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Register a new userBeyond clustering: Mean-field dynamics on networks with arbitrary subgraph composition
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Clustering is the propensity of nodes that share a common neighbour to be connected. It is ubiquitous in many networks but poses many modelling challenges. Clustering typically manifests itself by a higher than expected frequency of triangles, and this has led to the principle of constructing networks from such building blocks. This approach has been generalised to networks being constructed from a set of more exotic subgraphs. As long as these are fully connected, it is then possible to derive mean-field models that approximate epidemic dynamics well. However, there are virtually no results for non-fully connected subgraphs. In this paper, we provide a general and automated approach to deriving a set of ordinary differential equations, or mean-field model, that describes, to a high degree of accuracy, the expected values of system-level quantities, such as the prevalence of infection. Our approach offers a previously unattainable degree of control over the arrangement of subgraphs and network characteristics such as classical node degree, variance and clustering. The combination of these features makes it possible to generate families of networks with different subgraph compositions while keeping classical network metrics constant. Using our approach, we show that higher-order structure realised either through the introduction of loops of different sizes or by generating clustered networks based on different subgraphs, leads to significant differences in epidemic dynamics despite controlling for basic network metrics.
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We study the spread of an SIRS-type epidemic with vaccination on network. Starting from an exact Markov description of the model, we investigate the mean epidemic lifetime by providing a sufficient condition for fast extinction that depends on the model parameters and the topology of the network. Then, we pass to consider a firstorder mean-field approximation of the exact model and its stability properties, by relying on the graph-theoretical notion of equitable partition. In the case of graphs possessing this kind of partition, we prove that the endemic equilibrium can be computed by using a lower-dimensional dynamical system. Finally, in the special case of regular graphs, we investigate the domain of attraction of the endemic equilibrium.
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout the game. However, in various applications, such as population dynamics or economic growth, the number of players can vary across time which may lead to different Nash equilibria. For this reason, we introduce a branching mechanism in the population of agents and obtain a variation on the mean field game problem. As a first step, we study a simple model using a PDE approach to illustrate the main differences with the classical setting. We prove existence of a solution and show that it provides an approximate Nash-equilibrium for large population games. We also present a numerical example for a linear--quadratic model. Then we study the problem in a general setting by a probabilistic approach. It is based upon the relaxed formulation of stochastic control problems which allows us to obtain a general existence result.
We first generalise ideas discussed by Kiss et al. (2015) to prove a theorem for generating exact closures (here expressing joint probabilities in terms of their constituent marginal probabilities) for susceptible-infectious-removed (SIR) dynamics on arbitrary graphs (networks). For Poisson transmission and removal processes, this enables us to obtain a systematic reduction in the number of differential equations needed for an exact `moment closure representation of the underlying stochastic model. We define `transmission blocks as a possible extension of the block concept in graph theory and show that the order at which the exact moment closure representation is curtailed is the size of the largest transmission block. More generally, approximate closures of the hierarchy of moment equations for these dynamics are typically defined for the first and second order yielding mean-field and pairwise models respectively. It is frequently implied that, in principle, closed models can be written down at arbitrary order if only we had the time and patience to do this. However, for epidemic dynamics on networks, these higher-order models have not been defined explicitly. Here we unambiguously define hierarchies of approximate closed models that can utilise subsystem states of any order, and show how well-known models are special cases of these hierarchies.
Mean-field analysis is an important tool for understanding dynamics on complex networks. However, surprisingly little attention has been paid to the question of whether mean-field predictions are accurate, and this is particularly true for real-world networks with clustering and modular structure. In this paper, we compare mean-field predictions to numerical simulation results for dynamical processes running on 21 real-world networks and demonstrate that the accuracy of the theory depends not only on the mean degree of the networks but also on the mean first-neighbor degree. We show that mean-field theory can give (unexpectedly) accurate results for certain dynamics on disassortative real-world networks even when the mean degree is as low as 4.
This paper studies Mean Field Games with a common noise given by a continuous time Markov chain under a Quadratic cost structure. The theory implies that the optimal path under the equilibrium is a Gaussian process conditional on the common noise. Interestingly, it reveals the Markovian structure of the random equilibrium measure flow, which can be characterized via a deterministic finite dimensional system.
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