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# Quantum-critical behavior of itinerant ferromagnets

## Abstract

We study the stability of the Quantum Critical Point (QCP) for itinerant ferromagnets commonly described by the Hertz-Millis-Moriya (HMM) theory. We argue that in $`D3`$, long-range spatial correlations associated with the Landau damping of the order parameter field generate a universal negative, non-analytic $`|q|^{(D+1)/2}`$ contribution to the static magnetic susceptibility $`\chi _s(q,0)`$, which makes HMM theory unstable. We argue that the actual transition is either towards incommensurate ordering, or first order. We also show that singular corrections are specific to the spin problem, while charge susceptibility remains analytic at criticality.

The critical behavior of itinerant paramagnets at the onset of ferromagnetic ordering is the subject of intensive experimental exp  and theoretical theory ; dirk  studies. Of particular interest is the existence of a ferromagnetic second order transition at low temperatures, and the emergence of superconductivity near the phase boundary. The critical theory of itinerant ferromagnets was developed by Hertz, Millis, and Moriya hertz  (HMM) and is based on the action of the form:

$$S=d^dq𝑑\omega _m\left[\xi ^2+q^2+\frac{|\omega _m|}{|q|}\right]\varphi _{q,\omega }^2+b_4\varphi ^4+b_6\varphi ^6+\mathrm{}$$
(1)
where $`\varphi `$ is a bosonic field associated with the order paramater, and $`\xi `$ is the correlation length, which diverges at the phase transition. The two assumptions behind Eq. (1) are that the $`b_{2n,n2}`$ terms are non-singular and can be approximated by constants, and that the static spin susceptibility has a regular $`q^2`$ momentum dependence. The HMM theory has been successfully applied to explain quantum-critical behavior in a number of materials exp , however its key assumptions have been questioned in recent studies abanov\_1 ; bkv . The analyticity of the $`b_{2n}`$ terms was analyzed in detail for an anti-ferromagnetic transition where it was demonstrated that, for $`D3`$, all $`b_{2n}`$ pre-factors do have non-analytic pieces which depend on the ratio between momenta and frequencies of the $`\varphi `$ fields abanov\_1 . For a 2D anti-ferromagnetic quantum critical theory (2D fermions and 2D spin fluctuations) these non-analytic terms give rise to singular vertex corrections abanov\_1 . For a 2D ferromagnetic case, non-analytic terms in $`b_{2n}`$ are still present, however we found that they do not give rise to anomalous exponent in the spin susceptibility for $`D>1`$ and therefore are not dangerous.

In this communication, we question another key assumption of the HMM theory, namely that the momentum dependence of the static spin propagator is analytic at small $`q`$. This assumption is based on the belief that in itinerant ferromagnets the $`q`$ dependence of the $`\varphi ^2`$ term comes solely from fermions with high energies, of order of $`E_F`$, in which case the expansion in powers of $`(q/p_F)^2`$ should generally hold for $`qp_F`$. This reasoning was disputed in Refs. bkv  and maslov . These authors considered a static spin susceptibility $`\chi _s(q)`$ in a weakly interacting Fermi-liquid, i.e., well away from a quantum ferromagnetic transition, and argued that for $`D3`$ and arbitrary small interaction, the small $`q`$ expansion of $`\chi _s(q)`$ begins with a non-analytic $`|q|^{D1}`$ term. This non-analyticity originates from a $`2p_F`$ singularity in the particle-hole polarization bubble bkv ; maslov ; millis  and comes from low-energy fermions with energies of the order of $`v_FqE_F`$. In ref. bkv , it was further argued that within RPA, the non-analyticity in $`\chi _s(q)`$ gives rise to the emergence of a non-analytic $`|q|^{D1}\varphi _{q,\omega }^2`$ term in Eq. (1). Furthermore, the prefactor of this term turns out to be negative, which signals the breakdown of the continuous transition to ferromagnetism.

The weak point of this reasoning is that within RPA one assumes that fermionic excitations remain coherent at the QCP. Meanwhile, it is known ioffe  that approaching the QCP, the fermionic effective mass $`m^{}`$ diverges as $`\mathrm{log}\xi `$ in $`D=3`$ and as $`\xi ^{3D}`$ in smaller dimensions. Moreover, $`m/m^{}`$ appears as a prefactor of the $`|q|^{D1}`$ term, hence the prefactor vanishes at the QCP. Does this imply that Eq. (1) is valid at the transition? Not necessarily, since one has to verify explicitly whether or not the divergence of $`m^{}`$ completely eliminates a non-analyticity in $`\chi _s(q)`$, or just makes the non-analytic term weaker than away from QCP. If the latter is true, the non-analytic term can still be much larger than $`q^2`$ at small $`q`$ at criticality.

In this communication, we report explicit calculations which show that the non-analytic term is still present at the QCP and accounts for the breakdown of the HMM theory. We first consider the problem in the Eliashberg approximation and argue that this approximation leads to a non-Fermi liquid behavior at the QCP, but the magnetic susceptibility $`\chi _s(q)`$ remains analytic in $`q`$. We then demonstrate that the corrections to the Eliashberg theory are singular and give rise a universal contribution to $`\chi _s^1(q)`$ in the form $`q^\beta `$, with $`\beta 2`$ for $`D3`$ and a negative pre-factor.

The starting point for our theory is a low-energy effective spin-fermion Hamiltonian obtained by integrating the fermions with energies between fermionic bandwidth $`W`$ and $`W\mathrm{\Lambda }W`$ out of the partition function ioffe ; dirk :

$`𝐇`$ $`=`$ $`{\displaystyle \underset{k,\alpha }{}}v_F(kk_F)c_{k,\alpha }^{}c_{k,\alpha }+{\displaystyle \underset{q}{}}\chi _{s,0}^1(q)𝐒_q𝐒_q`$ (2)
$`+g{\displaystyle \underset{k,q}{}}c_{k+q,\alpha }^{}\sigma _{\alpha ,\beta }c_{k,\beta }𝐒_q`$
where $`𝐒_q`$ describe collective bosonic degrees of freedom in the spin channel, $`g`$ is the residual spin-fermion coupling, and $`\mathrm{\Lambda }`$ (the upper cutoff) is roughly the scale up to which fermionic dispersion can be linearized near the Fermi surface. The bare spin susceptibility $`\chi _{s,0}(q)`$ is assumed to be analytic at $`qp_F`$ and have an Ornstein-Zernike form $`\chi _{s,0}=\chi _0/(\xi ^2+q^2)`$. The coupling and $`\chi _0`$ appear in the theory only in combination $`\overline{g}=g^2\chi _0`$.

The perturbation theory for Eq. (2) is an expansion into two parametersdirk :

$$\begin{array}{ccc}\alpha =\frac{3^{3/4}}{4\pi }\frac{\overline{g}}{E_F}\hfill & \text{and}\hfill & \lambda \frac{m^{}}{m}1=\frac{3}{4\pi }\frac{\overline{g}}{v_F\xi ^1}\alpha (\xi p_F)\hfill \end{array}$$
(3)
where $`E_F`$ is the electron’s Fermi energy and the pre-factor in $`\alpha `$ is chosen for future convenience. We assume that $`\overline{g}`$ is small compared to $`E_F`$, i.e., $`\alpha `$ is a small parameter dirk ; gorkov . That $`gE_F`$ is in line with the very idea of a separation between high-energy and low-energy physics. At the same time, near a ferromagnetic QCP, $`\xi `$ diverges, and the dimensionless coupling $`\lambda \xi `$ is large. Fortunately, one can solve explicitly the strong coupling problem in $`\lambda `$ while keeping the zeroth order in $`\alpha `$ ioffe ; dirk . This amounts to neglecting the vertex correction $`\delta g/g`$ and the momentum dependent piece in the self-energy $`\mathrm{\Sigma }(p)`$, which are of next order in $`\alpha `$. The analogous theory for electron-phonon interaction is known as Eliashberg theory eliash .

Eliashberg theory The Eliashberg theory for a ferromagnetic quantum critical point has been described in detail in the literature ioffe ; dirk . The results are presented here for $`D=2`$, but their validity holds for general $`Dleq3`$. The elements of the theory are coupled fermionic and bosonic self-energies $`\mathrm{\Sigma }(\omega _m)`$ and $`\mathrm{\Pi }(q,\omega _m)=\mathrm{\Phi }(\omega _m)/|q|`$, respectively dirk  ($`G^1(p,\omega _m)=i(\omega _m+\mathrm{\Sigma }(\omega _m))v_F(pp_F);\chi _s(q,\omega _m)=\chi _0/(q^2+\xi ^2+\mathrm{\Pi }(q,\omega _m))`$). The self-consistent solution yields $`\mathrm{\Phi }(\omega _m)=\gamma |\omega _m|`$, where $`\gamma =\overline{g}p_F/(\pi v_F^2)`$, and

$$\mathrm{\Sigma }(\omega _m)=\lambda \omega _mf\left(\frac{(p_F\xi )^3\omega _m\overline{g}}{E_F^2}\right),$$
(4)
where $`f(0)=1,f(x1)=(32\pi /3\sqrt{3}x)^{1/3}`$, and $`E_F=p_Fv_F/2`$. At the QCP, $`\xi =\mathrm{}`$ and $`\mathrm{\Sigma }(\omega _m)=\omega _m^{2/3}\omega _0^{1/3}`$ where $`\omega _0=\alpha ^2E_F`$ is the typical bosonic frequency of our problem. Note that $`\omega _0E_F`$. The $`\omega ^{2/3}`$ dependence of $`\mathrm{\Sigma }`$ implies that at the QCP, the Fermi liquid description is broken down to the lowest energies. At the same time, Eliashberg theory reproduces the form of the spin propagator from Eq. (1), $`\chi _s(q,\omega _m)(\xi ^2+q^2+\gamma |\omega _m|/q)^1`$. Alternatively speaking, in the Eliashberg approximation, the Fermi liquid is destroyed at QCP, but the magnetic transition remains continuous, and $`\chi _s(q)`$ is analytic.

Beyond Eliashberg theory The validity of the Eliashberg theory is generally based on Migdal theorem that states that vertex correction $`\delta g/g`$ and $`\mathrm{\Sigma }(p)`$ are small when the bosonic velocity $`v_B`$ is much smaler than $`v_F`$. In our case, a’posterioiri analysis of typical bosonic and fermionic momenta which contribute to $`\mathrm{\Phi }(\omega )`$ and $`\mathrm{\Sigma }(\omega )`$ within the Eliashberg theory shows that for the same $`\omega \omega _0`$, typical $`q_B(\gamma \omega _0)^{1/3}\alpha p_F`$, while typical fermionic momenta $`|kk_F|\omega _0/v_F\alpha ^2p_F`$ are much smaller. This implies that for $`\alpha 1`$, the effective bosonic velocity $`v_B\alpha v_F`$ is much smaller than $`v_F`$, i.e., Migdal theorem is valid. To verify this, we computed the corrections to $`\mathrm{\Sigma }(p)/p`$ and to the static vertex in the limit of zero bosonic momentum and for external fermions at the Fermi surface and at zero frequency, and indeed found $`\alpha ^{1/2}`$ smallness.

Still, this does not immediately imply that $`\chi _s(q)`$ remains analytic beyond Eliashberg theory. To verify this, we have to go beyond the limit of zero momentum, evaluate the correction to the static susceptibility at a finite $`q`$ and check whether it remains analytic in $`q`$. Let’s do this. Consider e.g., the diagram in Fig. 1a) with the insertion of $`\mathrm{\Sigma }(p)`$ into the particle-hole bubble. Expanding this diagram to order $`q^2`$ we find that it scales as $`q^2I`$, where

$$I\alpha ^2\frac{E_F^3}{\gamma ^{1/3}}\frac{dl_xd\mathrm{\Omega }|\mathrm{\Omega }|^{2/3}}{(v_Fl_xi|\mathrm{\Omega }+\mathrm{\Sigma }(\mathrm{\Omega })|)^5}S\left(\frac{l_x^2}{(|\mathrm{\Omega }|\gamma )^{2/3}}\right)$$
(5)
where $`l^2=l_x^2+l_y^2`$, $`S(x)𝑑l_y/(l^2+|\mathrm{\Omega }|\gamma /|l|)`$ normalized to $`S(0)=O(1)`$ and $`S(x1)x^{1/2}`$. The integrand for $`I`$ has a highly degenerate pole in the upper half-plane of $`l_x`$, at $`v_Fl_x|\mathrm{\Omega }+\mathrm{\Sigma }(\mathrm{\Omega })|`$. This degenerate pole can be avoided by closing the integration contour in the lower half-plane of $`l_x`$, in which case the non-vanishing part in $`I`$ comes from the non-analyticity in $`S(x)`$ which, we recall, is the boson propagator integrated along the Fermi surface. This physically implies that fermions undergo forced vibrations at typical bosonic frequencies. The issue then is what are the typical bosonic $`x`$ for the non-analyticity in $`S(x)`$. By analogy with the electron-phonon problem, one could expect that corrections to the Eliashberg theory come from the processes in which typical bosonic frequencies are near bosonic mass shell. Then typical $`l_x`$ are of order $`(\mathrm{\Omega }\gamma )^{1/3}`$ as in the Eliashberg theory, i.e., typical $`x`$ in $`S(x)`$ are of order one. Substituting this typical $`x`$ into (5), we obtain $`I\alpha ^{1/2}`$, i.e. small and analytic correction to the static susceptibility $`\delta \chi _s(q)q^2\alpha ^{1\mathrm{`}/2}`$. However, a careful examination of the scaling function $`S(x)`$ reveals that it is non-analytic already at the smallest $`x`$, such that there is another contribution to $`I`$ from bosons vibrating at typical $`l_x`$ comparable to those near fermionic mass shell. Indeed, expanding $`S(x)`$ in powers of $`x`$ at $`x1`$ we obtain

$$S(x)=1\frac{3\sqrt{3}}{8\pi }\frac{l_x^2}{(\gamma |\mathrm{\Omega }|)^{2/3}}\mathrm{log}[l_x^2]$$
(6)
The $`\mathrm{log}l_x^2`$ term is the most important here - its presence implies that $`S(x)`$ possesses a branch cut along the imaginary axis of $`l_x`$ down to the smallest $`l_x`$. One can easily make sure that this logarithmic singularity is the consequence of the $`\mathrm{\Omega }/|l|`$ non-analyticity of the Landau damping piece in the bosonic propagator, i,.e., of the existence of the long-range spatial component of the dynamical susceptibility. Substituting the small $`x`$ form of $`S(x)`$ into (5), and evaluating integrals we find a much larger, divergent contribution to $`I`$ which behaves as $`|q|^{1/2}`$. This implies that the low-$`q`$ expansion of $`\delta \chi _s`$ is actually non-analytic in $`q`$ and begins as $`q^{3/2}`$. Performing an explicit calculation without expanding in $`q`$, and combining the results from the two diagrams for $`\chi (q)`$ in Fig. 1 we obtain for the static spin susceptibility

$$\chi _s(q)=\frac{\chi _0}{q^20.17|q|^{3/2}p_F^{1/2}}$$
(7)
Observe that the $`q^{3/2}`$ term in (7) is not small in $`\alpha `$. This is not surprising, since the only excitations involved are those near the fermion mass shell, while $`\alpha `$ measures how soft are the mass shell bosons compared to the mass shell fermions. Note in passing that the self-energy insertion in the diagram of Fig. 1a) is not a double counting, since the correction to static susceptibility only comes from the momentum-dependent piece in the self-energy. The frequency-dependent $`\mathrm{\Sigma }(\omega )`$ is already incorporated at the “zero-order” level, and it does not affect $`\chi _s(q)`$.

The non-analyticity of the correction to the susceptibility and the disappearance of $`\alpha `$ could be also detected by analyzing vertex corrections away from the limit of $`q=0`$ and zero fermion frequency $`\omega `$. Indeed, evaluating $`\delta g(q,\omega )/g`$ at finite $`q`$ and $`\omega `$, we obtain

$$\delta g(q,\omega )g\alpha ^{1/2}\psi (\frac{m\overline{g}}{q^2},\frac{\omega }{E_F})$$
(8)
where $`\psi (x1,y1)\sqrt{x}1`$, and $`\psi (x1,y1)=1+Alogy/\sqrt{x}`$, $`A=O(1)`$. We see that, although $`\psi (x,y)1`$ (i.e. vertex correction is small in $`\alpha ^{1/2}`$), the small $`q`$ expansion of $`\delta g(q)/g`$ begins as $`\alpha ^{1/2}|q||\mathrm{log}\omega |/\sqrt{m\overline{g}}|q||\mathrm{log}\omega |/p_F`$, i.e., it is non-analytic in $`q`$ and in $`\omega `$, and the $`|q\mathrm{log}\omega |`$ term does not contain $`\alpha ^{1/2}`$. This singular term again comes from fermions near their own resonance and can be traced back to the non-analyticity of the Landau damping term. Substituting this $`\delta g(q,\omega )`$ into the susceptibility diagram and performing computations we find that $`\mathrm{log}\omega `$ dependence makes $`\delta \chi _s(q)`$ nonzero in the static limit (without it, the correction would be proportional to $`\mathrm{\Phi }(\omega )`$ and vanish at $`\omega =0`$), and the overall power of $`q`$ is $`|q|`$ from the vertex correction times the ratio of typical $`\omega `$ and $`v_Fl_x`$. As typical $`v_Fq_x\mathrm{\Sigma }(\omega )\omega ^{2/3}`$, this ratio yields $`\omega ^{1/3}(l_x)^{1/2}q^{1/2}`$, hence the overall power in $`\delta \chi _s(q)`$ is $`q^{3/2}`$, as above.

What happens with higher-order terms? We analyzed higher-order particle-hole insertions into the susceptibility bubble and found that they add only small, $`O(\alpha ^{1/2})`$, corrections to the $`q^{3/2}`$ term in (7) since at least one internal momentum is near the boson mass shell. Higher-order particle-particle (cooperon) insertions give rise to $`O(1)`$ corrections to the $`q^{3/2}`$ term and in principle should be included. However, the non-smallness of particle-particle insertions is not specific to our problem and is in fact customary in Eliashberg-type theories theory ; eliash ; abanov\_1 ; csp ; dirk ; gorkov . Particle-particle vertex corrections are known to give rise to a pairing instability close to the ferromagnetic QCP at $`T_c=O(\omega _0)`$, which implies that there exists a dome around the QCP where the normal state analysis is invalid. However, a ferromagnetic $`T_c`$ has an order of magnitude of roughly $`T_c0.015\omega _0`$ dirk . Hence the typical bosonic momenta for the pairing are of order $`0.01\alpha p_F`$, much smaller than typical $`q`$ in Eq. (7). Due to this separation of energy scales, we do not expect particle-particle insertions to be relevant.

Eq. (7) is the central result of the paper. It shows that the static susceptibility becomes negative around a ferromagnetic QCP at $`q<q_1=0.029p_F`$. Although the pre-factor is small, $`q_1`$ is parametrically larger than the typical fermion and boson momenta that contribute to the fermion self-energy in the quantum-critical regime ($`|kk_F|\alpha ^2p_F`$ and $`q_B\alpha p_F`$, respectively). This implies that the whole quantum-critical region is in fact unstable. Alternatively speaking, $`Z=3`$ quantum-critical behavior at a ferromagnetic transition is internally destroyed by infrared singularities associated with the non-analytic momentum dependence of the Landau damping.

A negative static susceptibility up to a finite $`q`$ implies either that the instability occurs when $`\xi ^1`$ is still finite, into an incommensurate state with a finite $`|q|q_1`$ braz , or the ordering is commensurate, but the magnetic transition is of the first order. Which of the two scenarios holds remains to be studied. We also verified that away from the QCP, when $`\xi `$ is finite, the $`q^{3/2}`$ term transforms into $`|q|\xi ^1`$ at the smallest $`q`$. The interpolation formula between the $`q^{3/2}`$ and $`|q|`$ forms is rather involved and we will not present it here.

For completeness, we also computed the temperature variation of the uniform $`\chi _s(q=0)`$ at the QCP and in 2D obtained, with logarithmic accuracy,

$$\chi _s(T)=\frac{2m\overline{g}}{3\pi }\left(\frac{T}{E_F}\right)\mathrm{log}\left[\frac{E_F}{T}\right]$$
(9)
That $`\chi _s(T,q=0)`$ is negative is another indication that the system is unstable at the QCP.

For arbitrary $`D<3`$, our calculations yield the “correction” to $`\chi _s^1`$ in the form $`|q|^{(D+1)/2}`$, again with a negative prefactor. In 3D it scales as $`q^2\mathrm{log}|q|`$. Hence, HMM theory is destroyed for all $`D3`$. For $`D>3`$, the correction term is smaller than $`q^2`$, and HMM theory survives.

Charge susceptibility and gauge theory. We repeated the same calculations for the charge susceptibility and found in D=2, that the singular $`|q|^{3/2}`$ terms from the two diagrams in Fig. 1 cancel each other, and the $`q^2`$ behavior survives. The same holds for the propagator of the gauge field - singular $`|q|^{3/2}`$ terms from self-energy and vertex correction insertions into the particle-hole bubble again cancel each other. We verified the cancellation of non-analytic terms for the second-order diagrams as well. Furthermore, we verified in two orders of perturbation that the momentum dependence of $`\chi _c(q,0)`$ comes in powers of $`(q/p_F)^2`$, i.e., it is entirely due to the existence of a curvature of the dispersion. Physically, the distinction between spin and charge susceptibilities is in that the $`\mathrm{\Omega }/|q|`$ singularity in the dynamical particle-hole response function (which generates the $`q^{3/2}`$ non-analyticity), is sensitive to a magnetic field, but is insensitive to the change of the chemical potential. Hence, the singularity shows up in the total spin response, but does not appear in the total charge response kirk . Mathematically, this distinction is due to the presence, in the spin case, of the Pauli matrices in the vertices of the diagrams in Fig. 1, such that the self-energy and vertex correction diagrams do not cancel each other. Note that the cancellation or non-cancellation of the singularities is not directly related to the conservation laws for charge and spin susceptibilities, since conservation laws only require that $`\chi _c(q=0,\omega )`$ and $`\chi _s(q=0,\omega )`$ vanish, but impose no constraints on the forms of the susceptibilities in the other limit of finite $`q`$ and zero frequency. More specifically, Fermi-liquid relations between $`\chi _{s,c}(q0,\omega =0)`$ and $`\chi _{s,c}(q=0,\omega 0)`$ imply landau  that $`\chi _{s,c}(q0,\omega =0)Cst`$, but impose no formal constraints on the form of the actual $`q`$ dependence in $`\chi _{s,c}(q,\omega =0)`$ at finite $`q`$.

Conclusion To summarize, we studied the stability of the quantum critical point for itinerant ferromagnets, in the limit when the spin-fermion coupling is much smaller than the bandwidth, and one would naively expect Eliashberg theory to be valid. Within Eliashberg theory, the Fermi liquid is destroyed at criticality, but the magnetic transition is still continuous, and described by bosonic Hertz-Millis-Moriya action. We demonstrated, however, that in $`D3`$, long-range spatial correlations associated with the Landau damping of the bosonic order parameter field, break the Eliashberg theory and give rise to a universal, negative, non-analytic $`|q|^{(D+1)/2}`$ contribution to the static magnetic susceptibility $`\chi _s(q,0)`$. This term makes the continuous critical theory unstable. We argued that the actual transition is either towards incommensurate ordering, or first order into a commensurate state. We also demonstrated that singular corrections are specific to the spin problem, while charge susceptibility remains analytic at criticality.

It is our pleasure to thank A. Abanov, I. Aleiner, A. Andreev, B. Altshuler, D. Belitz, P. Coleman, S. Das Sarma, A. Georges, L. Glazman, A. Finkelstein, Y.B. Kim, T. Kirkpatrick, D. Maslov, A. Millis, M. Norman, O. Parcollet, I. Paul, R. Ramazashvili and Q. Si for stimulating discussions. The research has been supported by NSF DMR 9979749 (A. V.Ch.).


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# The architecture of complex weighted networks

## I Introduction

A large number of natural and man-made systems are structured in the form of networks. Typical examples include large communication systems (the Internet, the telephone network, the World-Wide-Web), transportation infrastructures (railroad and airline routes), biological systems (gene and/or protein interaction networks), and a variety of social interaction structures. barabasi99 ; barabasi02 ; mendesbook ; amaral . The macroscopic properties of these networks have been the subject of an intense scientific activity that has highlighted the emergence of a number of significant topological features. Specifically, many of these networks show the small-world property watts98 , which implies that the network has an average topological distance between the various nodes increasing very slowly with the number of nodes (logarithmically or even slower), despite showing a large degree of local interconnectedness typical of more ordered lattices. Additionally, several of these networks are characterized by a statistical abundance of “hubs” with a very large number of connections $`k`$ compared to the average degree value $`k`$. The empirical evidence collected from real data indicates that this distinctive feature finds its statistical characterization in the presence of scale-free degree distributions $`P(k)`$, i.e., showing a power-law behavior $`P(k)k^\gamma `$ for a significant range of values of $`k`$ barabasi02 ; mendesbook . These topological features turn out to be extremely relevant since they have a strong impact in assessing such networks’ physical properties as their robustness or vulnerability havlin00 ; newman00 ; barabasi00 ; pv01a .

While these findings alone might provide possibilities for threats analysis and policy decisions, yet networks are not only specified by their topology but also by the dynamics of information or traffic flow taking place on the structure. In particular, the heterogeneity in the intensity of connections may be very important in the understanding of social systems. Analogously, the amount of traffic characterizing the connections of communication systems or the quantity of traffic in large transport infrastructures is fundamental for a full description of these networks.

Motivated by these observations, we undertake in this paper the statistical analysis of complex networks whose edges have assigned a given weight (the flow or the intensity) and thus can be generally described in terms of weighted graphs weightbook ; yookwt . Working with two typical examples of this kind of networks, we introduce some new metrics that combine in a natural way both the topology of the connections and the weight assigned to them. These quantities provide a general characterization of the heterogenous statistical properties of weights and identify alternative definitions of centrality, local cohesiveness, and affinity. By appropriate measurements it is also possible to exploit the correlation between the weights and the topological structure of the graph, unveiling the complex architecture shown by real weighted networks.

## II Weighted networks data

In order to proceed to the general analysis of complex weighted networks we consider two specific examples for which it is possible to have a full characterization of the links among the elements of the systems, the world-wide airport transportation network and the scientist collaboration network.

World-wide Airport Network (WAN): We analyze the International Air Transportation Association (IATA) 111http://www.iata.org. database containing the world list of airports pairs connected by direct flights and the number of available seats on any given connection for the year 2002. The resulting air-transportation graph comprises $`N=3880`$ vertices denoting airports and $`E=18810`$ edges accounting for the presence of a direct flight connection. The average degree of the network is $`k=2E/N=9.70`$, while the maximal degree is $`318`$. The topology of the graph exhibits both small-world and scale-free properties as already observed in different dataset analyses china ; luisair . In particular, the average shortest path length, measured as the average number of edges separating any two nodes in the network, shows the value $`\mathrm{}=4.37`$, very small compared to the network size $`N`$. The degree distribution, on the other hand, takes the form $`P(k)=k^\gamma f(k/k_x)`$, where $`\gamma 2.0`$ and $`f(k/k_x)`$ is an exponential cut-off function, that finds its origin in physical constraints on the maximum number of connections that a single airport can handle amaral ; luisair . The airport connection graph is therefore a clear example of heterogeneous network showing scale-free properties on a definite range of degree values.

Scientific Collaboration Network (SCN): We consider the network of scientists who have authored manuscripts submitted to the e-print archive relative to condensed matter physics (http://xxx.lanl.gov/archive/cond-mat) between 1995 and 1998. Scientists are identified with nodes and an edge exists between two scientists if they have co-authored at least one paper. The resulting connected network has $`N=12722`$ nodes, with an average degree (i.e. average number of collaborators) $`k=6.28`$ and maximal degree $`97`$. The topological properties of this network and other similar networks of scientific collaborations have been studied in Ref. newman01 ; vicsek01 .

The properties of a graph can be expressed via its adjacency matrix $`a_{ij}`$, whose elements take the value $`1`$ if an edge connects the vertex $`i`$ to the vertex $`j`$ and $`0`$ otherwise. The data contained in the previous datasets permit to go beyond this topological representation by defining a weighted graph weightbook  that assigns a weight or value characterizing each connecting link. In the case of the WAN the weight $`w_{ij}`$ of an edge linking airports $`i`$ and $`j`$ represents the number of available seats in flights between these two airports. The inspection of the weights shows that the average numbers of seats in both directions are identical $`w_{ij}=w_{ji}`$ for an overwhelming majority of edges. In the following we will thus work with the symmetric undirected graph and avoid the complication deriving from flow imbalances. We show an example of the resulting weighted graph in Fig. 1. Noticeably, the above definition of weights is a straightforward and an objective measure of the traffic flow on top of the network.

For the SCN we follow the definition of weight introduced in Ref. newman01 : The intensity $`w_{ij}`$ of the interaction between two collaborators $`i`$ and $`j`$ is defined as

$$w_{ij}=\underset{p}{}\frac{\delta _i^p\delta _j^p}{n_p1},$$
(1)
where the index $`p`$ runs over all papers, $`n_p`$ is the number of authors of the paper $`p`$, and $`\delta _i^p`$ is $`1`$ if author $`i`$ has contributed to paper $`p`$, and $`0`$ otherwise. While any definition of the intensity of a connection in social networks is depending on the particular elements chosen to be relevant, the above definition seems to be rather objective and representative of the scientific interaction: It is large for collaborators having many papers in common but the contribution to the weight introduced by any given paper is inversely proportional to the number of authors.

## III Centrality and weights

In order to take into account the information provided by the weighted graph, we shall identify the appropriate quantities characterizing it structure and organization at the statistical level. The statistical analysis of weights $`w_{ij}`$ between pairs of vertices indicates the presence of right skewed distributions, already signaling a high level of heterogeneity in the system for both the WAN and the SCN as also reported in Refs. china ; newman01 . It has been observed, however, that the individual edge weights do not provide a general picture of the network’s complexity yookwt . A more significative measure of the network properties in terms of the actual weights is obtained by looking at the vertex strength $`s_i`$, defined as

$$s_i=\underset{j=1}{\overset{N}{}}a_{ij}w_{ij}.$$
(2)
This quantity measures the strength of vertices in terms of the total weight of their connections. In the case of the WAN the vertex strength simply accounts for the total traffic handled by each airport. For the SCN, on the other hand, the strength is a measure of scientific productivity since it is equal to the total number of publications of any given scientist. This quantity is a natural measure of the importance or centrality of a vertex $`i`$ in the network.

The identification of the most central nodes in the system is a major issue in networks characterization freeman77 . The most intuitive topological measure of centrality is given by the degree—more connected nodes are more central. However, more is not necessarily better. Indeed, by considering solely the degree of a node we overlook that nodes with small degree may be crucial for connecting different regions of the network by acting as bridges. In order to quantitatively account for the role of such nodes it has been introduced the concept of betweenness centrality freeman77 ; newman01 ; goh01 , that is defined as the number of shortest paths between pairs of vertices that pass through a given vertex notebet . Central nodes are therefore part of more shortest paths within the network than peripheral nodes. Moreover, the betweenness centrality is often used in transport networks to provide an estimate of the traffic handled by the vertices, assuming that the number of shortest paths is a zero-th order approximation to the frequency of use of a given node 222For the airport network, the analysis of the betweenness centrality and its correlation with the degree has been discussed in Ref. luisair .. The above definition of centrality relies only on topological elements. It is therefore intuitive to consider the alternative definition of centrality constructed by looking at the strength $`s_i`$ of the vertices as a more appropriate definition of the importance of a vertex in weighted networks. For instance, in the case of the WAN this quantity provides the actual traffic going through the vertex $`i`$, and it is natural to study how it compares and correlates with the topological measures of centrality.

The probability distribution $`P(s)`$ that a vertex has strength $`s`$ is heavy tailed in both networks and the functional behavior exhibits similarities with the degree distribution $`P(k)`$ (see Fig. 2). A precise functional description of the heavy-tailed distributions may be very important in understanding the network evolution and will be deferred to future analysis. This behavior is not unexpected since it is plausible that the strength $`s_i`$ increases with the vertex degree $`k_i`$, and thus the slow decaying tail of $`P(s)`$ stems directly from the very slow decay of the degree distribution.

In order to shed more light on the relation between the vertices’ strength and degree, we investigate the dependence of $`s_i`$ on $`k_i`$. We find that the average strength $`s(k)`$ of vertices with degree $`k`$ increases with the degree as

$$s(k)k^\beta .$$
(3)
In the absence of correlations between the weight of edges and the degree of vertices, Eq. (2) implies that $`s(k)=wk`$, where $`w=(2E)^1_{i,j}a_{ij}w_{ij}`$ is the average weight in the network. The strength of a vertex is then simply proportional to its degree, yielding an exponent $`\beta =1`$, and the two quantities provide therefore the same information on the system. In Fig. 3 we report the behavior obtained for both the real weighted networks and their randomized versions, generated by a random re-distribution of the actual weights on the existing topology of the network. For the SCN the curves are very similar and well fitted by the uncorrelated approximation $`s(k)=wk`$. Strikingly, this is not the case of the WAN. Fig. 3B clearly shows a very different behavior for the real data set and its randomized version. In particular, the power-law fit for the real data gives an “anomalous” exponent $`\beta _{\mathrm{WAN}}=1.5\pm 0.1`$. This implies that the strength of vertices grows faster than their degree, i.e. the weight of edges belonging to highly connected vertices tends to have a value higher than the one corresponding to a random assignment of weights. This denotes a strong correlation between the weight and the topological properties in the WAN, where the larger is an airport, the more traffic it can handle.

The fingerprint of these correlations is also observed in the dependence of the weight $`w_{ij}`$ on the degrees of the end point nodes $`k_i`$ and $`k_j`$. As we can see in Fig. 4, for the WAN the behavior of the average weight as a function of the end points degrees can be well approximated by a power-law dependence

$$w_{ij}(k_ik_j)^\theta $$
(4)
with an exponent $`\theta =0.5\pm 0.1`$. This exponent can be related to the $`\beta `$ exponent by noticing that $`s(k)k(kk_j)^\theta `$, resulting in $`\beta =1+\theta `$, if the topological correlations between the degree of connected vertices can be neglected. This is indeed the case of the WAN where the above scaling relation is well satisfied by the numerical values provided by the independent measurements of the exponents. In the SCN, instead, $`w_{ij}`$ is almost constant for over two decades confirming a general lack of correlations between the weights and the vertices degree.

Analogously, a study of the average value $`s(b)`$ of the strength for vertices with betweenness $`b`$ shows that the functional behavior can be approximated by a scaling form $`s(b)b^\delta `$ with $`\delta _{\mathrm{SCN}}0.5`$ and $`\delta _{\mathrm{WAN}}0.8`$ for the SCN and the WAN, respectively. As before, the comparison between the behavior of the real data and the randomized case shows more pronounced differences in the case of the WAN. In both networks, the strength grows with the betweenness faster than in the randomized case, specially in the WAN. This is another clear signature of the correlations between weighted properties and the network topology.

## IV Structural organization of weighted networks

Along with the general vertices hierarchy imposed by the strength distribution—the larger the more central—complex networks show an architecture imposed by the structural and administrative organization of these systems. For instance, topical areas and national research structures give rise to well defined groups or communities in the SCN. In the WAN, on the other hand, different hierarchies correspond to domestic or regional airport groups and intra-continental transport systems; political or economical factors can as well impose additional constraints to the network structure luisair . In order to uncover these structures, some topological quantities are customarily studied. The clustering coefficient measures the local group cohesiveness and is defined for any vertex $`i`$ as the fraction of connected neighbors of $`i`$ watts98 . The average clustering coefficient $`C=N^1_ic_i`$ thus expresses the statistical level of cohesiveness measuring the global density of interconnected vertices’ triples in the network. Further information can be gathered by inspecting the average clustering coefficient $`C(k)`$ restricted to classes of vertices with degree $`k`$. Often, $`C(k)`$ exhibits a highly non-trivial behavior with a power-law decay as a function of $`k`$, signaling a hierarchy in which low degree vertices belong generally to well interconnected communities (high clustering coefficient), while hubs connect many vertices that are not directly connected (small clustering coefficient) alexei02 ; ravasz02 . Another quantity used to probe the networks’ architecture is the behavior of the average degree of nearest neighbors, $`k_{nn}(k)`$, for vertices of degree $`k`$ alexei . This last quantity is related to the correlations between the degree of connected vertices maslov02  since it can be expressed as $`k_{nn}(k)=_k^{}k^{}P(k^{}|k)`$, where $`P(k^{}|k)`$ is the conditional probability that a given vertex with degree $`k`$ is connected to a vertex of degree $`k^{}`$. In the absence of degree correlations, $`P(k^{}|k)`$ does not depend on $`k`$ and neither does the average nearest neighbors’ degree; i.e. $`k_{nn}(k)=\mathrm{const}.`$ alexei . In the presence of correlations, the behavior of $`k_{nn}(k)`$ identifies two general classes of networks. If $`k_{nn}(k)`$ is an increasing function of $`k`$, vertices with high degree have a larger probability to be connected with large degree vertices. This property is referred in physics and social sciences as assortative mixing assortative . On the contrary, a decreasing behavior of $`k_{nn}(k)`$ defines disassortative mixing, in the sense that high degree vertices have a majority of neighbors with low degree, while the opposite holds for low degree vertices.

The above quantities provide clear signatures of a structural organization of networks in which different degree classes show different properties in the local connectivity structure. However, they are defined solely on topological grounds and the inclusion of weights and their correlations might change consistently our view of the hierarchical and structural organization of the network (see Fig. 5). This can be easily understood with the simple example of a network in which the weights of all edges forming triples of interconnected vertices are extremely small. Even for a large clustering coefficient, it is clear that these triples have a minor role in the network dynamics and organization, and that the clustering properties are definitely overestimated by a simple topological analysis. Similarly, high degree vertices could be connected to a majority of low degree vertices while concentrating the largest fraction of their strength only on the vertices with high degree. In this case the topological information would point out to disassortative properties while the network could be considered assortative in an effective way, since the more relevant edges in term of weights are linking high degree vertices.

In order to solve the previous incongruities we introduce new metrics that combine the topological information with the weight distribution of the network. First, we consider the weighted clustering coefficient defined as

$$c_i^w=\frac{1}{s_i(k_i1)}\underset{j,h}{}\frac{(w_{ij}+w_{ih})}{2}a_{ij}a_{ih}a_{jh}.$$
(5)
This is a measure of the local cohesiveness that takes into account the importance of the clustered structure on the basis of the amount of traffic or interaction intensity actually found on the local triples. Indeed, $`c_i^w`$ is counting for each triple formed in the neighborhood of the vertex $`i`$ the weight of the two participating edges of the vertex $`i`$. In this way we are not just considering the number of closed triangles in the neighborhood of a vertex but also their total relative weight with respect to the vertex’ strength. The normalization factor $`s_i(k_i1)`$ account for the weight of each edge times the maximum possible number of triangles it may participate, and it ensures that $`0c_i^w1`$. Consistently, the $`c_i^w`$ definition recovers the topological clustering coefficient in the case that $`w_{ij}=const`$. Next we define $`C^w`$ and $`C^w(k)`$ as the weighted clustering coefficient averaged over all vertices of the network and over all vertices with degree $`k`$, respectively. This quantities provide global information on the correlation between weights and topology, specially by comparing them with their topological analogs. In the case of a large randomized network (lack of correlations) it is easy to see that $`C^w=C`$ and $`C^w(k)=C(k)`$. In real weighted networks, however, we can face two opposite cases. If $`C^w>C`$, we are in presence of a network in which the interconnected triples are more likely formed by the edges with larger weights. On the contrary, $`C^w<C`$ signals a network in which the topological clustering is generated by edges with low weight. In this case it is obvious that the clustering has a minor effect in the organization of the network since the largest part of the interactions (traffic, frequency of the relations, etc.) is occurring on edges not belonging to interconnected triples. The same may happen for $`C^w(k)`$, for which it is also possible to analyze the variations with respect to the degree class $`k`$.

Along with the weighted clustering coefficient, we introduce the weighted average nearest neighbors degree, defined as

$$k_{nn,i}^w=\frac{1}{s_i}\underset{j=1}{\overset{N}{}}a_{ij}w_{ij}k_j.$$
(6)
In this case, we perform a local weighted average of the nearest neighbor degree according to the normalized weight of the connecting edges, $`w_{ij}/s_i`$. This definition implies that $`k_{nn,i}^w>k_{nn,i}`$ if the edges with the larger weights are pointing to the neighbors with larger degree and $`k_{nn,i}^w<k_{nn,i}`$ in the opposite case. The $`k_{nn,i}^w`$ thus measures the effective affinity to connect with high or low degree neighbors according to the magnitude of the actual interactions. As well, the behavior of the function $`k_{nn}^w(k)`$ marks the weighted assortative or disassortative properties considering the actual interactions among the system’s elements.

As a general test, we inspect the results obtained for both the SCN and the WAN by comparing the regular topological quantities with those obtained with the weighted definition introduced here. The topological measurements tell us that the SCN has a continuously decaying spectrum $`C(k)`$ (see Fig. 6a). This implies that hubs present a much lower clustered neighborhood than low degree vertices. This effect can be interpreted as the evidence that authors with few collaborators usually work within a well defined research group in which all the scientists collaborate together (high clustering). Authors with a large degree, however, collaborate with different groups and communities which on their turn do not have often collaborations, thus creating a lower clustering coefficient. Furthermore, the SCN exhibits an assortative behavior in agreement with the general evidence that social networks are usually denoted by a strong assortative character assortative  (see Fig. 6b). The analysis of weighted quantities confirms this topological picture, providing further information on the network architecture. The weighted clustering coefficient is very close to the topological one ($`C^w/C1`$). This fact states in a quantitative way that group collaborations tend on average to be stable and determine the average intensity of the interactions in the network. In addition, the inspection of $`C^w(k)`$ (see Fig. 6a) shows generally that for $`k10`$ the weighted clustering coefficient is larger than the topological one. This implies that high degree authors (i.e. with many collaborators) tend to publish more papers with interconnected groups of co-authors. This is eventually a signature that influential scientists form stable research groups where the largest part of their production is obtained. Finally, the assortative properties find a clearcut confirmation in the weighted analysis with a $`k_{nn}^w(k)`$ strikingly growing as a power-law as a function of $`k`$.

A different picture is found in the WAN, where the weighted analysis provides a richer and somehow different scenario. This network also shows a decaying $`C(k)`$, consequence of the role of large airports that provide non-stop connections to very far destinations on an international and intercontinental scale. These destinations are usually not interconnected among them, giving rise to a low clustering coefficient for the hubs. We find, however, that $`C^w/C1.1`$, indicating an accumulation of traffic on interconnected groups of vertices. The weighted clustering coefficient $`C^w(k)`$ also has a different behavior in that its variation is much more limited in the whole spectrum of $`k`$. This implies that high degree airports have a progressive tendency to form interconnected groups with high traffic links, thus balancing the reduced topological clustering. Since high traffic is associated to hubs, we have a network in which high degree nodes tend to form cliques with nodes with equal or higher degree, the so-called rich-club phenomenon richclub . An interesting evidence emerges also from the comparison of $`k_{nn}(k)`$ and $`k_{nn}^w(k)`$. Indeed, the topological $`k_{nn}(k)`$ does show an assortative behavior only at small degrees. For $`k>10`$, $`k_{nn}(k)`$ approaches a constant value, a fact revealing an uncorrelated structure in which vertices with very different degrees have a very similar neighborhood. The analysis of the weighted $`k_{nn}^w(k)`$, however, exhibits a pronounced assortative behavior in the whole $`k`$ spectrum, providing a different picture in which high degree airports have a larger affinity for other large airports where the major part of the traffic is directed.

## V Conclusions

We have shown that a more complete view of complex networks is provided by the study of the interactions defining the links of these systems. The weights characterizing the various connections exhibit complex statistical features with highly varying distributions and power-law behavior. In particular we have considered the specific examples of the scientific collaboration and world-wide airport networks where it is possible to appreciate the importance of the correlations between weights and topology in the characterization of real networks properties. Indeed, the analysis of the weighted quantities and the study of the correlations between weights and topology provide a complementary perspective on the structural organization of the network that might be undetected by quantities based only on topological information. Our study thus offer a quantitative and general approach to understand the complex architecture of real weighted networks.

###### Acknowledgements.

We thank IATA for making the airline commercial flight database available to us. We also thank M.E.J. Newman for conceding us the possibility of using the scientific collaboration network data (see http://www-personal.umich.edu/$``$mejn/collaboration/). We are grateful to L. A. N. Amaral and R. Guimerà for the many discussions and sharing of results during the various stages of this work. A.B., R.P.-S. and A.V. are partially funded by the European Commission \- Fet Open Project COSIN IST-2001-33555. R.P.-S. acknowledges financial support from the Ministerio de Ciencia y Tecnología (Spain) and from the Departament d’Universitats, Recerca i Societat de la Informació, Generalitat de Catalunya (Spain).