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Prerequisite Mathematical Definitions

1 Transition Independence

Setting.

We consider functions f:S1Γ—β‹―Γ—Snβ†’T, where the factor sets Si and the codomain T carry no assumed structure unless otherwise noted. We write 𝒂|ai=aiβ€² for the tuple identical to 𝒂 except that the i-th component is replaced by aiβ€², and write

π’Ÿi≔{(f⁒(𝒂),ai):π’‚βˆˆS1Γ—β‹―Γ—Sn}βŠ†TΓ—Si

for the joint range of (f,pri) β€” the set of (v,ai) pairs realized by some 𝒂. The auxiliary functions introduced in the conditions below are defined on π’Ÿi (or π’ŸiΓ—Si).

We introduce three formulations of transition independence forming a hierarchy of decreasing generality: the transition-map condition requires no structure on T; the finite-difference condition requires that (T,+) be a group, so that differences are defined, writing xβˆ’y for x+(βˆ’y); and the derivative condition requires that Si be an open interval of ℝ, that T be a normed vector space, and that f be differentiable in si, with the regularity supporting its equivalences stated in the summary below. Each formulation is stated at its natural level of generality.

Transition map.

The variable si is transition-independent of the remaining variables 𝒔jβ‰ i with respect to f iff there exists a transition map Hi:π’ŸiΓ—Siβ†’T (necessarily unique on its declared domain) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€aiβ€²βˆˆSif⁒(𝒂|ai=aiβ€²)=Hi⁒(f⁒(𝒂),ai,aiβ€²). (1)

The non-trivial content of the condition is that the remaining coordinates 𝒂jβ‰ i are dropped in favor of the output f⁒(𝒂). No structure on T is required: the condition is meaningful for functions valued in discrete spaces, ordered sets, manifolds, or any other codomain. For Hi to be well-defined as a function on π’ŸiΓ—Si, the following consistency condition is necessary and sufficient.

Remark 1 (Output-determinacy).

For every 𝒂,π’ƒβˆˆS1Γ—β‹―Γ—Sn, if f⁒(𝒂)=f⁒(𝒃) and ai=bi, then f⁒(𝒂|ai=aiβ€²)=f⁒(𝒃|bi=aiβ€²) for every aiβ€²βˆˆSi.

Proof of the equivalence. (β‡’) If Hi satisfies (1) and f⁒(𝒂)=f⁒(𝒃) with ai=bi, then f⁒(𝒂|ai=aiβ€²)=Hi⁒(f⁒(𝒂),ai,aiβ€²)=Hi⁒(f⁒(𝒃),bi,aiβ€²)=f⁒(𝒃|bi=aiβ€²). (⇐) Given output-determinacy, define Hi⁒(v,s,aiβ€²):=f⁒(𝒂|ai=aiβ€²) for any 𝒂 with f⁒(𝒂)=v and ai=s; output-determinacy makes the choice of 𝒂 immaterial, so Hi is well-defined and (1) holds by construction.

Geometrically, output-determinacy says that the level sets of f do not β€œtwist” along the si-direction: two points sharing both the same output and the same i-th coordinate must land on the same level set as each other β€” in general a different one from where they started β€” when si is varied. In full generality, the condition asserts that the pair (f⁒(𝒂),ai) is a sufficient representation for predicting how f responds to movement of si.

Finite-difference formulation.

When (T,+) is a group, the transition-map condition has an equivalent algebraic formulation: there exists Gi:π’ŸiΓ—Siβ†’T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€aiβ€²βˆˆSif⁒(𝒂|ai=aiβ€²)βˆ’f⁒(𝒂)=Gi⁒(f⁒(𝒂),ai,aiβ€²). (2)

The two formulations are related by Gi⁒(v,ai,aiβ€²)=Hi⁒(v,ai,aiβ€²)βˆ’v and Hi⁒(v,ai,aiβ€²)=Gi⁒(v,ai,aiβ€²)+v.

Derivative formulation.

Suppose Si is an open interval of ℝ and T is a normed vector space. When f is differentiable in si, the derivative condition is: there exists Fi:π’Ÿiβ†’T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Snβˆ‚f⁒(𝒔)βˆ‚si|𝒔=𝒂=Fi⁒(f⁒(𝒂),ai). (3)

When (3) holds, the map t↦f⁒(𝒂|ai=t) satisfies the initial value problem

d⁒yd⁒t=Fi⁒(y,t),y⁒(ai)=f⁒(𝒂), (4)

whose solution determines f⁒(𝒂|ai=aiβ€²) entirely from (f⁒(𝒂),ai) provided the solution is unique.111Solution and uniqueness are taken, here and below, in the class specified in AppendixΒ A. The ODE (4) is the bridge between the derivative condition and the transition map.

Summary of equivalences.

The relationships among (1), (2), and (3) can be summarized as follows:

  1. (a)

    Condition (1) is equivalent to output-determinacy (Remark 1). No structure on T is required.

  2. (b)

    If (T,+) is a group, conditions (1) and (2) are equivalent via Hi⁒(v,ai,aiβ€²)=Gi⁒(v,ai,aiβ€²)+v and Gi⁒(v,ai,aiβ€²)=Hi⁒(v,ai,aiβ€²)βˆ’v.

  3. (c)

    Suppose Si is an open interval of ℝ, T is a normed vector space, and f is differentiable in si throughout. Then (1) β‡’ (3) holds, via Fi⁒(v,ai):=βˆ‚aiβ€²Hi⁒(v,ai,aiβ€²)|aiβ€²=ai. The reverse direction (3) β‡’ (1) holds provided the IVP (4) admits a unique solution from each initial datum (v,ai)βˆˆπ’Ÿi. Under these hypotheses the first two formulations are equivalent and imply the third; when in addition the IVPs (4) arising from (3) are uniquely solvable in the sense of AppendixΒ A, the third returns the first, and the three formulations coincide. The trajectory t↦f⁒(𝒂|ai=t) solves the initial value problem

    d⁒yd⁒t=Fi⁒(y,t),y⁒(ai)=f⁒(𝒂),

    and, provided the integrand below is integrable β€” for instance when f is continuously differentiable in si β€” the finite-difference and derivative formulations are related by

    Gi⁒(f⁒(𝒂),ai,aiβ€²)=∫aiaiβ€²Fi⁒(f⁒(𝒂|ai=t),t)⁒𝑑t. (5)

    By default we will mean (1) when referring to β€˜transition independence.’

2 Transition Context

Setting.

Transition independence may be partial: si might be transition-independent of some variables, with the others retained as its context, without being fully independent. We formalize this by partitioning {1,…,n} as {i}βˆͺJβˆͺK, where J is the context and K={1,…,n}βˆ–({i}βˆͺJ) contains the remaining variables. Each of the three formulations of SectionΒ 1 extends to this conditional setting, the auxiliary maps Hi,J, Gi,J, Fi,J now allowed to depend on the context values 𝒂J.

Transition-map formulation (no structure on T).

The variable si is transition-independent of 𝐬K given context 𝐬J iff there exists a map Hi,J:π’ŸiJΓ—Siβ†’T (denoted Hi,J⁒(f⁒(𝒂),ai,aiβ€²,𝒂J), with the target aiβ€² written before the context 𝒂J) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€aiβ€²βˆˆSif⁒(𝒂|ai=aiβ€²)=Hi,J⁒(f⁒(𝒂),ai,aiβ€²,𝒂J), (6)

where π’ŸiJ≔{(f⁒(𝒂),ai,𝒂J):π’‚βˆˆS1Γ—β‹―Γ—Sn}. Setting J=βˆ… recovers (1); setting J={1,…,n}βˆ–{i} holds trivially.

Remark 2 (Output-determinacy on context J).

For every 𝒂,π’ƒβˆˆS1Γ—β‹―Γ—Sn, if f⁒(𝒂)=f⁒(𝒃), ai=bi, and 𝒂J=𝒃J, then f⁒(𝒂|ai=aiβ€²)=f⁒(𝒃|bi=aiβ€²) for every aiβ€²βˆˆSi.

As in the full case, output-determinacy on context J is necessary and sufficient for Hi,J to be well-defined on π’ŸiJΓ—Si. Setting J=βˆ… recovers RemarkΒ 1.

Geometrically, this is still essentially the no-twist condition of SectionΒ 1, now imposed within each context slice: with 𝒔J fixed, the level sets of f do not β€œtwist” along the si-direction.

Remark 3 (Partial-function form).

For every 𝒄J∈∏j∈JSj, the variable si is fully transition-independent on the partial function f|𝒔J=𝒄J:∏m∈{i}βˆͺKSmβ†’T, in the sense of SectionΒ 1.222Here and throughout, for EβŠ†{1,…,n} we write 𝒂E≔(aj)j∈E for the corresponding subtuple, abbreviated 𝒂jβ‰ i when E={1,…,n}βˆ–{i}, and pri for the i-th projection 𝒂↦ai. Products indexed by other finite sets, and products of products, are read through the evident bijections: every condition of SectionΒ 1 distinguishes the substituted coordinate from the remaining coordinates and never consults the indexing or grouping of the factors, so the framework transfers verbatim.

RemarkΒ 3 is equivalent to si being transition-independent of 𝒔K given context 𝒔J: since 𝒂|ai=aiβ€² fixes 𝒂J, the map Hi,J⁒(β‹…,β‹…,β‹…,𝒄J) is the transition map of f|𝒔J=𝒄J.

In other words, partial transition independence is full transition independence on sets of partial functions. Context is what’s fixed.

Finite-difference formulation (group T).

When (T,+) is a group, the condition has the equivalent algebraic form: there exists Gi,J:π’ŸiJΓ—Siβ†’T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€aiβ€²βˆˆSif⁒(𝒂|ai=aiβ€²)βˆ’f⁒(𝒂)=Gi,J⁒(f⁒(𝒂),ai,aiβ€²,𝒂J). (7)

The two formulations are related by Gi,J⁒(v,ai,aiβ€²,𝒂J)=Hi,J⁒(v,ai,aiβ€²,𝒂J)βˆ’v and Hi,J⁒(v,ai,aiβ€²,𝒂J)=Gi,J⁒(v,ai,aiβ€²,𝒂J)+v.

Derivative formulation (Si real, T normed).

Suppose Si is an open interval of ℝ and T is a normed vector space. When f is differentiable in si, a weaker condition is: there exists Fi,J:π’ŸiJβ†’T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Snβˆ‚f⁒(𝒔)βˆ‚si|𝒔=𝒂=Fi,J⁒(f⁒(𝒂),ai,𝒂J). (8)

When (8) holds, the map t↦f⁒(𝒂|ai=t) satisfies the initial value problem

d⁒yd⁒t=Fi,J⁒(y,t,𝒂J),y⁒(ai)=f⁒(𝒂), (9)

whose solution determines f⁒(𝒂|ai=aiβ€²) entirely from (f⁒(𝒂),ai,𝒂J) provided the solution is unique.333In the class of AppendixΒ A, with (y⁒(t),t,𝒂J)βˆˆπ’ŸiJ in place of (y⁒(t),t)βˆˆπ’Ÿi. The ODE (9) is the bridge between the derivative condition and the transition map. By default we will mean (6) when referring to β€˜transition context’, ’partial transition independence’, or ’transition independence given …’.

Summary of equivalences.

The relationships among (6), (7), and (8) parallel those of SectionΒ 1, with the context tuple 𝒂J entering each auxiliary map as a passenger argument:

  1. (a)

    Condition (6) is equivalent to output-determinacy on context J (Remark 2). No structure on T is required.

  2. (b)

    If (T,+) is a group, conditions (6) and (7) are equivalent via Hi,J⁒(v,ai,aiβ€²,𝒂J)=Gi,J⁒(v,ai,aiβ€²,𝒂J)+v and Gi,J⁒(v,ai,aiβ€²,𝒂J)=Hi,J⁒(v,ai,aiβ€²,𝒂J)βˆ’v.

  3. (c)

    Suppose Si is an open interval of ℝ, T is a normed vector space, and f is differentiable in si throughout. Then (6) β‡’ (8) holds. The reverse direction (8) β‡’ (6) holds provided the IVP (9) admits a unique solution from each initial datum. Under these hypotheses the first two formulations are equivalent and imply the third; when in addition the IVPs (9) arising from (8) are uniquely solvable in the sense of AppendixΒ A, the third returns the first, and the three formulations coincide. The trajectory t↦f⁒(𝒂|ai=t) solves the initial value problem

    d⁒yd⁒t=Fi,J⁒(y,t,𝒂J),y⁒(ai)=f⁒(𝒂),

    and, provided the integrand below is integrable β€” for instance when f is continuously differentiable in si β€” the finite-difference and derivative formulations are related by

    Gi,J⁒(f⁒(𝒂),ai,aiβ€²,𝒂J)=∫aiaiβ€²Fi,J⁒(f⁒(𝒂|ai=t),t,𝒂J)⁒𝑑t. (10)

From now on we work with the transition-map version (6).

3 Transform Independence

Setting.

SectionsΒ 1 andΒ 2 describe the change in a variable by its initial and final values. This section describes it by a transform carrying the initial value to the final one. Fix a coordinate i, and let Ξ”i be a family of transforms of Si: each Ξ΄iβˆˆΞ”i is a map Ξ΄i:Siβ†’Si, and we write Ξ΄iβˆ—ai for Ξ΄i⁒(ai), so that the substitution of aiβ€² for ai is represented by a transform Ξ΄i if aiβ€²=Ξ΄iβˆ—ai. No structure on the family is assumed; in particular Ξ”i need not be closed under composition. We write

β„°i≔{(f⁒(𝒂),Ξ΄i):π’‚βˆˆS1Γ—β‹―Γ—Sn,Ξ΄iβˆˆΞ”i}=f⁒(S1Γ—β‹―Γ—Sn)Γ—Ξ”i

for the product of the range of f with the family β€” the value and the transform do not constrain each other, since Ξ΄i is chosen independently of 𝒂. The auxiliary functions introduced in the conditions below are defined on β„°i: they consult the transform applied, not the initial value ai or the final value aiβ€².

Transform-map formulation (no structure on T).

The variable si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f and Ξ”i iff there exists a transform map HiΞ”:β„°iβ†’T (necessarily unique on its declared domain) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄iβˆˆΞ”if⁒(𝒂|ai=Ξ΄iβˆ—ai)=HiΔ⁒(f⁒(𝒂),Ξ΄i). (11)

The non-trivial content of the condition is that the remaining coordinates 𝒂jβ‰ i and the initial value ai are both dropped in favor of the output f⁒(𝒂) and the transform Ξ΄i alone. For HiΞ” to be well-defined as a function on β„°i, the following consistency condition is necessary and sufficient.

Remark 4 (Transform output-determinacy).

For every 𝒂,π’ƒβˆˆS1Γ—β‹―Γ—Sn, if f⁒(𝒂)=f⁒(𝒃), then f⁒(𝒂|ai=Ξ΄iβˆ—ai)=f⁒(𝒃|bi=Ξ΄iβˆ—bi) for every Ξ΄iβˆˆΞ”i.

Proof of the equivalence. (β‡’) If HiΞ” satisfies (11) and f⁒(𝒂)=f⁒(𝒃), then f⁒(𝒂|ai=Ξ΄iβˆ—ai)=HiΔ⁒(f⁒(𝒂),Ξ΄i)=HiΔ⁒(f⁒(𝒃),Ξ΄i)=f⁒(𝒃|bi=Ξ΄iβˆ—bi) for every Ξ΄iβˆˆΞ”i. (⇐) Given transform output-determinacy, define HiΔ⁒(v,Ξ΄i):=f⁒(𝒂|ai=Ξ΄iβˆ—ai) for any 𝒂 with f⁒(𝒂)=v; the condition makes the choice of 𝒂 immaterial, so HiΞ” is well-defined and (11) holds by construction.

Transform output-determinacy says that two tuples sharing the same output must respond identically to each other under every transform in Ξ”i, whatever their initial values. Over the substitutions that Ξ”i represents, ordinary output-determinacy (RemarkΒ 1) makes that same demand, but only of tuples that also share an initial value: for those, the transform applied and the final value describe the same substitution. Geometrically, the condition says that applying a transform Ξ΄i to the i-th coordinate carries every level set of f into a single level set β€” in general a different one β€” and so descends along f to the induced map v↦HiΔ⁒(v,Ξ΄i) on the range of f. In full generality, the condition asserts that the output f⁒(𝒂) alone is a sufficient representation for predicting how f responds to each transform in Ξ”i.

Finite-difference formulation (group T).

When (T,+) is a group, the transform-map condition has an equivalent algebraic formulation: there exists GiΔ:ℰi→T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄iβˆˆΞ”if⁒(𝒂|ai=Ξ΄iβˆ—ai)βˆ’f⁒(𝒂)=GiΔ⁒(f⁒(𝒂),Ξ΄i). (12)

The two formulations are related by GiΔ⁒(v,Ξ΄i)=HiΔ⁒(v,Ξ΄i)βˆ’v and HiΔ⁒(v,Ξ΄i)=GiΔ⁒(v,Ξ΄i)+v. No derivative (instantaneous) formulation is included; the two formulations above are the only ones we use.

Summary of equivalences.

The relationships between (11) and (12) parallel items (a) and (b) of SectionΒ 1, with the pair (f⁒(𝒂),Ξ΄i) replacing (f⁒(𝒂),ai,aiβ€²) throughout:

  1. (a)

    Condition (11) is equivalent to transform output-determinacy (Remark 4). No structure on T is required.

  2. (b)

    If (T,+) is a group, conditions (11) and (12) are equivalent via HiΔ⁒(v,Ξ΄i)=GiΔ⁒(v,Ξ΄i)+v and GiΔ⁒(v,Ξ΄i)=HiΔ⁒(v,Ξ΄i)βˆ’v.

Remark 5 (Keeping the initial value).

Passing from the transition-map condition (1) to the transform-map condition (11) replaces the pair (ai,aiβ€²) with the transform Ξ΄i alone. If we replaced it instead with the pair (ai,Ξ΄i) β€” the initial value kept β€” the condition would read: there exists H:π’ŸiΓ—Ξ”iβ†’T (necessarily unique on its declared domain) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄iβˆˆΞ”if⁒(𝒂|ai=Ξ΄iβˆ—ai)=H⁒(f⁒(𝒂),ai,Ξ΄i). (13)

Condition (13) is equivalent to condition (1) quantified over the substitutions that Ξ”i represents: there exists Hi such that f⁒(𝒂|ai=aiβ€²)=Hi⁒(f⁒(𝒂),ai,aiβ€²) for every π’‚βˆˆS1Γ—β‹―Γ—Sn and every target aiβ€²=Ξ΄iβˆ—ai with Ξ΄iβˆˆΞ”i.

Proof of the equivalence. (β‡’) Given H satisfying (13), define Hi⁒(v,ai,aiβ€²):=H⁒(v,ai,Ξ΄i) for any Ξ΄iβˆˆΞ”i with Ξ΄iβˆ—ai=aiβ€². The choice is immaterial: for any 𝒂 realizing (v,ai), every representing Ξ΄i gives H⁒(v,ai,Ξ΄i)=f⁒(𝒂|ai=Ξ΄iβˆ—ai)=f⁒(𝒂|ai=aiβ€²) β€” the substituted tuple depends only on the final value, not on the transform that represents the substitution β€” so Hi is well-defined and the restricted condition holds by construction. (⇐) Given Hi, set H⁒(v,ai,Ξ΄i):=Hi⁒(v,ai,Ξ΄iβˆ—ai); the target Ξ΄iβˆ—ai is represented by Ξ΄i itself, so (13) holds.

When every substitution of aiβ€² for ai is represented by some transform in Ξ”i, the restriction disappears: condition (13) is then equivalent to condition (1) itself.

Remark 6 (Reach and the closure).

Deleting the initial value from the pair (ai,Ξ΄i) of the preceding remark removes information and nothing else: any transform map serves, through the preceding remark, as a transition map on the substitutions that Ξ”i represents. Transform output-determinacy (RemarkΒ 4) therefore implies output-determinacy (RemarkΒ 1) over the substitutions that Ξ”i represents. The implication reaches further.

We write Δ¯i for the family of maps of Si carried out by one or more transforms in Ξ”i applied in succession, each to the value the previous one produced. Each map in Δ¯i is itself a transform of Si, so the transform-map condition (11) applies with Δ¯i in the role of Ξ”i.

Lemma 7 (Passage to the closure).

If si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i, then it is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Δ¯i: there exists a transform map HiΔ¯:f⁒(S1Γ—β‹―Γ—Sn)×Δ¯iβ†’T (necessarily unique on its declared domain) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄Β―iβˆˆΞ”Β―if⁒(𝒂|ai=δ¯iβˆ—ai)=HiΔ¯⁒(f⁒(𝒂),δ¯i). (14)

Proof. Suppose HiΞ” satisfies (11). For a tuple 𝒂 and a succession Ξ΄i,1,…,Ξ΄i,kβˆˆΞ”i, write ai0:=ai and aij:=Ξ΄i,jβˆ—aijβˆ’1 for the values the succession visits, so that a succession carrying out δ¯iβˆˆΞ”Β―i ends at aik=δ¯iβˆ—ai. The tuple 𝒂|ai=aijβˆ’1 lies in S1Γ—β‹―Γ—Sn and carries initial value aijβˆ’1, so (11) applied to it with Ξ΄i,j gives f⁒(𝒂|ai=aij)=HiΔ⁒(f⁒(𝒂|ai=aijβˆ’1),Ξ΄i,j): each response is again an output of f and feeds the next application, and induction on j gives f⁒(𝒂|ai=aik)=HiΔ⁒(⋯⁒HiΔ⁒(f⁒(𝒂),Ξ΄i,1)⁒⋯,Ξ΄i,k) β€” a value determined by the output f⁒(𝒂) and the succession alone. Now define HiΔ¯⁒(v,δ¯i) by chaining HiΞ” from v along any succession carrying out δ¯i. The choice is immaterial: every v in the declared domain is realized as v=f⁒(𝒂) for some 𝒂, and two successions carrying out the same map substitute the same value into 𝒂, so both chains compute the output of the same substituted tuple, f⁒(𝒂|ai=δ¯iβˆ—ai). Hence HiΔ¯ is well-defined on its declared domain, and (14) holds by construction.

Proposition 8 (Reach).

Suppose Δ¯i represents every substitution of one value for another: for every ai,aiβ€²βˆˆSi with aiβ€²β‰ ai, some δ¯iβˆˆΞ”Β―i has aiβ€²=δ¯iβˆ—ai. If si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i, then si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to f.

Proof. LemmaΒ 7 yields HiΔ¯ satisfying (14). Through RemarkΒ 5, with Δ¯i in the role of Ξ”i, it serves as a transition map on the substitutions that Δ¯i represents: there exists Hi with f⁒(𝒂|ai=aiβ€²)=Hi⁒(f⁒(𝒂),ai,aiβ€²) for every 𝒂 and every target aiβ€²=δ¯iβˆ—ai, δ¯iβˆˆΞ”Β―i. By hypothesis every target aiβ€²β‰ ai is of that form; the identity target is free: the substituted tuple is 𝒂 itself, so setting Hi⁒(v,ai,ai):=v satisfies (1) there and agrees with any value already forced. Thus Hi is defined on all of π’ŸiΓ—Si and (1) holds: si is transition-independent of the remaining variables 𝒔jβ‰ i with respect to f, and output-determinacy (RemarkΒ 1) follows by item (a) of SectionΒ 1.

Corollary 9 (Represented substitutions).

If si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i, then there exists Hi such that f⁒(𝐚|ai=aiβ€²)=Hi⁒(f⁒(𝐚),ai,aiβ€²) for every 𝐚∈S1Γ—β‹―Γ—Sn and every target aiβ€²=δ¯iβˆ—ai with δ¯iβˆˆΞ”Β―i β€” condition (1) quantified over the substitutions that Δ¯i represents.

Proof. LemmaΒ 7 yields HiΔ¯ satisfying (14). Through RemarkΒ 5, with Δ¯i in the role of Ξ”i, it serves as a transition map on the substitutions that Δ¯i represents.

Transform independence alone yields the map: no hypothesis on the family enters.

Definition 10 (Achievability).

A value aiβ€²βˆˆSi is achievable from ai∈Si with respect to Ξ”i iff aiβ€²=ai or some δ¯iβˆˆΞ”Β―i has aiβ€²=δ¯iβˆ—ai: either finitely many transforms in Ξ”i applied in succession carry ai to aiβ€², or aiβ€² is ai itself. The achievable set of ai is the set of values achievable from ai.

Achievable sets are closed under the transforms: appending one further transform extends a succession. A subset RβŠ†Si is the achievable set of each of its values iff R is closed under the transforms and every value of R is achievable from every other. The achievable set of a single value meets the first requirement but need not meet the second: a succession may carry ai to aiβ€² while no succession carries aiβ€² back to ai. In this vocabulary, the targets of CorollaryΒ 9, together with ai itself, are exactly the values achievable from ai.

Corollary 11 (Achievable sets).

Suppose RβŠ†Si is the achievable set of each of its values. If si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i, then si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to the partial function f|si∈R:S1Γ—β‹―Γ—Siβˆ’1Γ—RΓ—Si+1Γ—β‹―Γ—Snβ†’T with the i-th factor confined to R, in the sense of SectionΒ 1.

Proof. The equivalence above unpacks the hypothesis: R is closed under the transforms, and every value of R is achievable from every other. Each Ξ΄iβˆˆΞ”i carries R into R; write Ξ΄i|R for the transform of R it induces, and Ξ”i|R for the family of these. The partial function agrees with f at every tuple of its domain; by (11), any two such tuples sharing an output respond identically to each other under every Ξ΄iβˆˆΞ”i, and each response is again a value of the partial function: the substituted value Ξ΄i|Rβˆ—ai=Ξ΄iβˆ—ai lies in R. Hence transform output-determinacy (RemarkΒ 4) holds for f|si∈R and Ξ”i|R, and by item (a) of SectionΒ 3 si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f|si∈R and Ξ”i|R. A succession in Ξ”i starting at a value of R visits only values of R, and the induced succession in Ξ”i|R carries out the same map of R; since every value of R is achievable from every other, Ξ”i|RΒ― represents every substitution of one value of R for another. PropositionΒ 8, with f|si∈R in the role of f, R in the role of Si, and Ξ”i|R in the role of Ξ”i, yields the claim: si is transition-independent of the remaining variables 𝒔jβ‰ i with respect to f|si∈R.

Setting R=Si recovers PropositionΒ 8: closedness holds trivially, and Δ¯i represents every substitution of one value for another iff every value of Si is achievable from every other.

Remark 12 (Safe transforms).

Transform independence with respect to a family whose closure represents every substitution of one value for another gives, through PropositionΒ 8, transition independence. Whether some family of transforms of Si satisfies both of those hypotheses is decided by f alone. Call a transform Ξ΄i of Si safe for f when every two tuples sharing the same output but not the same initial value respond identically to each other under Ξ΄i: if f⁒(𝒂)=f⁒(𝒃) and aiβ‰ bi, then f⁒(𝒂|ai=Ξ΄iβˆ—ai)=f⁒(𝒃|bi=Ξ΄iβˆ—bi). We write Ξ”if for the family of all safe transforms of Si. The identity transform of Si is safe for every f: the substituted tuples are 𝒂 and 𝒃 themselves.

Lemma 13 (Closure of the safe family).

Suppose si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to f. Then every map of Si carried out by finitely many safe transforms applied in succession, each to the value the previous one produced, is itself safe for f. With Ξ”if in the role of Ξ”i in RemarkΒ 6, the closure Δ¯i is Ξ”if itself.

Proof. For 𝒂,𝒃 with f⁒(𝒂)=f⁒(𝒃) and aiβ‰ bi, and a succession Ξ΄i,1,…,Ξ΄i,k of safe transforms carrying out δ¯i, write ai0:=ai and aij:=Ξ΄i,jβˆ—aijβˆ’1 for the values the succession visits from ai, and likewise bij from bi, so that aik=δ¯iβˆ—ai and bik=δ¯iβˆ—bi. The substituted tuples 𝒂|ai=aij and 𝒃|bi=bij lie in S1Γ—β‹―Γ—Sn, carry initial values aij and bij, and share an output at j=0; sharing survives each step. If aijβˆ’1=bijβˆ’1, the tuples at jβˆ’1 share their initial value, and output-determinacy (RemarkΒ 1), which holds by item (a) of SectionΒ 1, keeps the outputs equal at the common target aij=bij. If aijβˆ’1β‰ bijβˆ’1, the tuples at jβˆ’1 share the same output but not the same initial value, and Ξ΄i,j is safe. Induction on j gives f⁒(𝒂|ai=δ¯iβˆ—ai)=f⁒(𝒃|bi=δ¯iβˆ—bi): the map the succession carries out is safe. The closure clause follows: every map in Δ¯i is carried out by a succession of safe transforms, and every safe transform lies in Δ¯i as a succession of length one.

Lemma 14 (Families of safe transforms).

Suppose si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to f. Then si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i iff every member of Ξ”i is safe for f.

Proof. (β‡’) If HiΞ” satisfies (11), then for f⁒(𝒂)=f⁒(𝒃) with aiβ‰ bi and any Ξ΄iβˆˆΞ”i, f⁒(𝒂|ai=Ξ΄iβˆ—ai)=HiΔ⁒(f⁒(𝒂),Ξ΄i)=HiΔ⁒(f⁒(𝒃),Ξ΄i)=f⁒(𝒃|bi=Ξ΄iβˆ—bi): every member is safe. (⇐) Suppose every member of Ξ”i is safe, and let f⁒(𝒂)=f⁒(𝒃) with Ξ΄iβˆˆΞ”i. If ai=bi, then Ξ΄iβˆ—ai=Ξ΄iβˆ—bi, and output-determinacy (RemarkΒ 1), which holds by item (a) of SectionΒ 1, keeps the outputs equal at that common target; if aiβ‰ bi, Ξ΄i is safe. Transform output-determinacy (RemarkΒ 4) therefore holds, and si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f and Ξ”i by item (a) of SectionΒ 3.

Proposition 15 (Reach of the safe family).

Suppose si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to f. Then si is transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and some family Ξ”i of transforms of Si satisfying the hypothesis of PropositionΒ 8 β€” its closure Δ¯i represents every substitution of one value for another β€” iff the safe family Ξ”if itself represents every substitution of one value for another. In that case Ξ”if is such a family.

Proof. (β‡’) Let Ξ”i be such a family: every member is safe (LemmaΒ 14), and every map in Δ¯i is carried out by finitely many members applied in succession, hence is itself safe (LemmaΒ 13). Every substitution of one value for another is represented by some map in Δ¯i, hence by a safe transform: Ξ”if represents every substitution of one value for another. (⇐) Take Ξ”if in the role of Ξ”i β€” this also proves the closing assertion. Every member of Ξ”if is safe, so si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f and Ξ”if (LemmaΒ 14); the closure of Ξ”if is Ξ”if itself (LemmaΒ 13), and it represents every substitution of one value for another by hypothesis.

Corollary 16 (Strictness).

Suppose si is transition-independent of the remaining variables 𝐬jβ‰ i with respect to f, and let Ξ”i be any family of transforms of Si. Then si is not transform-independent of the remaining variables 𝐬jβ‰ i and of its own initial value with respect to f and Ξ”i iff some member of Ξ”i is not safe for f. When Ξ”i satisfies the hypothesis of PropositionΒ 8, this is exactly the statement that the implication of PropositionΒ 8 is strict at f and Ξ”i.

Proof. LemmaΒ 14: transform independence with respect to f and Ξ”i holds iff every member of Ξ”i is safe for f; strictness at f and Ξ”i is exactly its failure.

Remark 17 (Assignments).

For each value c∈Si, the assignment to c is the transform of Si carrying every value to c. The assignment family represents every substitution of one value for another (the substitution of aiβ€² for ai is represented by the assignment to aiβ€²), and a succession of assignments carries out its last member, so the family is its own closure. Suppose si is transition-independent of the remaining variables 𝒔jβ‰ i with respect to f. By LemmaΒ 14, si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f and the assignment family iff every assignment is safe for f β€” iff f⁒(𝒂|ai=c) is determined by (f⁒(𝒂),c) alone. If every assignment is safe, the assignment family lies inside Ξ”if, and Ξ”if then represents every substitution of one value for another; the reverse implication need not hold.

Remark 18 (Determination of the initial value).

Suppose si is transition-independent of the remaining variables 𝒔jβ‰ i with respect to f, and suppose the output determines the initial value: f⁒(𝒂)=f⁒(𝒃) only when ai=bi. Then two tuples sharing the same output share the same initial value, every transform of Si is safe for f, and si is transform-independent of the remaining variables 𝒔jβ‰ i and of its own initial value with respect to f and every family Ξ”i of transforms of Si (LemmaΒ 14), whether or not its closure represents every substitution of one value for another.

Remark 19 (Equivariance form).

For Ξ΄iβˆˆΞ”i, we write Ξ΄^i for the map 𝒂↦𝒂|ai=Ξ΄iβˆ—ai on S1Γ—β‹―Γ—Sn, which applies Ξ΄i to the i-th coordinate and leaves the remaining coordinates unchanged. Condition (11) is then the intertwining identity

f∘δ^i=ρ⁒(Ξ΄i)∘f,ρ⁒(Ξ΄i)≔HiΔ⁒(β‹…,Ξ΄i).

Equivariance in the usual sense supplies actions on both sides and asks f to intertwine them; here only the domain side is given, and the codomain family ρ is quantified existentially. Transform output-determinacy (RemarkΒ 4) says exactly that the level sets of f form a congruence for each Ξ΄^i: each level set is carried into a single level set, in general a different one. Each Ξ΄^i therefore descends along f to ρ⁒(Ξ΄i), a self-map of the range of f, unique there because its values are forced. Composites descend as well. Since Ξ΄iβ€²βˆ˜Ξ΄i^=Ξ΄^iβ€²βˆ˜Ξ΄^i and the induced maps are forced, ρ⁒(Ξ΄iβ€²βˆ˜Ξ΄i)=ρ⁒(Ξ΄iβ€²)∘ρ⁒(Ξ΄i), whether or not Ξ΄iβ€²βˆ˜Ξ΄i lies in Ξ”i. So ρ extends to an action of the closure Δ¯i on the range of f: equivariance on the generators is equivariance on the generated semigroup β€” the induction behind LemmaΒ 7. Under standard names, f is a semiconjugacy, or factor map, onto its image, and the descent along f is the deterministic lumpability of the level-set partition, also known as exact aggregation.

4 Transform Context

Setting.

Transform independence may be partial in the same way: si might be transform-independent of some variables and of its own initial value, with the others retained as its context. We partition {1,…,n} as {i}βˆͺJβˆͺK as in SectionΒ 2, with J the context and K the remaining variables. The variable si is transform-independent of 𝐬K and of its own initial value given context 𝐬J, with respect to f and Ξ”i, if the conditions of SectionΒ 3 hold when the auxiliary maps are allowed to depend on the context values 𝒂J. The family is unchanged: only the maps consult the context.

Transform-map formulation (no structure on T).

The variable si is transform-independent of 𝒔K and of its own initial value given context 𝒔J, with respect to f and Ξ”i, iff there exists a map Hi,JΞ”:β„°iJβ†’T (denoted Hi,JΔ⁒(f⁒(𝒂),Ξ΄i,𝒂J), the transform written before the context) such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄iβˆˆΞ”if⁒(𝒂|ai=Ξ΄iβˆ—ai)=Hi,JΔ⁒(f⁒(𝒂),Ξ΄i,𝒂J), (15)

where β„°iJ≔{(f⁒(𝒂),𝒂J):π’‚βˆˆS1Γ—β‹―Γ—Sn}Γ—Ξ”i β€” the transform still constrains nothing, being chosen independently of 𝒂, while the output and the context may constrain each other. Setting J=βˆ… recovers (11); setting J={1,…,n}βˆ–{i} does not hold trivially: the map consults the transform and every remaining coordinate, still not the initial value the transform acts on.

Remark 20 (Transform output-determinacy on context J).

For every 𝒂,π’ƒβˆˆS1Γ—β‹―Γ—Sn, if f⁒(𝒂)=f⁒(𝒃) and 𝒂J=𝒃J, then f⁒(𝒂|ai=Ξ΄iβˆ—ai)=f⁒(𝒃|bi=Ξ΄iβˆ—bi) for every Ξ΄iβˆˆΞ”i.

As in the full case, transform output-determinacy on context J is necessary and sufficient for Hi,JΞ” to be well-defined on β„°iJ. Setting J=βˆ… recovers RemarkΒ 4. Geometrically, this is still the descent of SectionΒ 3, now within each context slice: with 𝒔J fixed, applying a transform carries every level set of the partial function into a single level set β€” in general a different one.

Remark 21 (Partial-function form).

For every 𝒄J∈∏j∈JSj, the variable si is fully transform-independent of the remaining variables and of its own initial value on the partial function f|𝒔J=𝒄J:∏m∈{i}βˆͺKSmβ†’T, with respect to the same family Ξ”i, in the sense of SectionΒ 3.

RemarkΒ 21 is equivalent to si being transform-independent of 𝒔K and of its own initial value given context 𝒔J: since 𝒂|ai=Ξ΄iβˆ—ai fixes 𝒂J, the map Hi,JΔ⁒(β‹…,β‹…,𝒄J) is the transform map of f|𝒔J=𝒄J. Partial transform independence is full transform independence on sets of partial functions, the family shared across them; context is what’s fixed.

Finite-difference formulation (group T).

When (T,+) is a group, the condition has the equivalent algebraic form: there exists Gi,JΔ:ℰiJ→T such that

βˆ€π’‚βˆˆS1Γ—β‹―Γ—Sn,βˆ€Ξ΄iβˆˆΞ”if⁒(𝒂|ai=Ξ΄iβˆ—ai)βˆ’f⁒(𝒂)=Gi,JΔ⁒(f⁒(𝒂),Ξ΄i,𝒂J). (16)

The relationships between (15) and (16) parallel items (a) and (b) of SectionΒ 3, with the context tuple 𝒂J entering each map as a passenger argument: the formulations are related by Gi,JΔ⁒(v,Ξ΄i,𝒂J)=Hi,JΔ⁒(v,Ξ΄i,𝒂J)βˆ’v and Hi,JΔ⁒(v,Ξ΄i,𝒂J)=Gi,JΔ⁒(v,Ξ΄i,𝒂J)+v, and no derivative formulation is included.

The apparatus under context.

Every result of SectionΒ 3 applies within each context slice through the partial-function form, with f|𝒔J=𝒄J in the role of f: each is proved for a function on a total product of factor sets, and each partial function is one. RemarkΒ 5 converts the slice’s transform map into a transition map on the substitutions the family represents. The closure Δ¯i of RemarkΒ 6, LemmaΒ 7, and PropositionΒ 8 apply per slice with one and the same closure: the closure and the reach hypothesis consult Si and Ξ”i alone, so a single hypothesis serves every slice at once. Read back through RemarkΒ 3, the slice conclusions reassemble into context statements: under the hypothesis of PropositionΒ 8, if si is transform-independent of 𝒔K and of its own initial value given context 𝒔J with respect to f and Ξ”i, then si is transition-independent of 𝒔K given context 𝒔J with respect to f. CorollaryΒ 9, DefinitionΒ 10, and CorollaryΒ 11 apply per slice verbatim, achievability being likewise independent of the context. The safe transforms of RemarkΒ 12 are read per slice β€” a transform safe for one partial function need not be safe for another β€” and LemmaΒ 13, LemmaΒ 14, PropositionΒ 15, CorollaryΒ 16, and RemarksΒ 17 andΒ 18 hold in each slice so read. RemarkΒ 19 reads likewise, with ρ acting on the range of the partial function.

5 Context-Related Definitions

Sufficient contexts and monotonicity.

Fix a coordinate i and a context JβŠ†{1,…,n}βˆ–{i}. The context J is sufficient for si (with respect to f) iff si is transition-independent of 𝒔K given context 𝒔J, with K={1,…,n}βˆ–({i}βˆͺJ), in the sense of SectionΒ 2, formulation (6). Sufficiency is monotone in the context: if JβŠ†Jβ€² and J is sufficient for si, then Jβ€² is, since tuples agreeing on Jβ€² agree on J, so the condition on context Jβ€² (RemarkΒ 2) constrains a subset of the pairs the condition on J does. The implication is strict in general, and the two boundary contexts of SectionΒ 2 β€” J=βˆ… and J={1,…,n}βˆ–{i} β€” are its endpoints. The same monotonicity holds verbatim for the transform-context condition of SectionΒ 4, where the full residual need not be sufficient: the context set may be empty there, and the basis below has no automatic analogue.

Context sets and context bases.

Collect the sufficient contexts for si into the context set

Ci⁒(f)≔{JβŠ†{1,…,n}βˆ–{i}:J⁒ is sufficient for ⁒si},

and let the context basis C⁒Bi⁒(f)≔{J∈Ci⁒(f):βˆ„β’Jβ€²βˆˆCi⁒(f)⁒ with ⁒Jβ€²βŠŠJ} be its set of minimal elements. The two carry the same information: Ci⁒(f) is the up-set of C⁒Bi⁒(f). This rests on three facts. Non-emptiness: the full residual {1,…,n}βˆ–{i} is always sufficient (SectionΒ 2 records it as trivial), and Ci⁒(f) lies in the finite power set of {1,…,n}βˆ–{i} (finite even when the Sj are not), so C⁒Bi⁒(f)β‰ βˆ… and every sufficient context contains a minimal one. Upward closure: this is the monotonicity above. Generation: hence J∈Ci⁒(f) iff JβŠ‡J0 for some J0∈C⁒Bi⁒(f). The empty context is sufficient exactly when si is transition-independent of all remaining variables in the sense of SectionΒ 1 β€” that is, C⁒Bi⁒(f)={βˆ…}. The basis need not be a singleton: with S1=S2=S3={0,1}, f⁒(0,0,0)=f⁒(0,1,1), and the other six values distinct and fresh, both {2} and {3} are sufficient for s1 while βˆ… is not, so C⁒B1⁒(f)={{2},{3}}. In general, whenever the basis holds two incomparable contexts their intersection lies properly below each, so its sufficiency would deny their minimality: Ci⁒(f) is not in general closed under intersection.

Trichotomy of variable roles.

Each variable sj, jβ‰ i, is irrelevant, optional, or essential for si according as j lies in no element of C⁒Bi⁒(f), in some but not all, or in every one β€” mutually exclusive and exhaustive. The relation need not be symmetric: for f⁒(x,y)=x⁒ey on ℝ2, y is essential for x (the empty context fails at x=0, so C⁒Bx⁒(f)={{y}}) while x is irrelevant for y (from f⁒(x,yβ€²)=f⁒(x,y)⁒eyβ€²βˆ’y the empty context suffices, so C⁒By⁒(f)={βˆ…}).

Setting.

The inputs s1,…,sn are contextually ordered with respect to f iff for every i, the variable si is transition-independent of 𝒔{1,…,iβˆ’1} given context 𝒔{i+1,…,n}, in the sense of SectionΒ 2: the tuple (f⁒(𝒂),ai,𝒂{i+1,…,n}) is a sufficient representation for predicting how f responds to movement of si. The contexts nest and shrink along the order, and enlarging a context only weakens the requirement (the monotonicity above). At i=n the context is empty and the condition is transition independence in the sense of SectionΒ 1: sn is transition-independent of the remaining variables 𝒔jβ‰ n with respect to f. At i=1 the condition holds trivially. The property is of the ordering as given; when some reordering of the inputs is contextually ordered, the inputs are contextually orderable.

Remark 22 (Adjacent grouping).

Grouping adjacent variables preserves contextual order: partition the indices into consecutive blocks and read f on the product of the block products, each block tuple a single variable β€” the block tuples are contextually ordered with respect to f so read. Substituting a block from its last variable to its first, each step’s context β€” the remainder of its own block, already substituted, and the later blocks β€” stands at values shared by any two tuples the substitution must reconcile, so output-determinacy on the context (RemarkΒ 2) carries equality of outputs through every step, and the composite response is determined by the output, the block’s values, and the later blocks’ values alone. In particular, split in two: for {s1,…,sm} and {sm+1,…,sn}, the latter tuple 𝒔{m+1,…,n} is transition-independent of 𝒔{1,…,m} with respect to f so read. The preservation is one-way: the grouped order returns each variable’s condition only with the earlier variables of its own block as added context, and so returns the original condition exactly at the first variable of each block; the unconditional independence of the last variable is recovered precisely when the last block is the singleton {n}.

Appendix A Solutions of the Bridging Initial Value Problems

By a solution of (4) we mean a differentiable y:Siβ†’T with (y⁒(t),t)βˆˆπ’Ÿi for every t∈Si and y′⁒(t)=Fi⁒(y⁒(t),t); a solution of (9) is defined likewise, with (y⁒(t),t,𝒂J)βˆˆπ’ŸiJ for every t∈Si and y′⁒(t)=Fi,J⁒(y⁒(t),t,𝒂J). Uniqueness of solutions, wherever it is invoked, is uniqueness in this class from the given datum: (4) is uniquely solvable when, for each datum (v,t0)βˆˆπ’Ÿi, at most one solution in this class takes the value v at t0, and likewise for (9) at data (v,t0,𝒂J)βˆˆπ’ŸiJ.

Local uniqueness at each datum suffices, where local uniqueness at a datum (v,t0)βˆˆπ’Ÿi means that any two solutions in this class taking the value v at t0 agree on a neighbourhood of t0 in Si: the set on which two solutions agree is closed by continuity and open by local uniqueness, and it contains t0 when the solutions share the datum, so it is all of the interval Si. The same reduction applies to (9), with data (v,t0,𝒂J)βˆˆπ’ŸiJ and the context tuple held fixed.

Appendix B Notation

s1,…,sn β€” the input variables of f, with si the i-th.

𝒂=(a1,…,an) β€” a tuple of input values, ai∈Si; aiβ€² denotes a further value of Si.

𝒂|ai=aiβ€² β€” the tuple identical to 𝒂 except that the i-th component is aiβ€².

𝒂E≔(aj)j∈E β€” the subtuple of 𝒂 on EβŠ†{1,…,n}.

𝒂jβ‰ i β€” the subtuple on E={1,…,n}βˆ–{i}.

𝒂J β€” the subtuple on a context J, where J and K={1,…,n}βˆ–({i}βˆͺJ) partition {1,…,n}βˆ–{i}.

𝒔E β€” the tuple of variables indexed by E, of which 𝒂E is a tuple of values; likewise 𝒔jβ‰ i, 𝒔J, 𝒔K.

𝒄J β€” a fixed value of 𝒔J, that is, an element of ∏j∈JSj.

pri β€” the i-th projection 𝒂↦ai.