Dynamical processes on

complex networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
! Diameter, degree distribution, correlations (clustering, assortativity), modularity
" 2. Some empirical results
" 3. Models
! Fixed N: Erdos-Renyi random graph, Watts-Strogatz, Molloy-Reed algorithm,Hidden variables
! Growing networks: Barabasi-Albert and variants (copy model, weighted, tness)
! III. Dynamical processes on complex networks
" 1. Overview: from physics to search engines and social systems
" 2. Percolation
" 3. Epidemic spread: contact network and metapopulation models
Statistical mechanics of complex networks
Reka Albert, Albert-Laszlo Barabasi
Reviews of Modern Physics 74, 47 (2002)
cond-mat/0106096
The structure and function of complex networks
M. E. J. Newman, SIAM Review 45, 167-256 (2003)
cond-mat/0303516
Evolution of networks
S.N. Dorogovtsev, J.F.F. Mendes, Adv. Phys. 51, 1079 (2002)
cond-mat/0106144
References: reviews on complex networks
References: books on complex networks



Evolution and structure of the Internet: A statistical Physics
Approach
R. Pastor-Satorras, A. Vespignani
Cambridge University Press, 2004.
Evolution of networks: from biological nets to the Internet and
WWW
S.N. Dorogovtsev, J.F.F. Mendes
Oxford Univ. Press, 2003.
Scale-free networks
G. Caldarelli
Oxford Univ. Press, 2007.
Books and reviews on processes on
complex networks
Complex networks: structure and dynamics
S. Boccaletti et al.
Physics Reports 424, 175-308 (2006).
Dynamical processes on complex networks
A. Barrat, M. Barthlemy, A. Vespignani
Cambridge Univ. Press, 2008.
What is a network ?
Network=set of nodes joined by links G=(V,E)
- very abstract representation
- very general
- convenient to describe many different systems:
biology, infrastructures, social systems,
Networks and Physics
Complex
Most networks of interest are:
Very large
Statistical tools needed ! (see next chapter)
Studies on complex networks (1998- )
1. Empirical studies
Typology- find the general features
2. Modeling
Basic mechanisms/reproducing stylized facts
3. Dynamical processes
Impact of the topology on the properties of dynamical
processes: epidemic spread, robustness,
Empirical studies: Unprecedented
amount of data..
! Transportation infrastructures (eg. BTS)
! Census data (socio-economical data)
! Social networks (eg. online communities)
! Biological networks (-omics)
Empirical studies: sampling issues
! Social networks: various samplings/networks
! Transportation network: reliable data
! Biological networks: incomplete samplings
! Internet: various (incomplete) mapping processes
! WWW: regular crawls
!
possibility of introducing biases in the
measured network characteristics
Networks characteristics
Networks: of very different origins
Do they have anything in common?
Possibility to nd common properties?
- The abstract character of the graph representation
and graph theory allow to give some answers
- Important ingredients for the modeling
Modeling complex networks
Microscopical processes
Properties at the macroscopic level
Statistical physics
many interacting elements
dynamical evolution
self-organisation
Non-trivial structure
Emergent properties, cooperative
phenomena
Networks in
Information technology
Networks in Information technology:
processes
Importance of Internet and the web
! Congestion
! Virus propagation
! Cooperative/social phenomena (online
communities, etc.)
! Random walks, search (pagerank algo,)
- Nodes=routers
- Links= physical connections
different
granularities
Internet
Many mapping projects (topology and performance):
CAIDA, NLANR, RIPE,
(http://www.caida.org)
Internet mapping
continuously evolving and growing
intrinsic heterogeneity
self-organizing
Largely unknown topology/properties
Nodes: Computers, routers
Links: physical lines
Large-scale visualization
Internet backbone
Internet-map
World Wide Web
Over 1 billion documents
ROBOT: collects all URLs
found in a document and
follows them recursively
Nodes: WWW documents
Links: URL links
Virtual network to nd and share
informations
Social networks
Social networks: processes
Many social networks are the support of some
dynamical processes
! Disease spread
! Rumor propagation
! Opinion/consensus formation
! Cooperative phenomena
!
Scientic collaboration network
Nodes: scientists
Links: co-authored papers
Weights: depending on
number of co-authored papers
number of authors of each paper
number of citations
Citation network
Nodes: papers
Links: citations
Science citation index
S. Redner
3212
33
Hopfield J.J.,
PNAS1982
Actors network
Nodes: actors
Links: cast jointly
N = 212,250 actors
!k" = 28.78
John Carradine
The Sentinel
(1977)
The story of
Mankind (1957)
http://www.cs.virginia.edu/oracle/star_links.html
Ava Gardner
Groucho Marx
distance(Ava, Groucho)=2
Distance ?
Character network
Nodes: characters
Links: co-appearance in a scene
Les Miserables-V. Hugo
Newman & Girvan, PRE (2004)
-> Community detection problem
The web of Human sexual
The web of Human sexual
contacts
contacts
Liljeros et al., Nature (2001)
Transportation networks
Transportation networks
Transporting energy, goods or individuals
- formation and evolution
- congestion, optimization, robustness
- disease spread
NB: spatial networks (planar): interesting modeling
problems
Nodes: airports
Links: direct ight
Transporting individuals: global scale
(air travel)
Transporting individuals: intra city
TRANSIMS project
Nodes: locations
(homes, shops,
ofces, )
Links: ow of
individuals
Chowell et al Phys. Rev. E (2003) Nature (2004)
Transporting individuals: intra city
Transporting goods
State of Indiana (Bureau of Transportation statistics)
Nodes: power
plants, transformers,
etc,)
Links: cables
Transporting electricity
New York state power grid
Transporting electricity US power grid
Transporting gas European pipelines
Transporting water
Nodes: intersections, auxins
sources
Links: veins
Example of a
planar network
Networks in biology
Networks in biology
! (sub-)cellular level: Extracting useful
information from the huge amount of
available data (genome, etc). Link structure-
function ?
! Species level: Stability of ecosystems,
biodiversity
Neural Network
Nodes: neurons
Links: axons
Metabolic Network
Nodes: proteins
Links: interactions
Protein Interactions
Nodes: metabolites
Links:chemical reactions
Genetic (regulatory) network
Nodes: genes
Links: interaction
Genes are colored according to their
cellular roles as described in the Yeast
Protein Database
Understanding these networks: one of the
most important challenge in complex
network studies
Food webs
Nodes: species
Links: feeds on
N. Martinez
Dynamical processes on
complex networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
! Diameter, degree distribution, correlations (clustering, assortativity), modularity
" 2. Some empirical results
" 3. Models
! Fixed N: Erdos-Renyi random graph, Watts-Strogatz, Molloy-Reed algorithm,Hidden variables
! Growing networks: Barabasi-Albert and variants (copy model, weighted, tness)
! III. Dynamical processes on complex networks
" 1. Overview: from physics to search engines and social systems
" 2. Percolation
" 3. Epidemic spread: contact network and metapopulation models
II. 1 Graph theory
basics and
statistical tools
Graph theory: basics
Graph G=(V,E)
! V=set of nodes/vertices i=1,,N
! E=set of links/edges (i,j)
Undirected edge:
Directed edge:
i
j
i
j
Bidirectional
communication/
interaction
Maximum number of edges
! Undirected: N(N-1)/2
! Directed: N(N-1)
Graph theory: basics
Complete graph :
(all-to-all interaction/communication)
Planar graph: can be embedded in the plane, i.e., it can
be drawn on the plane in such a way that its edges may
intersect only at their endpoints.
Graph theory: basics
planar Non planar
Adjacency matrix
N nodes i=1,,N
1 if (i,j) E
0 if (i,j) ! E
0 1 1 1 3
1 0 1 1 2
1 1 0 1 1
1 1 1 0 0
3 2 1 0
0
3
1
2
Symmetric
for undirected networks
Adjacency matrix
N nodes i=1,,N
1 if (i,j) E
0 if (i,j) ! E
0 1 1 0 3
0 0 1 0 2
0 0 0 0 1
1 0 1 0 0
3 2 1 0
0
3
1
2
Non symmetric
for directed networks
Sparse graphs
Density of a graph D=|E|/(N(N-1)/2)
Number of edges
Maximal number of edges
D=
Sparse graph: D <<1 Sparse adjacency matrix
Representation: lists of neighbours of each node
l(i, V(i))
V(i)=neighbourhood of i
Paths
G=(V,E)
Path of length n = ordered collection of
! n+1 vertices i
0
,i
1
,,i
n
V
! n edges (i
0
,i
1
), (i
1
,i
2
),(i
n-1
,i
n
) E
i
2
i
0
i
1
i
5
i
4
i
3
Cycle/loop = closed path (i
0
=i
n
)
Paths and connectedness
G=(V,E) is connected if and only if there exists a
path connecting any two nodes in G
is connected
is not connected
is formed by two components
G=(V,E)
In general: different components with different sizes
Giant component= component whose
size scales with the number of vertices N
Existence of a
giant component
Macroscopic fraction of the
graph is connected
Paths and connectedness
Paths and connectedness: directed graphs
Tendrils
Tube
Tendril
Giant SCC: Strongly
Connected Component
Giant OUT
Component
Giant IN
Component
Disconnected
components
Paths can be directed (eg. WWW)
Paths and connectedness: directed graphs
Bow tie diagram for the WWW (Broder et al,
2000)
Shortest paths
i
j
Shortest path between i and j: minimum number
of traversed edges
distance l(i,j)=minimum number of
edges traversed on a path
between i and j
Diameter of the graph:
Average shortest path:
Shortest paths
Complete graph:
Regular lattice:
Small-world network
Degree of a node
k>>1: Hubs
How many friends do you have ?
Statistical characterization
List of degrees k
1
,k
2
,,k
N
Not very useful!
Histogram:
N
k
= number of nodes with degree k
Distribution:
P(k)=N
k
/N=probability that a randomly chosen
node has degree k
Cumulative distribution: probability that a randomly chosen
node has degree at least k (reduced noise)
Statistical characterization
Average degree:
Second moment (variance):
Sparse graph:
Heterogeneous graph:
Degree distribution P(k) : probability that a node has k links
Degree distribution
Poisson/Gaussian distribution Power-law distribution
Centrality measures
How to quantify the importance of a node?
! Degree=number of neighbours="
j
a
ij
i
k
i
=5
! Closeness centrality
g
i
= 1 / "
j
l(i,j)
(directed graphs: k
in
, k
out
)
Betweenness Centrality
!
st
= # of shortest paths from s to t
!
st
(ij)= # of shortest paths from s to t via (ij)
i
j
k
ij: large centrality
jk: small centrality
P(k): not enough to characterize a network
Large degree nodes tend to
connect to large degree nodes
Ex: social networks
Large degree nodes tend to
connect to small degree nodes
Ex: technological networks
Multipoint degree correlations
Multipoint degree correlations
Measure of correlations:
P(k,k,k
(n)
|k): conditional probability that a node of degree
k is connected to nodes of degree k, k,
Simplest case:
P(k|k): conditional probability that a node of degree k is
connected to a node of degree k
Case of random uncorrelated networks
P(k|k) independent of k
proba that an edge points to a node of degree k:
proportional
to k!
number of edges from nodes of degree k
number of edges from nodes of any degree
2-points correlations: Assortativity
Are your friends similar to you ?
P(k|k): difcult to handle and to represent
Exemple:
i
k=3
k=7
k=4
k=4
k
i
=4
k
nn,i
=(3+4+4+7)/4=4.5
Assortativity
Correlation spectrum:
Putting together nodes which
have the same degree:
class of degree k
Assortativity
Also given by:
Assortativity
! Assortative behaviour: growing k
nn
(k)
Example: social networks
Large sites are connected with large sites
! Disassortative behaviour: decreasing k
nn
(k)
Example: internet
Large sites connected with small sites, hierarchical structure
# of links between neighbors
k(k-1)/2
Do your friends know each other ?
3-points: Clustering coefcient

P(k,k|k): cumbersome, difcult to estimate from data
Correlations: Clustering spectrum
Average clustering coefcient
= average over nodes with
very different characteristics
Clustering spectrum:
putting together nodes which
have the same degree
class of degree k
(link with hierarchical structures)
# Real networks are fragmented into group or modules
Modularity vs.
Fonctionality ?
More on correlations: communities
and modularity
$ Extract relevant and
useful information in
large complex network
More links inside
than outside
More on correlations: communities
and modularity
$ Mesoscopic objects:
communities
(or modules)
Applications
$ Biological networks: function ?
$ Social networks: social groups
$ Geography/regional science: urban
communities
$ Neurophysiology (?)
$
How can we compare different
partitions?
?
Modularity
Partition P
1
Partition P
2
- Modularity: quality function Q
- P
1
is better than P
2
if Q(P
1
)>Q(P
2
)
Modularity [Newman & Girvan PRE 2004]
! Number of modules in P
! Number of links in module s
! Number of links in the network
! Total degree of nodes in module s
= # links in module s
Average number of
links in module s for a
random network
Modularity [Newman & Girvan PRE 2004]
= Total degree of nodes in module s
$ probability that a half-link randomly
selected belongs in module s:
$ probability that a link begins in s
and ends in s:
$ average number of links internal to
s:
Modularity [Newman & Girvan PRE 2004]
Motifs
Find n-node subgraphs in real graph.
Find all n-node subgraphs in a set of randomized graphs with
the same distribution of incoming and outgoing arrows.
Assign Z-score for each subgraph.
Subgraphs with high Z-scores are denoted as Network
Motifs.
rand
rand real
N N
Z
!
"
=
Milo et al, Science (2002)
Summary: characterization of large networks
Statistical indicators:
-degree distribution
- diameter
- clustering
- assortativity
- modularity
$ Internet, Web, Emails: importance of trafc
$ Ecosystems: prey-predator interaction
$ Airport network: number of passengers
$ Scientic collaboration: number of papers
$ Metabolic networks: uxes hererogeneous
Are:
- Weighted networks
- With broad distributions of weights
Beyond topology: weights
Weighted networks
General description: weights
i
j
w
ij
a
ij
: 0 or 1
w
ij
: continuous variable
usually w
ii
=0
symmetric: w
ij
=w
ji
Weighted networks
Weights: on the links
Strength of a node:
Naturally generalizes the degree to weighted networks
Quanties for example the total trafc at a node
Weighted clustering coefcient
s
i
=16
c
i
w
=0.625 > c
i
k
i
=4
c
i
=0.5
s
i
=8
c
i
w
=0.25 < c
i
w
ij
=1
w
ij
=5
i
i
Random(ized) weights: C = C
w
C < C
w
: more weights on cliques
C > C
w
: less weights on cliques
i
j
k
(w
jk
)
w
ij
w
ik
Average clustering coefcient
C="
i
C(i)/N
C
w
="
i
C
w
(i)/N
Clustering spectra
Weighted clustering coefcient
Weighted assortativity
k
i
=5; k
nn,i
=1.8

1
5
5
5
5
i
k
i
=5; k
nn,i
=1.8

5
1
1
1
1
i
Weighted assortativity
k
i
=5; s
i
=21; k
nn,i
=1.8 ; k
nn,i
w
=1.2: k
nn,i
> k
nn,i
w

1
5
5
5
5
i
Weighted assortativity
k
i
=5; s
i
=9; k
nn,i
=1.8 ; k
nn,i
w
=3.2: k
nn,i
< k
nn,i
w

5
1
1
1
1
i
Weighted assortativity
Participation ratio disparity
1/k
i
if all weights equal
close to 1 if few weights dominate
Participation ratio disparity
In general:
Heterogeneous
Homogeneous (all equal)
Dynamical processes on
complex networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
! Diameter, degree distribution, correlations (clustering, assortativity), modularity
" 2. Some empirical results
" 3. Models
! Fixed N: Erdos-Renyi random graph, Watts-Strogatz, Molloy-Reed algorithm,Hidden variables
! Growing networks: Barabasi-Albert and variants (copy model, weighted, tness)
! III. Dynamical processes on complex networks
" 1. Overview: from physics to search engines and social systems
" 2. Percolation
" 3. Epidemic spread: contact network and metapopulation models
II. 3 Models of complex
networks
Some models of complex networks
# Static networks: N nodes from the beginning
- The archetype: Erdos-Renyi random graph (60s)
- A small-world: Watts-Strogatz model (1998)
- Fitness models (hidden variables)
# Dynamic: the network is growing
- Scale-free network: Barabasi-Albert (1999)
- Copy model
- Weighted network model
# Optimal networks
Simplest model of random graphs:
Erds-Renyi (1959)
N nodes, connected with probability p
Paul Erd!s and Alfrd Rnyi
(1959)
"On Random Graphs I" Publ.
Math. Debrecen 6, 290297.
Erds-Renyi (1959): recap
Some properties:
- Average number of edges
- Average degree
Finite average degree
Erds-Renyi model: recap
Proba to have a node of degree k=
connected to k vertices,
not connected to the other N-k-1
Large N, xed : Poisson distribution
Exponential decay at large k
N points, links with proba p:
Erds-Renyi model: clustering and average
shortest path
Neglecting loops, N(l) nodes at distance l:
For
: many small subgraphs
: giant component + small subgraphs
Erds-Renyi model: components
Erds-Renyi model: summary
- Small clustering
- Small world
- Poisson degree distribution
Generalized random graphs
Desired degree distribution: P(k)
! Extract a sequence k
i
of degrees taken from
P(k)
! Assign them to the nodes i=1,,N
! Connect randomly the nodes together,
according to their given degree
Generalized random graphs
! Average clustering coefcient
! Average shortest path
Small-world and randomness
Watts-Strogatz (1998)
Lattice
Random graph Real-World
networks*
Watts & Strogatz, Nature 393, 440 (1998)
* Power grid, actors, C. Elegans
Watts-Strogatz (1998)
N nodes forms a regular lattice.
With probability p,
each edge is rewired randomly
=>Shortcuts
Large clustering coeff.
Short typical path
MB and Amaral, PRL 1999
Barrat and Weight EPJB 2000
N = 1000
Watts-Strogatz (1998)
Fitness model (hidden variables)
Erdos-Renyi: p independent from the nodes
For each node, a tness
Soderberg 2002
Caldarelli et al 2002
Connect (i,j) with probability
Erdos-Renyi: f=const
Fitness model (hidden variables)
Degree
Degree distribution
Fitness model (hidden variables)
If power law -> scale free network
If and
Generates a SF network !
Barabasi-Albert (1999)
Everythings fine ?
# Small-world network
# Large clustering
# Poisson-like degree
distribution
Except that for
# Internet, Web
# Biological networks
#
Power-law distribution:
Diverging fluctuations !
Internet growth
Moreover - dynamics !
Barabasi-Albert (1999)
(1) The number of nodes (N) is NOT xed.
Networks continuously expand by the
addition of new nodes
Examples:
WWW : addition of new documents
Citation : publication of new papers
(2) The attachment is NOT uniform.
A node is linked with higher probability to a node that
already has a large number of links: "#Rich get richer##
Examples :
WWW : new documents link to well
known sites (google, CNN, etc)
Citation : well cited papers are more
likely to be cited again
Barabasi-Albert (1999)
(1) GROWTH : At every time step we add a new node with m
edges (connected to the nodes already present in the
system).
(2) PREFERENTIAL ATTACHMENT :
The probability $ that a new node will be connected to node i
depends on the connectivity k
i
of that node
A.-L.Barabsi, R. Albert, Science 286, 509 (1999)
j j
i
i
k
k
k
!
= " ) (
P(k) ~k
-3
Barabsi & Albert, Science 286, 509 (1999)
j j
i
i
k
k
k
!
= " ) (
Barabasi-Albert (1999)
Barabasi-Albert (1999)
Barabasi-Albert (1999)
Clustering coefcient
Average shortest path
Copy model
a. Selection of a vertex
b. Introduction of a new vertex
c. The new vertex copies m links
of the selected one
d. Each new link is kept with proba 1-!, rewired
at random with proba !
1"!
!
Growing network:
Copy model
Probability for a vertex to receive a new link at time t (N=t):
Due to random rewiring: !/t
Because it is neighbour of the selected vertex: k
in
/(mt)
effective preferential attachment, without
a priori knowledge of degrees!
Copy model
Degree distribution:
model for WWW and evolution of genetic networks
=> Heavy-tails
Preferential attachment: generalization
Rank known but not the absolute value
Who is richer ?
Fortunato et al, PRL (2006)



Preferential attachment: generalization
Rank known but not the absolute value
Scale free network even in the absence of the
value of the nodes# attributes
Fortunato et al, PRL (2006)
Weighted networks
Topology and weights uncorrelated
(2) Model with correlations ?
Weighted growing network
Growth: at each time step a new node is added with m links to
be connected with previous nodes
Preferential attachment: the probability that a new link is
connected to a given node is proportional to the node#s strength
Barrat, Barthelemy, Vespignani, PRL 2004
Redistribution of weights
New node: n, attached to i
New weight w
ni
=w
0
=1
Weights between i and its other neighbours:
The new trafc n-i increases the trafc i-j
Only
parameter
n i
j
Mean-eld evolution equations
Mean-eld evolution equations
Correlations topology/weights:
Numerical results: P(w), P(s)
(N=10
5
)
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) = ! d(i,j) + V(j)
d= euclidean distance
V(j)= measure of centrality
Optimization of conflicting objectives
Dynamical processes on
complex networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
" 2. Some empirical results
" 3. Models
! Erdos-Renyi random graph
! Watts-Strogatz small-world
! Barabasi-Albert and variants
! III. Dynamical processes on complex networks
" 1. Percolation
" 2. Epidemic spread
" 3. Other processes: from physics to social systems
III. 1 Percolation, random
failures, targeted
attacks
Consequences of the topological
heterogeneity
! Robustness and vulnerability
Robustness
Complex systems maintain their basic functions
even under errors and failures
(cell: mutations; Internet: router breakdowns)
node failure
f
c
0 1
Fraction of removed nodes, f
1
S
S:

fraction of giant
component
Case of
Case of
Scale-free Networks
Scale-free Networks
Random failure f
c
=1
(2 < ! " 3)
Attack =progressive failure of the most
connected nodes f
c
<1
R. Albert, H. Jeong, A.L. Barabasi, Nature 406 378 (2000)
Random failures: percolation
p=probability of a
node to be present
in a percolation
problem
Question: existence or not of a giant/percolating cluster,
i.e. of a connected cluster of nodes of size O(N)
f=fraction of
nodes removed
because of failure
p=1-f
Percolation in complex networks
q=probability that a randomly chosen link does not
lead to a giant percolating cluster
Proba that none of the
outgoing k-1 links leads
to a giant cluster
Proba that the link leads
to a node of degree k
Average over
degrees
q=probability that a randomly chosen link does not lead to a
giant percolating cluster
Other solution iff F(1)>1
Percolation in complex networks
q=probability that a randomly chosen link does not lead to a
giant percolating cluster
Molloy-Reed criterion for the existence
of a giant cluster in a random uncorrelated network
Percolation in complex networks
Random failures
Initial network: P
0
(k), <k>
0
, <k
2>
0
After removal of fraction f of nodes: P
f
(k), <k>
f
, <k
2>
f
Node of degree k
0
becomes of degree k with proba
Initial network: P
0
(k), <k>
0
, <k
2>
0
After removal of fraction f of nodes: P
f
(k), <k>
f
, <k
2>
f
Molloy-Reed criterion:
existence of a giant cluster iff
Robustness!!!
Random failures
Attacks: various strategies
! Most connected nodes
! Nodes with largest betweenness
! Removal of links linked to nodes with large k
! Removal of links with largest betweenness
! Cascades
! ...
Failure cascade
(a) and (b): random
(c): deterministic and dissipative
Moreno et al, Europhys. Lett. (2003)
Dynamical processes on complex
networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
" 2. Some empirical results
" 3. Models
! Erdos-Renyi random graph
! Watts-Strogatz small-world
! Barabasi-Albert and variants
! III. Dynamical processes on complex networks
" 1. Overview: from physics to social systems
" 2. Percolation
" 3. Epidemic spread
III. 3 Epidemic spread
a. Contact network
b. Metapopulation model
General references
Pre(Re-)prints archive Pre(Re-)prints archive:
- http://arxiv.org (condmat, physics, cs, q-bio)
Books ( Books (epidemiology epidemiology): ):
J.D. Murray, Mathematical Biology, Springer, New-York, 1993
R.M. Anderson and R.M. May, Infectious diseases of humans:
Dynamics and control. Oxford University Press, 1992
Epidemiology vs. Etiology: Two levels
! Microscopic level (bacteria, viruses): compartments
" Understanding and killing off new viruses
" Quest for new vaccines and medicines
! Macroscopic level (communities, species)
" Integrating biology, movements and interactions
" Vaccination campaigns and immunization strategies
Epidemiology
! One population:
" nodes=individuals
" links=possibility of disease transmission
! Metapopulation model: many populations coupled together
" Nodes= cities
" Links=transportation (air travel, etc.)
Modeling in Epidemiology
R.M. May Stability and Complexity in Model Ecosystems 1973
Epidemics spread on a !contact network": Different
scales, different networks:
Individual: Social networks (STDs on sexual contact network)
NB: Sometimes no network !
Intra-urban: Location network (ofce, home, shops, )
Inter-urban: Railways, highways
Global: Airlines (SARS, etc)
21
st
century: Networks and epidemics
Networks and epidemiology
High School dating
www.umich.edu/~mejn
Nodes: kids (boys & girls)
Links: date each other
Networks and Epidemiology
Urban scale
Global scale
The web of Human sexual contacts
(Liljeros et al. , Nature, 2001)
Broad degree distributions
E-mail network
Ebel et al., PRE (2002)
Internet
Broad degree distributions
Topology of the system: the pattern of contacts
along which infections spread in population is
identied by a network
Each node represents an individual
Each link is a connection along which the virus
can spread
Simple Models of Epidemics
Stochastic model:
SIS model:
SIR model:
SI model:
!: proba. per unit time of transmitting the infection
: proba. per unit time of recovering
Simple Models of Epidemics
Numerical simulation:
For all nodes:
(i) Check all neighbors and if
infected ->(ii). If no infected => Next
neighbor
(ii) Node infected with proba !dt
(iii) proceed to next node
Infection proba is then:
[1 (1 - ! dt)
(ki)
] = ! ki dt
Simple Models of Epidemics
Random graph:
Equation for density of infected i(t)=I/N:
SIS on Random Graphs


-1
is the average lifetime of the infected state
[1-i(t)]=prob. of not being infected
<k>i(t) is the prob. of at least one infected neighbor
!= prob(S->I)
s(t)+i(t) = 1 "
t
s = -"
t
i
With:
In the stationary state "
t
i=0, we obtain:
Or:
SIS on Random Graphs

Equation for s(t), i(t) and r(t):
SIR on Random Graphs

"
t
s(t) = -! <k> i [1-i] (S I)
"
t
i(t) = - i+! <k> i [1-i] (S I and I R)
"
t
r(t) = + i (I R)

-1
is the average lifetime of the infected state
s(t)+i(t)+r(t) = 1
Stationary state: "
t
x=0
s=i=0, r=1
Outbreak condition: "
t
i(t=0)>0
!>!
c
=/<k>

>> 1 then !
c
>> 1 (eg. hemo. fever)
SIR on Random Graphs

Epidemic threshold =
critical point
Prevalence i =order
parameter
The epidemic threshold is a general result (SIS, SIR)
The question of thresholds in epidemics is central
Epidemic Threshold !
c
i
! !
c
Active phase
Absorbing
phase
Finite prevalence
Virus death
Density of infected
Epidemic spreading on heterogeneous
networks
Number of contacts (degree) can vary a lot
huge fluctuations
Mean-field approx by degree classes: necessary to
introduce the density of infected having degree k, i
k
Scale-free network:
Mean-eld equation for the relative density of
infected of degree k i
k
(t):
where # is the proba. that any given link points to
an infected node
SIS model on SF networks
Estimate of #: proba of nding
- (i) a neighbor of degree k"
- (ii) and infected
Proba. that degree(neighbor)=k"
Proba. that the
neighbor is
infected
SIS model on uncorrelated SF networks
# We nally get:
# Stationary state "
t
i
k
=0:
SIS model on SF networks
[ Pastor Satorras &Vespignani, PRL 86, 320 (2001)]
F(#=0)<1
F(#=0)>1
Solution of #=F(#) non zero if F"(#=0)>1:
SIS model on SF networks
Effect of topology: Epidemic threshold
! Effect of (strong) heterogeneities of the contact network
(Pastor-Satorras & Vespignani, PRL 01)
g = density of immune nodes
!
(1-g)
! $ ! (1% g )
Epidemic dies if ! (1-g) < !
c
Regular or
random
networks
Immunization threshold:
g
c
=(!-!
c
)/!
Consequence: Random immunization
Immunization threshold g
c
=1
Random immunization is totally ineffective
g: fraction of immunized nodes
Different immunization specically devised for
highly heterogeneous systems
Epidemic dies if
Scale-free network !
c
= 0
Consequence: Random immunization
Targeted immunization strategies
Progressive immunization
of crucial nodes
Epidemic threshold
is reintroduced
[ Pastor Satorras &Vespignani, PRE 65, 036104 (2002)]
[ Dezso & Barabasi cond-mat/0107420; Havlin et al. Preprint (2002)]
Acquaintances immunization strategies: Finding
hubs
Cohen & al., PRL (2002)
# Average connectivity of neighbor:
Vaccinate acquaintances !
# Proba of nding a hub:
Dynamics of Outbreaks
" Stationary state understood
" What is the dynamics of the infection ?
Stages of an epidemic outbreak
Infected individuals => prevalence/incidence
Dynamics: Time scale of outbreak
At short times:
- SI model S I
-
Exponential networks:
with:
Dynamics: Time scale of outbreak
Scale-free networks:

At rst order in i(t)
Dynamics: Time scale of outbreak (SF)
Scale-free networks:
with:
[ MB, A. Barrat, R. Pastor-Satorras & A. Vespignani, PRL (2004)]
Dynamics: Time scale of outbreak (SF)
Dynamics: Cascade
Which nodes are infected ?
What is the infection scenario ?
1. Absence of an epidemic threshold

2. Random immunization is totally ineffective (target !)
3. Outbreak time scale controlled by uctuations

4. Cascade process:
Seeds Hubs Intermediate Small k
Epidemics: Summary
Dramatic consequences of the heterogeneous topology !
Spread of an information among connected individuals
- protocols for data dissemination
- marketing campaign (viral marketing)
Difference with epidemic spread:
- stops if surrounded by too many non-ignorant
Categories:
- ignorant i(t) (susceptible)
- spreaders s(t) (infected)
- stifers r(t) (recovered)
Rumor spreading
Process:
- ignorant --> spreader (!)
- spreader+spreader --> stifer (!)
- spreader+stifer --> stifer
Equations:
"
t
i(t) = -! <k> i(t) s(t) (i-> s)
"
t
s(t) = +! <k> i(t) s(t) - & <k> s(t)[s(t)+r(t)] (i->s and s-> r)
"
t
r(t) = + & i <k> s(t)[s(t)+r(t)] (s-> r)
Rumor spreading
Random graph-Epidemic threshold:
Always spreading !
Rumor spreading
Dynamical processes on complex
networks
Marc Barthlemy
CEA, IPhT, France
Lectures IPhT 2010
Outline
! I. Introduction: Complex networks
" 1. Example of real world networks and processes
! II. Characterization and models of complex networks
" 1. Tool: Graph theory and characterization of large networks
" 2. Some empirical results
" 3. Models
! Erdos-Renyi random graph
! Watts-Strogatz small-world
! Barabasi-Albert and variants
! III. Dynamical processes on complex networks
" 1. Overview: from physics to social systems
" 2. Percolation
" 3. Epidemic spread
II. 2 Empirical results
Main features of real-world
networks
Plan
! Motivations
! Global scale: metapopulation model
! Theoretical results
" Predictability
" Epidemic threshold, arrival times
! Applications
" SARS
" Pandemic flu: Control strategy and Antivirals
Epidemiology: past and current
! Human movements and disease spread
! Complex movement patterns: different means, different scales (SARS):
Importance of networks
Black death
Spatial diffusion
Model:
Nov. 2002
Mar. 2003
Motivations
Modeling: SIR with spatial diffusion i(x,t):
where: ! = transmission coefficient (fleas->rats->humans)
=1/average infectious period
S
0
=population density, D=diffusion coefficient
Airline network and epidemic spread
Complete IATA database:
- 3100 airports worldwide
- 220 countries
- ! 20,000 connections
- w
ij
#passengers on connection i-j
- >99% total trafc
Modeling in Epidemiology
Metapopulation model
Baroyan et al, 1969:
!40 russian cities
Rvachev & Longini, 1985:
50 airports worldwide
Grais et al, 1988:
150 airports in the US
Hufnagel et al, 2004:
500 top airports
worldwide
l
j
!"! j
!"! l
Colizza, Barrat, Barthelemy & Vespignani, PNAS (2006)
Meta-population networks
City a
City j
City i
Each node: internal structure
Links: transport/trafc
Metapopulation model
! Rvachev Longini (1985)
Flahault & Valleron (1985); Hufnagel et al, PNAS 2004, Colizza, Barrat, Barthelemy, Vespignani
PNAS 2006, BMB, 2006. Theory: Colizza & Vespignani, Gautreau & al,
Inner city term
Travel term
! Transport operator:
Reaction-diffusion models
FKPP equation
Stochastic model
compartmental model + air transportation data
Susceptible
Infected
Recovered
!
p
PAR, FCO
=
"
PAR, FCO
N
PAR
#t
Travel probability
from PAR to FCO:
# passengers
from PAR to FCO:
Stochastic variable,
multinomial distr.
Stochastic model: travel term
"
PAR,FCO
"
PAR,FCO
Transport operator:
# other source of noise:
# two-legs travel:
ingoing outgoing
Stochastic model: travel term
#
PAR
({X}) = $
l
("
l,PAR
({X
l
}) - "
PAR,l
({X
PAR
}))
#
j
({X})= #
j
(1)
({X})+ #
j
(2)
({X})
w
jl
noise
= w
jl
[%+&(1-%)] %=70%
Discrete stochastic Model
}) ({ ) ( ) (
1 ,
S t
N
S I
t S t t S
j j
j
j j
j j
! + + " # = # " + $ %
}) ({ ) ( ) (
2 , 1 ,
I t I t
N
S I
t I t t I
j j j j
j
j j
j j
! + + " # " # + = " # + $ $ %
}) ({ ) ( ) (
2 ,
R t I t R t t R
j j j j j
! + " # + = " # + $
2 , 1 ,
,
j j
! !
Independent Gaussian noises
S I R
=> 3100 x 3 differential coupled stochastic equations
Colizza, Barrat, Barthlemy, Vespignani, PNAS 103, 2015 (2006); Bull. Math. Bio. (2006)
Metapopulation model
! Theoretical studies
" Predictability ?
" Epidemic threshold ?
" Arrival times distribution ?
Propagation pattern
Epidemics starting in Hong Kong
Epidemics starting in Hong Kong
Propagation pattern
Epidemics starting in Hong Kong
Propagation pattern
One outbreak realization:
Another outbreak realization ? Effect of noise ?
? ? ? ? ? ?
Predictability
Overlap measure
Similarity between 2 outbreak realizations:
Overlap function
time t time t
1 ) ( = ! t
time t time t
1 ) ( < ! t
Predictability
no degree uctuations
no weight uctuations
+ degree
heterogeneity
+ weight
heterogeneity
Colizza, Barrat, Barthelemy & Vespignani, PNAS (2006)
# Effect of heterogeneity:
# degree heterogeneity:
decreases predictability
# Weight heterogeneity:
increases predictability !
Good news: Existence of preferred channels !
Epidemic forecast, risk analysis of containment strategies
j
l wjl
Predictability
Theoretical result: Threshold
moments of the degree distribution
travel probability
Colizza & Vespignani, PRL (2007)
! Reproductive number for a population:
! Effective for reproductive number for a network of
populations:
Travel restrictions not efficient !!!
Travel limitations.
Colizza, Barrat, Barthlemy, Valleron, Vespignani. PLoS Medicine (2007)
Theoretical result: average arrival time
Population of city k
Traffic between k and l
Transmissibility
Set of paths between s and t
! Ansatz for the arrival time at site t (starting from s)
# 1. SARS: test of the model
# 2. Control strategy testing: antivirals
Applications
Application: SARS
!"! j
!"! i
# rened compartmentalization
# parameter estimation: clinical data + local t
# geotemporal initial conditions: available empirical data
# modeling intervention measures: standard effective modeling
SARS: predictions
SARS: predictions (2)
Colizza, Barrat, Barthelemy & Vespignani, bmc med (2007)
Colizza, Barrat, Barthelemy & Vespignani, bmc med (2007)
SARS: predictions (3) - False positives
[1-11] 1 Saudi Arabia
[1-32] 1 Mauritius
[1-13] 1 Israel
[1-8] 1 Brunei
[1-20] 1 Nepal
[1-8] 1 Cambodia
[1-20] 1 Bahrain
[1-14] 2 Bangladesh
[1-11] 2 United Arab Emir.
[1-10] 2 Netherlands
[9-114] 30 Japan
90% CI Median Country
More from SARS - Epidemic pathways
# For every infected country:
where is the epidemic coming from ?
- Redo the simulation for many disorder realizations
(same initial conditions)
- Monitor the occurrence of the paths
(source-infected country)
# Existence of pathways:
conrms the possibility of epidemic forecasting !
Useful information for control strategies
SARS- what did we learn ?
# Metapopulation model, no tunable parameter:
good agreement with WHO data !
Application of the metapopulation model: effect of
antivirals
! Threat: Avian Flu
! Question: use of antivirals
" Best strategy for the countries ?
! Model:
" Etiology of the disease (compartments)
" Metapopulation+Transportation mode (air travel)
2. Antivirals

! Flu type disease: Compartments
Feb 2007 May 2007 Jul 2007
Dec 2007 Feb 2008 Apr 2008
0
r
max
Pandemic u with R
0
=1.6 starting from Hanoi (Vietnam) in October (2006)
Baseline scenario
Pandemic forecast
Colizza, Barrat, Barthlemy, Valleron, Vespignani. PLoS med (2007)
Effect of antivirals
! Comparison of strategies (travel restrictions not efficient)
" Uncooperative: each country stockpiles AV
" Cooperative: each country gives 10% (20%) of its own stock
" Baseline: reference point (no antivirals)
Effect of antivirals: Strategy comparison
Best strategy: Cooperative !
Colizza, Barrat, Barthelemy, Valleron, Vespignani, PLoS Med (2007)
Conclusions and perspectives
! Global scale (metapopulation model)
" Pandemic forecasting
" Theoretical problems (reaction-diffusion on networks)
! Smaller scales-country, city (?)
" Global level: simplicity due to the dominance of air travel
" Urban area ? Model ? What can we say about the spread of a
disease ? Always more data available
Outlook
! Prediction/Predictability vs disease
parameters, initial conditions, errors etc.
! Integration of data sources: wealth, census,
traveling habits, short range transportation.
! Individual/population heterogeneity
! Social behavior/response to crisis
# Collaborators
- A. Barrat (LPT, Orsay)
- V. Colizza (ISI, Turin)
- A.-J. Valleron (Inserm, Paris)
- A. Vespignani (IU, Bloomington)
# Collaboratory
marc.barthelemy@gmail.com
Collaborators and links
http://cxnets.googlepages.com
# PhD students
- P. Crepey (Inserm, Paris)
- A. Gautreau (LPT, Orsay)