Equivalence between Non-Markovian and Markovian Dynamics in Epidemic Spreading Processes

Impacts of memory-based and non-memory-based adoption in social contagion

In information diffusion within social networks, whether individuals adopt information often depends on the current and past information they receive. Some individuals adopt based on current information (i.e., no memory), while others rely on past information (i.e., with memory). Previous studies mainly focused on irreversible processes, such as the classic susceptible-infected and susceptible-infected-recovered threshold models, with less attention to reversible processes like the susceptible-infected-susceptible model. In this paper, we propose a susceptible-adopted-susceptible threshold model to study the competition between these two types of nodes and its impact on information diffusion. We also examine how memory length and differences in the adoption thresholds affect the diffusion process. First, we develop homogeneous and heterogeneous mean-field theories that accurately predict simulation results. Numerical simulations reveal that when node adoption thresholds are equal, increasing memory length raises the propagation threshold, thereby suppressing diffusion. When the adoption thresholds of the two node types differ, such as non-memory nodes having a lower threshold than memory-based nodes, increasing the memory length of the latter has little effect on the propagation threshold of the former. However, when the adoption threshold of the non-memory nodes is much higher than that of the memory-based nodes, increasing the memory length of the latter significantly suppresses the propagation threshold of the non-memory nodes. In heterogeneous networks, we find that as the degree of heterogeneity increases, the outbreak size of epidemic diffusion becomes smaller, while the propagation threshold also decreases. This work offers deeper insights into the impact of memory-based and non-memory-based adoption in social contagion.

Aging in binary-state models: The Threshold model for complex contagion

We study the non-Markovian effects associated with aging for binary-state dynamics in complex networks. Aging is considered as the property of the agents to be less prone to change their state the longer they have been in the current state, which gives rise to heterogeneous activity patterns. In particular, we analyze aging in the Threshold model, which has been proposed to explain the process of adoption of new technologies. Our analytical approximations give a good description of extensive Monte Carlo simulations in Erdős-Rényi, random-regular and Barabási-Albert networks. While aging does not modify the cascade condition, it slows down the cascade dynamics towards the full-adoption state: the exponential increase of adopters in time from the original model is replaced by a stretched exponential or power law, depending on the aging mechanism. Under several approximations, we give analytical expressions for the cascade condition and for the exponents of the adopters' density growth laws. Beyond random networks, we also describe by Monte Carlo simulations the effects of aging for the Threshold model in a two-dimensional lattice.

Analytical and Numerical Treatment of Continuous Ageing in the Voter Model

The conventional voter model is modified so that an agent's switching rate depends on the 'age' of the agent-that is, the time since the agent last switched opinion. In contrast to previous work, age is continuous in the present model. We show how the resulting individual-based system with non-Markovian dynamics and concentration-dependent rates can be handled both computationally and analytically. The thinning algorithm of Lewis and Shedler can be modified in order to provide an efficient simulation method. Analytically, we demonstrate how the asymptotic approach to an absorbing state (consensus) can be deduced. We discuss three special cases of the age-dependent switching rate: one in which the concentration of voters can be approximated by a fractional differential equation, another for which the approach to consensus is exponential in time, and a third case in which the system reaches a frozen state instead of consensus. Finally, we include the effects of a spontaneous change of opinion, i.e., we study a noisy voter model with continuous ageing. We demonstrate that this can give rise to a continuous transition between coexistence and consensus phases. We also show how the stationary probability distribution can be approximated, despite the fact that the system cannot be described by a conventional master equation.

Endemic state equivalence between non-Markovian SEIS and Markovian SIS model in complex networks

In the light of several major epidemic events that emerged in the past two decades, and emphasized by the COVID-19 pandemics, the non-Markovian spreading models occurring on complex networks gained significant attention from the scientific community. Following this interest, in this article, we explore the relations that exist between the mean-field approximated non-Markovian SEIS (Susceptible-Exposed-Infectious-Susceptible) and the classical Markovian SIS, as basic reoccurring virus spreading models in complex networks. We investigate the similarities and seek for equivalences both for the discrete-time and the continuous-time forms. First, we formally introduce the continuous-time non-Markovian SEIS model, and derive the epidemic threshold in a strict mathematical procedure. Then we present the main result of the paper that, providing certain relations between process parameters hold, the stationary-state solutions of the status probabilities in the non-Markovian SEIS may be found from the stationary state probabilities of the Markovian SIS model. This result has a two-fold significance. First, it simplifies the computational complexity of the non-Markovian model in practical applications, where only the stationary distributions of the state probabilities are required. Next, it defines the epidemic threshold of the non-Markovian SEIS model, without the necessity of a thrall mathematical analysis. We present this result both in analytical form, and confirm the result through numerical simulations. Furthermore, as of secondary importance, in an analytical procedure we show that each Markovian SIS may be represented as non-Markovian SEIS model.

Non-Markovian SIR epidemic spreading model of COVID-19

We introduce non-Markovian SIR epidemic spreading model inspired by the characteristics of the COVID-19, by considering discrete- and continuous-time versions. The distributions of infection intensity and recovery period may take an arbitrary form. By taking corresponding choice of these functions, it is shown that the model reduces to the classical Markovian case. The epidemic threshold is analytically determined for arbitrary functions of infectivity and recovery and verified numerically. The relevance of the model is shown by modeling the first wave of the epidemic in Italy, Spain and the UK, in the spring, 2020.

Dynamic survival analysis for non-Markovian epidemic models

We present a new method for analysing stochastic epidemic models under minimal assumptions. The method, dubbed dynamic survival analysis (DSA), is based on a simple yet powerful observation, namely that population-level mean-field trajectories described by a system of partial differential equations may also approximate individual-level times of infection and recovery. This idea gives rise to a certain non-Markovian agent-based model and provides an agent-level likelihood function for a random sample of infection and/or recovery times. Extensive numerical analyses on both synthetic and real epidemic data from foot-and-mouth disease in the UK (2001) and COVID-19 in India (2020) show good accuracy and confirm the method's versatility in likelihood-based parameter estimation. The accompanying software package gives prospective users a practical tool for modelling, analysing and interpreting epidemic data with the help of the DSA approach.

Self-initiated behavioral change and disease resurgence on activity-driven networks

We consider a population that experienced a first wave of infections, interrupted by strong, top-down, governmental restrictions and did not develop a significant immunity to prevent a second wave (i.e., resurgence). As restrictions are lifted, individuals adapt their social behavior to minimize the risk of infection. We explore two scenarios. In the first, individuals reduce their overall social activity towards the rest of the population. In the second scenario, they maintain normal social activity within a small community of peers (i.e., social bubble) while reducing social interactions with the rest of the population. In both cases, we investigate possible correlations between social activity and behavior change, reflecting, for example, the social dimension of certain occupations. We model these scenarios considering a susceptible-infected-recovered epidemic model unfolding on activity-driven networks. Extensive analytical and numerical results show that (i) a minority of very active individuals not changing behavior may nullify the efforts of the large majority of the population and (ii) imperfect social bubbles of normal social activity may be less effective than an overall reduction of social interactions.

Dimension-reduction of dynamics on real-world networks with symmetry

We derive explicit formulae to quantify the Markov chain state-space compression, or lumping, that can be achieved in a broad range of dynamical processes on real-world networks, including models of epidemics and voting behaviour, by exploiting redundancies due to symmetries. These formulae are applied in a large-scale study of such symmetry-induced lumping in real-world networks, from which we identify specific networks for which lumping enables exact analysis that could not have been done on the full state-space. For most networks, lumping gives a state-space compression ratio of up to 10 7 , but the largest compression ratio identified is nearly 10 12 . Many of the highest compression ratios occur in animal social networks. We also present examples of types of symmetry found in real-world networks that have not been previously reported.

Memory-dependent noise-induced resonance and diffusion in non-Markovian systems

We study random processes with nonlocal memory and obtain solutions of the Mori-Zwanzig equation describing non-Markovian systems. We analyze the system dynamics depending on the amplitudes ν and μ_{0} of the local and nonlocal memory and pay attention to the line in the (ν, μ_{0}) plane separating the regions with asymptotically stationary and nonstationary behavior. We obtain general equations for such boundaries and consider them for three examples of nonlocal memory functions. We show that there exist two types of boundaries with fundamentally different system dynamics. On the boundaries of the first type, diffusion with memory takes place, whereas on borderlines of the second type the phenomenon of noise-induced resonance can be observed. A distinctive feature of noise-induced resonance in the systems under consideration is that it occurs in the absence of an external regular periodic force. It takes place due to the presence of frequencies in the noise spectrum, which are close to the self-frequency of the system. We analyze also the variance of the process and compare its behavior for regions of asymptotic stationarity and nonstationarity, as well as for diffusive and noise-induced-resonance borderlines between them.

Non-Markovian majority-vote model

Non-Markovian dynamics pervades human activity and social networks and it induces memory effects and burstiness in a wide range of processes including interevent time distributions, duration of interactions in temporal networks, and human mobility. Here, we propose a non-Markovian majority-vote model (NMMV) that introduces non-Markovian effects in the standard (Markovian) majority-vote model (SMV). The SMV model is one of the simplest two-state stochastic models for studying opinion dynamics, and displays a continuous order-disorder phase transition at a critical noise. In the NMMV model we assume that the probability that an agent changes state is not only dependent on the majority state of his neighbors but it also depends on his age, i.e., how long the agent has been in his current state. The NMMV model has two regimes: the aging regime implies that the probability that an agent changes state is decreasing with his age, while in the antiaging regime the probability that an agent changes state is increasing with his age. Interestingly, we find that the critical noise at which we observe the order-disorder phase transition is a nonmonotonic function of the rate β of the aging (antiaging) process. In particular the critical noise in the aging regime displays a maximum as a function of β while in the antiaging regime displays a minimum. This implies that the aging/antiaging dynamics can retard/anticipate the transition and that there is an optimal rate β for maximally perturbing the value of the critical noise. The analytical results obtained in the framework of the heterogeneous mean-field approach are validated by extensive numerical simulations on a large variety of network topologies.

Dynamics of cascades on burstiness-controlled temporal networks

Burstiness, the tendency of interaction events to be heterogeneously distributed in time, is critical to information diffusion in physical and social systems. However, an analytical framework capturing the effect of burstiness on generic dynamics is lacking. Here we develop a master equation formalism to study cascades on temporal networks with burstiness modelled by renewal processes. Supported by numerical and data-driven simulations, we describe the interplay between heterogeneous temporal interactions and models of threshold-driven and epidemic spreading. We find that increasing interevent time variance can both accelerate and decelerate spreading for threshold models, but can only decelerate epidemic spreading. When accounting for the skewness of different interevent time distributions, spreading times collapse onto a universal curve. Our framework uncovers a deep yet subtle connection between generic diffusion mechanisms and underlying temporal network structures that impacts a broad class of networked phenomena, from spin interactions to epidemic contagion and language dynamics.

SEAIR Epidemic spreading model of COVID-19

We study Susceptible-Exposed-Asymptomatic-Infectious-Recovered (SEAIR) epidemic spreading model of COVID-19. It captures two important characteristics of the infectiousness of COVID-19: delayed start and its appearance before onset of symptoms, or even with total absence of them. The model is theoretically analyzed in continuous-time compartmental version and discrete-time version on random regular graphs and complex networks. We show analytically that there are relationships between the epidemic thresholds and the equations for the susceptible populations at the endemic equilibrium in all three versions, which hold when the epidemic is weak. We provide theoretical arguments that eigenvector centrality of a node approximately determines its risk to become infected.

Efficient simulation of non-Markovian dynamics on complex networks

We study continuous-time multi-agent models, where agents interact according to a network topology. At any point in time, each agent occupies a specific local node state. Agents change their state at random through interactions with neighboring agents. The time until a transition happens can follow an arbitrary probability density. Stochastic (Monte-Carlo) simulations are often the preferred-sometimes the only feasible-approach to study the complex emerging dynamical patterns of such systems. However, each simulation run comes with high computational costs mostly due to updating the instantaneous rates of interconnected agents after each transition. This work proposes a stochastic rejection-based, event-driven simulation algorithm that scales extremely well with the size and connectivity of the underlying contact network and produces statistically correct samples. We demonstrate the effectiveness of our method on different information spreading models.

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.

Markovian approaches to modeling intracellular reaction processes with molecular memory

Many cellular processes are governed by stochastic reaction events. These events do not necessarily occur in single steps of individual molecules, and, conversely, each birth or death of a macromolecule (e.g., protein) could involve several small reaction steps, creating a memory between individual events and thus leading to nonmarkovian reaction kinetics. Characterizing this kinetics is challenging. Here, we develop a systematic approach for a general reaction network with arbitrary intrinsic waiting-time distributions, which includes the stationary generalized chemical-master equation (sgCME), the stationary generalized Fokker-Planck equation, and the generalized linear-noise approximation. The first formulation converts a nonmarkovian issue into a markovian one by introducing effective transition rates (that explicitly decode the effect of molecular memory) for the reactions in an equivalent reaction network with the same substrates but without molecular memory. Nonmarkovian features of the reaction kinetics can be revealed by solving the sgCME. The latter 2 formulations can be used in the fast evaluation of fluctuations. These formulations can have broad applications, and, in particular, they may help us discover new biological knowledge underlying memory effects. When they are applied to generalized stochastic models of gene-expression regulation, we find that molecular memory is in effect equivalent to a feedback and can induce bimodality, fine-tune the expression noise, and induce switch.

Continuous stochastic processes with nonlocal memory

We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the process into an expression for the higher-order transition probability function and the stochastic differential equation. We show that the proposed processes can be considered as continuous-time interpolations of discrete-time higher-order autoregressive sequences. An equation connecting the memory function (the kernel of integral term) and the two-point correlation function is obtained. A condition for stationarity of the process is established. We suggest a method to generate stationary continuous stochastic processes with a prescribed pair correlation function. As an illustration, some examples of numerical simulation of the processes with nonlocal memory are presented.

Equivalence and its invalidation between non-Markovian and Markovian spreading dynamics on complex networks

Epidemic spreading processes in the real world depend on human behaviors and, consequently, are typically non-Markovian in that the key events underlying the spreading dynamics cannot be described as a Poisson random process and the corresponding event time is not exponentially distributed. In contrast to Markovian type of spreading dynamics for which mathematical theories have been well developed, we lack a comprehensive framework to analyze and fully understand non-Markovian spreading processes. Here we develop a mean-field theory to address this challenge, and demonstrate that the theory enables accurate prediction of both the transient phase and the steady states of non-Markovian susceptible-infected-susceptible spreading dynamics on synthetic and empirical networks. We further find that the existence of equivalence between non-Markovian and Markovian spreading depends on a specific edge activation mechanism. In particular, when temporal correlations are absent on active edges, the equivalence can be expected; otherwise, an exact equivalence no longer holds.

Coevolution spreading in complex networks

The propagations of diseases, behaviors and information in real systems are rarely independent of each other, but they are coevolving with strong interactions. To uncover the dynamical mechanisms, the evolving spatiotemporal patterns and critical phenomena of networked coevolution spreading are extremely important, which provide theoretical foundations for us to control epidemic spreading, predict collective behaviors in social systems, and so on. The coevolution spreading dynamics in complex networks has thus attracted much attention in many disciplines. In this review, we introduce recent progress in the study of coevolution spreading dynamics, emphasizing the contributions from the perspectives of statistical mechanics and network science. The theoretical methods, critical phenomena, phase transitions, interacting mechanisms, and effects of network topology for four representative types of coevolution spreading mechanisms, including the coevolution of biological contagions, social contagions, epidemic-awareness, and epidemic-resources, are presented in detail, and the challenges in this field as well as open issues for future studies are also discussed.

Impact of the infectious period on epidemics

The duration of the infectious period is a crucial determinant of the ability of an infectious disease to spread. We consider an epidemic model that is network based and non-Markovian, containing classic Kermack-McKendrick, pairwise, message passing, and spatial models as special cases. For this model, we prove a monotonic relationship between the variability of the infectious period (with fixed mean) and the probability that the infection will reach any given subset of the population by any given time. For certain families of distributions, this result implies that epidemic severity is decreasing with respect to the variance of the infectious period. The striking importance of this relationship is demonstrated numerically. We then prove, with a fixed basic reproductive ratio (R_{0}), a monotonic relationship between the variability of the posterior transmission probability (which is a function of the infectious period) and the probability that the infection will reach any given subset of the population by any given time. Thus again, even when R_{0} is fixed, variability of the infectious period tends to dampen the epidemic. Numerical results illustrate this but indicate the relationship is weaker. We then show how our results apply to message passing, pairwise, and Kermack-McKendrick epidemic models, even when they are not exactly consistent with the stochastic dynamics. For Poissonian contact processes, and arbitrarily distributed infectious periods, we demonstrate how systems of delay differential equations and ordinary differential equations can provide upper and lower bounds, respectively, for the probability that any given individual has been infected by any given time.

Simulating SIR processes on networks using weighted shortest paths

We present a framework to simulate SIR processes on networks using weighted shortest paths. Our framework maps the SIR dynamics to weights assigned to the edges of the network, which can be done for Markovian and non-Markovian processes alike. The weights represent the propagation time between the adjacent nodes for a particular realization. We simulate the dynamics by constructing an ensemble of such realizations, which can be done by using a Markov Chain Monte Carlo method or by direct sampling. The former provides a runtime advantage when realizations from all possible sources are computed as the weighted shortest paths can be re-calculated more efficiently. We apply our framework to three empirical networks and analyze the expected propagation time between all pairs of nodes. Furthermore, we have employed our framework to perform efficient source detection and to improve strategies for time-critical vaccination.