# 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 ## Transportation ## Social Networks ## Rumors ## Disease # Guaranteed Transmission      • 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

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

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.