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Observable Quotients and Exact Projected Dynamics: Closure, Memory, Minimal Dynamical Completion, and Effective Field Operators

Minimal dynamical completion

Jeremy RodgersSection 8 of 14Original PDF ↗Publication DOI ↗

Minimal dynamical completion

Theorem 6.4 says that when PLQ≠0PLQ\neq0 the resolved state x(0)x(0) is not enough to determine the resolved future. The natural question is then: how much unresolved information must be adjoined? The answer is not “all of HQ\mathcal{H}_{Q}”. Distinct unresolved initial states may produce identical resolved responses, and directions that never affect the resolved trajectory need not be retained. We now identify exactly the right quotient.

Fix the target: the resolved response function generated by unresolved initial data alone.

Definition 7.1 (Unresolved response map).

Let C([0,∞),HP)C([0,\infty),\mathcal{H}_{P}) carry the topology of uniform convergence on compact subsets of [0,∞)[0,\infty), i.e. the locally convex topology generated by the seminorms pT(f):=sup⁡0≤t≤T∥f(t)∥HPp_{T}(f):=\sup_{0\le t\le T}\lVert f(t)\rVert_{\mathcal{H}_{P}}, T>0T>0. Define the linear map OQ:HQ⟶C([0,∞),HP),(OQz0)(t):=PLQ etQLQz0=ηz0(t).(7.1) \mathcal{O}_{Q}:\mathcal{H}_{Q}\longrightarrow C([0,\infty),\mathcal{H}_{P}), \qquad (\mathcal{O}_{Q}z_{0})(t):=PLQ\,e^{tQLQ}z_{0}=\eta_{z_{0}}(t).\tag{7.1} OQ\mathcal{O}_{Q} is well defined (its values are continuous by Theorem 6.2) and continuous: pT(OQz0)≤∥PLQ∥eT∥QLQ∥∥z0∥p_{T}(\mathcal{O}_{Q}z_{0})\le\lVert PLQ\rVert e^{T\lVert QLQ\rVert}\lVert z_{0}\rVert for every TT.

Definition 7.2 (Dynamically invisible directions).

Set NQ:=ker⁡OQ={ z0∈HQ: PLQ etQLQz0=0  for all t≥0 }=⋂t≥0ker⁡(PLQ etQLQ).(7.2) N_{Q}:=\ker\mathcal{O}_{Q} =\bigl\{\,z_{0}\in\mathcal{H}_{Q}:\ PLQ\,e^{tQLQ}z_{0}=0\ \ \text{for all }t\ge0\,\bigr\} =\bigcap_{t\ge0}\ker\bigl(PLQ\,e^{tQLQ}\bigr).\tag{7.2}

Lemma 7.3.

NQN_{Q} is a closed subspace of HQ\mathcal{H}_{Q}, and consequently Edyn:=HQ/NQ(7.3) E_{\mathrm{dyn}}:=\mathcal{H}_{Q}/N_{Q}\tag{7.3} is a Hilbert space with the quotient norm ∥[z0]∥Edyn=dist⁡(z0,NQ)\lVert[z_{0}]\rVert_{E_{\mathrm{dyn}}}=\operatorname{dist}(z_{0},N_{Q}).

Proof. For each fixed t≥0t\ge0 the operator PLQ etQLQ:HQ→HPPLQ\,e^{tQLQ}:\mathcal{H}_{Q}\to\mathcal{H}_{P} is bounded, so its kernel is a closed subspace. By (7.2), NQN_{Q} is the intersection of a family of closed subspaces, hence a closed subspace. The quotient of a Hilbert space by a closed subspace is a Hilbert space with the quotient norm, exactly as established after (2.2). ◻

Two unresolved initial states are called dynamically equivalent for resolved evolution when their difference lies in NQN_{Q}.

Theorem 7.4 (Minimal unresolved-state completion).

Under Assumption 6.1:

  1. OQ\mathcal{O}_{Q} is constant exactly on the cosets of NQN_{Q}: for z0,z0′∈HQz_{0},z_{0}'\in\mathcal{H}_{Q}, OQz0=OQz0′\mathcal{O}_{Q}z_{0}=\mathcal{O}_{Q}z_{0}' if and only if z0−z0′∈NQz_{0}-z_{0}'\in N_{Q}.

  2. Consequently OQ\mathcal{O}_{Q} descends to an injective continuous linear map O‾:Edyn⟶C([0,∞),HP),O‾[z0]:=OQz0,(7.4) \overline{\mathcal{O}}:E_{\mathrm{dyn}}\longrightarrow C([0,\infty),\mathcal{H}_{P}), \qquad \overline{\mathcal{O}}[z_{0}]:=\mathcal{O}_{Q}z_{0},\tag{7.4} with OQ=O‾∘π\mathcal{O}_{Q}=\overline{\mathcal{O}}\circ\pi, where π:HQ→Edyn\pi:\mathcal{H}_{Q}\to E_{\mathrm{dyn}} is the quotient map.

  3. (Universality / minimality.) Let EE be any set and q:HQ→Eq:\mathcal{H}_{Q}\to E any surjective map which determines every resolved response function, meaning that there exists a map F:E→C([0,∞),HP)F:E\to C([0,\infty),\mathcal{H}_{P}) with OQ=F∘q.(7.5) \mathcal{O}_{Q}=F\circ q .\tag{7.5} Then there is a unique map ρ:E→Edyn\rho:E\to E_{\mathrm{dyn}} with π=ρ∘q,(7.6) \pi=\rho\circ q ,\tag{7.6} and ρ\rho is surjective. If moreover EE is a vector space and qq is linear, then ρ\rho is linear.

Thus EdynE_{\mathrm{dyn}} is the coarsest extension of the resolved data that retains every unresolved distinction visible in the resolved response, and every sufficient extension maps onto it.

Proof. (1) OQ\mathcal{O}_{Q} is linear, so OQz0=OQz0′\mathcal{O}_{Q}z_{0}=\mathcal{O}_{Q}z_{0}' iff OQ(z0−z0′)=0\mathcal{O}_{Q}(z_{0}-z_{0}')=0 iff z0−z0′∈ker⁡OQ=NQz_{0}-z_{0}'\in\ker\mathcal{O}_{Q}=N_{Q}.

(2) By (1), the prescription (7.4) is independent of the representative, hence well defined; it is linear because π\pi and OQ\mathcal{O}_{Q} are; and it is injective because O‾[z0]=0\overline{\mathcal{O}}[z_{0}]=0 forces z0∈NQz_{0}\in N_{Q}, i.e. [z0]=0[z_{0}]=0. Continuity: for each TT, pT(O‾[z0])=pT(OQ(z0+n))≤∥PLQ∥eT∥QLQ∥∥z0+n∥p_{T}(\overline{\mathcal{O}}[z_{0}])=p_{T}(\mathcal{O}_{Q}(z_{0}+n))\le \lVert PLQ\rVert e^{T\lVert QLQ\rVert}\lVert z_{0}+n\rVert for every n∈NQn\in N_{Q}; taking the infimum over nn gives pT(O‾[z0])≤∥PLQ∥eT∥QLQ∥∥[z0]∥Edynp_{T}(\overline{\mathcal{O}}[z_{0}])\le\lVert PLQ\rVert e^{T\lVert QLQ\rVert} \lVert[z_{0}]\rVert_{E_{\mathrm{dyn}}}.

(3) Existence of ρ\rho. We first show qq separates no more coarsely than π\pi; that is, q(z0)=q(z0′)⇒π(z0)=π(z0′)q(z_{0})=q(z_{0}')\Rightarrow\pi(z_{0})=\pi(z_{0}'). Indeed if q(z0)=q(z0′)q(z_{0})=q(z_{0}') then by (7.5) OQz0=F(q(z0))=F(q(z0′))=OQz0′,\mathcal{O}_{Q}z_{0}=F\bigl(q(z_{0})\bigr)=F\bigl(q(z_{0}')\bigr)=\mathcal{O}_{Q}z_{0}' , so by (1) z0−z0′∈NQz_{0}-z_{0}'\in N_{Q}, i.e. π(z0)=π(z0′)\pi(z_{0})=\pi(z_{0}'). Now define ρ\rho as follows: given e∈Ee\in E, use surjectivity of qq to choose z0z_{0} with q(z0)=eq(z_{0})=e, and set ρ(e):=π(z0)\rho(e):=\pi(z_{0}). The implication just proved shows this is independent of the choice of z0z_{0}, so ρ\rho is a well-defined map E→EdynE\to E_{\mathrm{dyn}}, and (7.6) holds by construction. It is surjective because π\pi is: any [z0]∈Edyn[z_{0}]\in E_{\mathrm{dyn}} equals ρ(q(z0))\rho(q(z_{0})).

Uniqueness of ρ\rho. If ρ′\rho' also satisfies π=ρ′∘q\pi=\rho'\circ q, then for every e∈Ee\in E pick z0z_{0} with q(z0)=eq(z_{0})=e; then ρ′(e)=ρ′(q(z0))=π(z0)=ρ(q(z0))=ρ(e)\rho'(e)=\rho'(q(z_{0}))=\pi(z_{0})=\rho(q(z_{0}))=\rho(e). Hence ρ′=ρ\rho'=\rho. (Uniqueness uses surjectivity of qq, which is why it is included in the hypothesis: a nonsurjective extension leaves ρ\rho undetermined on the unreached part of EE.)

Linearity. If EE is a vector space and qq is linear and surjective, then for e=q(z0)e=q(z_{0}), e′=q(z0′)e'=q(z_{0}') and scalars α,β\alpha,\beta we have αe+βe′=q(αz0+βz0′)\alpha e+\beta e'=q(\alpha z_{0}+\beta z_{0}'), so ρ(αe+βe′)=π(αz0+βz0′)=απ(z0)+βπ(z0′)=αρ(e)+βρ(e′)\rho(\alpha e+\beta e')=\pi(\alpha z_{0}+\beta z_{0}') =\alpha\pi(z_{0})+\beta\pi(z_{0}')=\alpha\rho(e)+\beta\rho(e'). ◻

We have stated the universal property in plain terms of maps and quotients of sets and vector spaces; no categorical apparatus is needed, and none is used. Theorem 7.4(3) is the minimal-completion statement of [24] for the specific target relation z0↦OQz0z_{0}\mapsto\mathcal{O}_{Q}z_{0}, proved here directly so that the present paper stands alone.

Remark 32 (Minimality is relative to the target).

EdynE_{\mathrm{dyn}} may be strictly smaller than HQ\mathcal{H}_{Q}, as Case B of Example 6.6 shows. The directions in NQN_{Q} are not “physically absent” in any absolute sense: they may evolve nontrivially under etQLQe^{tQLQ}, they may carry energy, they may be visible to a different readout. They are invisible to the resolved response function, and that is the target relative to which minimality is asserted. Change the target, ask instead for the resolved response and some other functional of the unresolved sector, and the minimal completion changes accordingly. This target-relativity is exactly the phenomenon isolated in [23]; it is not a defect but the content of the theorem.

Theorem 7.6 (Completed initial data close the resolved trajectory).

Under Assumption 6.1, define the completed initial state space H^P:=HP×Edyn.(7.7) \widehat{\mathcal{H}}_{P}:=\mathcal{H}_{P}\times E_{\mathrm{dyn}}.\tag{7.7} Then the pair (x(0),[z0])∈H^P\bigl(x(0),[z_{0}]\bigr)\in\widehat{\mathcal{H}}_{P} determines the resolved trajectory x(⋅)x(\cdot) uniquely on [0,∞)[0,\infty). Precisely: for each T>0T>0, the linear Volterra equation of the second kind x(t)=x(0)+∫0t(PLP x(s)+ηz0(s)+∫0sK(s−r)x(r) dr)ds,0≤t≤T,(7.8) x(t)=x(0)+\int_{0}^{t}\Bigl(PLP\,x(s)+\eta_{z_{0}}(s) +\int_{0}^{s}\mathcal{K}(s-r)x(r)\,dr\Bigr)ds , \qquad 0\le t\le T,\tag{7.8} equivalent to (6.8) with datum x(0)x(0), has exactly one continuous solution x∈C([0,T],HP)x\in C([0,T],\mathcal{H}_{P}), and this solution depends on z0z_{0} only through [z0]∈Edyn[z_{0}]\in E_{\mathrm{dyn}}.

Proof. Dependence only on [z0][z_{0}]. The kernel K\mathcal{K} is determined by LL and PP alone, and the only occurrence of z0z_{0} in (7.8) is through ηz0=OQz0\eta_{z_{0}}=\mathcal{O}_{Q}z_{0}, which by Theorem 7.4(1) depends only on the class [z0][z_{0}].

Existence and uniqueness. Fix T>0T>0. Equation (7.8) has the form x=g+Vxx=g+\mathcal{V}x on the Banach space X:=C([0,T],HP)X:=C([0,T],\mathcal{H}_{P}) with the sup-norm, where g(t):=x(0)+∫0tηz0(s) dsg(t):=x(0)+\int_{0}^{t}\eta_{z_{0}}(s)\,ds is continuous, and V\mathcal{V} is the bounded linear Volterra operator (Vx)(t):=∫0t(PLP x(s)+∫0sK(s−r)x(r) dr)ds.(\mathcal{V}x)(t):=\int_{0}^{t}\Bigl(PLP\,x(s)+\int_{0}^{s}\mathcal{K}(s-r)x(r)\,dr\Bigr)ds . Both PLPPLP and K\mathcal{K} are bounded, with M:=∥PLP∥op+Tsup⁡0≤τ≤T∥K(τ)∥op<∞M:=\lVert PLP\rVert_{\mathrm{op}}+T\sup_{0\le\tau\le T}\lVert\mathcal{K}(\tau)\rVert_{\mathrm{op}}<\infty (the supremum is finite because K\mathcal{K} is norm-continuous on the compact [0,T][0,T]). An elementary induction gives the standard Volterra estimate ∥(Vkx)(t)∥≤(Mt)kk! ∥x∥X,0≤t≤T, k≥0,\lVert(\mathcal{V}^{k}x)(t)\rVert\le\frac{(Mt)^{k}}{k!}\,\lVert x\rVert_{X}, \qquad 0\le t\le T,\ k\ge0, so ∥Vk∥B(X)≤(MT)k/k!→0\lVert\mathcal{V}^{k}\rVert_{\mathcal{B}(X)}\le(MT)^{k}/k!\to0; hence Vk\mathcal{V}^{k} is a contraction for kk large, I−VI-\mathcal{V} is invertible with (I−V)−1=∑k≥0Vk(I-\mathcal{V})^{-1}=\sum_{k\ge0}\mathcal{V}^{k} convergent in operator norm, and x=(I−V)−1gx=(I-\mathcal{V})^{-1}g is the unique solution in XX [5, Ch. 2, Thm. 3.5]. Since T>0T>0 was arbitrary and solutions on nested intervals agree by uniqueness, xx is uniquely determined on [0,∞)[0,\infty). ◻

Theorems 7.4 and 7.6 together give the precise cost of failed descent. The resolved state alone is insufficient (Theorem 6.4). The resolved state plus all of HQ\mathcal{H}_{Q} is sufficient but wasteful. The resolved state plus EdynE_{\mathrm{dyn}} is sufficient (Theorem 7.6) and minimal (Theorem 7.4). This is the exact sense in which the unresolved sector must be “completed” into the observable theory, and it is the exact sense in which only part of it need be.

Proposition 7.7 (Finite-dimensional observability criterion).

Suppose dim⁡HQ=m<∞\dim\mathcal{H}_{Q}=m<\infty. Then NQ=⋂k=0m−1ker⁡(PLQ (QLQ)k),(7.9) N_{Q}=\bigcap_{k=0}^{m-1}\ker\Bigl(PLQ\,(QLQ)^{k}\Bigr),\tag{7.9} and dim⁡Edyn=rankOm\dim E_{\mathrm{dyn}}=\mathop{\mathrm{rank}}\mathcal{O}_{m}, where Om\mathcal{O}_{m} is the observability map Om:HQ⟶HP m,Omz=(PLQ z, PLQ (QLQ)z, …, PLQ (QLQ)m−1z).(7.10) \mathcal{O}_{m}:\mathcal{H}_{Q}\longrightarrow\mathcal{H}_{P}^{\,m}, \qquad \mathcal{O}_{m}z=\Bigl(PLQ\,z,\ PLQ\,(QLQ)z,\ \dots,\ PLQ\,(QLQ)^{m-1}z\Bigr).\tag{7.10}

Proof. Fix z∈HQz\in\mathcal{H}_{Q}. Since QLQQLQ is bounded, t↦PLQ etQLQzt\mapsto PLQ\,e^{tQLQ}z is given by the everywhere-convergent power series PLQ etQLQz=∑k=0∞tkk! PLQ (QLQ)kz,(7.11) PLQ\,e^{tQLQ}z=\sum_{k=0}^{\infty}\frac{t^{k}}{k!}\,PLQ\,(QLQ)^{k}z ,\tag{7.11} which is a real-analytic (indeed entire) HP\mathcal{H}_{P}-valued function of tt. Such a function vanishes identically on [0,∞)[0,\infty) if and only if all its Taylor coefficients at t=0t=0 vanish, i.e. iff PLQ (QLQ)kz=0for all k≥0.(7.12) PLQ\,(QLQ)^{k}z=0 \qquad\text{for all }k\ge0 .\tag{7.12} (One direction is trivial; for the other, differentiate (7.11) kk times at t=0t=0, which is legitimate by uniform convergence of the differentiated series on compacts.)

It remains to see that in (7.12) the range 0≤k≤m−10\le k\le m-1 suffices. By the Cayley–Hamilton theorem applied to the operator QLQQLQ on the mm-dimensional space HQ\mathcal{H}_{Q}, (QLQ)m(QLQ)^{m} is a linear combination of I,QLQ,…,(QLQ)m−1I,QLQ,\dots,(QLQ)^{m-1}; by induction, every power (QLQ)k(QLQ)^{k} with k≥mk\ge m is a linear combination of I,…,(QLQ)m−1I,\dots,(QLQ)^{m-1}. Hence if PLQ (QLQ)jz=0PLQ\,(QLQ)^{j}z=0 for 0≤j≤m−10\le j\le m-1, then applying PLQPLQ to the corresponding linear combination gives PLQ (QLQ)kz=0PLQ\,(QLQ)^{k}z=0 for every k≥mk\ge m as well. This proves (7.9).

Finally, (7.9) says exactly NQ=ker⁡OmN_{Q}=\ker\mathcal{O}_{m}, so by rank–nullity dim⁡Edyn=dim⁡HQ−dim⁡NQ=rankOm\dim E_{\mathrm{dyn}}=\dim\mathcal{H}_{Q}-\dim N_{Q}=\mathop{\mathrm{rank}}\mathcal{O}_{m}. ◻

Remark 35 (Relation to Kalman observability).

Equation (7.10) is the observability map of linear control theory [6, 15] for the finite-dimensional linear system with state z∈HQz\in\mathcal{H}_{Q}, state matrix QLQQLQ, and output matrix PLQPLQ: the pair (PLQ, QLQ)(PLQ,\,QLQ) is observable exactly when rankOm=m\mathop{\mathrm{rank}}\mathcal{O}_{m}=m, i.e. exactly when NQ={0}N_{Q}=\{0\}, i.e. exactly when every unresolved direction leaves a trace in the resolved response and the whole of HQ\mathcal{H}_{Q} must be retained. The dictionary must be read with care, however. What (7.10) tests is observability of the unresolved sector through the resolved-response output. It is not a claim that the full source system (H,L)(\mathcal{H},L) is observable from the resolved readout, which would additionally require that the resolved sector’s own dynamics and the coupling QLPQLP be taken into account. We assert only what (7.9) states: NQN_{Q}, and hence dim⁡Edyn\dim E_{\mathrm{dyn}}, is computable by a finite rank condition. The general Hilbert space case has no such finite reduction; there NQN_{Q} is defined by (7.2) and closed by Lemma 7.3, and no analogue of Cayley–Hamilton is available.

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