## Visual Insight

1 March, 2015

I have another blog, called Visual Insight. Over here, our focus is on applying science to help save the planet. Over there, I try to make the beauty of pure mathematics visible to the naked eye.

I’m always looking for great images, so if you know about one, please tell me about it! If not, you may still enjoy taking a look.

Here are three of my favorite images from that blog, and a bit about the people who created them.

I suspect that these images, and many more on Visual Insight, are all just different glimpses of the same big structure. I have a rough idea what that structure is. Sometimes I dream of a computer program that would let you tour the whole thing. Unfortunately, a lot of it lives in more than 3 dimensions.

Less ambitiously, I sometimes dream of teaming up with lots of mathematicians and creating a gorgeous coffee-table book about this stuff.

### Schmidt arrangement of the Eisenstein integers

This picture drawn by Katherine Stange shows what happens when we apply fractional linear transformations

$z \mapsto \frac{a z + b}{c z + d}$

to the real line sitting in the complex plane, where $a,b,c,d$ are Eisenstein integers: that is, complex numbers of the form

$m + n \sqrt{-3}$

where $m,n$ are integers. The result is a complicated set of circles and lines called the ‘Schmidt arrangement’ of the Eisenstein integers. For more details go here.

Katherine Stange did her Ph.D. with Joseph H. Silverman, an expert on elliptic curves at Brown University. Now she is an assistant professor at the University of Colorado, Boulder. She works on arithmetic geometry, elliptic curves, algebraic and integer sequences, cryptography, arithmetic dynamics, Apollonian circle packings, and game theory.

### {7,3,3} honeycomb

This is the {7,3,3} honeycomb as drawn by Danny Calegari. The {7,3,3} honeycomb is built of regular heptagons in 3-dimensional hyperbolic space. It’s made of infinite sheets of regular heptagons in which 3 heptagons meet at vertex. 3 such sheets meet at each edge of each heptagon, explaining the second ‘3’ in the symbol {7,3,3}.

The 3-dimensional regions bounded by these sheets are unbounded: they go off to infinity. They show up as holes here. In this image, hyperbolic space has been compressed down to an open ball using the so-called Poincaré ball model. For more details, go here.

Danny Calegari did his Ph.D. work with Andrew Casson and William Thurston on foliations of three-dimensional manifolds. Now he’s a professor at the University of Chicago, and he works on these and related topics, especially geometric group theory.

### {7,3,3} honeycomb meets the plane at infinity

This picture, by Roice Nelson, is another view of the {7,3,3} honeycomb. It shows the ‘boundary’ of this honeycomb—that is, the set of points on the surface of the Poincaré ball that are limits of points in the {7,3,3} honeycomb.

Roice Nelson used stereographic projection to draw part of the surface of the Poincaré ball as a plane. The circles here are holes, not contained in the boundary of the {7,3,3} honeycomb. There are infinitely many holes, and the actual boundary, the region left over, is a fractal with area zero. The white region on the outside of the picture is yet another hole. For more details, and a different version of this picture, go here.

Roice Nelson is a software developer for a flight data analysis company. There’s a good chance the data recorded on the airplane from your last flight moved through one of his systems! He enjoys motorcycling and recreational mathematics, he has a blog with lots of articles about geometry, and he makes plastic models of interesting geometrical objects using a 3d printer.

## Higher-Dimensional Rewriting in Warsaw

18 February, 2015

This summer there will be a conference on higher-dimensional algebra and rewrite rules in Warsaw. They want people to submit papers! I’ll give a talk about presentations of symmetric monoidal categories that arise in electrical engineering and control theory. This is part of the network theory program, which we talk about so often here on Azimuth.

There should also be interesting talks about combinatorial algebra, homotopical aspects of rewriting theory, and more:

Higher-Dimensional Rewriting and Applications, 28-29 June 2015, Warsaw, Poland. Co-located with the RDP, RTA and TLCA conferences. Organized by Yves Guiraud, Philippe Malbos and Samuel Mimram.

### Description

Over recent years, rewriting methods have been generalized from strings and terms to richer algebraic structures such as operads, monoidal categories, and more generally higher dimensional categories. These extensions of rewriting fit in the general scope of higher-dimensional rewriting theory, which has emerged as a unifying algebraic framework. This approach allows one to perform homotopical and homological analysis of rewriting systems (Squier theory). It also provides new computational methods in combinatorial algebra (Artin-Tits monoids, Coxeter and Garside structures), in homotopical and homological algebra (construction of cofibrant replacements, Koszulness property). The workshop is open to all topics concerning higher-dimensional generalizations and applications of rewriting theory, including

• higher-dimensional rewriting: polygraphs / computads, higher-dimensional generalizations of string/term/graph rewriting systems, etc.

• homotopical invariants of rewriting systems: homotopical and homological finiteness properties, Squier theory, algebraic Morse theory, coherence results in algebra and higher-dimensional category theory, etc.

• linear rewriting: presentations and resolutions of algebras and operads, Gröbner bases and generalizations, homotopy and homology of algebras and operads, Koszul duality theory, etc.

• applications of higher-dimensional and linear rewriting and their interactions with other fields: calculi for quantum computations, algebraic lambda-calculi, proof nets, topological models for concurrency, homotopy type theory, combinatorial group theory, etc.

• implementations: the workshop will also be interested in implementation issues in higher-dimensional rewriting and will allow demonstrations of prototypes of existing and new tools in higher-dimensional rewriting.

### Submitting

Important dates:

• Submission: April 15, 2015

• Final version: May 20, 2015

• Conference: 28-29 June, 2015

Submissions should consist of an extended abstract, approximately 5 pages long, in standard article format, in PDF. The page for uploading those is here. The accepted extended abstracts will be made available electronically before the
workshop.

### Organizers

Program committee:

• Vladimir Dotsenko (Trinity College, Dublin)

• Yves Guiraud (INRIA / Université Paris 7)

• Jean-Pierre Jouannaud (École Polytechnique)

• Philippe Malbos (Université Claude Bernard Lyon 1)

• Paul-André Melliès (Université Paris 7)

• Samuel Mimram (École Polytechnique)

• Tim Porter (University of Wales, Bangor)

• Femke van Raamsdonk (VU University, Amsterdam)

## Lebesgue’s Universal Covering Problem (Part 2)

3 February, 2015

A while back I described a century-old geometry problem posed by the famous French mathematician Lebesgue, inventor of our modern theory of areas and volumes.

This problem is famously difficult. So I’m happy to report some progress:

• John Baez, Karine Bagdasaryan and Philip Gibbs, Lebesgue’s universal covering problem.

But we’d like you to check our work! It will help if you’re good at programming. As far as the math goes, it’s just high-school geometry… carried to a fanatical level of intensity.

Here’s the story:

A subset of the plane has diameter 1 if the distance between any two points in this set is ≤ 1. You know what a circle of diameter 1 looks like. But an equilateral triangle with edges of length 1 also has diameter 1:

After all, two points in this triangle are farthest apart when they’re at two corners.

Note that this triangle doesn’t fit inside a circle of diameter 1:

There are lots of sets of diameter 1, so it’s interesting to look for a set that can contain them all.

In 1914, the famous mathematician Henri Lebesgue sent a letter to a pal named Pál. And in this letter he challenged Pál to find the convex set with smallest possible area such that every set of diameter 1 fits inside.

More precisely, he defined a universal covering to be a convex subset of the plane that can cover a translated, reflected and/or rotated version of every subset of the plane with diameter 1. And his challenge was to find the universal covering with the least area.

Pál worked on this problem, and 6 years later he published a paper on it. He found a very nice universal covering: a regular hexagon in which one can inscribe a circle of diameter 1. This has area

0.86602540…

But he also found a universal covering with less area, by removing two triangles from this hexagon—for example, the triangles C1C2C3 and E1E2E3 here:

Our paper explains why you can remove these triangles, assuming the hexagon was a universal covering in the first place. The resulting universal covering has area

0.84529946…

In 1936, Sprague went on to prove that more area could be removed from another corner of Pál’s original hexagon, giving a universal covering of area

0.8441377708435…

In 1992, Hansen took these reductions even further by removing two more pieces from Pál’s hexagon. Each piece is a thin sliver bounded by two straight lines and an arc. The first piece is tiny. The second is downright microscopic!

Hansen claimed the areas of these regions were 4 · 10-11 and 6 · 10-18. However, our paper redoes his calculation and shows that the second number is seriously wrong. The actual areas are 3.7507 · 10-11 and 8.4460 · 10-21.

Philip Gibbs has created a Java applet illustrating Hansen’s universal cover. I urge you to take a look! You can zoom in and see the regions he removed:

• Philip Gibbs, Lebesgue’s universal covering problem.

I find that my laptop, a Windows machine, makes it hard to view Java applets because they’re a security risk. I promise this one is safe! To be able to view it, I had to go to the “Search programs and files” window, find the “Configure Java” program, go to “Security”, and add

to the “Exception Site List”. It’s easy once you know what to do.

And it’s worth it, because only the ability to zoom lets you get a sense of the puny slivers that Hansen removed! One is the region XE2T here, and the other is T’C3V:

You can use this picture to help you find these regions in Philip Gibbs’ applet. But this picture is not in scale! In fact the smaller region, T’C3V, has length 3.7 · 10-7 and maximum width 1.4 · 10-14, tapering down to a very sharp point.

That’s about a few atoms wide if you draw the whole hexagon on paper! And it’s about 30 million times longer than it is wide. This is the sort of thing you can only draw with the help of a computer.

Anyway, Hansen’s best universal covering had an area of

0.844137708416…

This tiny improvement over Sprague’s work led Klee and Wagon to write:

it does seem safe to guess that progress on [this problem], which has been painfully slow in the past, may be even more painfully slow in the future.

However, our new universal covering removes about a million times more area than Hansen’s larger region: a whopping 2.233 · 10-5. So, we get a universal covering with area

0.844115376859…

The key is to slightly rotate the dodecagon shown in the above pictures, and then use the ideas of Pál and Sprague.

There’s a lot of room between our number and the best lower bound on this problem, due to Brass and Sharifi:

0.832

So, one way or another, we can expect a lot of progress now that computers are being brought to bear.

Read our paper for the details! If you want to check our work, we’ll be glad to answer lots of detailed questions. We want to rotate the dodecagon by an amount that minimizes the area of the universal covering we get, so we use a program to compute the area for many choices of rotation angle:

• Philip Gibbs, Java program.

The program is not very long—please study it or write your own, in your own favorite language! The output is here:

• Philip Gibbs, Java program output.

and as explained at the end of our paper, the best rotation angle is about 1.3°.

## A Second Law for Open Markov Processes

15 November, 2014

guest post by Blake Pollard

What comes to mind when you hear the term ‘random process’? Do you think of Brownian motion? Do you think of particles hopping around? Do you think of a drunkard staggering home?

Today I’m going to tell you about a version of the drunkard’s walk with a few modifications. Firstly, we don’t have just one drunkard: we can have any positive real number of drunkards. Secondly, our drunkards have no memory; where they go next doesn’t depend on where they’ve been. Thirdly, there are special places, such as entrances to bars, where drunkards magically appear and disappear.

The second condition says that our drunkards satisfy the Markov property, making their random walk into a Markov process. The third condition is really what I want to tell you about, because it makes our Markov process into a more general ‘open Markov process’.

There are a collection of places the drunkards can be, for example:

$V= \{ \text{bar},\text{sidewalk}, \text{street}, \text{taco truck}, \text{home} \}$

We call this set $V$ the set of states. There are certain probabilities associated with traveling between these places. We call these transition rates. For example it is more likely for a drunkard to go from the bar to the taco truck than to go from the bar to home so the transition rate between the bar and the taco truck should be greater than the transition rate from the bar to home. Sometimes you can’t get from one place to another without passing through intermediate places. In reality the drunkard can’t go directly from the bar to the taco truck: he or she has to go from the bar to sidewalk to the taco truck.

This information can all be summarized by drawing a directed graph where the positive numbers labelling the edges are the transition rates:

For simplicity we draw only three states: home, bar, taco truck. Drunkards go from home to the bar and back, but they never go straight from home to the taco truck.

We can keep track of where all of our drunkards are using a vector with 3 entries:

$\displaystyle{ p(t) = \left( \begin{array}{c} p_h(t) \\ p_b(t) \\ p_{tt}(t) \end{array} \right) \in \mathbb{R}^3 }$

We call this our population distribution. The first entry $p_h$ is the number of drunkards that are at home, the second $p_b$ is how many are at the bar, and the third $p_{tt}$ is how many are at the taco truck.

There is a set of coupled, linear, first-order differential equations we can write down using the information in our graph that tells us how the number of drunkards in each place change with time. This is called the master equation:

$\displaystyle{ \frac{d p}{d t} = H p }$

where $H$ is a 3×3 matrix which we call the Hamiltonian. The off-diagonal entries are nonnegative:

$H_{ij} \geq 0, i \neq j$

and the columns sum to zero:

$\sum_i H_{ij}=0$

We call a matrix satisfying these conditions infinitesimal stochastic. Stochastic matrices have columns that sum to one. If we take the exponential of an infinitesimal stochastic matrix we get one whose columns sum to one, hence the label ‘infinitesimal’.

The Hamiltonian for the graph above is

$H = \left( \begin{array}{ccc} -2 & 5 & 10 \\ 2 & -12 & 0 \\ 0 & 7 & -10 \end{array} \right)$

John has written a lot about Markov processes and infinitesimal stochastic Hamiltonians in previous posts.

Given two vectors $p,q \in \mathbb{R}^3$ describing the populations of drunkards which obey the same master equation, we can calculate the relative entropy of $p$ relative to $q$:

$\displaystyle{ S(p,q) = \sum_{ i \in V} p_i \ln \left( \frac{p_i}{q_i} \right) }$

This is an example of a ‘divergence’. In statistics, a divergence a way of measuring the distance between probability distributions, which may not be symmetrical and may even not obey the triangle inequality.

The relative entropy is important because it decreases monotonically with time, making it a Lyapunov function for Markov processes. Indeed, it is a well known fact that

$\displaystyle{ \frac{dS(p(t),q(t) ) } {dt} \leq 0 }$

This is true for any two population distributions which evolve according to the same master equation, though you have to allow infinity as a possible value for the relative entropy and negative infinity for its time derivative.

Why is entropy decreasing? Doesn’t the Second Law of Thermodynamics say entropy increases?

Don’t worry: the reason is that I have not put a minus sign in my definition of relative entropy. Put one in if you like, and then it will increase. Sometimes without the minus sign it’s called the Kullback–Leibler divergence. This decreases with the passage of time, saying that any two population distributions $p(t)$ and $q(t)$ get ‘closer together’ as they get randomized with the passage of time.

That itself is a nice result, but I want to tell you what happens when you allow drunkards to appear and disappear at certain states. Drunkards appear at the bar once they’ve had enough to drink and once they are home for long enough they can disappear. The set of places where drunkards can appear or disappear $B$ is called the set of boundary states.  So for the above process

$B = \{ \text{home},\text{bar} \}$

is the set of boundary states. This changes the way in which the population of drunkards changes with time!

The drunkards at the taco truck obey the master equation. For them,

$\displaystyle{ \frac{dp_{tt}}{dt} = 7p_b -10 p_{tt} }$

still holds. But because the populations can appear or disappear at the boundary states the master equation no longer holds at those states! Instead it is useful to define the flow of drunkards into the $i^{th}$ state by

$\displaystyle{ \frac{Dp_i}{Dt} = \frac{dp_i}{dt}-\sum_j H_{ij} p_j}$

This quantity describes by how much the rate of change of the populations at the boundary states differ from that given by the master equation.

The reason why we are interested in open Markov processes is because you can take two open Markov processes and glue them together along some subset of their boundary states to get a new open Markov process! This allows us to build up or break down complicated Markov processes using open Markov processes as the building blocks.

For example we can draw the graph corresponding to the drunkards’ walk again, only now we will distinguish boundary states from internal states by coloring internal states blue and having boundary states be white:

Consider another open Markov process with states

$V=\{ \text{home},\text{work},\text{bar} \}$

where

$B=\{ \text{home}, \text{bar}\}$

are the boundary states, leaving

$I=\{\text{work}\}$

as an internal state:

Since the boundary states of this process overlap with the boundary states of the first process we can compose the two to form a new Markov process:

Notice the boundary states are now internal states. I hope any Markov process that could approximately model your behavior has more interesting nodes! There is a nice way to figure out the Hamiltonian of the composite from the Hamiltonians of the pieces, but we will leave that for another time.

We can ask ourselves, how does relative entropy change with time in open Markov processes? You can read my paper for the details, but here is the punchline:

$\displaystyle{ \frac{dS(p(t),q(t) ) }{dt} \leq \sum_{i \in B} \frac{Dp_i}{Dt}\frac{\partial S}{\partial p_i} + \frac{Dq_i}{Dt}\frac{\partial S}{\partial q_i} }$

This is a version of the Second Law of Thermodynamics for open Markov processes.

It is important to notice that the sum is only over the boundary states! This inequality tells us that relative entropy still decreases inside our process, but depending on the flow of populations through the boundary states the relative entropy of the whole process could either increase or decrease! This inequality will be important when we study how the relative entropy changes in different parts of a bigger more complicated process.

That is all for now, but I leave it as an exercise for you to imagine a Markov process that describes your life. How many states does it have? What are the relative transition rates? Are there states you would like to spend more or less time in? Are there states somewhere you would like to visit?

Here is my paper, which proves the above inequality:

• Blake Pollard, A Second Law for open Markov processes.

If you have comments or corrections, let me know!

## Network Theory Seminar (Part 4)

5 November, 2014

Since I was in Banff, my student Franciscus Rebro took over this week and explained more about cospan categories. These are a tool for constructing categories where the morphisms are networks such as electrical circuit diagrams, signal flow diagrams, Markov processes and the like. For some more details see:

• John Baez and Brendan Fong, A compositional framework for passive linear networks.

Cospan categories are really best thought of as bicategories, and Franciscus gets into this aspect too.

## Network Theory (Part 33)

4 November, 2014

Last time I came close to describing the ‘black box functor’, which takes an electrical circuit made of resistors

and sends it to its behavior as viewed from outside. From outside, all you can see is the relation between currents and potentials at the ‘terminals’—the little bits of wire that poke out of the black box:

I came close to defining the black box functor, but I didn’t quite make it! This time let’s finish the job.

### The categories in question

The black box functor

$\blacksquare : \mathrm{ResCirc} \to \mathrm{LinRel}$

goes from the category $\mathrm{ResCirc},$ where morphisms are circuits made of resistors, to the category $\mathrm{LinRel},$ where morphisms are linear relations. Let me remind you how these categories work, and introduce a bit of new notation.

Here is the category $\mathrm{ResCirc}:$

• an object is a finite set;

• a morphism from $X$ to $Y$ is an isomorphism class of cospans

in the category of graphs with edges labelled by resistances: numbers in $(0,\infty).$ Here we think of the finite sets $X$ and $Y$ as graphs with no edges. We call $X$ the set of inputs and $Y$ the set of outputs.

• we compose morphisms in $\mathrm{ResCirc}$ by composing isomorphism classes of cospans.

And here is the category $\mathrm{LinRel}:$

• an object is a finite-dimensional real vector space;

• a morphism from $U$ to $V$ is a linear relation $R : U \leadsto V,$ meaning a linear subspace $R \subseteq U \times V;$

• we compose a linear relation $R \subseteq U \times V$ and a linear relation $S \subseteq V \times W$ in the usual way we compose relations, getting:

$SR = \{(u,w) \in U \times W : \; \exists v \in V \; (u,v) \in R \mathrm{\; and \;} (v,w) \in S \}$

In case you’re wondering: I’ve just introduced the wiggly arrow notation

$R : U \leadsto V$

for a linear relation from $U$ to $V,$ because it suggests that a relation is a bit like a function but more general. Indeed, a function is a special case of a relation, and composing functions is a special case of composing relations.

### The black box functor

Now, how do we define the black box functor?

Defining it on objects is easy. An object of $\mathrm{ResCirc}$ is a finite set $S,$ and we define

$\blacksquare{S} = \mathbb{R}^S \times \mathbb{R}^S$

The idea is that $S$ could be a set of inputs or outputs, and then

$(\phi, I) \in \mathbb{R}^S \times \mathbb{R}^S$

is a list of numbers: the potentials and currents at those inputs or outputs.

So, the interesting part is defining the black box functor on morphisms!

For this we start with a morphism in $\mathrm{ResCirc}$:

The labelled graph $\Gamma$ consists of:

• a set $N$ of nodes,

• a set $E$ of edges,

• maps $s, t : E \to N$ sending each edge to its source and target,

• a map $r : E \to (0,\infty)$ sending each edge to its resistance.

The cospan gives maps

$i: X \to N, \qquad o: Y \to N$

These say how the inputs and outputs are interpreted as nodes in the circuit. We’ll call the nodes that come from inputs or outputs ‘terminals’. So, mathematically,

$T = \mathrm{im}(i) \cup \mathrm{im}(o) \subseteq N$

is the set of terminals: the union of the images of $i$ and $o.$

In the simplest case, the maps $i$ and $o$ are one-to-one, with disjoint ranges. Then each terminal either comes from a single input, or a single output, but not both! This is a good picture to keep in mind. But some subtleties arise when we leave this simplest case and consider other cases.

Now, the black box functor is supposed to send our circuit to a linear relation. I’ll call the circuit $\Gamma$ for short, though it’s really the whole cospan

So, our black box functor is supposed to send this circuit to a linear relation

$\blacksquare(\Gamma) : \mathbb{R}^X \times \mathbb{R}^X \leadsto \mathbb{R}^Y \times \mathbb{R}^Y$

This is a relation between the potentials and currents at the input terminals and the potentials and currents at the output terminals! How is it defined?

I’ll start by outlining how this works.

First, our circuit picks out a subspace

$dQ \subseteq \mathbb{R}^T \times \mathbb{R}^T$

This is the subspace of allowed potentials and currents on the terminals. I’ll explain this and why it’s called $dQ$ a bit later. Briefly, it comes from the principle of minimum power, described last time.

Then, the map

$i: X \to T$

gives a linear relation

$S(i) : \mathbb{R}^X \times \mathbb{R}^X \leadsto \mathbb{R}^T \times \mathbb{R}^T$

This says how the potentials and currents at the inputs are related to those at the terminals. Similarly, the map

$o: Y \to T$

gives a linear relation

$S(o) : \mathbb{R}^Y \times \mathbb{R}^Y \leadsto \mathbb{R}^T \times \mathbb{R}^T$

This says how the potentials and currents at the outputs are related to those at the terminals.

Next, we can ‘turn around’ any linear relation

$R : \mathbb{R}^Y \times \mathbb{R}^Y \leadsto \mathbb{R}^T \times \mathbb{R}^T$

to get a relation

$R^\dagger : \mathbb{R}^T \times \mathbb{R}^T \leadsto \mathbb{R}^Y \times \mathbb{R}^Y$

defined by

$R^\dagger = \{(\phi',-I',\phi,-I) : (\phi, I, \phi', I') \in R \}$

Here we are just switching the input and output potentials, but when we switch the currents we also throw in a minus sign. The reason is that we care about the current flowing in to an input, but out of an output.

Finally, one more trick: given a linear subspace

$L \subseteq V$

of a vector space $V$ we get a linear relation

$1|_L : V \leadsto V$

called the identity restricted to $L$, defined like this:

$1|_L = \{ (v, v) :\; v \in L \} \subseteq V \times V$

If $L$ is all of $V$ this relation is actually the identity function on $V.$ Otherwise it’s a partially defined function that’s defined only on $L,$ and is the identity there. (A partially defined function is an example of a relation.) My notation $1|_L$ is probably bad, but I don’t know a better one, so bear with me.

Let’s use all these ideas to define

$\blacksquare(\Gamma) : \mathbb{R}^X \times \mathbb{R}^X \leadsto \mathbb{R}^Y \times \mathbb{R}^Y$

To do this, we compose three linear relations:

$S(i) : \mathbb{R}^X \times \mathbb{R}^X \leadsto \mathbb{R}^T \times \mathbb{R}^T$

2) We compose this with

$1|_{dQ} : \mathbb{R}^T \times \mathbb{R}^T \leadsto \mathbb{R}^T \times \mathbb{R}^T$

3) Then we compose this with

$S(o)^\dagger : \mathbb{R}^T \times \mathbb{R}^T \leadsto \mathbb{R}^Y \times \mathbb{R}^Y$

Note that:

1) says how the potentials and currents at the inputs are related to those at the terminals,

2) picks out which potentials and currents at the terminals are actually allowed, and

3) says how the potentials and currents at the terminals are related to those at the outputs.

So, I hope all makes sense, at least in some rough way. In brief, here’s the formula:

$\blacksquare(\Gamma) = S(o)^\dagger \; 1|_{dQ} \; S(i)$

Now I just need to fill in some details. First, how do we define $S(i)$ and $S(o)?$ They work exactly the same way, by ‘copying potentials and adding currents’, so I’ll just talk about one. Second, how do we define the subspace $dQ?$ This uses the principle of minimum power.

### Duplicating potentials and adding currents

Any function between finite sets

$i: X \to T$

gives a linear map

$i^* : \mathbb{R}^T \to \mathbb{R}^X$

Mathematicians call this linear map the pullback along $i,$ and for any $\phi \in \mathbb{R}^T$ it’s defined by

$i^*(\phi)(x) = \phi(i(x))$

In our application, we think of $\phi$ as a list of potentials at terminals. The function $i$ could map a bunch of inputs to the same terminal, and the above formula says the potential at this terminal gives the potential at all those inputs. So, we are copying potentials.

We also get a linear map going the other way:

$i_* : \mathbb{R}^X \to \mathbb{R}^T$

Mathematicians call this the pushforward along $i,$ and for any $I \in \mathbb{R}^X$ it’s defined by

$\displaystyle{ i_*(I)(t) = \sum_{x \; : \; i(x) = t } I(x) }$

In our application, we think of $I$ as a list of currents entering at some inputs. The function $i$ could map a bunch of inputs to the same terminal, and the above formula says the current at this terminal is the sum of the currents at all those inputs. So, we are adding currents.

Putting these together, our map

$i : X \to T$

gives a linear relation

$S(i) : \mathbb{R}^X \times \mathbb{R}^X \leadsto \mathbb{R}^T \times \mathbb{R}^T$

where the pair $(\phi, I) \in \mathbb{R}^X \times \mathbb{R}^X$ is related to the pair $(\phi', I') \in \mathbb{R}^T \times \mathbb{R}^T$ iff

$\phi = i^*(\phi')$

and

$I' = i_*(I)$

So, here’s the rule of thumb when attaching the points of $X$ to the input terminals of our circuit: copy potentials, but add up currents. More formally:

$\begin{array}{ccl} S(i) &=& \{ (\phi, I, \phi', I') : \; \phi = i^*(\phi') , \; I' = i_*(I) \} \\ \\ &\subseteq& \mathbb{R}^X \times \mathbb{R}^X \times \mathbb{R}^T \times \mathbb{R}^T \end{array}$

### The principle of minimum power

Finally, how does our circuit define a subspace

$dQ \subseteq \mathbb{R}^T \times \mathbb{R}^T$

of allowed potential-current pairs at the terminals? The trick is to use the ideas we discussed last time. If we know the potential at all nodes of our circuit, say $\phi \in \mathbb{R}^N$, we know the power used by the circuit:

$P(\phi) = \displaystyle{ \sum_{e \in E} \frac{1}{r_e} \big(\phi(s(e)) - \phi(t(e))\big)^2 }$

We saw last time that if we fix the potentials at the terminals, the circuit will choose potentials at the other nodes to minimize this power. We can describe the potential at the terminals by

$\psi \in \mathbb{R}^T$

So, the power for a given potential at the terminals is

$Q(\psi) = \displaystyle{ \frac{1}{2} \min_{\phi \in \mathbb{R}^N \; : \; \phi|_T = \psi} \sum_{e \in E} \frac{1}{r_e} \big(\phi(s(e)) - \phi(t(e))\big)^2 }$

Actually this is half the power: I stuck in a factor of 1/2 for some reason we’ll soon see. This $Q$ is a quadratic function

$Q : \mathbb{R}^T \to \mathbb{R}$

so its derivative is linear. And, our work last time showed something interesting: to compute the current $J_x$ flowing into a terminal $x \in T,$ we just differentiate $Q$ with respect to the potential at that terminal:

$\displaystyle{ J_x = \frac{\partial Q(\psi)}{\partial \psi_x} }$

This is the reason for the 1/2: when we take the derivative of $Q,$ we bring down a 2 from differentiating all those squares, and to make that go away we need a 1/2.

The space of allowed potential-current pairs at the terminals is thus the linear subspace

$dQ = \{ (\psi, J) : \; \displaystyle{ J_x = \frac{\partial Q(\psi)}{\partial \psi_x} \} \subseteq \mathbb{R}^T \times \mathbb{R}^T }$

And this completes our precise description of the black box functor!

The hard part is this:

Theorem. $\blacksquare : \mathrm{ResCirc} \to \mathrm{LinRel}$ is a functor.

In other words, we have to prove that it preserves composition:

$\blacksquare(fg) = \blacksquare(f) \blacksquare(g)$

• John Baez and Brendan Fong, A compositional framework for passive linear networks.

## Network Theory (Part 32)

20 October, 2014

Okay, today we will look at the ‘black box functor’ for circuits made of resistors. Very roughly, this takes a circuit made of resistors with some inputs and outputs:

and puts a ‘black box’ around it:

forgetting the internal details of the circuit and remembering only how the it behaves as viewed from outside. As viewed from outside, all the circuit does is define a relation between the potentials and currents at the inputs and outputs. We call this relation the circuit’s behavior. Lots of different choices of the resistances $R_1, \dots, R_6$ would give the same behavior. In fact, we could even replace the whole fancy circuit by a single edge with a single resistor on it, and get a circuit with the same behavior!

The idea is that when we use a circuit to do something, all we care about is its behavior: what it does as viewed from outside, not what it’s made of.

Furthermore, we’d like the behavior of a system made of parts to depend in a simple way on the external behaviors of its parts. We don’t want to have to ‘peek inside’ the parts to figure out what the whole will do! Of course, in some situations we do need to peek inside the parts to see what the whole will do. But in this particular case we don’t—at least in the idealization we are considering. And this fact is described mathematically by saying that black boxing is a functor.

So, how do circuits made of resistors behave? To answer this we first need to remember what they are!

### Review

Remember that for us, a circuit made of resistors is a mathematical structure like this:

It’s a cospan where:

$\Gamma$ is a graph labelled by resistances. So, it consists of a finite set $N$ of nodes, a finite set $E$ of edges, two functions

$s, t : E \to N$

sending each edge to its source and target nodes, and a function

$r : E \to (0,\infty)$

that labels each edge with its resistance.

$i: I \to \Gamma$ is a map of graphs labelled by resistances, where $I$ has no edges. A labelled graph with no edges has nothing but nodes! So, the map $i$ is just a trick for specifying a finite set of nodes called inputs and mapping them to $N.$ Thus $i$ picks out some nodes of $\Gamma$ and declares them to be inputs. (However, $i$ may not be one-to-one! We’ll take advantage of that subtlety later.)

$o: O \to \Gamma$ is another map of graphs labelled by resistances, where $O$ again has no edges, and we call its nodes outputs.

### The principle of minimum power

So what does a circuit made of resistors do? This is described by the principle of minimum power.

Recall from Part 27 that when we put it to work, our circuit has a current $I_e$ flowing along each edge $e \in E.$ This is described by a function

$I: E \to \mathbb{R}$

It also has a voltage across each edge. The word ‘across’ is standard here, but don’t worry about it too much; what matters is that we have another function

$V: E \to \mathbb{R}$

describing the voltage $V_e$ across each edge $e.$

Resistors heat up when current flows through them, so they eat up electrical power and turn this power into heat. How much? The power is given by

$\displaystyle{ P = \sum_{e \in E} I_e V_e }$

So far, so good. But what does it mean to minimize power?

To understand this, we need to manipulate the formula for power using the laws of electrical circuits described in Part 27. First, Ohm’s law says that for linear resistors, the current is proportional to the voltage. More precisely, for each edge $e \in E,$

$\displaystyle{ I_e = \frac{V_e}{r_e} }$

where $r_e$ is the resistance of that edge. So, the bigger the resistance, the less current flows: that makes sense. Using Ohm’s law we get

$\displaystyle{ P = \sum_{e \in E} \frac{V_e^2}{r_e} }$

Now we see that power is always nonnegative! Now it makes more sense to minimize it. Of course we could minimize it simply by setting all the voltages equal to zero. That would work, but that would be boring: it gives a circuit with no current flowing through it. The fun starts when we minimize power subject to some constraints.

For this we need to remember another law of electrical circuits: a spinoff of Kirchhoff’s voltage law. This says that we can find a function called the potential

$\phi: N \to \mathbb{R}$

such that

$V_e = \phi_{s(e)} - \phi_{t(e)}$

for each $e \in E.$ In other words, the voltage across each edge is the difference of potentials at the two ends of this edge.

Using this, we can rewrite the power as

$\displaystyle{ P = \sum_{e \in E} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)})^2 }$

Now we’re really ready to minimize power! Our circuit made of resistors has certain nodes called terminals:

$T \subseteq N$

These are the nodes that are either inputs or outputs. More precisely, they’re the nodes in the image of

$i: I \to \Gamma$

or

$o: O \to \Gamma$

The principle of minimum power says that:

If we fix the potential $\phi$ on all terminals, the potential at other nodes will minimize the power

$\displaystyle{ P(\phi) = \sum_{e \in E} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)})^2 }$

subject to this constraint.

This should remind you of all the other minimum or maximum principles you know, like the principle of least action, or the way a system in thermodynamic equilibrium maximizes its entropy. All these principles—or at least, most of them—are connected. I could talk about this endlessly. But not now!

Now let’s just use the principle of minimum power. Let’s see what it tells us about the behavior of an electrical circuit.

Let’s imagine changing the potential $\phi$ by adding some multiple of a function

$\psi: N \to \mathbb{R}$

If this other function vanishes at the terminals:

$\forall n \in T \; \; \psi(n) = 0$

then $\phi + x \psi$ doesn’t change at the terminals as we change the number $x.$

Now suppose $\phi$ obeys the principle of minimum power. In other words, supposes it minimizes power subject to the constraint of taking the values it does at the terminals. Then we must have

$\displaystyle{ \frac{d}{d x} P(\phi + x \psi)\Big|_{x = 0} }$

whenever

$\forall n \in T \; \; \psi(n) = 0$

This is just the first derivative test for a minimum. But the converse is true, too! The reason is that our power function is a sum of nonnegative quadratic terms. Its graph will look like a paraboloid. So, the power has no points where its derivative vanishes except minima, even when we constrain $\phi$ by making it lie on a linear subspace.

We can go ahead and start working out the derivative:

$\displaystyle{ \frac{d}{d x} P(\phi + x \psi)! = ! \frac{d}{d x} \sum_{e \in E} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)} + x(\psi_{s(e)} -\psi_{t(e)}))^2 }$

To work out the derivative of these quadratic terms at $x = 0,$ we only need to keep the part that’s proportional to $x.$ The rest gives zero. So:

$\begin{array}{ccl} \displaystyle{ \frac{d}{d t} P(\phi + x \psi)\Big|_{x = 0} } &=& \displaystyle{ \frac{d}{d x} \sum_{e \in E} \frac{x}{r_e} (\phi_{s(e)} - \phi_{t(e)}) (\psi_{s(e)} - \psi_{t(e)}) \Big|_{x = 0} } \\ \\ &=& \displaystyle{ \sum_{e \in E} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) (\psi_{s(e)} - \psi_{t(e)}) } \end{array}$

The principle of minimum power says this is zero whenever $\psi : N \to \mathbb{R}$ is a function that vanishes at terminals. By linearity, it’s enough to consider functions $\psi$ that are zero at every node except one node $n$ that is not a terminal. By linearity we can also assume $\psi(n) = 1.$

Given this, the only nonzero terms in the sum

$\displaystyle{ \sum_{e \in E} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) (\psi_{s(e)} - \psi_{t(e)}) }$

will be those involving edges whose source or target is $n.$ We get

$\begin{array}{ccc} \displaystyle{ \frac{d}{d x} P(\phi + x \psi)\Big|_{x = 0} } &=& \displaystyle{ \sum_{e: \; s(e) = n} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)})} \\ \\ && -\displaystyle{ \sum_{e: \; t(e) = n} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) } \end{array}$

So, the principle of minimum power says precisely

$\displaystyle{ \sum_{e: \; s(e) = n} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) = \sum_{e: \; t(e) = n} \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) }$

for all nodes $n$ that aren’t terminals.

What does this mean? You could just say it’s a set of linear equations that must be obeyed by the potential $\phi.$ So, the principle of minimum power says that fixing the potential at terminals, the potential at other nodes must be chosen in a way that obeys a set of linear equations.

But what do these equations mean? They have a nice meaning. Remember, Kirchhoff’s voltage law says

$V_e = \phi_{s(e)} - \phi_{t(e)}$

and Ohm’s law says

$\displaystyle{ I_e = \frac{V_e}{r_e} }$

Putting these together,

$\displaystyle{ I_e = \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) }$

so the principle of minimum power merely says that

$\displaystyle{ \sum_{e: \; s(e) = n} I_e = \sum_{e: \; t(e) = n} I_e }$

for any node $n$ that is not a terminal.

This is Kirchhoff’s current law: for any node except a terminal, the total current flowing into that node must equal the total current flowing out! That makes a lot of sense. We allow current to flow in or out of our circuit at terminals, but ‘inside’ the circuit charge is conserved, so if current flows into some other node, an equal amount has to flow out.

In short: the principle of minimum power implies Kirchoff’s current law! Conversely, we can run the whole argument backward and derive the principle of minimum power from Kirchhoff’s current law. (In both the forwards and backwards versions of this argument, we use Kirchhoff’s voltage law and Ohm’s law.)

When the node $n$ is a terminal, the quantity

$\displaystyle{ \sum_{e: \; s(e) = n} I_e \; - \; \sum_{e: \; t(e) = n} I_e }$

need not be zero. But it has an important meaning: it’s the amount of current flowing into that terminal!

We’ll call this $I_n,$ the current at the terminal $n \in T.$ This is something we can measure even when our circuit has a black box around it:

So is the potential $\phi_n$ at the terminal $n.$ It’s these currents and potentials at terminals that matter when we try to describe the behavior of a circuit while ignoring its inner workings.

### Black boxing

Now let me quickly sketch how black boxing becomes a functor.

A circuit made of resistors gives a linear relation between the potentials and currents at terminals. A relation is something that can hold or fail to hold. A ‘linear’ relation is one defined using linear equations.

A bit more precisely, suppose we choose potentials and currents at the terminals:

$\psi : T \to \mathbb{R}$

$J : T \to \mathbb{R}$

Then we seek potentials and currents at all the nodes and edges of our circuit:

$\phi: N \to \mathbb{R}$

$I : E \to \mathbb{R}$

that are compatible with our choice of $\psi$ and $J.$ Here compatible means that

$\psi_n = \phi_n$

and

$J_n = \displaystyle{ \sum_{e: \; s(e) = n} I_e \; - \; \sum_{e: \; t(e) = n} I_e }$

whenever $n \in T,$ but also

$\displaystyle{ I_e = \frac{1}{r_e} (\phi_{s(e)} - \phi_{t(e)}) }$

for every $e \in E,$ and

$\displaystyle{ \sum_{e: \; s(e) = n} I_e \; = \; \sum_{e: \; t(e) = n} I_e }$

whenever $n \in N - T.$ (The last two equations combine Kirchoff’s laws and Ohm’s law.)

There either exist $I$ and $\phi$ making all these equations true, in which case we say our potentials and currents at the terminals obey the relation… or they don’t exist, in which case we say the potentials and currents at the terminals don’t obey the relation.

The relation is clearly linear, since it’s defined by a bunch of linear equations. With a little work, we can make it into a linear relation between potentials and currents in

$\mathbb{R}^I \oplus \mathbb{R}^I$

and potentials and currents in

$\mathbb{R}^O \oplus \mathbb{R}^O$

Remember, $I$ is our set of inputs and $O$ is our set of outputs.

In fact, this process of getting a linear relation from a circuit made of resistors defines a functor:

$\blacksquare : \mathrm{ResCirc} \to \mathrm{LinRel}$

Here $\mathrm{ResCirc}$ is the category where morphisms are circuits made of resistors, while $\mathrm{LinRel}$ is the category where morphisms are linear relations.

More precisely, here is the category $\mathrm{ResCirc}:$

• an object of $\mathrm{ResCirc}$ is a finite set;

• a morphism from $I$ to $O$ is an isomorphism class of circuits made of resistors:

having $I$ as its set of inputs and $O$ as its set of outputs;

• we compose morphisms in $\mathrm{ResCirc}$ by composing isomorphism classes of cospans.

(Remember, circuits made of resistors are cospans. This lets us talk about isomorphisms between them. If you forget the how isomorphism between cospans work, you can review it in Part 31.)

And here is the category $\mathrm{LinRel}:$

• an object of $\mathrm{LinRel}$ is a finite-dimensional real vector space;

• a morphism from $U$ to $V$ is a linear relation $R \subseteq U \times V,$ meaning a linear subspace of the vector space $U \times V;$

• we compose a linear relation $R \subseteq U \times V$ and a linear relation $S \subseteq V \times W$ in the usual way we compose relations, getting:

$SR = \{(u,w) \in U \times W : \; \exists v \in V \; (u,v) \in R \mathrm{\; and \;} (v,w) \in S \}$

### Next steps

So far I’ve set up most of the necessary background but not precisely defined the black boxing functor

$\blacksquare : \mathrm{ResCirc} \to \mathrm{LinRel}$

There are some nuances I’ve glossed over, like the difference between inputs and outputs as elements of $I$ and $O$ and their images in $N.$ If you want to see the precise definition and the proof that it’s a functor, read our paper:

• John Baez and Brendan Fong, A compositional framework for passive linear networks.

The proof is fairly long: there may be a much quicker one, but at least this one has the virtue of introducing a lot of nice ideas that will be useful elsewhere.

Next time I’ll define the black box functor more carefully.