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A F I R S T C O U R S E I N N E T WO R K T H E O RY
 A First Course in Network Theory

Professor Ernesto Estrada

Professor in Mathematics and Chair in Complexity Science, University of Strathclyde, UK

Dr Philip A. Knight
Lecturer in Mathematics, University of Strathclyde, UK

3
 3
Great Clarendon Street, Oxford, OX2 6DP,
United Kingdom
Oxford University Press is a department of the University of Oxford.
It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide. Oxford is a registered trade mark of
Oxford University Press in the UK and in certain other countries
© Ernesto Estrada and Philip A. Knight 2015
The moral rights of the authors have been asserted
First Edition published in 2015
Impression: 1
All rights reserved. No part of this publication may be reproduced, stored in
a retrieval system, or transmitted, in any form or by any means, without the
prior permission in writing of Oxford University Press, or as expressly permitted
by law, by licence or under terms agreed with the appropriate reprographics
rights organization. Enquiries concerning reproduction outside the scope of the
above should be sent to the Rights Department, Oxford University Press, at the
address above
You must not circulate this work in any other form
and you must impose this same condition on any acquirer
Published in the United States of America by Oxford University Press
198 Madison Avenue, New York, NY 10016, United States of America
British Library Cataloguing in Publication Data
Data available
Library of Congress Control Number: 2014955860
ISBN 978–0–19–872645–6 (hbk.)
ISBN 978–0–19–872646–3 (pbk.)
Printed and bound by
CPI Group (UK) Ltd, Croydon, CR0 4YY
 Dedication

To Gisell, Doris, Puri, Rowan, and Finlay

Preface

The origins of this book can be traced to lecture notes we prepared for a class
entitled Introduction to Network Theory offered by the Department of Mathemat-
ics and Statistics at the University of Strathclyde and attended by undergraduate
students in the Honour courses in the department. The course has since been
extended, based on experience gained in teaching the course to graduate students
and postdoctoral researchers from a variety of backgrounds around the world.
To mathematicians, physicists, and computer scientists at Emory University in
Atlanta. To postgraduate students in biological and environmental sciences on
courses sponsored by the Natural Environmental Research Council in the UK. To
Masters students on intensive short courses at the African Institute of Mathemat-
ical Sciences in both South Africa and Ghana. And to mathematicians, computer
scientists, physicists, and more at an International Summer School on Complex
Networks in Bertinoro, Italy.
Designing courses with a common thread suitable for students with very dif-
ferent backgrounds represents a big challenge. For example, the balance between
theory and application will vary significantly between students of mathematics
and students of computer sciences. An even greater challenge is to ensure that
those students with an interest in network theory, but who lack the normal quan-
titative backgrounds expected on a mathematics course, do not become frustrated
by being overloaded by seemingly unnecessary theory. We believe in the interdis-
ciplinary nature of the study of complex networks. The aim of this book is to
approach our students in an interdisciplinary fashion and as a consequence we
try to avoid a heavy mathematical bias. We have avoided a didactic ‘Theorem–
Proof ’ approach but we do not believe we have sacrificed rigour and the book is
replete with examples and solved problems which will lead students through the
theory as constructively as possible.
This book is written with senior undergraduate students and new graduate
students in mind. The major prerequisite is elementary algebra at a level one
would expect in the first year of an undergraduate science degree. To make this
book accessible for students from non-quantitative subjects we explain most of
the basic concepts of linear algebra needed to understand the more specific topics
of network theory. This material should not be wasted on students coming from
more quantitative subjects. As well as providing a reminder of familiar concepts,
we expect they will encounter a number of simple results which are not typically
presented in undergraduate linear algebra courses. We insist on no prerequisites
in graph theory for understanding this book since we believe it contains all the
necessary basic concepts in that area to allow progress in network theory. Based
viii Preface

on our accumulated experience in teaching courses in network theory in different

environments, we have also included chapters which address generic skills with
which students often have difficulties. For example, we include instructions on
how to manipulate and present data from simulations carried out in network the-
ory; and how to prove analytic results in this field. Knowing how useful network
theory is becoming as a tool for physicists, we have also included three chap-
ters which draw analogies between different branches of physics and networks.
Some background in physics at undergraduate level will be useful for fully ap-
preciating these chapters but they are not necessary for understanding the rest of
the book.
Every chapter of this book is written using the following common scheme: (i)
the aims of the chapter are clearly stated at the beginning; (ii) a short introduction
or motivation of the key topics is presented; (iii) the concepts and formulae to be
used are defined with clarity; (iv) concepts are illustrated through examples, both
by using small, artificial networks and also by employing real-world networks;
(v) a few solved problems are given to train the student in how to approach
typical problems related to the principal topics of the chapter. Predominantly
we focus on simple networks—almost all of our edges will be bidirectional, un-
weighted, and will connect a unique pair of adjacent nodes—but we will highlight
significant variations in theory and practice for a wide range of more general
networks.
This book will be useful for both lecturers and researchers working in the area
of complex networks. The book provides researchers with a reference of some
of the most commonly used concepts in network theory, good examples of their
applications in solving practical problems, and clear indications on how to analyse
their results. We would also like to highlight some significant features of the book
which teachers should find particularly attractive. One of the most common prob-
lems encountered by teachers is how to select appropriate illustrative exercises in
the classroom. Because of the large size of many complex networks, solving prob-
lems in this field is frequently left to computers. If a student is just trained to work
with a black box, they miss out on properly contextualizing theory. Frequently,
this inhibits the student’s ability to learn how to prove results analytically. In this
book, we give solved problems which teachers can easily modify and adapt to their
particular objectives. We hope that some of the examples and solved problems in
this book will find their way into more conventional courses in linear algebra and
graph theory, as they provide stimulating practical examples of the application of
abstract concepts.
In closing, we reiterate that this book is aimed at senior undergraduate and
new postgraduate students with or without quantitative backgrounds. For most
of the book, the only prerequisites are a familiarity with elementary algebra and
some rudiments of linear algebra. Teachers of courses in network theory, linear
algebra, and graph theory—as well as researchers in these fields—should find this
book attractive.
 Preface ix

Finally, we would like to thank the colleagues and students who have helped
us and inspired us to write this book. In particular, we would like to thank Mary
McAuley for her patience and skill in organizing our material and Eusebio Vargas
for lending us his talents to produce the high quality illustrations of networks
which you will find in the book.
Ernesto Estrada
Philip A. Knight
Contents

1 Introduction to Network Theory 1

1.1 Overview of networks 1
1.2 History of graphs 5
1.3 What you will learn from this book 9
Further reading 11

2 General Concepts in Network Theory 12

2.1 Formal definition of networks 12
2.2 Elementary graph theory concepts 13
2.3 Networks and matrices 16
2.4 Network connectivity 21
2.5 Graph structures 26
Further reading 30

3 How To Prove It 31
3.1 Motivation 31
3.2 Draw pictures 32
3.3 Use induction 34
3.4 Try to find a counterexample 35
3.5 Proof by contradiction 36
3.6 Make connections between concepts 37
3.7 Other general advice 38
Further reading 38

4 Data Analysis and Manipulation 39

4.1 Motivation 39
4.2 Sources of error 40
4.3 Processing data 42
4.4 Data statistics and random variables 46
4.5 Experimental tools 48
Further reading 51

5 Algebraic Concepts in Network Theory 52

5.1 Basic definitions of networks and matrices 52
5.2 Eigenvalues and eigenvectors 54
Further reading 65
xii Contents

6 Spectra of Adjacency Matrices 66

6.1 Motivation 66
6.2 Spectral analysis of simple networks 66
6.3 Spectra and structure 70
6.4 Eigenvectors of the adjacency matrix 75
Further reading 77

7 The Network Laplacian 78

7.1 The graph Laplacian 78
7.2 Eigenvalues and eigenvectors of the graph Laplacian 80
Further reading 85

8 Classical Physics Analogies 86

8.1 Motivation 86
8.2 Classical mechanical analogies 87
8.3 Networks as electrical circuits 90
Further reading 94

9 Degree Distributions 95
9.1 Motivation 95
9.2 General degree distributions 95
9.3 Scale-free networks 97
Further reading 100

10 Clustering Coefficients of Networks 101

10.1 Motivation 101
10.2 The Watts–Strogatz clustering coefficient 101
10.3 The Newman clustering coefficient 102
Further reading 104

11 Random Models of Networks 105

11.1 Motivation 105
11.2 The Erdös–Rényi model of random networks 105
11.3 The Barabási–Albert model 108
11.4 The Watts–Strogatz model 110
Further reading 113

12 Matrix Functions 114

12.1 Motivation 114
12.2 Matrix powers 114
12.3 The matrix exponential 118
12.4 Extending matrix powers 121
12.5 General matrix functions 123
Further reading 128
 Contents xiii

13 Fragment-based Measures 129

13.1 Motivation 129
13.2 Counting subgraphs in networks 129
13.3 Network motifs 140
Further reading 142

14 Classical Node Centrality 143

14.1 Motivation 143
14.2 Degree centrality 143
14.3 Closeness centrality 146
14.4 Betweenness centrality 152
Further reading 156

15 Spectral Node Centrality 157

15.1 Motivation 157
15.2 Katz centrality 158
15.3 Eigenvector centrality 160
15.4 Subgraph centrality 164
Further reading 169

16 Quantum Physics Analogies 170

16.1 Motivation 170
16.2 Quantum mechanical analogies 171
16.3 Tight-binding models 174
16.4 Some specific quantum-mechanical systems 177
Further reading 178

17 Global Properties of Networks I 179

17.1 Motivation 179
17.2 Degree–degree correlation 179
17.3 Network reciprocity 187
17.4 Network returnability 189
Further reading 191

18 Global Properties of Networks II 192

18.1 Motivation 192
18.2 Network expansion properties 192
18.3 Spectral scaling method 195
18.4 Bipartivity measures 200
Further reading 205

19 Communicability in Networks 206

19.1 Motivation 206
19.2 Network communicability 207
xiv Contents

19.3 Communicability distance 212

Further reading 216

20 Statistical Physics Analogies 217

20.1 Motivation 217
20.2 Thermodynamics in a nutshell 218
20.3 Micro-canonical ensembles 220
20.4 The canonical ensemble 221
20.5 The temperature in network theory 225
Further reading 226

21 Communities in Networks 227

21.1 Motivation 227
21.2 Basic concepts of communities 229
21.3 Network partition methods 230
21.4 Clustering by centrality 235
21.5 Modularity 237
21.6 Communities based on communicability 239
21.7 Anti-communities 245
Further reading 250

Index 251
Introduction to Network
Theory 1
1.1 Overview of networks 1
In this chapter 1.2 History of graphs 5

We start with a brief introduction outlining some of the areas where we find 1.3 What you will learn from this book 9
networks in the real-world. While our list is far from exhaustive, it highlights Further reading 11
why they are such a fundamental topic in contemporary applied mathematics.
We then take a step back and give a historical perspective of the contribution
of mathematicians in graph theory, to see the origins of some of the terms
and ideas we will use. Finally, we give an example to demonstrate some of the
typical problems a network analyst can be expected to find answers to.

1.1 Overview of networks

One cannot ignore the networks we are part of, that surround us in every day
life. There’s our network of family and friends; the transport network; the tele-
phone network; the distribution network shops use to bring us things to buy; the
banking network—it does not take much effort to come up with dozens of ex-
amples. Analysis of networks particularly the huge networks that drive the global
economy (directly or indirectly) is a vital science, and mathematicians have been
contributing for hundreds of years.
Initially, this contribution might have been considered frivolous, and for a long
time network theory was the preserve of the pure and the recreational mathem-
atician. But more recently there have been significant theoretical and practical
achievements. These lend weight to the idea that every applied mathematician
should include network analysis in his or her toolkit.

1.1.1 Why are networks so ubiquitous?

One answer can be that ‘being networked’ is a fundamental characteristic of com-
plex systems. If we exclude ‘the science of the very large, i.e. cosmology, the
study of the universe’ and ‘the science of the very small, the elementary particles
of matter’, everything remaining forms the object of study of complexity sciences,
2 Introduction to Network Theory

‘which includes chemistry, condensed-matter physics, materials science, and

principles of engineering through geology, biology, and perhaps even psychology
and the social and economic sciences’.1
In addition, the abstract concept of a network represents a wide variety of
structures in which the entities of the complex system are represented by the
nodes of the network, and the relations or interactions between these entities are
captured by means of the edges of the network. Examples of some of these diverse
concepts are listed below.

• Edges representing physical links

Pairs of nodes can be physically connected by a tangible link, such as a
cable, a road, or a vein. We include the physical network behind the inter-
net, urban street networks, road/underground networks, water or electricity
supply networks, neural and vascular networks in this category.
• Edges representing physical interactions
Pairs of nodes can be considered to be connected if there is an interaction
between them which is determined by a physical force, such as the inter-
actions among protein residues, or through biological interactions such
as correlated behaviour between pairs of proteins to particular stimuli in
protein–protein interaction networks.
• Edges representing ‘ethereal’ connections
Pairs of nodes may be connected by intangible connections, such as the
fact that ‘information’ is sent from one node and it is received at another,
irrespective of the ‘physical’ trajectory followed by this ‘information’ such
as in the Web or in a network of airports.
• Edges representing geographic closeness between nodes
Nodes can represent regions of a surface and may be connected by means
of their geographic proximity, such as when we connect countries in a map,
patches on a landscape connected by corridors, or cells connected to each
other in tissues.
• Edges representing mass/energy exchange
Pairs of nodes can be connected by relations that indicate the interchange of
mass and/or energy between them, such as in reaction networks, metabolic
networks, food webs, and trade networks.
• Edges representing social connections
If nodes are connected by means of any kind of social tie, e.g. friendship,
1 Cottrell, A.H. and Pettiford, D.G.,
collaboration, or familial ties.
Models of Structure. In: Structure in Sci- • Edges representing conceptual linking
ence and Art. Pullman, W., Bhadeshia,
H. Cambridge University Press, 2000, Pairs of nodes may be conceptually connected to each other as in diction-
pp. 37–47. aries and citation networks.
 Overview of networks 3

• Edges representing functional linking

Pairs of nodes can be connected by means of a functional relation, such as if
one gene activates another; or if a brain region is functionally connected to
another; or even when the work of a part of a machine activates the function
of another.

You may have noticed that these concepts are not completely disjoint and it is
certainly the case that we may want to interpret one network from many differ-
ent points of view. Some examples of these classes of networks are illustrated in
Figures 1.1–1.4.

Figure 1.1 An airline transportation network in Europe

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