We present a framework to calculate the cascade size evolution for a large class of cascade models on random network ensembles in the limit of infinite network size. Our method is exact and applies to network ensembles with almost arbitrary degree distribution, degree-degree correlations and, in case of threshold models, with arbitrary threshold distribution. With our approach, we shift the perspective from the known branching process approximations to the iterative update of suitable probability distributions. Such distributions are key to capture cascade dynamics that involve possibly continuous quantities and that depend on the cascade history, e.g. if load is accumulated over time. These distributions respect the Markovian nature of the studied random processes. Random variables capture the impact of nodes that have failed at any point in the past on their neighborhood. As a proof of concept, we provide two examples: (a) Constant load models that cover many of the analytically tractable cascade models, and, as a highlight, (b) a fiber bundle model that was not tractable by branching process approximations before. Our derivations cover the whole cascade dynamics, not only their steady state. This allows to include interventions in time or further model complexity in the analysis.
Threshold models of global cascades have been extensively used to model real-world collective behavior, such as the contagious spread of fads and the adoption of new technologies. A common property of those cascade models is that a vanishingly small seed fraction can spread to a finite fraction of an infinitely large network through local infections. In social and economic networks, however, individuals' behavior is often influenced not only by what their direct neighbors are doing, but also by what the majority of people are doing as a trend. A trend affects individuals' behavior while indivi…
We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of random networks with arbitrary degree distribution and nonzero clustering introduced in [M.E.J. Newman, Phys. Rev. Lett. 103, 058701 (2009)]. A condition for the existence of global cascades is derived as well as a general criterion which determines whether increasing the level of clustering will increase, or decrease, the expected cascade size. Applications, examples of which are provided, include site percolation, bond percolation, and Watts' threshold model; in all…
We study an extension of Duncan Watts' 2002 model of information cascades in social networks where edge weights are taken to be random, an innovation motivated by recent applications of cascade analysis to systemic risk in financial networks. The main result is a probabilistic analysis that characterizes the cascade in an infinite network as the fixed point of a vector-valued mapping, explicit in terms of convolution integrals that can be efficiently evaluated numerically using the fast Fourier transform algorithm. A second result gives an approximate probabilistic analysis of cascades on "rea…
This paper considers a model for cascades on random networks in which the cascade propagation at any node depends on the load at the failed neighbor, the degree of the neighbor as well as the load at that node. Each node in the network bears an initial load that is below the capacity of the node. The trigger for the cascade emanates at a single node or a small fraction of the nodes from some external shock. Upon failure, the load at the failed node gets divided randomly and added to the existing load at those neighboring nodes that have not yet failed. Subsequently, a neighboring node fails if…
We consider a dynamic network cascade process developed by Watts applied to a random networks with a specified amount of clustering, belonging to a class of random networks developed by Newman. We adapt existing tree-based methods to formulate an appropriate two-type branching process to describe the spread of a cascade started with a single active node, and obtain a fixed-point equation to implicitly express the extinction probability of such a cascade. In so doing, we also recover a special case of a formula of Hackett et al. giving conditions for certain extinction of the cascade.
We consider in this paper the potential for ex ante prediction of the cascade size in a model of binary choice with externalities (Schelling 1973, Watts 2002). Agents are connected on a network and can be in one of two states of the world, 0 or 1. Initially, all are in state 0 and a small number of seeds are selected at random to switch to state1. A simple threshold rule specifies whether other agents switch subsequently. The cascade size (the percolation) is the proportion of all agents which eventually switches to state 1. We select information on the connectivity of the initial seeds, the c…
In this study, we propose an extended Watts model to examine the effect of initiators on information cascades. The extended Watts model assumes that nodes with connections to initiators have low adoption thresholds than other nodes, due to the significant influence of initiators. We develop a tree approximation to describe the active node fraction for the extended Watts model in random networks and derive the cascade condition for a global cascade to occur with a small fraction of initiators. By analyzing the active node fraction and the cascade window of the extended Watts model on the Erdos-…
Localized perturbations in a real-world network have the potential to trigger cascade failures at the whole system level, hindering its operations and functions. Standard approaches analytically tackling this problem are mostly based either on static descriptions, such as percolation, or on models where the failure evolves through first-neighbor connections, crucially failing to capture the nonlocal behavior typical of real cascades. We introduce a dynamical model that maps the failure propagation across the network to a self-avoiding random walk that, at each step, has a probability to perfor…
Cascades on random networks are typically analyzed by assuming they map onto percolation processes and then are solved using generating function formulations. This approach assumes that the network is infinite and weakly connected, yet furthermore approximates a dynamic cascading process as a static percolation event. In this paper we propose a dynamic Markov model formulation that assumes a finite network with arbitrary average nodal degree. We apply it to the case where cascades follow a threshold rule, that is, that a node will change state ("flip") only if a fraction, exceeding a given thr…
Relationships between individuals in a social network, genes in biological systems, and spins in magnetic systems often reflect a mixture of positive (friendly) and negative (antagonistic) interactions. However, most studies of complex networks have focused on networks consisting of solely positive interactions. Here, we study threshold cascades on signed networks composed of both positive and negative connections, focusing on when a pair of nodes connected by a negative link can only be activated exclusively to each other. We found that the negative interactions not only suppress global casca…
In this paper, we discuss a voting model by considering three different kinds of networks: a random graph, the Barabási-Albert(BA) model, and a fitness model. A voting model represents the way in which public perceptions are conveyed to voters. Our voting model is constructed by using two types of voters--herders and independents--and two candidates. Independents conduct voting based on their fundamental values; on the other hand, herders base their voting on the number of previous votes. Hence, herders vote for the majority candidates and obtain information relating to previous votes from the…
We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of highly-clustered random graphs introduced by Gleeson [J. P. Gleeson, Phys. Rev. E 80, 036107 (2009)]. A condition for the existence of global cascades is also derived. Applications of this approach include analyses of percolation, and Watts's model. We show how our techniques can be used to study the effects of in-group bias in cascades on social networks.
Random links between otherwise distant nodes can greatly facilitate the propagation of disease or information, provided contagion can be transmitted by a single active node. However we show that when the propagation requires simultaneous exposure to multiple sources of activation, called multiplex propagation, the effect of random links is just the opposite: it makes the propagation more difficult to achieve. We calculate analytical and numerically critical points for a threshold model in several classes of complex networks, including an empirical social network.
Understanding how interdependence among systems affects cascading behaviors is increasingly important across many fields of science and engineering.Inspired by cascades of load shedding in coupled electric grids and other infrastructure, we study the Bak-Tang-Wiesenfeld sandpile model on modular random graphs and on graphs based on actual, interdependent power grids. Starting from two isolated networks, adding some connectivity between them is beneficial, for it suppresses the largest cascades in each system. Too much interconnectivity, however, becomes detrimental for two reasons. First, inte…
We analyze cascades of defaults in an interbank loan market. The novel feature of this study is that the network structure and the size distribution of banks are derived from empirical data. We find that the ability of a defaulted institution to start a cascade depends on an interplay of shock size and connectivity. Further results indicate that the ability to limit default risk by spreading the lending to many counterparts decreased with the financial crisis. To evaluate the influence of the network structure on market stability, we compare the simulated cascades from the empirical network wi…
We propose a multistage version of the independent cascade model, which we call a multistage independent cascade (MIC) model, on networks. This model is parameterized by two probabilities: the probability $T_1$ that a node adopting a fad increases the awareness of a neighboring susceptible node, and the probability $T_2$ that an adopter directly causes a susceptible node to adopt the fad. We formulate a tree approximation for the MIC model on an uncorrelated network with an arbitrary degree distribution $p_k$. Applied on a random regular network with degree $k=6$, this model exhibits a rich ph…
We study the propagation of information in social networks. To do so, we focus on a cascade model where nodes are infected with {probability $p_1$ after their first contact with the information and with probability $p_2$ at all subsequent contacts.} The diffusion starts from one random node and leads to a cascade of infection. It is shown that first and {subsequent} trials play different roles in the propagation and that the size of the cascade depends in a non-trivial way on $p_1$, $p_2$ and on the network structure. Second trials are shown to amplify the propagation in dense parts of the net…
Two node variables determine the evolution of cascades in random networks: a node's degree and threshold. Correlations between both fundamentally change the robustness of a network, yet, they are disregarded in standard analytic methods as local tree or heterogeneous mean field approximations because of the bad tractability of order statistics. We show how they become tractable in the thermodynamic limit of infinite network size. This enables the analytic description of node attacks that are characterized by threshold allocations based on node degree. Using two examples, we discuss possible im…
