Percolation

Spread in a network with faulty connections.

Graph Theory Terms

Graph

\[G=(V,E)\]

Vertices

\[V = \{ v_1,v_2,v_3,v_4,v_5,v_6, v_7 , \\ v_8 , v_9 , v_A , v_B , v_C , v_D , v_E , \} \]

Order

\[n \equiv |V| = 14 \]

Edges

\(E = \{ (v_2, v_4), (v_2, v_5), (v_3, v_6), (v_4, v_5), (v_5, v_6), \\ (v_6, v_7), (v_6, v_8), (v_7, v_8), (v_8, v_D), (v_8, v_E), (v_9, v_A), \\ (v_9, v_B), (v_9, v_C), (v_A, v_B), (v_B, v_C), (v_D, v_E), \} \)

Size

\[M \equiv |E| = 16 \]

Neighborhood

\[N(v_5)=\{v_2,v_4,v_6\}\]

Degree

\[d(v_5)\equiv |N(v_5)| = 3\]

Degree

Path

Path from \(v_2\) to \(v_E\): \((v_2,v_5,v_6,v_8,v_E)\)

Path


No path from \(v_B\) to \(v_3\)

Connected Components

Notable Types of Graphs

Complete Graph

Star Graph

Star Graph

Bipartite Graph

Cycle Graph

Erdős–Rényi Random Graph

Erdős–Rényi Random Graph

\(G(n,p)\)
  • Start with a set of \(n\) vertices \(V\)
  • For each pair of distinct vertices in \(V\), \(v_i,v_j\), flip a weighted coin which lands head with prob \(p\)
    • If the coin comes up heads, the edge \((v_i,v_j)\in E\).
    • If the coin comes up tails, the edge \((v_i,v_j)\notin E\).
  • Equivalent to removing each edge with independent prob \((1-p)\) from a complete graph.

The Random Graph

Integer Lattice

\[\mathbb{Z}\]

Square Lattice

\[\mathbb{Z}^2\]

Real World Examples

Neurons

Electric Grids

Electric Grids

Attribution: Wikipedia user Alinor

Transportation

Social Networks

Rumors

Disease

Guaranteed Transmission

Breadth-First Search

  • Each vertex is marked as Undiscovered, Discovered, or Visited.
  • One vertex starts as Discovered, the rest Undiscovered
  • Each period:
    • For each vertex which was already Discovered at the start of the period:
      • Mark the vertex as Visited
      • Mark each of its Undiscovered neighbors as Discovered

Breadth-First Search

A vertex will be visited iff there is a path to it from the initial Discovered vertex.

Breadth-First Search

Undiscovered ~ Susceptible

Discovered ~ Infectious

Visited ~ Removed

Bernouilli Transmission

Change the algorithm:
  • One vertex starts as Discovered, the rest Undiscovered
  • Each period:
    • For each vertex which was already Discovered at the start of the period:
      • Mark the vertex as Visited
      • For each Undiscovered neighbor, mark that neighbor as Discovered with independent probability \(p\).
With this algorithm:
  • If a vertex starts the period Undiscovered with \(N\) Discovered neighbors, then it will become Discovered with probability \(1-(1-p)^N\)
  • In complete graphs, average number of newly Discovered each period is \(D^\prime = U\cdot(1-(1-p)^D)\)
  • Similar dynamics to standard "fully-mixed" SIR epidemic model.
With this algorithm:
  • We randomly traverse along each edge at most once.
  • Therefore, the algorithm doesn't change if we do all the random draws at the start of time:
  • Call each edge "Open" with probability \(p\) and "Closed" with probability \(1-p\). Then perform breadth-first search on the subgraph for which all closed edges are removed.
  • On complete graphs, equivalent to Erdős–Rényi Random Graphs.

Bond Percolation

  • Start with some graph \(G=\{V,E\}\)
  • Generate subgraphs of \(G\) by removing each edge with independent probability \((1-p)\).
  • This generates a probability distribution \(f(G,p)\) over subgraphs of \(G\): \(\{ \{V,e\} | e \subset E \}\).
  • On complete graphs, equivalent to Erdős–Rényi Random Graphs.

Percolation Probability

  • Define \(C(v,g)\) to be the connected component of vertex \(v\) in subgraph \(g\).
  • Percolation probability: \[\theta(p,v, X) = P_p[|C(v,g)| \geq X]\]
  • In particular: \[\theta(p,v) = P_p[|C(v,g)| \geq \infty]\]

For any \(X\), and any \(v\), \theta(p,v, X) is non-decreasing in \(p\).

  • For \(p=0\), \(X>1\), \theta(p, v, X)=0.
  • Critical Probability: \[\p_c = \sup \{p: \theta(p) = 0 \} \]
  • For \(p < p_c \), \theta(p, v)=0.

Critical Probability Examples

Integer Lattice \(\mathbb{Z}\)

\[p_c = 1\]

Square Lattice

\[p_c = \frac{1}{2}\]

Square Lattice

\[p_c = \frac{1}{2}\]
\(p_c = \(1 \over N\) for complete graphs \)

A few approximations

Scale Free and Small World graphs.
Scale Free and Small World graphs.
Main Sources:
  • Newman ME, Barabási AL, Watts DJ. The structure and dynamics of networks. Princeton university press; 2006.
  • Keeling MJ, Eames KT. Networks and epidemic models. Journal of the Royal Society Interface. 2005 Sep 22;2(4):295-307.