Vulnerability and co-susceptibility determine the size of network cascades

In a network, a local disturbance can propagate and eventually cause a substantial part of the system to fail in cascade events that are easy to conceptualize but extraordinarily difficult to predict. Here, we develop a statistical framework that can predict cascade size distributions by incorporating two ingredients only: the vulnerability of individual components and the cosusceptibility of groups of components (i.e., their tendency to fail together). Using cascades in power grids as a representative example, we show that correlations between component failures define structured and often surprisingly large groups of cosusceptible components. Aside from their implications for blackout studies, these results provide insights and a new modeling framework for understanding cascades in financial systems, food webs, and complex networks in general.

[1]  Seth Blumsack,et al.  Topological Models and Critical Slowing down: Two Approaches to Power System Blackout Risk Analysis , 2011, 2011 44th Hawaii International Conference on System Sciences.

[2]  V. Plerou,et al.  Random matrix approach to cross correlations in financial data. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[3]  F. Massey The Kolmogorov-Smirnov Test for Goodness of Fit , 1951 .

[4]  Alexander S. Ecker,et al.  Generating Spike Trains with Specified Correlation Coefficients , 2009, Neural Computation.

[5]  Adilson E. Motter,et al.  Stochastic Model for Power Grid Dynamics , 2006, 2007 40th Annual Hawaii International Conference on System Sciences (HICSS'07).

[6]  Ian Dobson,et al.  Validating OPA with WECC Data , 2013, 2013 46th Hawaii International Conference on System Sciences.

[7]  I. Dobson,et al.  Estimating the Propagation and Extent of Cascading Line Outages From Utility Data With a Branching Process , 2012, IEEE Transactions on Power Systems.

[8]  Benjamin A Carreras,et al.  Complex systems analysis of series of blackouts: cascading failure, critical points, and self-organization. , 2007, Chaos.

[9]  Duncan J Watts,et al.  A simple model of global cascades on random networks , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[10]  D. Garlaschelli,et al.  Community detection for correlation matrices , 2013, 1311.1924.

[11]  M. Stephanov,et al.  Random Matrices , 2005, hep-ph/0509286.

[12]  A. Motter,et al.  Rescuing ecosystems from extinction cascades through compensatory perturbations. , 2011, Nature communications.

[13]  M. Piedmonte,et al.  A Method for Generating High-Dimensional Multivariate Binary Variates , 1991 .

[14]  P. Hines,et al.  Large blackouts in North America: Historical trends and policy implications , 2009 .

[15]  B Kahng,et al.  Sandpile on scale-free networks. , 2003, Physical review letters.

[16]  Raissa M. D'Souza,et al.  Coupled catastrophes: sudden shifts cascade and hop among interdependent systems , 2014, Journal of The Royal Society Interface.

[17]  Vito Latora,et al.  Modeling cascading failures in the North American power grid , 2005 .

[18]  E. K. Pikitch,et al.  Trophic Downgrading of Planet Earth , 2011, Science.

[19]  Ian Dobson,et al.  Obtaining Statistics of Cascading Line Outages Spreading in an Electric Transmission Network From Standard Utility Data , 2015, IEEE Transactions on Power Systems.

[20]  José J. Ramasco,et al.  Systemic delay propagation in the US airport network , 2013, Scientific Reports.

[21]  Pierre-Etienne Labeau,et al.  A Two-Level Probabilistic Risk Assessment of Cascading Outages , 2016, IEEE Transactions on Power Systems.

[22]  S. M. Samuels On the Number of Successes in Independent Trials , 1965 .

[23]  Harry Eugene Stanley,et al.  Catastrophic cascade of failures in interdependent networks , 2009, Nature.

[24]  Tang,et al.  Self-Organized Criticality: An Explanation of 1/f Noise , 2011 .

[25]  Paul D. H. Hines,et al.  Cascading Power Outages Propagate Locally in an Influence Graph That is Not the Actual Grid Topology , 2015, IEEE Transactions on Power Systems.

[26]  Adilson E Motter Cascade control and defense in complex networks. , 2004, Physical review letters.

[27]  Ian Dobson,et al.  Determining the Vulnerabilities of the Power Transmission System , 2012, 2012 45th Hawaii International Conference on System Sciences.

[28]  Marc Timme,et al.  Nonlocal effects and countermeasures in cascading failures. , 2015, Physical review. E, Statistical, nonlinear, and soft matter physics.