Network scientists have shown that there is great value in studying pairwise interactions between components in a system. From a linear algebra point of view, this involves defining and evaluating functions of the associated adjacency matrix. Recent work indicates that there are further benefits from accounting directly for higher order interactions, notably through a hypergraph representation where an edge may involve multiple nodes. Building on these ideas, we motivate, define and analyze a class of spectral centrality measures for identifying important nodes and hyperedges in hypergraphs, generalizing existing network science concepts. By exploiting the latest developments in nonlinear Perron−Frobenius theory, we show how the resulting constrained nonlinear eigenvalue problems have unique solutions that can be computed efficiently via a nonlinear power method iteration. We illustrate the measures on realistic data sets.

To gain insights about dynamic networks, the dominant paradigm is to study discrete snapshots , or timeslices , as the interactions evolve. Here, we develop and test a new mathematical framework where network evolution is handled over continuous time, giving an elegant dynamical systems representation for the important concept of node centrality. The resulting system allows us to track the relative influence of each individual. This new setting is natural in many digital applications, offering both conceptual and computational advantages. The novel differential equations approach is convenient for modelling and analysis of network evolution and gives rise to an interesting application of the matrix logarithm function. From a computational perspective, it avoids the awkward up-front compromises between accuracy, efficiency and redundancy required in the prevalent discrete-time setting. Instead, we can rely on state-of-the-art ODE software, where discretization takes place adaptively in response to the prevailing system dynamics. The new centrality system generalizes the widely used Katz measure, and allows us to identify and track, at any resolution, the most influential nodes in terms of broadcasting and receiving information through time-dependent links. In addition to the classical static network notion of attenuation across edges, the new ODE also allows for attenuation over time, as information becomes stale. This allows ‘running measures’ to be computed, so that networks can be monitored in real time over arbitrarily long intervals. With regard to computational efficiency, we explain why it is cheaper to track good receivers of information than good broadcasters. An important consequence is that the overall broadcast activity in the network can also be monitored efficiently. We use two synthetic examples to validate the relevance of the new measures. We then illustrate the ideas on a large-scale voice call network, where key features are discovered that are not evident from snapshots or aggregates.

We propose and analyse a new Milstein type scheme for simulating stochastic differential equations (SDEs) with highly nonlinear coefficients. Our work is motivated by the need to justify multi-level Monte Carlo simulations for mean-reverting financial models with polynomial growth in the diffusion term. We introduce a double implicit Milstein scheme and show that it possesses desirable properties. It converges strongly and preserves non-negativity for a rich family of financial models and can reproduce linear and nonlinear stability behaviour of the underlying SDE without severe restriction on the time step. Although the scheme is implicit, we point out examples of financial models where an explicit formula for the solution to the scheme can be found.

Epidemic spreading is well understood when a disease propagates around a contact graph. In a stochastic susceptible–infected–susceptible setting, spectral conditions characterize whether the disease vanishes. However, modelling human interactions using a graph is a simplification which only considers pairwise relationships. This does not fully represent the more realistic case where people meet in groups. Hyperedges can be used to record higher order interactions, yielding more faithful and flexible models and allowing for the rate of infection of a node to depend on group size and also to vary as a nonlinear function of the number of infectious neighbours. We discuss different types of contagion models in this hypergraph setting and derive spectral conditions that characterize whether the disease vanishes. We study both the exact individual-level stochastic model and a deterministic mean field ODE approximation. Numerical simulations are provided to illustrate the analysis. We also interpret our results and show how the hypergraph model allows us to distinguish between contributions to infectiousness that (i) are inherent in the nature of the pathogen and (ii) arise from behavioural choices (such as social distancing, increased hygiene and use of masks). This raises the possibility of more accurately quantifying the effect of interventions that are designed to contain the spread of a virus.