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Statistical physics of complex networks Marc Barthelemy CEA, France EHESS-CAMS, France IXXI Lyon July 2008

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Page 1: Lyon Lecture IIb

Statistical physics of complexnetworks

Marc BarthelemyCEA, FranceEHESS-CAMS, France

IXXI Lyon July 2008

Page 2: Lyon Lecture IIb

Outline I. Introduction: Complex networks

1. Complex systems and networks

2. Graph theory and characterization of large networks: tools

3. Characterization of large networks: results

4. Models

II. Dynamical processes

1. Resilience and vulnerability

2. Epidemiology

III. Advanced topics

1. Global disease spread

2. Community detection

3. Evolution and formation of the urban street network in cities

Page 3: Lyon Lecture IIb

I. 4 Models

Page 4: Lyon Lecture IIb

Models: static vs. dynamic

• Static: N nodes from the beginning, connection rules- Erdos-Renyi- Generalized random graphs- Watts-Strogatz model- Fitness models (hidden variables)

• Dynamic: the network is growing

- Barabasi-Albert- Copy model- Weighted network model

Page 5: Lyon Lecture IIb

Simplest model of random graphs:Erdös-Renyi (1959)

N nodes, connected with probability p

Paul Erdős and Alfréd Rényi(1959)"On Random Graphs I" Publ.Math. Debrecen 6, 290–297.

Page 6: Lyon Lecture IIb

Simplest model of random graphs:Erdös-Renyi (1959)

Some properties:

- Average number of edges

- Average degree

Finite average degree

Page 7: Lyon Lecture IIb

Erdös-Renyi model: degree distribution

Proba to have a node of degree k=• connected to k vertices, • not connected to the other N-k-1

Large N, fixed : Poisson distribution

Exponential decay at large k

Page 8: Lyon Lecture IIb

• N points, links with proba p:

Erdös-Renyi model: clustering and averageshortest path

• Neglecting loops, N(l) nodes at distance l:

For

Page 9: Lyon Lecture IIb

: many small subgraphs

: giant component + small subgraphs

Erdös-Renyi model: components

Page 10: Lyon Lecture IIb

Erdös-Renyi model: summary

- Small clustering

- Small world

- Poisson degree distribution

Page 11: Lyon Lecture IIb

Generalized random graphs

Desired degree distribution: P(k)

Extract a sequence ki of degrees taken fromP(k)

Assign them to the nodes i=1,…,N

Connect randomly the nodes together,according to their given degree

Page 12: Lyon Lecture IIb

Generalized random graphs

Average clustering coefficient

Average shortest path

Small-world and randomness

Page 13: Lyon Lecture IIb

Watts-Strogatz (1998)

Lattice Random graphReal-Worldnetworks*

Watts & Strogatz, Nature 393, 440 (1998)

* Power grid, actors, C. Elegans

Page 14: Lyon Lecture IIb

Watts-Strogatz (1998)

N nodes forms a regular lattice.With probability p,each edge is rewired randomly =>Shortcuts

• Large clustering coeff.• Short typical path

Page 15: Lyon Lecture IIb

MB and Amaral, PRL 1999

Barrat and Weight EPJB 2000

N = 1000

Watts-Strogatz (1998)

Page 16: Lyon Lecture IIb

Fitness model (hidden variables)

Erdos-Renyi: p independent from the nodes

• For each node, a fitness

Soderberg 2002Caldarelli et al 2002

• Connect (i,j) with probability

• Erdos-Renyi: f=const

Page 17: Lyon Lecture IIb

Fitness model (hidden variables)

• Degree

• Degree distribution

Page 18: Lyon Lecture IIb

Fitness model (hidden variables)

• If power law -> scale free network

• If and

Generates a SF network !

Page 19: Lyon Lecture IIb

Barabasi-Albert (1999) Everything’s fine ?

Small-world network

Large clustering

Poisson-like degree distribution

Except that for

Internet, Web

Biological networks

Power-law distribution:

Diverging fluctuations !

Page 20: Lyon Lecture IIb

Internet growth

Moreover - dynamics !

Page 21: Lyon Lecture IIb

Barabasi-Albert (1999)

(1) The number of nodes (N) is NOT fixed.Networks continuously expand by theaddition of new nodes Examples:

WWW : addition of new documentsCitation : publication of new papers

(2) The attachment is NOT uniform.A node is linked with higher probability to a node thatalready has a large number of links: ʻʼRich get richerʼʼ

Examples :WWW : new documents link to wellknown sites (google, CNN, etc)Citation : well cited papers aremore likely to be cited again

Page 22: Lyon Lecture IIb

Barabasi-Albert (1999)

(1) GROWTH : At every time step we add a new node with medges (connected to the nodes already present in thesystem).(2) PREFERENTIAL ATTACHMENT :The probability Π that a new node will be connected to node idepends on the connectivity ki of that node

A.-L.Barabási, R. Albert, Science 286, 509 (1999)

jj

ii

k

kk

!=" )(

P(k) ~k-3

Barabási & Albert, Science 286, 509 (1999)

Page 23: Lyon Lecture IIb

jj

ii

k

kk

!=" )(

Barabasi-Albert (1999)

Page 24: Lyon Lecture IIb

Barabasi-Albert (1999)

Page 25: Lyon Lecture IIb

Barabasi-Albert (1999)

Clustering coefficient

Average shortest path

Page 26: Lyon Lecture IIb

Copy model

a. Selection of a vertex

b. Introduction of a new vertex

c. The new vertex copies m linksof the selected one

d. Each new link is kept with proba 1-α, rewiredat random with proba α

1−α

α

Growing network:

Page 27: Lyon Lecture IIb

Copy model

Probability for a vertex to receive a new link at time t (N=t):

• Due to random rewiring: α/t

• Because it is neighbour of the selected vertex: kin/(mt)

effective preferential attachment, withouta priori knowledge of degrees!

Page 28: Lyon Lecture IIb

Copy model

Degree distribution:

model for WWW and evolution of genetic networks

=> Heavy-tails

Page 29: Lyon Lecture IIb

Preferential attachment: generalization

Rank known but not the absolute value

Who is richer ?

Fortunato et al, PRL (2006)

Page 30: Lyon Lecture IIb

Preferential attachment: generalization

Rank known but not the absolute value

Scale free network even in the absence of the value of the nodesʼ attributes

Fortunato et al, PRL (2006)

Page 31: Lyon Lecture IIb

Weighted networks

• Topology and weights uncorrelated

• (2) Model with correlations ?

Page 32: Lyon Lecture IIb

Weighted growing network

• Growth: at each time step a new node is added with m links tobe connected with previous nodes

• Preferential attachment: the probability that a new link isconnected to a given node is proportional to the nodeʼs strength

Barrat, Barthelemy, Vespignani, PRL 2004

Page 33: Lyon Lecture IIb

Redistribution of weights

New node: n, attached to iNew weight wni=w0=1Weights between i and its other neighbours:

The new traffic n-i increases the traffic i-j

Onlyparameter

n i

j

Page 34: Lyon Lecture IIb

Evolution equations

Page 35: Lyon Lecture IIb

Evolution equations

Correlations topology/weights:

Page 36: Lyon Lecture IIb

Numerical results: P(w), P(s)

(N=105)

Page 37: Lyon Lecture IIb

Another mechanism:Heuristically Optimized Trade-offs (HOT)

Papadimitriou et al. (2002)

New vertex i connects to vertex j by minimizing the function Y(i,j) = a d(i,j) + V(j)d= euclidean distanceV(j)= measure of centrality

Optimization of conflicting objectives

Page 38: Lyon Lecture IIb

Analytical results

Correlations topology/weights: wij ~ min(ki,kj)a , a=2d/(2d+1)

•power law growth of s

•k proportional to s