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Mathematical models of networks

Leonid E. Zhukov

School of Data Analysis and Artificial IntelligenceDepartment of Computer Science

National Research University Higher School of Economics

Social Network AnalysisMAGoLEGO course

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 1 / 29

Lecture outline

1 Random graphsErdos-Renyi model

2 Preferential attachmentBarabasi-Albert model

3 Small world modelWatts-Strogatz model

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 2 / 29

Network models

Empirical network features:

Power-law (heavy-tailed) degree distribution

Small average distance (graph diameter)

Large clustering coefficient (transitivity)

Giant connected component

Generative models:

Random graph model (Erdos & Renyi, 1959)

Preferential attachement model (Barabasi & Albert, 1999)

Small world model (Watts & Strogatz, 1998)

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 3 / 29

Random graph model

Graph G{E ,V }, nodes n = |V |, edges m = |E |Erdos and Renyi, 1959.

Gn,p - each pair out of N = n(n−1)2 is connected with probability p,

number of edges m - random number

〈m〉 = pn(n − 1)

2

〈k〉 =1

n

∑i

ki =2〈m〉n

= p (n − 1) ≈ pn

ρ =〈m〉

n(n − 1)/2= p

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 4 / 29

Node degree distribution

Poisson Distribution

P(ki = k) =λke−λ

k!, λ = pn = 〈k〉

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 5 / 29

Random graph

〈k〉 = pn > 1

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 6 / 29

Phase transition

Consider Gn,p as a function of p

p = 0, empty graph

p = 1, complete (full) graph

There are exist critical pc , structural changes from p < pc to p > pc

Gigantic connected component appears at p > pc

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 7 / 29

Random graph model

p < pc p = pc p > pc

igraph:erdos.renyi.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 8 / 29

Phase transition

Graph G (n, p), for n→∞, critical value pc = 1/n

when p < pc , (〈k〉 < 1) there is no components with more thanO(ln n) nodes, largest component is a tree

when p = pc , (〈k〉 = 1) the largest component has O(n2/3) nodes

when p > pc , (〈k〉 > 1) gigantic component has all O(n) nodes

Critical value: 〈k〉 = pcn = 1- on average one neighbor for a node

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 9 / 29

Connected component

〈k〉 = pn

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 10 / 29

Clustering coefficient

Clustering coefficient

C (k) =#of links between NN

#max number of links NN=

pk(k − 1)/2

k(k − 1)/2= p

C = p =〈k〉n

when n→∞, C → 0

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 11 / 29

Graph diameter

G (n, p) is locally tree-like (GCC) (no loops; low clustering coefficient)

on average, the number of nodes d steps away from a node 〈k〉d

in GCC, around pc , 〈k〉d ∼ n,

d ∼ ln n

ln〈k〉

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 12 / 29

Random graph model

Node degree distribution function - Poisson:

P(k) =λke−λ

k!, λ = pn = 〈k〉

Average path length:

〈L〉 ∼ log(N)/ log〈k〉

Clustering coefficient:

C =〈k〉n

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 13 / 29

Preferential attachment model

Barabasi and Albert, 1999Dynamical growth model

t = 0, n0 nodes

growth: on every step add a node with m0 edges (m0 ≤ n0),ki (i) = m0

Preferential attachment: probability of linking to existing node isproportional to the node degree ki

Π(ki ) =ki∑i ki

=ki

2m0t

after t steps: n0 + t nodes, m0t edges

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 14 / 29

Preferential attachment model

Barabasi, 1999

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 15 / 29

Preferential attachement

ki (t) = m0

( ti

)1/2

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 16 / 29

Preferential attachement

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 17 / 29

Preferential attachment

Time evolution of a node degree

ki (t) = m0

( ti

)1/2

Degree distribution function:

P(k) =2m2

0

k3

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 18 / 29

Preferential attachement

Preferential attachment vs random graph

BA : P(k) =2m2

0

k3, ER : P(k) =

〈k〉ke−〈k〉

k!, 〈k〉 = pn

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 19 / 29

Preferential attachement

Preferential attachment vs random graph

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 20 / 29

Preferential attachment model

m0 = 1 m0 = 2 m0 = 3

igraph: barabasi.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 21 / 29

Preferential attachment model

Node degree distribution - power law):

P(k) =2m2

0

k3

Average path length :

〈L〉 ∼ log(N)/ log(log(N))

Clustering coefficient (numerical result):

C ∼ N−0.75

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 22 / 29

Small world

Motivation: keep high clustering, get small diameter

Clustering coefficient C = 1/2Graph diameter d = 8

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 23 / 29

Small world

Watts and Strogatz, 1998

Single parameter model, interpolation between regular lattice and randomgraph

start with regular lattice with n nodes, k edges per vertex (nodedegree), k << n

randomly connect with other nodes with probability p, forms pnk/2”long distance” connections from total of nk/2 edges

p = 0 regular lattice, p = 1 random graph

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 24 / 29

Small world

Watts, 1998

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 25 / 29

Small world model

20% rewiring:ave. path length = 3.58 → ave. path length = 2.32clust. coeff = 0.49 → clust. coeff = 0.19

igraph:watts.strogatz.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 26 / 29

Small world model

Node degree distribution function - Poisson like (numerical result)

Average path length (analytical result) :

〈L〉 ∼ log(N)

Clustering coefficientC = const

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 27 / 29

Model comparison

Random BA model WS model Empirical networks

P(k) λke−λ

k! k−3 poisson like power lawC 〈k〉/N N−0.75 const large

〈L〉 log(N)log(〈k〉)

log(N)log log(N) log(N) small

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 28 / 29

References

On random graphs I, P. Erdos and A. Renyi, PublicationesMathematicae 6, 290297 (1959).

On the evolution of random graphs, P. Erdos and A. Renyi,Publicaton of the Mathematical Institute of the Hungarian Academyof Sciences, 17-61 (1960)

Collective dynamics of small-world networks. Duncan J. Watts andSteven H. Strogatz. Nature 393 (6684): 440-442, 1998

Emergence of Scaling in Random Networks, A.L. Barabasi and R.Albert, Science 286, 509-512, 1999

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 29 / 29

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