Binary-state dynamics on complex networks: Stochastic pair approximation and beyond

Theoretical approaches to binary-state models on complex networks are generally restricted to infinite size systems, where a set of non-linear deterministic equations is assumed to characterize its dynamics and stationary properties. We develop in this work the stochastic formalism of the different compartmental approaches, these are: approximate master equation (AME), pair approximation (PA) and heterogeneous mean field (HMF), in descending order of accuracy. Using different systemsize expansions of a general master equation, we are able to obtain approximate solutions of the fluctuations and finite-size corrections of the global state. On the one hand, far from criticality, the deviations from the deterministic solution are well captured by a Gaussian distribution whose properties we derive, including its correlation matrix and corrections to the average values. On the other hand, close to a critical point there are non-Gaussian statistical features that can be described by the finite-size scaling functions of the models. We show how to obtain the scaling functions departing only from the theory of the different approximations. We apply the techniques for a wide variety of binary-state models in different contexts, such as epidemic, opinion and ferromagnetic models.

[1]  A. Kononovicius Compartmental voter model , 2019, Journal of Statistical Mechanics: Theory and Experiment.

[2]  Katarzyna Sznajd-Weron,et al.  Is Independence Necessary for a Discontinuous Phase Transition within the q-Voter Model? , 2019, Entropy.

[3]  Raul Toral,et al.  Ordering dynamics in the voter model with aging , 2019, Physica A: Statistical Mechanics and its Applications.

[4]  T. Galla,et al.  Consensus and diversity in multistate noisy voter models. , 2019, Physical review. E.

[5]  Bartlomiej Nowak,et al.  Homogeneous Symmetrical Threshold Model with Nonconformity: Independence versus Anticonformity , 2019, Complex..

[6]  F. Vázquez,et al.  Multistate voter model with imperfect copying. , 2019, Physical review. E.

[7]  Kenric P. Nelson,et al.  Majority-vote model for financial markets , 2019, Physica A: Statistical Mechanics and its Applications.

[8]  J. Ramasco,et al.  Herding and idiosyncratic choices: Nonlinearity and aging-induced transitions in the noisy voter model , 2018, Comptes Rendus Physique.

[9]  R. Toral,et al.  System-size expansion of the moments of a master equation. , 2018, Chaos.

[10]  A. Kononovicius,et al.  Order book model with herd behavior exhibiting long-range memory , 2018, Physica A: Statistical Mechanics and its Applications.

[11]  M. S. Miguel,et al.  Stochastic pair approximation treatment of the noisy voter model , 2018, New Journal of Physics.

[12]  R. Toral,et al.  The noisy voter model under the influence of contrarians , 2018, Physica A: Statistical Mechanics and its Applications.

[13]  Celia Anteneodo,et al.  Threshold q-voter model , 2018, Physical review. E.

[14]  Peter G. Fennell,et al.  Multistate Dynamical Processes on Networks: Analysis through Degree-Based Approximation Frameworks , 2017, SIAM Rev..

[15]  A. Kononovicius Modeling of the Parties' Vote Share Distributions , 2017, Acta Physica Polonica A.

[16]  R. Grima,et al.  An alternative route to the system-size expansion , 2017 .

[17]  Raul Toral,et al.  Zealots in the mean-field noisy voter model. , 2017, Physical review. E.

[18]  Gerardo Iñiguez,et al.  Threshold driven contagion on weighted networks , 2017, Scientific Reports.

[19]  Arkadiusz Jędrzejewski,et al.  Pair approximation for the q-voter model with independence on complex networks. , 2016, Physical review. E.

[20]  Adrian Carro,et al.  The noisy voter model on complex networks , 2016, Scientific Reports.

[21]  Silvio C. Ferreira,et al.  Collective versus hub activation of epidemic phases on networks , 2015, Physical review. E.

[22]  Raúl Toral,et al.  Markets, Herding and Response to External Information , 2015, PloS one.

[23]  A. Economou,et al.  A stochastic SIS epidemic model with heterogeneous contacts , 2015 .

[24]  Raúl Toral,et al.  Stochastic Numerical Methods: An Introduction for Students and Scientists , 2014 .

[25]  Piet Van Mieghem,et al.  Epidemic processes in complex networks , 2014, ArXiv.

[26]  Angélica S. Mata,et al.  Heterogeneous pair-approximation for the contact process on complex networks , 2014, 1402.2832.

[27]  Maxi San Miguel,et al.  Is the Voter Model a model for voters? , 2013, Physical review letters.

[28]  Romualdo Pastor-Satorras,et al.  Nature of the epidemic threshold for the susceptible-infected-susceptible dynamics in networks. , 2013, Physical review letters.

[29]  K. Sznajd-Weron,et al.  Anticonformity or Independence?—Insights from Statistical Physics , 2013 .

[30]  J. Gleeson Binary-state dynamics on complex networks: pair approximation and beyond , 2012, 1209.2983.

[31]  C. Castellano Social Influence and the Dynamics of Opinions: The Approach of Statistical Physics , 2012 .

[32]  Raul Toral,et al.  On the effect of heterogeneity in stochastic interacting-particle systems , 2012, Scientific Reports.

[33]  Maxi San Miguel,et al.  Modeling two-language competition dynamics , 2012, Adv. Complex Syst..

[34]  Ramon Grima,et al.  A study of the accuracy of moment-closure approximations for stochastic chemical kinetics. , 2012, The Journal of chemical physics.

[35]  Duccio Fanelli,et al.  Stochastic Turing patterns on a network. , 2012, Physical review. E, Statistical, nonlinear, and soft matter physics.

[36]  Alessandro Vespignani Modelling dynamical processes in complex socio-technical systems , 2011, Nature Physics.

[37]  Romualdo Pastor-Satorras,et al.  Quasistationary simulations of the contact process on quenched networks. , 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.

[38]  Romualdo Pastor-Satorras,et al.  Quasistationary analysis of the contact process on annealed scale-free networks. , 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.

[39]  J. Gleeson High-accuracy approximation of binary-state dynamics on networks. , 2011, Physical review letters.

[40]  P. Driessche,et al.  Effective degree network disease models , 2011, Journal of mathematical biology.

[41]  Andrea Montanari,et al.  The spread of innovations in social networks , 2010, Proceedings of the National Academy of Sciences.

[42]  Claudio Castellano,et al.  Thresholds for epidemic spreading in networks , 2010, Physical review letters.

[43]  Mark Newman,et al.  Networks: An Introduction , 2010 .

[44]  L. Hébert-Dufresne,et al.  Adaptive networks: Coevolution of disease and topology. , 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.

[45]  F. Vazquez,et al.  Agent based models of language competition: macroscopic descriptions and order–disorder transitions , 2010, 1002.1251.

[46]  Emanuele Pugliese,et al.  Heterogeneous pair approximation for voter models on networks , 2009, 0903.5489.

[47]  A. Baronchelli,et al.  Consensus and ordering in language dynamics , 2009, 0901.3844.

[48]  C. Gardiner Stochastic Methods: A Handbook for the Natural and Social Sciences , 2009 .

[49]  Alessandro Vespignani,et al.  Dynamical Processes on Complex Networks , 2008 .

[50]  F. Vazquez,et al.  Analytical solution of the voter model on uncorrelated networks , 2008, 0803.1686.

[51]  S. Redner,et al.  Voter models on heterogeneous networks. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

[52]  M. Keeling,et al.  Modeling Infectious Diseases in Humans and Animals , 2007 .

[53]  S. Fortunato,et al.  Statistical physics of social dynamics , 2007, 0710.3256.

[54]  Sergey N. Dorogovtsev,et al.  Critical phenomena in complex networks , 2007, ArXiv.

[55]  T. Lux,et al.  Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model , 2005 .

[56]  J. Mira,et al.  Interlinguistic similarity and language death dynamics , 2005, physics/0501097.

[57]  R. Pastor-Satorras,et al.  Generation of uncorrelated random scale-free networks. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[58]  R. Toral,et al.  Exact solution of Ising model on a small-world network. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[59]  Christos Faloutsos,et al.  Epidemic spreading in real networks: an eigenvalue viewpoint , 2003, 22nd International Symposium on Reliable Distributed Systems, 2003. Proceedings..

[60]  S. Strogatz,et al.  Linguistics: Modelling the dynamics of language death , 2003, Nature.

[61]  F. Schweitzer,et al.  Nonlinear voter models: the transition from invasion to coexistence , 2003, cond-mat/0307742.

[62]  R. Pastor-Satorras,et al.  Epidemic spreading in correlated complex networks. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[63]  S. Galam Minority opinion spreading in random geometry , 2002, cond-mat/0203553.

[64]  F. Brauer,et al.  Mathematical Models in Population Biology and Epidemiology , 2001 .

[65]  Alessandro Vespignani,et al.  Epidemic spreading in scale-free networks. , 2000, Physical review letters.

[66]  Keizo Yamamoto,et al.  Expansion of the master equation in the vicinity of a critical point , 2000 .

[67]  M. S. Miguel,et al.  STOCHASTIC EFFECTS IN PHYSICAL SYSTEMS , 1997, cond-mat/9707147.

[68]  P. Kaye Infectious diseases of humans: Dynamics and control , 1993 .

[69]  M. J. Oliveira,et al.  Nonequilibrium spin models with Ising universal behaviour , 1993 .

[70]  Alan Kirman,et al.  Ants, Rationality, and Recruitment , 1993 .

[71]  H. Deutsch Optimized analysis of the critical behavior in polymer mixtures from Monte Carlo simulations , 1992 .

[72]  Keizo Yamamoto,et al.  System size effect in the critical fluctuation of a nonequilibrium stochastic system , 1990 .

[73]  S. Redner,et al.  Comment on "Noise-induced bistability in a Monte Carlo surface-reaction model" , 1989, Physical review letters.

[74]  R. Ziff,et al.  Noise-induced bistability in a Monte Carlo surface-reaction model. , 1989, Physical review letters.

[75]  R. Dickman,et al.  Kinetic phase transitions in a surface-reaction model: Mean-field theory. , 1986, Physical review. A, General physics.

[76]  A. Politi,et al.  Improved Adiabatic Elimination in Laser Equations , 1986 .

[77]  Fernández Center-manifold extension of the adiabatic-elimination method. , 1985, Physical review. A, General physics.

[78]  S. A. Robertson,et al.  NONLINEAR OSCILLATIONS, DYNAMICAL SYSTEMS, AND BIFURCATIONS OF VECTOR FIELDS (Applied Mathematical Sciences, 42) , 1984 .

[79]  P. Holmes,et al.  Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields , 1983, Applied Mathematical Sciences.

[80]  Kurt Binder,et al.  Finite size scaling analysis of ising model block distribution functions , 1981 .

[81]  鈴木 増雄 Time-Dependent Statistics of the Ising Model , 1965 .

[82]  Simone Alfarano,et al.  Network structure and N-dependence in agent-based herding models , 2009 .

[83]  Thomas Lux,et al.  Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach , 2008 .

[84]  Christos Faloutsos,et al.  Epidemic thresholds in real networks , 2008, TSEC.

[85]  W. Ebeling Stochastic Processes in Physics and Chemistry , 1995 .

[86]  Neal Madras,et al.  The noisy voter model , 1995 .

[87]  M. J. Oliveira,et al.  Isotropic majority-vote model on a square lattice , 1992 .

[88]  Alexander Grey,et al.  The Mathematical Theory of Infectious Diseases and Its Applications , 1977 .