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!


Markov Models of Social Change (Part 2)

5 March, 2014

guest post by Vanessa Schweizer

This is my first post to Azimuth. It’s a companion to the one by Alaistair Jamieson-Lane. I’m an assistant professor at the University of Waterloo in Canada with the Centre for Knowledge Integration, or CKI. Through our teaching and research, the CKI focuses on integrating what appears, at first blush, to be drastically different fields in order to make the world a better place. The very topics I would like to cover today, which are mathematics and policy design, are an example of our flavour of knowledge integration. However, before getting into that, perhaps some background on how I got here would be helpful.

The conundrum of complex systems

For about eight years, I have focused on various problems related to long-term forecasting of social and technological change (long-term meaning in excess of 10 years). I became interested in these problems because they are particularly relevant to how we understand and respond to global environmental changes such as climate change.

In case you don’t know much about global warming or what the fuss is about, part of what makes the problem particularly difficult is that the feedback from the physical climate system to human political and economic systems is exceedingly slow. It is so slow, that under traditional economic and political analyses, an optimal policy strategy may appear to be to wait before making any major decisions – that is, wait for scientific knowledge and technologies to improve, or at least wait until the next election [1]. Let somebody else make the tough (and potentially politically unpopular) decisions!

The problem with waiting is that the greenhouse gases that scientists are most concerned about stay in the atmosphere for decades or centuries. They are also churned out by the gigatonne each year. Thus the warming trends that we have experienced for the past 30 years, for instance, are the cumulative result of emissions that happened not only recently but also long ago—in the case of carbon dioxide, as far back as the turn of the 20th century. The world in the 1910s was quainter than it is now, and as more economies around the globe industrialize and modernize, it is natural to wonder: how will we manage to power it all? Will we still rely so heavily on fossil fuels, which are the primary source of our carbon dioxide emissions?

Such questions are part of what makes climate change a controversial topic. Present-day policy decisions about energy use will influence the climatic conditions of the future, so what kind of future (both near-term and long-term) do we want?

Futures studies and trying to learn from the past

Many approaches can be taken to answer the question of what kind of future we want. An approach familiar to the political world is for a leader to espouse his or her particular hopes and concerns for the future, then work to convince others that those ideas are more relevant than someone else’s. Alternatively, economists do better by developing and investigating different simulations of economic developments over time; however, the predictive power of even these tools drops off precipitously beyond the 10-year time horizon.

The limitations of these approaches should not be too surprising, since any stockbroker will say that when making financial investments, past performance is not necessarily indicative of future results. We can expect the same problem with rhetorical appeals, or economic models, that are based on past performances or empirical (which also implies historical) relationships.

A different take on foresight

A different approach avoids the frustration of proving history to be a fickle tutor for the future. By setting aside the supposition that we must be able to explain why the future might play out a particular way (that is, to know the ‘history’ of a possible future outcome), alternative futures 20, 50, or 100 years hence can be conceptualized as different sets of conditions that may substantially diverge from what we see today and have seen before. This perspective is employed in cross-impact balance analysis, an algorithm that searches for conditions that can be demonstrated to be self-consistent [3].

Findings from cross-impact balance analyses have been informative for scientific assessments produced by the Intergovernmental Panel on Climate Change Research, or IPCC. To present a coherent picture of the climate change problem, the IPCC has coordinated scenario studies across economic and policy analysts as well as climate scientists since the 1990s. Prior to the development of the cross-impact balance method, these researchers had to do their best to identify appropriate ranges for rates of population growth, economic growth, energy efficiency improvements, etc. through their best judgment.

A retrospective using cross-impact balances on the first Special Report on Emissions Scenarios found that the researchers did a good job in many respects. However, they underrepresented the large number of alternative futures that would result in high greenhouse gas emissions in the absence of climate policy [4].

As part of the latest update to these coordinated scenarios, climate change researchers decided it would be useful to organize alternative futures according socio-economic conditions that pose greater or fewer challenges to mitigation and adaptation. Mitigation refers to policy actions that decrease greenhouse gas emissions, while adaptation refers to reducing harms due to climate change or to taking advantage of benefits. Some climate change researchers argued that it would be sufficient to consider alternative futures where challenges to mitigation and adaptation co-varied, e.g. three families of futures where mitigation and adaptation challenges would be low, medium, or high.

Instead, cross-impact balances revealed that mixed-outcome futures—such as socio-economic conditions simultaneously producing fewer challenges to mitigation but greater challenges to adaptation—could not be completely ignored. This counter-intuitive finding, among others, brought the importance of quality of governance to the fore [5].

Although it is generally recognized that quality of governance—e.g. control of corruption and the rule of law—affects quality of life [6], many in the climate change research community have focused on technological improvements, such as drought-resistant crops, or economic incentives, such as carbon prices, for mitigation and adaptation. The cross-impact balance results underscored that should global patterns of quality of governance across nations take a turn for the worse, poor governance could stymie these efforts. This is because the influence of quality of governance is pervasive; where corruption is permitted at the highest levels of power, it may be permitted at other levels as well—including levels that are responsible for building schools, teaching literacy, maintaining roads, enforcing public order, and so forth.

The cross-impact balance study revealed this in the abstract, as summarized in the example matrices below. Alastair included a matrix like these in his post, where he explained that numerical judgments in such a matrix can be used to calculate the net impact of simultaneous influences on system factors. My purpose in presenting these matrices is a bit different, as the matrix structure can also explain why particular outcomes behave as system attractors.

In this example, a solid light gray square means that the row factor directly influences the column factor some amount, while white space means that there is no direct influence:

Dark gray squares along the diagonal have no meaning, since everything is perfectly correlated to itself. The pink squares highlight the rows for the factors “quality of governance” and “economy.” The importance of these rows is more apparent here; the matrix above is a truncated version of this more detailed one:

(Click to enlarge.)

The pink rows are highlighted because of a striking property of these factors. They are the two most influential factors of the system, as you can see from how many solid squares appear in their rows. The direct influence of quality of governance is second only to the economy. (Careful observers will note that the economy directly influences quality of governance, while quality of governance directly influences the economy). Other scholars have meticulously documented similar findings through observations [7].

As a method for climate policy analysis, cross-impact balances fill an important gap between genius forecasting (i.e., ideas about the far-off future espoused by one person) and scientific judgments that, in the face of deep uncertainty, are overconfident (i.e. neglecting the ‘fat’ or ‘long’ tails of a distribution).

Wanted: intrepid explorers of future possibilities

However, alternative visions of the future are only part of the information that’s needed to create the future that is desired. Descriptions of courses of action that are likely to get us there are also helpful. In this regard, the post by Jamieson-Lane describes early work on modifying cross-impact balances for studying transition scenarios rather than searching primarily for system attractors.

This is where you, as the mathematician or physicist, come in! I have been working with cross-impact balances as a policy analyst, and I can see the potential of this method to revolutionize policy discussions—not only for climate change but also for policy design in general. However, as pointed out by entrepreneurship professor Karl T. Ulrich, design problems are NP-complete. Those of us with lesser math skills can be easily intimidated by the scope of such search problems. For this reason, many analysts have resigned themselves to ad hoc explorations of the vast space of future possibilities. However, some analysts like me think it is important to develop methods that do better. I hope that some of you Azimuth readers may be up for collaborating with like-minded individuals on the challenge!

References

The graph of carbon emissions is from reference [2]; the pictures of the matrices are adapted from reference [5]:

[1] M. Granger Morgan, Milind Kandlikar, James Risbey and Hadi Dowlatabadi, Why conventional tools for policy analysis are often inadequate for problems of global change, Climatic Change 41 (1999), 271–281.

[2] T.F. Stocker et al., Technical Summary, in Climate Change 2013: The Physical Science Basis. Contribution of Working Group I to the Fifth Assessment Report of the Intergovernmental Panel on Climate Change (2013), T.F. Stocker, D. Qin, G.-K. Plattner, M. Tignor, S.K. Allen, J. Boschung, A. Nauels, Y. Xia, V. Bex, and P.M. Midgley (eds.) Cambridge University Press, New York.

[3] Wolfgang Weimer-Jehle, Cross-impact balances: a system-theoretical approach to cross-impact analysis, Technological Forecasting & Social Change 73 (2006), 334–361.

[4] Vanessa J. Schweizer and Elmar Kriegler, Improving environmental change research with systematic techniques for qualitative scenarios, Environmental Research Letters 7 (2012), 044011.

[5] Vanessa J. Schweizer and Brian C. O’Neill, Systematic construction of global socioeconomic pathways using internally consistent element combinations, Climatic Change 122 (2014), 431–445.

[6] Daniel Kaufman, Aart Kray and Massimo Mastruzzi, Worldwide Governance Indicators (2013), The World Bank Group.

[7] Daron Acemoglu and James Robinson, The Origins of Power, Prosperity, and Poverty: Why Nations Fail. Website.


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:

Network Theory I: electrical circuits and signal-flow graphs.

Click on items in blue, or pictures, for more information.

One reason I’m glad I gave this talk is because afterwards Jamie Vicary pointed out some very interesting consequences of the relations among signal-flow diagrams listed in my talk. It turns out they imply equations familiar from the theory of complementarity in categorical quantum mechanics!

This is the kind of mathematical surprise that makes life worthwhile for me. It seemed utterly shocking at first, but I think I’ve figured out why it happens. Now is not the time to explain… but I’ll have to do it soon, both here and in the paper that Jason Eberle are writing about control theory.

For now, besides the slides, the best place to read more about this program is here:

• Brendan Fong, A compositional approach to control theory.


Markov Models of Social Change (Part 1)

24 February, 2014

guest post by Alastair Jamieson-Lane

The world is complex, and making choices in a complex world is sometimes difficult.

As any leader knows, decisions must often be made with incomplete information. To make matters worse, the experts and scientists who are meant to advise on these important matters are also doing so with incomplete information—usually limited to only one or two specialist fields. When decisions need to be made that are dependent on multiple real-world systems, and your various advisors find it difficult to communicate, this can be problematic!

The generally accepted approach is to listen to whichever advisor tells you the things you want to hear.

When such an approach fails (for whatever mysterious and inexplicable reason) it might be prudent to consider such approaches as Bayesian inference, analysis of competing hypotheses or cross-impact balance analysis.

Because these methods require experts to formalize their opinions in an explicit, discipline neutral manner, we avoid many of the problems mentioned above. Also, if everything goes horribly wrong, you can blame the algorithm, and send the rioting public down to the local university to complain there.

In this blog article I will describe cross-impact balance analysis and a recent extension to this method, explaining its use, as well as some basic mathematical underpinnings. No familiarity with cross-impact balance analysis will be required.

Wait—who is this guy?

Since this is my first time writing a blog post here, I hear introductions are in order.

Hi. I’m Alastair.

I am currently a Master’s student at the University of British Columbia, studying mathematics. In particular, I’m aiming to use evolutionary game theory to study academic publishing and hiring practices… and from there hopefully move on to studying governments (we’ll see how the PhD goes). I figure that both those systems seem important to solving the problems we’ve built for ourselves, and both may be under increasing pressure in coming years.

But that’s not what I’m here for today! Today I’m here to tell the story of cross-impact balance analysis, a tool I was introduced to at the complex systems summer school in Santa Fe.

The story

Suppose (for example) that the local oracle has foretold that burning the forests will anger the nature gods

… and that if you do not put restrictions in place, your crops will wither and die.

Well, that doesn’t sound very good.

The merchant’s guild claims that such restrictions will cause all trade to grind to a halt.

Your most trusted generals point out that weakened trade will leave you vulnerable to invasion from all neighboring kingdoms.

The sailors guild adds that the wrath of Poseidon might make nautical trade more difficult.

The alchemists propose alternative sources of heat…

… while the druids propose special crops as a way of resisting the wrath of the gods…

… and so on.

Given this complex web of interaction, it might be a good time to consult the philosophers.

Overview of CIB

This brings us to the question of what CIB (Cross-Impact Balance) analysis is, and how to use it.

At its heart, CIB analysis demands this: first, you must consider what aspects of the world you are interested in studying. This could be environmental or economic status, military expenditure, or the laws governing genetic modification. These we refer to as “descriptors”. For each “descriptor” we must create a list of possible “states”.

For example, if the descriptor we are interested in were “global temperature change” our states might be “+5 degree”, “+4 degrees” and so on down to “-2 degrees”.

The states of a descriptor are not meant to be all-encompassing, or offer complete detail, and they need not be numerical. For example, the descriptor “Agricultural policy” might have such states as “Permaculture subsidy”, “Genetic engineering”, “Intensive farming” or “No policy”.

For each of these states, we ask our panel of experts whether such a state would increase or decrease the tendency for some other descriptor to be in a particular state.

For example, we might ask: “On a scale from -3 to 3, how much does the agricultural policy of Intensive farming increase the probability that we will see global temperature increases of +2 degrees?”

By combining the opinions of a variety of experts in each field, and weighting based on certainty and expertise, we are able to construct matrices, much like the one below:

The above matrix is a description of my ant farm. The health of my colony is determined by the population, income, and education levels of my ants. For a less ant focused version of the above, please refer to:

• Elisabeth A. Lloyd and Vanessa J. Schweizer, Objectivity and a comparison of methodological scenario approaches for climate change research, Synthese (2013).

For any possible combination of descriptor states (referred to as a scenario) we can calculate the total impact on all possible descriptors. In the current scenario we have low population, high income and medium education (see highlighted rows).

Because the current scenario has high ant income, this strongly influences us to have low population (+3) and prevents a jump to high population (-3). This combined with the non-influence from education (zeros) leads to low population being the most favoured state for our population descriptor. Thus we expect no change. We say this is “consistent”.

Education however sees a different story. Here we have a strong influence towards high education levels (summing the column gives a total of 13). Thus our current state (medium education) is inconsistent, and we would expect the abundance of ant wealth to lead to an improvements in the ant schooling system.

Classical CIB analysis acts as a way to classify which hypothetical situations are consistent, and which are not.

Now, it is all well and good to claim that some scenarios are stable, but the real use of such a tool is in predicting (and influencing) the future.

By applying a deterministic rule that determines how inconsistencies are resolved, we can produce a “succession rule”. The most straight-forward example is to replace all descriptor states with whichever state is most favoured by the current scenario. In the example above we would switch to “Low population, medium income, high education”. A generation later we would switch back to “Low population, High income, medium education”, soon finding ourselves trapped in a loop.

All such rules will always lead to either a loop or a “sink”: a self consistent scenario which is succeeded only by itself.

So, how can we use this? How will this help us deal with the wrath of the gods (or ant farms)?

Firstly: we can identify loops and consistent scenarios which we believe are most favourable. It’s all well and good imagining some future utopia, but if it is inconsistent with itself, and will immediately lead to a slide into less favourable scenarios then we should not aim for it, we should find that most favourable realistic scenario and aim for that one.

Secondly: We can examine all our consistent scenarios, and determine whose “basin of attraction” we find ourselves in: that is, which scenario are we likely to end up in.

Thirdly: Suppose we could change our influence matrix slightly? How would we change it to favour scenarios we most prefer? If you don’t like the rules, change the game—or at the very least find out WHAT we would need to change to have the best effect.

Concerns and caveats

So… what are the problems we might encounter? What are the drawbacks?

Well, first of all, we note that the real world does not tend to reach any form of eternal static scenario or perfect cycle. The fact that our model does might be regarded as reason for suspicion.

Secondly, although the classical method contains succession analysis, this analysis is not necessarily intended as a completely literal “prediction” of events. It gives a rough idea of the basins of attraction of our cycles and consistent scenarios, but is also somewhat arbitrary. What succession rule is most appropriate? Do all descriptors update simultaneously? Or only the one with the most “pressure”? Are our descriptors given in order of malleability, and only the fastest changing descriptor will change?

Thirdly, in collapsing our description of the world down into a finite number of states we are ignoring many tiny details. Most of these details are not important, but in assuming that our succession rules are deterministic, we imply that these details have no impact whatsoever.

If we instead treat succession as a somewhat random process, the first two of these problems can be solved, and the third somewhat reduced.

Stochastic succession

In the classical CIB succession analysis, some rule is selected which deterministically decides which scenario follows from the present. Stochastic succession analysis instead tells us the probability that a given scenario will lead to another.

The simplest example of a stochastic succession rule is to simply select a single descriptor at random each time step, and only consider updates that might happen to that descriptor. This we refer to as dice succession. This (in some ways) represents hidden information: two systems that might look identical on the surface from the point of view of our very blockish CIB analysis might be different enough underneath to lead to different outcomes. If we have a shaky agricultural system, but a large amount of up-and-coming research, then which of these two factors becomes important first is down to the luck of the draw. Rather than attempt to model this fine detail, we instead merely accept it and incorporate this uncertainty into our model.

Even this most simplistic change leads to dramatics effects on our system. Most importantly, almost all cycles vanish from our results, as forks in the road allow us to diverge from the path of the cycle.

We can take stochastic succession further and consider more exotic rules for our transitions, ones that allow any transition to take place, not merely those that are most favored. For example:

P(x,y) = A e^{I_x(y)/T}

Here x is our current scenario, y is some possible future scenario, and I_x(y) is the total impact score of y from the perspective of x. A is a simple normalizing constant, and T is our system’s temperature. High temperature systems are dominated by random noise, while low temperature systems are dominated by the influences described by our experts.

Impact score is calculated by summing the impact of each state of our current scenario, on each state of our target scenario. For example, for the above, suppose we want to find I_x(y) when x is the given scenario “Low population, High income, medium education” and y was the scenario “Medium population, medium income, High education”. We consider all numbers that are in rows which were states of x and in columns that are states of y. This would give:

I_x(y)= (0+0+0) + (-2 +0 +10) +(6+7+0) = 21

Here each bracket refers to the sum of a particular column.
More generically we can write the formula as:

\displaystyle{ I_x(y)= \sum_{i \subset x, \;j \subset y} M_{i,j} }

Here M_{i,j} refers to an entry in our cross-impact balance matrix, i and j are both states, and i \subset x reads as “i is a state of x”.

We refer to this function for computing transition probabilities as the Boltzmann succession law, due to its similarity to the Boltzmann distribution found in physics. We use it merely as an example, and by no means wish to imply that we expect the transitions for our true system to act in a precisely Boltzmann-like manner. Alternative functions can, and should, be experimented with. The Boltzmann succession law is however an effective example and has a number of nice properties: P(x,y) is always positive, unchanged by adding a constant to every element of the cross-impact balance matrix, contains adjustable parameters, and unbounded above.

The Boltzmann succession rule is what I will refer to as fully stochastic: it allows transitions even against our experts’ judgement (with low probability). This is in contrast to dice succession which picks a direction at random, but still contains scenarios from which our system can not escape.

Effects of stochastic succession

‘Partially stochastic’ processes such as the dice rule have very limited effect on the long term behavior of the model. Aside from removing most cycles, they behave almost exactly like our deterministic succession rules. So, let us instead discuss the more interesting fully stochastic succession rules.

In the fully stochastic system we can ask “after a very long time, what is the probability we will be in scenario x?”

By asking this question we can get some idea of the relative importance of all our future scenarios and states.

For example, if the scenario “high population, low education, low income” has a 40% probability in the long term, while most other scenarios have a probability of 0.2%, we can see that this scenario is crucial to the understanding of our system. Often scenarios already identified by deterministic succession analysis are the ones with the greatest long term probability—but by looking at long term probability we also gain information about the relative importance of each scenario.

In addition, we can encounter scenarios which are themselves inconsistent, but form cycles and/or clusters of interconnected scenarios. We can also notice scenarios that while technically ‘consistent’ in the deterministic rules are only barely so, and have limited weight due to a limited basin of attraction. We might identify scenarios that seem familiar in the real world, but are apparently highly unlikely in our analysis, indicating either that we should expect change… or perhaps suggesting a missing descriptor or a cross-impact in need of tweaking.

Armed with such a model, we can investigate what we can do to increase the short term and long term likelihood of desirable scenarios, and decrease the likelihood of undesirable scenarios.

Some further reading

As a last note, here are a few freely available resources that may prove useful. For a more formal introduction to CIB, try:

• Wolfgang Weimer-Jehle, Cross-impact balances: a system-theoretical approach to cross-impact analysis, Technological Forecasting & Social Change 73 (2006), 334–361.

• Wolfgang Weimer-Jehle, Properties of cross-impact balance analysis.

You can find free software for doing a classical CIB analysis here:

• ZIRIUS, ScenarioWizard.

ZIRIUS is the Research Center for Interdisciplinary Risk and Innovation Studies of the University of Stuttgart.

Here are some examples of CIB in action:

• Gerhard Fuchs, Ulrich Fahl, Andreas Pyka, Udo Staber, Stefan Voegele and Wolfgang Weimer-Jehle, Generating innovation scenarios using the cross-impact methodology, Department of Economics, University of Bremen, Discussion-Papers Series No. 007-2008.

• Ortwin Renn, Alexander Jager, Jurgen Deuschle and Wolfgang Weimer-Jehle, A normative-functional concept of sustainability and its indicators, International Journal of Global Environmental Issues, 9 (2008), 291–317.

Finally, this page contains a more complete list of articles, both practical and theoretical:

• ZIRIUS, Cross-impact balance analysis: publications.


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