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James P. Gleeson

Publications and source records attributed to James P. Gleeson.

At least 19 recordsLinked to original sources

Robustness and resilience of complex networks

Complex networks are ubiquitous: a cell, the human brain, a group of people and the Internet are all examples of interconnected many-body systems characterized by macroscopic properties that cannot be trivially deduced from those of their microscopic constituents. Such systems are exposed to both internal, localized, failures and external disturbances or perturbations. Owing to their interconnected structure, complex systems might be severely degraded, to the point of disintegration or systemic dysfunction. Examples include cascading failures, triggered by an initially localized overload in power systems, and the critical slowing downs of ecosystems which can be driven towards extinction. In recent years, this general phenomenon has been investigated by framing localized and systemic failures in terms of perturbations that can alter the function of a system. We capitalize on this mathematical framework to review theoretical and computational approaches to characterize robustness and resilience of complex networks. We discuss recent approaches to mitigate the impact of perturbations in terms of designing robustness, identifying early-warning signals and adapting responses. In terms of applications, we compare the performance of the state-of-the-art dismantling techniques, highlighting their optimal range of applicability for practical problems, and provide a repository with ready-to-use scripts, a much-needed tool set.

physics.soc-ph

Systematic comparison of deep generative models applied to multivariate financial time series

Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling literature dating back to Bachelier's Theory of Speculation in 1901. Generating FTS using deep generative models (DGMs) is still in its infancy. In this work, we systematically compare DGMs against state-of-the-art parametric alternatives for multivariate FTS generation. We initially compare both DGMs and parametric models over increasingly complex synthetic datasets. The models are evaluated through distance measures for varying distribution moments of both the full and rolling FTS. We then apply the best performing DGM models to empirical data, demonstrating the benefit of DGMs through a implied volatility trading task.

q-fin.ST

Self-reinforcing cascades: A spreading model for beliefs or products of varying intensity or quality

Models of how things spread often assume that transmission mechanisms are fixed over time. However, social contagions--the spread of ideas, beliefs, innovations--can lose or gain in momentum as they spread: ideas can get reinforced, beliefs strengthened, products refined. We study the impacts of such self-reinforcement mechanisms in cascade dynamics. We use different mathematical modeling techniques to capture the recursive, yet changing nature of the process. We find a critical regime with a range of power-law cascade size distributions with non-universal scaling exponents. This regime clashes with classic models, where criticality requires fine tuning at a precise critical point. Self-reinforced cascades produce critical-like behavior over a wide range of parameters, which may help explain the ubiquity of power-law distributions in empirical social data.

physics.soc-ph

Time-dependent influence metric for cascade dynamics on networks

An algorithm for efficiently calculating the expected size of single-seed cascade dynamics on networks is proposed and tested. The expected size is a time-dependent quantity and so enables the identification of nodes who are the most influential early or late in the spreading process. The measure is accurate for both critical and subcritical dynamic regimes and so generalises the nonbacktracking centrality that was previously shown to successfully identify the most influential single spreaders in a model of critical epidemics on networks.

physics.soc-ph

Effectiveness of Contact Tracing on Networks with Cliques

Contact tracing, the practice of isolating individuals who have been in contact with infected individuals, is an effective and practical way of containing disease spread. Here, we show that this strategy is particularly effective in the presence of social groups: Once the disease enters a group, contact tracing not only cuts direct infection paths but can also pre-emptively quarantine group members such that it will cut indirect spreading routes. We show these results by using a deliberately stylized model that allows us to isolate the effect of contact tracing within the clique structure of the network where the contagion is spreading. This will enable us to derive mean-field approximations and epidemic thresholds to demonstrate the efficiency of contact tracing in social networks with small groups. This analysis shows that contact tracing in networks with groups is more efficient the larger the groups are. We show how these results can be understood by approximating the combination of disease spreading and contact tracing with a complex contagion process where every failed infection attempt will lead to a lower infection probability in the following attempts. Our results illustrate how contact tracing in real-world settings can be more efficient than predicted by models that treat the system as fully mixed or the network structure as locally tree-like.

physics.soc-ph

A generating-function approach to modelling complex contagion on clustered networks with multi-type branching processes

Understanding cascading processes on complex network topologies is paramount for modelling how diseases, information, fake news and other media spread. In this paper, we extend the multi-type branching process method developed in Keating et al., 2022, which relies on homogenous network properties, to a more general class of clustered networks. Using a model of socially-inspired complex contagion we obtain results, not just for the average behaviour of the cascades but for full distributions of the cascade properties. We introduce a new method for the inversion of probability generating functions to recover their underlying probability distributions; this derivation naturally extends to higher dimensions. This inversion technique is used along with the multi-type branching process to obtain univariate and bivariate distributions of cascade properties. Finally, using clique cover methods, we apply the methodology to synthetic and real-world networks and compare the theoretical distribution of cascade sizes with the results of extensive numerical simulations.

physics.soc-ph

Analysis of mean-field approximation for Deffuant opinion dynamics on networks

Mean-field equations have been developed recently to approximate the dynamics of the Deffuant model of opinion formation. These equations can describe both fully-mixed populations and the case where individuals interact only along edges of a network. In each case, interactions only occur between individuals whose opinions differ by less than a given parameter, called the confidence bound. The size of the confidence bound parameter is known to strongly affect both the dynamics and the number and location of opinion clusters. In this work we carry out a mathematical analysis of the mean-field equations to investigate the role of the confidence bound and boundaries on these important observables of the model. We consider the limit in which the confidence bound interval is small, and identify the key mechanisms driving opinion evolution. We show that linear stability analysis can predict the number and location of opinion clusters. Comparison with numerical simulations of the model illustrates that the early-time dynamics and the final cluster locations can be accurately approximated for networks composed of two degree classes, as well as for the case of a fully-mixed population.

physics.soc-ph

Diffusion approximation of a network model of meme popularity

Models of meme propagation on social networks, in which memes compete for limited user attention, can successfully reproduce the heavy-tailed popularity distributions observed in online settings. While system-wide popularity distributions have been derived analytically, the dynamics of individual meme trajectories have thus far evaded description. To address this, we formulate the diffusion of a given meme as a one-dimensional stochastic process, whose fluctuations result from aggregating local network dynamics using classic and generalised central limit theorems, with the latter based on stable distribution theory. Ultimately, our approach decouples competing trajectories of meme popularities, allowing them to be simulated independently, and thus parallelised, and expressed in terms of Fokker-Planck equations.

physics.soc-ph

Reply to Comment on "Synchronization dynamics in non-normal networks: the trade-off for optimality"

We reply to the recent note "Comment on Synchronization dynamics in non-normal networks: the trade-off for optimality", showing that the authors base their claims mainly on general theoretical arguments that do not necessarily invalidate the adequacy of our previous study. In particular, they do not specifically tackle the correctness of our analysis but instead limit their discussion on the interpretation of our results and conclusions, particularly related to the concept of optimality of network structure related to synchronization dynamics. Nevertheless, their idea of optimal networks is strongly biased towards their previous work and does not necessarily correspond to our framework, making their interpretation subjective and not consistent. We bring here further evidence from the existing and more recent literature, omitted in the Comment note, that the synchronized state of oscillators coupled through optimal networks, as intended by the authors, can indeed be highly fragile to small but finite perturbations, confirming our original results.

nlin.AO

A multi-type branching process method for modelling complex contagion on clustered networks

Complex contagion adoption dynamics are characterised by a node being more likely to adopt after multiple network neighbours have adopted. We show how to construct multi-type branching processes to approximate complex contagion adoption dynamics on networks with clique-based clustering. This involves tracking the evolution of a cascade via different classes of clique motifs that account for the different numbers of active, inactive and removed nodes. This discrete-time model assumes that active nodes become immediately and certainly removed in the next time step. This description allows for extensive Monte Carlo simulations (which are faster than network-based simulations), accurate analytical calculation of cascade sizes, determination of critical behaviour and other quantities of interest.

physics.soc-ph

Nonlinear random walks optimize the trade-off between cost and prevention in epidemics lockdown measures : the ESIR model

Contagious diseases can spread quickly in human populations, either through airborne transmission or if some other spreading vectors are abundantly accessible. They can be particularly devastating if the impact on individuals' health has severe consequences on the number of hospitalizations or even deaths. Common countermeasures to contain the epidemic spread include introducing restrictions on human interactions or their mobility in general which are often associated with an economic and social cost. In this paper, we present a targeted model of optimal social distancing on metapopulation networks, named ESIR model, which can effectively reduce the disease spreading and at the same time minimize the impact on human mobility and related costs. The proposed model is grounded in a nonlinear random walk process that considers the finite carrying capacity of the network's metanodes, the physical patches where individuals interact within mobility networks. This later constrain is modeled as a slack compartment E for the classic SIR model and quantifies the density of vacant spaces to accommodate the diffusing individuals. Formulating the problem as a multi-objective optimization problem shows that when the walkers avoid crowded nodes, the system can rapidly approach Pareto optimality, thus reducing the spreading considerably while minimzing the impact on human mobility as also validated in empirical transport networks. These results envisage ad hoc mobility protocols that can potentially enhance policy making for pandemic control.

physics.soc-ph

Memory-cognizant generalization to Simon's random-copying neutral model

Simon's classical random-copying model, introduced in 1955, has garnered much attention for its ability, in spite of an apparent simplicity, to produce characteristics similar to those observed across the spectrum of complex systems. Through a discrete-time mechanism in which items are added to a sequence based upon rich-gets-richer dynamics, Simon demonstrated that the resulting size distributions of such sequences exhibit power-law tails. The simplicity of this model arises from the approach by which copying occurs uniformly over all previous elements in the sequence. Here we propose a generalization of this model which moves away from this uniform assumption, instead incorporating memory effects that allow the copying event to occur via an arbitrary age-dependent kernel. Through this approach we first demonstrate the potential to determine further information regarding the structure of sequences from the classical model before illustrating, via analytical study and numeric simulation, the flexibility offered by the arbitrary choice of memory. Furthermore we demonstrate how previously proposed memory-dependent models can be further studied as specific cases of the proposed framework.

physics.soc-ph

Symmetry-breaking mechanism for the formation of cluster chimera patterns

The emergence of order in collective dynamics is a fascinating phenomenon that characterizes many natural systems consisting of coupled entities. Synchronization is such an example where individuals, usually represented by either linear or nonlinear oscillators, can spontaneously act coherently with each other when the interactions' configuration fulfills certain conditions. However, synchronization is not always perfect, and the coexistence of coherent and incoherent oscillators, broadly known in the literature as chimera states, is also possible. Although several attempts have been made to explain how chimera states are created, their emergence, stability, and robustness remain a long-debated question. We propose an approach that aims to establish a robust mechanism through which chimeras originate. We first introduce a stability-breaking method where clusters of synchronized oscillators can emerge. Similarly, one or more clusters of oscillators may remain incoherent within yielding a particular class of patterns that we here name cluster chimera states.

nlin.AO

Calibrating COVID-19 SEIR models with time-varying effective contact rates

We describe the population-based SEIR (susceptible, exposed, infected, removed) model developed by the Irish Epidemiological Modelling Advisory Group (IEMAG), which advises the Irish government on COVID-19 responses. The model assumes a time-varying effective contact rate (equivalently, a time-varying reproduction number) to model the effect of non-pharmaceutical interventions. A crucial technical challenge in applying such models is their accurate calibration to observed data, e.g., to the daily number of confirmed new cases, as the past history of the disease strongly affects predictions of future scenarios. We demonstrate an approach based on inversion of the SEIR equations in conjunction with statistical modelling and spline-fitting of the data, to produce a robust methodology for calibration of a wide class of models of this type.

physics.soc-ph

Synchronization dynamics in non-normal networks: the trade-off for optimality

Synchronization is an important behavior that characterizes many natural and human made systems composed by several interacting units. It can be found in a broad spectrum of applications, ranging from neuroscience to power-grids, to mention a few. Such systems synchronize because of the complex set of coupling they exhibit, the latter being modeled by complex networks. The dynamical behavior of the system and the topology of the underlying network are strongly intertwined, raising the question of the optimal architecture that makes synchronization robust. The Master Stability Function (MSF) has been proposed and extensively studied as a generic framework to tackle synchronization problems. Using this method, it has been shown that for a class of models, synchronization in strongly directed networks is robust to external perturbations. In this paper, our approach is to transform the non-autonomous system of coupled oscillators into an autonomous one, showing that previous results are model-independent. Recent findings indicate that many real-world networks are strongly directed, being potential candidates for optimal synchronization. Inspired by the fact that highly directed networks are also strongly non-normal, in this work, we address the matter of non-normality by pointing out that standard techniques, such as the MSF, may fail in predicting the stability of synchronized behavior. These results lead to a trade-off between non-normality and directedness that should be properly considered when designing an optimal network, enhancing the robustness of synchronization.

nlin.AO

Hierarchical route to the emergence of leader nodes in real-world networks

A large number of complex systems, naturally emerging in various domains, are well described by directed networks, resulting in numerous interesting features that are absent from their undirected counterparts. Among these properties is a strong non-normality, inherited by a strong asymmetry that characterizes such systems and guides their underlying hierarchy. In this work, we consider an extensive collection of empirical networks and analyze their structural properties using information theoretic tools. A ubiquitous feature is observed amongst such systems as the level of non-normality increases. When the non-normality reaches a given threshold, highly directed substructures aiming towards terminal (sink or source) nodes, denoted here as leaders, spontaneously emerge. Furthermore, the relative number of leader nodes describe the level of anarchy that characterizes the networked systems. Based on the structural analysis, we develop a null model to capture features such as the aforementioned transition in the networks' ensemble. We also demonstrate that the role of leader nodes at the pinnacle of the hierarchy is crucial in driving dynamical processes in these systems. This work paves the way for a deeper understanding of the architecture of empirical complex systems and the processes taking place on them.

physics.soc-ph

A complex networks approach to ranking professional Snooker players

A detailed analysis of matches played in the sport of Snooker during the period 1968-2020 is used to calculate a directed and weighted dominance network based upon the corresponding results. We consider a ranking procedure based upon the well-studied PageRank algorithm that incorporates details of not only the number of wins a player has had over their career but also the quality of opponent faced in these wins. Through this study we find that John Higgins is the highest performing Snooker player of all time with Ronnie O'Sullivan appearing in second place. We demonstrate how this approach can be applied across a variety of temporal periods in each of which we may identify the strongest player in the corresponding era. This procedure is then compared with more classical ranking schemes. Furthermore, a visualization tool known as the rank-clock is introduced to the sport which allows for immediate analysis of the career trajectory of individual competitors. These results further demonstrate the use of network science in the quantification of success within the field of sport.

physics.soc-ph

The role of modularity in self-organisation dynamics in biological networks

Interconnected ensembles of biological entities are perhaps some of the most complex systems that modern science has encountered so far. In particular, scientists have concentrated on understanding how the complexity of the interacting structure between different neurons, proteins or species influences the functioning of their respective systems. It is well-established that many biological networks are constructed in a highly hierarchical way with two main properties: short average paths that join two apparently distant nodes (neuronal, species, or protein patches) and a high proportion of nodes in modular aggregations. Although several hypotheses have been proposed so far, still little is known about the relation of the modules with the dynamical activity in such biological systems. Here we show that network modularity is a key ingredient for the formation of self-organising patterns of functional activity, independently of the topological peculiarities of the structure of the modules. In particular, we propose a self-organising mechanism which explains the formation of macroscopic spatial patterns, which are homogeneous within modules. This may explain how spontaneous order in biological networks follows their modular structural organisation. We test our results on real-world networks to confirm the important role of modularity in creating macro-scale patterns.

nlin.PS