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Shadow Theory

Non-Source Projection and Internal Identifiability

The projected-law dichotomy

Jeremy RodgersSection 6 of 14Original PDF ↗Publication DOI ↗

The projected-law dichotomy

Descent of dynamics

Definition 5.1 (Source evolution and autonomy).

Let Φt ⁣:S→S\Phi_t\colon S\to S, t∈Tt\in\mathbb T (with T=R≥0\mathbb T=\mathbb R_{\ge0} or N\mathbb N), be a deterministic source evolution, i.e. Φ0=idS\Phi_0=\mathop{\mathrm{id}}_S and Φt+t′=Φt∘Φt′\Phi_{t+t'}=\Phi_t\circ\Phi_{t'}. The readout dynamics are autonomous if there exist maps Ut ⁣:T1→T1U_t\colon T_1\to T_1 with p∘Φt=Ut∘pfor all t∈T.(16) p\circ\Phi_t=U_t\circ p\qquad\text{for all }t\in\mathbb T .\tag{16}

(16) is the exact formalization of the statement “the present readout determines the future readout”. We stress that it is a deterministic and instantaneous demand: UtU_t takes as input the readout state at one time, and nothing else , no history, no auxiliary variable, no distribution.

Theorem 5.2 (Projected-law dichotomy).

Exactly one of the following holds.

Case I (fiber-preserving). For all t∈Tt\in\mathbb T and all s,s′∈Ss,s'\in S, p(s)=p(s′) ⟹ p(Φt(s))=p(Φt(s′)).(17) p(s)=p(s')\ \Longrightarrow\ p(\Phi_t(s))=p(\Phi_t(s')).\tag{17} Then there exist unique maps Ut ⁣:T1→T1U_t\colon T_1\to T_1 satisfying (16), and they form a semigroup: U0=idT1U_0=\mathop{\mathrm{id}}_{T_1}, Ut+t′=Ut∘Ut′U_{t+t'}=U_t\circ U_{t'}. The readout law is autonomous.

Case II (fiber-breaking). There exist s0,s1∈Ss_0,s_1\in S and t>0t>0 with p(s0)=p(s1),p(Φt(s0))≠p(Φt(s1)).(18) p(s_0)=p(s_1),\qquad p(\Phi_t(s_0))\neq p(\Phi_t(s_1)).\tag{18} Then no family of maps UtU_t satisfies (16); no deterministic law on the instantaneous readout state reproduces every source trajectory.

Proof. The two cases are the negation of one another, hence exhaustive and mutually exclusive.

Case I. Condition (17) says precisely that, for each fixed tt, the map p∘Φt ⁣:S→T1p\circ\Phi_t\colon S\to T_1 is constant on the fibers of pp. Since pp is surjective, Lemma 3.2 supplies a unique Ut ⁣:T1→T1U_t\colon T_1\to T_1 with p∘Φt=Ut∘pp\circ\Phi_t=U_t\circ p, namely Ut(p(s)):=p(Φt(s))U_t(p(s)):=p(\Phi_t(s)), well defined exactly by (17). For the semigroup law, evaluate on an arbitrary t1=p(s)t_1=p(s) (surjectivity again): Ut+t′(p(s))=p(Φt+t′(s))=p(Φt(Φt′(s)))=Ut(p(Φt′(s)))=Ut(Ut′(p(s))),U_{t+t'}(p(s))=p(\Phi_{t+t'}(s))=p\bigl(\Phi_t(\Phi_{t'}(s))\bigr)=U_t\bigl(p(\Phi_{t'}(s))\bigr)=U_t\bigl(U_{t'}(p(s))\bigr), and U0(p(s))=p(Φ0(s))=p(s)U_0(p(s))=p(\Phi_0(s))=p(s).

Case II. Suppose some UtU_t satisfied (16), and let s0,s1,ts_0,s_1,t be as in (18). Then p(Φt(s0))=Ut(p(s0))=Ut(p(s1))=p(Φt(s1)),p(\Phi_t(s_0))=U_t(p(s_0))=U_t(p(s_1))=p(\Phi_t(s_1)), where the middle equality uses p(s0)=p(s1)p(s_0)=p(s_1) and the fact that UtU_t is a function of the readout state. This contradicts (18). Hence no such UtU_t exists. ◻

Corollary 5.3 (Coherence does not imply source completeness).

Case I is compatible with pp noninjective. Autonomous, deterministic, internally coherent readout laws establish that the dynamics preserves the readout equivalence classes; they do not establish that those classes are singletons.

Proof. It suffices to exhibit an instance, which Example 5.5 does. Formally: (17) constrains Φt\Phi_t to map ∼p\sim_p-classes into ∼p\sim_p-classes; it places no constraint whatsoever on the cardinality of those classes. ◻

Corollary 5.3 is the single most important negative result of this paper, and the one most easily lost. An observer inside T1T_1 in Case I sees a world with exact deterministic laws, perfectly closed, admitting no anomaly and no residue. That observer’s evidence is entirely consistent with T1T_1 being the whole of physical reality, and entirely consistent with T1T_1 being a proper quotient of a strictly larger source. Dynamical closure is evidence of fiber preservation, not of fiber triviality.

What failed descent actually requires

In Case II the instantaneous readout state is insufficient, and one must say for what. The three targets below are routinely conflated; they are not the same, and only the first is an exact reconstruction.

  1. Exact trajectory prediction. To recover t↦p(Φt(s))t\mapsto p(\Phi_t(s)) for the individual realized ss, one needs strictly more than p(s)p(s): either additional state information (a completion variable, i.e. a refinement e ⁣:S→Ee\colon S\to E sufficient for the target “future readout”, in the sense of Definition 4.3), or an equivalent history-dependent description that encodes the same information in the past of the trajectory. Which of the two one uses is a matter of representation; the information content required is fixed by the fiber structure.

  2. Statistical prediction. One may instead supply a probability distribution over the unresolved states within the fiber p−1(p(s))p^{-1}(p(s)). This yields a distribution over future readouts. But note carefully: this is a prediction only after an additional probabilistic model is supplied , namely the within-fiber distribution, which is not determined by the deterministic data (S,p,Φt)(S,p,\Phi_t). It is an addition to the model, not a consequence of it. And what it delivers is a law over futures, not an exact reconstruction of the individual source trajectory.

  3. Memory representation. One may retain a functional of the past readout. This is exact only when the past readout in fact determines the relevant fiber coordinate; in general it does not, and then memory too is only a partial substitute.

We do not assert that any of these is always available. Case II asserts a negative , that the instantaneous readout state does not suffice , and nothing more.

The Hilbert-space instance

Specialize to Example 2.9: S=HsrcS=\mathcal{H}_{\mathrm{src}}, p=Kp=K bounded with ker⁡K\ker K closed, and let the source evolution be a strongly continuous group Φt=U(t)\Phi_t=U(t) with generator LL. The dichotomy takes an operator form.

Proposition 5.4 (Invariance criterion).

The evolution U(t)U(t) is fiber-preserving in the sense of (17) if and only if U(t)ker⁡K⊆ker⁡Kfor all t.(19) U(t)\ker K\subseteq\ker K\qquad\text{for all }t .\tag{19}

Proof. Fibers of KK are the cosets Ψ+ker⁡K\Psi+\ker K. Condition (17) reads: KΨ=KΨ′⇒KU(t)Ψ=KU(t)Ψ′K\Psi=K\Psi'\Rightarrow KU(t)\Psi=KU(t)\Psi'. Writing n=Ψ′−Ψn=\Psi'-\Psi, the hypothesis is n∈ker⁡Kn\in\ker K and the conclusion is KU(t)n=0KU(t)n=0, i.e. U(t)n∈ker⁡KU(t)n\in\ker K. Quantifying over all Ψ\Psi and all n∈ker⁡Kn\in\ker K gives exactly (19). (Linearity of U(t)U(t) and KK is used in both directions.) ◻

Now let PP be the orthogonal projection of Hsrc\mathcal{H}_{\mathrm{src}} onto the closed subspace (ker⁡K)⊥(\ker K)^{\perp}, the “resolved” subspace, and Q ⁣⊥:=I−PQ^{\!\perp}:=I-P the projection onto ker⁡K\ker K, the “unresolved” subspace. (We write Q ⁣⊥Q^{\!\perp} rather than QQ to avoid collision with the target QQ and with the generator of §9; in the Mori–Zwanzig literature this operator is universally called QQ.) For a bounded generator LL, invariance (19) is equivalent to the infinitesimal condition P L Q ⁣⊥=0,(20) P\,L\,Q^{\!\perp}=0 ,\tag{20} i.e. the generator does not map unresolved directions into resolved ones. Failure of (20) is Case II. Irrespective of whether (20) holds, the standard Nakajima–Zwanzig–Mori projection [13, 15, 12] yields an exact identity for the resolved component, which for bounded LL we derive here by variation of constants, so that the manuscript remains self-contained.

Write Ψ(t)=U(t)Ψ(0)\Psi(t)=U(t)\Psi(0), so that Ψ˙=LΨ\dot\Psi=L\Psi, and split it by the two projections: p(t):=PΨ(t),q(t):=Q ⁣⊥Ψ(t),Ψ(t)=p(t)+q(t).p(t):=P\Psi(t),\qquad q(t):=Q^{\!\perp}\Psi(t),\qquad \Psi(t)=p(t)+q(t). (The letter pp here denotes the resolved component of the state, following the standard notation of the projection literature; it is not the readout map of §2, and no confusion should arise, as the readout does not appear in this derivation.) Since PP and Q ⁣⊥Q^{\!\perp} are constant projections with P+Q ⁣⊥=IP+Q^{\!\perp}=I, applying each to Ψ˙=LΨ=L(p+q)\dot\Psi=L\Psi=L(p+q) gives the coupled pair p˙=PLP p+PLQ ⁣⊥q,(21)q˙=Q ⁣⊥LP p+Q ⁣⊥LQ ⁣⊥q.(22)\begin{aligned} \dot p&=P L P\,p+P L Q^{\!\perp} q, \qquad\text{(21)}\\ \dot q&=Q^{\!\perp} L P\,p+Q^{\!\perp} L Q^{\!\perp} q. \qquad\text{(22)} \end{aligned} Now read (22) as an inhomogeneous linear equation for qq, with generator Q ⁣⊥LQ ⁣⊥Q^{\!\perp}LQ^{\!\perp} and inhomogeneity Q ⁣⊥LP p(τ)Q^{\!\perp}LP\,p(\tau) regarded as a given source term. Because LL is bounded, so is Q ⁣⊥LQ ⁣⊥Q^{\!\perp}LQ^{\!\perp}, and etQ ⁣⊥LQ ⁣⊥e^{tQ^{\!\perp}LQ^{\!\perp}} is a norm-continuous semigroup; variation of constants (equivalently, differentiating e−tQ ⁣⊥LQ ⁣⊥q(t)e^{-tQ^{\!\perp}LQ^{\!\perp}}q(t) and integrating from 00 to tt) gives the unique solution q(t)=etQ ⁣⊥LQ ⁣⊥q(0)+∫0te(t−τ)Q ⁣⊥LQ ⁣⊥ Q ⁣⊥LP p(τ) dτ.(23) q(t)=e^{tQ^{\!\perp} L Q^{\!\perp}}q(0) +\int_0^t e^{(t-\tau)Q^{\!\perp} L Q^{\!\perp}}\,Q^{\!\perp} L P\,p(\tau)\,d\tau .\tag{23} Substituting (23) into the term PLQ ⁣⊥qPLQ^{\!\perp}q of (21), and using q(0)=Q ⁣⊥Ψ(0)q(0)=Q^{\!\perp}\Psi(0) together with p(τ)=PΨ(τ)p(\tau)=P\Psi(\tau), yields the exact identity ddt PΨ(t)=PLP Ψ(t)⏟closed term+PLQ ⁣⊥etQ ⁣⊥LQ ⁣⊥Q ⁣⊥Ψ(0)⏟unresolved-initial-state term+∫0tPLQ ⁣⊥e(t−τ)Q ⁣⊥LQ ⁣⊥Q ⁣⊥LP  PΨ(τ) dτ⏟memory term.(24) \frac{d}{dt}\,P\Psi(t) = \underbrace{P L P\,\Psi(t)}_{\text{closed term}} + \underbrace{P L Q^{\!\perp} e^{tQ^{\!\perp} L Q^{\!\perp}} Q^{\!\perp}\Psi(0)}_{\text{unresolved-initial-state term}} + \underbrace{\int_0^t P L Q^{\!\perp} e^{(t-\tau)Q^{\!\perp} L Q^{\!\perp}} Q^{\!\perp} L P\;P\Psi(\tau)\,d\tau}_{\text{memory term}} .\tag{24}

Four points must be made about (24), because it is the most frequently over-read equation in this circle of ideas.

First: PΨP\Psi is a source-side coordinate, not the declared readout. The projection formalism evolves PΨP\Psi, the component of the source state in (ker⁡K)⊥(\ker K)^{\perp}. The declared readout of our architecture, by contrast, is KΨK\Psi. These are different objects living in different spaces, and the identification of the two requires an argument. Under the closed-range hypothesis it is available: the restriction K∣(ker⁡K)⊥ ⁣:(ker⁡K)⊥⟶RanKK|_{(\ker K)^{\perp}}\colon (\ker K)^{\perp}\longrightarrow \mathop{\mathrm{Ran}}K is a bounded linear bijection between Banach spaces (injective because (ker⁡K)⊥∩ker⁡K={0}(\ker K)^{\perp}\cap\ker K=\{0\}; surjective onto RanK\mathop{\mathrm{Ran}}K by the orthogonal decomposition Ψ=PΨ+Q ⁣⊥Ψ\Psi=P\Psi+Q^{\!\perp}\Psi and KΨ=KPΨK\Psi=KP\Psi), and RanK\mathop{\mathrm{Ran}}K is closed, hence complete; so the bounded inverse theorem supplies a bounded inverse. Thus PΨ↦KΨP\Psi\mapsto K\Psi is a topological isomorphism, and the two observable-state descriptions are equivalent: convergence, boundedness, and continuity statements transfer between them. Without closed range this stability fails , the inverse need not be bounded , and although the set-theoretic quotient (4) still holds, one may no longer freely trade PΨP\Psi for KΨK\Psi in any topological or approximation-theoretic claim.

Second: (24) is exact and deterministic. No stochasticity, no coarse-graining approximation, and no thermodynamic limit has been invoked. The second and third terms are not noise; they are definite functionals of the initial unresolved data Q ⁣⊥Ψ(0)Q^{\!\perp}\Psi(0) and of the resolved history {PΨ(τ)}τ≤t\{P\Psi(\tau)\}_{\tau\le t} respectively.

Third: the exact relation between PLQ ⁣⊥=0PLQ^{\!\perp}=0 and the vanishing of the two anomalous terms. This must be stated with care, and the naive reading , that the two terms vanish or fail to vanish together , is false. The correct statement is:

  • PLQ ⁣⊥=0PLQ^{\!\perp}=0 is equivalent to autonomous closure for every source state (Proposition 5.4 together with (20));

  • when PLQ ⁣⊥=0PLQ^{\!\perp}=0, both the unresolved-initial-state term and the memory kernel vanish identically, since each carries PLQ ⁣⊥PLQ^{\!\perp} as a left factor , recovering ddtPΨ=PLP Ψ\tfrac{d}{dt}P\Psi=PLP\,\Psi. This is Theorem 5.2 in operator dress;

  • conversely, if PLQ ⁣⊥≠0PLQ^{\!\perp}\neq0, then the initial-state response is nonzero for some unresolved initial state , choose Q ⁣⊥Ψ(0)Q^{\!\perp}\Psi(0) with PLQ ⁣⊥Ψ(0)≠0PLQ^{\!\perp}\Psi(0)\neq0 and evaluate at t=0t=0;

  • but the memory kernel may nevertheless vanish separately. It carries the additional right factor Q ⁣⊥LPQ^{\!\perp}LP, so it vanishes identically whenever Q ⁣⊥LP=0Q^{\!\perp}LP=0 , the case where the generator feeds unresolved directions into resolved ones but not conversely , and it may also vanish through cancellation in the intervening propagator e(t−τ)Q ⁣⊥LQ ⁣⊥e^{(t-\tau)Q^{\!\perp}LQ^{\!\perp}}.

We therefore do not claim that memory must be nonzero whenever closure fails. Failure of closure guarantees a nonzero initial-state response for some unresolved datum; it guarantees nothing about the memory term.

Fourth: what the unresolved-initial-state term signifies. It depends on Q ⁣⊥Ψ(0)Q^{\!\perp}\Psi(0), which is exactly the fiber coordinate , the information the readout discards. Its presence is the analytic signature of the non-source projection: the projected law is not merely inconvenient but genuinely underdetermined by PΨ(t)P\Psi(t) alone. Calling the term “noise” is an additional modelling decision (cf. §5.2(2)), not a theorem; and so, equally, is any replacement of it by a memory kernel.

Examples

Example 5.5 (Noninjective but fiber-preserving: coherent laws without source completeness).

Let S=Z2×Z2={(x,y)}S=\mathbb Z_2\times\mathbb Z_2=\{(x,y)\} with x,y∈{0,1}x,y\in\{0,1\}, all four states physically inequivalent. Let the readout forget the second coordinate: p(x,y)=x,T1=Z2.p(x,y)=x,\qquad T_1=\mathbb Z_2 . Fibers are p−1(x)={(x,0),(x,1)}p^{-1}(x)=\{(x,0),(x,1)\} , doubletons, so pp is not injective. Let the discrete-time source evolution be Φ(x,y)=(x+1,  y+1)(mod2).\Phi(x,y)=(x+1,\;y+1)\pmod 2 . Then p(Φ(x,y))=x+1p(\Phi(x,y))=x+1 depends only on xx, so (17) holds and the readout law is autonomous: U(x)=x+1(mod2).U(x)=x+1\pmod 2 . An observer confined to T1T_1 sees a perfectly deterministic period-2 world, exactly predicted by an autonomous law, with no residue and no anomaly whatever. Yet pp is noninjective, and the hidden coordinate yy evolves nontrivially the entire time. This is Corollary 5.3 in miniature: the readout is closed and the source is strictly larger. If, moreover, some target QQ depends on yy , say aQ(x,y)=ya_Q(x,y)=y , then (13) holds for s0=(0,0)s_0=(0,0), s1=(0,1)s_1=(0,1), and by Theorem 4.5 the autonomous, coherent readout T1T_1 is a non-source projection relative to QQ. Autonomy buys no protection against this.

Example 5.6 (Fiber-breaking: failure of autonomous projected evolution).

Keep S=Z2×Z2S=\mathbb Z_2\times\mathbb Z_2 and p(x,y)=xp(x,y)=x, but now let Φ(x,y)=(x+y,  y)(mod2),\Phi(x,y)=(x+y,\;y)\pmod 2 , so that the hidden coordinate drives the visible one. Take s0=(0,0),s1=(0,1),p(s0)=p(s1)=0.s_0=(0,0),\qquad s_1=(0,1),\qquad p(s_0)=p(s_1)=0 . One step gives Φ(s0)=(0,0)\Phi(s_0)=(0,0) and Φ(s1)=(1,1)\Phi(s_1)=(1,1), whence p(Φ(s0))=0≠1=p(Φ(s1)),p(\Phi(s_0))=0\neq 1=p(\Phi(s_1)), which is (18). By Theorem 5.2, no map U ⁣:T1→T1U\colon T_1\to T_1 can satisfy (16): it would have to send the single readout value 00 to both 00 and 11. The readout observer sees the state 00 sometimes remain 00 and sometimes become 11, with nothing in the readout to explain the difference.

What repairs it is instructive and matches §5.2 exactly. (i) Completion: adjoin yy , take E=SE=S with e=ide=\mathop{\mathrm{id}} , and the dynamics is deterministic and closed on EE. Indeed the minimal sufficient extension for the target “next readout” is EQ=Im(p,aQ)E_Q=\mathop{\mathrm{Im}}(p,a_Q) with aQ(x,y)=x+ya_Q(x,y)=x+y, which one computes to be {(0,0),(0,1),(1,0),(1,1)}\{(0,0),(0,1),(1,0),(1,1)\}, i.e. all four pairs (x, x+y)(x,\,x+y) , a four-element set properly refining the two-element T1T_1, and in this instance recovering SS. (ii) Statistics: posit a within-fiber distribution, say y∼Bernoulli(12)y\sim\mathrm{Bernoulli}(\tfrac12) independent of xx, sampled once at the initial time. It is essential to describe the resulting readout process correctly, and it is not a symmetric random walk with independent increments. Because Φ\Phi leaves yy fixed, the same sampled yy controls every subsequent step: xn+1=xn+y(mod2)for all n,x_{n+1}=x_n+y \pmod 2\qquad\text{for all }n, with yy drawn once and thereafter constant. Hence:

  • the first transition stays (y=0y=0) or flips (y=1y=1) with probability 12\tfrac12 each, which coincides with what a symmetric random walk would predict;

  • all subsequent increments are perfectly correlated with the first, since the increment is the same yy at every step , the walk either never moves or alternates forever;

  • consequently the observed history (x0,x1)(x_0,x_1) already reveals yy exactly, namely y=x1−x0y=x_1-x_0, and every later step is thereafter deterministic;

  • the projected process is therefore a mixture of two deterministic trajectories , the constant one and the period-two alternating one, each with weight 12\tfrac12 , and not an i.i.d. random walk.

The randomness is entirely in the initial draw of the fiber coordinate, not in the transitions. This is precisely the distinction the section is for: a within-fiber distribution is not a Markov law on the instantaneous readout. A genuine symmetric random walk on Z2\mathbb Z_2 would resample an independent increment at every step and would have a well-defined Markov generator on T1T_1; the present process has neither, and indeed by Theorem 5.2 it cannot, since Φ\Phi is fiber-breaking. Note also that the Bernoulli law is an extra assumption: the deterministic data (S,p,Φ)(S,p,\Phi) does not supply it, and a different within-fiber law gives a different projected process. (iii) Memory: here yy is conserved and, as just computed, is exposed by the readout’s own first transition, so a one-step memory suffices to restore prediction. This is a special feature of this example , yy happens to be both conserved and immediately visible in the readout increment , and not a general remedy; in general the past readout need not determine the fiber coordinate at all.

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