arXiv subjects

Tim Rogers

Publications and source records attributed to Tim Rogers.

At least 55 records · Page 3Linked to original sources

arXiv2016

Network Inoculation: Heteroclinics and phase transitions in an epidemic model

In epidemiological modelling, dynamics on networks, and in particular adaptive and heterogeneous networks have recently received much interest. Here we present a detailed analysis of a previously proposed model that combines heterogeneity in the individuals with adaptive rewiring of the network structure in response to a disease. We show that in this model qualitative changes in the dynamics occur in two phase transitions. In a macroscopic description one of these corresponds to a local bifurcation whereas the other one corresponds to a non-local heteroclinic bifurcation. This model thus provides a rare example of a system where a phase transition is caused by a non-local bifurcation, while both micro- and macro-level dynamics are accessible to mathematical analysis. The bifurcation points mark the onset of a behaviour that we call network inoculation. In the respective parameter region exposure of the system to a pathogen will lead to an outbreak that collapses, but leaves the network in a configuration where the disease cannot reinvade, despite every agent returning to the susceptible class. We argue that this behaviour and the associated phase transitions can be expected to occur in a wide class of models of sufficient complexity.

physics.soc-ph↗

arXiv2016

Scale-invariant geometric random graphs

We introduce and analyze a class of growing geometric random graphs that are invariant under rescaling of space and time. Directed connections between nodes are drawn according to influence zones that depend on node position in space and time, mimicking the heterogeneity and increased specialization found in growing networks. Through calculations and numerical simulations we explore the consequences of scale-invariance for geometric random graphs generated this way. Our analysis reveals a dichotomy between scale-free and Poisson distributions of in- and out-degree, the existence of a random number of hub nodes, high clustering, and unusual percolation behaviour. These properties are similar to those of empirically observed web graphs.

physics.soc-ph↗

arXiv2015

From empirical data to continuous Markov processes: a systematic approach

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption that only time-homogeneous generators exist. Here, a systematic extension to time-inhomogeneity is presented, based in new mathematical propositions incorporating necessary and sufficient conditions, which are then implemented computationally and applied to numerical data. A discussion concerning the bridging between rigorous mathematical results on the existence of generators to its computational implementation. Our detection algorithm shows to be effective in more than $80\%$ of tested matrices, typically $90\%$ to $95\%$, and for those an estimate of the (non-homogeneous) generator matrix follows. We also solve the embedding problem analytically for the particular case of three-dimensional circulant matrices. Finally, a discussion of possible applications of our framework to problems in different fields is briefly addressed.

physics.data-an↗

arXiv2015

Modes of competition and the fitness of evolved populations

Competition between individuals drives the evolution of whole species. Although the fittest individuals survive the longest and produce the most offspring, in some circumstances the resulting species may not be optimally fit. Here, using theoretical analysis and stochastic simulations of a simple model ecology, we show how the mode of competition can profoundly affect the fitness of evolved species. When individuals compete directly with one another, the adaptive dynamics framework provides accurate predictions for the number and distribution of species, which occupy positions of maximal fitness. By contrast, if competition is mediated by the consumption of a common resource then demographic noise leads to the stabilization of species with near minimal fitness.

q-bio.PE↗

arXiv2015

Assessing node risk and vulnerability in epidemics on networks

Which nodes are most vulnerable to an epidemic spreading through a network, and which carry the highest risk of causing a major outbreak if they are the source of the infection? Here we show how these questions can be answered to good approximation using the cavity method. Several curious properties of node vulnerability and risk are explored: some nodes are more vulnerable than others to weaker infections, yet less vulnerable to stronger ones; a node is always more likely to be caught in an outbreak than it is to start one, except when the disease has a deterministic lifetime; the rank order of node risk depends on the details of the distribution of infectious periods.

physics.soc-ph↗

arXiv2014

Are credit ratings time-homogeneous and Markov?

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence of a homogeneous generator and Markovianity - is not always guaranteed. Our analysis is based on a comparison between empirical transition matrices aggregated over fixed time windows and candidate transition matrices generated from measurements taken over shorter periods. Ratings are widely used in credit risk, and are a key element in risk assessment; our results provide a tool for quantifying confidence in predictions extrapolated from these time series.

q-fin.RM↗

arXiv2014

Growth-induced breaking and unbreaking of ergodicity in fully-connected spin systems

Two canonical models of statistical mechanics, the fully-connected voter and Glauber-Ising models, are modified to incorporate growth via the addition or replication of spins. The resulting behaviour is examined in a regime where the timescale of expansion cannot be separated from that of the internal dynamics. Depending on the model specification, growth radically alters the long-time dynamical behaviour by breaking or unbreaking ergodicity.

cond-mat.stat-mech↗

arXiv2013

Consensus time and conformity in the adaptive voter model

The adaptive voter model is a paradigmatic model in the study of opinion formation. Here we propose an extension for this model, in which conflicts are resolved by obtaining another opinion, and analytically study the time required for consensus to emerge. Our results shed light on the rich phenomenology of both the original and extended adaptive voter models, including a dynamical phase transition in the scaling behavior of the mean time to consensus.

physics.soc-ph↗

arXiv2013

Stochastic dynamics on slow manifolds

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable simplification. In this article we demonstrate how the same basic methodology may also be applied to stochastic dynamical systems, by examining the behaviour of trajectories conditioned on the event that they do not depart the slow manifold. We apply the method to two models: one from ecology and one from epidemiology, achieving a reduction in model dimension and illustrating the high quality of the analytical approximations.

cond-mat.stat-mech↗

arXiv2012

Stochastic pattern formation and spontaneous polarisation: the linear noise approximation and beyond

We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics which generalise the more familiar macroscopic equations. We apply this formalism to the analysis of two specific noise-induced phenomena observed in biologically-inspired models. In the first example, we show how the stochastic amplification of a Turing instability gives rise to spatial and temporal patterns which may be understood within the linear noise approximation. The second example concerns the spontaneous emergence of cell polarity, where we make analytic progress by exploiting a separation of time-scales.

q-bio.PE↗

arXiv2012

Spontaneous genetic clustering in populations of competing organisms

We introduce and analyse an individual-based evolutionary model, in which a population of genetically diverse organisms compete with each other for limited resources. Through theoretical analysis and stochastic simulations, we show that the model exhibits a pattern-forming instability which is highly amplified by the effects of demographic noise, leading to the spontaneous formation of genotypic clusters. This mechanism supports the thesis that stochasticity has a central role in the formation and coherence of species.

q-bio.PE↗

arXiv2012

Stochastic oscillations of adaptive networks: application to epidemic modelling

Adaptive-network models are typically studied using deterministic differential equations which approximately describe their dynamics. In simulations, however, the discrete nature of the network gives rise to intrinsic noise which can radically alter the system's behaviour. In this article we develop a method to predict the effects of stochasticity in adaptive networks by making use of a pair-based proxy model. The technique is developed in the context of an epidemiological model of a disease spreading over an adaptive network of infectious contact. Our analysis reveals that in this model the structure of the network exhibits stochastic oscillations in response to fluctuations in the disease dynamic.

cond-mat.stat-mech↗

arXiv2012

Voter models with conserved dynamics

We propose a modified voter model with locally conserved magnetization and investigate its phase ordering dynamics in two dimensions in numerical simulations. Imposing a local constraint on the dynamics has the surprising effect of speeding up the phase ordering process. The system is shown to exhibit a scaling regime characterized by algebraic domain growth, at odds with the logarithmic coarsening of the standard voter model. A phenomenological approach based on cluster diffusion and similar to Smoluchowski ripening correctly predicts the observed scaling regime. Our analysis exposes unexpected complexity in the phase ordering dynamics without thermodynamic potential.

cond-mat.stat-mech↗

arXiv2012

Noise-induced metastability in biochemical networks

Intra-cellular biochemical reactions exhibit a rich dynamical phenomenology which cannot be explained within the framework of mean-field rate equations and additive noise. Here, we show that the presence of metastable states and radically different timescales are general features of a broad class of autocatalyic reaction networks, and moreover, that this fact may be exploited to gain analytical results. The latter point is demonstrated by a treatment of the paradigmatic Togashi-Kaneko reaction, which has resisted theoretical analysis for the last decade.

cond-mat.stat-mech↗

arXiv2012

Demographic noise can lead to the spontaneous formation of species

When a collection of phenotypically diverse organisms compete with each other for limited resources, with competition being strongest amongst the most similar, the population can evolve into tightly localised clusters. This process can be thought of as a simple model of the emergence of species. Past studies have neglected the effects of demographic noise and studied the population on a macroscopic scale, where species formation is found to depend upon the shape of the curve describing the decline of competition strength with phenotypic distance. In the following, we will show how including the effects of demographic noise leads to a radically different conclusion. Two situations are identified: a weak-noise regime in which the population exhibits patterns of fluctuation around the macroscopic description, and a strong-noise regime where species appear spontaneously even in the case that all organisms have equal fitness.

q-bio.PE↗

arXiv2012

Jamming and pattern formation in models of segregation

We investigate the Schelling model of social segregation, formulated as an intrinsically non-equilibrium system, in which the agents occupy districts (or patches) rather than sites on a grid. We show that this allows the equations governing the dynamical behaviour of the model to be derived. Analysis of these equations reveals a jamming transition in the regime of low-vacancy density, and inclusion of a spatial dimension in the model leads to a pattern forming instability. Both of these phenomena exhibit unusual characteristics which may be studied through our approach.

cond-mat.stat-mech↗

arXiv2011

A unified framework for Schelling's model of segregation

Schelling's model of segregation is one of the first and most influential models in the field of social simulation. There are many variations of the model which have been proposed and simulated over the last forty years, though the present state of the literature on the subject is somewhat fragmented and lacking comprehensive analytical treatments. In this article a unified mathematical framework for Schelling's model and its many variants is developed. This methodology is useful in two regards: firstly, it provides a tool with which to understand the differences observed between models; secondly, phenomena which appear in several model variations may be understood in more depth through analytic studies of simpler versions.

physics.soc-ph↗

arXiv2011

Maximum-entropy moment-closure for stochastic systems on networks

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower dimensional distributions. Whilst undoubtedly useful, several such methods suffer from issues of non-uniqueness and inconsistency. These problems are solved by an approach based on the maximisation of entropy, which is motivated, derived and implemented in this article. A series of numerical experiments are also presented, detailing the application of the method to the Susceptible-Infective-Recovered model of epidemics, as well as cautionary examples showing the sensitivity of moment-closure techniques in general.

physics.data-an↗