in terms of average distances between the individuals in selected social environments and characteristic time spans for which the individuals stay in each of these environments. We also introduce a collective economic resource associated with the average amount of money or income per individual to describe the socioeconomic interplay between the spreading process and the resource available to infected individuals. The epidemic-resource coupling is supposed to be of activation type, with the recovery rate governed by the Arrhenius-like law. Our model brings an advantage of building various control strategies to mitigate the effect of epidemic and can be applied, in particular, to modeling the spread of COVID-19.

Barrier-controlled nonequilibrium criticality in reactive particle systems

Nonequilibrium critical phenomena generally exist in many dynamic systems, like chemical reactions and some driven-dissipative reactive particle systems. Here, by using computer simulation and theoretical analysis, we demonstrate the crucial role of the activation barrier on the criticality of dynamic phase transitions in a minimal reactive hard-sphere model. We find that at zero thermal noise, with increasing the activation barrier, the type of transition changes from a continuous conserved directed percolation into a discontinuous dynamic transition by crossing a tricritical point. A mean-field theory combined with field simulation is proposed to explain this phenomenon. The possibility of Ising-type criticality in the nonequilibrium system at finite thermal noise is also discussed.

Using excess deaths and testing statistics to determine COVID-19 mortalities

Factors such as varied definitions of mortality, uncertainty in disease prevalence, and biased sampling complicate the quantification of fatality during an epidemic. Regardless of the employed fatality measure, the infected population and the number of infection-caused deaths need to be consistently estimated for comparing mortality across regions. We combine historical and current mortality data, a statistical testing model, and an SIR epidemic model, to improve estimation of mortality. We find that the average excess death across the entire US from January 2020 until February 2021 is 9[Formula: see text] higher than the number of reported COVID-19 deaths. In some areas, such as New York City, the number of weekly deaths is about eight times higher than in previous years. Other countries such as Peru, Ecuador, Mexico, and Spain exhibit excess deaths significantly higher than their reported COVID-19 deaths. Conversely, we find statistically insignificant or even negative excess deaths for at least most of 2020 in places such as Germany, Denmark, and Norway.

A toy model for the epidemic-driven collapse in a system with limited economic resource

ABSTRACT

Based on a toy model for a trivial socioeconomic system, we demonstrate that the activation-type mechanism of the epidemic-resource coupling can lead to the collapsing effect opposite to thermal explosion. We exploit a SIS-like (susceptible-infected-susceptible) model coupled with the dynamics of average economic resource for a group of active economic agents. The recovery rate of infected individuals is supposed to obey the Arrhenius-like law, resulting in a mutual negative feedback between the number of active agents and resource acquisition. The economic resource is associated with the average amount of money or income per agent and formally corresponds to the effective market temperature of agents, with their income distribution obeying the Boltzmann-Gibbs statistics. A characteristic level of resource consumption is associated with activation energy. We show that the phase portrait of the system features a collapse phase, in addition to the well-known disease-free and endemic phases. The epidemic intensified by the increasing resource deficit can ultimately drive the system to a collapse at nonzero activation energy because of limited resource. We briefly discuss several collapse mitigation strategies involving either financial instruments like subsidies or social regulations like quarantine.

GRAPHIC ABSTRACT

Using excess deaths and testing statistics to improve estimates of COVID-19 mortalities

Factors such as non-uniform definitions of mortality, uncertainty in disease prevalence, and biased sampling complicate the quantification of fatality during an epidemic. Regardless of the employed fatality measure, the infected population and the number of infection-caused deaths need to be consistently estimated for comparing mortality across regions. We combine historical and current mortality data, a statistical testing model, and an SIR epidemic model, to improve estimation of mortality. We find that the average excess death across the entire US is 13% higher than the number of reported COVID-19 deaths. In some areas, such as New York City, the number of weekly deaths is about eight times higher than in previous years. Other countries such as Peru, Ecuador, Mexico, and Spain exhibit excess deaths significantly higher than their reported COVID-19 deaths. Conversely, we find negligible or negative excess deaths for part and all of 2020 for Denmark, Germany, and Norway.

Using excess deaths and testing statistics to improve estimates of COVID-19 mortalities

Factors such as non-uniform definitions of mortality, uncertainty in disease prevalence, and biased sampling complicate the quantification of fatality during an epidemic. Regardless of the employed fatality measure, the infected population and the number of infection-caused deaths need to be consistently estimated for comparing mortality across regions. We combine historical and current mortality data, a statistical testing model, and an SIR epidemic model, to improve estimation of mortality. We find that the average excess death across the entire US is 13$\%$ higher than the number of reported COVID-19 deaths. In some areas, such as New York City, the number of weekly deaths is about eight times higher than in previous years. Other countries such as Peru, Ecuador, Mexico, and Spain exhibit excess deaths significantly higher than their reported COVID-19 deaths. Conversely, we find negligible or negative excess deaths for part and all of 2020 for Denmark, Germany, and Norway.

Aging and equilibration in bistable contagion dynamics

We analyze the late-time relaxation dynamics for a general contagion model. In this model, nodes are either active or failed. Active nodes can fail either "spontaneously" at any time or "externally" if their neighborhoods are sufficiently damaged. Failed nodes may always recover spontaneously. At late times, the breaking of time-translation invariance is a necessary condition for physical aging. We observe that time-translational invariance is lost for initial conditions that lie between the basins of attraction of the model's two stable stationary states. Based on corresponding mean-field predictions, we characterize the observed model behavior in terms of a phase diagram spanned by the fractions of spontaneously and externally failed nodes. For the square lattice, the phases in which the dynamics approaches one of the two stable stationary states are not linearly separable due to spatial correlation effects. Our results provide insights into aging and relaxation phenomena that are observable in a model of social contagion processes.

Non-Markovian recovery makes complex networks more resilient against large-scale failures

Non-Markovian spontaneous recovery processes with a time delay (memory) are ubiquitous in the real world. How does the non-Markovian characteristic affect failure propagation in complex networks? We consider failures due to internal causes at the nodal level and external failures due to an adverse environment, and develop a pair approximation analysis taking into account the two-node correlation. In general, a high failure stationary state can arise, corresponding to large-scale failures that can significantly compromise the functioning of the network. We uncover a striking phenomenon: memory associated with nodal recovery can counter-intuitively make the network more resilient against large-scale failures. In natural systems, the intrinsic non-Markovian characteristic of nodal recovery may thus be one reason for their resilience. In engineering design, incorporating certain non-Markovian features into the network may be beneficial to equipping it with a strong resilient capability to resist catastrophic failures.

Time dependence of susceptible-infected-susceptible epidemics on networks with nodal self-infections

The average fraction of infected nodes, in short the prevalence, of the Markovian ɛ-SIS (susceptible-infected-susceptible) process with small self-infection rate ɛ>0 exhibits, as a function of time, a typical "two-plateau" behavior, which was first discovered in the complete graph K_{N}. Although the complete graph is often dismissed as an unacceptably simplistic approximation, its analytic tractability allows to unravel deeper details, that are surprisingly also observed in other graphs as demonstrated by simulations. The time-dependent mean-field approximation for K_{N} performs only reasonably well for relatively large self-infection rates, but completely fails to mimic the typical Markovian ɛ-SIS process with small self-infection rates. While self-infections, particularly when their rate is small, are usually ignored, the interplay of nodal self-infection and spread over links may explain why absorbing processes are hardly observed in reality, even over long time intervals.

Explosive phase transition in susceptible-infected-susceptible epidemics with arbitrary small but nonzero self-infection rate

The ɛ-susceptible-infected-susceptible (SIS) epidemic model on a graph adds an independent, Poisson self-infection process with rate ɛ to the "classical" Markovian SIS process. The steady state in the classical SIS process (with ɛ=0) on any finite graph is the absorbing or overall-healthy state, in which the virus is eradicated from the network. We report that there always exists a phase transition around τ_{c}^{ɛ}=O(ɛ^{-1/N-1}) in the ɛ-SIS process on the complete graph K_{N} with N nodes, above which the effective infection rate τ>τ_{c}^{ɛ} causes the average steady-state fraction of infected nodes to approach that of the mean-field approximation, no matter how small, but not zero, the self-infection rate ɛ is. For τ<τ_{c}^{ɛ} and small ɛ, the network is almost overall healthy. The observation was found by mathematical analysis on the complete graph K_{N}, but we claim that the phase transition of explosive type may also occur in any other finite graph. We thus conclude that the overall-healthy state of the classical Markovian SIS model is unstable in the ɛ-SIS process and, hence, unlikely to exist in reality, where "background" infection ɛ>0 is imminent.

The great divide: drivers of polarization in the US public

Many democratic societies have become more politically polarized, with the U.S. being the main example. The origins of this phenomenon are still not well-understood and subject to debate. To provide insight into some of the mechanisms underlying political polarization, we develop a mathematical framework and employ Bayesian Markov chain Monte-Carlo (MCMC) and information-theoretic concepts to analyze empirical data on political polarization that has been collected by Pew Research Center from 1994 to 2017. Our framework can capture the evolution of polarization in the Democratic- and Republican-leaning segments of the U.S. public and allows us to identify its drivers. Our empirical and quantitative evidence suggests that political polarization in the U.S. is mainly driven by strong political/cultural initiatives in the Democratic party.

ELECTRONIC SUPPLEMENTARY MATERIAL

The online version of this article (10.1140/epjds/s13688-020-00249-4) contains supplementary material.

Multilayer modeling of adoption dynamics in energy demand management

Due to the emergence of new technologies, the whole electricity system is undergoing transformations on a scale and pace never observed before. The decentralization of energy resources and the smart grid have forced utility services to rethink their relationships with customers. Demand response (DR) seeks to adjust the demand for power instead of adjusting the supply. However, DR business models rely on customer participation and can only be effective when large numbers of customers in close geographic vicinity, e.g., connected to the same transformer, opt in. Here, we introduce a model for the dynamics of service adoption on a two-layer multiplex network: the layer of social interactions among customers and the power-grid layer connecting the households. While the adoption process-based on peer-to-peer communication-runs on the social layer, the time-dependent recovery rate of the nodes depends on the states of their neighbors on the power-grid layer, making an infected node surrounded by infectious ones less keen to recover. Numerical simulations of the model on synthetic and real-world networks show that a strong local influence of the customers' actions leads to a discontinuous transition where either none or all the nodes in the network are infected, depending on the infection rate and social pressure to adopt. We find that clusters of early adopters act as points of high local pressure, helping maintaining adopters, and facilitating the eventual adoption of all nodes. This suggests direct marketing strategies on how to efficiently establish and maintain new technologies such as DR schemes.

Dynamical correlations and pairwise theory for the symbiotic contact process on networks

The two-species symbiotic contact process (2SCP) is a stochastic process in which each vertex of a graph may be vacant or host at most one individual of each species. Vertices with both species have a reduced death rate, representing a symbiotic interaction, while the dynamics evolves according to the standard (single species) contact process rules otherwise. We investigate the role of dynamical correlations on the 2SCP on homogeneous and heterogeneous networks using pairwise mean-field theory. This approach is compared with the ordinary one-site theory and stochastic simulations. We show that our approach significantly outperforms the one-site theory. In particular, the stationary state of the 2SCP model on random regular networks is very accurately reproduced by the pairwise mean-field, even for relatively small values of vertex degree, where expressive deviations of the standard mean-field are observed. The pairwise approach is also able to capture the transition points accurately for heterogeneous networks and provides rich phase diagrams with transitions not predicted by the one-site method. Our theoretical results are corroborated by extensive numerical simulations.

High-density percolation on the modified Bethe lattice

High-density percolation is the formation of a system spanning cluster of vertices with at least m occupied neighbors. We discuss high-density percolation on the modified Bethe lattice in terms of the theory of large random graphs with arbitrary degree distributions. Using the formalism of generating functions, we derive expressions for the cluster size distribution, the percolation threshold, the percolation probability, and the mean size of finite clusters. We show that the critical exponents β=γ=1. Additionally, numerical solutions and simulation results for the percolation probability and mean size of finite clusters are compared for illustration.

A colored mean-field model for analyzing the effects of awareness on epidemic spreading in multiplex networks

We study the impact of susceptible nodes' awareness on epidemic spreading in social systems, where the systems are modeled as multiplex networks coupled with an information layer and a contact layer. We develop a colored heterogeneous mean-field model taking into account the portion of the overlapping neighbors in the two layers. With theoretical analysis and numerical simulations, we derive the epidemic threshold which determines whether the epidemic can prevail in the population and find that the impacts of awareness on threshold value only depend on epidemic information being available in network nodes' overlapping neighborhood. When there is no link overlap between the two network layers, the awareness cannot help one to raise the epidemic threshold. Such an observation is different from that in a single-layer network, where the existence of awareness almost always helps.

Competing contagion processes: Complex contagion triggered by simple contagion

Empirical evidence reveals that contagion processes often occur with competition of simple and complex contagion, meaning that while some agents follow simple contagion, others follow complex contagion. Simple contagion refers to spreading processes induced by a single exposure to a contagious entity while complex contagion demands multiple exposures for transmission. Inspired by this observation, we propose a model of contagion dynamics with a transmission probability that initiates a process of complex contagion. With this probability nodes subject to simple contagion get adopted and trigger a process of complex contagion. We obtain a phase diagram in the parameter space of the transmission probability and the fraction of nodes subject to complex contagion. Our contagion model exhibits a rich variety of phase transitions such as continuous, discontinuous, and hybrid phase transitions, criticality, tricriticality, and double transitions. In particular, we find a double phase transition showing a continuous transition and a following discontinuous transition in the density of adopted nodes with respect to the transmission probability. We show that the double transition occurs with an intermediate phase in which nodes following simple contagion become adopted but nodes with complex contagion remain susceptible.

Clout, activists and budget: The road to presidency

Political campaigns involve, in the simplest case, two competing campaign groups which try to obtain a majority of votes. We propose a novel mathematical framework to study political campaign dynamics on social networks whose constituents are either political activists or persuadable individuals. Activists are convinced and do not change their opinion and they are able to move around in the social network to motivate persuadable individuals to vote according to their opinion. We describe the influence of the complex interplay between the number of activists, political clout, budgets, and campaign costs on the campaign result. We also identify situations where the choice of one campaign group to send a certain number of activists already pre-determines their victory. Moreover, we show that a candidate’s advantage in terms of political clout can overcome a substantial budget disadvantage or a lower number of activists, as illustrated by the US presidential election 2016.

Epidemic Threshold in Continuous-Time Evolving Networks

Current understanding of the critical outbreak condition on temporal networks relies on approximations (time scale separation, discretization) that may bias the results. We propose a theoretical framework to compute the epidemic threshold in continuous time through the infection propagator approach. We introduce the weak commutation condition allowing the interpretation of annealed networks, activity-driven networks, and time scale separation into one formalism. Our work provides a coherent connection between discrete and continuous time representations applicable to realistic scenarios.

Interactive social contagions and co-infections on complex networks

What we are learning about the ubiquitous interactions among multiple social contagion processes on complex networks challenges existing theoretical methods. We propose an interactive social behavior spreading model, in which two behaviors sequentially spread on a complex network, one following the other. Adopting the first behavior has either a synergistic or an inhibiting effect on the spread of the second behavior. We find that the inhibiting effect of the first behavior can cause the continuous phase transition of the second behavior spreading to become discontinuous. This discontinuous phase transition of the second behavior can also become a continuous one when the effect of adopting the first behavior becomes synergistic. This synergy allows the second behavior to be more easily adopted and enlarges the co-existence region of both behaviors. We establish an edge-based compartmental method, and our theoretical predictions match well with the simulation results. Our findings provide helpful insights into better understanding the spread of interactive social behavior in human society.

Targeted Recovery as an Effective Strategy against Epidemic Spreading

We propose a targeted intervention protocol where recovery is restricted to individuals that have the least number of infected neighbours. Our recovery strategy is highly efficient on any kind of network, since epidemic outbreaks are minimal when compared to the baseline scenario of spontaneous recovery. In the case of spatially embedded networks, we find that an epidemic stays strongly spatially confined with a characteristic length scale undergoing a random walk. We demonstrate numerically and analytically that this dynamics leads to an epidemic spot with a flat surface structure and a radius that grows linearly with the spreading rate.

Critical Behaviors in Contagion Dynamics

We study the critical behavior of a general contagion model where nodes are either active (e.g., with opinion A, or functioning) or inactive (e.g., with opinion B, or damaged). The transitions between these two states are determined by (i) spontaneous transitions independent of the neighborhood, (ii) transitions induced by neighboring nodes, and (iii) spontaneous reverse transitions. The resulting dynamics is extremely rich including limit cycles and random phase switching. We derive a unifying mean-field theory. Specifically, we analytically show that the critical behavior of systems whose dynamics is governed by processes (i)-(iii) can only exhibit three distinct regimes: (a) uncorrelated spontaneous transition dynamics, (b) contact process dynamics, and (c) cusp catastrophes. This ends a long-standing debate on the universality classes of complex contagion dynamics in mean field and substantially deepens its mathematical understanding.