Cascading failure is a potentially devastating process that spreads on real-world complex networks and can impact the integrity of wide-ranging infrastructures, natural systems, and societal cohesiveness. One of the essential features that create complex network vulnerability to failure propagation is the dependency among their components, exposing entire systems to significant risks from destabilizing hazards such as human attacks, natural disasters or internal breakdowns. Developing realistic models for cascading failures as well as strategies to halt and mitigate the failure propagation can point to new approaches to restoring and strengthening real-world networks. In this review, we summarize recent progress on models developed based on physics and complex network science to understand the mechanisms, dynamics and overall impact of cascading failures. We present models for cascading failures in single networks and interdependent networks and explain how different dynamic propagation mechanisms can lead to an abrupt collapse and a rich dynamic behavior. Finally, we close the review with novel emerging strategies for containing cascades of failures and discuss open questions that remain to be addressed.
Different from the direct contact in epidemics spread, overload failures propagate through hidden functional dependencies. Many studies focused on the critical conditions and catastrophic consequences of cascading failures. However, to understand the network vulnerability and mitigate the cascading overload failures, the knowledge of how the failures propagate in time and space is essential but still missing. Here we study the spatio-temporal propagation behavior of cascading overload failures analytically and numerically. The cascading overload failures are found to spread radially from the c…
Cascading failure models are typically used to capture the phenomenon where failures possibly trigger further failures in succession, causing knock-on effects. In many networks this ultimately leads to a disintegrated network where the failure propagation continues independently across the various components. In order to gain insight in the impact of network splitting on cascading failure processes, we extend a well-established cascading failure model for which the number of failures obeys a power-law distribution. We assume that a single line failure immediately splits the network in two comp…
We study numerically the cascading failure problem by using artificially created scale-free networks and the real network structure of the power grid. The capacity for a vertex is assigned as a monotonically increasing function of the load (or the betweenness centrality). Through the use of a simple functional form with two free parameters, revealed is that it is indeed possible to make networks more robust while spending less cost. We suggest that our method to prevent cascade by protecting less vertices is particularly important for the design of more robust real-world networks to cascading …
Electrical power grids are vulnerable to cascading failures that can lead to large blackouts. Detection and prevention of cascading failures in power grids is impor- tant. Currently, grid operators mainly monitor the state (loading level) of individual components in power grids. The complex architecture of power grids, with many interdependencies, makes it difficult to aggregate data provided by local compo- nents in a timely manner and meaningful way: monitoring the resilience with re- spect to cascading failures of an operational power grid is a challenge. This paper addresses this challenge…
Cascading Failures and Critical Infrastructures in Future Renewable European Power Systems
Forschungszentrum Jülich（于利希研究中心）；Institute for Theoretical Physics, University of Cologne（科隆大学理论物理研究所）；Institute for Automation and Applied Informatics, Karlsruhe Institute of Technology（卡尔斯鲁厄理工学院自动化与应用信息学研究所）；Open Energy Transition（开放能源转型）；TenneT TSO GmbH（TenneT输电系统运营有限公司）；Department of Digital Transformation in Energy Systems, Technische Universität Berlin（柏林工业大学能源系统数字化转型系）
We present a cascading failure model of two interdependent networks in which functional nodes belong to components of size greater than or equal to $s$. We find theoretically and via simulation that in complex networks with random dependency links the transition is first-order for $s\geq 3$ and second-order for $s=2$. We find for two square lattices with a distance constraint $r$ in the dependency links that increasing $r$ moves the system from a regime without a phase transition to one with a second-order transition. As $r$ continues to increase the system collapses in a first-order transitio…
The increasing complexity and interdependency of today's networks highlight the importance of studying network robustness to failure and attacks. Many large-scale networks are prone to cascading effects where a limited number of initial failures (due to attacks, natural hazards or resource depletion) propagate through a dependent mechanism, ultimately leading to a global failure scenario where a substantial fraction of the network loses its functionality. These cascading failure scenarios often take place in networks which are embedded in space and constrained by geometry. Building on previous…
Real-world network systems, for example, power grids, are critical to modern economies. Due to the increasing system scale and complex dependencies inside of these networks, system failures can widely spread and cause severe damage. We have experienced massive cascading failures in power grids, such as major U.S. western grid failures in 1996 and the great Northeast blackout of 2003. Therefore, analyzing cascading failures and defense strategies, in response to system catastrophic breakdown, is crucial. Although many efforts have been performed to prevent failure propagation throughout systems…
The potential for cascading failure in power systems adds substantially to overall reliability risk. Monte Carlo sampling can be used with a power system model to estimate this impact, but doing so is computationally expensive. This paper presents a new approach to estimating the risk of large cascading blackouts triggered by multiple contingencies. The method uses a search algorithm (Random Chemistry) to identify blackout-causing contingencies, and then combines the results with outage probabilities to estimate overall risk. Comparing this approach with Monte Carlo sampling for two test cases…
Cascading failure as a systematic risk occurs in a wide range of real-world networks. Cascade size distribution is a basic and crucial characteristic of systemic cascade behaviors. Recent research works have revealed that the distribution of cascade sizes is a bimodal form indicating the existence of either very small cascades or large ones. In this paper, we aim to understand the properties and formation of such bimodal distribution of cascade sizes in complex networks, and further predict the final cascade size. We first find that the bimodal distribution of cascade sizes is ubiquitous in bo…
Using the linearized DC power flow model, we study cascading failures and their spatial and temporal properties in the US Western Interconnect (USWI) power grid. We also introduce the preferential Degree And Distance Attachment (DADA) model, with similar degree distributions, resistances, and currents to the USWI. We investigate the behavior of both grids resulting from the failure of a single line. We find that the DADA model and the USWI model react very similarly to that failure, and that their blackout characteristics resemble each other. In many cases, the failure of a single line can cau…
Inspired by reliability issues in electric transmission networks, we use a probabilistic approach to study the occurrence of large failures in a stylized cascading failure model. In this model, lines have random capacities that initially meet the load demands imposed on the network. Every single line failure changes the load distribution in the surviving network, possibly causing further lines to become overloaded and trip as well. An initial single line failure can therefore potentially trigger massive cascading effects, and in this paper we measure the risk of such cascading events by the pr…
Robustness and cascading failures in interdependent systems has been an active research field in the past decade. However, most existing works use percolation-based models where only the largest component of each network remains functional throughout the cascade. Although suitable for communication networks, this assumption fails to capture the dependencies in systems carrying a flow (e.g., power systems, road transportation networks), where cascading failures are often triggered by redistribution of flows leading to overloading of lines. Here, we consider a model consisting of systems $A$ and…
Cascading failures are one of the main reasons for blackouts in electric power transmission grids. The economic cost of such failures is in the order of tens of billion dollars annually. The loading level of power system is a key aspect to determine the amount of the damage caused by cascading failures. Existing studies show that the blackout size exhibits phase transitions as the loading level increases. This paper investigates the impact of the topology of a power grid on phase transitions in its robustness. Three spectral graph metrics are considered: spectral radius, effective graph resist…
Industry reliability rules increasingly require utilities to study and mitigate cascading failure risk in their system. Motivated by this, this paper describes how cascading failure risk, in terms of expected blackout size, varies with power system load level and pre-contingency dispatch. We used Monte Carlo sampling of random branch outages to generate contingencies, and a model of cascading failure to estimate blackout sizes. The risk associated with different blackout sizes was separately estimated in order to separate small, medium, and large blackout risk. Results from $N-1$ secure models…
Cascading failures and epidemic dynamics, as two successful application realms of network science, are usually investigated separately. How do they affect each other is still one open, interesting problem. In this letter, we couple both processes and put them into the framework of interdependent networks, where each network only supports one dynamical process. Of particular interest, they spontaneously form a feedback loop: virus propagation triggers cascading failures of systems while cascading failures suppress virus propagation. Especially, there exists crucial threshold of virus transmissi…
Motivated by reliability of networks in critical infrastructures, we consider optimal robustness of a class of flow networks against a \textit{targeted} attack, namely max-load targeted attack, that triggers cascading failures due to removal of largest load carrying portion of lines. The setup involves a network of $N$ lines with initial loads $L_1, \ldots, L_N$, drawn from independent and identical uniform distribution, and free-spaces or redundancies $S_1, \ldots, S_N$ to be allocated. In the failure propagation mechanism, a line fails initially due to attack and later due to overloading. Th…
Network redundancy is one of the spatial network structural properties critical to robustness against cascading failures in power networks. The waiting-time distributions for network partitions in cascading failures explain how the spatial network structures affect the cascading behaviors. Two waiting time events associated with the first and largest network partitions are studied for cascading failures under different network redundancies. With the synthetic power networks, the waiting-time distributions of network partitions can be systematically analyzed for various network redundancies. Wa…
We study the propagation of cascading failures in complex supply networks with a focus on nonlocal effects occurring far away from the initial failure. It is shown that a high clustering and a small average path length of a network generally suppress nonlocal overloads. These properties are typical for many real-world networks, often called small-world networks, such that cascades propagate mostly locally in these networks. Furthermore, we analyze the spatial aspects of countermeasures based on the intentional removal of additional edges. Nonlocal actions are generally required in networks whi…
We study cascading failures in a system comprising interdependent networks/systems, in which nodes rely on other nodes both in the same system and in other systems to perform their function. The (inter-)dependence among nodes is modeled using a dependence graph, where the degree vector of a node determines the number of other nodes it can potentially cause to fail in each system through aforementioned dependency. In particular, we examine the impact of the variability and dependence properties of node degrees on the probability of cascading failures. We show that larger variability in node deg…
In network systems, a local perturbation can amplify as it propagates, potentially leading to a large-scale cascading failure. Here we derive a continuous model to advance our understanding of cascading failures in power-grid networks. The model accounts for both the failure of transmission lines and the desynchronization of power generators, and incorporates the transient dynamics between successive steps of the cascade. In this framework, we show that a cascade event is a phase-space transition from an equilibrium state with high energy to an equilibrium state with lower energy, which can be…
We introduce a new microscopic model of the outages in transmission power grids. This model accounts for the automatic response of the grid to load fluctuations that take place on the scale of minutes, when the optimum power flow adjustments and load shedding controls are unavailable. We describe extreme events, initiated by load fluctuations, which cause cascading failures of loads, generators and lines. Our model is quasi-static in the causal, discrete time and sequential resolution of individual failures. The model, in its simplest realization based on the Directed Current description of th…
Various social, financial, biological and technological systems can be modeled by interdependent networks. It has been assumed that in order to remain functional, nodes in one network must receive the support from nodes belonging to different networks. So far these models have been limited to the case in which the failure propagates across networks only if the nodes lose all their supply nodes. In this paper we develop a more realistic model for two interdependent networks in which each node has its own supply threshold, i.e., they need the support of a minimum number of supply nodes to remain…
We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure (triggering event). It is found that considering the flow dynamics may imply reduced network robustness compared to previous static overload failure models. This is due to the transient oscillations or overshooting in the loads, when the flow dynamics adjusts to the new (remaining) network structure. We obtain {\em upper} and {\em lower} limits to network robust…
We study the influence of clustering, more specifically triangles, on cascading failures in interdependent networks or systems, in which we model the dependence between comprising systems using a dependence graph. First, we propose a new model that captures how the presence of triangles in the dependence graph alters the manner in which failures transmit from affected systems to others. Unlike existing models, the new model allows us to approximate the failure propagation dynamics using a multi-type branching process, even with triangles. Second, making use of the model, we provide a simple co…
Taking into account the fact that overload failures in real-world functional networks are usually caused by extreme values of temporally fluctuating loads that exceed the allowable range, we study the robustness of scale-free networks against cascading overload failures induced by fluctuating loads. In our model, loads are described by random walkers moving on a network and a node fails when the number of walkers on the node is beyond the node capacity. Our results obtained by using the generating function method shows that scale-free networks are more robust against cascading overload failure…
We propose a novel capacity model for complex networks against cascading failure. In this model, vertices with both higher loads and larger degrees should be paid more extra capacities, i.e. the allocation of extra capacity on vertex $i$ will be proportional to $ k_{i}^γ $, where $ k_{i}$ is the degree of vertex $i$ and $γ>0$ is a free parameter. We have applied this model on Barabási-Albert network as well as two real transportation networks, and found that under the same amount of available resource, this model can achieve better network robustness than previous models.
In this paper we study the Motter-Lai model of cascading failures induced by overloads in both isotropic and anisotropic spatial networks, generated by placing nodes in a square lattice and using various distributions of link lengths and angles. Anisotropy has not been earlier considered in the Motter-Lai model and is a real feature that may affect the cascading failures. This could reflect the existence of a preferred direction in which a given attribute of the system manifests, such as power lines that follow a city built parallel to the coast. We show that the anisotropy causes a greater sp…
In complex networks, the failure of one or very few nodes may cause cascading failures. When this dynamical process stops in steady state, the size of the giant component formed by remaining un-failed nodes can be used to measure the severity of cascading failures, which is critically important for estimating the robustness of networks. In this paper, we provide a cascade of overload failure model with local load sharing mechanism, and then explore the threshold of node capacity when the large-scale cascading failures happen and un-failed nodes in steady state cannot connect to each other to f…
Large cascades are a common occurrence in many natural and engineered complex systems. In this paper we explore the propagation of cascades across networks using realistic network topologies, such as heterogeneous degree distributions, as well as intra- and interlayer degree correlations. We find that three properties, scale-free degree distribution, internal network assortativity, and cross-network hub-to-hub connections, are all necessary components to significantly reduce the size of large cascades in the Bak-Tang-Wiesenfeld sandpile model. We demonstrate that correlations present in the st…
Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. The multiple network layers give rise to nonlinear effect for the emergent dynamics of systems. Especially, weak layers that can potentially play significant role in amplifying the vulnerability of multiplex networks might be shadowed in the aggregated single-layer network framework which indiscriminately accumulates all layers. Here we present a simple model of cascading failure on multiplex networks of weight-heterogeneous layers. By simulating the model on th…
Cascading failures constitute an important vulnerability of interconnected systems. Here we focus on the study of such failures on networks in which the connectivity of nodes is constrained by geographical distance. Specifically, we use random geometric graphs as representative examples of such spatial networks, and study the properties of cascading failures on them in the presence of distributed flow. The key finding of this study is that the process of cascading failures is non-self-averaging on spatial networks, and thus, aggregate inferences made from analyzing an ensemble of such networks…
MATCASC: A tool to analyse cascading line outages in power grids
Faculty of Technology, Policy and Management, Delft University of Technology（代尔夫特理工大学技术、政策与管理学院）；Computational Physics for Engineering Materials, ETH Zurich（苏黎世联邦理工学院工程材料计算物理）
Our society nowadays is governed by complex networks, examples being the power grids, telecommunication networks, biological networks, and social networks. It has become of paramount importance to understand and characterize the dynamic events (e.g. failures) that might happen in these complex networks. For this reason, in this paper, we propose two measures to evaluate the vulnerability of complex networks in two different dynamic multiple failure scenarios: epidemic-like and cascading failures. Firstly, we present \emph{epidemic survivability} ($ES$), a new network measure that describes the…
Margin trading in which investors purchase shares with money borrowed from brokers is blamed to be a major cause of the 2015 Chinese stock market crash. We propose a cascading failure model and examine how an increase in margin trading increases share price vulnerability. The model is based on a bipartite graph of investors and shares that includes four margin trading factors, (i) initial margin $k$, (ii) minimum maintenance $r$, (iii) volatility $v$, and (iv) diversity $s$. We use our model to simulate margin trading and observe how the share prices are affected by these four factors. The exp…
In order to mitigate cascading failure blackout risks in power systems, the critical components whose failures lead to high blackout risks should be identified. In this paper, such critical components are identified by the state-failure network (SF-network) formed by cascading failure chain and loss data, which can be gathered from either utilities or simulations. The failures along the chains are recombined in the SF-network, where each failure is allocated a value that can reveal the blackout risks after their occurrences. Thus, critical failures can be identified in the SF-network where the…
As economic entities become increasingly interconnected, a shock in a financial network can provoke significant cascading failures throughout the system. To study the systemic risk of financial systems, we create a bi-partite banking network model composed of banks and bank assets and propose a cascading failure model to describe the risk propagation process during crises. We empirically test the model with 2007 US commercial banks balance sheet data and compare the model prediction of the failed banks with the real failed banks after 2007. We find that our model efficiently identifies a signi…
Understanding and analyzing cascading failures in power grids have been the focus of many researchers for years. However, the complex interactions among the large number of components in these systems and their contributions to cascading failures are not yet completely understood. Therefore, various techniques have been developed and used to model and analyze the underlying interactions among the components of the power grid with respect to cascading failures. Such methods are important to reveal the essential information that may not be readily available from power system physical models and …
The universal properties of power law and small world phenomenon of networks seem unavoidably obstacles for security of networking systems. Existing models never give secure networks. We found that the essence of security is the security against cascading failures of attacks and that nature solves the security by mechanisms. We proposed a model of networks by the natural mechanisms of homophyly, randomness and preferential attachment. It was shown that homophyly creates a community structure, that homophyly and randomness introduce ordering in the networks, and that homophyly creates inclusive…
Cascading failures are a critical vulnerability of complex information or infrastructure networks. Here we investigate the properties of load-based cascading failures in real and synthetic spatially-embedded network structures, and propose mitigation strategies to reduce the severity of damages caused by such failures. We introduce a stochastic method for optimal heterogeneous distribution of resources (node capacities) subject to a fixed total cost. Additionally, we design and compare the performance of networks with N-stable and (N-1)-stable network-capacity allocations by triggering cascade…
Recently, there has been a growing concern about the overload status of the power grid networks, and the increasing possibility of cascading failures. Many researchers have studied these networks to provide design guidelines for more robust power grids. Topological analysis is one of the components of system analysis for its robustness. This paper presents a complex systems analysis of power grid networks. First, the cascading effect has been simulated on three well known networks: the IEEE 300 bus test system, the IEEE 118 bus test system, and the WSCC 179 bus equivalent model. To extend the …
We study the mutual percolation of a system composed of two interdependent random regular networks. We introduce a notion of distance to explore the effects of the proximity of interdependent nodes on the cascade of failures after an initial attack. We find a non-trivial relation between the nature of the transition through which the networks disintegrate and the parameters of the system, which are the degree of the nodes and the maximum distance between interdependent nodes. We explain this relation by solving the problem analytically for the relevant set of cases.
The structure of real-world multilayer infrastructure systems usually exhibits anisotropy due to constraints of the embedding space. For example, geographical features like mountains, rivers and shores influence the architecture of critical infrastructure networks. Moreover, such spatial networks are often non-homogeneous but rather have a modular structure with dense connections within communities and sparse connections between neighboring communities. When the networks of the different layers are interdependent, local failures and attacks may propagate throughout the system. Here we study th…
Cascading blackouts typically occur when nearly simultaneous outages occur in k out of N components in a power system, triggering subsequent failures that propagate through the network and cause significant load shedding. While large cascades are rare, their impact can be catastrophic, so quantifying their risk is important for grid planning and operation. A common assumption in previous approaches to quantifying such risk is that the $k$ initiating component outages are statistically independent events. However, when triggered by a common exogenous cause, initiating outages may actually be co…
This paper considers the dynamics of edges in a network. The Dynamic Bond Percolation (DBP) process models, through stochastic local rules, the dependence of an edge $(a,b)$ in a network on the states of its neighboring edges. Unlike previous models, DBP does not assume statistical independence between different edges. In applications, this means for example that failures of transmission lines in a power grid are not statistically independent, or alternatively, relationships between individuals (dyads) can lead to changes in other dyads in a social network. We consider the time evolution of th…
Cascading failures are one of the main reasons for blackouts in electrical power grids. Stable power supply requires a robust design of the power grid topology. Currently, the impact of the grid structure on the grid robustness is mainly assessed by purely topological metrics, that fail to capture the fundamental properties of the electrical power grids such as power flow allocation according to Kirchhoff's laws. This paper deploys the effective graph resistance as a metric to relate the topology of a grid to its robustness against cascading failures. Specifically, the effective graph resistan…
Real-world complex systems always interact with each other, which causes these systems to collapse in an avalanche or cascading manner in the case of random failures or malicious attacks. The robustness of multilayer networks has attracted great interest, where the modeling and theoretical studies of which always rely on the concept of multilayer networks and percolation methods. A straightforward and tacit assumption is that the interdependence across network layers is strong, which means that a node will fail entirely with the removal of all links if one of its interdependent neighbours fail…
In today's global economy, supply chain (SC) entities have become increasingly interconnected with demand and supply relationships due to the need for strategic outsourcing. Such interdependence among firms not only increases efficiency but also creates more vulnerabilities in the system. Natural and human-made disasters such as floods and transport accidents may halt operations and lead to economic losses. Due to the interdependence among firms, the adverse effects of any disruption can be amplified and spread throughout the systems. This paper aims at studying the robustness of SC networks a…
We model smart grids as complex interdependent networks, and study targeted attacks on smart grids for the first time. A smart grid consists of two networks: the power network and the communication network, interconnected by edges. Occurrence of failures (attacks) in one network triggers failures in the other network, and propagates in cascades across the networks. Such cascading failures can result in disintegration of either (or both) of the networks. Earlier works considered only random failures. In practical situations, an attacker is more likely to compromise nodes selectively. We study c…
