People are talking about R_0. It’s the number that you wish were below 1. Namely: it is the number of people, on average, that a carrier of SARS-CoV-2 infects during the course of their illness. All the interventions we’re undertaking are designed to shrink that number. Because if it’s bigger than 1, the epidemic grows exponentially until it infects a substantial chunk of the population, and if it’s smaller, the epidemic dies out.
But not everybody has the same R_0! According to some of the epdemiologists writing about COVID, this matters. It matters, for instance, to the question of how far into the population the infection gets before it starts to burn itself out for lack of new susceptible hosts (“herd immunity”) and to the question of how much of the population eventually falls ill.
Here’s an easy way to see that heterogeneity can make a difference. Suppose your population consists of two towns of the same size with no intermunicipal intercourse whatsoever. The first town has an R_0 of 1.5 and the second an R_0 of 0.3. Then the mean R_0 of the whole population is 0.9. But this epidemic doesn’t die out; it spreads to cover much of the population of Contagiousville.
I learned an interesting way to think about this heuristically from Tim Gowers on Twitter:
You can read Tim’s interesting thread yourself, but here’s the main idea. Say your population has size N. You make a graph out of the pandemic by placing an edge between vertices i and j if one of the corresponding people infects the other. (Probably better to set this up in a directed way, but I didn’t.) Or maybe slightly better to say: you place an edge if person i and person j interact in a manner such that, were either to enter the interaction infected, both would leave that way. If one person in this graph gets infected, the reach of the infection is the connected component of the corresponding vertex. So how big is that component?
The simplest way to set this up is to connect each pair of vertices with probability c/n, all such choices made independently. This is an Erdos-Renyi random graph. And the component structure of this graph has a beautiful well-known theory; if c > 1, there is a giant component which makes up a positive proportion of the vertices, and all other components are very small. The size of this component is nx, where x is the unique positive number such that
If c < 1, on the other hand, there is no big component, so the pandemic is unlikely to reach much of the population. (Correspondingly, the equation above has no nonzero solution.)
It is fair to be skeptical of this model, which is completely static and doesn’t do anything fancy, but let me just say this — the most basic dynamic model of epidemic spread, the SIR model, has an endstate where the proportion of the population that’s been infected is the unique positive x such that
Which looks pretty familiar!
Now what happens if you want to take into account that the population isn’t actually an undifferentiated mass? Let’s say, for instance, that your county has a red town and a blue town, each with population n/2. Two people in the red town have a probability of 2/n of being connected, while two people in the blue town have a probability of just 1/n of being connected, and a red-blue pair is connected with probability 1/n. (This kind of random graph is called a stochastic block model, if you want to go look at papers about it.) So the typical red-town person is going to infect 1 fellow red-towner and 0.5 blue-towners, for an R_0 of 1.5, while the blue-towner is going to have an R_0 of 1.
Here’s the heuristic for figuring out the size of the big component. Suppose x is the proportion of the red town in the big component of the graph, and y is the proportion of the blue town in the big component. Take a random red person; what’s the change they’re in the big component? Well, the chance they’re not connected to any of the xn/2 red-towners in the big component is
(oh yeah did I mention that n was infinity?) and the chance that they’re not connected to any of the blue-towners in the big component is
so all in all you get
and by the same token you would get
and now you have two equations that you can solve for x and y! In fact, you find x = 47% and y = 33%. So just as you might expect, the disease gets farther in the spreadier town.
And you might notice that what we’re doing is just matrix algebra! If you think of (x,y) as a vector v, we are solving
where “exponentiation” of a vector is interpreted coordinatewise. You can think of this as finding a fixed point of a nonlinear operator on vectors.
When does the outbreak spread to cover a positive proportion of the population? There’s a beautiful theorem of Bollobas, Janssen, and Riordan that tells you: you get a big component exactly when the largest eigenvalue λ of A, the so-called Perron-Frobenius eigenvalue, is larger than 1. In the case of the matrix studied above, the two eigenvalues are about 1.31 and 0.19. You might also note that in the early stages of the epidemic, when almost everyone in the network is susceptible, the spread in each town will be governed by repeated multiplication of a small vector by A, and the exponential rate of growth is thus also going to be given by λ.
It would be cool if the big eigenvalue also told you what proportion of the vertices are in the giant component, but that’s too much to ask for. For instance, we could just replace A with a diagonal matrix with 1.31 and 0.19 on the diagonal; then the first town gets 43% infected and the second town completely disconnected from the first, gets 0.
What is the relationship between the Perron-Frobenius eigenvalue and the usual “mean R_0” definition? The eigenvalue can be thought of as
while the average R_0 is exactly
where 1 is the all-ones vector. So we see immediately that λ is bounded below by the average R_0, but it really can be bigger; indeed, this is just what we see in the two-separated-towns example we started with, where R_0 is smaller than 1 but λ is larger.
I don’t see how to work out any concise description of the size of the giant component in terms of the symmetric matrix, even in the simplest cases. As we’ve seen, it’s not just a function of λ. The very simplest case might be that where A has rank 1; in other words, you have some division of the population into equal sized boxes, and each box has its own R_0, and then the graph is constructed in a way that is “Erdos-Renyi but with a constraint on degrees” — I think there are various ways to do this but the upshot is that the matrix A is rank 1 and its (i,j) entry is R_0(i) R_0(j) / C where C is the sum of the R_0 in each box. The eigenvalues of A are all zero except for the big one λ, which is equal to the trace, which is
or, if you like, mean(R_0) + variance(R_0)/mean(R_0); so if the average R_0 is held fixed, this gets bigger the more R_0 varies among the population.
And if you look back at that Wikipedia page about the giant component, you’ll see that this is the exact threshold they give for random graphs with specified degree distribution, citing a 2000 paper of Molloy and Reid. Or if you look at Lauren Meyers’s 2005 paper on epidemic spread in networks, you will find the same threshold for epidemic outbreak in section 2. (The math here is descended from work of Molloy-Reed and this much-cited paper of Newman, Strogatz, and Watts.) Are typical models of “random graphs with specified degree distribution” are built to have rank 1 in this sense? I think so — see e.g. this sentence in Newman-Strogatz-Watts: “Another quantity that will be important to us is the distribution of the degree of the vertices that we arrive at by following a randomly chosen edge. Such an edge arrives at a vertex with probability proportional to the degree of that vertex.”
At any rate, even in this rank 1 case, even for 2×2 matrices, it’s not clear to me how to express the size of the giant component except by saying it’s a nonzero solution of . Does the vector v have anything do do with the Perron-Frobenius eigenvector? Challenge for the readers: work this out!
I did try a bunch of randomly chosen 6×6 matrices and plot the overall size of the giant component against λ, and this is what I got:
The blue line shows the proportion of the vertices that get infected if the graph were homogeneous with parameter λ. Which makes me think that thinking of λ as a good proxy for R_0 is not a terrible idea; it seems like a summary statistic of A which is pretty informative about the giant component. (This graph suggests maybe that among graphs with a given λ, the homogeneous one actually has the biggest giant component? Worth checking.)
I should hasten to say that there’s a lot of interest in the superspreader phenomenon, where a very small (probability -> 0) set of vertices has very large (superlinear in n) number of contacts. Meyers works out a bunch of cases like this and I think they are not well modeled by what I’m talking about here. (Update: I wrote another post about this! Indeed, I think the tight connection shown in the chart between λ and size of giant component is not going to persist when there’s extreme heterogeneity of degree.)
A more technical note: the result of Bollobas et al is much more general; there’s no reason the vertices have to be drawn from finitely many towns of equal size; you can instead have the types of vertices drawn from whatever probability space M you like, and then have the probability of an edge between an vertex x and a vertex y be W(x,y) for some symmetric function on M^2; nowadays this is called the “graphon” point of view. Now the matrix is replaced by an operator on functions:
the probability g(x) that a vertex of type x is in the giant component is a solution of the integral equation
and a giant component exists just when the operator norm is greater than 1. This is the kind of analysis you’d want to use if you wanted to really start taking geography into account. For instance, take the vertices to be random points in a disc and let W(x,y) be a decreasing function of |x-y|, modeling a network where infection likelihood is a decreasing function of distance. What is the norm of the operator A_W in this case? I’ll bet my harmonic analyst friends know, if any of them are reading this. But I do not.
Update: Now I know, because my harmonic analyst friend Brian Street told me it’s just the integral over W(x,y) over y, which is the same for all y (well, at least it is if we’re on the whole of R^d.) Call that number V. He gave a very nice Fourier-theoretic argument but now that I know the answer I’m gonna explain it in terms of the only part of math I actually understand, 2×2 matrices. Here’s how it goes. In this model, each vertex has the same expected number of neighbors, namely that integral V above. But to say every vertex has the same expected number of neighbors is to say that 1 is an eigenvector for A. If 1 were any eigenvector other than Perron-Frobenius, it would be orthogonal to Perron-Frobenius, which it can’t be because both have positive entries, so it is Perron-Frobenius, so λ = V.
In fact I had noticed this fact in one of the papers I looked at while writing this (that if the matrix had all row-sums the same, the long-term behavior didn’t depend on the matrix) but didn’t understand why until just this minute. So this is kind of cool — if the kind of heterogeneity the network exhibits doesn’t cause different kinds of vertices to have different mean degree, you can just pretend the network is homogeneous with whatever mean R_0 it has. This is a generalization of the fact that two towns with no contact which have the same R_0 can be treated as one town with the same R_0 and you don’t get anything wrong.