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Mean-field theories and quasi-stationary simulations of epidemic models on complex networks Ang ´ elica S. Mata, Silvio C. Ferreira Departamento de F´ ısica - Universidade Federal de Vic ¸osa [email protected] Complex Systems Foundations and Applications Rio de Janeiro, October 29th - November 1st
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Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

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Page 1: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Mean-field theories and quasi-stationarysimulations of epidemic models on complex

networks

Angelica S. Mata, Silvio C. FerreiraDepartamento de Fısica - Universidade Federal de Vicosa

[email protected] Systems Foundations and Applications

Rio de Janeiro, October 29th - November 1st

Page 2: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Outline

IntroductionPair quenched mean-field theoryQuasi-stationary simulationsNature of epidemics on complex networksProspects

Page 3: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Vicosa - Minas Gerais

Page 4: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Universidade Federal de Vicosa

Page 5: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

How do we get sick?

Page 6: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Network

Ravasz et al., Science 297 1551 (2002).

Page 7: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Basic network properties

32

1

4

k

log

P(k

)

log k

ij

lij = 3

Small-world (SW): <l>~log N

Scale-free (SF): P(k)~k-γ

〈k2〉 → ∞ for 2 < γ < 3 - Scale-free

Page 8: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Epidemic dynamicsStates: Susceptible (S), Infected (I), Removed (R) and so forth . . .

S

R

I

Page 9: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

The susceptible-infected-susceptible (SIS) model

n

INFECTION

1

CURE

Page 10: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Absorbing-state and phase transitions

λ

ρ

ActiveAbsorbing

λc

Page 11: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Competing mean-field theories

Heterogeneous mean-fieldtheory (HMF)[Pastor-Satorras and Vepignani, PRL 863200 (2001)]

k=5 k=3

dρk

dt= −ρk + λk(1− ρk )

∑k ′

P(k ′|k)ρ′k ⇒ λc =〈k〉〈k2〉

Quenched mean-field theory (QMF)[Chakrabarti at al., ACM Trans. Inf. Syst. Secur. 10 1 (2008)]

dρi

dt= −ρi + λ(1− ρi )

∑j

Aijρj ⇒ λc =1

Λm,

where Λm is the largest eigenvalue of the adjacency matrix Ai,j

Page 12: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Thresholds for P(k) ∼ k−γ

HMFλc =

〈k〉〈k2〉

→{

const . > 0 γ > 30 γ ≤ 3

Conclusion: Scale-free networks (γ < 3) do not have a threshold inthe thermodynamical limit (N →∞) while networks with finite 〈k2〉 do.

QMF [Castallano and Pastor-Satorrras, PRL 105, 218701 (2010)]

λc =1

Λm'{

1/√

kmax γ > 2.5〈k〉/〈k2〉 2 < γ ≤ 2.5

Conclusion: does not exist a finite threshold for SIS in the limitN →∞ for any network with diverging cutoff.

Page 13: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Quenched pair-approximation

Mata and Ferreira, EPL 103 48003 (2013))

Simple QMF theory assumes that the probability that a vertex isoccupied or empty does not depend on the states of itsneighbors.

φi,j ≈ (1− ρi )ρj

Pair approximation is the simplest MF theory that includesdynamical correlations.

Dynamical equation for a pair of vertices are investigated.

Page 14: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Notation and normalization conditions

Infected vertex→ 1Heath vertex→ 0

ρi = [1i ]

[0i ] = 1− ρi

ψij = [1i ,1j ]

ωij = [0i ,0j ]

φij = [0i ,1j ]

φij = [1i ,0j ]

ψij = ψji

ωij = ωji

φij = φji

ψij + φij = ρj

ψij + φij = ρi

ωij + φij = 1− ρi

ωij + φij = 1− ρj

Page 15: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Dynamical equations

dρi

dt= −ρi + λ

∑j

φijAij

dφij

dt= −φij − λφij + ψij + λ

∑l∈N (j)

l 6=i

[0i0j1l ]− λ∑

l∈N (i)l 6=j

[1l0i1j ]

Pair approximation [ben Avraham and Kohler, PRA 45, 8358 (1992)]

[Ai ,Bj ,Cl ] ≈[Ai ,Bj ][Bj ,Cl ]

[Bj ]

dφij

dt= −(1 + λ)φij +ψij + λ

∑l

ωijφjl

1− ρj(Ajl − δil )− λ

∑l

φij φli

1− ρi(Ail − δlj )

Page 16: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Thresholds

Performing a linear stability analysis around the fixed pointρi = φij = ψij = 0 and using a quasi-static approximation forlong times we find

dρi

dt=∑

j

Lijρj

with the Jacobian

Lij = −(

1 +λ2ki

2λ+ 2

)δij +

λ(2 + λ)

2λ+ 2Aij .

The critical point is obtained when absorbing state ρi = 0 losesstability or, equivalently, when the largest eigenvalue of Lijvanishes.

Page 17: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Analytical results for simple networks

(c)(b)(a)

Page 18: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Absorbing states and finite sizes

The absorbing configuration is the unique actual stationary statefor finite size systems.

Quasi-stationary approach: the averages are restricted to anensemble of active configurations.

P(σ) =P(σ, t)Ps(t)

, t →∞

Page 19: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Quasi-stationary simulations

Oliveira and Dickman, PRE 71 016129 (2005)

Page 20: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

QS simulations in complex networks

Finite-size effect are strongly enhanced by the small-worldproperty.QS state is a suitable framework to handle absorbing states oncomplex networks:Contact processFerreira, Ferreira, Pastor-Satorras PRE 83, 066113 (2011)Ferreira, Ferreira, Castellano, Pastor-Satorras PRE 84, 066102 (2011)Ferreira and Ferreira EPJB (2013) [arXiv:1307.6186 (2013)]

Epidemic spreadingFerreira, Castellano, Pastor-Satorras et al. PRE 86 041125 (2012)Mata and Ferreira EPL 103 48003 (2013)

Infinitely many absorbing statesSander, Ferreira, Pastor-Satorras et al. PRE 87, 022820 (2013)

Metapopulation dynamicsMata,Ferreira, Pastor-Satorras PRE 88 042820 (2013).

Page 21: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Numerical determination of the thresholds

Ferreira, Castellano, Pastor-Satorras, PRE 86 041125 (2012).

Modified susceptibility:

χ = N〈ρ2〉 − 〈ρ〉2

〈ρ〉∼ Nϑ, ϑ > 0

Validating the method: annealed networks

101

102

103

χ

104

4 x 104

16 x 104

64 x 104

256 x 104

1024 x 104

a)

Page 22: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Thresholds for annealed networks

103

104

105

106

107

N

10-3

10-2

10-1

λp(N) [γ=2.25]

λc

HMF [γ=2.25]

λp(N) [γ=3.50]

λc

HMF [γ=3.50]

b)

Page 23: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Simple homogeneous case: RRN

0.14 0.16 0.18 0.2 0.22 0.24 0.26 0.28

λ

100

101

102

103

104

χ

N=103

N=104

N=105

N=106

N=107

103

104

105

106

107

N

0.19

0.20

0.21

0.22

λp

λc

qmfλc

pqmf

Page 24: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Star/Wheel graphs

10-4

10-3

10-2

10-1

λ

101

102

103

104

χ

N = 103

N = 104

N = 105

N = 106

N = 107

103

104

105

106

107

N

10-4

10-3

10-2

10-1

thre

shold

λp(N)

λc

qmf

λc

pqmf

Page 25: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Quenched networks: γ < 2.5

103

104

105

106

107

N

10-3

10-2

10-1

100

threshold

HMFQMFPQMF

λp

10-2

10-110

0

101

102

103

χ

103

104

105

106

107

N

-0.03

-0.02

-0.01

0

λ−

λp

λ

Page 26: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Quenched networks: 2.5 < γ < 3

103

104

105

106

107

N

10-2

10-1

threshold

HMFQMFPQMF

λp

(2/kmax

)0.5

10-110

0

101

102

χ

104

105

106

107

108

N

-0.02

-0.01

0

0.01

0.02

λ−

λp

λ

Page 27: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Quenched networks: γ > 3 and kmax = 〈kmax〉

103

104

105

106

107

108

N

10-2

10-1

100

threshold

HMFQMFPQMF

λp

(2/kmax

)0.5

10-2

10-1

λ

101

102

χ

103

104

105

10610

7

108

3x107

Page 28: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

The nature of the epidemic thresholds

The peak at low infection rate reproduced by the PQMF theory isassociated to a localized epidemics.

Goltsev et al., PRL 109 128702 (2012).

The second peak if associated to an endemic phase where allvertices are infected at some time.

Boguna, Castellano, Pastor-Satorras PRL 111, 068701 (2013).

Page 29: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Lifespan method [B,C,P-S, op cit.]

0 0.05 0.1 0.15 0.2 0.25

λ

100

101

102

103

104

105

106

107

τ

103

3x103

104

3x104

105

3x105

106

3x106

107

3x107

108

103

104

105

106

107

108

N

10-2

10-1

100

λc

χτ

Page 30: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Prospects

Page 31: Mean-field theories and quasi-stationary simulations of ...compsyst/Tsallis70_Atualizacao/Apresentacoes/Dia_4/... · Mean-field theories and quasi-stationary simulations of epidemic

Acknowledgments

CollaboratorsStudentsApplied statistical physics groupGISCSupporting agencies