## A Networked World (Part 1)

27 March, 2015

guest post by David Spivak

### The problem

The idea that’s haunted me, and motivated me, for the past seven years or so came to me while reading a book called The Moment of Complexity: our Emerging Network Culture, by Mark C. Taylor. It was a fascinating book about how our world is becoming increasingly networked—wired up and connected—and that this is leading to a dramatic increase in complexity. I’m not sure if it was stated explicitly there, but I got the idea that with the advent of the World Wide Web in 1991, a new neural network had been born. The lights had been turned on, and planet earth now had a brain.

I wondered how far this idea could be pushed. Is the world alive, is it a single living thing? If it is, in the sense I meant, then its primary job is to survive, and to survive it’ll have to make decisions. So there I was in my living room thinking, “oh my god, we’ve got to steer this thing!”

Taylor pointed out that as complexity increases, it’ll become harder to make sense of what’s going on in the world. That seemed to me like a big problem on the horizon, because in order to make good decisions, we need to have a good grasp on what’s occurring. I became obsessed with the idea of helping my species through this time of unprecedented complexity. I wanted to understand what was needed in order to help humanity make good decisions.

What seemed important as a first step is that we humans need to unify our understanding—to come to agreement—on matters of fact. For example, humanity still doesn’t know whether global warming is happening. Sure almost all credible scientists have agreed that it is happening, but does that steer money into programs that will slow it or mitigate its effects? This isn’t an issue of what course to take to solve a given problem; it’s about whether the problem even exists! It’s like when people were talking about Obama being a Muslim, born in Kenya, etc., and some people were denying it, saying he was born in Hawaii. If that’s true, why did he repeatedly refuse to show his birth certificate?

It is important, as a first step, to improve the extent to which we agree on the most obvious facts. This kind of “sanity check” is a necessary foundation for discussions about what course we should take. If we want to steer the ship, we have to make committed choices, like “we’re turning left now,” and we need to do so as a group. That is, there needs to be some amount of agreement about the way we should steer, so we’re not fighting ourselves.

Luckily there are a many cases of a group that needs to, and is able to, steer itself as a whole. For example as a human, my neural brain works with my cells to steer my body. Similarly, corporations steer themselves based on boards of directors, and based on flows of information, which run bureaucratically and/or informally between different parts of the company. Note that in neither case is there any suggestion that each part—cell, employee, or corporate entity—is “rational”; they’re all just doing their thing. What we do see in these cases is that the group members work together in a context where information and internal agreement is valued and often attained.

It seemed to me that intelligent, group-directed steering is possible. It does occur. But what’s the mechanism by which it happens, and how can we think about it? I figured that the way we steer, i.e., make decisions, is by using information.

I should be clear: whenever I say information, I never mean it “in the sense of Claude Shannon”. As beautiful as Shannon’s notion of information is, he’s not talking about the kind of information I mean. He explicitly said in his seminal paper that information in his sense is not concerned with meaning:

Frequently the messages have meaning; that is they refer to or are correlated according to some system with certain physical or conceptual entities. These semantic aspects of communication are irrelevant to the engineering problem. The significant aspect is that the actual message is one selected from a set of possible messages.

In contrast, I’m interested in the semantic stuff, which flows between humans, and which makes possible decisions about things like climate change. Shannon invented a very useful quantitative measure of meaningless probability distributions.

That’s not the kind of information I’m talking about. When I say “I want to know what information is”, I’m saying I want to formulate the notion of human-usable semantic meaning, in as mathematical a way as possible.

Back to my problem: we need to steer the ship, and to do so we need to use information properly. Unfortunately, I had no idea what information is, nor how it’s used to make decisions (let alone to make good ones), nor how it’s obtained from our interaction with the world. Moreover, I didn’t have a clue how the minute information-handling at the micro-level, e.g., done by cells inside a body or employees inside a corporation, would yield information-handling at the macro (body or corporate) level.

I set out to try to understand what information is and how it can be communicated. What kind of stuff is information? It seems to follow rules: facts can be put together to form new facts, but only in certain ways. I was once explaining this idea to Dan Kan, and he agreed saying, “Yes, information is inherently a combinatorial affair.” What is the combinatorics of information?

Communication is similarly difficult to understand, once you dig into it. For example, my brain somehow enables me to use information and so does yours. But our brains are wired up in personal and ad hoc ways, when you look closely, a bit like a fingerprint or retinal scan. I found it fascinating that two highly personalized semantic networks could interface well enough to effectively collaborate.

There are two issues that I wanted to understand, and by to understand I mean to make mathematical to my own satisfaction. The first is what information is, as structured stuff, and what communication is, as a transfer of structured stuff. The second is how communication at micro-levels can create, or be, understanding at macro-levels, i.e., how a group can steer as a singleton.

Looking back on this endeavor now, I remain concerned. Things are getting increasingly complex, in the sorts of ways predicted by Mark C. Taylor in his book, and we seem to be losing some control: of the NSA, of privacy, of people 3D printing guns or germs, of drones, of big financial institutions, etc.

Can we expect or hope that our species as a whole will make decisions that are healthy, like keeping the temperature down, given the information we have available? Are we in the driver’s seat, or is our ship currently in the process of spiraling out of our control?

Let’s assume that we don’t want to panic but that we do want to participate in helping the human community to make appropriate decisions. A possible first step could be to formalize the notion of “using information well”. If we could do this rigorously, it would go a long way toward helping humanity get onto a healthy course. Further, mathematics is one of humanity’s best inventions. Using this tool to improve our ability to use information properly is a non-partisan approach to addressing the issue. It’s not about fighting, it’s about figuring out what’s happening, and weighing all our options in an informed way.

So, I ask: What kind of mathematics might serve as a formal ground for the notion of meaningful information, including both its successful communication and its role in decision-making?

## 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)

## Trends in Reaction Network Theory

27 January, 2015

For those who have been following the posts on reaction networks, this workshop should be interesting! I hope to see you there.

Workshop on Mathematical Trends in Reaction Network Theory, 1-3 July 2015, Department of Mathematical Sciences, University of Copenhagen. Organized by Elisenda Feliu and Carsten Wiuf.

### Description

This workshop focuses on current and new trends in mathematical reaction network theory, which we consider broadly to be the theory describing the behaviour of systems of (bio)chemical reactions. In recent years, new interesting approaches using theory from dynamical systems, stochastics, algebra and beyond, have appeared. We aim to provide a forum for discussion of these new approaches and to bring together researchers from different communities.

### Structure

The workshop starts in the morning of Wednesday, July 1st, and finishes at lunchtime on Friday, July 3rd. In the morning there will be invited talks, followed by contributed talks in the afternoon. There will be a reception and poster session Wednesday in the afternoon, and a conference dinner Thursday. For those participants staying Friday afternoon, a sightseeing event will be arranged.

### Organization

The workshop is organized by the research group on Mathematics of Reaction Networks at the Department of Mathematical Sciences, University of Copenhagen. The event is sponsored by the Danish Research Council, the Department of Mathematical Sciences and the Dynamical Systems Interdisciplinary Network, which is part of the UCPH Excellence Programme for Interdisciplinary Research.

### Confirmed invited speakers

Nikki Meskhat (North Carolina State University, US)

Alan D. Rendall (Johannes Gutenberg Universität Mainz, Germany)

• János Tóth (Budapest University of Technology and Economics, Hungary)

Sebastian Walcher (RWTH Aachen, Germany)

Gheorghe Craciun (University of Wisconsin, Madison, US)

David Doty (California Institute of Technology, US)

>

Manoj Gopalkrishnan (Tata Institute of Fundamental Research, India)

Michal Komorowski (Institute of Fundamental Technological Research, Polish Academy of Sciences, Poland)

John Baez (University of California, Riverside, US)

### Important dates

Abstract submission for posters and contributed talks: March 15, 2015.

Notification of acceptance: March 26, 2015.

Conference: July 1-3, 2015.

### The organizers

The organizers are Elisenda Feliu and Carsten Wiuf at the Department of Mathematical Sciences of the University of Copenhagen.

They’ve written some interesting papers on reaction networks, including some that discuss chemical reactions with more than one stationary state. This is a highly nonlinear regime that’s very important in biology:

• Elisenda Feliu and Carsten Wiuf, A computational method to preclude multistationarity in networks of interacting species, Bioinformatics 29 (2013), 2327-2334.

Motivation. Modeling and analysis of complex systems are important aspects of understanding systemic behavior. In the lack of detailed knowledge about a system, we often choose modeling equations out of convenience and search the (high-dimensional) parameter space randomly to learn about model properties. Qualitative modeling sidesteps the issue of choosing specific modeling equations and frees the inference from specific properties of the equations. We consider classes of ordinary differential equation (ODE) models arising from interactions of species/entities, such as (bio)chemical reaction networks or ecosystems. A class is defined by imposing mild assumptions on the interaction rates. In this framework, we investigate whether there can be multiple positive steady states in some ODE models in a given class.

Results. We have developed and implemented a method to decide whether any ODE model in a given class cannot have multiple steady states. The method runs efficiently on models of moderate size. We tested the method on a large set of models for gene silencing by sRNA interference and on two publicly available databases of biological models, KEGG and Biomodels. We recommend that this method is used as (i) a pre-screening step for selecting an appropriate model and (ii) for investigating the robustness of non-existence of multiple steady state for a given ODE model with respect to variation in interaction rates.

Availability and Implementation. Scripts and examples in Maple are available in the Supplementary Information.

• Elisenda Feliu, Injectivity, multiple zeros, and multistationarity in reaction networks, Proceedings of the Royal Society A.

Abstract. Polynomial dynamical systems are widely used to model and study real phenomena. In biochemistry, they are the preferred choice for modelling the concentration of chemical species in reaction networks with mass-action kinetics. These systems are typically parameterised by many (unknown) parameters. A goal is to understand how properties of the dynamical systems depend on the parameters. Qualitative properties relating to the behaviour of a dynamical system are locally inferred from the system at steady state. Here we focus on steady states that are the positive solutions to a parameterised system of generalised polynomial equations. In recent years, methods from computational algebra have been developed to understand these solutions, but our knowledge is limited: for example, we cannot efficiently decide how many positive solutions the system has as a function of the parameters. Even deciding whether there is one or more solutions is non-trivial. We present a new method, based on so-called injectivity, to preclude or assert that multiple positive solutions exist. The results apply to generalised polynomials and variables can be restricted to the linear, parameter-independent first integrals of the dynamical system. The method has been tested in a wide range of systems.

You can see more of their papers on their webpages.

## 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.

## Network Theory Seminar (Part 2)

16 October, 2014

This time I explain more about how ‘cospans’ represent gadgets with two ends, an input end and an output end:

I describe how to glue such gadgets together by composing cospans. We compose cospans using a category-theoretic construction called a ‘pushout’, so I also explain pushouts. At the end, I explain how this gives us a category where the morphisms are electrical circuits made of resistors, and sketch what we’ll do next: study the behavior of these circuits.

These lecture notes provide extra details: