Cascading Failures in Interdependent Networks with Multiple Supply-Demand Links and Functionality Thresholds.

Various social, financial, biological and technological systems can be modeled by interdependent networks. It has been assumed that in order to remain functional, nodes in one network must receive the support from nodes belonging to different networks. So far these models have been limited to the case in which the failure propagates across networks only if the nodes lose all their supply nodes. In this paper we develop a more realistic model for two interdependent networks in which each node has its own supply threshold, i.e., they need the support of a minimum number of supply nodes to remain functional. In addition, we analyze different conditions of internal node failure due to disconnection from nodes within its own network. We show that several local internal failure conditions lead to similar nontrivial results. When there are no internal failures the model is equivalent to a bipartite system, which can be useful to model a financial market. We explore the rich behaviors of these models that include discontinuous and continuous phase transitions. Using the generating functions formalism, we analytically solve all the models in the limit of infinitely large networks and find an excellent agreement with the stochastic simulations.

Cascading failures in interdependent networks with finite functional components.

We present a cascading failure model of two interdependent networks in which functional nodes belong to components of size greater than or equal to s. We find theoretically and via simulation that in complex networks with random dependency links the transition is first order for s≥3 and continuous for s=2. We also study interdependent lattices with a distance constraint r in the dependency links and find that increasing r moves the system from a regime without a phase transition to one with a second-order transition. As r continues to increase, the system collapses in a first-order transition. Each regime is associated with a different structure of domain formation of functional nodes.

Publisher's Note: Cascading failures in interdependent networks with finite functional components [Phys. Rev. E 94, 042304 (2016)].

This corrects the article DOI: 10.1103/PhysRevE.94.042304.

Finite-size scaling investigation of the liquid-liquid critical point in ST2 water and its stability with respect to crystallization.

The liquid-liquid critical point scenario of water hypothesizes the existence of two metastable liquid phases--low-density liquid (LDL) and high-density liquid (HDL)--deep within the supercooled region. The hypothesis originates from computer simulations of the ST2 water model, but the stability of the LDL phase with respect to the crystal is still being debated. We simulate supercooled ST2 water at constant pressure, constant temperature, and constant number of molecules N for N ≤ 729 and times up to 1 µs. We observe clear differences between the two liquids, both structural and dynamical. Using several methods, including finite-size scaling, we confirm the presence of a liquid-liquid phase transition ending in a critical point. We find that the LDL is stable with respect to the crystal in 98% of our runs (we perform 372 runs for LDL or LDL-like states), and in 100% of our runs for the two largest system sizes (N = 512 and 729, for which we perform 136 runs for LDL or LDL-like states). In all these runs, tiny crystallites grow and then melt within 1 µs. Only for N ≤ 343 we observe six events (over 236 runs for LDL or LDL-like states) of spontaneous crystallization after crystallites reach an estimated critical size of about 70 ± 10 molecules.

Robustness of a network formed by n interdependent networks with a one-to-one correspondence of dependent nodes.

Many real-world networks interact with and depend upon other networks. We develop an analytical framework for studying a network formed by n fully interdependent randomly connected networks, each composed of the same number of nodes N. The dependency links connecting nodes from different networks establish a unique one-to-one correspondence between the nodes of one network and the nodes of the other network. We study the dynamics of the cascades of failures in such a network of networks (NON) caused by a random initial attack on one of the networks, after which a fraction p of its nodes survives. We find for the fully interdependent loopless NON that the final state of the NON does not depend on the dynamics of the cascades but is determined by a uniquely defined mutual giant component of the NON, which generalizes both the giant component of regular percolation of a single network (n=1) and the recently studied case of the mutual giant component of two interdependent networks (n=2). We also find that the mutual giant component does not depend on the topology of the NON and express it in terms of generating functions of the degree distributions of the network. Our results show that, for any n≥2 there exists a critical p=p(c)>0 below which the mutual giant component abruptly collapses from a finite nonzero value for p≥p(c) to zero for p2, a RR NON is stable for any n with p(c)<1). This results arises from the critical role played by singly connected nodes which exist in an ER NON and enhance the cascading failures, but do not exist in a RR NON.

Fragile-to-strong crossover coupled to the liquid-liquid transition in hydrophobic solutions.

Using discrete molecular dynamics simulations we study the relation between the thermodynamic and diffusive behaviors of a primitive model of aqueous solutions of hydrophobic solutes consisting of hard spheres in the Jagla particles solvent, close to the liquid-liquid critical point of the solvent. We find that the fragile-to-strong dynamic transition in the diffusive behavior is always coupled to the low-density-high-density liquid transition. Above the liquid-liquid critical pressure, the diffusivity crossover occurs at the Widom line, the line along which the thermodynamic response functions show maxima. Below the liquid-liquid critical pressure, the diffusivity crossover occurs when the limit of mechanical stability lines are crossed, as indicated by the hysteresis observed when going from high to low temperature and vice versa. These findings show that the strong connection between dynamics and thermodynamics found in bulk water persists in hydrophobic solutions for concentrations from low to moderate, indicating that experiments measuring the relaxation time in aqueous solutions represent a viable route for solving the open questions in the field of supercooled water.

Nanoscale dynamics of phase flipping in water near its hypothesized liquid-liquid critical point.

One hypothesized explanation for water's anomalies imagines the existence of a liquid-liquid (LL) phase transition line separating two liquid phases and terminating at a LL critical point. We simulate the classic ST2 model of water for times up to 1000 ns and system size up to N = 729. We find that for state points near the LL transition line, the entire system flips rapidly between liquid states of high and low density. Our finite-size scaling analysis accurately locates both the LL transition line and its associated LL critical point. We test the stability of the two liquids with respect to the crystal and find that of the 350 systems simulated, only 3 of them crystallize and these 3 for the relatively small system size N = 343 while for all other simulations the incipient crystallites vanish on a time scales smaller than ≈ 100 ns.

Liquid polymorphism: water in nanoconfined and biological environments.

We demonstrate some recent progress in understanding the anomalous behavior of liquid water, by combining information provided by recent experiments and simulations on water in bulk, nanoconfined, and biological environments. We interpret evidence from recent experiments designed to test the hypothesis that liquid water may display 'polymorphism' in that it can exist in two different phases--and discuss recent work on water's transport anomalies as well as the unusual behavior of water in biological environments. Finally, we will discuss how the general concept of liquid polymorphism may prove useful in understanding anomalies in other liquids, such as silicon, silica, and carbon, as well as metallic glasses which have in common that they are characterized by two characteristic length scales in their interactions.

Heterogeneities in confined water and protein hydration water.

We report recent efforts to understand a broad range of experiments on confined water and protein hydration water, many initiated by a collaboration between workers at the University of Messina and MIT-the editors of this special issue. Preliminary calculations are not inconsistent with one tentative interpretation of these experiments as resulting from the system passing from the high-temperature high-pressure 'HDL' side of the Widom line (where the liquid might display non-Arrhenius behavior) to the low-temperature low-pressure 'LDL' side of the Widom line (where the liquid might display Arrhenius behavior). The Widom line-defined to be the line in the pressure-temperature plane where the correlation length has its maximum-arises if there is a critical point. Hence, interpreting the Messina-MIT experiments in terms of a Widom line is of potential relevance to testing, experimentally, the hypothesis that water displays a liquid-liquid critical point.

Unusual phase behavior of one-component systems with two-scale isotropic interactions.

We study the phase behavior of systems of particles interacting through pair potentials with a hard core plus a soft repulsive component. We consider several different forms of soft repulsion, including a square shoulder, a linear ramp and a quasi-exponential tail. The common feature of these potentials is the presence of two repulsive length scales, which may be the origin of unusual phase behaviors such as polyamorphism both in the equilibrium liquid phase and in the glassy state, water-like anomalies in the liquid state and anomalous melting at very high pressures.

Parallel folding pathways in the SH3 domain protein.

The transition-state ensemble (TSE) is the set of protein conformations with an equal probability to fold or unfold. Its characterization is crucial for an understanding of the folding process. We determined the TSE of the src-SH3 domain protein by using extensive molecular dynamics simulations of the Go model and computing the folding probability of a generated set of TSE candidate conformations. We found that the TSE possesses a well-defined hydrophobic core with variable enveloping structures resulting from the superposition of three parallel folding pathways. The most preferred pathway agrees with the experimentally determined TSE, while the two least preferred pathways differ significantly. The knowledge of the different pathways allows us to design the interactions between amino acids that guide the protein to fold through the least preferred pathway. This particular design is akin to a circular permutation of the protein. The finding motivates the hypothesis that the different experimentally observed TSEs in homologous proteins and circular permutants may represent potentially available pathways to the wild-type protein.

Glass transition in biomolecules and the liquid-liquid critical point of water.

Using molecular dynamics simulations, we investigate the relation between the dynamic transitions of biomolecules (lysozyme and DNA) and the dynamic and thermodynamic properties of hydration water. We find that the dynamic transition of the macromolecules, sometimes called a "protein glass transition," occurs at the temperature of dynamic crossover in the diffusivity of hydration water and also coincides with the maxima of the isobaric specific heat C_{P} and the temperature derivative of the orientational order parameter. We relate these findings to the hypothesis of a liquid-liquid critical point in water. Our simulations are consistent with the possibility that the protein glass transition results from crossing the Widom line, which is defined as the locus of correlation length maxima emanating from the hypothesized second critical point of water.

Non-Gaussian energy landscape of a simple model for strong network-forming liquids: Accurate evaluation of the configurational entropy.

We present a numerical study of the statistical properties of the potential energy landscape of a simple model for strong network-forming liquids. The model is a system of spherical particles interacting through a square-well potential, with an additional constraint that limits the maximum number of bonds Nmax per particle. Extensive simulations have been carried out as a function of temperature, packing fraction, and Nmax. The dynamics of this model are characterized by Arrhenius temperature dependence of the transport coefficients and by nearly exponential relaxation of dynamic correlators, i.e., features defining strong glass-forming liquids. This model has two important features: (i) Landscape basins can be associated with bonding patterns. (ii) The configurational volume of the basin can be evaluated in a formally exact way, and numerically with an arbitrary precision. These features allow us to evaluate the number of different topologies the bonding pattern can adopt. We find that the number of fully bonded configurations, i.e., configurations in which all particles are bonded to Nmax neighbors, is extensive, suggesting that the configurational entropy of the low temperature fluid is finite. We also evaluate the energy dependence of the configurational entropy close to the fully bonded state and show that it follows a logarithmic functional form, different from the quadratic dependence characterizing fragile liquids. We suggest that the presence of a discrete energy scale, provided by the particle bonds, and the intrinsic degeneracy of fully bonded disordered networks differentiates strong from fragile behavior.

Gel to glass transition in simulation of a valence-limited colloidal system.

We numerically study a simple model for thermoreversible colloidal gelation in which particles can form reversible bonds with a predefined maximum number of neighbors. We focus on three and four maximally coordinated particles, since in these two cases the low valency makes it possible to probe, in equilibrium, slow dynamics down to very low temperatures T. By studying a large region of T and packing fraction phi we are able to estimate both the location of the liquid-gas phase separation spinodal and the locus of dynamic arrest, where the system is trapped in a disordered nonergodic state. We find that there are two distinct arrest lines for the system: a glass line at high packing fraction, and a gel line at low phi and T. The former is rather vertical (phi controlled), while the latter is rather horizontal (T controlled) in the phi-T plane. Dynamics on approaching the glass line along isotherms exhibit a power-law dependence on phi, while dynamics along isochores follow an activated (Arrhenius) dependence. The gel has clearly distinct properties from those of both a repulsive and an attractive glass. A gel to glass crossover occurs in a fairly narrow range in phi along low-T isotherms, seen most strikingly in the behavior of the nonergodicity factor. Interestingly, we detect the presence of anomalous dynamics, such as subdiffusive behavior for the mean squared displacement and logarithmic decay for the density correlation functions in the region where the gel dynamics interferes with the glass dynamics.

The growth of business firms: theoretical framework and empirical evidence.

We introduce a model of proportional growth to explain the distribution P(g)(g) of business-firm growth rates. The model predicts that P(g)(g) is exponential in the central part and depicts an asymptotic power-law behavior in the tails with an exponent zeta = 3. Because of data limitations, previous studies in this field have been focusing exclusively on the Laplace shape of the body of the distribution. In this article, we test the model at different levels of aggregation in the economy, from products to firms to countries, and we find that the predictions of the model agree with empirical growth distributions and size-variance relationships.

Relation between the Widom line and the dynamic crossover in systems with a liquid-liquid phase transition.

We investigate, for two water models displaying a liquid-liquid critical point, the relation between changes in dynamic and thermodynamic anomalies arising from the presence of the liquid-liquid critical point. We find a correlation between the dynamic crossover and the locus of specific heat maxima C(P)(max) ("Widom line") emanating from the critical point. Our findings are consistent with a possible relation between the previously hypothesized liquid-liquid phase transition and the transition in the dynamics recently observed in neutron scattering experiments on confined water. More generally, we argue that this connection between C(P)(max) and dynamic crossover is not limited to the case of water, a hydrogen bond network-forming liquid, but is a more general feature of crossing the Widom line. Specifically, we also study the Jagla potential, a spherically symmetric two-scale potential known to possess a liquid-liquid critical point, in which the competition between two liquid structures is generated by repulsive and attractive ramp interactions.

Energy landscape of a simple model for strong liquids.

We calculate the statistical properties of the energy landscape of a minimal model for strong network-forming liquids. Dynamic and thermodynamic properties of this model can be computed with arbitrary precision even at low temperatures. A degenerate disordered ground state and logarithmic statistics for the local minima energy distribution are the landscape signatures of strong liquid behavior. Differences from fragile liquid properties are attributed to the presence of a discrete energy scale, provided by the particle bonds, and to the intrinsic degeneracy of topologically disordered networks.

Model for reversible colloidal gelation.

We report a numerical study, covering a wide range of packing fraction Phi and temperature T, for a system of particles interacting via a square well potential supplemented by an additional constraint on the maximum number n(max) of bonded interactions. We show that, when n(max)<6, the liquid-gas coexistence region shrinks, giving access to regions of low Phi where dynamics can be followed down to low T without an intervening phase separation. We characterize these arrested states at low densities (gel states) in terms of structure and dynamical slowing down, pointing out features which are very different from the standard glassy states observed at high Phi values.

Effect of bond lifetime on the dynamics of a short-range attractive colloidal system.

We perform molecular dynamics simulations of short-range attractive colloid particles modeled by a narrow (3% of the hard sphere diameter) square well potential of unit depth. We compare the dynamics of systems with the same thermodynamics but different bond lifetimes, by adding to the square well potential a thin barrier at the edge of the attractive well. For permanent bonds, the relaxation time tau diverges as the packing fraction phi approaches a threshold related to percolation, while for short-lived bonds, the phi dependence of tau is more typical of a glassy system. At intermediate bond lifetimes, the phi dependence of tau is driven by percolation at low phi , but then crosses over to glassy behavior at higher phi . We also study the wave vector dependence of the percolation dynamics.