Papers in Physics, vol. 2, art. 020005 (2010) Received: 17 July 2010, Accepted: 27 September 2010 Edited by: D. H. Zanette Reviewed by: V. M. Eguiluz, Inst. F́ısica Interdisciplinar y Sist. Complejos, Palma de Mallorca, Spain Licence: Creative Commons Attribution 3.0 DOI: 10.4279/PIP.020005 www.papersinphysics.org ISSN 1852-4249 Stability as a natural selection mechanism on interacting networks Juan I. Perotti,1, 2∗ Orlando V. Billoni,1, 2† Francisco A. Tamarit,1, 2‡ Sergio A. Cannas1, 2§ Biological networks of interacting agents exhibit similar topological properties for a wide range of scales, from cellular to ecological levels, suggesting the existence of a common evolutionary origin. A general evolutionary mechanism based on global stability has been proposed recently [J I Perotti, et al., Phys. Rev. Lett. 103, 108701 (2009)]. This mech- anism was incorporated into a model of a growing network of interacting agents in which each new agent’s membership in the network is determined by the agent’s effect on the network’s global stability. In this work, we analyze different quantities that characterize the topology of the emerging networks, such as global connectivity, clustering and average nearest neighbors degree, showing that they reproduce scaling behaviors frequently ob- served in several biological systems. The influence of the stability selection mechanism on the dynamics associated to the resulting network, as well as the interplay between some topological and functional features are also analyzed. I. Introduction The concept of networks of interacting agents has proven, in the last decade, to be a powerful tool in the analysis of complex systems (for reviews, see Refs. [1-4]). Although not new, with the ad- vent of high performance computing, this theoreti- cal construction opened a new door for the statisti- cal physics methodology in the analysis of systems composed by a large number of units that interact in a complicated way. This allowed to get new in- sights about the dynamical behavior of systems as ∗E-mail: juanpool@gmail.com †E-mail: billoni@famaf.unc.edu.ar ‡E-mail: tamarit@famaf.unc.edu.ar §E-mail: cannas@famaf.unc.edu.ar 1 Facultad de Matemática, Astronomı́a y F́ısica, Universi- dad Nacional de Córdoba, Argentina. 2 Instituto de F́ısica Enrique Gaviola (IFEG-CONICET), Ciudad Universitaria, 5000 Córdoba, Argentina. complex as biological and social systems. In ad- dition, it constitutes a basic backbone upon which relatively simple models can be constructed in a bottom-up strategy. As a modeling tool, the definition of an interac- tion network for a given system is frequently not unique (see for example the case of protein-protein interaction networks [5-7]), depending on the coarse grain level of the approach. Nevertheless, many topological properties appear to be independent of the definition of the network. Moreover, some of those properties have emerged in the last years as universal features among systems otherwise consid- ered very different from each other. In particular, the following properties are characteristic of most biological networks. (a) Small worldness: all of them exhibit high clustering Cc and relatively short path length L, compared with random networks. L is defined as the minimum number of links needed to connect any pair of nodes in the network and Cc is defined as the fraction of connections between 020005-1 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. topological neighbors of any site[1]. (b) Scale free degree distribution: the degree distribution P (k) (the probability of a node to be connected to k other ones) presents a broad tail for large values of k. In some cases, the tail can be approached by a power law P (k) ∼ k−γ with degree exponents γ < 3 for a wide range of scales, while in others, a cutoff appears for some maximum degree kmax; in the latter, the degree distribution is generally well described by P (k) ∼ k−γ e−k/kmax [1, 7-12]. In any case, the networks present a nonhomogeneous structure, very different from that expected in a random network. (c) Scaling of the clustering co- efficient: in many natural networks, it is observed that the clustering coefficient of a node with degree k follows the scaling law Cc(k) ∼ k−β , with β tak- ing values close to one. This has been interpreted as an evidence for a modular structure organized in a hierarchical way [13]. (d) Disassortative mixing by degree: in most biological networks, highly con- nected nodes tend to be preferentially connected to nodes with low degree and vice versa [14]. These properties are observed for a wide range of scales, from the microscopic level of genetic, metabolic and proteins networks to the macro- scopic level of communities of living beings (eco- logical networks). Such ubiquity suggests the ex- istence of some natural selection process that pro- motes the development of those particular struc- tures [3]. One possible constraint general enough to act across such a range of scales is the proper stability of the underlying dynamics. Growing biological networks involve the coupling of at least two dynamical processes. The first one concerns the addition of new nodes, attached dur- ing a slow evolutionary (i.e., species lifetime) pro- cess. A second one is the node dynamics which affects and in turn is affected by the growing pro- cesses. It is reasonable to expect that the network topologies we finally witness could have emerged out of these coupled processes. Consider, for ex- ample, the case of an ecological network like a food web, where nodes are species within an ecosystem and edges are consumer-resource relationships be- tween them. New nodes are added during evo- lutionary time scales, through speciation or mi- gration of new species. Then, the network grows through community assembly rules, strongly influ- enced by the underlying dynamics of species and specific interactions among them [15, 16]. The con- sequence of adding a new member with a given connectivity affecting a global in/stability, is repre- sented in this case by the aboundance/lack of food [17]. Notice that each new member may not only result in its own addition/rejection to the system, but it can also promote avalanches of extinctions amongst existing members. The above ingredients were recently incorporated into a simple model of growing networks under sta- bility constraints [19]. Numerical simulations on this model showed that, indeed, complex topology can emerge out of a stability selection pressure. In the present work, we further explore different topological and dynamical properties predicted by the model, whose definition is reviewed in section II. The results are presented in sections III. and IV. In section III., we analyze the topological fea- tures that emerge in growing networks under sta- bility constraint. In section IV., we show that this constraint not only induces topological features of the resulting networks but also influences the as- sociated dynamics. A discussion of the results is presented in section V. II. The Model Let us consider a system of n interactive agents, whose dynamics is given by a set of differen- tial equations d~x/dt = ~F (~x), where ~x is an n- component vector describing the relevant state variables of each agent and ~F is an arbitrary non- linear function. One could imagine that ~x in differ- ent systems may represent concentrations of some hormones, the average density populations in a food web, the concentration of chemicals in a bio- chemical network, or the activity of genes in a gene regulation net, etc. We assume that a given agent i interacts only with a limited set of ki < n other agents; thus, Fi depends only on the variables be- longing to that set. This defines the interaction network. We assume that there are two time scales in the dynamics. Let fm be the average frequency of the incoming flux of new agents (migration, mutation, etc.). This defines a characteristic time τm = f−1m . On the long time scale t � τm (much larger than the observation time) new agents arrive to the sys- tem and start to interact with some of the previous ones. Some of them can be incorporated into the 020005-2 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. system or not, so n (and the whole set of differential equations) can change. Once a new agent starts to interact with the system, we will assume that the enlarged system evolves towards some stationary state with characteristic relaxation time τrel � τm. Then, in the short time scale τrel � t � τm we can assume that n is constant and the dynamics already led the system to a particular stable sta- tionary state ~x∗ defined by ~F (~x∗) = 0. Following May’s ideas [18], we assume that the only attractors of the dynamics are fixed points. Nevertheless, the proposed mechanism is expected to work, as well, for more complex attractors (e.g, limit cycles). The stability of the solution ~x∗ is determined by the eigenvalue with maximum real part of the Ja- cobian matrix ai,j ≡ ( ∂Fi ∂xj ) ~x∗ . (1) A new agent will be incorporated to the network if its inclusion results in a new stable fixed point, that is, if the values of the interaction matrix ai,j are such that the eigenvalue with maximum real part λm of the enlarged Jacobian matrix is nega- tive (λm < 0). Assuming that isolated agents will reach stable states by themselves after certain char- acteristic relaxation time, the diagonal elements of the matrix ai,i are negative and given unity value to further simplify the treatment [18]. The inter- action values, (i.e., the non-diagonal matrix ele- ments ai,j ) will take random values (both positive and negative) taken from some statistical distri- bution. In this way, we have an unbounded en- semble of systems [18] characterized by a “growing through stability” history. Randomness would be self-generated through the addition of new agents processes. Each specific set of matrix elements, af- ter addition, defines a particular dynamical system and the subsequent analysis for time scales between successive migrations is purely deterministic. The model is then defined by the following algo- rithm [19]. At every step, the network can either grow or shrink. In each step, an attempt is made to add a new node to the existing network, starting from a single agent (n = 1). Based on the stability criteria already discussed, the attempt can be suc- cessful or not. If successful, the agent is accepted, so the existing n × n matrix grows its size by one column and one row. Otherwise, the novate agent will have a probability to be deleted together with some other nodes, as further explained below. More specifically, suppose that we have an al- ready created network with n nodes, such that the n × n associated interaction matrix ai,j is stable. Then, for the attachment of the (n + 1)th node, we first choose its degree kn+1 randomly between 1 and n with equal probability. Then, the new agent interaction with the existing network member i is chosen, such that non-diagonal matrix elements (ai,n+1, an+1,i) (i = 1, . . . , n) are zero with proba- bility 1−kn+1/n and different from zero with prob- ability kn+1/n; to each non–zero matrix element we assign a different real random value uniformly distributed in [−b, b]. b determines the interaction range variability and it is one of the two parameters of the model [20]. Then, we calculate numerically λm for the result- ing (n + 1) × (n + 1) matrix. If λm < 0, the new node is accepted. If λm > 0, it means that the introduction of the new node destabilized the en- tire system and we will impose that, the new agent is either eliminated or it remains but produces the extinction of a certain number of previous existing agents. In order to further simplify the numerical treatment, we allow up to q ≤ kn+1 extinctions, taken from the set of kn+1 nodes connected to the new one; q is the other parameter of the model. To choose which nodes are to be eliminated, we first select one with equal probability in the set of kn+1 and remove it. If the resulting n × n matrix is sta- ble, we start a new trial; otherwise, another node among the remaining kn+1 − 1 is chosen and re- moved, repeating the previous procedure. If after q removals the matrix remains unstable, the new node is removed (we return to the original n × n matrix and start a new trial). The process is re- peated until the network reaches a maximum size n = nmax (typically nmax = 200) and restarted M times from n = 1 to obtain statistics of the net- works (typically M = 105). III. Topological properties i. Connectivity First, we analyzed the average connectivity C(n), defined as the fraction of non-diagonal matrix el- ements different from zero, averaged over different runs. In Fig. 1, we show the typical behavior of 020005-3 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. C(n) for different values of b (we found that C(n) is completely independent of q). The connectivity presents a power law tail for large values of n. From a fitting of the tail with a power law (see insets in Fig. 1) we obtain the scaling behavior C(n) ∼ α−ω n−(1+�) (2) for large values of n, where α is the variance of the non-diagonal elements of the stability matrix (α = b2/3 for the uniform distribution) and ω = 0.7±0.1. From the inset of Fig. 1, we see that the exponent � shows a weak dependency on b, taking values in the range (0.1, 0.3) . It is interesting to compare Eq. (2) with May’s stability line for random net- works [18] C(n) = (αn)−1. It is easy to see that Eq. (2) lies above May’s stability line for network sizes up to ∼ 106 [21]. This shows that networks growing under stability constraint develop partic- ular structures whose probability in a completely random ensemble is almost zero. In other words, the associated matrices belong to a subset of the random ensemble with zero measure and therefore they are only attainable through a constrained de- velopment process. In the next sections, we explore the characteristics of those networks. In Fig. 2, we plotted the connectivity for differ- ent biological networks across three orders of mag- nitude of network size scales, using data collected from the literature. We see that the data are very well fitted by a single power law C(n) ∼ n−1.2, in a nice agreement with the average value � = 0.2 predicted by the present model. It is worth men- tioning that the behavior C(n) ∼ n−(1+�) has also been obtained in a self organized criticality model of Food Webs [26]. ii. Degree distribution The degree distribution P (k) of the network was analyzed in detail in Ref. [19]. We briefly summa- rize the main results here. In Fig. 3, we illustrate the typical behavior of P (k). It presents a power law tail P (k) ∼ k−γ for values of k > 20, with a finite size drop at k = nmax. The degree exponent γ takes values between 2 and 3 for values of b in the interval b ∈ (1.5, 3.5), which become almost in- dependent of q as it increases. The exponent γ can also fall below 2 when the global stability constraint Figure 1: Connectivity as a function of the network size for q = 3, nmax = 200 and different values of b. The symbols correspond to numerical simulations and the dashed lines to power law fittings of the tails C(n) = B n−(1+�). The insets show the fitting values B and � as a function of b Figure 2: Connectivity as a function of the network size for different biological networks. The straight line is a power law fitting C(n) = A n−(1+�), giv- ing an exponent � = 0.2 ± 0.1 (R2 = 0.92). Data extracted from: [6, 7] (protein-protein interaction networks); [8] (metabolic networks); [22, 23] (food webs). 020005-4 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. Figure 3: Degree distribution P (k) for q = 3, nmax = 200 and different values of b; the dashed lines correspond to power law fittings of the tail P (k) ∼ k−γ . Logarithmic binning has been used to smooth the curves. is replaced by a local one. The qualitative struc- ture of P (k) remains when the stability criterium λm < 0 is relaxed by the condition λm < ∆, with ∆ some small positive number. In other words, the power law tail emerges also when the addition of new nodes destabilizes the dynamics, provided that the characteristic time to leave the fixed point τ = λ−1m is large enough to become comparable to the migration time scale τm [19]. iii. Network growth and clustering proper- ties Networks grown under stability constraint also dis- play small world properties. The average clustering coefficient decays with the network size as Cc(n) ∼ n−0.75 (which is slower than the 1/n decay in a random net), while the average path length L be- tween two nodes increases as L(n) ∼ A ln (n + C) [19]. A similar behavior is observed in the Barabasi- Albert model [1], where the clustering can be ap- proximated by a power law with the same exponent, although the exact scaling is [27] Cc(n) ∼ (ln n)2/n (therefore that behavior cannot be excluded in the present model). While this suggests the presence of an underlying preferential attachment rule mecha- nism, a detailed analysis has shown that this is not Figure 4: Average network size as a function of the time measured in number of trials for b = 2 and q = 3. The continuous red line corresponds to the power law t1/2, the dominant mechanism [19]. The behavior of Cc and L is linked with the selection dynamics ruling which node is accepted or rejected. The stability constraint favors the nodes with few links, since they modify the matrix ai,j stability much less than new nodes with many links (of course this is re- flected in the P (k) density). Thus, most frequently, the network grows at the expense of adding nodes with one or few links, producing an increase of L and a decrease of Cc, but sporadically, a highly con- nected node is accepted, decreasing L and increas- ing Cc(n) [19]. Those fluctuations lead to a slow diffusive-like growth of the network size n(t) ∼ t1/2 (See Fig. 4). Another quantity of interest is the average clus- tering Cc(k) as a function of the degree k. A typical example is shown in Fig. 5. We see that Cc(k) de- creases monotonously with k and displays a power law tail Cc(k) ∼ k−β with an exponent β ≈ 0.9, close to one. The exponent appears to be com- pletely independent of b and q. This behavior is indicative of a modular structure with hierarchical organization [13]. Notice that this power law de- cay appears for degrees k > 20, precisely the same range of values for which the degree distribution P (k) displays a power law tail (see subsection ii.). 020005-5 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. Figure 5: Average clustering coefficient Cc(k) as a function of the degree k for b = 2, q = 3 and dif- ferent values of nmax. The dashed black line corre- sponds to the power law k−0.9. iv. Mixing by degree patterns To analyze the mixing by degree properties of the networks selected by the stability constraint, we calculated the average degree knn among the near- est neighbors of a node with degree k. In Fig. 6, we see that knn decays with a power law knn ∼ k−δ for k > 20, with an exponent δ close to −0.25, in a clear disassortative behavior. This result is also consistent with previous works showing that assor- tative mixing by degree decreases the stability of a network, i.e., the maximum real part λm of the eigenvalues of random matrices of the type here considered increases faster on assortative networks than on disassortative ones [29]. IV. Dynamical properties In the previous section, we analyzed different topo- logical properties that are selected by the stabil- ity constraint, i.e., properties associated to the un- derlying adjacency matrix, regardless of the values of the interaction strengths. We now analyze the characteristics of the dynamics associated to the networks emerging from such constraint. In other words, we investigate the statistics of values of the non null elements aij 6= 0. First of all, we calculate the probability distribu- Figure 6: Average nearest neighbors degree knn(k) of a node with degree k for q = 3 and different values of b and nmax. The dashed line corresponds to the power law k−0.25. tion of values for a single non null matrix element aij of the final network with size n = nmax. The typical behavior is shown in Fig. 7. We see that P (aij ) is an even function, almost uniform in the interval [−b, b], with a small cusp around aij = 0. This shows that stability is not enhanced by a par- ticular sign or absolute value of the individual in- teraction coefficients. It has been shown recently that the presence of anticorrelated links between pairs of nodes (i.e., links between pairs of nodes (i, j) such that sign(aij ) = −sign(aji)) significa- tively enhances the stability of random matrices [31]. In an ecological network, this typically cor- responds to a predator-prey or parasite-host inter- action. To check for the presence of such type of interactions, we calculated the correlation 〈aij aji〉, where the average is taken over pairs of nodes with a double link (aij 6= 0 and aji 6= 0). In Fig. 8, we show 〈aij aji〉 as a function of the network size n. We see that this correlation is neg- ative for any value of n and saturates into a value 〈aij aji〉 ≈ −0.65 for large values of n. In the in- set of Fig. 8, we compare the average fraction of double links 〈η〉 with the corresponding quantity for a completely random network with the same connectivity C(n), that is, a network where all edges are independently distributed with probabil- 020005-6 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. Figure 7: Probability density of the matrix ele- ments aij for b = 2, q = 3 and nmax = 100. ity P (aij 6= 0) = C(n). Then, the probability of having a link between an arbitrary pair of sites is pd = C(n)(2 − C(n)) and the average degree per node 〈k〉 = pdn. Hence 〈η〉ran = C2(n) n 〈k〉 = C(n) 2 − C(n) (3) Then for large values of n, we have 〈η〉ran ∼ C(n) ∼ n−(1+�). From the inset of Fig. 8, we see that 〈η〉 ∼ n−0.68 when n � 1 in the present case. The fraction of double links is considerable larger than in a random network. The two results of Fig. 8 to- gether show that the present networks have indeed a significantly large number of anticorrelated pair interactions. Next, we calculated the correlation 〈aij aji〉/〈|aij|〉2 between the matrix elements, linking a node i and its neighbors j, as a function of its degree ki, where the average is taken only on the double links. From Fig. 9, we see that the absolute value of the correlation presents a maximum around ki = 25 and tends to zero as the degree increases. The inset of Fig. 9 shows that the average fraction of anticorrelated links 〈κ〉 (i.e., # anticorrelated links/total # double links) tends to 1/2 as the degree increases. We can conclude from these results that the interactions strengths between the hubs and their neighbors are almost uncorrelated. This suggests that the influence of Figure 8: Correlation function 〈aij aji〉 between a pair of nodes (i, j) with a double link as a function of the network size, for b = 2 and q = 3. The aver- age was calculated over all pair of sites with dou- ble link in networks with the same size. The inset shows a comparison between the fraction of double links in the present network 〈η〉 (green circles) and a random network of the same size and connectivity C(n): 〈η〉ran = C/(2 − C) (continuous line). Yel- low triangles correspond to a numerical calculation of 〈η〉ran. The dashed line corresponds to a power law n−0.68. hubs in the stabilization of the dynamics is mainly associated to their topological role (e.g., reduction of the average length L) rather than to the nature of their associated interactions. V. Discussion The recent advances in the research on networks theory in biological systems have called for a deeper understanding about the relationship between net- work structure and function, based on evolutionary grounds [3]. In this work, we have shown that a key factor to explain the emergency of many of the complex topological features commonly observed in biological networks could be just the stability of the underlying dynamics. Stability can then be consid- ered as an effective fitness acting in all biological situations. The results presented in Fig. 2 for the connectivity of real biological networks at different network size scales support this conclusion. In ad- 020005-7 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. Figure 9: Correlation function 〈aij aji〉/〈|aij|〉2 be- tween the matrix elements linking a node i and its neighbors j as a function of its degree ki, for b = 2, q = 3 and different values of nmax. The inset shows the average fraction of anticorrelated links 〈κ〉 as a function of ki. dition, the present approach (although based on a very simple model) allows to draw some conclusions about the interplay between network structure and function that could be of general applicability. The present results suggest that hubs play mainly a topological role of linking modules (disassortativ- ity, low clustering, uncorrelated links), while low connected nodes inside modules enhance stability through the presence of many anticorrelated inter- actions. The stabilizing effects of some of the topological and functional network features here analyzed have been previously addressed separately (small world [32], dissasortative mixing [29, 30], anticorrelated interactions [31]). However, the present analysis suggests that the simultaneous observance of all of them is highly unlikely to be a result of a purely random process. Such delicate balance of specific topological and functional features would only be attainable through a slow, evolutionary stability se- lection process. In particular, the above scenario agrees very well with the observed structures in cellular networks. For instance, the scaling behavior of Cc(k), dis- played in Fig. 5, has been observed in metabolic [28] and protein [6, 7] networks. Disassortative mixing by degree is another ubiquous property of those systems and indeed a very similar behavior to that shown in Fig. 6 has been observed in cer- tain protein-protein interaction networks [7]. Also, the available data for the degree distribution in all those cases are consistent with a power law behav- ior with an exponent γ between 2 and 2.5 [1]. The agreement with the whole set of properties pre- dicted by the model suggests that stability could be a key evolutionary factor in the development of cellular networks. The situation is a bit different in the case of eco- logical networks, where the predictions of the model do not completely agree with the observations, spe- cially those related to food webs. On the one hand, food webs usually display also disassortative mix- ing by degree, modularity and relatively low small worldness [33] (rather low values of clustering, com- pared with other biological networks), in agreement with the present predictions. Regarding the scal- ing behavior of C(n) [24], this is the topic of an old debate in ecology (see Dunne’s review in Ref. [23] for a summary of the debate). While in general it is expected a power law behavior, the value of the exponent (and the associated interpretations) is controversial, due to the large dispersion of the available data, the rather small range of network sizes available and, in some cases, the low resolu- tion of the data [25]. The consistency of the scal- ing shown in Fig. 2 for a broad range of size scales suggests that the ecological debate should be recon- sidered in a broader context of evolutionary growth under stability constraints. On the other hand, the degree distribution of food webs is not always a power law, but it fre- quently exhibits an exponential cutoff at some max- imum characteristic degree kmax [9, 10]. Such vari- ance between food webs and other biological net- works is probably related to the way ecosystems assemble and evolve compared with other systems. While the hypothesis of the present model are gen- eral enough to apply in principle to any biological system, that difference suggests that stability is not enough to explain the observed structures in food webs, but further constraints should be included to account for them. For instance, at least two different (although closely related) constraints are known that can generate a cutoff in the degree dis- tribution: aging and limited capacity of the nodes [34]. In the former, nodes can become inactive with 020005-8 Papers in Physics, vol. 2, art. 020005 (2010) / J. I. Perotti et al. some probability through time (in the sense that they stop interacting with new agents), while in the latter they systematically pay a “cost” every time a new link is established with them, so that they become inactive when some maximum degree is reached. One can easily imagine different situ- ations in which mechanisms of that type become important in the evolution of ecological webs, ei- ther by limitations in the available resources or by dynamical changes in the diet of species due to ex- ternal perturbations (for instance, there are many factors that constrain a predator’s diet; see Ref. [9] and references therein for a related discussion). 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