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DYNAMICAL PROCESSES ON
COMPLEX NETWORKS
The availability of large data sets has allowed researchers to uncover complex
properties such as large-scale fluctuations and heterogeneities in many networks,
leading to the breakdown of standard theoretical frameworks and models. Until
recently these systems were considered as haphazard sets of points and connec-
tions. Recent advances have generated a vigorous research effort in understanding
the effect of complex connectivity patterns on dynamical phenomena. This book
presents a comprehensive account of these effects.
A vast number of systems, from the brain to ecosystems, power grids and the
Internet, can be represented as large complex networks. This book will interest
graduate students and researchers in many disciplines, from physics and statis-
tical mechanics, to mathematical biology and information science. Its modular
approach allows readers to readily access the sections of most interest to them,
and complicated maths is avoided so the text can be easily followed by non-experts
in the subject.
ALAIN BARRAT
Laboratoire de Physique Théorique, Université de Paris-Sud, France
Centre National de la Recherche Scientifique, France
Complex Networks Lagrange Laboratory, ISI Foundation, Italy
M A R C B A R T H É L E M Y
Commissariat à l’Energie Atomique – Département de Physique
Théorique et Appliquée, France
ALESSANDRO VESPIGNANI
School of Informatics, Department of Physics and Biocomplexity Institute,
Indiana University, USA
Complex Networks Lagrange Laboratory, ISI Foundation, Italy
Centre National de la Recherche Scientifique, France
CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo
www.cambridge.org
Information on this title: www.cambridge.org/9780521879507
© A. Barrat, M. Barthelemy and A. Vespignani 2008
Preface page xi
Acknowledgements xv
List of abbreviations xvii
1 Preliminaries: networks and graphs 1
1.1 What is a network? 1
1.2 Basic concepts in graph theory 2
1.3 Statistical characterization of networks 11
1.4 Weighted networks 19
2 Networks and complexity 24
2.1 Real-world systems 24
2.2 Network classes 34
2.3 The complicated and the complex 47
3 Network models 50
3.1 Randomness and network models 50
3.2 Exponential random graphs 58
3.3 Evolving networks and the non-equilibrium approach 60
3.4 Modeling higher order statistics and other attributes 72
3.5 Modeling frameworks and model validation 74
4 Introduction to dynamical processes: theory and simulation 77
4.1 A microscopic approach to dynamical phenomena 77
4.2 Equilibrium and non-equilibrium systems 79
4.3 Approximate solutions of the Master Equation 82
4.4 Agent-based modeling and numerical simulations 85
5 Phase transitions on complex networks 92
5.1 Phase transitions and the Ising model 92
5.2 Equilibrium statistical physics of critical phenomena 96
5.3 The Ising model in complex networks 101
vii
viii Contents
In the past few years, the study of large networked systems has received a boost
from the ever-increasing availability of large data sets and computer power for their
storage and manipulation. In particular, mapping projects of the World Wide Web
and the physical Internet offered the first chance to study the topology of large
complex networks. Gradually, other maps followed describing many networks of
practical interest in social science, critical infrastructures, and biology. Indeed,
large complex networks arise in a vast number of natural and artificial systems.
The brain consists of many interconnected neurons; ecosystems consist of species
whose interdependency can be mapped into intricate food webs. Social systems
may be represented by graphs describing various interactions among individuals.
Large networked infrastructures such as power grids and transportation networks
are critical to our modern society. Finally, the living cell is not an exception, its
organization and function being the outcome of a complex web of interactions
among genes, proteins, and other molecules. In the search for the underlying laws
governing the dynamics and evolution of these complex systems, researchers have
started the systematic analysis and characterization of their network representa-
tions. A central result of these activities is that large-scale networks are generally
characterized by complex topologies and very heterogeneous structures. These
features usually find their signature in connectivity patterns statistically charac-
terized by heavy tails and large fluctuations, scale-free properties, and non-trivial
correlations such as high clustering and hierarchical ordering.
The large size and dynamic nature of complex networks has attracted the atten-
tion of the statistical physics community. In this context the statistical physics
approach has been exploited as a very convenient strategy because of its deep con-
nection with statistical graph theory and the possibility of characterizing emergent
macroscopic phenomena in terms of the dynamical evolution of the basic elements
of the system. In addition, the large scale analysis of networks appearing in very
xi
xii Preface
different fields has provided evidence for the sharing of several asymptotic proper-
ties and raised the issue of the supposed emergence in complex networks of general
and common organizing principles that go beyond the particulars of the individual
system, and are thus amenable to general modeling principles.
The advances in understanding large complex networks have generated
increased attention towards the potential implications of their structure for the
most important questions concerning the various physical and dynamical processes
occurring on top of them. Questions of how pathogens spread in population net-
works, how blackouts can spread on a nationwide scale, or how efficiently we can
search and retrieve data on large information structures are all related to spreading
and diffusion phenomena. The resilience and robustness of large infrastructures
can be studied by percolation models in which we progressively damage the net-
work. Social behavior may be often modeled through simple dynamical processes
and agent-based models. Since the early studies of percolation and spreading pro-
cesses in complex networks, a theoretical picture has emerged in which many of
the standard results were radically altered by the topological fluctuations and the
complex features observed in most real-world networks. Indeed, complex prop-
erties often imply a virtual infinite heterogeneity of the system and large scale
fluctuations extending over several orders of magnitude, generally corresponding
to the breakdown of standard theoretical frameworks and models. Therefore, while
the definitions of the basic models are expected to remain unchanged, the scien-
tific community has become aware of the need to investigate systematically the
impact of the various network characteristics on the basic features of equilibrium
and non-equilibrium dynamical processes.
The study of models unfolding on complex networks has generated results of
conceptual and practical relevance. The resilience of networks, their vulnerability
to attacks, and their synchronization properties are all strongly affected by topolog-
ical heterogeneities. Consensus formation, disease spreading, and our accessibility
to information can benefit from or be impaired by the connectivity pattern of the
population or infrastructure we are looking at. Noticeably, all these results have
been obtained in different contexts and have relevance across several disciplines
including physics, biology, and computer and information science. The purpose of
this book is to provide a unified presentation of these results and their impact on
our understanding of a wide range of networked systems.
While several techniques and methods have been used in the field, the mas-
sive size and heterogeneity of the systems have favored the use of techniques akin
to the analysis of non-linear, equilibrium, and non-equilibrium physical systems.
As previously mentioned, the statistical physics approach has indeed revealed its
convenience and has proven very useful in this context, particularly regarding its
ability to shed light on the link between the microscopic dynamical evolution of
Preface xiii
the basic elements of the system and the emergence of macroscopic phenomena.
For this reason we will follow this approach and structure the book according to the
general framework provided by statistical physics. In doing this, however, we will
make a special effort in defining for each phenomenon or system under study the
appropriate language used in the field and offer to the reader a mapping between
languages and techniques used in the different disciplines.
For the sake of clarity and readability we have used a modular approach to the
material that allows the reader interested in just one phenomenon to refer directly
to the corresponding specific chapter. The basic definitions and methods used
throughout the book are introduced in the first four chapters that set the stage for
the remaining chapters, each one clearly self-contained and addressing a specific
class of processes. The material is ordered in a path that goes from equilibrium
to non-equilibrium phenomena, in accordance with the general framework of sta-
tistical physics and in terms of the homogeneity of the techniques used in each
context.
More precisely, we start in Chapter 1 by defining the basics of graph theory
and some tools for the statistical characterization and classification of large net-
works. These tools are used in Chapter 2, where we discuss the complex features
which characterize a large number of real-world networks. Chapter 3 is devoted to
a brief presentation of the various network modeling techniques and the general
approaches used for their analysis. Approximations and computational techniques
are discussed as well. Chapter 4 provides an introduction to the basic theoretical
concepts and tools needed for the analysis of dynamical processes taking place on
networks. All these introductory chapters will allow researchers not familiar with
mathematical and computational modeling to get acquainted with the approaches
and techniques used in the book.
In Chapter 5, we report the analysis of equilibrium processes and we review the
behaviors of basic equilibrium physical models such as the Ising model in com-
plex networks. Chapter 6 addresses the analysis of damage and attack processes
in complex networks by mapping those processes into percolation phase transi-
tions. Chapter 7 is devoted to synchronization in coupled systems with complex
connectivity patterns. This is a transition chapter in that some of the phenomena
analyzed and their respective models can be considered in the equilibrium pro-
cesses domains while others fall into the non-equilibrium class. The following four
chapters of the book are devoted to non-equilibrium processes. One chapter con-
siders search, navigation, and exploration processes of complex networks; the three
other chapters concern epidemic spreading, the emergence of social behavior, and
traffic avalanche and congestion, respectively. These chapters, therefore, are con-
sidering far from equilibrium systems with absorbing states and driven-dissipative
xiv Preface
There are many people we must thank for their help in the preparation and com-
pletion of this book. First of all, we wish to thank all the colleagues who helped us
shape our view and knowledge of complex networks through invaluable scientific
collaborations: J. I. Alvarez-Hamelin, F. P. Alvarez, L. A. N. Amaral, D. Balcan, A.
Baronchelli, M. Boguñá, K. Börner, G. Caldarelli, C. Caretta Cartozo, C. Castel-
lano, F. Cecconi, A. Chessa, E. Chow, V. Colizza, P. Crépey, A. De Montis, L.
Dall’Asta, T. Eliassi-Rad, A. Flammini, S. Fortunato, F. Gargiulo, D. Garlaschelli,
A. Gautreau, B. Gondran, E. Guichard, S. Havlin, H. Hu, C. Herrmann, W. Ke, E.
Kolaczyk, B. Kozma, M. Leone, V. Loreto, F. Menczer, Y. Moreno, M. Nekovee,
A. Maritan, M. Marsili, A. Maguitman, M. Meiss, S. Mossa, S. Myers, C. Nardini,
M. Nekovee, D. Parisi, R. Pastor-Satorras, R. Percacci, P. Provero, F. Radicchi, J.
Ramasco, C. Ricotta, A. Scala, M. Angeles Serrano, H. E. Stanley, A.-J. Valleron,
A. Vàzquez, M. Vergassola, F. Viger, D. Vilone, M. Weigt, R. Zecchina, and C.-H.
Zhang.
We also acknowledge with pleasure the many discussions with, encouragements,
and useful criticisms from: R. Albert, E. Almaas, L. Adamic, A. Arenas, A. L.
Barabási, J. Banavar, C. Cattuto, kc claffy, P. De Los Rios, S. Dorogovtsev, A.
Erzan, R. Goldstone, S. Havlin, C. Hidalgo, D. Krioukov, H. Orland, N. Mar-
tinez, R. May, J. F. Mendes, A. Motter, M. Mungan, M. Newman, A. Pagnani,
T. Petermann, D. Rittel, L. Rocha, G. Schehr, S. Schnell, O. Sporns, E. Trizac, Z.
Toroczkai, S. Wasserman, F. van Wijland, W. Willinger, L. Yaeger, and S. Zapperi.
Special thanks go to E. Almaas, C. Castellano, V. Colizza, J. Dunne, S. Fortu-
nato, H. Jeong, Y. Moreno, N. Martinez, M. E. J. Newman, M. Angeles Serrano,
and O. Sporns for their kind help in retrieving data and adapting figures from
their work. A. Baronchelli, C. Castellano, L. Dall’Asta, A. Flammini, S. Fortu-
nato, and R. Pastor-Satorras reviewed earlier versions of this book and made many
suggestions for improvement. B. Hook deserves a special acknowledgement for
xv
xvi Acknowledgements
proofreading and editing the first version of the manuscript. Simon Capelin and
his outstanding editorial staff at Cambridge University Press were a source of
continuous encouragement and help and greatly contributed to make the writing
of this book a truly exciting and enjoyable experience. We also thank all those
institutions that helped in making this book a reality. The Centre National de la
Recherche Scientifique, the Laboratoire de Physique Théorique at the University
of Paris-Sud, the Commissariat à l’Energie Atomique, the School of Informatics
at Indiana University, and the Institute for Scientific Interchange in Turin have
provided us with great environments and the necessary resources to complete this
work. We also acknowledge the generous funding support at various stages of our
research by the following awards: NSF-IIS0513650, EC-001907 Delis, and CRT-
foundation Lagrange laboratory. Finally, A.B. thanks the SNCF for providing fast
trains between Paris, Dijon, and Turin which are not always late, M.B. expresses his
gratitude to the Cannibale Café which is probably the best coffee-office in Paris,
and A.V. thanks Continental Airlines for having power plug-ins in all classes of
reservations.
Abbreviations
AS Autonomous System
BA Barabási–Albert
BGP Border Gateway Protocol
CAIDA Cooperative Association for Internet Data Analysis
CPU central processing unit
ER Erdős–Rényi
IATA International Air Transport Association
DIMES Distributed Internet Measurements and Simulations
GIN giant in-component
GOUT giant out-component
GSCC giant strongly connected component
GWCC giant weakly connected component
HOT Heuristically Optimized Trade-off
ICT Information and communication technology
LAN Local Area Network
ME master equation
MF mean-field
P2P peer-to-peer
SCN scientific collaboration network
SI Susceptible-Infected model
SIR Susceptible-Infected-Removed model
SIS Susceptible-Infected-Susceptible model
TTL time-to-live
WAN worldwide airport network
WS Watts–Strogatz
WWW World Wide Web
xvii
1
Preliminaries: networks and graphs
In this chapter we introduce the reader to the basic definitions of network and graph
theory. We define metrics such as the shortest path length, the clustering coefficient,
and the degree distribution, which provide a basic characterization of network sys-
tems. The large size of many networks makes statistical analysis the proper tool for
a useful mathematical characterization of these systems. We therefore describe the
many statistical quantities characterizing the structural and hierarchical ordering
of networks including multipoint degree correlation functions, clustering spec-
trum, and several other local and non-local quantities, hierarchical measures and
weighted properties.
This chapter will give the reader a crash course on the basic notions of net-
work analysis which are prerequisites for understanding later chapters of the book.
Needless to say the expert reader can freely skip this chapter and use it later as a
reference if needed.
1
2 Preliminaries: networks and graphs
is found in mathematical graph theory. On the other hand, the study of very large
networks has spurred the definitions of new metrics and statistical observables
specifically aimed at the study of large-scale systems. In the following we pro-
vide an introduction to the basic notions and notations used in network theory and
set the cross-disciplinary language that will be used throughout this book.
N = E +1 and that the deletion of any edge will break a tree into two disconnected
trees.
A directed graph D, or digraph, is defined by a non-empty countable set of ver-
tices V and a set of ordered pairs of different vertices E that are called directed
edges. In a graphical representation, the directed nature of the edges is depicted
by means of an arrow, indicating the direction of each edge. The main difference
between directed and undirected graphs is represented in Figure 1.1. In an undi-
rected graph the presence of an edge between vertices i and j connects the vertices
in both directions. On the other hand, the presence of an edge from i and j in a
directed graph does not necessarily imply the presence of the reverse edge between
j and i. This fact has important consequences for the connectedness of a directed
graph, as will be discussed in more detail in Section 1.2.2.
From a mathematical point of view, it is convenient to define a graph by means
of the adjacency matrix X = {xi j }. This is a N × N matrix defined such that
1 if (i, j) ∈ E
xi j = . (1.1)
0 if (i, j) ∈
/E
Directed 0 0
0 1 2 3 0 1 2
graphs 1 2 1 2
0 0 1 0 1 0 0 1 0
1 0 0 0 0 1 0 0 0
2 0 1 0 0 2 0 1 0
3 0 1 1 0 3
sparseness, but we will adopt the convention that when the number of edges scales
as E ∼ N α with α < 2, the graph is said to be sparse. In the case where E ∼ N 2 ,
the corresponding graph is called dense. By defining the connectance or density of
a graph as the number of existing edges divided by the maximal possible number
of edges D = E/[N (N − 1)/2], a graph is then sparse if D 1. This feature
implies, in the case of large graphs, that the adjacency matrix is mostly defined by
zero elements and its complete representation, while costly, does not contain much
relevant information. With large graphs, it is customary to represent the graph in
the compact form defined by the adjacency lists (i, v ∈ V(i)), where the set of all
neighbors of a fixed vertex i is called the neighborhood (set) of i and is denoted by
V(i). The manipulation of these lists is obviously very convenient in computational
applications because they efficiently store large sparse networks.
In many cases, we are also interested in subsets of a graph. A graph G = (V , E )
is said to be a subgraph of the graph G = (V, E) if all the vertices in V belong to V
and all the edges in E belong to E, i.e. E ⊂ E and V ⊂ V. A clique is a complete
n-subgraph of size n < N . In Figure 1.1 we provide the graphical and adjacency
matrix representations of subgraphs in the undirected and directed cases. The abun-
dance of given types of subgraphs and their properties are extremely relevant in the
characterization of real networks.1 Small, statistically significant, coherent sub-
graphs, called motifs, that contribute to the set-up of networks have been identified
as relevant building blocks of network architecture and evolution (see Milo et al.
[2002] and Chapter 12).
The characterization of local structures is also related to the identification of
communities. Loosely speaking, communities are identified by subgraphs where
nodes are highly interconnected among themselves and poorly connected with
nodes outside the subgraph. In this way, different communities can be traced back
with respect to varying levels of cohesiveness. In directed networks, edge direc-
tionality introduces the possibility of different types of local structures. A possible
mathematical way to account for these local cohesive groups consists in examin-
ing the number of bipartite cliques present in the graph. A bipartite clique K n,m
identifies a group of n nodes, all of which have a direct edge to the same m
1 Various approaches exist to determine the structural equivalence, the automorphic equivalence, or the regular
equivalence of subnetworks, and measures for structural similarity comprise correlation coefficients, Euclidean
distances, rates of exact matches, etc.
1.2 Basic concepts in graph theory 5
nodes. The presence of subgraphs and communities raises the issue of modularity
in networks. Modularity in a network is determined by the existence of specific sub-
graphs, called modules (or communities). Clustering techniques can be employed
to determine major clusters. They comprise non-hierarchical methods (e.g., sin-
gle pass methods or reallocation methods), hierarchical methods (e.g., single-link,
complete-link, average-link, centroid-link, Ward), and linkage based methods (we
refer the interested reader to the books of Mirkin (1996) and Banks et al. (2004)
for detailed expositions of clustering methods). Non-hierarchical and hierarchical
clustering methods typically work on attribute value information. For example, the
similarity of social actors might be judged based on their hobbies, ages, etc. Non-
hierarchical clustering typically starts with information on the number of clusters
that a data set is expected to have and sorts the data items into clusters such that an
optimality criterion is satisfied. Hierarchical clustering algorithms create a hierar-
chy of clusters grouping similar data items. Connectivity-based approaches exploit
the topological information of a network to identify dense subgraphs. They com-
prise measures such as betweenness centrality of nodes and edges (Girvan and
Newman, 2002; Newman, 2006), superparamagnetic clustering (Blatt, Wiseman
and Domany, 1996; Domany, 1999), hubs and bridging edges (Jungnickel, 2004),
and others. Recently, a series of sophisticated overlapping and non-overlapping
clustering methods has been developed, aiming to uncover the modular structure
of real networks (Reichardt and Bornholdt, 2004; Palla et al., 2005).
Tendril
Tendril
Tube Tendril
component (GSCC), in which there is a directed path joining any pair of nodes;
(2) the giant in-component (GIN), formed by the nodes from which it is possible to
reach the GSCC by means of a directed path; (3) the giant out-component (GOUT),
formed by the nodes that can be reached from the GSCC by means of a directed
path; and (4) the tendrils containing nodes that cannot reach or be reached by the
GSCC (among them, the tubes that connect the GIN and GOUT), which form the
rest of the GWCC.
The concept of “path” lies at the basis of the definition of distance among ver-
tices. Indeed, while graphs usually lack a metric, the natural distance measure
between two vertices i and j is defined as the number of edges traversed by the
shortest connecting path (see Figure 1.3). This distance, equivalent to the chemi-
cal distance usually considered in percolation theory (Bunde and Havlin, 1991), is
called the shortest path length and denoted as i j . When two vertices belong to two
disconnected components of the graph, we define i j = ∞. While it is a symmet-
ric quantity for undirected graphs, the shortest path length i j does not coincide in
general with ji for directed graphs.
A 2 B
3
Fig. 1.3. Basic metrics characterizing a vertex i in the network. A, The degree
k quantifies the vertex connectivity. B, The shortest path length identifies the
minimum connecting path (dashed line) between two different vertices. C, The
clustering coefficient provides a measure of the interconnectivity in the vertex’s
neighborhood. As an example, the central vertex in the figure has a cluster-
ing coefficient C = 1 if all its neighbors are connected and C = 0 if no
interconnections are present.
8 Preliminaries: networks and graphs
Another effective definition of the linear size of the network is the average short-
est path length,2 defined as the average value of i j over all the possible pairs of
vertices in the network
1
= i j . (1.4)
N (N − 1) i j
2 It is worth stressing that the average shortest path length has also been referred to in the physics literature as
another definition for the diameter of the graph.
1.2 Basic concepts in graph theory 9
commonly used are the degree centrality, the closeness centrality, or the between-
ness centrality of a vertex. Edges are frequently characterized by their betweenness
centrality.
Degree centrality
The degree ki of a vertex i is defined as the number of edges in the graph incident
on the vertex i. While this definition is clear for undirected graphs, it needs some
refinement for the case of directed graphs. Thus, we define the in-degree kin,i of the
vertex i as the number of edges arriving at i, while its out-degree kout,i is defined as
the number of edges departing from i. The degree of a vertex in a directed graph is
defined by the sum of the in-degree and the out-degree, ki = kin,i + kout,i . In terms
of the adjacency matrix, we can write
kin,i = x ji , kout,i = xi j . (1.6)
j j
For an undirected graph with a symmetric adjacency matrix, kin,i = kout,i . The
degree of a vertex has an immediate interpretation in terms of centrality quantifying
how well an element is connected to other elements in the graph. The Bonacich
power index takes into account not only the degree of a node but also the degrees
of its neighbors.
Closeness centrality
The closeness centrality expresses the average distance of a vertex to all others as
1
gi = . (1.7)
j =i i j
This measure gives a large centrality to nodes which have small shortest path
distances to the other nodes.
Betweenness centrality
While the previous measures consider nodes which are topologically better con-
nected to the rest of the network, they overlook vertices which may be crucial
for connecting different regions of the network by acting as bridges. In order to
account quantitatively for the role of such nodes, the concept of betweenness cen-
trality has been introduced (Freeman, 1977; Newman, 2001a): it is defined as the
number of shortest paths between pairs of vertices that pass through a given vertex.
More precisely, if σh j is the total number of shortest paths from h to j and σh j (i) is
the number of these shortest paths that pass through the vertex i, the betweenness
of i is defined as
σh j (i)
bi = . (1.8)
h = j =i
σh j
10 Preliminaries: networks and graphs
A similar quantity, the load or stress centrality, does not discount the multiplic-
ity of equivalent paths and reads as L i = h = j =i σh j (i). The above definitions
may include a factor 1/2 to avoid counting each path twice in undirected networks.
The calculation of this measure is computationally very expensive. The basic algo-
rithm for its computation would lead to a complexity of order O(N 2 E), which
is prohibitive for large networks. An efficient algorithm to compute betweenness
centrality is reported by Brandes (2001) and reduces the complexity to O(N E) for
unweighted networks.
According to these definitions, central nodes are therefore part of more shortest
paths within the network than less important nodes. Moreover, the betweenness
centrality of a node is often used in transport networks to provide an estimate of
the traffic handled by the vertices, assuming that the number of shortest paths is a
zero-th order approximation to the frequency of use of a given node. Analogously
to the vertex betweenness, the betweenness centrality of edges can be calculated as
the number of shortest paths among all possible vertex couples that pass through
the given edge. Edges with the maximum score are assumed to be important for the
graph to stay interconnected. These high-scoring edges are the “bridges” that inter-
connect clusters of nodes. Removing them frequently leads to unconnected clusters
of nodes. The “bridges” are particularly important for decreasing the average path
length among nodes in a network, for speeding up the diffusion of information, or
for increasing the size of the part of the network at a given distance from a node.
However, networks with many such bridges are more fragile and less clustered.
1.2.4 Clustering
Along with centrality measures, vertices are characterized by the structure of their
local neighborhood. The concept of clustering3 of a graph refers to the tendency
observed in many natural networks to form cliques in the neighborhood of any
given vertex. In this sense, clustering implies the property that, if the vertex i is
connected to the vertex j, and at the same time j is connected to l, then with a
high probability i is also connected to l. The clustering of an undirected graph can
be quantitatively measured by means of the clustering coefficient which measures
the local group cohesiveness (Watts and Strogatz, 1998). Given a vertex i, the clus-
tering C(i) of a node i is defined as the ratio of the number of links between the
neighbors of i and the maximum number of such links. If the degree of node i is ki
and if these nodes have ei edges between them, we have
ei
C(i) = , (1.9)
ki (ki − 1)/2
3 Also called transitivity in the context of sociology (Wasserman and Faust, 1994).
1.3 Statistical characterization of networks 11
where it is worth remarking that this measure of clustering only has a meaning for
ki > 1. For ki ≤ 1 we define C(i) ≡ 0. Given the definition of ei , it is easy to check
that the number of edges among the neighbors of i can be computed in terms of the
adjacency matrix X as
1
ei = xi j x jl xli . (1.10)
2 jl
1
C = C(i). (1.11)
N i
It is worth noting that the clustering coefficient has been defined in a number of
similar ways, for instance as a function of triples in the network (triples are defined
as subgraphs which contain exactly three nodes) and reversing the order of average
and division in Equation (1.11)
where the factor 3 is due to the fact that each triangle is associated with three nodes.
This definition corresponds to the concept of the fraction of transitive triples intro-
duced in sociology (Wasserman and Faust, 1994). Different definitions give rise
to different values of the clustering coefficient for a given graph. Hence, the com-
parison of clustering coefficients among different graphs must use the very same
measure. In any case, both measures are normalized and bounded to be between 0
and 1.
since each edge end contributes to the degree of a vertex. For a directed graph, the
average in-degree and out-degree must be equal,
k
kin = kin P(kin ) = kout = kout P(kout ) ≡ , (1.14)
kin kout
2
since an edge departing from any vertex must arrive at another vertex. Analo-
gously to the average degree, it is possible to define the nth moment of the degree
distribution,
kn = k n P(k). (1.15)
k
A sparse graph has an average degree that is much smaller than the size of the
graph, k N . In the next chapters we will see that the properties of the degree
distribution will be crucial to identify different classes of networks.
For this quantity it is worth showing its relation with the average shortest path
length . By simply reordering the sums in the betweenness definition we have
σh j (i) 1
bi = = σh j (i). (1.17)
i i h, j =i
σh j σ
h = j h j i =h, j
1.3 Statistical characterization of networks 13
A simple topological reasoning gives i =h, j σh j (i) = σh j (h j − 1). Plugged into
the previous equation, this yields i bi = N (N − 1)( − 1), and therefore
b = (N − 1)( − 1). (1.18)
As this formula shows, it is easy to realize that the betweenness usually takes values
of the order O(N ) or larger. For instance, in a star graph, formed by N − 1 vertices
with a single edge connected to a central vertex, the betweenness takes a maximum
value (N − 1)(N − 2) at the central vertex (the other peripheral vertices having 0
betweenness). For this reason, in the case of very large graphs (N → ∞) it is
sometimes convenient to define a rescaled betweenness b̃ ≡ N −1 b.
Finally, it is clear that in most cases the larger the degree ki of a node, the larger
its betweenness centrality bi will be. More quantitatively, it has been observed
that for large networks and for large degrees there is a direct association of the
form (Goh, Kahng and Kim, 2001, 2003; Barthélemy, 2004)
η
bi ∼ ki , (1.19)
where η is a positive exponent depending on the network. Such associations are
extremely relevant as they correspond to the fact that a large number of short-
est paths go through the nodes with large degree (the hubs). These nodes will
therefore be visited and discovered easily in processes of network exploration (see
Chapter 8). They will also typically see high traffic which may result in conges-
tion (see Chapter 11). Of course, fluctuations are also observed in real and model
networks, and small-degree nodes may also have large values of the betweenness
centrality if they connect different regions of the network, acting as bridges. Such
low-degree nodes with high centrality appear, for instance, in networks where
spatial constraints limit the ability of hubs to deploy long links (Guimerà and
Amaral, 2004; Barrat, Barthélemy and Vespignani, 2005).
where je and ke denote the degree of the extremities of edge e and E is the total
number of edges. This quantity varies from −1 (disassortative network) up to 1
(perfectly assortative network). However, such a measure can be misleading when
a complicated behavior of the correlation functions (non-monotonous behavior) is
observed. In this case the Pearson coefficient gives a larger weight to the more
abundant degree classes, which in many cases might not express the variations of
the correlation function behavior.
More details on the degree correlations are provided by the two-point conditional
probability P(k | k) that any edge emitted by a vertex with degree k is connected
to a vertex with degree k . Even in this simple case, however, the direct evaluation
1.3 Statistical characterization of networks 15
of the function from empirical data is a rather cumbersome task. In general, two
nodes’ degree correlations can be represented as the three-dimensional histograms
of P(k | k) or related quantities4 (Maslov and Sneppen, 2002). On the other hand,
such a histogram is highly affected by statistical fluctuations and, thus, it is not
a good candidate when the data set is not extremely large and accurate. A more
practical quantity in the study of the network structure is given by the average
nearest neighbors degree of a vertex i
1
knn,i = kj, (1.21)
ki
j∈V (i)
where the sum is over the nearest neighbors vertices of i. From this quan-
tity a convenient measure to investigate the behavior of the degree correlation
function is obtained by the average degree of the nearest neighbors, knn (k), for
vertices of degree k (Pastor-Satorras, Vázquez and Vespignani, 2001; Vázquez,
Pastor-Satorras and Vespignani, 2002)
1
knn (k) = knn,i , (1.22)
Nk i/k =k
i
where Nk is the number of nodes of degree k. This last quantity is related to the
correlations between the degrees of connected vertices since on average it can be
expressed as
knn (k) = k P(k |k). (1.23)
k
knn(k )
Assortative
Disassortative
4 For instance, the joint degree distribution P(k , k) that defines the probability that a randomly chosen edge
connects two vertices of degrees k and k .
16 Preliminaries: networks and graphs
5 Operatively, the maximally random network can be thought of as the stationary ensemble of networks visited
by a process that, at any time step, randomly selects a couple of links of the original network and exchanges
two of their ending points (automatically preserving the degree distribution).
1.3 Statistical characterization of networks 17
the degree itself. In other words, by following any edge at random it is more likely
you will end up in a node with large degree: the more connected you are, the easier
it is to find you. This result is particularly relevant in the case of networks where
degree values may be very different, and will prove to be particularly useful in
several analytical calculations where the heterogeneous nature of the network is
affecting equilibrium and non-equilibrium processes even in the uncorrelated case.
The behavior of knn (k) in the uncorrelated case can be easily derived from Equation
(1.25) and reads as
k2
unc
knn (k) = . (1.26)
k
As we stated previously, in a random uncorrelated network the average nearest
neighbor degree does not depend on k and has a constant value determined by the
two first moments of the degree distribution.
encode the hierarchical structure of the network (Vázquez et al., 2002; Ravasz
et al., 2002).
6 It is also worth stressing that the rich-club phenomenon is not trivially related to the mixing properties of
networks described in Section 1.3.3, which permit the distinction between assortative networks, where large
degree nodes preferentially attach to large degree nodes, and disassortative networks, showing the opposite
tendency (Colizza et al., 2006b).
1.4 Weighted networks 19
where the sum runs over the set V(i) of neighbors of i. The strength of a node
integrates the information about its degree and the importance of the weights of its
links and can be considered as the natural generalization of the degree. When the
weights are independent of the topology, the strength typically grows linearly with
the degree, i.e. with the number of terms in the sum (1.29): s w k where w is
the average weight. In the presence of correlations we obtain in general s Ak β
with β = 1 and A = w , or β > 1. Statistical measures for weighted networks
are readily provided by the probability distributions P(w) and P(s) that any given
edge and node have weight w and strength s, respectively.
In general, topological measures do not take into account that some edges are
more important than others. This can easily be understood with the simple exam-
ple of a network in which the weights of all edges forming triples of interconnected
vertices are extremely small. Even for a large clustering coefficient, it is clear that
these triples have a minor role in the network’s dynamics and organization, and
the network’s clustering properties are definitely overestimated by a simple topo-
logical analysis. Similarly, high degree vertices could be connected to a majority
of low degree vertices while concentrating the largest fraction of their strength
only on the vertices with high degree. In this case the topological information
20 Preliminaries: networks and graphs
1 (wi j + wi h )
C w (i) = xi j xi h x j h . (1.30)
si (ki − 1) j,h 2
The quantity C w (i) is a count of the weight of the two participating edges of the
vertex i for each triple formed in the neighborhood of i. This definition not only
considers the number of closed triangles in the neighborhood of a vertex but also
considers their total relative edge weights with respect to the vertex’s strength. The
factor si (ki − 1) is a normalization factor that ensures that 0 ≤ C w (i) ≤ 1. Con-
sistently, the C w (i) definition recovers the topological clustering coefficient in the
case that wi j = const. It is customary to define C w and C w (k) as the weighted clus-
tering coefficient averaged over all vertices of the network and over all vertices with
degree k, respectively. For a large randomized network (without any correlations
between weights and topology), it is easy to see that C w = C and C w (k) = C(k).
In real weighted networks, however, we can face two opposite cases. If C w > C,
we observe a network in which the interconnected triples are more likely formed
by edges with larger weights (see Figure 1.5). In contrast, C w < C signals a net-
work in which the topological clustering is generated by edges with low weight.
In the latter, it is explicit that the clustering has a minor effect in the organization
of the network since the largest part of the interactions (traffic, frequency of the
relations, etc. . .) occurs on edges not belonging to interconnected triples. In order
to obtain a more detailed knowledge of the structure of the network, the variations
of C w (k) with respect to the degree class k can be analyzed and compared with
those of C(k).
Similarly, the weighted average nearest neighbors degree is defined as (Barrat
et al., 2004a)
1
N
w
knn,i = xi j wi j k j . (1.31)
si j=1
1.4 Weighted networks 21
A B
i
i
w=5
w=1 w
knn, i < k nn, i
C(i ) < C w(i )
Fig. 1.5. A, The weighted clustering of a node i is larger than its topological coun-
terpart if the weights of the links (i, j) are concentrated on the cliques in which i
participates. B, Example of a node i with small average nearest neighbors degree
but large weighted average nearest neighbors degree: i is mostly connected to
low-degree nodes but the link with largest weight points towards a well-connected
hub.
This quantity (see also Serrano et al., 2006) is a simple generalization of the
average nearest neighbors degree (Pastor-Satorras et al., 2001)
1
N
knn,i = xi j k j (1.32)
ki j=1
and performs a local weighted average of the nearest neighbor degree according to
the normalized weight of the connecting edges, wi j /si . This definition implies that
w
knn,i > knn,i if the edges with the larger weights point to the neighbors with larger
w
degree and knn,i < knn,i for the opposite (see Figure 1.5). Thus, knn,i
w
measures
the effective affinity to connect with high or low degree neighbors according to
w
the magnitude of the actual interactions. Also, the behavior of the function knn (k)
w
(defined as the average of knn,i over all vertices with degree k) marks the weighted
assortative or disassortative properties considering the actual interactions among
the system’s elements.
A final note should be made concerning the local heterogeneities introduced
by weights. The strength of a node i is the sum of the weights of all links in
which i participates. The same strength can, however, be obtained with very dif-
ferent configurations: the weights wi j may be either of the same order si /ki or
heterogeneously distributed among the links. For example, the most heteroge-
neous situation is obtained when one weight dominates over all the others. A
simple way to measure this “disparity” is given by the quantity Y2 introduced in
other contexts (Herfindal, 1959; Hirschman, 1964; Derrida and Flyvbjerg, 1987;
Barthélemy, Gondran and Guichard, 2003).
22 Preliminaries: networks and graphs
w = 10
w=1
Y2 = 0.46 Y2 = 0.17
Fig. 1.6. If there is a small number of important connections around a node, the
quantity Y2 is of order 1/m with m of order unity. In contrast, if all the connections
are of the same order, Y2 is small and of order 1/k where k is the node’s degree.
wi j 2
Y2 (i) = . (1.33)
si
j∈V (i)
If all weights are of the same order then Y2 ∼ 1/ki (for ki 1) and if a small
number of weights dominate then Y2 is of the order 1/m with m of order unity (see
Figure 1.6).
A similar finding is encoded in the local entropy, defined for nodes of degree
larger than 2 as
1 wi j wi j
f (i) = − ln . (1.34)
ln ki si si
j∈V (i)
This quantity goes from 0 if the strength of i is fully concentrated on one link to the
maximal value 1 for homogeneous weights: it can thus be used as an alternative or
complement to the disparity Y2 to investigate the local heterogeneity of the weights.
It is important to stress regarding weighted networks that we have emphasized
some of the measures that are customarily used to analyze large-scale complex
systems. In particular, most of them have been adopted in the context of the
recent analysis of infrastructure and communication networks, and will be used
to evaluate the effect of heterogeneities and complexity in dynamical phenomena
affected by the weighted nature of the connections. Several other quantities related
to weighted properties are, however, defined and used in graph theory. In particular,
weighted distances between two nodes are defined by assigning an effective length
(depending on the weight) to each edge and summing these lengths along the path
followed. The minimum spanning tree corresponds to the way of connecting all the
vertices together with the smallest possible global weight. In standard graph the-
ory, mostly flows have been studied, which represent a particular case of weighted
networks where the weights must satisfy the conservation equation at each node,
stating that the total amount of flow into a node is equal to the amount of flow
1.4 Weighted networks 23
going out of it. Although this problem is very important in many instances (such as
electrical networks, fluids in pipes, etc.), the conservation equation is not satisfied
in all real-world networks and we refer the reader interested in flow problems (such
as the maximum flow) to graph theory books (Clark and Holton, 1991; Cormen
et al., 2003; Jungnickel, 2004).
2
Networks and complexity
Undeniably, the visualizations of the Internet or the airport network convey the
notion of intricate, in some cases haphazard, systems of a very complicated nature.
Complexity, however, is not the same as the addition of complicated features.
Despite the fact that there is no unique and commonly accepted definition of
complexity – it is indeed very unlikely to find two scientists sharing the same def-
inition of complex system – we discuss from what perspectives many real-world
networks can be considered as complex systems, and what are the peculiar fea-
tures signaling this occurrence. In this chapter we review the basic topological
and dynamical features that characterize real-world networks and we attempt to
categorize networks into a few broad classes according to their observed statisti-
cal properties. In particular, self-organized dynamical evolution and the emergence
of the small-world and scale-free properties of many networks are discussed as
prominent concepts which have led to a paradigm shift in which the dynamics
of networks have become a central issue in their characterization as well as in
their modeling (which will be discussed in the next chapter). We do not aim, how-
ever, at an exhaustive exposition of the theory and modeling of complex networked
structures since, as of today, there are reference textbooks on these topics such as
those by Dorogovtsev and Mendes (2003), Pastor-Satorras and Vespignani (2004),
and Caldarelli (2007), along with journal reviews by Albert and Barabási (2002),
Dorogovtsev and Mendes (2002), Newman (2003c), and Boccaletti et al. ([2006]).
24
2.1 Real-world systems 25
are infrastructure systems, and natural or living systems. Each of these classes can
be further divided into different subgroups. Natural systems networks can be differ-
entiated into the subgroups of biology, social systems, food webs and ecosystems,
among others. For instance, biological networks refer to the complicated sets of
interactions among genes, proteins and molecular processes which regulate bio-
logical life, while social networks describe the relations between individuals such
as family links, friendships, and work relations. In particular, leading sociologists
refer to our societies as networked societies and even if their analysis has been
largely focused on small and medium-scale networks, social network studies play a
key role in introducing basic definitions and quantities of network science. Indeed,
biological and social networks are prominent research topics and much of network
science is influenced by what has happened in these fields recently.
In turning our attention to infrastructure networks we can readily separate two
main subcategories. The first contains virtual or cyber networks. These networks
exist and operate in the digital world of cyberspace. The second subcategory
includes physical systems such as energy and transportation networks. This is
a rough classification since there are many interrelations and interdependencies
existing among physical infrastructure networks, as well as between physical and
digital networks. In the Internet, for instance, the cyber features are mixed with the
physical features. The physical Internet is composed of physical objects such as
routers – the main computers which allow us to communicate – and transmission
lines, the cables which connect the various computers. On top of this physical layer
lies a virtual world made of software that may define different networks, such as the
World Wide Web (WWW), email networks, and Peer-to-Peer networks. These net-
works are the information transfer channels for hundreds of millions of users and,
like the physical Internet, have grown to become enormous and intricate networks
as the result of a self-organized growing process. Their dynamics are the outcomes
of the interactions among the many individuals forming the various communities,
and therefore are mixtures of complex socio-technical aspects. Infrastructure net-
works represent a combination of social, economic, and technological processes.
Further examples can be found in the worldwide airport network (WAN) and power
distribution networks where physical and technological constraints cooperate with
social, demographic, and economic factors.
Language: English
Malovel was old and wrinkled. His skin hung about his face in loose
folds and his hands were the skinny claws of a bird. He slept, ate,
and defecated in the big padded chair that was his throne. Under the
bird-talon fingers a number of differently colored squares were set
into the arms of the chair.
Officious priests in blue robes took Sanderson to him. L'Sor was not
invited to accompany them and he did not request the privilege.
Malovel went straight to the heart of the matter. "There will be no
more water for humans," he said. A slave standing beside his chair
gave him a sip out of a small cup. His yellow eyes twinkled at the
human.
"Eh? What?" Sanderson gasped. "Holy One! A bargain was made."
"What bargain?"
"That the humans would keep the peace and that the Holy One
would see that we have adequate water for our fields. Other services
of mutual advantage to both sides were included. Thus the humans
taught the Martians how to raise grain from Earth, and supplied them
—"
"Who made this bargain?" Malovel said.
"Does not the Holy One remember? He and I made it four years ago
when the human settlement was started here."
A flicker of surprise passed through Malovel's eyes. The slave hastily
placed the cup to his lips. He sipped the red liquid.
"Oh, yes, I remember now." The tone of his voice said that
remembering was a matter of no importance. "I have changed my
mind. There will be no more water for humans."
"But Holy One—"
"I have spoken. Does the human wish to dispute me?" Malovel's bird-
talon fingers went eagerly to the squares on the arms of the chair. An
eager look crept into his yellow eyes.
The slob is hoping I will defy him so he can have the pleasure of
using the esse on me, Sanderson thought. Aloud he said: "Your will is
our highest law, Holy One."
Regret showed on the Martian's face. "Then be gone, all of you, by
the next rising of the sun." The fingers remained on the square as if
Malovel was still treasuring a lingering hope that this human would
defy him.
"Yes, Holy One," Sanderson said. Backing out of the audience hall, he
wondered how even Malovel expected them to be gone by tomorrow
even if they had a place to go! Inhospitable deserts surrounded
them, making impossible a flight across Mars. Earth would welcome
them back—if they could get there—but not a man or a woman here
would welcome Earth.
Returning to the human settlement he saw that all work had stopped
and that everyone was waiting for him. The news that he had been
summoned to Malovel had gotten around. "Meeting right away," he
said to each man he met. The drift to the assembly hall began
immediately.
He stood in front of them, a tall man with bitterness on his face. Less
than a hundred humans looked up at him, all who lived here. He did
not have to ask for silence. The men and the women who entered
here showed no inclination to talk.
"We have until tomorrow to leave," he said.
Silence continued in the big room. These people had already braced
themselves against bad news.
"If you ask me why we have to leave, I can only tell you it is by order
of Malovel. If you ask me why he gave this order, I can only say he is
an old, tired, worn-out ruler, who is kept alive only by his greed for
power. What better way to demonstrate his power than by ordering
the humans to leave?"
He paused, took a deep breath. "We made a bargain with him. He
has violated the agreement. This ties up the package. All rules are
off."
At the words, a gust of something seemed to run through the room.
It was partly sound, but more than anything else, it was pure
emotion, a blast of it.
"What is happening?" Miss Tweedham whispered to Big Marie.
"He's turning loose his dogs," Big Marie answered. "Almost tamed, all
of them were, until he turned them loose. Now they're pure wolf."
"I don't know what you're talking about."
"You'll find out, Baby," Big Marie said.
From the front of the room Sanderson's voice caught her ears, pulling
her attention to him.
"All of you know that we have sincerely hoped that this would not
happen. However, we have always considered the possibility that it
might happen. Thus, we have made our plans down to the last
detail."
Again the thin buzz and the blast of emotion went through the room.
"Miss Tweedham," Sanderson spoke. "Come forward, please."
His voice lifted her to her feet and took her to the front of the room.
"Yes? What do you want?"
His face made a smile. "Since you are new here, and not one of us,
you will want to leave."
She was confused. She felt it inside her and it showed on her face.
"It is impossible to call a taxi from the space port. We do not have
radio facilities. However, we can provide a thlat for you to ride, and
food and water for a week. In that time you can reach the space
port. It will not be a comfortable trip but it will be more comfortable
than staying here."
"I—is that—"
"I'm sorry but this is the best we can offer you. Our facilities here are
primitive."
"What happens if I don't want to leave?" Miss Tweedham blurted out.
"Eh?" Sanderson was startled. He looked again at this rather big
woman with the pleasant, tolerant face. "Do you mean that?"
"Would I say it if I didn't mean it?"
"Well—" Sanderson coughed. "In that case, you will be assigned
duties."
"I'll take the duties."
"Without asking what they will be?" He seemed suddenly uneasy, and
yet at the same time he seemed pleased.
"Yes."
He blinked at her, then nodded as if he was even better pleased.
"Take your turn in line, please."
Men were already moving to the front of the hall. They lifted a large
slab of stone from the floor there, revealing a box-filled cavity
beneath. A man dropped down and began to hand up the boxes. A
line was forming. Miss Tweedham moved into it. Sanderson was
taking small objects from the boxes and was handing one to each
person in line. Miss Tweedham did not see what the objects were
until one was handed to her. Then she saw.
"But these are bum-bum guns!" she said. She did not take the
weapon.
"Yes, they are," Sanderson said.
"That man, Early, had one of these."
"Yes, he did."
"It didn't do him any good."
"No, it didn't."
"Move on, Baby, you're holding up the line," Big Marie said.
Miss Tweedham took the bum-bum gun.
"Do you know how to operate it?" Sanderson said.
She turned the weapon in her fingers. "Yes, I know how to use it."
"Eh?" Sanderson seemed startled.
"Move on, Baby," Big Marie said again. Miss Tweedham moved on.
Big Marie took a bum-bum gun. In addition, she requested a knife.
From another box Sanderson supplied her with a blade ten inches
long. She tested the edge on her thumb. "I'll have to hone it," she
said.
"Be sure you remember whose throat you are to cut," Sanderson
said.
"I won't forget that."
"It isn't my throat," Sanderson said.
"Isn't it?" Big Marie answered.
When the guns and knives had been distributed, Sanderson opened
another box. Maps were in it. They were crudely but clearly drawn.
He distributed them to a number of key men. "You will find detailed
instructions here for you and your group. I don't suppose I need to
remind you of the consequences of failure."
Again the buzz ran through the room.
"You seem to have everything well organized," Miss Tweedham said:
"Organization was my line before I came to Mars," Sanderson
answered. He lifted his voice. "Deimos is the signal. When it rises
above the horizon tonight, we go into action."
The buzz grew louder. To Miss Tweedham, it sounded like a swarm of
angry hornets.
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