Spatial Networks
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Spatial Networks David Aldous August 30, 2013 Course web site: Google “David Aldous”. [show] I deliberately chose a topic where there is not any clean definition-theorem-proof account – but such accounts exist for various related topics. A metaphor for research styles: external DLA and internal DLA. [show 2 figs]. So start by looking outside the math literature. What does Google Scholar find? Journal Networks and spatial economics [show] This is O.R. style – not quite what we will focus on. Note student requirements: give a talk, either on a research paper you read (easy option), or on some project you do (harder option). [show lists] “Big Picture” on slides. When we get to non-trivial math, I’ll do chalk. Consider points in 2-dimensional space. Mathematicians understand regular patterns. [show Lattice-wikipedia]. Mathematicians also understand completely random points, as modeled by the Poisson point process. [show poisson.jpg] [show Complete-wikipedia]. [show list projects] In mathematics, graph has a fairly precise meaning – vertices (nodes) and edges (links) – I will call this an “abstract graph”. [draw on board]. But network does not have a standard meaning – I say “a network is a graph with context-dependent extra structure”. In our topic, spatial networks, vertices have positions in the plane R2, and the edges (usually made up of line segments) are point-sets in R2. [introduce coordinates]. Familiar “regular pattern networks” [show 9networks] and the kind of questions we will study are (usually) elementary for regular patterns. What can we do with arbitrary configurations of points in the plane? Two classical structures are the Voronoi tessellation and the Delaunay triangulation. [show Voronoi and Delaunay] We can think of the Delaunay triangulation as the prototype example of aspatialnetwork. The Delaunay triangulation (DT) is at the intersection of several academic fields. In the background are “graph theory” in Math much of “theory of algorithms” in C.S. involves algorithms on abstract graphs and in the foreground are Euclidean geometry (the DT itself) computational geometry studies algorithms for problems such as finding the DT stochastic geometry ( geometric probability)studies quantitative aspects (expectations≈ etc) of structures such as the DT built over random points. [show book list] One starting point for this course is to think about random analogs of regular networks. There are several ways to make probability models. I will talk first about schemes for defining a network over arbitrary points (e.g. the DT), applied to random (Poisson) points in the plane but other ways start with a regular network (e.g. square grid) and then randomly delete edges (percolation) randomly add long edges (small worlds) assign random lengths to edges (first passage percolation). Side comments. There is extensive work on (i) random processes built over regular networks – percolation, interacting particle systems – see Grimmett Probability on Graphs for a start. (ii) random models for abstract graphs, generalizing the Erd˝os-R´enyi model – see van der Hofstad Random Graphs and Complex Networks. Something potentially confusing is the notion of a planar graph.Thisis defined as an abstract graph which can be drawn in the plane with non-crossing edges. This verbal definition looks ambiguous – are edges required to be straight lines? – but it’s a fact that the two definitions are equivalent. [draw picture on board] This differs from a spatial network in several ways. A spatial network is drawn in the plane – vertices and edges are at specified coordinates. So there are several possibilities for a spatial network: 1 edges are line segments and do not cross (e,g, the DT) 2 edges are line segments; may cross but you cannot switch (e.g. airplane routes) 3 edges can meet at positions (Steiner points or junctions) that are not the given vertices. Most literature concerns networks satisfying (1) or (2), but we (envisaging inter-city road networks) will often allow (3). [show US-road-map.pdf] Side comment. There is literature on “random planar graphs”: see Benjamini (2010) for a brief overview. There the model is the uniform distribution on the finite set of n-vertex planar graphs, but this model does not seem realistic for any data. Another fact about connected planar graphs is Euler’s formula N E + F =2 − N = number of vertices E = number of edges F = number of faces (= cells = components of plane). [true for tree; induct on extra edges] Taking E 3, a face has at least 3 edges and each edge separates at most 2 faces,≥ so E (3/2)F ;substituteintoEuler’sformula: ≥ E 3N 6. ≤ − So the average degree d¯ in a connected planar graph d¯ =2E/N 6 12 < 6. ≤ − N [show 9networks again] Finite vs Infinite networks Real networks are finite, and algorithmic questions typically ask how many steps are required to solve some problem over n points in the worst case. Mathematicians like me often think in terms of infinite numbers of points in the infinite plane. The latter is perhaps an example of mathematicians putting a lot of effort into being lazy; in particular one can ignore boundary effects. For instance On the infinite square grid the average degree is 4 and the average length per unit area is 2. The Voronoi tessellation on a (reasonable) infinite set of points has only finite-area cells. In any triangulation of a (reasonable) infinite set of points, the average degree is 6. [informal argument on board]. The infinite setting is not so relevant for algorithmic or worst-case studies, but is useful for average-case studies. The natural “average-case” model for n points is to take them IID uniform in a square; to avoid rescaling later we take the scaling convention that the square has area = n. The corresponding infinite model is the rate-1 Poisson point process (PPP) on R2. Most explicit constructions of networks on n points can be used as constructions of networks on the infinite PPP. Precise quantitative connections between the finite and infinite networks are one of the technical topics we’ll discuss later in the course, involving subadditivity local weak convergence stationarity as the formalization of “reasonable” for infinite networks. Comments on triangulations (define: = point set triangulation). not unique [draw n-gon] given a planar graph spatial network which is not a triangulation, we can add edges until it becomes a triangulation in a triangulation, [board] 3(F 1) = 2E C − − where C = number of edges (or vertices) in convex hull. Euler’s formula then gives E =3N 3 C − − and so the average degree is d¯ = 2E =6 6 2C N − N − N which does not depend on the triangulation The DT is in general not the minimum-length triangulation; computing the latter is NP-hard. A planar graph has a (planar) dual graph [show Dual] [show 9networks: multigraph] This duality is the relationship between Voronoi tesselation (considered as a 3-regular graph) and Delaunay triangulation (DT). Mention 4-color theorem. Duality relates this to vertex-coloring of the dual graph. 2 things to note. What is the DT for the square-lattice configuration? An edge AB of the DT does not necessarily pass through the edge separating the cells of A and B; the subgraph of edge that do defines the Gabriel graph. [draw fig 2] [show Gabriel graph = Wiki] AB is edge of Gabriel graph iffdisc with diameter AB contains no other points AB is edge of DT iffthere exists some disc, with A and B on boundary, containing no other points. Average degree of the Gabriel graph depends on configuration; for instance it is 6 for the triangular configuation. We shall soon do a calculation to show that for Poisson points, ave degree := d¯ = 4; length-per-unit-area := =2. These of course are the values for the usual grid network. Is there any more conceptual explanation of this coincidence? Some useful calculus formulas ∞ 1 r exp( Ar 2) dr = · − 2A 0 1/2 ∞ π exp( Ar 2) dr = − 2A1/2 0 Higher moment formulas most easily found by differentiating w.r.t. A 1/2 ∞ π r 2 exp( Ar 2) dr = · − 4A3/2 0 Some calculations with PPP [on board] Definitions of spatial PPP and finite-n model. Link via “random position” and “random point”. PPP as seen from “typical point” is just the PPP with an extra point planted at origin. Use in calculations that are exact for PPP model, and are n limits for finite-n model. →∞ Basic example. In PPP, R = distance from typical point ξ to nearest neighbor ξ has P(R > r)=exp( πr 2)andsoER =1/2. − In finite-n model, consider Rn = distance from random position to nearest point Rn∗ = distance from random point to nearest other point. d d Then R R, R∗ R. n → n → More elaborate example. In PPP, take ξ as typical point, ξ as nearest neighbor of ξ,andξ as nearest neighbor of ξ. Then [board] π q := P(ξ = ξ)= . 4π 3 3 + 4 In finite-n model, let Mn = number of points which are the nearest neighbor of their nearest neighbor. Then 1 n− EMn q. → To re-interpret as a “network”, put an edge from each point of a PPP to its nearest neighbor, the mean number of edges per unit area equals q 2 +(1 q). And [exercise] can also calculate mean length-per-unit-area of this network.− Almost all the networks we will consider, build over the PPP, have distributions invariant under translation and rotation [as will be discussed more carefully later]. For such a network, given the PPP has points at z1 and z2,thechancep(r) that there is an edge (z1, z2) depends only on the distance r between z1 and z2.Thenwecancalculate ∞ ave degree := d¯ = p(r) 2πrdr · 0 ∞ length-per-unit-area := = 1 r p(r) 2πrdr.