## Quantum Frontiers in Network Science

6 May, 2014

guest post by Jacob Biamonte

There’s going to be a workshop on quantum network theory in Berkeley this June. The event is being organized by some of my collaborators and will be a satellite of the biggest annual network science conference, NetSci.

A theme of the Network Theory series here on Azimuth has been to merge ideas appearing in quantum theory with other disciplines. Remember the first post by John which outlined the goal of a general theory of networks? Well, everyone’s been chipping away at this stuff for a few years now and I think you’ll agree that this workshop seems like an excellent way to push these topics even further, particularly as they apply to complex networks.

The event is being organized by Mauro Faccin, Filippo Radicchi and Zoltán Zimborás. You might recall when Tomi Johnson first explained to us some ideas connecting quantum physics with the concepts of complex networks (see Quantum Network Theory Part 1 and Part 2). Tomi’s going to be speaking at this event. I understand there is even still a little bit of space left to contribute talks and/or to attend. I suspect that those interested can sort this out by emailing the organizers or just follow the instructions to submit an abstract.

They have named their event Quantum Frontiers in Network Science or QNET for short. Here’s their call.

Quantum Frontiers in Network Science

This year the biggest annual network science conference, NetSci will take place in Berkeley California on 2-6 June. We are organizing a one-day Satellite Workshop on Quantum Frontiers in Network Science (QNET).

A grand challenge in contemporary complex network science is to reconcile the staple “statistical mechanics based approach” with a theory based on quantum physics. When considering networks where quantum coherence effects play a non-trivial role, the predictive power of complex network science has been shown to break down. A new theory is now being developed which is based on quantum theory, from first principles. Network theory is a diverse subject which developed independently in several disciplines to rely on graphs with additional structure to model complex systems. Network science has of course played a significant role in quantum theory, for example in topics such as tensor network states, chiral quantum walks on complex networks, categorical tensor networks, and categorical models of quantum circuits, to name only a few. However, the ideas of complex network science are only now starting to be united with modern quantum theory. From this respect, one aim of the workshop is to put in contact two big and generally not very well connected scientific communities: statistical and quantum physicists.

The topic of network science underwent a revolution when it was realized that systems such as social or transport networks could be interrelated through common network properties, but what are the relevant properties to consider when facing quantum systems? This question is particularly timely as there has been a recent push towards studying increasingly larger quantum mechanical systems, where the analysis is only beginning to undergo a shift towards embracing the concepts of complex networks.

For example, theoretical and experimental attention has turned to explaining transport in photosynthetic complexes comprising tens to hundreds of molecules and thousands of atoms using quantum mechanics. Likewise, in condensed matter physics using the language of “chiral quantum walks”, the topological structure of the interconnections comprising complex materials strongly affects their transport properties.

An ultimate goal is a mathematical theory and formal description which pinpoints the similarities and differences between the use of networks throughout the quantum sciences. This would give rise to a theory of networks augmenting the current statistical mechanics approach to complex network structure, evolution, and process with a new theory based on quantum mechanics.

Topics of special interest to the satellite include

• Quantum transport and chiral quantum walks on complex networks
• Detecting community structure in quantum systems
• Tensor algebra and multiplex networks
• Quantum information measures (such as entropy) applied to complex networks
• Quantum critical phenomena in complex networks
• Quantum models of network growth
• Quantum techniques for reaction networks
• Quantum algorithms for problems in complex network science
• Foundations of quantum theory in relation to complex networks and processes thereon
• Quantum inspired mathematics as a foundation for network science

Info

QNET will be held at the NetSci Conference venue at the Clark Kerr Campus of the University of California, on June 2nd in the morning (8am-1pm).

• Main conference page: NetSci2014
Call for abstracts and the program

It sounds interesting! You’ll notice that the list of topics seems reminiscent of some of the things we’ve been talking about right here on Azimuth! A general theme of the Network Theory Series has been geared towards developing frameworks to describe networked systems through a common language and then to map the use of tools and results across disciplines. It seems like a great place to talk about these ideas. Oh, and here’s a current list of the speakers:

Leonardo Banchi (UCL, London)
Ginestra Bianconi (London)
Silvano Garnerone (IQC, Waterloo)
Laetitia Gauvin (ISI Foundation)
Marco Javarone (Sassari)
Tomi Johnson (Oxford)

and again, the organizers are

Mauro Faccin (ISI Foundation)
Zoltán Zimborás (UCL)

From the call, we can notice that a central discussion topic at QNET will be about contrasting stochastic and quantum mechanics. Here on Azimuth we like this stuff. You might remember that stochastic mechanics was formulated in the network theory series to mathematically resemble quantum theory (see e.g. Part 12). This formalism was then employed to produce several results, including a stochastic version of Noether’s theorem by John and Brendan in Parts 11 and 13—recently Ville has also written Noether’s Theorem: Quantum vs Stochastic. Several other results were produced by relating quantum field theory to Petri nets from population biology and to chemical reaction networks in chemistry (see the Network Theory homepage). It seems to me that people attending QNET will be interested in these sorts of things, as well as other related topics.

One of the features of complex network science is that it is often numerically based and geared directly towards interesting real-world applications. I suspect some interesting results should stem from the discussions that will take place at this workshop.

By the way, here’s a view of downtown San Francisco at dusk from Berkeley Hills California from the NetSci homepage:

## Noether’s Theorem: Quantum vs Stochastic

3 May, 2014

guest post by Ville Bergholm

In 1915 Emmy Noether discovered an important connection between the symmetries of a system and its conserved quantities. Her result has become a staple of modern physics and is known as Noether’s theorem.

The theorem and its generalizations have found particularly wide use in quantum theory. Those of you following the Network Theory series here on Azimuth might recall Part 11 where John Baez and Brendan Fong proved a version of Noether’s theorem for stochastic systems. Their result is now published here:

• John Baez and Brendan Fong, A Noether theorem for stochastic mechanics, J. Math. Phys. 54:013301 (2013).

One goal of the network theory series here on Azimuth has been to merge ideas appearing in quantum theory with other disciplines. John and Brendan proved their stochastic version of Noether’s theorem by exploiting ‘stochastic mechanics’ which was formulated in the network theory series to mathematically resemble quantum theory. Their result, which we will outline below, was different than what would be expected in quantum theory, so it is interesting to try to figure out why.

Recently Jacob Biamonte, Mauro Faccin and myself have been working to try to get to the bottom of these differences. What we’ve done is prove a version of Noether’s theorem for Dirichlet operators. As you may recall from Parts 16 and 20 of the network theory series, these are the operators that generate both stochastic and quantum processes. In the language of the series, they lie in the intersection of stochastic and quantum mechanics. So, they are a subclass of the infinitesimal stochastic operators considered in John and Brendan’s work.

The extra structure of Dirichlet operators—compared with the wider class of infinitesimal stochastic operators—provided a handle for us to dig a little deeper into understanding the intersection of these two theories. By the end of this article, astute readers will be able to prove that Dirichlet operators generate doubly stochastic processes.

Before we get into the details of our proof, let’s recall first how conservation laws work in quantum mechanics, and then contrast this with what John and Brendan discovered for stochastic systems. (For a more detailed comparison between the stochastic and quantum versions of the theorem, see Part 13 of the network theory series.)

### The quantum case

I’ll assume you’re familiar with quantum theory, but let’s start with a few reminders.

In standard quantum theory, when we have a closed system with $n$ states, the unitary time evolution of a state $|\psi(t)\rangle$ is generated by a self-adjoint $n \times n$ matrix $H$ called the Hamiltonian. In other words, $|\psi(t)\rangle$ satisfies Schrödinger’s equation:

$i \hbar \displaystyle{\frac{d}{d t}} |\psi(t) \rangle = H |\psi(t) \rangle.$

The state of a system starting off at time zero in the state $|\psi_0 \rangle$ and evolving for a time $t$ is then given by

$|\psi(t) \rangle = e^{-i t H}|\psi_0 \rangle.$

The observable properties of a quantum system are associated with self-adjoint operators. In the state $|\psi \rangle,$ the expected value of the observable associated to a self-adjoint operator $O$ is

$\langle O \rangle_{\psi} = \langle \psi | O | \psi \rangle$

This expected value is constant in time for all states if and only if $O$ commutes with the Hamiltonian $H$:

$[O, H] = 0 \quad \iff \quad \displaystyle{\frac{d}{d t}} \langle O \rangle_{\psi(t)} = 0 \quad \forall \: |\psi_0 \rangle, \forall t.$

In this case we say $O$ is a ‘conserved quantity’. The fact that we have two equivalent conditions for this is a quantum version of Noether’s theorem!

### The stochastic case

In stochastic mechanics, the story changes a bit. Now a state $|\psi(t)\rangle$ is a probability distribution: a vector with $n$ nonnegative components that sum to 1. Schrödinger’s equation gets replaced by the master equation:

$\displaystyle{\frac{d}{d t}} |\psi(t) \rangle = H |\psi(t) \rangle$

If we start with a probability distribution $|\psi_0 \rangle$ at time zero and evolve it according to this equation, at any later time have

$|\psi(t)\rangle = e^{t H} |\psi_0 \rangle.$

We want this always be a probability distribution. To ensure that this is so, the Hamiltonian $H$ must be infinitesimal stochastic: that is, a real-valued $n \times n$ matrix where the off-diagonal entries are nonnegative and the entries of each column sum to zero. It no longer needs to be self-adjoint!

When $H$ is infinitesimal stochastic, the operators $e^{t H}$ map the set of probability distributions to itself whenever $t \ge 0,$ and we call this family of operators a continuous-time Markov process, or more precisely a Markov semigroup.

In stochastic mechanics, we say an observable $O$ is a real diagonal $n \times n$ matrix, and its expected value is given by

$\langle O\rangle_{\psi} = \langle \hat{O} | \psi \rangle$

where $\hat{O}$ is the vector built from the diagonal entries of $O.$ More concretely,

$\langle O\rangle_{\psi} = \displaystyle{ \sum_i O_{i i} \psi_i }$

where $\psi_i$ is the $i$th component of the vector $|\psi\rangle.$

Here is a version of Noether’s theorem for stochastic mechanics:

Noether’s Theorem for Markov Processes (Baez–Fong). Suppose $H$ is an infinitesimal stochastic operator and $O$ is an observable. Then

$[O,H] =0$

if and only if

$\displaystyle{\frac{d}{d t}} \langle O \rangle_{\psi(t)} = 0$

and

$\displaystyle{\frac{d}{d t}}\langle O^2 \rangle_{\psi(t)} = 0$

for all $t \ge 0$ and all $\psi(t)$ obeying the master equation.   █

So, just as in quantum mechanics, whenever $[O,H]=0$ the expected value of $O$ will be conserved:

$\displaystyle{\frac{d}{d t}} \langle O\rangle_{\psi(t)} = 0$

for any $\psi_0$ and all $t \ge 0.$ However, John and Brendan saw that—unlike in quantum mechanics—you need more than just the expectation value of the observable $O$ to be constant to obtain the equation $[O,H]=0.$ You really need both

$\displaystyle{\frac{d}{d t}} \langle O\rangle_{\psi(t)} = 0$

together with

$\displaystyle{\frac{d}{d t}} \langle O^2\rangle_{\psi(t)} = 0$

for all initial data $\psi_0$ to be sure that $[O,H]=0.$

So it’s a bit subtle, but symmetries and conserved quantities have a rather different relationship than they do in quantum theory.

### A Noether theorem for Dirichlet operators

But what if the infinitesimal generator of our Markov semigroup is also self-adjoint? In other words, what if $H$ is both an infinitesimal stochastic matrix but also its own transpose: $H = H^\top$? Then it’s called a Dirichlet operator… and we found that in this case, we get a stochastic version of Noether’s theorem that more closely resembles the usual quantum one:

Noether’s Theorem for Dirichlet Operators. If $H$ is a Dirichlet operator and $O$ is an observable, then

$[O, H] = 0 \quad \iff \quad \displaystyle{\frac{d}{d t}} \langle O \rangle_{\psi(t)} = 0 \quad \forall \: |\psi_0 \rangle, \forall t \ge 0$

Proof. The $\Rightarrow$ direction is easy to show, and it follows from John and Brendan’s theorem. The point is to show the $\Leftarrow$ direction. Since $H$ is self-adjoint, we may use a spectral decomposition:

$H = \displaystyle{ \sum_k E_k |\phi_k \rangle \langle \phi_k |}$

where $\phi_k$ are an orthonormal basis of eigenvectors, and $E_k$ are the corresponding eigenvalues. We then have:

$\displaystyle{\frac{d}{d t}} \langle O \rangle_{\psi(t)} = \langle \hat{O} | H e^{t H} |\psi_0 \rangle = 0 \quad \forall \: |\psi_0 \rangle, \forall t \ge 0$

$\iff \quad \langle \hat{O}| H e^{t H} = 0 \quad \forall t \ge 0$

$\iff \quad \sum_k \langle \hat{O} | \phi_k \rangle E_k e^{t E_k} \langle \phi_k| = 0 \quad \forall t \ge 0$

$\iff \quad \langle \hat{O} | \phi_k \rangle E_k e^{t E_k} = 0 \quad \forall t \ge 0$

$\iff \quad |\hat{O} \rangle \in \mathrm{Span}\{|\phi_k \rangle \, : \; E_k = 0\} = \ker \: H,$

where the third equivalence is due to the vectors $|\phi_k \rangle$ being linearly independent. For any infinitesimal stochastic operator $H$ the corresponding transition graph consists of $m$ connected components iff we can reorder (permute) the states of the system such that $H$ becomes block-diagonal with $m$ blocks. Now it is easy to see that the kernel of $H$ is spanned by $m$ eigenvectors, one for each block. Since $H$ is also symmetric, the elements of each such vector can be chosen to be ones within the block and zeros outside it. Consequently

$|\hat{O} \rangle \in \ker \: H$

implies that we can choose the basis of eigenvectors of $O$ to be the vectors $|\phi_k \rangle,$ which implies

$[O, H] = 0$

Alternatively,

$|\hat{O} \rangle \in \ker \, H$

implies that

$|\hat{O^2} \rangle \in \ker \: H \; \iff \; \cdots \; \iff \; \displaystyle{\frac{d}{d t}} \langle O^2 \rangle_{\psi(t)} = 0 \; \forall \: |\psi_0 \rangle, \forall t \ge 0,$

where we have used the above sequence of equivalences backwards. Now, using John and Brendan’s original proof, we can obtain $[O, H] = 0.$   █

In summary, by restricting ourselves to the intersection of quantum and stochastic generators, we have found a version of Noether’s theorem for stochastic mechanics that looks formally just like the quantum version! However, this simplification comes at a cost. We find that the only observables $O$ whose expected value remains constant with time are those of the very restricted type described above, where the observable has the same value in every state in a connected component.

### Puzzles

Suppose we have a graph whose graph Laplacian matrix $H$ generates a Markov semigroup as follows:

$U(t) = e^{t H}$

Puzzle 1. Suppose that also $H = H^\top,$ so that $H$ is a Dirichlet operator and hence $i H$ generates a 1-parameter unitary group. Show that the indegree and outdegree of any node of our graph must be equal. Graphs with this property are called balanced.

Puzzle 2. Suppose that $U(t) = e^{t H}$ is doubly stochastic Markov semigroup, meaning that for all $t \ge 0$ each row and each column of $U(t)$ sums to 1:

$\displaystyle{ \sum_i U(t)_{i j} = \sum_j U(t)_{i j} = 1 }$

and all the matrix entries are nonnegative. Show that the Hamiltonian $H$ obeys

$\displaystyle{\sum_i H_{i j} = \sum_j H_{i j} = 0 }$

and all the off-diagonal entries of $H$ are nonnegative. Show the converse is also true.

Puzzle 3. Prove that any doubly stochastic Markov semigroup $U(t)$ is of the form $e^{t H}$ where $H$ is the graph Laplacian of a balanced graph.

Puzzle 4. Let $O(t)$ be a possibly time-dependent observable, and write $\langle O(t) \rangle_{\psi(t)}$ for its expected value with respect to some initial state $\psi_0$ evolving according to the master equation. Show that

$\displaystyle{ \frac{d}{d t}\langle O(t)\rangle_{\psi(t)} = \left\langle [O(t), H] \right\rangle_{\psi(t)} + \left\langle \frac{\partial O(t)}{\partial t}\right\rangle_{\psi(t)} }$

This is a stochastic version of the Ehrenfest theorem.

## Programming with Chemical Reaction Networks

23 March, 2014

There will be a 5-day workshop on Programming with Chemical Reaction Networks: Mathematical Foundation at BIRS from Sunday, June 8 to Friday June 13, 2014 It’s being organized by

Anne Condon (University of British Columbia)
David Doty (California Institute of Technology)
Chris Thachuk (University of Oxford).

BIRS is the Banff International Research Station, in the mountains west of Calgary, in Alberta, Canada.

### Description

Here’s the workshop proposal on the BIRS website. It’s a pretty interesting proposal, especially if you’ve already read Luca Cardelli’s description of computing with chemical reaction networks, at the end of our series of posts on chemical reaction networks. The references include a lot of cool papers, so I’ve created links to those to help you get ahold of them.

This workshop will explore three of the most important research themes concerning stochastic chemical reaction networks (CRNs). Below we motivate each theme and highlight key questions that the workshop will address. Our main objective is to bring together distinct research communities in order to consider new problems that could not be fully appreciated in isolation. It is also our aim to determine commonalities between different disciplines and bodies of research. For example, research into population protocols, vector addition systems, and Petri networks provide a rich body of theoretical results that may already address contemporary problems arising in the study of CRNs.

#### Computational power of CRNs

Before designing robust and practical systems, it is useful to know the limits to computing with a chemical soup. Some interesting theoretical results are already known for stochastic chemical reaction networks. The computational power of CRNs depend upon a number of factors, including: (i) is the computation deterministic, or probabilistic, and (ii) does the CRN have an initial context — certain species, independent of the input, that are initially present in some exact, constant count.

In general, CRNs with a constant number of species (independent of the input length) are capable of Turing universal computation [17], if the input is represented by the exact (unary) count of one molecular species, some small probability of error is permitted and an initial context in the form of a single-copy leader molecule is used.

Could the same result hold in the absence of an initial context? In a surprising result based on the distributed computing model of population protocols, it has been shown that if a computation must be error-free, then deterministic computation with CRNs having an initial context is limited to computing semilinear predicates [1], later extended to functions outputting natural numbers encoded by molecular counts [5].

Furthermore, any semilinear predicate or function can be computed by that class of CRNs in expected time polylogarithmic in the input length. Building on this result, it was recently shown that by incurring an expected time linear in the input length, the same result holds for “leaderless” CRNs [8] — CRNs with no initial context. Can this result be improved to sub-linear expected time? Which class of functions can be computed deterministically by a CRN without an initial context in expected time polylogarithmic in the input length?

While (restricted) CRNs are Turing-universal, current results use space proportional to the computation time. Using a non-uniform construction, where the number of species is proportional to the input length and each initial species is present in some constant count, it is known that any S(n) space-bounded computation can be computed by a logically-reversible tagged CRN, within a reaction volume of size poly(S(n)) [18]. Tagged CRNs were introduced to model explicitly the fuel molecules in physical realizations of CRNs such as DNA strand displacement systems [6] that are necessary to supply matter and energy for implementing reactions such as X → X + Y that violate conservation of mass and/or energy.

Thus, for space-bounded computation, there exist CRNs that are time-efficient or are space-efficient. Does there exist time- and space-efficient CRNs to compute any space-bounded function?

#### Designing and verifying robust CRNs

While CRNs provide a concise model of chemistry, their physical realizations are often more complicated and more granular. How can one be sure they accurately implement the intended network behaviour? Probabilistic model checking has already been employed to find and correct inconsistencies between CRNs and their DNA strand displacement system (DSD) implementations [9]. However, at present, model checking of arbitrary CRNs is only capable of verifying the correctness of very small systems. Indeed, verification of these types of systems is a difficult problem: probabilistic state reachability is undecidable [17, 20] and general state reachability is EXPSPACE-hard [4].

How can larger systems be verified? A deeper understanding of CRN behaviour may simplify the process of model checking. As a motivating example, there has been recent progress towards verifying that certain DSD implementations correctly simulate underlying CRNs [16, 7, 10]. This is an important step to ensuring correctness, prior to experiments. However, DSDs can also suffer from other errors when implementing CRNs, such as spurious hybridization or strand displacement. Can DSDs and more generally CRNs be designed to be robust to such predictable errors? Can error correcting codes and redundant circuit designs used in traditional computing be leveraged in these chemical computers? Many other problems arise when implementing CRNs. Currently, unique types of fuel molecules must be designed for every reaction type. This complicates the engineering process significantly. Can a universal type of fuel be designed to smartly implement any reaction?

#### Energy efficient computing with CRNs

Rolf Landauer showed that logically irreversible computation — computation as modeled by a standard Turing machine — dissipates an amount of energy proportional to the number of bits of information lost, such as previous state information, and therefore cannot be energy efficient [11]. However, Charles Bennett showed that, in principle, energy efficient computation is possible, by proposing a universal Turing machine to perform logically-reversible computation and identified nucleic acids (RNA/DNA) as a potential medium to realize logically-reversible computation in a physical system [2].

There have been examples of logically-reversible DNA strand displacement systems — a physical realization of CRNs — that are, in theory, capable of complex computation [12, 19]. Are these systems energy efficient in a physical sense? How can this argument be made formally to satisfy both the computer science and the physics communities? Is a physical experiment feasible, or are these results merely theoretical footnotes?

#### References

[1] D. Angluin, J. Aspnes, and D. Eisenstat. Stably computable predicates are semilinear. In PODC, pages 292–299, 2006.

[2] C. H. Bennett. Logical reversibility of computation. IBM Journal of Research and Development, 17 (6):525–532, 1973.

[3] L. Cardelli and A. Csikasz-Nagy. The cell cycle switch computes approximate majority. Scientific Reports, 2, 2012.

[4] E. Cardoza, R. Lipton, A. R. Meyer. Exponential space complete problems for Petri nets and commutative semigroups (Preliminary Report). Proceedings of the Eighth Annual ACM Symposium on Theory of Computing, pages 507–54, 1976.

[5] H. L. Chen, D. Doty, and D. Soloveichik. Deterministic function computation with chemical reaction networks. DNA Computing and Molecular Programming, pages 25–42, 2012.

[6] A. Condon, A. J. Hu, J. Manuch, and C. Thachuk. Less haste, less waste: on recycling and its limits in strand displacement systems. Journal of the Royal Society: Interface Focus, 2 (4):512–521, 2012.

[7] Q. Dong. A bisimulation approach to verification of molecular implementations of formal chemical reaction network. Master’s thesis. SUNY Stony Brook, 2012.

[8] D. Doty and M. Hajiaghayi. Leaderless deterministic chemical reaction networks. In Proceedings of the 19th International Meeting on DNA Computing and Molecular Programming, 2013.

[9] M. R. Lakin, D. Parker, L. Cardelli, M. Kwiatkowska, and A. Phillips. Design and analysis of DNA strand displacement devices using probabilistic model checking. Journal of The Royal Society Interface, 2012.

[10] M. R. Lakin, D. Stefanovic and A. Phillips. Modular Verification of Two-domain DNA Strand Displacement Networks via Serializability Analysis. In Proceedings of the 19th Annual conference on DNA computing, 2013.

[11] R. Landauer. Irreversibility and heat generation in the computing process. IBM Journal of research and development, 5 (3):183–191, 1961.

[12] L. Qian, D. Soloveichik, and E. Winfree. Efficient Turing-universal computation with DNA polymers (extended abstract) . In Proceedings of the 16th Annual conference on DNA computing, pages 123–140, 2010.

[13] L. Qian and E. Winfree. Scaling up digital circuit computation with DNA strand displacement cascades. Science, 332 (6034):1196–1201, 2011.

[14] L. Qian, E. Winfree, and J. Bruck. Neural network computation with DNA strand displacement cascades. Nature, 475 (7356):368–372, 2011.

[15] G. Seelig, D. Soloveichik, D.Y. Zhang, and E. Winfree. Enzyme-free nucleic acid logic circuits. Science, 314 (5805):1585–1588, 2006.

[16] S. W. Shin. Compiling and verifying DNA-based chemical reaction network implementations. Master’s thesis. California Insitute of Technology, 2011.

[17] D. Soloveichik, M. Cook, E. Winfree, and J. Bruck. Computation with finite stochastic chemical reaction networks. Natural Computing, 7 (4):615–633, 2008.

[18] C. Thachuk. Space and energy efficient molecular programming. PhD thesis, University of British Columbia, 2012.

[19] C. Thachuk and A. Condon. Space and energy efficient computation with DNA strand displacement systems. In Proceedings of the 18th Annual International Conference on DNA computing and Molecular Programming, 2012.

[20] G. Zavattaro and L. Cardelli. Termination Problems in Chemical Kinetics. In Proceedings of the 2008 Conference on Concurrency Theory, pages 477–491, 2008.

## Networks of Dynamical Systems

18 March, 2014

guest post by Eugene Lerman

Hi, I’m Eugene Lerman. I met John back in the mid 1980s when John and I were grad students at MIT. John was doing mathematical physics and I was studying symplectic geometry. We never talked about networks. Now I teach in the math department at the University of Illinois at Urbana, and we occasionally talk about networks on his blog.

A few years ago a friend of mine who studies locomotion in humans and other primates asked me if I knew of any math that could be useful to him.

I remember coming across an expository paper on ‘coupled cell networks':

• Martin Golubitsky and Ian Stewart, Nonlinear dynamics of networks: the groupoid formalism, Bull. Amer. Math. Soc. 43 (2006), 305–364.

In this paper, Golubitsky and Stewart used the study of animal gaits and models for the hypothetical neural networks called ‘central pattern generators’ that give rise to these gaits to motivate the study of networks of ordinary differential equations with symmetry. In particular they were interested in ‘synchrony’. When a horse trots, or canters, or gallops, its limbs move in an appropriate pattern, with different pairs of legs moving in synchrony:

They explained that synchrony (and the patterns) could arise when the differential equations have finite group symmetries. They also proposed several systems of symmetric ordinary differential equations that could generate the appropriate patterns.

Later on Golubitsky and Stewart noticed that there are systems of ODEs that have no group symmetries but whose solutions nonetheless exhibit certain synchrony. They found an explanation: these ODEs were ‘groupoid invariant’. I thought that it would be fun to understand what ‘groupoid invariant’ meant and why such invariance leads to synchrony.

I talked my colleague Lee DeVille into joining me on this adventure. At the time Lee had just arrived at Urbana after a postdoc at NYU. After a few years of thinking about these networks Lee and I realized that strictly speaking one doesn’t really need groupoids for these synchrony results and it’s better to think of the social life of networks instead. Here is what we figured out—a full and much too precise story is here:

• Eugene Lerman and Lee DeVille, Dynamics on networks of manifolds.

Let’s start with an example of a class of ODEs with a mysterious property:

Example. Consider this ordinary differential equation for a function $\vec{x} : \mathbb{R} \to {\mathbb{R}}^3$

$\begin{array}{rcl} \dot{x}_1&=& f(x_1,x_2)\\ \dot{x}_2&=& f(x_2,x_1)\\ \dot{x}_3&=& f(x_3, x_2) \end{array}$

for some function $f:{\mathbb{R}}^2 \to {\mathbb{R}}.$ It is easy to see that a function $x(t)$ solving

$\displaystyle{ \dot{x} = f(x,x) }$

gives a solution of these equations if we set

$\vec{x}(t) = (x(t),x(t),x(t))$

You can think of the differential equations in this example as describing the dynamics of a complex system built out of three interacting subsystems. Then any solution of the form

$\vec{x}(t) = (x(t),x(t),x(t))$

may be thought of as a synchronization: the three subsystems are evolving in lockstep.

One can also view the result geometrically: the diagonal

$\displaystyle{ \Delta = \{(x_1,x_2, x_3)\in {\mathbb{R}}^3 \mid x_1 =x_2 = x_3\} }$

is an invariant subsystem of the continuous-time dynamical system defined by the differential equations. Remarkably enough, such a subsystem exists for any choice of a function $f.$

Where does such a synchronization or invariant subsystem come from? There is no apparent symmetry of ${\mathbb{R}}^3$ that preserves the differential equations and fixes the diagonal $\Delta,$ and thus could account for this invariant subsystem. It turns out that what matters is the structure of the mutual dependencies of the three subsystems making up the big system. That is, the evolution of $x_1$ depends only on $x_1$ and $x_2,$ the evolution of $x_2$ depends only on $x_2$ and $x_3,$ and the evolution of $x_3$ depends only on $x_3$ and $x_2.$

These dependencies can be conveniently pictured as a directed graph:

The graph $G$ has no symmetries. Nonetheless, the existence of the invariant subsystem living on the diagonal $\Delta$ can be deduced from certain properties of the graph $G.$ The key is the existence of a surjective map of graphs

$\varphi :G\to G'$

from our graph $G$ to a graph $G'$ with exactly one node, call it $a,$ and one arrow. It is also crucial that $\varphi$ has the following lifting property: there is a unique way to lift the one and only arrow of $G'$ to an arrow of $G$ once we specify the target node of the lift.

We now formally define the notion of a ‘network of phase spaces’ and of a continuous-time dynamical system on such a network. Equivalently, we define a ‘network of continuous-time dynamical systems’. We start with a directed graph

$G=\{G_1\rightrightarrows G_0\}$

Here $G_1$ is the set of edges, $G_0$ is the set of nodes, and the two arrows assign to an edge its source and target, respectively. To each node we attach a phase space (or more formally a manifold, perhaps with boundary or corners). Here ‘attach’ means that we choose a function ${\mathcal P}:G_0 \to {\mathsf{PhaseSpace}};$ it assigns to each node $a\in G_0$ a phase space ${\mathcal P}(a).$

In our running example, to each node of the graph $G$ we attach the real line ${\mathbb{R}}.$ (If we think of the set $G_0$ as a discrete category and ${\mathsf{PhaseSpace}}$ as a category of manifolds and smooth maps, then ${\mathcal P}$ is simply a functor.)

Thus a network of phase spaces is a pair $(G,{\mathcal P}),$ where $G$ is a directed graph and ${\mathcal P}$ is an assignment of phase spaces to the nodes of $G.$

We think of the collection $\{{\mathcal P}(a)\}_{a\in G_0}$ as the collection of phase spaces of the subsystems constituting the network $(G, {\mathcal P}).$ We refer to ${\mathcal P}$ as a phase space function. Since the state of the network should be determined completely and uniquely by the states of its subsystems, it is reasonable to take the total phase space of the network to be the product

$\displaystyle{ {\mathbb{P}}(G, {\mathcal P}):= \bigsqcap_{a\in G_0} {\mathcal P}(a). }$

In the example the total phase space of the network $(G,{\mathcal P})$ is ${\mathbb{R}}^3,$ while the phase space of the network $(G', {\mathcal P}')$ is the real line ${\mathbb{R}}.$

Finally we need to interpret the arrows. An arrow $b\xrightarrow{\gamma}a$ in a graph $G$ should encode the fact that the dynamics of the subsystem associated to the node $a$ depends on the states of the subsystem associated to the node $b.$ To make this precise requires the notion of an ‘open system’, or ‘control system’, which we define below. It also requires a way to associate an open system to the set of arrows coming into a node/vertex $a.$

To a first approximation an open system (or control system, I use the two terms interchangeably) is a system of ODEs depending on parameters. I like to think of a control system geometrically: a control system on a phase space $M$ controlled by the the phase space $U$ is a map

$F: U\times M \to TM$

where $TM$ is the tangent bundle of the space $M,$ so that for all $(u,m)\in U\times M,$ $F(u,m)$ is a vector tangent to $M$ at the point $m.$ Given phase spaces $U$ and $M$ the set of all corresponding control systems forms a vector space which we denote by

$\displaystyle{ \mathsf{Ctrl}(U\times M \to M)}$

(More generally one can talk about the space of control systems associated with a surjective submersion $Q\to M.$ For us, submersions of the form $U\times M \to M$ are general enough.)

To encode the incoming arrows, we introduce the input tree $I(a)$ (this is a very short tree, a corolla if you like). The input tree of a node $a$ of a graph $G$ is a directed graph whose arrows are precisely the arrows of $G$ coming into the vertex $a,$ but any two parallel arrows of $G$ with target $a$ will have disjoint sources in $I(a).$ In the example the input tree $I$ of the one node of $a$ of $G'$ is the tree

There is always a map of graphs $\xi:I(a) \to G.$ For instance for the input tree in the example we just discussed, $\xi$ is the map

Consequently if $(G,{\mathcal P})$ is a network and $I(a)$ is an input tree of a node of $G,$ then $(I(a), {\mathcal P}\circ \xi)$ is also a network. This allows us to talk about the phase space ${\mathbb{P}} I(a)$ of an input tree. In our running example,

${\mathbb{P}} I(a) = {\mathbb{R}}^2$

Given a network $(G,{\mathcal P}),$ there is a vector space $\mathsf{Ctrl}({\mathbb{P}} I(a)\to {\mathbb{P}} a)$ of open systems associated with every node $a$ of $G.$

In our running example, the vector space associated to the one node $a$ of $(G',{\mathcal P}')$ is

$\mathsf{Ctrl}({\mathbb{R}}^2, {\mathbb{R}}) \simeq C^\infty({\mathbb{R}}^2, {\mathbb{R}})$

In the same example, the network $(G,{\mathcal P})$ has three nodes and we associate the same vector space $C^\infty({\mathbb{R}}^2, {\mathbb{R}})$ to each one of them.

We then construct an interconnection map

$\displaystyle{ {\mathcal{I}}: \bigsqcap_{a\in G_0} \mathsf{Ctrl}({\mathbb{P}} I(a)\to {\mathbb{P}} a) \to \Gamma (T{\mathbb{P}}(G, {\mathcal P})) }$

from the product of spaces of all control systems to the space of vector fields

$\Gamma (T{\mathbb{P}} (G, {\mathcal P}))$

on the total phase space of the network. (We use the standard notation to denote the tangent bundle of a manifold $R$ by $TR$ and the space of vector fields on $R$ by $\Gamma (TR)$). In our running example the interconnection map for the network $(G',{\mathcal P}')$ is the map

$\displaystyle{ {\mathcal{I}}: C^\infty({\mathbb{R}}^2, {\mathbb{R}}) \to C^\infty({\mathbb{R}}, {\mathbb{R}}), \quad f(x,u) \mapsto f(x,x). }$

The interconnection map for the network $(G,{\mathcal P})$ is the map

$\displaystyle{ {\mathcal{I}}: C^\infty({\mathbb{R}}^2, {\mathbb{R}})^3 \to C^\infty({\mathbb{R}}^3, {\mathbb{R}}^3)}$

given by

$\displaystyle{ ({\mathscr{I}}(f_1,f_2, f_3))\,(x_1,x_2, x_3) = (f_1(x_1,x_2), f_2(x_2,x_1), f_3(x_3,x_2)). }$

To summarize: a dynamical system on a network of phase spaces is the data $(G, {\mathcal P}, (w_a)_{a\in G_0} )$ where $G=\{G_1\rightrightarrows G_0\}$ is a directed graph, ${\mathcal P}:{\mathcal P}:G_0\to {\mathsf{PhaseSpace}}$ is a phase space function and $(w_a)_{a\in G_0}$ is a collection of open systems compatible with the graph and the phase space function. The corresponding vector field on the total space of the network is obtained by interconnecting the open systems.

Dynamical systems on networks can be made into the objects of a category. Carrying this out gives us a way to associate maps of dynamical systems to combinatorial data.

The first step is to form the category of networks of phase spaces, which we call ${\mathsf{Graph}}/{\mathsf{PhaseSpace}}.$ In this category, by definition, a morphism from a network $(G,{\mathcal P})$ to a network $(G', {\mathcal P}')$ is a map of directed graphs $\varphi:G\to G'$ which is compatible with the phase space functions:

$\displaystyle{ {\mathcal P}'\circ \varphi = {\mathcal P}. }$

Using the universal properties of products it is easy to show that a map of networks $\varphi: (G,{\mathcal P})\to (G',{\mathcal P}')$ defines a map ${\mathbb{P}}\varphi$ of total phase spaces in the opposite direction:

$\displaystyle{ {\mathbb{P}} \varphi: {\mathbb{P}} G' \to {\mathbb{P}} G. }$

In the category theory language the total phase space assignment extends to a contravariant functor

$\displaystyle{ {\mathbb{P}}: {({\mathsf{Graph}}/{\mathsf{Region}})}^{\mbox{\sf {\tiny {op}}}} \to {\mathsf{Region}}. }$

We call this functor the total phase space functor. In our running example, the map

${\mathbb{P}}\varphi:{\mathbb{R}} = {\mathbb{P}}(G',{\mathcal P}') \to {\mathbb{R}}^3 = {\mathbb{P}} (G,{\mathcal P})$

is given by

$\displaystyle{ {\mathbb{P}} \varphi (x) = (x,x,x). }$

Continuous-time dynamical systems also form a category, which we denote by $\mathsf{DS}.$ The objects of this category are pairs consisting of a phase space and a vector field on this phase space. A morphism in this category is a smooth map of phase spaces that intertwines the two vector fields. That is:

$\displaystyle{ \mathrm{Hom}_\mathsf{DS} ((M,X), (N,Y)) = \{f:M\to N \mid Df \circ X = Y\circ f\} }$

for any pair of objects $(M,X), (N,Y)$ in $\mathsf{DS}.$

In general, morphisms in this category are difficult to determine explicitly. For example if $(M, X) = ((a,b), \frac{d}{dt})$ then a morphism from $(M,X)$ to some dynamical system $(N,Y)$ is simply a piece of an integral curve of the vector field $Y$ defined on an interval $(a,b).$ And if $(M, X) = (S^1, \frac{d}{d\theta})$ is the constant vector field on the circle then a morphism from $(M,X)$ to $(N,Y)$ is a periodic orbit of $Y.$ Proving that a given dynamical system has a periodic orbit is usually hard.

Consequently, given a map of networks

$\varphi:(G,{\mathcal P})\to (G',{\mathcal P}')$

and a collection of open systems

$\{w'_{a'}\}_{a'\in G'_0}$

on $(G',{\mathcal P}')$ we expect it to be very difficult if not impossible to find a collection of open systems $\{w_a\}_{a\in G_0}$ so that

$\displaystyle{ {\mathbb{P}} \varphi: ({\mathbb{P}} G', {\mathscr{I}}' (w'))\to ({\mathbb{P}} G, {\mathscr{I}} (w)) }$

is a map of dynamical systems.

It is therefore somewhat surprising that there is a class of maps of graphs for which the above problem has an easy solution! The graph maps of this class are known by several different names. Following Boldi and Vigna we refer to them as graph fibrations. Note that despite what the name suggests, graph fibrations in general are not required to be surjective on nodes or edges. For example, the inclusion

is a graph fibration. We say that a map of networks

$\varphi:(G,{\mathcal P})\to (G',{\mathcal P}')$

is a fibration of networks if $\varphi:G\to G'$ is a graph fibration. With some work one can show that a fibration of networks induces a pullback map

$\displaystyle{ \varphi^*: \bigsqcap_{b\in G_0'} \mathsf{Ctrl}({\mathbb{P}} I(b)\to {\mathbb{P} b) \to \bigsqcap_{a\in G_0} \mathsf{Ctrl}({\mathbb{P}}} I(a)\to {\mathbb{P}} a) }$

on the sets of tuples of the associated open systems. The main result of Dynamics on networks of manifolds is a proof that for a fibration of networks $\varphi:(G,{\mathcal P})\to (G',{\mathcal P}')$ the maps $\varphi^*,$ ${\mathbb{P}} \varphi$ and the two interconnection maps ${\mathcal{I}}$ and ${\mathcal{I}}'$ are compatible:

Theorem. Let $\varphi:(G,{\mathcal P})\to (G',{\mathcal P}')$ be a fibration of networks of manifolds. Then the pullback map

$\displaystyle{ \varphi^*: \mathsf{Ctrl}(G',{\mathcal P}')\to \mathsf{Ctrl}(G,{\mathcal P}) }$

is compatible with the interconnection maps

$\displaystyle{ {\mathcal{I}}': \mathsf{Ctrl}(G',{\mathcal P}')) \to \Gamma (T{\mathbb{P}} G') }$

and

$\displaystyle{ {\mathcal{I}}: (\mathsf{Ctrl}(G,{\mathcal P})) \to \Gamma (T{\mathbb{P}} G) }$

Namely for any collection $w'\in \mathsf{Ctrl}(G',{\mathcal P}')$ of open systems on the network $(G', {\mathcal P}')$ the diagram

commutes. In other words,

$\displaystyle{ {\mathbb{P}} \varphi: ({\mathbb{P}} (G',{\mathcal P}'), {\mathscr{I}}' (w'))\to ({\mathbb{P}} (G, {\mathcal P}), {\mathscr{I}} (\varphi^* w')) }$

is a map of continuous-time dynamical systems, a morphism in $\mathsf{DS}.$

At this point the pure mathematician in me is quite happy: I have a theorem! Better yet, the theorem solves the puzzle at the beginning of this post. But if you have read this far, you may well be wondering: “Ok, you told us about your theorem. Very nice. Now what?”

There is plenty to do. On the practical side of things, the continuous-time dynamical systems are much too limited for contemporary engineers. Most of the engineers I know care a lot more about hybrid systems. These kinds of systems exhibit both continuous time behavior and abrupt transitions, hence the name. For example, anti-lock breaks on a car is just that kind of a system — if a sensor detects that the car is skidding and the foot break is pressed, it starts pulsing the breaks. This is not your father’s continuous time dynamical system! Hybrid dynamical systems are very hard to understand. They have been all the rage in the engineering literature for the last 10-15 years. Sadly, most pure mathematicians never heard of them. It would be interesting to extend the theorem I am bragging about to hybrid systems.

Here is another problem that may be worth thinking about: how much of the theorem holds up to numerical simulation? My feeling is that any explicit numerical integration method will behave well. Implicit methods I am not sure about.

And finally a more general issue. John has been talking about networks quite a bit on this blog. But his networks and my networks look like very different mathematical structures. What do they have in common besides nodes and arrows? What mathematical structure are they glimpses of?

## Network Theory III

16 March, 2014

In the last of my Oxford talks I explain how entropy and relative entropy can be understood using certain categories related to probability theory… and how these categories also let us understand Bayesian networks!

The first two parts are explanations of these papers:

• John Baez, Tobias Fritz and Tom Leinster, A characterization of entropy in terms of information loss

• John Baez and Tobias Fritz, A Bayesian characterization of relative entropy.

Somewhere around here the talk was interrupted by a fire drill, waking up the entire audience!

By the way, in my talk I mistakenly said that relative entropy is a continuous functor; in fact it’s just lower semicontinuous. I’ve fixed this in my slides.

The third part of my talk was my own interpretation of Brendan Fong’s master’s thesis:

• Brendan Fong, Causal Theories: a Categorical Perspective on Bayesian Networks.

I took a slightly different approach, by saying that a causal theory $\mathcal{C}_G$ is the free category with products on certain objects and morphisms coming from a directed acyclic graph $G$. In his thesis he said $\mathcal{C}_G$ was the free symmetric monoidal category where each generating object is equipped with a cocommutative comonoid structure. This is close to a category with finite products, though perhaps not quite the same: a symmetric monoidal category where every object is equipped with a cocommutative comonoid structure in a natural way (i.e., making a bunch of squares commute) is a category with finite products. It would be interesting to see if this difference hurts or helps.

By making this slight change, I am claiming that causal theories can be seen as algebraic theories in the sense of Lawvere. This would be a very good thing, since we know a lot about those.

You can also see the slides of this talk. Click on any picture in the slides, or any text in blue, and get more information!

## Network Theory II

12 March, 2014

Chemists are secretly doing applied category theory! When chemists list a bunch of chemical reactions like

C + O₂ → CO₂

they are secretly describing a ‘category’.

That shouldn’t be surprising. A category is simply a collection of things called objects together with things called morphisms going from one object to another, often written

f: x → y

The rules of a category say:

1) we can compose a morphism f: x → y and another morphism g: y → z to get an arrow gf: x → z,

2) (hg)f = h(gf), so we don’t need to bother with parentheses when composing arrows,

3) every object x has an identity morphism 1ₓ: x → x that obeys 1ₓ f = f and f 1ₓ = f.

Whenever we have a bunch of things (objects) and processes (arrows) that take one thing to another, we’re likely to have a category. In chemistry, the objects are bunches of molecules and the arrows are chemical reactions. But we can ‘add’ bunches of molecules and also add reactions, so we have something more than a mere category: we have something called a symmetric monoidal category.

My talk here, part of a series, is an explanation of this viewpoint and how we can use it to take ideas from elementary particle physics and apply them to chemistry! ﻿For more details try this free book:

• John Baez and Jacob Biamonte, A Course on Quantum Techniques for Stochastic Mechanics.

as well as this paper on the Anderson–Craciun–Kurtz theorem (discussed in my talk):

• John Baez and Brendan Fong, Quantum techniques for studying equilibrium in reaction networks.

You can also see the slides of this talk. Click on any picture in the slides, or any text in blue, and get more information!

## Network Theory I

2 March, 2014

Here’s a video of a talk I gave last Tuesday—part of a series. You can see the slides here: