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Modern theory of complex networks is facing new chal- In this Letter we focus on a particular setup of multilevel
lenges that arise from the necessity of understanding prop- networks in which nodes are conserved through the differ-
erly the dynamical evolution of real systems. One such ent layers of the multiplex (see Fig. 1). The current study
open problem concerns the topological and dynamical analyzes a diffusion process that takes place at the whole
characterization of systems made up of two or more inter- system level, i.e., within and across layers. This setup
connected networks. The standard approach in network could account, for instance, for diffusion dynamics taking
modeling assumes that every edge (link) is of the same place on top of a social network of contacts. Admittedly,
type and consequently considered at the same temporal and the latter is a network of networks, i.e., the aggregate of
topological scale [1]. This is clearly an abstraction of any many different social circles or subnetworks, each having
real topological structure and represents either instanta- its own temporal or structural patterns (for example, think
neous or aggregated interactions over a certain time of our online activity, which includes different social net-
window. Therefore, to understand the intricate variability working sites such as Facebook and Twitter). The same
of real complex systems, where many different time scales applies to multimodal transportation networks [10], on top
and structural patterns coexist we need a new scenario, a of which individuals diffuse within and between differ-
new level of description [2]. ent layers (e.g., bus, subway). Let us remark, however, that
A natural extension which allows us to overcome pre- our interest here is not to solve a specific real problem but
vious drawbacks is to describe a multilevel system as a set
of coupled layered networks (multiplex network) where
each layer could have very particular features different
from the rest and, in this way, define a richer structure of
interactions [3]. Multiplex networks are thus structured
multilevel graphs in which interconnections between
layers determine how a given node in a layer and its
counterpart in another layer are linked and influence each
other. Thus, they are essentially different from simple
graphs with colored edges, multigraphs, or hypergraphs
and provide a mathematical ground for the analysis of
many social networks (e.g., Facebook, Twitter) and of
several biological systemsfor instance, in biochemical
networks, many different signaling channels do actually
work in parallel, giving rise to what is called multitasking,
which can be modeled through a network of interconnected
layers [4]. Although some works have recently focused on FIG. 1. Example of a multiplex network with M 2 layers.
the description and analysis of interconnected networks Nodes are the same in both layers. The connectivity at each layer
[59], theoretically grounded results about general dy- is independent of each other, and the connectivity interlayer is
namical processes running on them are yet to come. from each node to itself (dashed links).
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PRL 110, 028701 (2013) PHYSICAL REVIEW LETTERS 11 JANUARY 2013
Note that this eigenvalue always exists, but it will be the From the system of Eqs. (11) it is revealed that u is an
smallest nonzero one only when Dx is very small, as eigenvector of the network formed by the superposition of
compared to D1 and D2 . both layers Laplacians, and that the eigenvalue of L, at
Next, we focus our attention on the opposite limit, a very first order in the expansion, is
large diffusion coefficient [19] between layers Dx 1.
Defining Dx 1=, we can write ~0 s ; (12)
2
I I L 0 ~ with s being the eigenvalue of the superposition (L1
L Dx 1 Dx L: (5)
I I 0 L2 L2 ) corresponding to the eigenvector u. Moreover, given
~ is considered here a perturbation of that that the vector perturbation in Eq. (8) must be orthogonal
The spectrum of L uju ? u01 ju02 , we can also find the eigenvector of the
at 0. It is worth recalling that, for 0, the spectrum superposition (L1 L2 ) such that u02 u01 u0 , then
corresponds to that of the coupling matrix
1
I I u 0 L2 L1 u: (13)
; (6) 4
I I
Summarizing, the eigenvectors with finite (i.e., nondi-
which consists of two eigenvalues (~1 0 and ~2 2) vergent) eigenvalues of the supra-Laplacian L for a large
both N-degenerate and spanned by eigenvectors of the value of the diffusion coefficient Dx 1= between layers
form (uju) and (uj u), i.e., vectors having identical or are
opposite values in the ith and (i N)th components,
u u0 s
respectively. Thus, in the limit Dx ! 1, the set of eigen- v0 with eigenvalue ; (14)
u u0 2
values of L will split in two groups, one showing a linear
divergent behavior 2Dx for the subspace (uj u), being u and s the eigenvectors and corresponding eigen-
and another having a finite value as the result of the values of the superposition (L1 L2 ).
undetermined limit (0 1) in Eq. (5) for the subspace The physical insight obtained is the following: for low
(uju). values of the diffusion coefficient between layers, the
Now, we use the common ansatz in perturbation theory diffusion time scale of the global system is controlled by
and propose a perturbed solution in terms of both eigen- the inverse of 2Dx . This asymptotic result is valid until the
values and eigenvectors: order of Dx is similar to those of D1 and D2 . For large
values of Dx the eigenspectrum splits into a set of values
i 0 1 2
i i O ; that diverges as 2Dx , and a set of finite values, associated
(7)
vi v0 1 2
i vi O ;
with the superposition of the layers. The minimal eigen-
value different from zero turns out to be half the eigenvalue
where the superindices within parentheses represent the corresponding to the superposition of both layers s =2.
order of the perturbation [20,21]. Given that a set of A comparison between the diffusion time scale of the
eigenvalues of L will diverge linearly as 2Dx , we concen- independent layers and the whole multiplex is possible
trate in proposing perturbations for the finite solutions. using known bounds about the eigenvalues of the
These correspond to the following perturbation of the Laplacians [22]. The time scale associated with the multi-
~
eigenspectrum of L: plex for Dx 1 is 2D1 x , which means that the
0 cross-diffusion between layers is the limiting value of the
u u
~ 0 ~0 ; v 10 : (8) diffusion spreading. On the other hand, the time scale
u u2 associated with the multiplex for Dx 1 is 2=s .
~ v
Expanding to O the eigenvalue problem Lv ~ we This latter case is far less trivial than the previous one.
obtain Using the bounds in Ref. [22] we deduce the following
result:
0
u1 u02 L1 u ~ 0 u
0 O2 : (9) s 1 22
u2 u01 L2 u u 2 min12 ; 22 : (15)
2 2
Matching each of the components in Eq. (9) we get The above inequality implies that the diffusion in the
L1 u u01 u02 ~0 u; L2 u u02 u01 ~0 u; multiplex will be faster than the diffusion in the slowest
layer. Thus, as a consequence of the multiplex structure, at
(10)
least one layer (the one with the largest diffusion time
that, after adding and subtracting Eqs. (10), transform into scale) has its diffusion speeded up. The emergence of a
superdiffusioni.e., the fact that the time scale of the
L1 L2 u 2~0 u L1 L2 u 2u01 u02 : multiplex is faster than that of both layers acting sepa-
(11) ratelyis, in general, not guaranteed and depends on the
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PRL 110, 028701 (2013) PHYSICAL REVIEW LETTERS 11 JANUARY 2013
2
asymptotic limits Dx 1 and Dx 1. Note that, except
Eigenvalues of the supra-Laplacian
10
for the intermediate zone (Dx 1), where the analysis does
not hold, the agreement is excellent. In this panel we have
10
1 represented, as indicated in the legend, the eigenvalues of
each layer, the eigenvalue of the superposition of both
layers, and the line corresponding to 2Dx , as well as the
0
eigenvalue of the supra-Laplacian. The results undoubtedly
10
confirm that both theoretical limits (small and large Dx ) are
correctly identified by the analytical derivations. Note that
the model allows us to switch on and off the consideration of
-1
10 -2 -1 0 1 2 isolated layers or the whole multiplex, simply by putting
10 10 10 10 10
Dx 0. For the example exposed, we observe a super-
diffusion process for the whole multiplex, which means
10
2 that the time scale associated with the whole multiplex
2 of L1 network is smaller than that of layer 1 and layer 2 if they
2 of L2 were considered independently, i.e., < 1 < 2 . Other
2 of (L1+L2) / 2 examples comparing multiplex networks with 1000 nodes
1
10 = 2 Dx
2 of Supra-Laplacian
per layer, with different standard topologies, including
clustered networks, are presented in the Supplemental
2
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PRL 110, 028701 (2013) PHYSICAL REVIEW LETTERS 11 JANUARY 2013
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054101 (2002). supplemental/10.1103/PhysRevLett.110.028701 for the
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