Previously we have looked at a continuous, deterministic system,
,
where is initially a graph's adjacency matrix, and subsequently is a matrix of real numbers expressing either a weight on each edge, or each edge's probability of existing.
[Note: see the Laplacian Paper draft for the current work on all this.]
Here, instead, we want to consider dynamics in which edges are strictly present or absent at all times, and come and go at stochastic rates given by or something related to it. This possibility was pointed out to me by Ma.
In particular, let's work with the Laplacianoid, .
At any time, for any graph's adjacency matrix ,
should be understood as a rate of change in the edge connecting
vertices and , whether positive or negative. That is, if
and
is negative,
turns to 0 at rate
, and if the edge is 0 and
the rate is positive, it turns to 1 at rate
. Note that if
is 0, the rate of change is always nonnegative,
and if is 1, the rate of change is always
nonpositive. (So we could also say that flips its
state at rate .)
Simulations
The simulation indicates that this process has the ability to add a great deal of clustering (measured by transitivity of edges) to a graph. However, it also seems to have a tendency to reduce the graph density, which leads to a fairly trivial clustered graph. I would like to understand this better. Ideally we'd like to be able to produce complex graphs with certain desired qualities, such as a particular degree distributions, while adding clustering.
NOTE: there seems to be a bug introduced by the migration from lalashan to the yushan cluster, where the frames of the animations are out of order. I'll be fixing that shortly. -LW
ER20
First a directed random graph.
To run the simulation, click this link to remake the plots in the background; then reload this page. This shouldn't be necessary unless you're an editor working with the source code.
I'm having an issue with the makefiles on the wiki, but here's a result that I ran offline: the average of 100 realizations of the stochastic process on preferential-attachment graphs of 100 vertices.
Math
Notes on the math below: why am I trying to do all this on directed graphs? The math that works for the ODE is for undirected graphs. If I do undirected graphs here, I will find that graph density is a martingale after all. In fact, now that I've fixed a bug in the simulation code, the undirected graphs do seem to behave as if density might be a martingale. Check the Laplacian Paper for the undirected-graph version of this analysis.
So density drifts downward, and transitivity goes to 1, which is not very useful. Why?
Ok, again
with
or
.
So if is 0 it increases to 1 at rate
and if
is 1 it decreases to 0 at rate
; that is,
.
Roughly speaking,
.
So the change in graph density is
.
We're probably not going to get very far because of cascading
dependencies on higher moments. But let's press on.
I'm using a directed definition of graph transitivity:
,
that is, the proportion of directed length-2 paths whose transitive
edge is present. Let's consider the numerator and
denominator separately.
.
.
.
Now the numerator:
There are all these moments corresponding to different configurations
of two, three, and four edges, all of which may have different
densities, and they aren't going to close themselves.
What can we learn from these equations?
First: graph density is not necessarily conserved in expectation (i.e. not a martingale), unless the three different kinds of directed V shapes that appear in its derivative can be shown to have the same densities as the graph evolves.
If that could be shown, it would probably be true for more complicated combinations as well, and that would make for lots of good results.
Do we have to do the master equation now?
Not yet... let's look at those other Vs.
.
These two right hand sides have a Z shape in common but none of the
other terms, and each has one term in common with the
case. That is, there are 8 third moments that have to be considered
in the motion of the 3 second moments that arise in the motion of the
graph density. Those 8 third-order quantities do not include the one
that is used in the transitivity.
Still, the Laplacian is a very powerful concept, and we ought to be
able to use its properties, not just do low-level algebra.
We know from analysis of the ODE counterpart of this
process that the rate of change goes to zero when the graph consists
of one or more disjoint complete graphs.
What can we say about irreversible change? The no-change condition is
for every .
This condition is satisfied when for every
and
or
and .
The first condition is that if and are not connected, they are
not connected by a 2-path, or conversely, every 2-path
is accompanied by its transitive edge .
This is sufficient to tell us that transitivity as defined above is 1
(if there are any 2-paths, that is; it's undefined if not). This condition
implies inductively that any longer path is also accompanied by its
transitive edge.
The second case is that if and are connected, every edge
leaving and every edge entering must be part of a 2-path
from to . That is, every out-neighbour of must be an
in-neighbour of and vice versa. This is certainly true of a
union of disjoint complete graphs, but there may be other ways to
satisfy it as well.
Consider a graph with two vertices and and ,
and suppose it is an equilibrium of this process. If there are no
other edges, the out degree of and the in degree of are
each 1. Then there must be one 2-path from to . This is
not consistent. In order to be an equilibrium, this graph must also
include the self-edges and . Given those, all
degrees are 2, but there are three 2-paths from to .
The only consistent equilibrium is the complete graph. How to
generalize this argument? (It's probably not necessary, since I have a linear algebra argument that the complete graphs are the only solutions.)
Here's another way of looking at it. An edge is added (
goes from 0 to 1) at some rate when
.
This is only possible when it's the transitive closure of a 2-path.
No other edges will be added to the graph.
An edge is removed at some rate when
This is satisfied any time there are any edges entering or
leaving that aren't part of a 2-path from to .
Any graph generated by this process must be a subgraph of the
transitive closure of the initial graph, since no other edges can be
added. It is unlikely to be the entire transitive closure unless the
initial graph is quite dense, because edges are being removed. Once
the graph is disconnected it cannot be reconnected. Thus E-R and
Molloy-Reed random graphs, which are treelike, at least when not
overly dense, are likely to become
disconnected by this process and made into many small disjoint
complete graphs.
This seems to imply a downward ratcheting of density, which seems to contradict the martingale property - maybe there's clarity to be had from writing Fokker-Planck equations?
Is it possible that if a graph isn't strongly connected, the only absorbing state it can reach is 0?