extreme eventsize fluctuations in biased random …mapcon12/slides/kishore_mapcon12.pdf ·...
TRANSCRIPT
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Physical Research Laboratory Ahmedabad, India
Vimal Kishore
[email protected]@prl.res.in
Extreme EventSize Extreme EventSize Fluctuations in Biased Fluctuations in Biased
Random Walks on NetworksRandom Walks on Networks
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Plan of the talk:Plan of the talk:
● IntroductionExtreme events
● Dynamics on networksBiased Random walk model
● Extreme events on networkshow frequent are extreme events on network?
● Extreme fluctuationsFluctuations, OK!!! but how large?
● Conclusion
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Extreme Events Extreme Events
Barak Obama fan page
8th May 2011
Internet slowdown
Power blackout in US
These extreme events take place on some underlying lattice structures and hence, are our inspiration behind studying Extreme Events on networks.
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Financial loss Financial loss
Courtsey: David Harper, Bionic Turtle
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An Extreme event is one which is associated with the tail of the Probability distribution P(m) of events of size m.
Basic features:Basic features:
● They are rare
● They are recurrent
● Which are inherent to the system under study
● To which we can assign a variable (“magnitude”)
What is an extreme event?What is an extreme event?
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Ways of defining an Extreme Event (EE) Ways of defining an Extreme Event (EE)
Courtsey: David Harper, Bionic Turtle
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Framework for studying EE on Network:Framework for studying EE on Network:
Dynamics on network-Dynamics supported by the network...
Stationary distribution- Does it exist? Necessary to define extreme events...
Defining an event and an extreme event- How to define an event and based on that, what is extreme event?
Cutoff- How to decide the threshold?
Questions-Probability distribution of extreme eventsRole of topolgy
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Random walk on network:andom walk on network:Random walker
Nodes
Standard Random walk:
A random walker on a node can hop to a neighboring node with equal probability.
Biased Random walk: A walker on a node can hop to a neighboring node but with some preferences.
t=0 t=1
t=2
t=3
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What is an event: What is an event:
● Event: No. Of walkers on a node
Size-> 0 1 2 3 4 5
t=0 5 5 0 0 0 0
t=1 6 3 1 0 0 0
t=2 6 3 1 0 0 0
t=3 7 2 0 1 0 0t=0 t=1
t=2 t=3
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Defining an extreme event: Defining an extreme event:
● Event: No. Of walkers on a node
● Extreme event: No. Of walkers on a node more than the threshold
Size-> 0 1 2 3 4 5
t=0 5 5 0 0 0 0
t=1 6 3 1 0 0 0
t=2 6 3 1 0 0 0
t=3 7 2 0 1 0 0t=0 t=1
t=2 t=3
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i j
l
Biased Random Walk on Networks Biased Random Walk on Networks Consider a connected, undirected network with N nodes, E edges with W non-interacting walkers.
Probability for a walker to go from node i(t=0) to j(t=n+1)with transition probabilty :
For hopping from l-th to j-th node, walkers discriminate among neighbors on the basis of their degree:
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Stationary probability for finding a walker at node j :
Let me define the generalized strength of i-th node to be:
Now, Stationary probability :
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Standard random walk
Walk biased towards low degree nodes
Walk biased towards hubs
Nodes with same degree can have different strengths because of their local environment.
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Probability of Probability of mm walkers on node walkers on node i i : Binomial distribution: Binomial distribution
AnalyticalSimulation
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W = 39830Scale free network (N = 5000, E = 19815)107 time steps, 100 Ensembles
Some Numbers for Simulations
Mean flux and variance
In case of SRW ( )
Noh et. al., PRL (2004).
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Where is some threshold. This gives,
Nodes with same generalised strengths should have the same probability for extreme events. But, how to decide the threshold over the network?
Probability distribution of EE on a nodeProbability distribution of EE on a node
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50 million tweets per day.On an average, 600 tweets/second.
Source : twitter.com
In 2009, Google resolved 87.8 billion searchqueries per month. About 34000 queries/second. Source : comscore.com
For most sites on the www, these represent extreme events.
Defining extreme events for nodes in a network
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Constant threshold : What is extreme in one node will not be so in another.
Threshold based on variance in each node :
Depends on the flux passing through the node.
R.
K.
L ax m
a n
delhi.gov.in
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Probability distribution of EE as a function of degree Probability distribution of EE as a function of degree of node (SRW) of node (SRW)
F(K)
Vimal Kishore et. al. PRL(2011)
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Biased towards low degree nodes
Standard Random walk
Biased towards hubs
EE probability as a function of strength
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Extreme fluctuations
Node numbers (arranged in ascedning order of degree)
Event size:
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t=0
t=1
Walkers
Nodes
as a parameter
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We investigate the occurence of extreme events on complex networks using the generalized random walk model in which the walk is preferentially biased by the network topology. For a scale free network
● The generalized strength, depends on the degree of the node and that of its nearest neighbors, has been defined as a measure of the ability of a node to attract walkers.
● Nodes with lower strengths are more likely to experience extreme events than the ones with higher strengths.
● When walk is biased towards the hubs, extreme events can be of very large size.
● For the better functioning of a network, smaller strength nodes are very important.
SummarySummary
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Dr. M. S. Santhanam, Indian Institute of Science Education and Research, Pune - 411021, [email protected]
Prof. R. E. Amritkar, Physical Research Laboratory, NavrangPuraAhmedabad-38009, [email protected]
In collaboration with...
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THANK YOU FOR YOURTHANK YOU FOR YOUR ATTENTION!ATTENTION!
Extreme events arising due to inherent fluctuations will always take place and cannot be avoided, but one can be better prepared to meet the expected Extreme Events.
● Phys. Rev. Lett. 106, 188701 (2011)● Phys. Rev. E 85, 056120 (2012)