Prerequisite Mathematical Definitions
1 Transition Independence
Setting.
We consider functions , where the factor sets and the codomain carry no assumed structure unless otherwise noted. We write for the tuple identical to except that the -th component is replaced by , and write
for the joint range of β the set of pairs realized by some . The auxiliary functions introduced in the conditions below are defined on (or ).
We introduce three formulations of transition independence forming a hierarchy of decreasing generality: the transition-map condition requires no structure on ; the finite-difference condition requires that be a group, so that differences are defined, writing for ; and the derivative condition requires that be an open interval of , that be a normed vector space, and that be differentiable in , 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 is transition-independent of the remaining variables with respect to iff there exists a transition map (necessarily unique on its declared domain) such that
| (1) |
The non-trivial content of the condition is that the remaining coordinates are dropped in favor of the output . No structure on is required: the condition is meaningful for functions valued in discrete spaces, ordered sets, manifolds, or any other codomain. For to be well-defined as a function on , the following consistency condition is necessary and sufficient.
Remark 1 (Output-determinacy).
For every , if and , then for every .
Proof of the equivalence. () If satisfies (1) and with , then . () Given output-determinacy, define for any with and ; output-determinacy makes the choice of immaterial, so is well-defined and (1) holds by construction.
Geometrically, output-determinacy says that the level sets of do not βtwistβ along the -direction: two points sharing both the same output and the same -th coordinate must land on the same level set as each other β in general a different one from where they started β when is varied. In full generality, the condition asserts that the pair is a sufficient representation for predicting how responds to movement of .
Finite-difference formulation.
When is a group, the transition-map condition has an equivalent algebraic formulation: there exists such that
| (2) |
The two formulations are related by and .
Derivative formulation.
Suppose is an open interval of and is a normed vector space. When is differentiable in , the derivative condition is: there exists such that
| (3) |
When (3) holds, the map satisfies the initial value problem
| (4) |
whose solution determines entirely from 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:
- (a)
- (b)
-
(c)
Suppose is an open interval of , is a normed vector space, and is differentiable in throughout. Then (1) (3) holds, via . The reverse direction (3) (1) holds provided the IVP (4) 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 (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 solves the initial value problem
and, provided the integrand below is integrable β for instance when is continuously differentiable in β the finite-difference and derivative formulations are related by
(5) By default we will mean (1) when referring to βtransition independence.β
2 Transition Context
Setting.
Transition independence may be partial: might be transition-independent of some variables, with the others retained as its context, without being fully independent. We formalize this by partitioning as , where is the context and contains the remaining variables. Each of the three formulations of SectionΒ 1 extends to this conditional setting, the auxiliary maps , , now allowed to depend on the context values .
Transition-map formulation (no structure on ).
The variable is transition-independent of given context iff there exists a map (denoted , with the target written before the context ) such that
| (6) |
where . Setting recovers (1); setting holds trivially.
Remark 2 (Output-determinacy on context ).
For every , if , , and , then for every .
As in the full case, output-determinacy on context is necessary and sufficient for to be well-defined on . Setting recovers RemarkΒ 1.
Geometrically, this is still essentially the no-twist condition of SectionΒ 1, now imposed within each context slice: with fixed, the level sets of do not βtwistβ along the -direction.
Remark 3 (Partial-function form).
For every , the variable is fully transition-independent on the partial function , in the sense of SectionΒ 1.222Here and throughout, for we write for the corresponding subtuple, abbreviated when , and for the -th projection . 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 being transition-independent of given context : since fixes , the map is the transition map of .
In other words, partial transition independence is full transition independence on sets of partial functions. Context is whatβs fixed.
Finite-difference formulation (group ).
When is a group, the condition has the equivalent algebraic form: there exists such that
| (7) |
The two formulations are related by and .
Derivative formulation ( real, normed).
Suppose is an open interval of and is a normed vector space. When is differentiable in , a weaker condition is: there exists such that
| (8) |
When (8) holds, the map satisfies the initial value problem
| (9) |
whose solution determines entirely from provided the solution is unique.333In the class of AppendixΒ A, with in place of . The ODE (9) is the bridge between the derivative condition and the transition map. By default we will mean (6) when referring to βtransition contextβ, βpartial transition independenceβ, or βtransition independence given β¦β.
Summary of equivalences.
The relationships among (6), (7), and (8) parallel those of SectionΒ 1, with the context tuple entering each auxiliary map as a passenger argument:
- (a)
- (b)
-
(c)
Suppose is an open interval of , is a normed vector space, and is differentiable in throughout. Then (6) (8) holds. The reverse direction (8) (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 solves the initial value problem
and, provided the integrand below is integrable β for instance when is continuously differentiable in β the finite-difference and derivative formulations are related by
(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 , and let be a family of transforms of : each is a map , and we write for , so that the substitution of for is represented by a transform if . No structure on the family is assumed; in particular need not be closed under composition. We write
for the product of the range of with the family β the value and the transform do not constrain each other, since is chosen independently of . The auxiliary functions introduced in the conditions below are defined on : they consult the transform applied, not the initial value or the final value .
Transform-map formulation (no structure on ).
The variable is transform-independent of the remaining variables and of its own initial value with respect to and iff there exists a transform map (necessarily unique on its declared domain) such that
| (11) |
The non-trivial content of the condition is that the remaining coordinates and the initial value are both dropped in favor of the output and the transform alone. For to be well-defined as a function on , the following consistency condition is necessary and sufficient.
Remark 4 (Transform output-determinacy).
For every , if , then for every .
Proof of the equivalence. () If satisfies (11) and , then for every . () Given transform output-determinacy, define for any with ; the condition makes the choice of immaterial, so 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 , whatever their initial values. Over the substitutions that 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 to the -th coordinate carries every level set of into a single level set β in general a different one β and so descends along to the induced map on the range of . In full generality, the condition asserts that the output alone is a sufficient representation for predicting how responds to each transform in .
Finite-difference formulation (group ).
When is a group, the transform-map condition has an equivalent algebraic formulation: there exists such that
| (12) |
The two formulations are related by and . 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 replacing throughout:
- (a)
- (b)
Remark 5 (Keeping the initial value).
Passing from the transition-map condition (1) to the transform-map condition (11) replaces the pair with the transform alone. If we replaced it instead with the pair β the initial value kept β the condition would read: there exists (necessarily unique on its declared domain) such that
| (13) |
Condition (13) is equivalent to condition (1) quantified over the substitutions that represents: there exists such that for every and every target with .
Proof of the equivalence. () Given satisfying (13), define for any with . The choice is immaterial: for any realizing , every representing gives β the substituted tuple depends only on the final value, not on the transform that represents the substitution β so is well-defined and the restricted condition holds by construction. () Given , set ; the target is represented by itself, so (13) holds.
When every substitution of for is represented by some transform in , 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 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 represents. Transform output-determinacy (RemarkΒ 4) therefore implies output-determinacy (RemarkΒ 1) over the substitutions that represents. The implication reaches further.
We write for the family of maps of carried out by one or more transforms in applied in succession, each to the value the previous one produced. Each map in is itself a transform of , so the transform-map condition (11) applies with in the role of .
Lemma 7 (Passage to the closure).
If is transform-independent of the remaining variables and of its own initial value with respect to and , then it is transform-independent of the remaining variables and of its own initial value with respect to and : there exists a transform map (necessarily unique on its declared domain) such that
| (14) |
Proof. Suppose satisfies (11). For a tuple and a succession , write and for the values the succession visits, so that a succession carrying out ends at . The tuple lies in and carries initial value , so (11) applied to it with gives : each response is again an output of and feeds the next application, and induction on gives β a value determined by the output and the succession alone. Now define by chaining from along any succession carrying out . The choice is immaterial: every in the declared domain is realized as for some , and two successions carrying out the same map substitute the same value into , so both chains compute the output of the same substituted tuple, . Hence is well-defined on its declared domain, and (14) holds by construction.
Proposition 8 (Reach).
Suppose represents every substitution of one value for another: for every with , some has . If is transform-independent of the remaining variables and of its own initial value with respect to and , then is transition-independent of the remaining variables with respect to .
Proof. LemmaΒ 7 yields satisfying (14). Through RemarkΒ 5, with in the role of , it serves as a transition map on the substitutions that represents: there exists with for every and every target , . By hypothesis every target is of that form; the identity target is free: the substituted tuple is itself, so setting satisfies (1) there and agrees with any value already forced. Thus is defined on all of and (1) holds: is transition-independent of the remaining variables with respect to , and output-determinacy (RemarkΒ 1) follows by item (a) of SectionΒ 1.
Corollary 9 (Represented substitutions).
If is transform-independent of the remaining variables and of its own initial value with respect to and , then there exists such that for every and every target with β condition (1) quantified over the substitutions that represents.
Proof. LemmaΒ 7 yields satisfying (14). Through RemarkΒ 5, with in the role of , it serves as a transition map on the substitutions that represents.
Transform independence alone yields the map: no hypothesis on the family enters.
Definition 10 (Achievability).
A value is achievable from with respect to iff or some has : either finitely many transforms in applied in succession carry to , or is itself. The achievable set of is the set of values achievable from .
Achievable sets are closed under the transforms: appending one further transform extends a succession. A subset is the achievable set of each of its values iff is closed under the transforms and every value of 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 to while no succession carries back to . In this vocabulary, the targets of CorollaryΒ 9, together with itself, are exactly the values achievable from .
Corollary 11 (Achievable sets).
Suppose is the achievable set of each of its values. If is transform-independent of the remaining variables and of its own initial value with respect to and , then is transition-independent of the remaining variables with respect to the partial function with the -th factor confined to , in the sense of SectionΒ 1.
Proof. The equivalence above unpacks the hypothesis: is closed under the transforms, and every value of is achievable from every other. Each carries into ; write for the transform of it induces, and for the family of these. The partial function agrees with at every tuple of its domain; by (11), any two such tuples sharing an output respond identically to each other under every , and each response is again a value of the partial function: the substituted value lies in . Hence transform output-determinacy (RemarkΒ 4) holds for and , and by item (a) of SectionΒ 3 is transform-independent of the remaining variables and of its own initial value with respect to and . A succession in starting at a value of visits only values of , and the induced succession in carries out the same map of ; since every value of is achievable from every other, represents every substitution of one value of for another. PropositionΒ 8, with in the role of , in the role of , and in the role of , yields the claim: is transition-independent of the remaining variables with respect to .
Setting recovers PropositionΒ 8: closedness holds trivially, and represents every substitution of one value for another iff every value of 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 satisfies both of those hypotheses is decided by alone. Call a transform of safe for when every two tuples sharing the same output but not the same initial value respond identically to each other under : if and , then . We write for the family of all safe transforms of . The identity transform of is safe for every : the substituted tuples are and themselves.
Lemma 13 (Closure of the safe family).
Suppose is transition-independent of the remaining variables with respect to . Then every map of carried out by finitely many safe transforms applied in succession, each to the value the previous one produced, is itself safe for . With in the role of in RemarkΒ 6, the closure is itself.
Proof. For with and , and a succession of safe transforms carrying out , write and for the values the succession visits from , and likewise from , so that and . The substituted tuples and lie in , carry initial values and , and share an output at ; sharing survives each step. If , the tuples at 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 . If , the tuples at share the same output but not the same initial value, and is safe. Induction on gives : the map the succession carries out is safe. The closure clause follows: every map in is carried out by a succession of safe transforms, and every safe transform lies in as a succession of length one.
Lemma 14 (Families of safe transforms).
Suppose is transition-independent of the remaining variables with respect to . Then is transform-independent of the remaining variables and of its own initial value with respect to and iff every member of is safe for .
Proof. () If satisfies (11), then for with and any , : every member is safe. () Suppose every member of is safe, and let with . If , then , and output-determinacy (RemarkΒ 1), which holds by item (a) of SectionΒ 1, keeps the outputs equal at that common target; if , is safe. Transform output-determinacy (RemarkΒ 4) therefore holds, and is transform-independent of the remaining variables and of its own initial value with respect to and by item (a) of SectionΒ 3.
Proposition 15 (Reach of the safe family).
Suppose is transition-independent of the remaining variables with respect to . Then is transform-independent of the remaining variables and of its own initial value with respect to and some family of transforms of satisfying the hypothesis of PropositionΒ 8 β its closure represents every substitution of one value for another β iff the safe family itself represents every substitution of one value for another. In that case is such a family.
Proof. () Let be such a family: every member is safe (LemmaΒ 14), and every map in 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 , hence by a safe transform: represents every substitution of one value for another. () Take in the role of β this also proves the closing assertion. Every member of is safe, so is transform-independent of the remaining variables and of its own initial value with respect to and (LemmaΒ 14); the closure of is itself (LemmaΒ 13), and it represents every substitution of one value for another by hypothesis.
Corollary 16 (Strictness).
Suppose is transition-independent of the remaining variables with respect to , and let be any family of transforms of . Then is not transform-independent of the remaining variables and of its own initial value with respect to and iff some member of is not safe for . When satisfies the hypothesis of PropositionΒ 8, this is exactly the statement that the implication of PropositionΒ 8 is strict at and .
Proof. LemmaΒ 14: transform independence with respect to and holds iff every member of is safe for ; strictness at and is exactly its failure.
Remark 17 (Assignments).
For each value , the assignment to is the transform of carrying every value to . The assignment family represents every substitution of one value for another (the substitution of for is represented by the assignment to ), and a succession of assignments carries out its last member, so the family is its own closure. Suppose is transition-independent of the remaining variables with respect to . By LemmaΒ 14, is transform-independent of the remaining variables and of its own initial value with respect to and the assignment family iff every assignment is safe for β iff is determined by alone. If every assignment is safe, the assignment family lies inside , and then represents every substitution of one value for another; the reverse implication need not hold.
Remark 18 (Determination of the initial value).
Suppose is transition-independent of the remaining variables with respect to , and suppose the output determines the initial value: only when . Then two tuples sharing the same output share the same initial value, every transform of is safe for , and is transform-independent of the remaining variables and of its own initial value with respect to and every family of transforms of (LemmaΒ 14), whether or not its closure represents every substitution of one value for another.
Remark 19 (Equivariance form).
For , we write for the map on , which applies to the -th coordinate and leaves the remaining coordinates unchanged. Condition (11) is then the intertwining identity
Equivariance in the usual sense supplies actions on both sides and asks to intertwine them; here only the domain side is given, and the codomain family is quantified existentially. Transform output-determinacy (RemarkΒ 4) says exactly that the level sets of form a congruence for each : each level set is carried into a single level set, in general a different one. Each therefore descends along to , a self-map of the range of , unique there because its values are forced. Composites descend as well. Since and the induced maps are forced, , whether or not lies in . So extends to an action of the closure on the range of : equivariance on the generators is equivariance on the generated semigroup β the induction behind LemmaΒ 7. Under standard names, is a semiconjugacy, or factor map, onto its image, and the descent along 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: might be transform-independent of some variables and of its own initial value, with the others retained as its context. We partition as as in SectionΒ 2, with the context and the remaining variables. The variable is transform-independent of and of its own initial value given context , with respect to and , if the conditions of SectionΒ 3 hold when the auxiliary maps are allowed to depend on the context values . The family is unchanged: only the maps consult the context.
Transform-map formulation (no structure on ).
The variable is transform-independent of and of its own initial value given context , with respect to and , iff there exists a map (denoted , the transform written before the context) such that
| (15) |
where β the transform still constrains nothing, being chosen independently of , while the output and the context may constrain each other. Setting recovers (11); setting 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 ).
For every , if and , then for every .
As in the full case, transform output-determinacy on context is necessary and sufficient for to be well-defined on . Setting recovers RemarkΒ 4. Geometrically, this is still the descent of SectionΒ 3, now within each context slice: with 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 , the variable is fully transform-independent of the remaining variables and of its own initial value on the partial function , with respect to the same family , in the sense of SectionΒ 3.
RemarkΒ 21 is equivalent to being transform-independent of and of its own initial value given context : since fixes , the map is the transform map of . Partial transform independence is full transform independence on sets of partial functions, the family shared across them; context is whatβs fixed.
Finite-difference formulation (group ).
When is a group, the condition has the equivalent algebraic form: there exists such that
| (16) |
The relationships between (15) and (16) parallel items (a) and (b) of SectionΒ 3, with the context tuple entering each map as a passenger argument: the formulations are related by and , 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 in the role of : each is proved for a function on a total product of factor sets, and each partial function is one. RemarkΒ 5 converts the sliceβs transform map into a transition map on the substitutions the family represents. The closure of RemarkΒ 6, LemmaΒ 7, and PropositionΒ 8 apply per slice with one and the same closure: the closure and the reach hypothesis consult and 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 is transform-independent of and of its own initial value given context with respect to and , then is transition-independent of given context with respect to . 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 acting on the range of the partial function.
5 Context-Related Definitions
Sufficient contexts and monotonicity.
Fix a coordinate and a context . The context is sufficient for (with respect to ) iff is transition-independent of given context , with , in the sense of SectionΒ 2, formulation (6). Sufficiency is monotone in the context: if and is sufficient for , then is, since tuples agreeing on agree on , so the condition on context (RemarkΒ 2) constrains a subset of the pairs the condition on does. The implication is strict in general, and the two boundary contexts of SectionΒ 2 β and 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 into the context set
and let the context basis be its set of minimal elements. The two carry the same information: is the up-set of . This rests on three facts. Non-emptiness: the full residual is always sufficient (SectionΒ 2 records it as trivial), and lies in the finite power set of (finite even when the are not), so and every sufficient context contains a minimal one. Upward closure: this is the monotonicity above. Generation: hence iff for some . The empty context is sufficient exactly when is transition-independent of all remaining variables in the sense of SectionΒ 1 β that is, . The basis need not be a singleton: with , , and the other six values distinct and fresh, both and are sufficient for while is not, so . In general, whenever the basis holds two incomparable contexts their intersection lies properly below each, so its sufficiency would deny their minimality: is not in general closed under intersection.
Trichotomy of variable roles.
Each variable , , is irrelevant, optional, or essential for according as lies in no element of , in some but not all, or in every one β mutually exclusive and exhaustive. The relation need not be symmetric: for on , is essential for (the empty context fails at , so ) while is irrelevant for (from the empty context suffices, so ).
Setting.
The inputs are contextually ordered with respect to iff for every , the variable is transition-independent of given context , in the sense of SectionΒ 2: the tuple is a sufficient representation for predicting how responds to movement of . The contexts nest and shrink along the order, and enlarging a context only weakens the requirement (the monotonicity above). At the context is empty and the condition is transition independence in the sense of SectionΒ 1: is transition-independent of the remaining variables with respect to . At 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 on the product of the block products, each block tuple a single variable β the block tuples are contextually ordered with respect to so read. Substituting a block from its last variable to its first, each stepβs 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 blockβs values, and the later blocksβ values alone. In particular, split in two: for and , the latter tuple is transition-independent of with respect to so read. The preservation is one-way: the grouped order returns each variableβs 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 .
Appendix A Solutions of the Bridging Initial Value Problems
By a solution of (4) we mean a differentiable with for every and ; a solution of (9) is defined likewise, with for every and . Uniqueness of solutions, wherever it is invoked, is uniqueness in this class from the given datum: (4) is uniquely solvable when, for each datum , at most one solution in this class takes the value at , and likewise for (9) at data .
Local uniqueness at each datum suffices, where local uniqueness at a datum means that any two solutions in this class taking the value at agree on a neighbourhood of in : the set on which two solutions agree is closed by continuity and open by local uniqueness, and it contains when the solutions share the datum, so it is all of the interval . The same reduction applies to (9), with data and the context tuple held fixed.
Appendix B Notation
β the input variables of , with the -th.
β a tuple of input values, ; denotes a further value of .
β the tuple identical to except that the -th component is .
β the subtuple of on .
β the subtuple on .
β the subtuple on a context , where and partition .
β the tuple of variables indexed by , of which is a tuple of values; likewise , , .
β a fixed value of , that is, an element of .
β the -th projection .