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Gillespie algorithms for stochastic multiagent dynamics in populations and networks

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arXiv 2021年

作者： Masuda, Naoki Vestergaard, Christian L. Department of Mathematics State University of New York at Buffalo NY United States Computational and Data-Enabled Science and Engineering Program State University of New York at Buffalo NY United States Decision and Bayesian Computation Department of Neuroscience Cnrs Umr 3571 Department of Computational Biology Cnrs Usr 3756 Institut Pasteur Paris France

Many multiagent dynamics, including various collective dynamics occurring on networks, can be modeled as a stochastic process in which the agents in the system change their state over time in interaction with each other. The Gillespie algorithms are popular algorithms that exactly simulate such stochastic multiagent dynamics when each state change is driven by a discrete event, the dynamics is defined in continuous time, and the stochastic law of event occurrence is governed by independent Poisson processes. In the first main part of this volume, we provide a tutorial on the Gillespie algorithms focusing on simulation of social multiagent dynamics occurring in populations and networks. We do not assume advanced knowledge of mathematics (or computer science or physics). We clarify why one should use the continuous-time models and the Gillespie algorithms in many cases, instead of easier-to-understand discrete-time models. In the remainder of this volume, we review recent extensions of the Gillespie algorithms aiming to add more reality to the model (i.e., non-Poissonian cases) or to speed up the simulations. © 2021, CC BY.

关键词： Stochastic systems

Recurrence in the evolution of air transport networks

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arXiv 2020年

作者： Sugishita, Kashin Masuda, Naoki State University of New York at Buffalo Department of Mathematics Buffalo14260-2900 United States State University of New York at Buffalo Computational and Data-Enabled Science and Engineering Program Buffalo14260-2900 United States Waseda University Faculty of Science and Engineering Tokyo169-8555 Japan

Changes in air transport networks over time may be induced by competition among carriers, changes in regulations on airline industry, and socioeconomic events such as terrorist attacks and epidemic outbreaks. Such network changes may reflect corporate strategies of each carrier. In the present study, we propose a framework for analyzing evolution patterns in temporal networks in discrete time from the viewpoint of recurrence. Recurrence implies that the network structure returns to one relatively close to that in the past. We applied the proposed methods to four major carriers in the US from 1987 to 2019. We found that the carriers were different in terms of the autocorrelation, strength of periodicity, and changes in these quantities across decades. We also found that the network structure of the individual carriers abruptly changes from time to time. Such a network change reflects changes in their operation at their hub airports rather than famous socioeconomic events that look closely related to airline industry. The proposed methods are expected to be useful for revealing, for example, evolution of airline alliances and responses to natural disasters or infectious diseases, as well as characterizing evolution of social, biological, and other networks over time. Copyright © 2020, The Authors. All rights reserved.

关键词： Competition

Temporal Motifs for Financial Networks: A Study on Mercari, JPMC, and Venmo Platforms

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arXiv 2023年

作者： Liu, Penghang Acharyya, Rupam Tillman, Robert E. Kimura, Shunya Masuda, Naoki Sarıyüce, Ahmet Erdem Department of Computer Science and Engineering University at Buffalo United States Amazon Web Services United States Optum Labs United States Mercari Inc. Japan Department of Mathematics University at Buffalo United States Computational and Data-Enabled Science and Engineering Program University at Buffalo United States

Understanding the dynamics of financial transactions among people is critically important for various applications such as fraud detection. One important aspect of financial transaction networks is temporality. The order and repetition of transactions can offer new insights when considered within the graph structure. Temporal motifs, defined as a set of nodes that interact with each other in a short time period, are a promising tool in this context. In this work, we study three unique temporal financial networks: transactions in Mercari, an online marketplace, payments in a synthetic network generated by J.P. Morgan Chase, and payments and friendships among Venmo users. We consider the fraud detection problem on the Mercari and J.P. Morgan Chase networks, for which the ground truth is available. We show that temporal motifs offer superior performance than a previous method that considers simple graph features. For the Venmo network, we investigate the interplay between financial and social relations on three tasks: friendship prediction, vendor identification, and analysis of temporal cycles. For friendship prediction, temporal motifs yield better results than general heuristics, such as Jaccard and Adamic-Adar measures. We are also able to identify vendors with high accuracy and observe interesting patterns in rare motifs, like temporal cycles. We believe that the analysis, datasets, and lessons from this work will be beneficial for future research on financial transaction networks. Copyright © 2023, The Authors. All rights reserved.

关键词： Finance

SARS-CoV-2 surveillance of wastewater in small rural communities identifies lack of vaccine coverage as influence of omicron outbreak

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Water Research 2025年 283卷

作者： Solana Narum Thibault Stalder Benjamin Ridenhour Erik R. Coats Bioinformatics and Computational Biology Graduate Program (BCB) University of Idaho 875 Perimeter Drive MS 1103 Moscow ID 83844 United States Institute for Modeling Collaboration and Innovation (IMCI) University of Idaho 875 Perimeter Drive MS 1122 Moscow ID 83844 United States Department of Biological Sciences University of Idaho 875 Perimeter Drive MS 3051 Moscow ID 83844 United States Institute for Interdisciplinary Data Sciences (IIDS) University of Idaho 875 Perimeter Drive MS 3051 Moscow ID 83844 United States Department of Mathematics and Statistical Science University of Idaho 875 Perimeter Drive MS 1103 Moscow ID 83844 United States Department of Civil and Environmental Engineering University of Idaho 875 Perimeter Drive MS 1022 Moscow ID 83844 United States

Wastewater-based epidemiology (WBE) can provide critical early warnings to aid public health, which can be particularly beneficial in rural communities with limited access to health care. Spikes of SARS-CoV-2 RNA concentration in wastewater have been used to represent infections in a community, but wastewater holds a wealth of information that has not been explored yet. The objectives of this research were to expand the use of WBE to 1) determine the dynamic of SARS-CoV-2 variants in rural communities, and 2) evaluate the relationship between community vaccination status and the outbreak of a variant. We quantified the concentration of SARS-CoV-2 RNA, as well as specific mutations that are consistent with Delta and Omicron in influent raw wastewater samples collected from wastewater treatment facilities (WWTFs) for five populations with <1000 residents and one larger population in Latah County, ID. A binomial generalized linear model using the percent of the population with protection against Omicron from the initial vaccines and the booster shot was able to predict the probability of an uptick in Omicron concentration in wastewater with an accuracy of 0.96. Evaluation of vaccination data indicate that the spike in Omicron infections in December 2021 in the studied towns was linked to low levels of population protection from the initial shots of the COVID-19 vaccine against Omicron infection and limited uptake of booster shots in these communities. Despite difficulties with applying WBE in rural regions, this study shows that beyond evaluating spikes of viral infections, WBE can be used to evaluate the effect of a population’s vaccine coverage on SARS-CoV-2 variant dynamics.

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Perturbation theory for evolution of cooperation on networks

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arXiv 2022年

作者： Meng, Lingqi Masuda, Naoki Department of Mathematics University at Buffalo State University of New York BuffaloNY14260-2900 United States Computational and Data-Enabled Science and Engineering Program University at Buffalo State University of New York BuffaloNY14260-5030 United States

Network structure is a mechanism for promoting cooperation in social dilemma games. In the present study, we explore graph surgery, i.e., to slightly perturb the given network, towards a network that better fosters cooperation. To this end, we develop a perturbation theory to assess the change in the propensity of cooperation when we add or remove a single edge to/from the given network. Our perturbation theory is for a previously proposed random-walk-based theory that provides the threshold benefit-to-cost ratio, (b/c)∗, which is the value of the benefit-to-cost ratio in the donation game above which the cooperator is more likely to fixate than in a control case, for any finite networks. We find that (b/c)∗ decreases when we remove a single edge in a majority of cases and that our perturbation theory captures at a reasonable accuracy which edge removal makes (b/c)∗ small to facilitate cooperation. In contrast, (b/c)∗ tends to increase when we add an edge, and the perturbation theory is not good at predicting the edge addition that changes (b/c)∗ by a large amount. Our perturbation theory significantly reduces the computational complexity for calculating the outcome of graph *** Codes 91A22, 91D30 Copyright © 2022, The Authors. All rights reserved.

关键词： Surgery

Analysis of node2vec random walks on networks

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arXiv 2020年

Random walks have been proven to be useful for constructing various algorithms to gain information on networks. Algorithm node2vec employs biased random walks to realize embeddings of nodes into low-dimensional spaces, which can then be used for tasks such as multi-label classification and link prediction. The performance of the node2vec algorithm in these applications is considered to depend on properties of random walks that the algorithm uses. In the present study, we theoretically and numerically analyze random walks used by the node2vec. Those random walks are second-order Markov chains. We exploit the mapping of its transition rule to a transition probability matrix among directed edges to analyze the stationary probability, relaxation times in terms of the spectral gap of the transition probability matrix, and coalescence time. In particular, we show that node2vec random walk accelerates diffusion when walkers are designed to avoid both back-tracking and visiting a neighbor of the previously visited node but do not avoid them completely. Copyright © 2020, The Authors. All rights reserved.

关键词： Relaxation time

MultiCalib4DEB: A toolbox exploiting multimodal optimisation in Dynamic Energy Budget parameters calibration

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arXiv 2023年

作者： Robles, Juan Francisco Chica, Manuel Filgueira, Ramón Agüera, Antonio Damas, Sergio Department of Computer Science and Artificial Intelligence Andalusian Research Institute in Data Science and Computational Intelligence DaSCI University of Granada Granada18071 Spain Department of Benthic resources Norwegian Institute of Marine Research BergenNO-5817 Norway Department of Software Engineering Andalusian Research Institute in Data Science and Computational Intelligence DaSCI University of Granada Granada18071 Spain Marine Affairs Program Life Sciences Centre Dalhousie University 1459 Oxford Street HalifaxNSB3H 4R2 Canada

1. Calibration is a crucial step for the validation of computational models and a challenging task to accomplish. 2. Dynamic Energy Budget (DEB) theory has experienced an exponential rise in the number of published papers, which in large part has been made possible by the DEBtool toolbox. Multimodal evolutionary optimisation could provide DEBtool with new capabilities, particularly relevant on the provisioning of equally optimal and diverse solutions. 3. In this paper we present MultiCalib4DEB, a MATLAB toolbox directly integrated into the existing DEBtool toolbox, which uses multimodal evolutionary optimisation algorithms to find multiple global and local optimal and diverse calibration solutions for DEB models. 4. MultiCalib4DEB adds powerful calibration mechanisms, statistical analysis, and visualisation methods to the DEBtool toolbox and provides a wide range of outputs, different calibration alternatives, and specific tools to strengthen the DEBtool calibration module and to aid DEBtool users to evaluate the performance of the calibration results. © 2023, CC BY-NC-ND.

关键词： Calibration

Epidemic dynamics on metapopulation networks with node2vec mobility

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arXiv 2021年

作者： Meng, Lingqi Masuda, Naoki Department of Mathematics State University of New York BuffaloNY14260-2900 United States Computational and Data-Enabled Science and Engineering Program State University of New York BuffaloNY14260-5030 United States Faculty of Science and Engineering Waseda University Tokyo169-8555 Japan

Metapopulation models have been a powerful tool for both theorizing and simulating epidemic dynamics. In a metapopulation model, one considers a network composed of subpopulations and their pairwise connections, and individuals are assumed to migrate from one subpopulation to another obeying a given mobility rule. While how different mobility rules affect epidemic dynamics in metapopulation models has been studied, there have been relatively few efforts on comparison of the effects of simple (i.e., unbiased) random walks and more complex mobility rules. Here we study a susceptible-infectious-susceptible (SIS) dynamics in a metapopulation model, in which individuals obey a parametric second-order random-walk mobility rule called the node2vec. We map the second-order mobility rule of the node2vec to a first-order random walk in a network whose each node is a directed edge connecting a pair of subpopulations and then derive the epidemic threshold. For various networks, we find that the epidemic threshold is large (therefore, epidemic spreading tends to be suppressed) when the individuals infrequently backtrack or infrequently visit the common neighbors of the currently visited and the last visited subpopulations than when the individuals obey the simple random walk. The amount of change in the epidemic threshold induced by the node2vec mobility is in general not as large as, but is sometimes comparable with, the one induced by the change in the diffusion rate for individuals. Copyright © 2021, The Authors. All rights reserved.

关键词： Random processes

Deep neural network for Wannier function centers

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arXiv 2019年

作者： Zhang, Linfeng Chen, Mohan Wu, Xifan Wang, Han Weinan, E. Car, Roberto Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States CAPT HEDPS College of Engineering Peking University Beijing100871 China Department of Physics Temple University PhiladelphiaPA19122 United States Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Huayuan Road 6 Beijing100088 China Department of Mathematics and Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Beijing Institute of Big Data Research Beijing100871 China Department of Chemistry Department of Physics Program in Applied and Computational Mathematics Princeton Institute for the Science and Technology of Materials Princeton University PrincetonNJ08544 United States

We introduce a deep neural network (DNN) model that assigns the position of the centers of the electronic charge in the snapshots of a molecular dynamics trajectory. The electronic centers are uniquely specified by the unitary transformation that maps the occupied eigenstates onto maximally localized Wannier functions. In combination with deep potential molecular dynamics, a DNN approach to model the atomic potential energy surface at the ab initio density functional level of theory, the scheme makes possible to predict the dielectric properties of insulators for samples and trajectories inaccessible to direct ab initio simulation, without loss of accuracy. As an example, we report calculations of the infrared absorption spectra of light and heavy water at a dispersion inclusive hybrid functional level of theory, finding good agreement with experiment. Extensions to other spectroscopies, like Raman and sum frequency generation, are discussed. Copyright © 2019, The Authors. All rights reserved.

关键词： Quantum chemistry