We study the betweenness centrality of fractal and non-fractal scale-free network models as well as real networks. We show that the correlation between degree and betweenness centrality C of nodes is much weaker in fractal network models compared to non-fractal models. We also show that nodes of...

We consider the cluster mass distribution between two lines of arbitrary orientations and lengths in porous media in three dimensions, and model the porous media by bond percolation at the percolation threshold pc. We observe that for many geometrical configurations the mass probability...

We study the statistical properties of a recently proposed social networks measure of fragmentation F after removal of a fraction q of nodes or links from the network. The measure F is defined as the ratio of the number of pairs of nodes that are not connected in the fragmented network to the...

We study network configurations that provide optimal robustness to random breakdowns for networks with a given number of nodes N and a given cost—which we take as the average number of connections per node 〈k〉. We find that the network design that maximizes fc, the fraction of nodes that...

In this paper, we apply scaling laws from percolation theory to the problem of estimating the time for a fluid injected into an oilfield to breakthrough into a production well. The main contribution is to show that when these previously published results are used on realistic data they are in...

In this paper, we apply scaling laws from percolation theory to the problem of estimating the time for a fluid injected into an oil field to breakthrough into a production well. The main contribution is to show that when these previously published results are used on realistic data they are in...

We perform Monte Carlo simulations to determine the average excluded area 〈Aex〉 of randomly oriented squares, randomly oriented widthless sticks and aligned squares in two dimensions. We find significant differences between our results for randomly oriented squares and previous analytical...

We analyze the daily returns of stock market indices and currencies of 56 countries over the period of 2002-2012. We build a network model consisting of two layers, one being the stock market indices and the other the foreign exchange markets. Synchronous and lagged correlations are used as...