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Towards designing robust coupled networks

                                                              Christian M. Schneider,1, ∗ Nuno A. M. Ara´jo,1, † Shlomo Havlin,2, ‡ and Hans J. Herrmann1, 3, §
                                                                                                        u
                                                                                     1
                                                                                       Computational Physics for Engineering Materials, IfB,
                                                                                    ETH Zurich, Schafmattstrasse 6, 8093 Zurich, Switzerland
                                                                    2
                                                                      Minerva Center and Department of Physics, Bar-Ilan University, 52900 Ramat-Gan, Israel
                                                                    3
                                                                      Departamento de F´ısica, Universidade Federal do Cear´, 60451-970 Fortaleza, Cear´, Brazil
                                                                                                                           a                           a
                                                                    In nature and technology, network-like systems are typically coupled and the resilience of one is
                                                                  affected by the others. The failure of a small fraction of elements in the system may have catastrophic
                                                                  effects, by triggering a cascade of events which drastically affects the global connectivity. We show
                                                                  that by choosing the proper autonomous nodes, catastrophic cascading failures can be avoided. We
arXiv:1106.3234v1 [cond-mat.stat-mech] 16 Jun 2011




                                                                  reveal that, when a small optimal fraction of autonomous nodes (about 10%) is properly selected the
                                                                  nature of the percolation transition changes from discontinuous to continuous and the robustness of
                                                                  the system is significantly improved. This is in contrast to random selection where close to 50% of
                                                                  autonomous nodes are needed. Surprisingly, even for coupled Poissonian type networks, where the
                                                                  variety between the node degrees is small, the proper choice of autonomous nodes leads to a large
                                                                  improvement.

                                                                  PACS numbers: 89.75.Hc, 64.60.ah, 89.75.Da, 89.75.Fb


                                                        Complex networks have been crucial to understand the
                                                     robustness of systems to failures or malicious attacks [1–
                                                     3]. For theoretical simplicity, these systems have usually
                                                     been considered to be isolated and independent of other
                                                     network systems. However, in nature and technology sys-
                                                     tems are rather dependent and failures in one network are
                                                     very likely to affect the others [4]. This coupling between
                                                     systems has catastrophic effects on their robustness [5].
                                                     For example, the interdependency between power sta-
                                                     tions and local communication servers magnified the 2003
                                                     blackout in Italy and Switzerland [5, 6]. Also, the way
                                                     banks are interconnected with insurance companies pro-
                                                     moted a cascade effect in the recent financial crises [7, 8].         FIG. 1. (color online) Schematic representation of two cou-
                                                     Understanding how to protect these systems and reduce               pled networks in Italy, the communication system (39 stars)
                                                     their vulnerability is a question of paramount interest,            and the power grid (310 circles) [6]. The coupling between
                                                     which we address here.                                              the networks was established based on the geographical lo-
                                                                                                                         cation of the nodes, such that each communication server is
                                                        Recently, a percolation framework has been proposed
                                                                                                                         coupled with the closest power station. The color scheme
                                                     by Buldyrev et al. [5] to study the properties of fully             stands for the probability that the node is inactive after the
                                                     interdependent networks. They considered a system of                random failure of 14 communication servers. In a) all com-
                                                     two networks, A and B, where each A-node is coupled                 munication servers are coupled while in b) four servers have
                                                     to a B-node, via bi-directional links, such that when               been decoupled following the strategy proposed here. A sig-
                                                     one node fails the other cannot function either. Due to             nificant increase in the resilience of the system to failures can
                                                     such coupling, the failure of some nodes may trigger a              be obtained.
                                                     domino effect where, not only its corresponding node in
                                                     the other network fails, but also all nodes that become
                                                     disconnected from the giant components of both net-                 a technological point of view, this corresponds to creating
                                                     works fail. This causes further cascading failures in the           autonomous nodes that do not depend on the other net-
                                                     system, yielding a discontinuous percolation transition.            work. For example, if we consider the coupling between
                                                     Parshani et al. [9] showed that the vulnerability of the            power stations and communication servers, autonomous
                                                     system is reduced when decreasing the degree of coupling            power stations have alternative communication systems
                                                     between nodes and, if only a significant fraction (≈ 0.5)            which are used when the communication servers fail. In
                                                     of nodes is decoupled, at a critical coupling, the system is        the network of communication servers, a server is au-
                                                     significantly more robust and the transition changes from            tonomous when it has its own emergency power supply
                                                     discontinuous to continuous. The coupling is reduced by             which is independent of the power grid. The crucial open
                                                     selecting a certain fraction of nodes in the system which           question that we pose and answer here, is how to chose
                                                     become independent of nodes in the other network. From              these autonomous nodes in order to achieve high robust-
                                                                                                                         ness. We propose a method, based on degree and cen-
2

trality, to identify these autonomous nodes that maxi-        more than 10% and the corresponding increase of pc is
mize the system robustness. We show that, with this           about 40%, from close to 0.5 to close to 0.7. Further im-
scheme, the critical coupling increases, i.e., the fraction   provement can be achieved if also the coupled nodes are
of nodes that needs to be decoupled to smoothen out           paired according to their position in the ranking accord-
the transition is much smaller (close to 0.1 compared         ing to betweenness, corresponding to the (blue-)dashed
to 0.5). Significant improvement is observed for differ-        line in Fig. 2. In that case, robustness is increased by
ent networks including the Erd˝s-R´nyi graph (ER) that
                                 o e                          20% compared to the original case, since interconnecting
have a narrow degree distribution and such an improve-        similar nodes increases the global robustness [14, 15].
ment in the robustness was unexpected. In Fig. 1 we              Two types of technological challenges are at hand: ei-
apply the proposed strategy to a real system in Italy [6]     ther a system has to be designed robust from scratch or
and show that by protecting only four nodes the robust-       it already exists and is constrained to a certain topol-
ness of the system is significantly improved (details in       ogy, but requires improved robustness. In the first case,
the figure caption).                                           the best procedure is to choose the nodes with highest
   We consider a pair of networks, A and B, randomly          betweenness in each network as autonomous and couple
generated. A fraction q of the nodes in A are coupled         the others based on their position in the ranking accord-
with nodes in B, through inter-network links. In each         ing to betweenness. When the system already exists,
network, nodes need to be connected to the largest com-       rewiring is usually a time-consuming and expensive pro-
ponent of their network to be functional. Initially, all      cess, and mainly the creation of autonomous nodes may
nodes in each network are part of the largest component,
q is the degree of coupling and 1 − q is the fraction of
autonomous nodes (not coupled via inter-network links).                  1
                                                                                                             random
Due to the coupling, when one node in network A fails,                                                       A betweenness
                                                                                                             B betweenness
or is attacked, the corresponding one in network B can-                0.8                 0.4               A+B betweenness
not function either. Consequently, all nodes bridged to
                                                                                           0.2
the largest connected component through these nodes,                  0.6
together with their counterpart in the other network,
                                                                    s
                                                                                             0
                                                                                                       0.4         0.6
become also deactivated. A cascade of failures occurs                 0.4
that can have drastic effects on the global connectivity
                                                                      0.2      random
[5, 9]. To analyze the response of the system to failures                      0.1 betweenness
we follow its properties when A-nodes are sequentially at-                     1 betweenness
tacked. At each iteration an A-node is randomly removed                 0
                                                                         0       0.2      0.4          0.6      0.8            1
together with all affected ones. Failures are considered                                          1-p
irreversible and all links from deactivated nodes are re-
moved from the system. Notwithstanding the simplic-           FIG. 2. (color online) Fraction of nodes in the largest con-
ity of solely considering random attacks, this model can      nected cluster in network A, s, as a function of the fraction
be straightforwardly extended to targeted ones [10]. As       of randomly removed nodes 1 − p, for two coupled ER (aver-
explained in the Supplemental Material [11], to quantify      age degree four) with 90% of the nodes connected by inter-
                                                              network links (q = 0.9), showing that robustness can signif-
the resilience of the system to random attacks we extend,
                                                              icantly be improved by properly selecting the autonomous
to coupled systems, the definition of robustness R pro-        nodes. The (black-)solid line corresponds to randomly inter-
posed for single networks in Ref. [2]. To demonstrate our     connected graphs with the 10% autonomous nodes randomly
method of selecting autonomous nodes, two ER graphs,          chosen. For the (red-)dotted line the autonomous nodes
with average degree four, have been coupled randomly          are chosen as the ones with highest betweenness. For the
with 10% of autonomous nodes. Under a sequence of             (blue-)dashed curve, the nodes in both networks were ranked
random failures, the coupled system is fully fragmented       according to their betweenness, where the first 10% were con-
when less than 50% of the nodes fail, as seen in Fig. 2.      sidered autonomous and the following 90% inter-connected
                                                              according to their position in the ranking. Due to the fi-
For a single ER, with the same average degree, the global     nite size, the discontinuous nature of the solid curve is hardly
connectivity is only lost after the failure of 75% of the     visible in the plot. In the inset, we start with two fully inter-
nodes. Figure 2 also shows ((red-)dotted line) the case       connected ER. 10% of their nodes are decoupled according to
where the autonomous nodes in both networks are chosen        three different strategies: randomly ((black-)solid line), the
as follows. Nodes in each network are ranked according        ones with highest betweenness in network A ((red-)dotted
to their betweenness, defined as the number of shortest        line), and the ones with highest betweenness in network B
paths between all pairs of nodes passing through these        ((blue-)dashed line). The (yellow-)dotted-dashed line is only
                                                              for sake of comparison and corresponds to the (red-)dotted
nodes [12, 13]. The first (1 − q)N nodes, the ones hav-        line in the main plot. Results have been averaged over 102
ing the highest betweenness, are chosen as autonomous         configurations of two networks with 103 nodes each. For each
and the remaining ones are coupled randomly. With this        configuration we averaged over 103 sequences of random at-
strategy, the robustness, R, of the system is improved by     tacks.
3

be economically feasible. The simplest procedure con-         tonomous nodes is based on the betweenness. Also for
sists in choosing as autonomous both nodes connected          random regular graphs, where all nodes have the same
by the same inter-network link. However, in general,          degree, we find improvements when choosing between-
the betweenness of coupled nodes are not correlated. An       ness.
A-node with high betweenness may not, necessarily be,           Many real-world systems are characterized by a de-
inter-connected with a high betweenness B-node. In the        gree distribution which is scale free with a degree expo-
inset of Fig. 2 we compare between choosing the au-           nent γ [1, 18]. In Fig. 3(b) we plot R as a function of q
tonomous pairs based on the betweenness of the node           for two coupled scale-free networks (SF) with 103 nodes
in network A or in network B. The curves for random           each and γ = 2.5. Similar to the two coupled ER, this
selection and for the most efficient design are both in-        system is also significantly more resilient when the au-
cluded for reference. When pairs of nodes are picked          tonomous nodes are selected to be the ones with highest
based on the ranking of betweenness in the network un-        betweenness. For values of q        0.85 the robustness of
der the initial failure (network A), the robustness al-       the coupled system is similar to that of a single network
most does not improve compared to choosing randomly.          (q = 0) since the most relevant nodes in the system are
If, on the other hand, network B is considered for au-        decoupled. A peak in the relative robustness, R/Rrandom
tonomous high betweenness nodes, the robustness is im-        (see inset of Fig. 3b), occurs for q ≈ 0.95 where the im-
proved by more than 15%, revealing that the protection        provement, compared to the random case, is almost 30%.
scheme is significantly more efficient in this case. This        Betweenness, degree, and k-shell, have similar impact on
asymmetry between A and B network is due to the fact          the robustness since these three properties are strongly
that we attack only nodes in network A, triggering the        correlated for SF. From Fig. 3 and from the Supplemen-
cascade, that initially shuts down the corresponding B-
node. The betweenness is related to the number of nodes
which become disconnected from the main cluster and                       0.4
consequently affect back the network A. Therefore, the
control of the betweenness of B-nodes which may be af-                                 (a) ER
fected is a key mechanism to downsize the cascade. On                    0.35
                                                                                               1.2
the other hand, when a high-betweenness node is pro-
                                                                                 R / Rrandom
                                                                     R

tected in network A it can still be attacked since the                                         1.1
                                                                          0.3
initial attack does not distinguish between autonomous                                                                       degree
and non-autonomous nodes.                                                                                                    betweenness
                                                                                               1.0                           random
   In Fig. 3(a) we plot the robustness of two coupled                    0.25                     0    0.2 0.4 0.6 0.8   1   k-shell
ER for different q. Four different criteria to select the
autonomous nodes in both networks are compared: be-
tweenness, degree, k-shell, and random choice. In the                     0.4          (b) SF
degree strategy, the selected nodes to be autonomous are
the ones with highest degree. In the k-shell strategy,                                         1.3
                                                                         0.35
the nodes with the highest k-shell in the k-shell decom-
                                                                                 R / Rrandom
                                                                     R




                                                                                               1.2
position are chosen [16]. The remaining nodes, for all
cases, have been randomly inter-linked. In the inset, we                  0.3                  1.1                           degree
see the relative robustness for the first three methods                                                                       betweenness
                                                                                               1.0                           random
when compared to the random case, R/Rrandom . Since                                               0    0.2 0.4 0.6 0.8   1   k-shell
                                                                         0.25
ER are characterized by a small number of k-shells, the                      0                       0.2    0.4       0.6    0.8           1
k-shell decomposition is less efficient than the random
                                                                                                                  q
strategy for some values of q. The significantly improved
robustness for the betweenness strategy compared to the       FIG. 3. (color online) Dependence of the robustness, R, on
                                                              the degree of coupling, q, for two, interconnected, (a) ER (av-
random case is evident. While in the random case, for         erage degree four) and (b) SF with degree exponent γ = 2.5,
q 0.4, a significant decrease of the robustness with q is      revealing that, when our proposed strategy is applied, the op-
observed, in the betweenness case, the change is smoother     timal fraction of autonomous nodes is relatively very small.
and significantly drops only for higher values of q. A         Autonomous nodes are chosen in four different ways: ran-
maximum in the ratio R/Rrandom occurs for q ≈ 0.85,           domly ((blue-)triangles), high degree ((black-)dots), high be-
where the relative improvement is above 12%. Since in         tweenness ((red-)stars), and high k-shell ((yellow-)rhombi).
random networks, the degree of a node is strongly corre-      The insets show the relative improvement of the robustness,
                                                              for the different strategies of autonomous selection compared
lated with its betweenness [13], their results are similar.   with the random case. Results have been averaged over 102
As shown in the Supplemental Material [11], for modu-         configurations of two networks with 103 nodes each. For each
lar networks [17] where the correlation between degree        configuration we averaged over 103 sequences of random at-
and betweenness is lower, the best strategy to select au-     tacks.
4

tal Material [11], we see that, for both SF and ER, the                                               becomes discontinuous since the maximum scales with
robustness of the system is significantly improved by de-                                              the system size. For random selection qc ∼ 0.5, whilst
coupling, based on the betweenness, less than 15% of the                                              for the strategy based on the betweenness qc 0.9, i.e.,
nodes. Studying the dependence of the robustness on the                                               in the latter case decoupling only 10% of the nodes is
nodes average degree we conclude that for average degree                                              enough to change the nature of the transition from dis-
larger than five, even 5% autonomous nodes are enough                                                  continuous to continuous. The same is observed for SF
to achieve more than 50% of the maximum possible im-                                                  and when autonomous nodes are selected based on the
provement.                                                                                            degree. Therefore, the proposed strategy significantly
   The vulnerability of the system is strongly related to                                             improves the robustness of the system and with a rela-
the degree of coupling, q. Parshani et al. [9] have an-                                               tively small amount of autonomous nodes the transition
alytically and numerically shown that, at a critical cou-                                             is softened by avoiding large cascades.
pling q = qc , the transition changes from continuous (for                                               In summary, we propose a method to chose the au-
q < qc ) to discontinuous (for q > qc ). The effect of our                                             tonomous nodes in order to optimize the robustness of
proposed scheme on qc is shown in Fig. 4, where the num-                                              coupled systems to failures. We find the betweenness
ber of iterations (NOI) [5, 15] in the cascade is plotted for                                         and the degree to be the key parameters for the selec-
coupled ER, with q = {0.9, 0.95} and autonomous nodes                                                 tion of such nodes and we show that for modular net-
selected either randomly or according to their between-                                               works the former is the most effective one. Consider-
ness. The peak of the NOI represents the percolation                                                  ing the real case of the Italian communication system
threshold pc . If the NOI at pc increases with the sys-                                               coupled with the power grid, we show that protecting
tem size, the transition is discontinuous. For q = 0.95, a                                            the four communication servers with highest betweeness
peak (representing pc ) is observed with both strategies,                                             improves the robustness of the system and reduces the
but being significantly smaller for the betweenness. For                                               chances of catastrophic failures, like the blackout of 2008.
q = 0.9, the peak is undetectable for betweenness, i.e.,                                              When this strategy is implemented the resilience of the
attacks on A-nodes produce very few cascades. In the                                                  system to random failures or attacks is significantly im-
inset, we show, for different system sizes, how the max-                                               proved and the fraction of autonomous nodes necessary
imum of NOI depends on the coupling. While for low q                                                  to change the nature of the percolation transition, from
the maximum shows no system size dependence, a sign                                                   discontinuous to continuous, is significantly reduced. We
of a continuous transition [15], for q > qc the transition                                            also show that, even for networks with a narrow diversity
                                                                                                      of nodes, like Erd˝s-R´nyi graphs, the robustness of the
                                                                                                                        o e
                                                                                                      system can be significantly improved by properly peaking
                                                                                                      a small fraction of nodes to be autonomous.
        40                                       ER
              Random                                       N = 32000
                                                      N = 32000
                                                                                                         We acknowledge financial support from the ETH Com-
                                       10
              q = 0.95                                N = 8000 8000
                                                           N=
                                                      N = 1000 1000
                                                           N=
                                                                                                      petence Center Coping with Crises in Complex Socio-
                                   NOImax




                         Random
        30               q = 0.9                                                                      Economic Systems (CCSS) through ETH Research Grant
                                                 Random                                               CH1-01-08-2. We thank the Brazilian agencies CNPq,
      NOI




                                                   qc
        20                                                                                            CAPES and FUNCAP, and the grant CNPq/FUNCAP.
                                                                                    Betweenness
                                            2                                           qc            SH acknowledges the European EPIWORK project, the
                                                0.4              0.6          0.8                 1   Israel Science Foundation, ONR, DFG, and DTRA.
        10                             Betweenness
                                                                          q
                                         q = 0.95           Betweenness
                                                              q = 0.9

            0
             0.4            0.45                      0.5              0.55          0.6
                                                 1-p
                                                                                                        ∗
                                                                                                             schnechr@ethz.ch
                                                                                                        †
FIG. 4. (color online) Number of iterations (NOI) in the                                                     nuno@ethz.ch
                                                                                                        ‡
cascade as a function of the fraction of removed nodes 1 − p,                                                havlin@ophir.ph.biu.ac.il
                                                                                                        §
demonstrating that when betweenness is considered the large                                                  hans@ifb.baug.ethz.ch
cascade can be suppressed. Two coupled ER (average degree                                              [1]   R. Albert et al., Nature, 406, 378 (2000);        A. L.
four) have been considered with N nodes each. For the main                                                   Lloyd and R. M. May, Science, 292, 1316 (2001);
plot N = 32000 and q = {0.9, 0.95}. Autonomous nodes have                                                    F. Liljeros et al., Nature, 411, 907 (2001); V. Colizza,
been picked randomly in the two peaks in the left (red) and                                                  A. Barrat, M. Barth´lemy, and A. Vespignani, P. Natl.
                                                                                                                                   e
according to their betweenness for the two peaks in the right                                                Acad. Sci. USA, 103, 2015 (2006).
(black). In both cases, all other nodes have been coupled ran-                                         [2]   C. M. Schneider et al., Proc. Nat. Acad. Sci., 108, 3838
domly. In the inset, we show the maximum NOI for different                                                    (2011).
system sizes, as a function of q, for the random and the be-                                           [3]   R. Cohen et al., Phys. Rev. Lett., 85, 4626 (2000); 86,
tweenness cases. The arrows point to the position where the                                                  3682 (2001); D. S. Callaway et al., ibid., 85, 5468
transition changes from continuous to discontinuous. Results                                                 (2000); L. K. Gallos et al., ibid., 94, 188701 (2005);
have been averaged over 102 configurations and 103 sequences                                                  P. Holme et al., Phys. Rev. E, 65, 056109 (2002).
of random attacks for each one.                                                                        [4]   J. Peerenboom et al., Pro. CRIS/DRM/IIIT/NSF Work-
5

       shop Mitigat. Vulnerab. Crit. Infrastruct. Catastr. Fail-          United Kingdom, 2010).
       ures (2001).                                                  [13] M. E. J. Newman, Networks: An Introduction (Oxford
 [5]   S. V. Buldyrev et al., Nature, 464, 1025 (2010).                   University Press, Oxford, 2010).
 [6]   V. Rosato et al., Int. J. Crit. Infrastruct., 4, 63 (2008).   [14] S. V. Buldyrev et al., Phys. Rev. E, 83, 016112 (2011).
 [7]   F. Schweitzer et al., Science, 325, 422 (2009).               [15] R. Parshani et al., EPL, 92, 68002 (2010).
 [8]   S. Havlin et al., arXiv:1012.0206.                            [16] S. Carmi et al., Proc. Natl. Acad. Sci. USA, 104, 11150
 [9]   R. Parshani et al., Phys. Rev. Lett., 105, 048701 (2010).          (2007).
[10]   X. Huang et al., Phys. Rev. E, (in press, 2011).              [17] E. Ravasz et al., Science, 297, 1551 (2002); B. L. M.
[11]   See Supplemental Material at.                                      Happel and J. M. J. Murre, Neural Netw., 7, 985 (1994);
[12]   R. Cohen and S. Havlin, Complex networks: structure,               M. C. Gonz´lez et al., Physica A, 379, 307 (2007); K. A.
                                                                                      a
       robustness and function (Cambridge University Press,               Eriksen et al., Phys. Rev. Lett., 90, 148701 (2003).
                                                                     [18] A. Clauset et al., SIAM Rev., 51, 661 (2009).
6

             Supplemental Material: Towards designing robust coupled networks

         Christian M. Schneider,1, ∗ Nuno A. M. Ara´jo,1, † Shlomo Havlin,2, ‡ and Hans J. Herrmann1, 3, §
                                                   u
                                1
                                  Computational Physics for Engineering Materials, IfB,
                               ETH Zurich, Schafmattstrasse 6, 8093 Zurich, Switzerland
               2
                 Minerva Center and Department of Physics, Bar-Ilan University, 52900 Ramat-Gan, Israel
               3
                 Departamento de F´ısica, Universidade Federal do Cear´, 60451-970 Fortaleza, Cear´, Brazil
                                                                      a                           a



                     ROBUSTNESS
                                                                     0.32                                                  <k> = 5
   For single networks, different measures have been con-
sidered to quantify the robustness of the system to fail-
ures. Recently, it has been proposed to quantify the ro-             0.28
bustness R of such systems as                                                             1.2




                                                                  R

                                                                            R / Rrandom
                             N
                         1                                           0.24                 1.1
                   R=              S(Q) ,               (1)
                         N                                                                                                 degree
                             Q=1
                                                                                                                           betweenness
                                                                                          1.0                              random
where Q is the number of node failures, S(Q) the size of              0.2                   0.6    0.7   0.8    0.9   1
the largest connected cluster in a network after Q failures,            0.6                       0.7          0.8        0.9            1
and N is the total number of nodes in the network [1].                                                         q
This definition corresponds to the area under the curve
of the fraction of nodes, in the largest connected cluster,    FIG. 1. Dependence of the robustness, R, on the degree of
as a function of the fraction of failed nodes (shown in        coupling, q, for two, randomly interconnected modular net-
Fig. 2 of the Letter). Here we extend this definition to        works with 2 · 103 nodes each. The modular networks were
coupled systems by performing the same measurement,            obtained from four Erd˝s-R´nyi networks, with 500 nodes
                                                                                         o    e
given by Eq. (1), only on the network where the random         each and average degree five, by randomly connecting each
failures occur, namely, network A in the Letter.               pair of modules with an additional link. Autonomous nodes
                                                               are selected in three different ways: randomly (blue trian-
                                                               gles), higher degree (black dots), and higher betweenness (red
                                                               stars). In the inset we see the relative enhancement of the ro-
    MODULAR NETWORKS AND RANDOM
                                                               bustness, for the second and third schemes of autonomous
          REGULAR GRAPHS
                                                               selection compared with the random case. Results have been
                                                               averaged over 102 configurations and 103 sequences of random
   For the cases discussed in the Letter, results obtained     attacks to each one.
by selecting autonomous nodes based on the highest de-
gree do not significantly differ from the ones based on the
highest betweenness. This is due to the well known find-
ing that for Erd˝s-R´nyi and scale-free networks, the de-
                 o e
gree of a node is strongly correlated with its betweenness
[2]. However, many real networks are modular, i.e., com-
posed of several different modules interconnected by less          Another example that shows that betweenness is supe-
links, and then nodes with higher betweenness are not,         rior to degree is when we study a system of coupled ran-
necessarily, the ones with the largest degree [3]. Modu-       dom regular graphs. In random regular graphs all nodes
larity can be found, for example, in metabolic systems,        have the same degree and are connected randomly. Fig-
neural networks, social networks, or infrastructures [4–       ure 2 shows the dependence of the robustness on the de-
7]. In Fig. 1 we plot the robustness of the system for two     gree of coupling, for two interconnected random regular
coupled modular networks. Each modular network was             graphs with degree 4. The autonomous nodes are selected
generated from a set of four Erd˝s-R´nyi networks, of 500
                                 o e                           randomly (since all degrees are the same) or following the
nodes each and average degree five, where an additional         betweenness strategy. Though all nodes have the same
link was randomly included between each pair of mod-           degree and the betweenness distribution is narrow, se-
ules. For a modular system, the nodes with higher be-          lecting autonomous nodes based on the betweenness is
tweenness are not necessarily the high-degree nodes but        always more efficient than the random selection. Thus,
the ones bridging the different modules. Figure 1 shows         the above two examples suggest that betweenness is a su-
that the strategy based on the betweenness emerges as          perior method to chose the autonomous nodes compared
better compared to the high degree method.                     to degree.
27

                                                                                                such that nodes in one are not affected by the other. On
           0.4
                                                                                                the other hand, the most vulnerable case, corresponds to
                      RR                                                                        a fully coupled system (q = 1) with robustness R1 . For
          0.35                                                                                  a certain degree of coupling q, we define the relative im-
                 R / Rrandom                                                                    provement as the ratio between the improvement Rq −R1
                               1.008
                                                                                                and the maximum possible improvement R0 − R1 . Fig-
    R



           0.3
                                                                                                ure 3 shows the dependence on the average degree of the
                               1.004
                                                                              betweenness
                                                                                                fraction of nodes that need to be autonomous to guar-
          0.25                                                                random            antee a relative improvement of more than 50%. Three
                               1.000
                                            0.6          0.8          1                         types of systems have been considered, namely, coupled
                                                     q
           0.2                                                                                  scale-free networks with minimum degree three and two,
                                 0.6                              0.8                       1   as well as coupled Erd˝s-R´nyi graphs with different aver-
                                                                                                                      o e
                                                              q
                                                                                                age degrees. For all considered cases, when autonomous
                                                                                                nodes are selected based on the betweenness, a significant
FIG. 2. Dependence of the robustness, R, on the degree of
coupling, q, for two, randomly interconnected random regular
                                                                                                improvement is obtained by solely decoupling less than
graphs with 8·103 nodes each, all with degree 4. Autonomous                                     15% of the nodes. The fraction of decoupled nodes to
nodes are selected in two different ways: randomly (blue tri-                                    obtain such improvement in the robustness significantly
angles) and higher betweenness (red stars). In the inset the                                    decreases with the average degree. In the inset we see
relative enhancement of the robustness, for the betweenness                                     the ratio between the robustness of the fully independent
compared with the random case, is shown. Results have been                                      (q = 0) and dependent system (q = 1) as a function of the
averaged over 102 configurations and 103 sequences of random                                     average degree showing that this ratio goes to unity as
attacks to each one.
                                                                                                expected since a large average degree corresponds to fully
          0.20                                                                  SF kmin = 3     independent networks. This is since when the degrees are
                                 R q - R1                     4                                 high a failure in one network will make a similar failure
                                 R 0 - R1   > 0.5                               SF kmin = 2
                                                                                Erdos
                                                                                                in the second network with little cascading failures.
                                                    R0 / R1




                                                              3
          0.15
                                                              2
   1- q




          0.10                                                1
                                                                  4       6     8    10          ∗
                                                                                                      schnechr@ethz.ch
                                                                          <k>                    †
                                                                                                      nuno@ethz.ch
                                                                                                 ‡
          0.05                                                                                        havlin@ophir.ph.biu.ac.il
                                                                                                 §
                                                                                                      hans@ifb.baug.ethz.ch
                                                                                                [1]   C. M. Schneider, A. A. Moreira, J. S. Andrade Jr.,
            0                                                                                         S. Havlin, and H. J. Herrmann, Proc. Nat. Acad. Sci.,
                                 4                  6                 8             10                108, 3838 (2011); H. J. Herrmann, C. M. Schneider, A. A.
                                                        <k>                                           Moreira, J. S. Andrade Jr., and S. Havlin, J. Stat. Mech.,
FIG. 3. Dependence on the average degree of the fraction                                              P01027 (2011).
of decoupled nodes (1 − q) above which the improvement in                                       [2]   M. E. J. Newman, Networks: An Introduction (Oxford
the robustness of the system Rq − R1 is larger than 50% of                                            University Press, Oxford, 2010).
the maximum improvement R0 − R1 , where Rq is the robust-                                       [3]   R. Cohen and S. Havlin, Complex networks: structure,
ness of the system with degree of coupling q. Two coupled                                             robustness and function (Cambridge University Press,
networks have been considered with 8000 nodes each (102 con-                                          United Kingdom, 2010).
figurations with 103 sequences of random attacks to each one)                                    [4]   E. Ravasz, A. L. Somera, D. A. Mongru, Z. N. Oltvai, and
and autonomous nodes were picked based on the between-                                                A.-L. Barab´si, Science, 297, 1551 (2002).
                                                                                                                  a
ness. Triangles and stars correspond to scale-free networks                                     [5]   B. L. M. Happel and J. M. J. Murre, Neural Netw., 7, 985
with minimum degree three and two, respectively, and circles                                          (1994).
are for two Erd˝s-R´nyi graphs. The inset, shows the relative
                o   e                                                                           [6]   M. C. Gonz´lez, H. J. Herrmann, J. Kert´sz, and T. Vic-
                                                                                                                  a                           e
robustness of the decoupled system R0 compared with the                                               sek, Physica A, 379, 307 (2007).
fully coupled one R1 . When autonomous nodes are selected                                       [7]   K. A. Eriksen, I. Simonsen, S. Maslov, and K. Sneppen,
based on the betweenness a significant improvement in the                                              Phys. Rev. Lett., 90, 148701 (2003).
robustness of the system is obtained by solely decoupled less
than 15% of the nodes. The larger the average degree the
lower the fraction of decoupled nodes required to obtain such
improvement.
             ROBUSTNESS IMPROVEMENT

   For two coupled networks, the maximum robustness R0
is achieved when both are completely decoupled (q = 0),

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Towards designing robust coupled networks

  • 1. Towards designing robust coupled networks Christian M. Schneider,1, ∗ Nuno A. M. Ara´jo,1, † Shlomo Havlin,2, ‡ and Hans J. Herrmann1, 3, § u 1 Computational Physics for Engineering Materials, IfB, ETH Zurich, Schafmattstrasse 6, 8093 Zurich, Switzerland 2 Minerva Center and Department of Physics, Bar-Ilan University, 52900 Ramat-Gan, Israel 3 Departamento de F´ısica, Universidade Federal do Cear´, 60451-970 Fortaleza, Cear´, Brazil a a In nature and technology, network-like systems are typically coupled and the resilience of one is affected by the others. The failure of a small fraction of elements in the system may have catastrophic effects, by triggering a cascade of events which drastically affects the global connectivity. We show that by choosing the proper autonomous nodes, catastrophic cascading failures can be avoided. We arXiv:1106.3234v1 [cond-mat.stat-mech] 16 Jun 2011 reveal that, when a small optimal fraction of autonomous nodes (about 10%) is properly selected the nature of the percolation transition changes from discontinuous to continuous and the robustness of the system is significantly improved. This is in contrast to random selection where close to 50% of autonomous nodes are needed. Surprisingly, even for coupled Poissonian type networks, where the variety between the node degrees is small, the proper choice of autonomous nodes leads to a large improvement. PACS numbers: 89.75.Hc, 64.60.ah, 89.75.Da, 89.75.Fb Complex networks have been crucial to understand the robustness of systems to failures or malicious attacks [1– 3]. For theoretical simplicity, these systems have usually been considered to be isolated and independent of other network systems. However, in nature and technology sys- tems are rather dependent and failures in one network are very likely to affect the others [4]. This coupling between systems has catastrophic effects on their robustness [5]. For example, the interdependency between power sta- tions and local communication servers magnified the 2003 blackout in Italy and Switzerland [5, 6]. Also, the way banks are interconnected with insurance companies pro- moted a cascade effect in the recent financial crises [7, 8]. FIG. 1. (color online) Schematic representation of two cou- Understanding how to protect these systems and reduce pled networks in Italy, the communication system (39 stars) their vulnerability is a question of paramount interest, and the power grid (310 circles) [6]. The coupling between which we address here. the networks was established based on the geographical lo- cation of the nodes, such that each communication server is Recently, a percolation framework has been proposed coupled with the closest power station. The color scheme by Buldyrev et al. [5] to study the properties of fully stands for the probability that the node is inactive after the interdependent networks. They considered a system of random failure of 14 communication servers. In a) all com- two networks, A and B, where each A-node is coupled munication servers are coupled while in b) four servers have to a B-node, via bi-directional links, such that when been decoupled following the strategy proposed here. A sig- one node fails the other cannot function either. Due to nificant increase in the resilience of the system to failures can such coupling, the failure of some nodes may trigger a be obtained. domino effect where, not only its corresponding node in the other network fails, but also all nodes that become disconnected from the giant components of both net- a technological point of view, this corresponds to creating works fail. This causes further cascading failures in the autonomous nodes that do not depend on the other net- system, yielding a discontinuous percolation transition. work. For example, if we consider the coupling between Parshani et al. [9] showed that the vulnerability of the power stations and communication servers, autonomous system is reduced when decreasing the degree of coupling power stations have alternative communication systems between nodes and, if only a significant fraction (≈ 0.5) which are used when the communication servers fail. In of nodes is decoupled, at a critical coupling, the system is the network of communication servers, a server is au- significantly more robust and the transition changes from tonomous when it has its own emergency power supply discontinuous to continuous. The coupling is reduced by which is independent of the power grid. The crucial open selecting a certain fraction of nodes in the system which question that we pose and answer here, is how to chose become independent of nodes in the other network. From these autonomous nodes in order to achieve high robust- ness. We propose a method, based on degree and cen-
  • 2. 2 trality, to identify these autonomous nodes that maxi- more than 10% and the corresponding increase of pc is mize the system robustness. We show that, with this about 40%, from close to 0.5 to close to 0.7. Further im- scheme, the critical coupling increases, i.e., the fraction provement can be achieved if also the coupled nodes are of nodes that needs to be decoupled to smoothen out paired according to their position in the ranking accord- the transition is much smaller (close to 0.1 compared ing to betweenness, corresponding to the (blue-)dashed to 0.5). Significant improvement is observed for differ- line in Fig. 2. In that case, robustness is increased by ent networks including the Erd˝s-R´nyi graph (ER) that o e 20% compared to the original case, since interconnecting have a narrow degree distribution and such an improve- similar nodes increases the global robustness [14, 15]. ment in the robustness was unexpected. In Fig. 1 we Two types of technological challenges are at hand: ei- apply the proposed strategy to a real system in Italy [6] ther a system has to be designed robust from scratch or and show that by protecting only four nodes the robust- it already exists and is constrained to a certain topol- ness of the system is significantly improved (details in ogy, but requires improved robustness. In the first case, the figure caption). the best procedure is to choose the nodes with highest We consider a pair of networks, A and B, randomly betweenness in each network as autonomous and couple generated. A fraction q of the nodes in A are coupled the others based on their position in the ranking accord- with nodes in B, through inter-network links. In each ing to betweenness. When the system already exists, network, nodes need to be connected to the largest com- rewiring is usually a time-consuming and expensive pro- ponent of their network to be functional. Initially, all cess, and mainly the creation of autonomous nodes may nodes in each network are part of the largest component, q is the degree of coupling and 1 − q is the fraction of autonomous nodes (not coupled via inter-network links). 1 random Due to the coupling, when one node in network A fails, A betweenness B betweenness or is attacked, the corresponding one in network B can- 0.8 0.4 A+B betweenness not function either. Consequently, all nodes bridged to 0.2 the largest connected component through these nodes, 0.6 together with their counterpart in the other network, s 0 0.4 0.6 become also deactivated. A cascade of failures occurs 0.4 that can have drastic effects on the global connectivity 0.2 random [5, 9]. To analyze the response of the system to failures 0.1 betweenness we follow its properties when A-nodes are sequentially at- 1 betweenness tacked. At each iteration an A-node is randomly removed 0 0 0.2 0.4 0.6 0.8 1 together with all affected ones. Failures are considered 1-p irreversible and all links from deactivated nodes are re- moved from the system. Notwithstanding the simplic- FIG. 2. (color online) Fraction of nodes in the largest con- ity of solely considering random attacks, this model can nected cluster in network A, s, as a function of the fraction be straightforwardly extended to targeted ones [10]. As of randomly removed nodes 1 − p, for two coupled ER (aver- explained in the Supplemental Material [11], to quantify age degree four) with 90% of the nodes connected by inter- network links (q = 0.9), showing that robustness can signif- the resilience of the system to random attacks we extend, icantly be improved by properly selecting the autonomous to coupled systems, the definition of robustness R pro- nodes. The (black-)solid line corresponds to randomly inter- posed for single networks in Ref. [2]. To demonstrate our connected graphs with the 10% autonomous nodes randomly method of selecting autonomous nodes, two ER graphs, chosen. For the (red-)dotted line the autonomous nodes with average degree four, have been coupled randomly are chosen as the ones with highest betweenness. For the with 10% of autonomous nodes. Under a sequence of (blue-)dashed curve, the nodes in both networks were ranked random failures, the coupled system is fully fragmented according to their betweenness, where the first 10% were con- when less than 50% of the nodes fail, as seen in Fig. 2. sidered autonomous and the following 90% inter-connected according to their position in the ranking. Due to the fi- For a single ER, with the same average degree, the global nite size, the discontinuous nature of the solid curve is hardly connectivity is only lost after the failure of 75% of the visible in the plot. In the inset, we start with two fully inter- nodes. Figure 2 also shows ((red-)dotted line) the case connected ER. 10% of their nodes are decoupled according to where the autonomous nodes in both networks are chosen three different strategies: randomly ((black-)solid line), the as follows. Nodes in each network are ranked according ones with highest betweenness in network A ((red-)dotted to their betweenness, defined as the number of shortest line), and the ones with highest betweenness in network B paths between all pairs of nodes passing through these ((blue-)dashed line). The (yellow-)dotted-dashed line is only for sake of comparison and corresponds to the (red-)dotted nodes [12, 13]. The first (1 − q)N nodes, the ones hav- line in the main plot. Results have been averaged over 102 ing the highest betweenness, are chosen as autonomous configurations of two networks with 103 nodes each. For each and the remaining ones are coupled randomly. With this configuration we averaged over 103 sequences of random at- strategy, the robustness, R, of the system is improved by tacks.
  • 3. 3 be economically feasible. The simplest procedure con- tonomous nodes is based on the betweenness. Also for sists in choosing as autonomous both nodes connected random regular graphs, where all nodes have the same by the same inter-network link. However, in general, degree, we find improvements when choosing between- the betweenness of coupled nodes are not correlated. An ness. A-node with high betweenness may not, necessarily be, Many real-world systems are characterized by a de- inter-connected with a high betweenness B-node. In the gree distribution which is scale free with a degree expo- inset of Fig. 2 we compare between choosing the au- nent γ [1, 18]. In Fig. 3(b) we plot R as a function of q tonomous pairs based on the betweenness of the node for two coupled scale-free networks (SF) with 103 nodes in network A or in network B. The curves for random each and γ = 2.5. Similar to the two coupled ER, this selection and for the most efficient design are both in- system is also significantly more resilient when the au- cluded for reference. When pairs of nodes are picked tonomous nodes are selected to be the ones with highest based on the ranking of betweenness in the network un- betweenness. For values of q 0.85 the robustness of der the initial failure (network A), the robustness al- the coupled system is similar to that of a single network most does not improve compared to choosing randomly. (q = 0) since the most relevant nodes in the system are If, on the other hand, network B is considered for au- decoupled. A peak in the relative robustness, R/Rrandom tonomous high betweenness nodes, the robustness is im- (see inset of Fig. 3b), occurs for q ≈ 0.95 where the im- proved by more than 15%, revealing that the protection provement, compared to the random case, is almost 30%. scheme is significantly more efficient in this case. This Betweenness, degree, and k-shell, have similar impact on asymmetry between A and B network is due to the fact the robustness since these three properties are strongly that we attack only nodes in network A, triggering the correlated for SF. From Fig. 3 and from the Supplemen- cascade, that initially shuts down the corresponding B- node. The betweenness is related to the number of nodes which become disconnected from the main cluster and 0.4 consequently affect back the network A. Therefore, the control of the betweenness of B-nodes which may be af- (a) ER fected is a key mechanism to downsize the cascade. On 0.35 1.2 the other hand, when a high-betweenness node is pro- R / Rrandom R tected in network A it can still be attacked since the 1.1 0.3 initial attack does not distinguish between autonomous degree and non-autonomous nodes. betweenness 1.0 random In Fig. 3(a) we plot the robustness of two coupled 0.25 0 0.2 0.4 0.6 0.8 1 k-shell ER for different q. Four different criteria to select the autonomous nodes in both networks are compared: be- tweenness, degree, k-shell, and random choice. In the 0.4 (b) SF degree strategy, the selected nodes to be autonomous are the ones with highest degree. In the k-shell strategy, 1.3 0.35 the nodes with the highest k-shell in the k-shell decom- R / Rrandom R 1.2 position are chosen [16]. The remaining nodes, for all cases, have been randomly inter-linked. In the inset, we 0.3 1.1 degree see the relative robustness for the first three methods betweenness 1.0 random when compared to the random case, R/Rrandom . Since 0 0.2 0.4 0.6 0.8 1 k-shell 0.25 ER are characterized by a small number of k-shells, the 0 0.2 0.4 0.6 0.8 1 k-shell decomposition is less efficient than the random q strategy for some values of q. The significantly improved robustness for the betweenness strategy compared to the FIG. 3. (color online) Dependence of the robustness, R, on the degree of coupling, q, for two, interconnected, (a) ER (av- random case is evident. While in the random case, for erage degree four) and (b) SF with degree exponent γ = 2.5, q 0.4, a significant decrease of the robustness with q is revealing that, when our proposed strategy is applied, the op- observed, in the betweenness case, the change is smoother timal fraction of autonomous nodes is relatively very small. and significantly drops only for higher values of q. A Autonomous nodes are chosen in four different ways: ran- maximum in the ratio R/Rrandom occurs for q ≈ 0.85, domly ((blue-)triangles), high degree ((black-)dots), high be- where the relative improvement is above 12%. Since in tweenness ((red-)stars), and high k-shell ((yellow-)rhombi). random networks, the degree of a node is strongly corre- The insets show the relative improvement of the robustness, for the different strategies of autonomous selection compared lated with its betweenness [13], their results are similar. with the random case. Results have been averaged over 102 As shown in the Supplemental Material [11], for modu- configurations of two networks with 103 nodes each. For each lar networks [17] where the correlation between degree configuration we averaged over 103 sequences of random at- and betweenness is lower, the best strategy to select au- tacks.
  • 4. 4 tal Material [11], we see that, for both SF and ER, the becomes discontinuous since the maximum scales with robustness of the system is significantly improved by de- the system size. For random selection qc ∼ 0.5, whilst coupling, based on the betweenness, less than 15% of the for the strategy based on the betweenness qc 0.9, i.e., nodes. Studying the dependence of the robustness on the in the latter case decoupling only 10% of the nodes is nodes average degree we conclude that for average degree enough to change the nature of the transition from dis- larger than five, even 5% autonomous nodes are enough continuous to continuous. The same is observed for SF to achieve more than 50% of the maximum possible im- and when autonomous nodes are selected based on the provement. degree. Therefore, the proposed strategy significantly The vulnerability of the system is strongly related to improves the robustness of the system and with a rela- the degree of coupling, q. Parshani et al. [9] have an- tively small amount of autonomous nodes the transition alytically and numerically shown that, at a critical cou- is softened by avoiding large cascades. pling q = qc , the transition changes from continuous (for In summary, we propose a method to chose the au- q < qc ) to discontinuous (for q > qc ). The effect of our tonomous nodes in order to optimize the robustness of proposed scheme on qc is shown in Fig. 4, where the num- coupled systems to failures. We find the betweenness ber of iterations (NOI) [5, 15] in the cascade is plotted for and the degree to be the key parameters for the selec- coupled ER, with q = {0.9, 0.95} and autonomous nodes tion of such nodes and we show that for modular net- selected either randomly or according to their between- works the former is the most effective one. Consider- ness. The peak of the NOI represents the percolation ing the real case of the Italian communication system threshold pc . If the NOI at pc increases with the sys- coupled with the power grid, we show that protecting tem size, the transition is discontinuous. For q = 0.95, a the four communication servers with highest betweeness peak (representing pc ) is observed with both strategies, improves the robustness of the system and reduces the but being significantly smaller for the betweenness. For chances of catastrophic failures, like the blackout of 2008. q = 0.9, the peak is undetectable for betweenness, i.e., When this strategy is implemented the resilience of the attacks on A-nodes produce very few cascades. In the system to random failures or attacks is significantly im- inset, we show, for different system sizes, how the max- proved and the fraction of autonomous nodes necessary imum of NOI depends on the coupling. While for low q to change the nature of the percolation transition, from the maximum shows no system size dependence, a sign discontinuous to continuous, is significantly reduced. We of a continuous transition [15], for q > qc the transition also show that, even for networks with a narrow diversity of nodes, like Erd˝s-R´nyi graphs, the robustness of the o e system can be significantly improved by properly peaking a small fraction of nodes to be autonomous. 40 ER Random N = 32000 N = 32000 We acknowledge financial support from the ETH Com- 10 q = 0.95 N = 8000 8000 N= N = 1000 1000 N= petence Center Coping with Crises in Complex Socio- NOImax Random 30 q = 0.9 Economic Systems (CCSS) through ETH Research Grant Random CH1-01-08-2. We thank the Brazilian agencies CNPq, NOI qc 20 CAPES and FUNCAP, and the grant CNPq/FUNCAP. Betweenness 2 qc SH acknowledges the European EPIWORK project, the 0.4 0.6 0.8 1 Israel Science Foundation, ONR, DFG, and DTRA. 10 Betweenness q q = 0.95 Betweenness q = 0.9 0 0.4 0.45 0.5 0.55 0.6 1-p ∗ schnechr@ethz.ch † FIG. 4. (color online) Number of iterations (NOI) in the nuno@ethz.ch ‡ cascade as a function of the fraction of removed nodes 1 − p, havlin@ophir.ph.biu.ac.il § demonstrating that when betweenness is considered the large hans@ifb.baug.ethz.ch cascade can be suppressed. Two coupled ER (average degree [1] R. Albert et al., Nature, 406, 378 (2000); A. L. four) have been considered with N nodes each. For the main Lloyd and R. M. May, Science, 292, 1316 (2001); plot N = 32000 and q = {0.9, 0.95}. Autonomous nodes have F. Liljeros et al., Nature, 411, 907 (2001); V. Colizza, been picked randomly in the two peaks in the left (red) and A. Barrat, M. Barth´lemy, and A. Vespignani, P. Natl. e according to their betweenness for the two peaks in the right Acad. Sci. USA, 103, 2015 (2006). (black). In both cases, all other nodes have been coupled ran- [2] C. M. Schneider et al., Proc. Nat. Acad. Sci., 108, 3838 domly. In the inset, we show the maximum NOI for different (2011). system sizes, as a function of q, for the random and the be- [3] R. Cohen et al., Phys. Rev. Lett., 85, 4626 (2000); 86, tweenness cases. The arrows point to the position where the 3682 (2001); D. S. Callaway et al., ibid., 85, 5468 transition changes from continuous to discontinuous. Results (2000); L. K. Gallos et al., ibid., 94, 188701 (2005); have been averaged over 102 configurations and 103 sequences P. Holme et al., Phys. Rev. E, 65, 056109 (2002). of random attacks for each one. [4] J. Peerenboom et al., Pro. CRIS/DRM/IIIT/NSF Work-
  • 5. 5 shop Mitigat. Vulnerab. Crit. Infrastruct. Catastr. Fail- United Kingdom, 2010). ures (2001). [13] M. E. J. Newman, Networks: An Introduction (Oxford [5] S. V. Buldyrev et al., Nature, 464, 1025 (2010). University Press, Oxford, 2010). [6] V. Rosato et al., Int. J. Crit. Infrastruct., 4, 63 (2008). [14] S. V. Buldyrev et al., Phys. Rev. E, 83, 016112 (2011). [7] F. Schweitzer et al., Science, 325, 422 (2009). [15] R. Parshani et al., EPL, 92, 68002 (2010). [8] S. Havlin et al., arXiv:1012.0206. [16] S. Carmi et al., Proc. Natl. Acad. Sci. USA, 104, 11150 [9] R. Parshani et al., Phys. Rev. Lett., 105, 048701 (2010). (2007). [10] X. Huang et al., Phys. Rev. E, (in press, 2011). [17] E. Ravasz et al., Science, 297, 1551 (2002); B. L. M. [11] See Supplemental Material at. Happel and J. M. J. Murre, Neural Netw., 7, 985 (1994); [12] R. Cohen and S. Havlin, Complex networks: structure, M. C. Gonz´lez et al., Physica A, 379, 307 (2007); K. A. a robustness and function (Cambridge University Press, Eriksen et al., Phys. Rev. Lett., 90, 148701 (2003). [18] A. Clauset et al., SIAM Rev., 51, 661 (2009).
  • 6. 6 Supplemental Material: Towards designing robust coupled networks Christian M. Schneider,1, ∗ Nuno A. M. Ara´jo,1, † Shlomo Havlin,2, ‡ and Hans J. Herrmann1, 3, § u 1 Computational Physics for Engineering Materials, IfB, ETH Zurich, Schafmattstrasse 6, 8093 Zurich, Switzerland 2 Minerva Center and Department of Physics, Bar-Ilan University, 52900 Ramat-Gan, Israel 3 Departamento de F´ısica, Universidade Federal do Cear´, 60451-970 Fortaleza, Cear´, Brazil a a ROBUSTNESS 0.32 <k> = 5 For single networks, different measures have been con- sidered to quantify the robustness of the system to fail- ures. Recently, it has been proposed to quantify the ro- 0.28 bustness R of such systems as 1.2 R R / Rrandom N 1 0.24 1.1 R= S(Q) , (1) N degree Q=1 betweenness 1.0 random where Q is the number of node failures, S(Q) the size of 0.2 0.6 0.7 0.8 0.9 1 the largest connected cluster in a network after Q failures, 0.6 0.7 0.8 0.9 1 and N is the total number of nodes in the network [1]. q This definition corresponds to the area under the curve of the fraction of nodes, in the largest connected cluster, FIG. 1. Dependence of the robustness, R, on the degree of as a function of the fraction of failed nodes (shown in coupling, q, for two, randomly interconnected modular net- Fig. 2 of the Letter). Here we extend this definition to works with 2 · 103 nodes each. The modular networks were coupled systems by performing the same measurement, obtained from four Erd˝s-R´nyi networks, with 500 nodes o e given by Eq. (1), only on the network where the random each and average degree five, by randomly connecting each failures occur, namely, network A in the Letter. pair of modules with an additional link. Autonomous nodes are selected in three different ways: randomly (blue trian- gles), higher degree (black dots), and higher betweenness (red stars). In the inset we see the relative enhancement of the ro- MODULAR NETWORKS AND RANDOM bustness, for the second and third schemes of autonomous REGULAR GRAPHS selection compared with the random case. Results have been averaged over 102 configurations and 103 sequences of random For the cases discussed in the Letter, results obtained attacks to each one. by selecting autonomous nodes based on the highest de- gree do not significantly differ from the ones based on the highest betweenness. This is due to the well known find- ing that for Erd˝s-R´nyi and scale-free networks, the de- o e gree of a node is strongly correlated with its betweenness [2]. However, many real networks are modular, i.e., com- posed of several different modules interconnected by less Another example that shows that betweenness is supe- links, and then nodes with higher betweenness are not, rior to degree is when we study a system of coupled ran- necessarily, the ones with the largest degree [3]. Modu- dom regular graphs. In random regular graphs all nodes larity can be found, for example, in metabolic systems, have the same degree and are connected randomly. Fig- neural networks, social networks, or infrastructures [4– ure 2 shows the dependence of the robustness on the de- 7]. In Fig. 1 we plot the robustness of the system for two gree of coupling, for two interconnected random regular coupled modular networks. Each modular network was graphs with degree 4. The autonomous nodes are selected generated from a set of four Erd˝s-R´nyi networks, of 500 o e randomly (since all degrees are the same) or following the nodes each and average degree five, where an additional betweenness strategy. Though all nodes have the same link was randomly included between each pair of mod- degree and the betweenness distribution is narrow, se- ules. For a modular system, the nodes with higher be- lecting autonomous nodes based on the betweenness is tweenness are not necessarily the high-degree nodes but always more efficient than the random selection. Thus, the ones bridging the different modules. Figure 1 shows the above two examples suggest that betweenness is a su- that the strategy based on the betweenness emerges as perior method to chose the autonomous nodes compared better compared to the high degree method. to degree.
  • 7. 27 such that nodes in one are not affected by the other. On 0.4 the other hand, the most vulnerable case, corresponds to RR a fully coupled system (q = 1) with robustness R1 . For 0.35 a certain degree of coupling q, we define the relative im- R / Rrandom provement as the ratio between the improvement Rq −R1 1.008 and the maximum possible improvement R0 − R1 . Fig- R 0.3 ure 3 shows the dependence on the average degree of the 1.004 betweenness fraction of nodes that need to be autonomous to guar- 0.25 random antee a relative improvement of more than 50%. Three 1.000 0.6 0.8 1 types of systems have been considered, namely, coupled q 0.2 scale-free networks with minimum degree three and two, 0.6 0.8 1 as well as coupled Erd˝s-R´nyi graphs with different aver- o e q age degrees. For all considered cases, when autonomous nodes are selected based on the betweenness, a significant FIG. 2. Dependence of the robustness, R, on the degree of coupling, q, for two, randomly interconnected random regular improvement is obtained by solely decoupling less than graphs with 8·103 nodes each, all with degree 4. Autonomous 15% of the nodes. The fraction of decoupled nodes to nodes are selected in two different ways: randomly (blue tri- obtain such improvement in the robustness significantly angles) and higher betweenness (red stars). In the inset the decreases with the average degree. In the inset we see relative enhancement of the robustness, for the betweenness the ratio between the robustness of the fully independent compared with the random case, is shown. Results have been (q = 0) and dependent system (q = 1) as a function of the averaged over 102 configurations and 103 sequences of random average degree showing that this ratio goes to unity as attacks to each one. expected since a large average degree corresponds to fully 0.20 SF kmin = 3 independent networks. This is since when the degrees are R q - R1 4 high a failure in one network will make a similar failure R 0 - R1 > 0.5 SF kmin = 2 Erdos in the second network with little cascading failures. R0 / R1 3 0.15 2 1- q 0.10 1 4 6 8 10 ∗ schnechr@ethz.ch <k> † nuno@ethz.ch ‡ 0.05 havlin@ophir.ph.biu.ac.il § hans@ifb.baug.ethz.ch [1] C. M. Schneider, A. A. Moreira, J. S. Andrade Jr., 0 S. Havlin, and H. J. Herrmann, Proc. Nat. Acad. Sci., 4 6 8 10 108, 3838 (2011); H. J. Herrmann, C. M. Schneider, A. A. <k> Moreira, J. S. Andrade Jr., and S. Havlin, J. Stat. Mech., FIG. 3. Dependence on the average degree of the fraction P01027 (2011). of decoupled nodes (1 − q) above which the improvement in [2] M. E. J. Newman, Networks: An Introduction (Oxford the robustness of the system Rq − R1 is larger than 50% of University Press, Oxford, 2010). the maximum improvement R0 − R1 , where Rq is the robust- [3] R. Cohen and S. Havlin, Complex networks: structure, ness of the system with degree of coupling q. Two coupled robustness and function (Cambridge University Press, networks have been considered with 8000 nodes each (102 con- United Kingdom, 2010). figurations with 103 sequences of random attacks to each one) [4] E. Ravasz, A. L. Somera, D. A. Mongru, Z. N. Oltvai, and and autonomous nodes were picked based on the between- A.-L. Barab´si, Science, 297, 1551 (2002). a ness. Triangles and stars correspond to scale-free networks [5] B. L. M. Happel and J. M. J. Murre, Neural Netw., 7, 985 with minimum degree three and two, respectively, and circles (1994). are for two Erd˝s-R´nyi graphs. The inset, shows the relative o e [6] M. C. Gonz´lez, H. J. Herrmann, J. Kert´sz, and T. Vic- a e robustness of the decoupled system R0 compared with the sek, Physica A, 379, 307 (2007). fully coupled one R1 . When autonomous nodes are selected [7] K. A. Eriksen, I. Simonsen, S. Maslov, and K. Sneppen, based on the betweenness a significant improvement in the Phys. Rev. Lett., 90, 148701 (2003). robustness of the system is obtained by solely decoupled less than 15% of the nodes. The larger the average degree the lower the fraction of decoupled nodes required to obtain such improvement. ROBUSTNESS IMPROVEMENT For two coupled networks, the maximum robustness R0 is achieved when both are completely decoupled (q = 0),