Search

The spread of opinions, memes, diseases, and "alternative facts" in a population depends both on the details of the spreading process and on the structure of the social and communication networks on which they spread. In this paper, we explore how \textit{anti-establishment} nodes (e.g., \textit{hipsters}) influence the spreading dynamics of two competing products. We consider a model in which spreading follows a deterministic rule for updating node states (which describe which product has been adopted) in which an adjustable fraction $p_{\rm Hip}$ of the nodes in a network are hipsters, who choose to adopt the product that they believe is the less popular of the two. The remaining nodes are conformists, who choose which product to adopt by considering which products their immediate neighbors have adopted. We simulate our model on both synthetic and real networks, and we show that the hipsters have a major effect on the final fraction of people who adopt each product: even when only one of the two products exists at the beginning of the simulations, a very small fraction of hipsters in a network can still cause the other product to eventually become the more popular one. To account for this behavior, we construct an approximation for the steady-state adoption fraction on $k$-regular trees in the limit of few hipsters. Additionally, our simulations demonstrate that a time delay $\tau$ in the knowledge of the product distribution in a population, as compared to immediate knowledge of product adoption among nearest neighbors, can have a large effect on the final distribution of product adoptions. Our simple model and analysis may help shed light on the road to success for anti-establishment choices in elections, as such success can arise rather generically in our model from a small number of anti-establishment individuals and ordinary processes of social influence on normal individuals., Comment: Extensively revised, with much new analysis and numerics The abstract on arXiv is a shortened version of the full abstract because of space limits

A great deal of effort has gone into trying to model social influence --- including the spread of behavior, norms, and ideas --- on networks. Most models of social influence tend to assume that individuals react to changes in the states of their neighbors without any time delay, but this is often not true in social contexts, where (for various reasons) different agents can have different response times. To examine such situations, we introduce the idea of a timer into threshold models of social influence. The presence of timers on nodes delays the adoption --- i.e., change of state --- of each agent, which in turn delays the adoptions of its neighbors. With a homogeneous-distributed timer, in which all nodes exhibit the same amount of delay, adoption delays are also homogeneous, so the adoption order of nodes remains the same. However, heterogeneously-distributed timers can change the adoption order of nodes and hence the "adoption paths" through which state changes spread in a network. Using a threshold model of social contagions, we illustrate that heterogeneous timers can either accelerate or decelerate the spread of adoptions compared to an analogous situation with homogeneous timers, and we investigate the relationship of such acceleration or deceleration with respect to timer distribution and network structure. We derive an analytical approximation for the temporal evolution of the fraction of adopters by modifying a pair approximation of the Watts threshold model, and we find good agreement with numerical computations. We also examine our new timer model on networks constructed from empirical data.

Multiplex networks are a type of multilayer network in which entities are connected to each other via multiple types of connections. We propose a method, based on computing pairwise similarities between layers and then doing community detection, for grouping structurally similar layers in multiplex networks. We illustrate our approach using both synthetic and empirical networks, and we are able to find meaningful groups of layers in both cases. For example, we find that airlines that are based in similar geographic locations tend to be grouped together in an airline multiplex network and that related research areas in physics tend to be grouped together in an multiplex collaboration network.

The study of energy transport properties in heterogeneous materials has attracted scientific interest for more than a century, and it continues to offer fundamental and rich questions. One of the unanswered challenges is to extend Anderson theory for uncorrelated and fully disordered lattices in condensed-matter systems to physical settings in which additional effects compete with disorder. Specifically, the effect of strong nonlinearity has been largely unexplored experimentally, partly due to the paucity of testbeds that can combine the effect of disorder and nonlinearity in a controllable manner. Here we present the first systematic experimental study of energy transport and localization properties in simultaneously disordered and nonlinear granular crystals. We demonstrate experimentally that disorder and nonlinearity --- which are known from decades of studies to individually favor energy localization --- can in some sense "cancel each other out", resulting in the destruction of wave localization. We also report that the combined effect of disorder and nonlinearity can enable the manipulation of energy transport speed in granular crystals from subdiffusive to superdiffusive ranges., Comment: main text + supplementary information

Message-passing methods provide a powerful approach for calculating the expected size of cascades either on random networks (e.g., drawn from a configuration-model ensemble or its generalizations) asymptotically as the number $N$ of nodes becomes infinite or on specific finite-size networks. We review the message-passing approach and show how to derive it for configuration-model networks using the methods of (Dhar et al., 1997) and (Gleeson, 2008). Using this approach, we explain for such networks how to determine an analytical expression for a "cascade condition", which determines whether a global cascade will occur. We extend this approach to the message-passing methods for specific finite-size networks (Shrestha and Moore, 2014; Lokhov et al., 2015), and we derive a generalized cascade condition. Throughout this chapter, we illustrate these ideas using the Watts threshold model., Comment: 14 pages, 3 figures

Many problems in industry --- and in the social, natural, information, and medical sciences --- involve discrete data and benefit from approaches from subjects such as network science, information theory, optimization, probability, and statistics. The study of networks is concerned explicitly with connectivity between different entities, and it has become very prominent in industrial settings, an importance that has intensified amidst the modern data deluge. In this commentary, we discuss the role of network analysis in industrial and applied mathematics, and we give several examples of network science in industry. We focus, in particular, on discussing a physical-applied-mathematics approach to the study of networks. We also discuss several of our own collaborations with industry on projects in network analysis., Comment: further revised and updated, including with more detail about industrial applications; article associated with talk at Royal Society Meeting on Mathematics for the Modern Economy; meeting URL: https://royalsociety.org/science-events-and-lectures/2017/06/maths-modern-economy/ ; video of the talk: https://www.youtube.com/watch?v=SqjSMXwIE9Q

We explore how to study dynamical interactions between brain regions using functional multilayer networks whose layers represent the different frequency bands at which a brain operates. Specifically, we investigate the consequences of considering the brain as a multilayer network in which all brain regions can interact with each other at different frequency bands, instead of as a multiplex network, in which interactions between different frequency bands are only allowed within each brain region and not between them. We study the second smallest eigenvalue of the combinatorial supra-Laplacian matrix of the multilayer network in detail, and we thereby show that the heterogeneity of interlayer edges and, especially, the fraction of missing edges crucially modify the spectral properties of the multilayer network. We illustrate our results with both synthetic network models and real data sets obtained from resting state magnetoencephalography. Our work demonstrates an important issue in the construction of frequency-based multilayer brain networks., Comment: 13 pages, 8 figures

We consider evolving networks in which each node can have various associated properties (a state) in addition to those that arise from network structure. For example, each node can have a spatial location and a velocity, or some more abstract internal property that describes something like social trait. Edges between nodes are created and destroyed, and new nodes enter the system. We introduce a "local state degree distribution" (LSDD) as the degree distribution at a particular point in state space. We then make a mean-field assumption and thereby derive an integro-partial differential equation that is satisfied by the LSDD. We perform numerical experiments and find good agreement between solutions of the integro-differential equation and the LSDD from stochastic simulations of the full model. To illustrate our theory, we apply it to a simple continuum model for osteocyte network formation within bones, with a view to understanding changes that may take place during cancer. Our results suggest that increased rates of differentiation lead to higher densities of osteocytes but with a lower number of dendrites. To help provide biological context, we also include an introduction to osteocytes, the formation of osteocyte networks, and the role of osteocytes in bona metastasis.

Network structure can have significant effects on the propagation of diseases, memes, and information on social networks. Such effects depend on the specific type of dynamical process that affects the nodes and edges of a network, and it is important to develop tractable models of spreading processes on networks to explore how network structure affects dynamics. In this paper, we incorporate the idea of \emph{synergy} into a two-state ("active" or "passive") threshold model of social influence on networks. Our model's update rule is deterministic, and the influence of each meme-carrying (i.e., active) neighbor can --- depending on a parameter --- either be enhanced or inhibited by an amount that depends on the number of active neighbors of a node. Such a synergistic system models social behavior in which the willingness to adopt either accelerates or saturates depending on the number of neighbors who have adopted that behavior. We illustrate that the synergy parameter in our model has a crucial effect on system dynamics, as it determines whether degree-$k$ nodes are possible or impossible to activate. We simulate synergistic meme spreading on both random-graph models and networks constructed from empirical data. Using a local-tree approximation, we examine the spreading of synergistic memes and find good agreement on all but one of the networks on which we simulate spreading. We find for any network and for a broad family of synergistic models that one can predict which synergy-parameter values allow degree-$k$ nodes to be activated., Comment: 10 figures

In the social, behavioral, and economic sciences, it is an important problem to predict which individual opinions will eventually dominate in a large population, if there will be a consensus, and how long it takes a consensus to form. This idea has been studied heavily both in physics and in other disciplines, and the answer depends strongly on both the model for opinions and for the network structure on which the opinions evolve. One model that was created to study consensus formation quantitatively is the Deffuant model, in which the opinion distribution of a population evolves via sequential random pairwise encounters. To consider the heterogeneity of interactions in a population due to social influence, we study the Deffuant model on various network structures (deterministic synthetic networks, random synthetic networks, and social networks constructed from Facebook data) using several interaction mechanisms. We numerically simulate the Deffuant model and conduct regression analyses to investigate the dependence of the convergence time to equilibrium on parameters, including a confidence bound for opinion updates, the number of participating entities, and their willingness to compromise. We find that network structure and parameter values both have an effect on the convergence time, and for some network topologies, the convergence time undergoes a transition at a critical value of the confidence bound. We discuss the number of opinion groups that form at equilibrium in terms of a confidence-bound threshold for a transition from consensus to multiple-opinion equilibria., Comment: 23 pages, 24 figures

The study of granular crystals, metamaterials that consist of closely packed arrays of particles that interact elastically, is a vibrant area of research that combines ideas from disciplines such as materials science, nonlinear dynamics, and condensed-matter physics. Granular crystals, a type of nonlinear metamaterial, exploit geometrical nonlinearities in their constitutive microstructure to produce properties (such as tunability and energy localization) that are not conventional to engineering materials and linear devices. In this topical review, we focus on recent experimental, computational, and theoretical results on nonlinear coherent structures in granular crystals. Such structures --- which include traveling solitary waves, dispersive shock waves, and discrete breathers --- have fascinating dynamics, including a diversity of both transient features and robust, long-lived patterns that emerge from broad classes of initial data. In our review, we primarily discuss phenomena in one-dimensional crystals, as most research has focused on such scenarios, but we also present some extensions to two-dimensional settings. Throughout the review, we highlight open problems and discuss a variety of potential engineering applications that arise from the rich dynamic response of granular crystals., Comment: 41 pages, 11 figures, review article (comments welcome)

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models., Comment: 12 figures, 2 tables; [v3] reflects the corrections we made in the two corrigenda (Physics Reports, 745, 96 (2018) and ibid., 851, 37-39 (2020))

We construct two ordinary-differential-equation models of a predator feeding adaptively on two prey types, and we evaluate the models' ability to fit data on freshwater plankton. We model the predator's switch from one prey to the other in two different ways: (1) smooth switching using a hyperbolic tangent function; and (2) by incorporating a parameter that changes abruptly across the switching boundary as a system variable that is coupled to the population dynamics. We conduct linear stability analyses, use approximate Bayesian computation (ABC) combined with a population Monte Carlo (PMC) method to fit model parameters, and compare model predictions quantitatively to data for ciliate predators and their two algal prey groups collected from Lake Constance on the German--Swiss--Austrian border. We show that the two models fit the data well when the smooth transition is steep, supporting the simplifying assumption of a discontinuous prey switching behavior for this scenario. We thus conclude that prey switching is a possible mechanistic explanation for the observed ciliate--algae dynamics in Lake Constance in spring, but that these data cannot distinguish between the details of prey switching that are encoded in these different models.

Persistent homology is a method from computational algebraic topology that can be used to study the "shape" of data. We illustrate two filtrations --- the weight rank clique filtration and the Vietoris--Rips (VR) filtration --- that are commonly used in persistent homology, and we apply these filtrations to a pair of data sets that are both related to the 2016 European Union "Brexit" referendum in the United Kingdom. These examples consider a topical situation and give useful illustrations of the strengths and weaknesses of these methods., Comment: 9 pages, 4 figures

Animals live in groups to defend against predation and to obtain food. However, for some animals --- especially ones that spend long periods of time feeding --- there are costs if a group chooses to move on before their nutritional needs are satisfied. If the conflict between feeding and keeping up with a group becomes too large, it may be advantageous to some animals to split into subgroups of animals with similar nutritional needs. We model the costs and benefits of splitting by a herd of cows using a cost function (CF) that quantifies individual variation in hunger, desire to lie down, and predation risk. We model the costs associated with hunger and lying desire as the standard deviations of individuals within a group, and we model predation risk as an inverse exponential function of group size. We minimize the cost function over all plausible groups that can arise from a given herd and study the dynamics of group splitting. We explore our model using two examples: (1) we consider group switching and group fission in a herd of relatively homogeneous cows; and (2) we examine a herd with an equal number of adult males (larger animals) and adult females (smaller animals)., Comment: 19 pages, 10 figures

Multilayer networks allow one to represent diverse and coupled connectivity patterns --- e.g., time-dependence, multiple subsystems, or both --- that arise in many applications and which are difficult or awkward to incorporate into standard network representations. In the study of multilayer networks, it is important to investigate mesoscale (i.e., intermediate-scale) structures, such as dense sets of nodes known as communities, to discover network features that are not apparent at the microscale or the macroscale. The ill-defined nature of mesoscale structure and its ubiquity in empirical networks make it crucial to develop generative models that can produce the features that one encounters in empirical networks. Key purposes of such generative models include generating synthetic networks with empirical properties of interest, benchmarking mesoscale-detection methods and algorithms, and inferring structure in empirical multilayer networks. In this paper, we introduce a framework for the construction of generative models for mesoscale structures in multilayer networks. Our framework provides a standardized set of generative models, together with an associated set of principles from which they are derived, for studies of mesoscale structures in multilayer networks. It unifies and generalizes many existing models for mesoscale structures in fully-ordered (e.g., temporal) and unordered (e.g., multiplex) multilayer networks. One can also use it to construct generative models for mesoscale structures in partially-ordered multilayer networks (e.g., networks that are both temporal and multiplex). Our framework has the ability to produce many features of empirical multilayer networks, and it explicitly incorporates a user-specified dependency structure between layers., Comment: The abstract in the arXiv field is a slightly shortened version of the abstract because of the character-count limit

We study asymptotic solutions to a singularly-perturbed, period-2 Toda lattice and use exponential asymptotics to examine `nanoptera', which are nonlocal solitary waves with constant-amplitude, exponentially small wave trains. With this approach, we isolate the exponentially small, constant-amplitude waves, and we elucidate the dynamics of these waves in terms of the Stokes phenomenon. We find a simple asymptotic expression for the waves, and we study configurations in which these waves vanish, producing localized solitary-wave solutions. In the limit of small mass ratio, we derive a simple anti-resonance condition for the manifestation these wave-free solutions., Comment: 31 journal pages

We use topological data analysis to study "functional networks" that we construct from time-series data from both experimental and synthetic sources. We use persistent homology with a weight rank clique filtration to gain insights into these functional networks, and we use persistence landscapes to interpret our results. Our first example uses time-series output from networks of coupled Kuramoto oscillators. Our second example consists of biological data in the form of functional magnetic resonance imaging (fMRI) data that was acquired from human subjects during a simple motor-learning task in which subjects were monitored on three days in a five-day period. With these examples, we demonstrate that (1) using persistent homology to study functional networks provides fascinating insights into their properties and (2) the position of the features in a filtration can sometimes play a more vital role than persistence in the interpretation of topological features, even though conventionally the latter is used to distinguish between signal and noise. We find that persistent homology can detect differences in synchronization patterns in our data sets over time, giving insight both on changes in community structure in the networks and on increased synchronization between brain regions that form loops in a functional network during motor learning. For the motor-learning data, persistence landscapes also reveal that on average the majority of changes in the network loops take place on the second of the three days of the learning process., Comment: 17 pages (+3 pages in Supplementary Information), 11 figures in many text (many with multiple parts) + others in SI, submitted

The study of networks plays a crucial role in investigating the structure, dynamics, and function of a wide variety of complex systems in myriad disciplines. Despite the success of traditional network analysis, standard networks provide a limited representation of complex systems, which often include different types of relationships (i.e., "multiplexity") among their constituent components and/or multiple interacting subsystems. Such structural complexity has a significant effect on both dynamics and function. Throwing away or aggregating available structural information can generate misleading results and be a major obstacle towards attempts to understand complex systems. The recent "multilayer" approach for modeling networked systems explicitly allows the incorporation of multiplexity and other features of realistic systems. On one hand, it allows one to couple different structural relationships by encoding them in a convenient mathematical object. On the other hand, it also allows one to couple different dynamical processes on top of such interconnected structures. The resulting framework plays a crucial role in helping achieve a thorough, accurate understanding of complex systems. The study of multilayer networks has also revealed new physical phenomena that remain hidden when using ordinary graphs, the traditional network representation. Here we survey progress towards attaining a deeper understanding of spreading processes on multilayer networks, and we highlight some of the physical phenomena related to spreading processes that emerge from multilayer structure., Comment: 25 pages, 4 figures

We consider adaptive change of diet of a predator population that switches its feeding between two prey populations. We develop a novel 1 fast--3 slow dynamical system to describe the dynamics of the three populations amidst continuous but rapid evolution of the predator's diet choice. The two extremes at which the predator's diet is composed solely of one prey correspond to two branches of the three-branch critical manifold of the fast--slow system. By calculating the points at which there is a fast transition between these two feeding choices (i.e., branches of the critical manifold), we prove that the system has a two-parameter family of periodic orbits for sufficiently large separation of the time scales between the evolutionary and ecological dynamics. Using numerical simulations, we show that these periodic orbits exist, and that their phase difference and oscillation patterns persist, when ecological and evolutionary interactions occur on comparable time scales. Our model also exhibits periodic orbits that agree qualitatively with oscillation patterns observed in experimental studies of the coupling between rapid evolution and ecological interactions.

We examine world migration as a social-spatial network of countries connected via movements of people. We assess how multilateral migratory relationships at global, regional, and local scales coexist ("glocalization"), divide ("polarization"), or form an interconnected global system ("globalization"). To do this, we decompose the world migration network (WMN) into communities---sets of countries with denser than expected migration connections---and characterize their pattern of local (i.e., intracommunity) and global (i.e., intercommunity) connectivity. We distinguish community signatures---"cave", "biregional", and "bridging"---with distinct migration patterns, spatial network structures, temporal dynamics, and underlying antecedents. Cave communities are tightly-knit, enduring structures that tend to channel local migration between contiguous countries; biregional communities are likely to merge migration between two distinct geographic regions (e.g., North Africa and Europe); and bridging communities have hub-and-spoke structures that tend to emerge dynamically from globe-spanning movements. We find that world migration is neither globally interconnected nor reproduces the geographic boundaries as drawn on a world map but involves a heterogeneous interplay of global and local tendencies in different network regions. We discuss the implications of our results for the understating of variability in today's transnational mobility patterns and migration opportunities across the globe.

We study scattering of waves by impurities in strongly precompressed granular chains. We explore the linear scattering of plane waves and identify a closed-form expression for the reflection and transmission coefficients for the scattering of the waves from both a single impurity and a double impurity. For single-impurity chains, we show that, within the transmission band of the host granular chain, high-frequency waves are strongly attenuated (such that the transmission coefficient vanishes as the wavenumber $k\rightarrow \pm\pi$), whereas low-frequency waves are well-transmitted through the impurity. For double-impurity chains, we identify a resonance --- enabling full transmission at a particular frequency --- in a manner that is analogous to the Ramsauer--Townsend (RT) resonance from quantum physics. We also demonstrate that one can tune the frequency of the RT resonance to any value in the pass band of the host chain. We corroborate our theoretical predictions both numerically and experimentally, and we directly observe complete transmission for frequencies close to the RT resonance frequency. Finally, we show how this RT resonance can lead to the existence of reflectionless modes even in granular chains (including disordered ones) with multiple double impurities., Comment: 12 pages, 9 figures

Although networks provide a powerful approach to study a large variety of ecological systems, their formulation does not typically account for multiple interaction types, interactions that vary in space and time, and interconnected systems such as networks of networks. The emergent field of `multilayer networks' provides a natural framework for extending analyses of ecological systems to include such multiple layers of complexity, as it specifically allows one to differentiate and model `intralayer' and `interlayer' connectivity. The framework provides a set of concepts and tools that can be adapted and applied to ecology, facilitating research on high-dimensional, heterogeneous systems in nature. Here, we formally define ecological multilayer networks based on a review of previous and related approaches, illustrate their application and potential with analyses of existing data, and discuss limitations, challenges, and future applications. The integration of multilayer network theory into ecology offers largely untapped potential to further address ecological complexity, to ultimately provide new theoretical and empirical insights into the architecture and dynamics of ecological systems., Comment: A revised version

The analysis of multilayer networks is among the most active areas of network science, and there are now several methods to detect dense "communities" of nodes in multilayer networks. One way to define a community is as a set of nodes that trap a diffusion-like dynamical process (usually a random walk) for a long time. In this view, communities are sets of nodes that create bottlenecks to the spreading of a dynamical process on a network. We analyze the local behavior of different random walks on multiplex networks (which are multilayer networks in which different layers correspond to different types of edges) and show that they have very different bottlenecks that hence correspond to rather different notions of what it means for a set of nodes to be a good community. This has direct implications for the behavior of community-detection methods that are based on these random walks., Comment: 20 pages, 5 figures (some with multiple parts)

We study community structure in time-dependent legislation cosponsorship networks in the Peruvian Congress, and we compare them briefly to legislation cosponsorship networks in the US Senate. To study these legislatures, we employ a multilayer representation of temporal networks in which legislators in each layer are connected to each other with a weight that is based on how many bills they cosponsor. We then use multilayer modularity maximization to detect communities in these networks. From our computations, we are able to capture power shifts in the Peruvian Congress during 2006--2011. For example, we observe the emergence of 'opportunists', who switch from one community to another, as well as cohesive legislative communities whose initial component legislators never change communities. Interestingly, many of the opportunists belong to the group that won the majority in Congress., Comment: 19 pages, 8 figures, 3 tables

Networks have become increasingly relevant to everyday life as human society has become increasingly connected. Attaining a basic understanding of networks has thus become a necessary form of literacy for people (and for youths in particular). At the NetSci 2014 conference, we initiated a year-long process to develop an educational resource that concisely summarizes essential concepts about networks that can be used by anyone of school age or older. The process involved several brainstorming sessions on one key question: "What should every person living in the 21st century know about networks by the time he/she finishes secondary education?" Different sessions reached diverse participants, which included professional researchers in network science, educators, and high-school students. The generated ideas were connected by the students to construct a concept network. We examined community structure in the concept network to group ideas into a set of important themes, which we refined through discussion into seven essential concepts. The students played a major role in this development process by providing insights and perspectives that were often unrecognized by researchers and educators. The final result, "Network Literacy: Essential Concepts and Core Ideas", is now available as a booklet in several different languages from http://tinyurl.com/networkliteracy ., Comment: 21 pages, 8 figures, 5 tables. To appear in Journal of Complex Networks

Numerous centrality measures have been developed to quantify the importances of nodes in time-independent networks, and many of them can be expressed as the leading eigenvector of some matrix. With the increasing availability of network data that changes in time, it is important to extend such eigenvector-based centrality measures to time-dependent networks. In this paper, we introduce a principled generalization of network centrality measures that is valid for any eigenvector-based centrality. We consider a temporal network with N nodes as a sequence of T layers that describe the network during different time windows, and we couple centrality matrices for the layers into a supra-centrality matrix of size NTxNT whose dominant eigenvector gives the centrality of each node i at each time t. We refer to this eigenvector and its components as a joint centrality, as it reflects the importances of both the node i and the time layer t. We also introduce the concepts of marginal and conditional centralities, which facilitate the study of centrality trajectories over time. We find that the strength of coupling between layers is important for determining multiscale properties of centrality, such as localization phenomena and the time scale of centrality changes. In the strong-coupling regime, we derive expressions for time-averaged centralities, which are given by the zeroth-order terms of a singular perturbation expansion. We also study first-order terms to obtain first-order-mover scores, which concisely describe the magnitude of nodes' centrality changes over time. As examples, we apply our method to three empirical temporal networks: the United States Ph.D. exchange in mathematics, costarring relationships among top-billed actors during the Golden Age of Hollywood, and citations of decisions from the United States Supreme Court., Comment: 38 pages, 7 figures, and 5 tables

Persistent homology (PH) is a method used in topological data analysis (TDA) to study qualitative features of data that persist across multiple scales. It is robust to perturbations of input data, independent of dimensions and coordinates, and provides a compact representation of the qualitative features of the input. The computation of PH is an open area with numerous important and fascinating challenges. The field of PH computation is evolving rapidly, and new algorithms and software implementations are being updated and released at a rapid pace. The purposes of our article are to (1) introduce theory and computational methods for PH to a broad range of computational scientists and (2) provide benchmarks of state-of-the-art implementations for the computation of PH. We give a friendly introduction to PH, navigate the pipeline for the computation of PH with an eye towards applications, and use a range of synthetic and real-world data sets to evaluate currently available open-source implementations for the computation of PH. Based on our benchmarking, we indicate which algorithms and implementations are best suited to different types of data sets. In an accompanying tutorial, we provide guidelines for the computation of PH. We make publicly available all scripts that we wrote for the tutorial, and we make available the processed version of the data sets used in the benchmarking., Comment: Final version; minor changes throughout, added a section to the tutorial

Cities and their transportation systems become increasingly complex and multimodal as they grow, and it is natural to wonder if it is possible to quantitatively characterize our difficulty to navigate in them and whether such navigation exceeds our cognitive limits. A transition between different searching strategies for navigating in metropolitan maps has been observed for large, complex metropolitan networks. This evidence suggests the existence of another limit associated to the cognitive overload and caused by large amounts of information to process. In this light, we analyzed the world's 15 largest metropolitan networks and estimated the information limit for determining a trip in a transportation system to be on the order of 8 bits. Similar to the "Dunbar number," which represents a limit to the size of an individual's friendship circle, our cognitive limit suggests that maps should not consist of more than about $250$ connections points to be easily readable. We also show that including connections with other transportation modes dramatically increases the information needed to navigate in multilayer transportation networks: in large cities such as New York, Paris, and Tokyo, more than $80\%$ of trips are above the 8-bit limit. Multimodal transportation systems in large cities have thus already exceeded human cognitive limits and consequently the traditional view of navigation in cities has to be revised substantially., Comment: 16 pages+9 pages of supplementary material

We extend the concept of graph isomorphisms to multilayer networks with any number of "aspects" (i.e., types of layering). In developing this generalization, we identify multiple types of isomorphisms. For example, in multilayer networks with a single aspect, permuting vertex labels, layer labels, and both vertex labels and layer labels each yield different isomorphism relations between multilayer networks. Multilayer network isomorphisms lead naturally to defining isomorphisms in any of the numerous types of networks that can be represented as a multilayer network, and we thereby obtain isomorphisms for multiplex networks, temporal networks, networks with both of these features, and more. We reduce each of the multilayer network isomorphism problems to a graph isomorphism problem, where the size of the graph isomorphism problem grows linearly with the size of the multilayer network isomorphism problem. One can thus use software that has been developed to solve graph isomorphism problems as a practical means for solving multilayer network isomorphism problems. Our theory lays a foundation for extending many network analysis methods --- including motifs, graphlets, structural roles, and network alignment --- to any multilayer network., Comment: Working paper; 18 pages, 7 figures

We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perform statistically stable estimation without needing to aggregate data from different trading days. We find strong evidence of long memory, with a Hurst exponent of approximately 0.7, for each of the three currency pairs and on each trading day in our sample. We repeat our calculations using data that spans different trading days, and we find no significant differences in our results. We test and reject the hypothesis that the apparent long memory of order flow is an artifact caused by structural breaks, in favour of the alternative hypothesis of true long memory. We therefore conclude that the long memory of order flow in the FX spot market is a robust empirical property that persists across daily boundaries., Comment: 38 pages, 10 figures

A quasi-centralized limit order book (QCLOB) is a limit order book (LOB) in which financial institutions can only access the trading opportunities offered by counterparties with whom they possess sufficient bilateral credit. We perform an empirical analysis of a recent, high-quality data set from a large electronic trading platform that utilizes QCLOBs to facilitate trade. We find many significant differences between our results and those widely reported for other LOBs. We also uncover a remarkable empirical universality: although the distributions describing order flow and market state vary considerably across days, a simple, linear rescaling causes them to collapse onto a single curve. Motivated by this finding, we propose a semi-parametric model of order flow and market state in a QCLOB on a single trading day. Our model provides similar performance to that of parametric curve-fitting techniques, while being simpler to compute and faster to implement., Comment: 43 pages, 18 figures

Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network. In this paper, we investigate the detection of communities in temporal networks represented as multilayer networks. As a focal example, we study time-dependent financial-asset correlation networks. We first argue that the use of the "modularity" quality function---which is defined by comparing edge weights in an observed network to expected edge weights in a "null network"---is application-dependent. We differentiate between "null networks" and "null models" in our discussion of modularity maximization, and we highlight that the same null network can correspond to different null models. We then investigate a multilayer modularity-maximization problem to identify communities in temporal networks. Our multilayer analysis only depends on the form of the maximization problem and not on the specific quality function that one chooses. We introduce a diagnostic to measure \emph{persistence} of community structure in a multilayer network partition. We prove several results that describe how the multilayer maximization problem measures a trade-off between static community structure within layers and larger values of persistence across layers. We also discuss some computational issues that the popular "Louvain" heuristic faces with temporal multilayer networks and suggest ways to mitigate them., Comment: 42 pages, many figures, final accepted version before typesetting

A diverse variety of processes --- including recurrent disease episodes, neuron firing, and communication patterns among humans --- can be described using inter-event time (IET) distributions. Many such processes are ongoing, although event sequences are only available during a finite observation window. Because the observation time window is more likely to begin or end during long IETs than during short ones, the analysis of such data is susceptible to a bias induced by the finite observation period. In this paper, we illustrate how this length bias is born and how it can be corrected without assuming any particular shape for the IET distribution. To do this, we model event sequences using stationary renewal processes, and we formulate simple heuristics for determining the severity of the bias. To illustrate our results, we focus on the example of empirical communication networks, which are temporal networks that are constructed from communication events. The IET distributions of such systems guide efforts to build models of human behavior, and the variance of IETs is very important for estimating the spreading rate of information in networks of temporal interactions. We analyze several well-known data sets from the literature, and we find that the resulting bias can lead to systematic underestimates of the variance in the IET distributions and that correcting for the bias can lead to qualitatively different results for the tails of the IET distributions., Comment: 11 pages, 7 figures; Software used for the analysis: http://github.com/bolozna/iet

We study the spreading of initially localized excitations in 1D disordered granular crystals. We thereby investigate localization phenomena in strongly nonlinear systems, which we demonstrate to be fundamentally different from localization in linear and weakly nonlinear systems. We compare wave dynamics in chains with 3 different types of disorder: an uncorrelated (Anderson-like) disorder and 2 types of correlated disorders (random dimer arrangements), and for 2 types of initial conditions: displacement excitations and velocity excitations. For strongly precompressed chains, the dynamics depend strongly on the initial condition. For displacement excitations, the long-time behavior of the second moment $\tilde{m}_2$ has oscillations that depend on the type of disorder, with a complex trend that differs markedly from a power law and which is particularly evident for an Anderson disorder. For velocity excitations, we find a scaling $\tilde{m}_2\sim t^{\gamma}$ (for a constant $\gamma$) for all 3 types of disorder. For weakly precompressed (strongly nonlinear) chains, $\tilde{m}_2$ and the inverse participation ratio $P^{-1}$ satisfy $\tilde{m}_2\sim t^{\gamma}$ and $P^{-1}\sim t^{-\eta}$, and the dynamics is superdiffusive for all examined cases. When precompression is strong, the IPR decreases slowly for all 3 types of disorder, and we observe a partial localization around the core and the leading edge of the wave. For an Anderson disorder, displacement perturbations lead to localization of energy primarily in the core, and velocity perturbations cause the energy to be divided between the core and the leading edge. This localization phenomenon does not occur in the sonic-vacuum regime, which yields the surprising result that the energy is no longer contained in strongly nonlinear waves but instead is spread across many sites. In this regime, the exponents are very similar in all cases., Comment: 23 pages, 11 figures; the abstract in this website field is a shortened version of the paper's full abstract because of spatial limits

We introduce several novel and computationally efficient methods for detecting "core--periphery structure" in networks. Core--periphery structure is a type of mesoscale structure that includes densely-connected core vertices and sparsely-connected peripheral vertices. Core vertices tend to be well-connected both among themselves and to peripheral vertices, which tend not to be well-connected to other vertices. Our first method, which is based on transportation in networks, aggregates information from many geodesic paths in a network and yields a score for each vertex that reflects the likelihood that a vertex is a core vertex. Our second method is based on a low-rank approximation of a network's adjacency matrix, which can often be expressed as a tensor-product matrix. Our third approach uses the bottom eigenvector of the random-walk Laplacian to infer a coreness score and a classification into core and peripheral vertices. We also design an objective function to (1) help classify vertices into core or peripheral vertices and (2) provide a goodness-of-fit criterion for classifications into core versus peripheral vertices. To examine the performance of our methods, we apply our algorithms to both synthetically-generated networks and a variety of networks constructed from real-world data sets., Comment: This article is part of EJAM's December 2016 special issue on "Network Analysis and Modelling" (available at https://www.cambridge.org/core/journals/european-journal-of-applied-mathematics/issue/journal-ejm-volume-27-issue-6/D245C89CABF55DBF573BB412F7651ADB)

Force chains form heterogeneous physical structures that can constrain the mechanical stability and acoustic transmission of granular media. However, despite their relevance for predicting bulk properties of materials, there is no agreement on a quantitative description of force chains. Consequently, it is difficult to compare the force-chain structures in different materials or experimental conditions. To address this challenge, we treat granular materials as spatially-embedded networks in which the nodes (particles) are connected by weighted edges that represent contact forces. We use techniques from community detection, which is a type of clustering, to find sets of closely connected particles. By using a geographical null model that is constrained by the particles' contact network, we extract chain-like structures that are reminiscent of force chains. We propose three diagnostics to measure these chain-like structures, and we demonstrate the utility of these diagnostics for identifying and characterizing classes of force-chain network architectures in various materials. To illustrate our methods, we describe how force-chain architecture depends on pressure for two very different types of packings: (1) ones derived from laboratory experiments and (2) ones derived from idealized, numerically-generated frictionless packings. By resolving individual force chains, we quantify statistical properties of force-chain shape and strength, which are potentially crucial diagnostics of bulk properties (including material stability). These methods facilitate quantitative comparisons between different particulate systems, regardless of whether they are measured experimentally or numerically., Comment: 15 pages, 13 figures, and 2 appendices

Social and biological contagions are influenced by the spatial embeddedness of networks. Historically, many epidemics spread as a wave across part of the Earth's surface; however, in modern contagions long-range edges -- for example, due to airline transportation or communication media -- allow clusters of a contagion to appear in distant locations. Here we study the spread of contagions on networks through a methodology grounded in topological data analysis and nonlinear dimension reduction. We construct "contagion maps" that use multiple contagions on a network to map the nodes as a point cloud. By analyzing the topology, geometry, and dimensionality of manifold structure in such point clouds, we reveal insights to aid in the modeling, forecast, and control of spreading processes. Our approach highlights contagion maps also as a viable tool for inferring low-dimensional structure in networks., Comment: Main Text and Supplementary Information

Coupled map lattices (CMLs) are often used to study emergent phenomena in nature. It is typically assumed (unrealistically) that each component is described by the same map, and it is important to relax this assumption. In this paper, we characterize periodic orbits and the laminar regime of type-I intermittency in heterogeneous weakly coupled map lattices (HWCMLs). We show that the period of a cycle in an HWCML is preserved for arbitrarily small coupling strengths even when an associated uncoupled oscillator would experience a period-doubling cascade. Our results characterize periodic orbits both near and far from saddle--node bifurcations, and we thereby provide a key step for examining the bifurcation structure of heterogeneous CMLs.

The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric functions in different parameter and variable regimes. The methods that we investigate include Taylor and asymptotic series computations, Gauss-Jacobi quadrature, numerical solution of differential equations, recurrence relations, and others. We discuss the results of numerical experiments used to determine the best methods, in practice, for each parameter and variable regime considered. We provide 'roadmaps' with our recommendation for which methods should be used in each situation., Comment: 42 pages