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Sergey V. Buldyrev

Publications and source records attributed to Sergey V. Buldyrev.

At least 37 records · Page 2Linked to original sources

Faster calculation of the percolation correlation length on spatial networks

The divergence of the correlation length $ξ$ at criticality is an important phenomenon of percolation in two-dimensional systems. Substantial speed-ups to the calculation of the percolation threshold and component distribution have been achieved by utilizing disjoint sets, but existing algorithms of this sort cannot measure the correlation length. Here, we utilize the parallel axis theorem to track the correlation length as nodes are added to the system, allowing us to utilize disjoint sets to measure $ξ$ for the entire percolation process with arbitrary precision in a single sweep. This algorithm enables direct measurement of the correlation length in lattices as well as spatial network topologies, and provides an important tool for understanding critical phenomena in spatial systems.

physics.soc-ph↗

Network Overload due to Massive Attacks

We study the cascading failure of networks due to overload, using the betweenness centrality of a node as the measure of its load following the Motter and Lai model. We study the fraction of survived nodes at the end of the cascade $p_f$ as function of the strength of the initial attack, measured by the fraction of nodes $p$, which survive the initial attack for different values of tolerance $α$ in random regular and Erdös-Renyi graphs. We find the existence of first order phase transition line $p_t(α)$ on a $p-α$ plane, such that if $p p_t$, $p_f$ is large and the giant component of the network is still present. Exactly at $p_t$ the function $p_f(p)$ undergoes a first order discontinuity. We find that the line $p_t(α)$ ends at critical point $(p_c,α_c)$ ,in which the cascading failures are replaced by a second order percolation transition. We analytically find the average betweenness of nodes with different degrees before and after the initial attack, investigate their roles in the cascading failures, and find a lower bound for $p_t(α)$. We also study the difference between a localized and random attacks.

physics.soc-ph↗

A study of cascading failures in real and synthetic power grid topologies using DC power flows

Using the linearized DC power flow model, we study cascading failures and their spatial and temporal properties in the US Western Interconnect (USWI) power grid. We also introduce the preferential Degree And Distance Attachment (DADA) model, with similar degree distributions, resistances, and currents to the USWI. We investigate the behavior of both grids resulting from the failure of a single line. We find that the DADA model and the USWI model react very similarly to that failure, and that their blackout characteristics resemble each other. In many cases, the failure of a single line can cause cascading failures, which impact the entire grid. We characterize the resilience of the grid by three parameters, the most important of which is tolerance $α$, which is the ratio of the maximal load a line can carry to its initial load. We characterize a blackout by its yield, which we define as the ratio of the final to the initial consumed currents. We find that if $α\leq2$, the probability of a large blackout occurring is very small. By contrast, in a broad range of $1 < α < 2$, the initial failure of a single line can result, with a high probability, in cascading failures leading to a massive blackout with final yield less than 80%. The yield has a bimodal distribution typical of a first-order transition, i.e., the failure of a randomly selected line leads either to an insignificant current reduction or to a major blackout. We find that there is a latent period in the development of major blackouts during which few lines are overloaded, and the yield remains high. The duration of this latent period is proportional to the tolerance. The existence of the latent period suggests that intervention during early time steps of a cascade can significantly reduce the risk of a major blackout.

physics.soc-ph↗

Interdependent Lattice Networks in High Dimensions

We study the mutual percolation of two interdependent lattice networks ranging from two to seven dimensions, denoted as $D$. We impose that the length of interdependent links connecting nodes in the two lattices be less than or equal to a certain value, $r$. For each value of $D$ and $r$, we find the mutual percolation threshold, $p_c[D,r]$ below which the system completely collapses through a cascade of failures following an initial destruction of a fraction $ (1-p)$ of the nodes in one of the lattices. We find that for each dimension, $D<6$, there is a value of $r=r_I>1$ such that for $r\geq r_I$ the cascading failures occur as a discontinuous first order transition, while for $r r_I$, and for $r>r_{max}$ the vulnerability starts to decrease as $r\to\infty$. However the decrease becomes less significant as $D$ increases and $p_c[D,r_{max}]-p_c[D,\infty]$ decreases exponentially with $D$. We also investigate the dependence of $p_c[D,r]$ on the system size as well as how the nature of the transition changes as the number of lattice sites, $N\to\infty$.

physics.soc-ph↗

Classical mechanics of economic networks

Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical mechanics and Laplacian determinism we develop a model that can predict the response of the financial network to a shock. We also propose a way of measuring the systemic importance of the banks, which we call BankRank. Using European Bank Authority 2011 stress test exposure data, we apply our model to the bipartite network connecting the largest institutional debt holders of the troubled European countries (Greece, Italy, Portugal, Spain, and Ireland). From simulating our model we can determine whether a network is in a "stable" state in which shocks do not cause major losses, or a "unstable" state in which devastating damages occur. Fitting the parameters of the model, which play the role of physical coupling constants, to Eurozone crisis data shows that before the Eurozone crisis the system was mostly in a "stable" regime, and that during the crisis it transitioned into an "unstable" regime. The numerical solutions produced by our model match closely the actual time-line of events of the crisis. We also find that, while the largest holders are usually more important, in the unstable regime smaller holders also exhibit systemic importance. Our model also proves useful for determining the vulnerability of banks and assets to shocks. This suggests that our model may be a useful tool for simulating the response dynamics of shared portfolio networks.

q-fin.RM↗

The Italian primary school-size distribution and the city-size: a complex nexus

We characterize the statistical law according to which Italian primary school-size distributes. We find that the school-size can be approximated by a log-normal distribution, with a fat lower tail that collects a large number of very small schools. The upper tail of the school-size distribution decreases exponentially and the growth rates are distributed with a Laplace PDF. These distributions are similar to those observed for firms and are consistent with a Bose-Einstein preferential attachment process. The body of the distribution features a bimodal shape suggesting some source of heterogeneity in the school organization that we uncover by an in-depth analysis of the relation between schools-size and city-size. We propose a novel cluster methodology and a new spatial interaction approach among schools which outline the variety of policies implemented in Italy. Different regional policies are also discussed shedding lights on the relation between policy and geographical features.

physics.soc-ph↗

Search for a liquid-liquid critical point in models of silica

Previous research has indicated the possible existence of a liquid-liquid critical point (LLCP) in models of silica at high pressure. To clarify this interesting question we run extended molecular dynamics simulations of two different silica models (WAC and BKS) and perform a detailed analysis of the liquid at temperatures much lower than those previously simulated. We find no LLCP in either model within the accessible temperature range, although it is closely approached in the case of the WAC potential near 4000 K and 5 GPa. Comparing our results with those obtained for other tetrahedral liquids, and relating the average Si-O-Si bond angle and liquid density at the model glass temperature to those of the ice-like beta-cristobalite structure, we conclude that the absence of a critical point can be attributed to insufficient "stiffness" in the bond angle. We hypothesize that a modification of the potential function to mildly favor larger average bond angles will generate a LLCP in a temperature range that is accessible to simulation. The tendency to crystallize in these models is extremely weak in the pressure range studied, although this tendency will undoubtedly increase with increasing stiffness.

cond-mat.soft↗

Inverse melting in a two-dimensional off-lattice model

We carry out computer simulations of a simple, two-dimensional off-lattice model that exhibits inverse melting. The monodisperse system comprises core-softened disks interacting through a repulsive square shoulder located inside an attractive square well. By systematically varying the potential parameters, we increase the pressure range over which the liquid freezes to a crystal upon isobaric heating. The effect is largely controlled by the extent of the shoulder. Despite occurring in two dimensions, the melting transition is first order and to a liquid, rather than to a hexatic or quasicrystal phase. We also provide comment on a commonly employed correlation function used to determine the degree of translational ordering in a system.

cond-mat.mtrl-sci↗

Cascading Failures in Networks with Proximate Dependent Nodes

We study the mutual percolation of a system composed of two interdependent random regular networks. We introduce a notion of distance to explore the effects of the proximity of interdependent nodes on the cascade of failures after an initial attack. We find a non-trivial relation between the nature of the transition through which the networks disintegrate and the parameters of the system, which are the degree of the nodes and the maximum distance between interdependent nodes. We explain this relation by solving the problem analytically for the relevant set of cases.

physics.soc-ph↗

Percolation of a general network of networks

Percolation theory is an approach to study vulnerability of a system. We develop analytical framework and analyze percolation properties of a network composed of interdependent networks (NetONet). Typically, percolation of a single network shows that the damage in the network due to a failure is a continuous function of the fraction of failed nodes. In sharp contrast, in NetONet, due to the cascading failures, the percolation transition may be discontinuous and even a single node failure may lead to abrupt collapse of the system. We demonstrate our general framework for a NetONet composed of $n$ classic Erdős-Rényi (ER) networks, where each network depends on the same number $m$ of other networks, i.e., a random regular network of interdependent ER networks. In contrast to a \emph{treelike} NetONet in which the size of the largest connected cluster (mutual component) depends on $n$, the loops in the RR NetONet cause the largest connected cluster to depend only on $m$. We also analyzed the extremely vulnerable feedback condition of coupling. In the case of ER networks, the NetONet only exhibits two phases, a second order phase transition and collapse, and there is no first phase transition regime unlike the no feedback condition. In the case of NetONet composed of RR networks, there exists a first order phase transition when $q$ is large and second order phase transition when $q$ is small. Our results can help in designing robust interdependent systems.

physics.soc-ph↗

Finite-size scaling investigation of the liquid-liquid critical point in ST2 water and its stability with respect to crystallization

The liquid-liquid critical point scenario of water hypothesizes the existence of two metastable liquid phases---low-density liquid (LDL) and high-density liquid (HDL)---deep within the supercooled region. The hypothesis originates from computer simulations of the ST2 water model, but the stability of the LDL phase with respect to the crystal is still being debated. We simulate supercooled ST2 water at constant pressure, constant temperature and constant number of molecules N for N<=729 and times up to 1000 ns. We observe clear differences between the two liquids, both structural and dynamical. Using several methods, including finite-size scaling, we confirm the presence of a liquid-liquid phase transition ending in a critical point. We find that the LDL is stable with respect to the crystal in 98% of our runs (we perform 372 runs for LDL or LDL-like states), and in 100% of our runs for the two largest system sizes (N=512 and 729, for which we perform 136 runs for LDL or LDL-like states). In all these runs tiny crystallites grow and then melt within 1000 ns. Only for N<=343 we observe six events (over 236 runs for LDL or LDL-like states) of spontaneous crystallization after crystallites reach an estimated critical size of about 70+/-10 molecules.

cond-mat.soft↗

Temperature and Length Scale Dependence of Solvophobic Solvation in a Single-site Water-like Liquid

The temperature and length scale dependence of solvation properties of spherical hard solvophobic solutes is investigated in the Jagla liquid, a simple liquid that consists of particles interacting via a spherically symmetric potential combining a hard core repulsion and a longer ranged soft core interaction, yet exhibits water-like anomalies. The results are compared with equivalent calculations for a model of a typical atomic liquid, the Lennard-Jones (LJ) potential, and with predictions for hydrophobic solvation in water using the cavity equation of state and the extended simple point charge (SPC/E) model. We find that the Jagla liquid captures the qualitative thermodynamic behavior of hydrophobic hydration as a function of temperature for both small and large length scale solutes. In particular, for both the Jagla liquid and water, we observe temperature-dependent enthalpy and entropy of solvation for all solute sizes as well as a negative solvation entropy for sufficiently small solutes at low temperature. The results suggest that, compared to a simple liquid, it is the presence of a second thermally accessible repulsive energy scale, acting to increasingly favor larger separations for decreasing temperature, that is the essential characteristic of a liquid that favors low-density, open structures and models hydrophobic hydration, and that it is the presence of this second energy scale that leads to the similarity in the behavior of water and the Jagla liquid. The implications of the temperature and length scale dependence of solvation free energies in water-like liquids are explored with a simple model for the aggregation of solvophobic solutes. We show how aggregate stability depends upon the size of the aggregate and the size of its constituent solutes, and we relate this dependence to cold-induced destabilization phenomena such as the cold-induced denaturation of proteins.

cond-mat.soft↗

The robustness of interdependent clustered networks

It was recently found that cascading failures can cause the abrupt breakdown of a system of interdependent networks. Using the percolation method developed for single clustered networks by Newman [Phys. Rev. Lett. {\bf 103}, 058701 (2009)], we develop an analytical method for studying how clustering within the networks of a system of interdependent networks affects the system's robustness. We find that clustering significantly increases the vulnerability of the system, which is represented by the increased value of the percolation threshold $p_c$ in interdependent networks.

physics.soc-ph↗

Nanoparticle Confinement in Anomalous Liquids

We investigate using molecular dynamics the effect of the structure of nanoconfinement for liquids with water-like anomalies and liquid-liquid phase transition (LLPT). We find that if the confinement is in an ordered matrix of nanoparticles (NPs) the anomalies are preserved, although the LLPT shifts to lower temperatures, higher pressures and higher densities with respect to bulk. On the contrary, if the NPs matrix is disordered, we find a drastically different phase diagram: the LLPT occurs only in a reduced interval of densities and the anomalies are washed out. To understand this effect we calculate the changes in the system at the microscopic level. In all the different confinements considered here we observe a dramatic increase of density of liquid near the confining NPs. In the disordered case the confinement induces larger heterogeneity in the local density, responsible for the weakening of the LLPT and the disappearance of anomalies.

cond-mat.stat-mech↗

The extreme vulnerability of interdependent spatially embedded networks

Recent studies show that in interdependent networks a very small failure in one network may lead to catastrophic consequences. Above a critical fraction of interdependent nodes, even a single node failure can invoke cascading failures that may abruptly fragment the system, while below this "critical dependency" (CD) a failure of few nodes leads only to small damage to the system. So far, the research has been focused on interdependent random networks without space limitations. However, many real systems, such as power grids and the Internet, are not random but are spatially embedded. Here we analytically and numerically analyze the stability of systems consisting of interdependent spatially embedded networks modeled as lattice networks. Surprisingly, we find that in lattice systems, in contrast to non-embedded systems, there is no CD and \textit{any} small fraction of interdependent nodes leads to an abrupt collapse. We show that this extreme vulnerability of very weakly coupled lattices is a consequence of the critical exponent describing the percolation transition of a single lattice. Our results are important for understanding the vulnerabilities and for designing robust interdependent spatial embedded networks.

physics.data-an↗

Cascading Failures in Interdependent Lattice Networks: The Critical Role of the Length of Dependency Links

We study the cascading failures in a system composed of two interdependent square lattice networks A and B placed on the same Cartesian plane, where each node in network A depends on a node in network B randomly chosen within a certain distance $r$ from the corresponding node in network A and vice versa. Our results suggest that percolation for small $r$ below $r_{\rm max}\approx 8$ (lattice units) is a second-order transition, and for larger $r$ is a first-order transition. For $r<r_{\rm max}$, the critical threshold increases linearly with $r$ from 0.593 at $r=0$ and reaches a maximum, 0.738 for $r=r_{\rm max}$ and then gradually decreases to 0.683 for $r=\infty$. Our analytical considerations are in good agreement with simulations. Our study suggests that interdependent infrastructures embedded in Euclidean space become most vulnerable when the distance between interdependent nodes is in the intermediate range, which is much smaller than the size of the system.

physics.data-an↗

Communication activity in a social network: relation between long-term correlations and inter-event clustering

The timing patterns of human communication in social networks is not random. On the contrary, communication is dominated by emergent statistical laws such as non-trivial correlations and clustering. Recently, we found long-term correlations in the user's activity in social communities. Here, we extend this work to study collective behavior of the whole community. The goal is to understand the origin of clustering and long-term persistence. At the individual level, we find that the correlations in activity are a byproduct of the clustering expressed in the power-law distribution of inter-event times of single users. On the contrary, the activity of the whole community presents long-term correlations that are a true emergent property of the system, i.e. they are not related to the distribution of inter-event times. This result suggests the existence of collective behavior, possible arising from nontrivial communication patterns through the embedding social network.

physics.soc-ph↗

Physics of the Jagla Model as the Liquid-Liquid Coexistence Line Approaches Horizontal

The slope of the coexistence line of the liquid-liquid phase transition (LLPT) can be positive, negative, or zero. All three possibilities have been found in Monte-Carlo simulations of a modified spherically symmetric two-scale Jagla model. Since the liquid-liquid critical point (LLCP) frequently lies in a region of the phase diagram that is difficult to access experimentally, it is of great interest to study critical phenomena in the supercritical region. We therefore study the properties of the Widom line, which is defined in the one-phase region above the critical point as the locus of maximum correlation length as function of the ordering field at constant thermal field. Asymptotically close to the critical point, the Widom line coincides with the loci of the response function extrema, because all response functions can be asymptotically expressed as functions of the diverging correlation length. We find that the method of identifying the Widom line as the loci of heat capacity maxima becomes unfruitful when the slope of the coexistence line approaches zero in the $T$-$P$ plane. In this case the specific heat displays no maximum in the one-phase region because for a horizontal phase coexistence line, according to the Clapeyron equation, the enthalpy difference between the coexisting phases is zero, and thus there can be no contribution to enthalpy fluctuations from the critical fluctuations. The extension of the coexistence line beyond the critical point into the one-phase region must in this case be performed using density fluctuations; the line of compressibility maxima remains well defined, though it bifurcates into a symmetrical pair of lines. These findings agree well with the linear scaling theory of the LLCP by Anisimov and collaborators.

cond-mat.stat-mech↗