Statistical mechanics of complex networks

The emergence of order in natural systems is a constant source of inspiration for both physical and biological sciences. While the spatial order characterizing for example the crystals has been the basis of many advances in contemporary physics, most complex systems in nature do not offer such high degree of order. Many of these systems form complex networks whose nodes are the elements of the system and edges represent the interactions between them. Traditionally complex networks have been described by the random graph theory founded in 1959 by Paul Erdohs and Alfred Renyi. One of the defining features of random graphs is that they are statistically homogeneous, and their degree distribution (characterizing the spread in the number of edges starting from a node) is a Poisson distribution. In contrast, recent empirical studies, including the work of our group, indicate that the topology of real networks is much richer than that of random graphs. In particular, the degree distribution of real networks is a power-law, indicating a heterogeneous topology in which the majority of the nodes have a small degree, but there is a significant fraction of highly connected nodes that play an important role in the connectivity of the network. The scale-free topology of real networks has very important consequences on their functioning. For example, we have discovered that scale-free networks are extremely resilient to the random disruption of their nodes. On the other hand, the selective removal of the nodes with highest degree induces a rapid breakdown of the network to isolated subparts that cannot communicate with each other. The non-trivial scaling of the degree distribution of real networks is also an indication of their assembly and evolution. Indeed, our modeling studies have shown us that there are general principles governing the evolution of networks. Most networks start from a small seed and grow by the addition of new nodes which attach to the nodes already in the system. This process obeys preferential attachment: the new nodes are more likely to connect to nodes with already high degree. We have proposed a simple model based on these two principles wich was able to reproduce the power-law degree distribution of real networks. Perhaps even more importantly, this model paved the way to a new paradigm of network modeling, trying to capture the evolution of networks, not just their static topology.

[1]  W. L. The Balance of Nature , 1870, Nature.

[2]  K. Pearson,et al.  Biometrika , 1902, The American Naturalist.

[3]  Charles Gide,et al.  Cours d'économie politique , 1911 .

[4]  George Kingsley Zipf,et al.  Human Behaviour and the Principle of Least Effort: an Introduction to Human Ecology , 2012 .

[5]  Yuen Ren Chao,et al.  Human Behavior and the Principle of Least Effort: An Introduction to Human Ecology , 1950 .

[6]  A. Rapoport,et al.  Connectivity of random nets , 1951 .

[7]  H. Simon,et al.  ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS , 1955 .

[8]  Claude E. Shannon,et al.  Reliable Circuits Using Less Reliable Relays , 1956 .

[9]  J. Coleman,et al.  The Diffusion of an Innovation Among Physicians , 1957 .

[10]  J. Hammersley Percolation Processes: Lower Bounds for the Critical Probability , 1957 .

[11]  A. Rapoport Contribution to the theory of random and biased nets , 1957 .

[12]  E. Wigner On the Distribution of the Roots of Certain Symmetric Matrices , 1958 .

[13]  L. Milne,et al.  The Balance of Nature , 1953, Oryx.

[14]  G. Heilbrunn The balance. , 1968, The Journal of school health.

[15]  H. Stanley,et al.  Introduction to Phase Transitions and Critical Phenomena , 1972 .

[16]  Mark S. Granovetter The Strength of Weak Ties , 1973, American Journal of Sociology.

[17]  P. Leath Cluster size and boundary distribution near percolation threshold , 1976 .

[18]  Shang‐keng Ma Modern Theory of Critical Phenomena , 1976 .

[19]  P. Hohenberg,et al.  Theory of Dynamic Critical Phenomena , 1977 .

[20]  Benoit B. Mandelbrot,et al.  Fractal Geometry of Nature , 1984 .

[21]  Béla Bollobás,et al.  Degree sequences of random graphs , 1981, Discret. Math..

[22]  H. Poincaré,et al.  Percolation ? , 1982 .

[23]  B. Derrida,et al.  A transfer-matrix approach to random resistor networks , 1982 .

[24]  B. Bollobás The evolution of random graphs , 1984 .

[25]  S. Havlin,et al.  Topological properties of percolation clusters , 1984 .

[26]  R. Durrett Some general results concerning the critical exponents of percolation processes , 1985 .

[27]  S. Redner,et al.  Introduction To Percolation Theory , 2018 .

[28]  V. F. Kolchin On the Behavior of a Random Graph Near a Critical Point , 1987 .

[29]  Joel E. Cohen,et al.  Threshold phenomena in random structures , 1988, Discret. Appl. Math..

[30]  E. Hall,et al.  The nature of biotechnology. , 1988, Journal of biomedical engineering.

[31]  R. Burton,et al.  Density and uniqueness in percolation , 1989 .

[32]  Tomasz Łuczak Component behavior near the critical point of the random graph process , 1990 .

[33]  G. Slade,et al.  Mean-field critical behaviour for percolation in high dimensions , 1990 .

[34]  T. Jónsson,et al.  Summing over all genera for d > 1: a toy model , 1990 .

[35]  A. Crisanti,et al.  Products of random matrices in statistical physics , 1993 .

[36]  Stanley Wasserman,et al.  Social Network Analysis: Methods and Applications , 1994 .

[37]  Bruce A. Reed,et al.  A Critical Point for Random Graphs with a Given Degree Sequence , 1995, Random Struct. Algorithms.

[38]  Duxbury,et al.  Breakdown of two-phase random resistor networks. , 1995, Physical review. B, Condensed matter.

[39]  George Sugihara,et al.  Fractals in science , 1995 .

[40]  S. Kauffman At Home in the Universe: The Search for the Laws of Self-Organization and Complexity , 1995 .

[41]  Thomas W. Valente Network models of the diffusion of innovations , 1996, Comput. Math. Organ. Theory.

[42]  G. Vojta Fractals and Disordered Systems , 1997 .

[43]  Azer Bestavros,et al.  Self-similarity in World Wide Web traffic: evidence and possible causes , 1997, TNET.

[44]  James H. Brown,et al.  A General Model for the Origin of Allometric Scaling Laws in Biology , 1997, Science.

[45]  T. Guhr,et al.  RANDOM-MATRIX THEORIES IN QUANTUM PHYSICS : COMMON CONCEPTS , 1997, cond-mat/9707301.

[46]  A. Maritan,et al.  Sculpting of a Fractal River Basin , 1997 .

[47]  Walter Willinger,et al.  Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level , 1997, TNET.

[48]  K. J. Healy PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE , 1997 .

[49]  James H. Brown,et al.  Allometric scaling of plant energetics and population density , 1998, Nature.

[50]  Bruce A. Reed,et al.  The Size of the Giant Component of a Random Graph with a Given Degree Sequence , 1998, Combinatorics, Probability and Computing.

[51]  M. Savageau Development of fractal kinetic theory for enzyme-catalysed reactions and implications for the design of biochemical pathways. , 1998, Bio Systems.

[52]  Huberman,et al.  Strong regularities in world wide web surfing , 1998, Science.

[53]  Giles,et al.  Searching the world wide Web , 1998, Science.

[54]  K. Christensen,et al.  Evolution of Random Networks , 1998 .

[55]  Duncan J. Watts,et al.  Collective dynamics of ‘small-world’ networks , 1998, Nature.

[56]  B. Palsson,et al.  The underlying pathway structure of biochemical reaction networks. , 1998, Proceedings of the National Academy of Sciences of the United States of America.

[57]  S. Redner How popular is your paper? An empirical study of the citation distribution , 1998, cond-mat/9804163.

[58]  M. Newman,et al.  Renormalization Group Analysis of the Small-World Network Model , 1999, cond-mat/9903357.

[59]  M. Keeling,et al.  The effects of local spatial structure on epidemiological invasions , 1999, Proceedings of the Royal Society of London. Series B: Biological Sciences.

[60]  F. Slanina,et al.  Extremal Dynamics Model on Evolving Networks , 1999, cond-mat/9901275.

[61]  M. Newman,et al.  Scaling and percolation in the small-world network model. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[62]  M. Weigt,et al.  On the properties of small-world network models , 1999, cond-mat/9903411.

[63]  Albert-László Barabási,et al.  Internet: Diameter of the World-Wide Web , 1999, Nature.

[64]  C. Moukarzel Spreading and shortest paths in systems with sparse long-range connections. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[65]  R. E. Amritkar,et al.  Characterization and control of small-world networks. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[66]  L. Amaral,et al.  Small-World Networks: Evidence for a Crossover Picture , 1999, cond-mat/9903108.

[67]  Didier Sornette,et al.  Download relaxation dynamics on the WWW following newspaper publication of URL , 2000 .

[68]  Amos Maritan,et al.  Size and form in efficient transportation networks , 1999, Nature.

[69]  R. Monasson Diffusion, localization and dispersion relations on “small-world” lattices , 1999 .

[70]  Lada A. Adamic,et al.  Internet: Growth dynamics of the World-Wide Web , 1999, Nature.

[71]  J M Carlson,et al.  Highly optimized tolerance: a mechanism for power laws in designed systems. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[72]  Reka Albert,et al.  Mean-field theory for scale-free random networks , 1999 .

[73]  A. Barrat Comment on ``Small-world networks: Evidence for a crossover picture'' , 1999, cond-mat/9903323.

[74]  C. Lee Giles,et al.  Accessibility of information on the web , 1999, Nature.

[75]  Xerox,et al.  The Small World , 1999 .

[76]  D. Aldous Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists , 1999 .

[77]  James H. Brown,et al.  Allometric scaling of production and life-history variation in vascular plants , 1999, Nature.

[78]  L. Amaral,et al.  Erratum: Small-World Networks: Evidence for a Crossover Picture [Phys. Rev. Lett. 82, 3180 (1999)] , 1999, cond-mat/9906247.

[79]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[80]  J. Hopfield,et al.  From molecular to modular cell biology , 1999, Nature.

[81]  Michalis Faloutsos,et al.  On power-law relationships of the Internet topology , 1999, SIGCOMM '99.

[82]  D. Fell,et al.  The small world of metabolism , 2000, Nature Biotechnology.

[83]  D S Callaway,et al.  Network robustness and fragility: percolation on random graphs. , 2000, Physical review letters.

[84]  M. Newman,et al.  Exact solution of site and bond percolation on small-world networks. , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[85]  M. Newman,et al.  Epidemics and percolation in small-world networks. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[86]  Doyle,et al.  Highly optimized tolerance: robustness and design in complex systems , 2000, Physical review letters.

[87]  S. N. Dorogovtsev,et al.  Structure of growing networks with preferential linking. , 2000, Physical review letters.

[88]  F. Slanina,et al.  Random networks created by biological evolution. , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[89]  M. D. Menezes,et al.  First-order transition in small-world networks , 1999, cond-mat/9903426.

[90]  G. Bianconi SELF-ORGANIZED NETWORKS AS A REPRESENTATION OF QUANTUM STATISTICS , 2000 .

[91]  S. N. Dorogovtsev,et al.  Exactly solvable small-world network , 1999, cond-mat/9907445.

[92]  S. N. Dorogovtsev,et al.  Growing network with heritable connectivity of nodes , 2000, cond-mat/0011077.

[93]  S. N. Dorogovtsev,et al.  Evolution of networks with aging of sites , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[94]  L F Lago-Fernández,et al.  Fast response and temporal coherent oscillations in small-world networks. , 1999, Physical review letters.

[95]  Stroud,et al.  Exact results and scaling properties of small-world networks , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[96]  M. Newman,et al.  Mean-field solution of the small-world network model. , 1999, Physical review letters.

[97]  A. Vázquez Knowing a network by walking on it: emergence of scaling , 2000, cond-mat/0006132.

[98]  Albert,et al.  Topology of evolving networks: local events and universality , 2000, Physical review letters.

[99]  S. N. Dorogovtsev,et al.  WWW and Internet models from 1955 till our days and the ``popularity is attractive'' principle , 2000, cond-mat/0009090.

[100]  M. Elowitz,et al.  A synthetic oscillatory network of transcriptional regulators , 2000, Nature.

[101]  S. N. Dorogovtsev,et al.  Scaling Behaviour of Developing and Decaying Networks , 2000, cond-mat/0005050.

[102]  J R Banavar,et al.  Topology of the fittest transportation network. , 2000, Physical review letters.

[103]  Peter Sheridan Dodds,et al.  Scaling, Universality, and Geomorphology , 2000 .

[104]  J. Collins,et al.  Gene regulation: Neutralizing noise in gene networks , 2000, Nature.

[105]  Mark Newman,et al.  Models of the Small World , 2000 .

[106]  Ibrahim Matta,et al.  On the origin of power laws in Internet topologies , 2000, CCRV.

[107]  Albert-László Barabási,et al.  Error and attack tolerance of complex networks , 2000, Nature.

[108]  Ricard V. Solé,et al.  Phase Transitions in a Model of Internet Traffic , 2000 .

[109]  S Bornholdt,et al.  Robustness as an evolutionary principle , 2000, Proceedings of the Royal Society of London. Series B: Biological Sciences.

[110]  Andrei Z. Broder,et al.  Graph structure in the Web , 2000, Comput. Networks.

[111]  A. Levine,et al.  Surfing the p53 network , 2000, Nature.

[112]  Jespersen,et al.  Small-world networks: links with long-tailed distributions , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[113]  Jon M. Kleinberg,et al.  Navigation in a small world , 2000, Nature.

[114]  S. Redner,et al.  Connectivity of growing random networks. , 2000, Physical review letters.

[115]  R. Albert,et al.  The large-scale organization of metabolic networks , 2000, Nature.

[116]  Cohen,et al.  Resilience of the internet to random breakdowns , 2000, Physical review letters.

[117]  Lada A. Adamic,et al.  Power-Law Distribution of the World Wide Web , 2000, Science.

[118]  Doyle,et al.  Power laws, highly optimized tolerance, and generalized source coding , 2000, Physical review letters.

[119]  Joseph G. Peters,et al.  Deterministic small-world communication networks , 2000, Inf. Process. Lett..

[120]  G. Caldarelli,et al.  The fractal properties of Internet , 2000, cond-mat/0009178.

[121]  Ginestra Bianconi,et al.  Competition and multiscaling in evolving networks , 2001 .

[122]  S. Havlin,et al.  Breakdown of the internet under intentional attack. , 2000, Physical review letters.

[123]  L. Amaral,et al.  The web of human sexual contacts , 2001, Nature.

[124]  S. N. Dorogovtsev,et al.  Size-dependent degree distribution of a scale-free growing network. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[125]  M. Newman,et al.  Random graphs with arbitrary degree distributions and their applications. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[126]  S. Krishna,et al.  A model for the emergence of cooperation, interdependence, and structure in evolving networks. , 2000, Proceedings of the National Academy of Sciences of the United States of America.

[127]  Peter F. Stadler,et al.  Relevant cycles in Chemical reaction Networks , 2001, Adv. Complex Syst..

[128]  A. Vázquez Statistics of citation networks , 2001, cond-mat/0105031.

[129]  Réka Albert,et al.  correction: Error and attack tolerance of complex networks , 2001, Nature.

[130]  Z. Burda,et al.  Statistical ensemble of scale-free random graphs. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[131]  P. Dodds,et al.  Geometry of river networks. I. Scaling, fluctuations, and deviations. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[132]  J. Kertész,et al.  Preferential growth: exact solution of the time-dependent distributions. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[133]  C. Peterson,et al.  Topological properties of citation and metabolic networks. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[134]  B. Tadić Dynamics of directed graphs: the world-wide Web , 2000, cond-mat/0011442.

[135]  A. Barabasi,et al.  Lethality and centrality in protein networks , 2001, Nature.

[136]  R Pastor-Satorras,et al.  Dynamical and correlation properties of the internet. , 2001, Physical review letters.

[137]  A. Barabasi,et al.  Weighted evolving networks. , 2001, Physical review letters.

[138]  Ricard V. Solé,et al.  Complexity and fragility in ecological networks , 2000, Proceedings of the Royal Society of London. Series B: Biological Sciences.

[139]  M. Newman Clustering and preferential attachment in growing networks. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[140]  Lada A. Adamic,et al.  Search in Power-Law Networks , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[141]  S. Bornholdt,et al.  World Wide Web scaling exponent from Simon's 1955 model. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

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

[143]  P. Dodds,et al.  Geometry of river networks. II. Distributions of component size and number. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[144]  G. Bianconi ERRATA: FERMIONIC AND BOSONIC SELF-ORGANIZED NETWORKS: A REPRESENTATION OF QUANTUM STATISTICS , 2001 .

[145]  B. Tadić Access time of an adaptive random walk on the world-wide Web , 2001, cond-mat/0104029.

[146]  S N Dorogovtsev,et al.  Language as an evolving word web , 2001, Proceedings of the Royal Society of London. Series B: Biological Sciences.

[147]  M. Newman,et al.  The structure of scientific collaboration networks. , 2000, Proceedings of the National Academy of Sciences of the United States of America.

[148]  S. Redner,et al.  Organization of growing random networks. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[149]  A. Rinaldo,et al.  Fractal River Basins , 2001 .

[150]  M. Kuperman,et al.  Small world effect in an epidemiological model. , 2000, Physical review letters.

[151]  S. N. Dorogovtsev,et al.  Scaling properties of scale-free evolving networks: continuous approach. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[152]  A. Barabasi,et al.  Spectra of "real-world" graphs: beyond the semicircle law. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[153]  S. Strogatz Exploring complex networks , 2001, Nature.

[154]  J. Hopcroft,et al.  Are randomly grown graphs really random? , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[155]  Xiao Fan Wang,et al.  Synchronization in scale-free dynamical networks: robustness and fragility , 2001, cond-mat/0105014.

[156]  Bernhard Nebel Proceedings of the Seventeenth International Joint Conference on Artificial Intelligence, IJCAI 2001, Seattle, Washington, USA, August 4-10, 2001 , 2001, IJCAI.

[157]  M E Newman,et al.  Scientific collaboration networks. I. Network construction and fundamental results. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[158]  S N Dorogovtsev,et al.  Effect of the accelerating growth of communications networks on their structure. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[159]  S. N. Dorogovtsev,et al.  Giant strongly connected component of directed networks. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[160]  Fan Chung Graham,et al.  The Diameter of Sparse Random Graphs , 2001, Adv. Appl. Math..

[161]  Alexander K. Hartmann,et al.  Typical solution time for a vertex-covering algorithm on finite-connectivity random graphs , 2001, Physical review letters.

[162]  A. Arenas,et al.  Communication and optimal hierarchical networks , 2001, cond-mat/0103112.

[163]  A. Barabasi,et al.  Bose-Einstein condensation in complex networks. , 2000, Physical review letters.

[164]  M. Newman,et al.  Scientific collaboration networks. II. Shortest paths, weighted networks, and centrality. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[165]  K. Mertes,et al.  Hall coefficient of a dilute two-dimensional electron system in a parallel magnetic field , 2000, cond-mat/0008456.

[166]  P. Dodds,et al.  Geometry of river networks. III. Characterization of component connectivity. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[167]  L. Amaral,et al.  Small-world networks and the conformation space of a short lattice polymer chain , 2000, cond-mat/0004380.

[168]  S Redner,et al.  Degree distributions of growing networks. , 2001, Physical review letters.

[169]  M. Lässig,et al.  Shape of ecological networks. , 2001, Physical review letters.

[170]  K. Goh,et al.  Spectra and eigenvectors of scale-free networks. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[171]  A. Barabasi,et al.  Evolution of the social network of scientific collaborations , 2001, cond-mat/0104162.

[172]  Jie Wu,et al.  Small Worlds: The Dynamics of Networks between Order and Randomness , 2003 .

[173]  W. Coffey,et al.  Diffusion and Reactions in Fractals and Disordered Systems , 2002 .

[174]  G. J. Rodgers,et al.  Growing random networks with fitness , 2001, cond-mat/0103423.