Ultrafast Consensus in Small-World Networks
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2005 American Control Conference ThB03.5 June 8-10, 2005. Portland, OR, USA Ultrafast Consensus in Small-World Networks Reza Olfati-Saber Control and Dynamical Systems California Institute of Technology [email protected] Abstract— In this paper, we demonstrate a phase transition The small-world model of Watts & Strogatz initiated a phenomenon in algebraic connectivity of small-world net- tremendous amount of interest among researchers from mul- works. Algebraic connectivity of a graph is the second smallest tiple fields to study topological properties of complex net- eigenvalue of its Laplacian matrix and a measure of speed of solving consensus problems in networks. We demonstrate works. These properties include degree distribution, char- that it is possible to dramatically increase the algebraic acteristic length, clustering coefficient (see [42], [28]), ro- connectivity of a regular complex network by 1000 times or bustness to node failure, and search issues. The researchers more without adding new links or nodes to the network. This who have most contributed to this effort came from fields implies that a consensus problem can be solved incredibly such as statistical physics, computer science, economics, fast on certain small-world networks giving rise to a network design algorithm for ultrafast information networks. Our mathematical biology, communication networks, and power study relies on a procedure called “random rewiring” due to networks. Watts & Strogatz (Nature, 1998). Extensive numerical results In most engineering and biological complex systems, are provided to support our claims and conjectures. We prove the nodes have a dynamics—they are not labels or names that the mean of the bulk Laplacian spectrum of a complex of actors. In other words, “real-life” engineering networks network remains invariant under random rewiring. The same property only asymptotically holds for scale-free networks. A are interconnection of dynamic systems. The same applies relationship between increasing the algebraic connectivity of to broad examples of biological networks including gene complex networks and robustness to link and node failures networks and coupled neural oscillators. From the perspec- is also shown. This is an alternative approach to the use of tive of systems & control theory, the stability properties percolation theory for analysis of network robustness. We also of collective dynamics of networks of dynamic agents is of show some connections between our conjectures and certain open problems in the theory of random matrices. interest. This motivates exploration of spectral properties of Keywords: small-world networks, networked systems, complex networks. In the past, the study of spectral proper- consensus algorithms, phase transition, graph Laplacians, ties of random networks has been given little attention. This algebraic connectivity, network robustness, random matrices paper is a first step towards understanding the behavior of Laplacian spectra of complex networks and its application I. INTRODUCTION in design of ultrafast information networks. Complex networks are abundant in large-scale engineer- We use consensus problems [35], [33] as a framework to ing, biological, and social systems. Some examples include convey our ideas regarding the connections between spectral power networks, metabolic and gene networks [17], co- properties of complex networks and ultrafast solution to dis- authorship network of scientists [27], biological network of tributed decision-making problems for interacting groups of oscillators [44], [19], [18], [24], [39], economic networks agents. Distributed computation based on solving consensus [15], sensor networks [10], [30], [7], [38], swarms of problems has direct implications on sensor networks & data networked unmanned autonomous vehicles (UAVs) [32], fusion [38], load balancing [21], and swarms/flocks [32], [36], [6], and self-organizing biological swarms [25], [41]. [36]. Moreover, synchronization of coupled oscillators [44], For recent surveys on complex networks, the reader can [19], [18], [24] that has received tremendous attention over refer to [40], [28]. the past 35 years is a special case of a nonlinear consensus In 1998, Watts & Strogatz [42] introduced a network problem in networks [35] regarding the frequency of oscil- model called small-world network that was capable of inter- lation of all nodes2. For this case, algebraic connectivity is polating between a regular network and a random network (locally) a measure of speed of synchronization. using a single parameter. A small-world is a network with One of the first class of complex networks are random 1 a relatively small characteristic length . In a small-world, graphs introduced by Erdos&R¨ enyi´ (ER) [9] nearly 50 any two nodes can be linked using a few steps despite the years ago. A random graph can be constructed by connect- large size of the network. For example, the world-wide web p 8 ing any pairs of vertices of the graph with probability . (www) with n =8× 10 nodes has a characteristic length Random graphs are perhaps the most well-studied model of 18.5 [3]. of random networks. The unique feature of the ER model 1The average distance between two nodes in the network over all pairs of distinct nodes. The distance is the length of the shortest path connecting 2Further details regarding the connection between the two problems in two nodes. the subject of an upcoming article. 0-7803-9098-9/05/$25.00 ©2005 AACC 2371 is that beyond a critical value p>pc ≈ 1/n, a giant Note that the Laplacian matrix always has a zero eigen- connected component forms in the network [9], [40]. This value λ1 =0corresponding to the aligned state x = T phenomenon is the first known example of a combinatorial (1, 1,...,1) . In addition, if G is connected, then λ2 > 0 phase transition. Other forms of combinatorial and algo- [13]. Apparently, the analysis of consensus problems in rithmic phase transition phenomena were later discovered networks reduces to spectral analysis of Laplacian of the in discrete mathematics and computer science. network topology. Particularly, λ2 is the measure of speed The next generation of random networks consist of three of convergence (or performance) of the consensus algorithm models: i) small-world networks by Watts & Strogatz (WS) in (1) [33]. λ2 is named the algebraic connectivity of the [42], ii) semiregular small-world networks by Newman, graph by Fiedler [12] due to the following inequality: Moore, & Watts (NMW) [29], and iii) scale-free networks λ (G) ≤ ν(G) ≤ η(G) (e.g. www) by Barabasi´ & Albert (BA) [1]. We will describe 2 (3) the WS and NMW network models in details and leave the where ν(G) and η(G) are node-connectivity and edge discussion of the BA model to a future occasion. The ER connectivity of a graph, respectively (see [4] for definitions). model is inadequate for our study since it is not guaranteed According to this inequality, a network with a relatively to be connected unless the graph is relatively dense. That high algebraic connectivity is necessarily robust to both is why we focus on spectral properties of WS and NMW node-failures and edge-failures. A lower bound on this small-world models. degree of robustness is λ2. Here is an outline of the paper: Some background on For a network with communication time-delays, the con- consensus problems from systems & control point of view sensus algorithm takes the following form [35], [33]: is presented in Section II. Small-world networks and their semiregular version are described in Section III. Random x˙ i(t)= {xj(t − τ) − xi(t − τ)} (4) rewiring procedure for general networks is given in Sec- j∈Ni tion IV. Our main numerical results and conjectures on with a collective dynamics Laplacian spectral properties of small-world networks and network resilience are presented in Section V. The connec- x˙ = −Lx(t − τ). (5) tions between Laplacian of random networks and random We assume that the time-delay in all links is equal to τ matrix theory is discussed in Section VI. Finally, concluding (see [35] for the general case). A necessary and sufficient remarks are made in Section VII. condition for stability of system (5) is given in [33] as II. CONSENSUS PROBLEMS IN NETWORKS π τ<τmax = . (6) 2λn Consider a network of integrator agents x˙ i = ui with topology G =(V,E) in which each agent only com- Thus, λn is a measure of robustness to delay for reaching municates with its neighboring agents Ni = {j ∈ V : a consensus in a network. {i, j}∈E} on G =(V,E). Here, V = {1, 2,...,n} and The main result of this paper is that λ2 for a regular E ⊂ [V ]2 (the set of 2-element subsets of V ) denote the network can be increased multiple orders of magnitude set of nodes and edges/links of the network, respectively. In via changing the inter-agent information flow G without [35], [33], Olfati-Saber & Murray show that the following increasing the total number of the links of the network. linear dynamic system Moreover, this change has a negligible effect on λn (the system remains robustness to delay). x˙ (t)= (x (t) − x (t)) i j i (1) Some variations of consensus problems on graphs include j∈Ni the following areas: networks with switching topology [16], solves a consensus problem. More precisely, let [33], [26], [34], consensus on digraphs [33], [26], and a1,...,an ∈ R be n constants, then with the set of initial asynchronous consensus [14]. states xi(0) = ai, the state of all agents asymptotically III. SMALL-WORLD NETWORKS converges to the average value a¯ =1/n i ai provided that the network is connected. The collective dynamics of Small-world phenomenon is a feature of certain complex the agents in (1) can be expressed as networks in which any two arbitrary nodes can be connected using a few links [23]. This means that the average distance x˙(t)=−Lx(t) (2) between two nodes (i.e.