Research portal

Mathematical note

Multiscale reduction contract

math/multiscale-reduction-contract.md

Edition
Site v0.3.0 · continuous main snapshot
Source revision
ec2865b0eac15148675c629981a545632b3571c5
Extent
2,504 words
Public route
https://www.cordana.dev/math/multiscale-reduction-contract/
Mapped records4 mapped records

Direct repository links only; no document-level evidence status is implied.

  • Status: pre-implementation mathematical and accounting contract
  • Claims: C-1526--C-1529
  • Source audit: applied multiscale reduction
  • Fixture: F-024
  • Result state: an AMR-T01 development-only smoke runner exists; no sealed confirmation or transfer run, reference-workstation result, measured effect, or energy result exists

This note fixes notation, units, exact identities, approximation boundaries, and resource ledgers for four different reduction methods. It does not assert that a biological or artificial workload has short memory, a slow manifold, a valid homogenized limit, or closed coarse variables.

1. Notation and units

SymbolMeaningUnit
t,s,T,tht,s,T,t_hphysical, integration, burst, and healing timess
x,y,zx,y,zresolved, unresolved, and full statescomponent-specific; UU in the linear example
α,β,γ,λ\alpha,\beta,\gamma,\lambdalinear rate coefficientss1^{-1}
K(τ)K(\tau)linear memory kernels2^{-2} when x,yx,y share UU
η(t)\eta(t)unresolved-initial-condition transientUU\,s1^{-1}
P,QP,Qprojection and complementary projection, Q=IPQ=I-Pdimensionless operators
L\mathcal LLiouville generators1^{-1}
τf,τs\tau_f,\tau_sfast and slow reference timess
ε=τf/τs\varepsilon=\tau_f/\tau_stimescale ratiodimensionless
f,gf,gfast and slow vector fields after time scalingsame state units as xx and yy, respectively
X0X_0declared trajectory-magnitude scale for xxUU
S0S_0critical manifold f(x,y,0)=0f(x,y,0)=0state space
σf\sigma_fminimum magnitude of fast spectral real partdimensionless in fast time; s1^{-1} if dimensionalized
u,Uu,Ufine and coarse statescomponent-specific
QcQ_ccompression/restriction from fine to coarse statetyped operator
R(U,ξ)R(U,\xi)reconstruction/lift with admissible lift index ξ\xifine state
ΦTf,ΦTc\Phi_T^f,\Phi_T^cfine and induced coarse propagators over TTtyped maps
L,x,L,x,\ellslab length, coordinate, and microperiodm
Th(x)T_h(x)temperature field; subscript avoids confusion with burst timeK
κ\kappathermal conductivityW m1^{-1} K1^{-1}
qqvolumetric heat sourceW m3^{-3}
J=κdTh/dxJ=-\kappa\,dT_h/dxheat fluxW m2^{-2}
NN_*event or operation countcount
BB_*attributed data traffic or storagebyte
tcpu,twallt_{\mathrm{cpu}},t_{\mathrm{wall}}measured process and elapsed timess
MRSSM_{\mathrm{RSS}}peak resident-set sizebyte

Subscripts identify objects; they do not silently change units. Every implementation artifact must store a unit string beside dimensional fields. Dimensionless normalization constants remain in the manifest rather than being discarded after preprocessing.

2. Exact resolved memory in a coupled linear system

2.1 Full model

Consider

x˙(t)=αx(t)+βy(t),y˙(t)=γx(t)λy(t),(1)\dot{x}(t)=-\alpha x(t)+\beta y(t),\qquad \dot{y}(t)=\gamma x(t)-\lambda y(t), \tag{1}

with [x]=[y]=U[x]=[y]=U and [α]=[β]=[γ]=[λ]=s1[\alpha]=[\beta]=[\gamma]=[\lambda]=\mathrm{s}^{-1}. Each right-hand term has unit Us1U\,\mathrm{s}^{-1}. Stability of the two-dimensional linear system is guaranteed in the fixture by

α+λ>0,αλβγ>0.(2)\alpha+\lambda>0, \qquad \alpha\lambda-\beta\gamma>0. \tag{2}

Equation (2) is a generator restriction, not a biological or deployment limit.

2.2 Eliminate the unresolved state

Multiplying the second equation by eλte^{\lambda t} gives

ddt(eλty(t))=γeλtx(t).(3)\frac{d}{dt}\left(e^{\lambda t}y(t)\right) =\gamma e^{\lambda t}x(t). \tag{3}

Integrating from 00 to tt and multiplying by eλte^{-\lambda t} yields

y(t)=eλty0+γ0teλ(ts)x(s)ds.(4)y(t)=e^{-\lambda t}y_0 +\gamma\int_0^t e^{-\lambda(t-s)}x(s)\,ds. \tag{4}

Substitution into the first equation gives the exact resolved equation

x˙(t)=αx(t)+βeλty0η(t)+0tβγeλ(ts)K(ts)x(s)ds.(5)\dot{x}(t)=-\alpha x(t) +\underbrace{\beta e^{-\lambda t}y_0}_{\eta(t)} +\int_0^t \underbrace{\beta\gamma e^{-\lambda(t-s)}}_{K(t-s)}x(s)\,ds. \tag{5}

The three contributions in (5) are instantaneous resolved dynamics, a transient determined by unresolved initial state, and a memory convolution. They are exact for (1); no stochastic premise is required.

2.3 Dimensional analysis

The kernel has

[K]=[βγ]=s2.[K]=[\beta\gamma]=\mathrm{s}^{-2}.

Since [x(s)ds]=Us[x(s)\,ds]=U\,\mathrm{s},

[0tK(ts)x(s)ds]=Us1.\left[\int_0^t K(t-s)x(s)\,ds\right] =U\,\mathrm{s}^{-1}.

Also [η]=[βy0]=Us1[\eta]=[\beta y_0]=U\,\mathrm{s}^{-1}. Thus every term in (5) has the unit of x˙\dot x. An implementation that stores KK as a dimensionless attention weight without its time discretization is not implementing (5).

For uniform step Δt\Delta t, a left-rule discrete memory approximation is

Mn=Δtj=0n1K((nj)Δt)xj,(6)M_n=\Delta t\sum_{j=0}^{n-1}K((n-j)\Delta t)x_j, \tag{6}

where ΔtK\Delta t\,K has unit s1^{-1}. A learned discrete coefficient wj=ΔtK(jΔt)w_j=\Delta t K(j\Delta t) therefore has unit s1^{-1}, not unit one.

2.4 Markov and finite-memory approximations

If λ\lambda is large relative to the resolved variation rate, xx is smooth on 1/λ1/\lambda, and the initial layer has decayed, then

0teλ(ts)x(s)ds=x(t)λ+O(λ2x˙)+O ⁣(X0λeλt).(7)\int_0^t e^{-\lambda(t-s)}x(s)\,ds =\frac{x(t)}{\lambda}+O(\lambda^{-2}\dot{x}) +O\!\left(\frac{X_0}{\lambda}e^{-\lambda t}\right). \tag{7}

Here X0X_0 is a declared bound or reference scale with the same unit UU as xx. All three terms in (7) therefore have unit UsU\,\mathrm{s}; the final term records the exponentially decaying initial-layer contribution rather than adding a dimensionless remainder to a dimensional integral.

This gives the leading Markov approximation

x˙(α+βγλ)x.(8)\dot{x}\approx \left(-\alpha+\frac{\beta\gamma}{\lambda}\right)x. \tag{8}

Equation (8) is conditional on timescale separation and initial-layer control. It is not obtained by merely setting y=0y=0. A finite window WW instead drops

RW(t)=0max(0,tW)K(ts)x(s)ds,(9)R_W(t)=\int_0^{\max(0,t-W)}K(t-s)x(s)\,ds, \tag{9}

whose error requires a bound on both kernel tail and trajectory magnitude. A short fitted window is not self-validating.

The original two-state system (1) is an exact augmented-state representation. It is the strongest compact null for this example: a finite-memory model must not claim mathematical novelty merely for approximating a system that the latent state represents exactly.

3. General projection identity and its boundary

Let the autonomous fine dynamics be z˙=F(z)\dot z=F(z) and let observables evolve under the Liouville generator

LA(z)=F(z)A(z).(10)\mathcal L A(z)=F(z)\cdot\nabla A(z). \tag{10}

For a declared projection PP on observables, Q=IPQ=I-P, and sufficient regularity for the semigroups below, the Dyson identity gives one common Mori--Zwanzig form:

ddtetLA=etLPLA+etQLQLA+0te(ts)LPLesQLQLAds.(11)\frac{d}{dt}e^{t\mathcal L}A =e^{t\mathcal L}P\mathcal L A +e^{tQ\mathcal L}Q\mathcal L A +\int_0^t e^{(t-s)\mathcal L}P\mathcal L e^{sQ\mathcal L}Q\mathcal L A\,ds. \tag{11}

Depending on convention, equivalent rearrangements place propagators or projectors differently. The implementation must record the chosen convention; pieces from incompatible conventions cannot be combined by label.

In (11):

  1. etLPLAe^{t\mathcal L}P\mathcal L A is the propagated Markov term;
  2. etQLQLAe^{tQ\mathcal L}Q\mathcal L A is the orthogonal-dynamics term; and
  3. the integral is the memory term.

If AA has unit UU, then LA\mathcal LA and the first two right-hand terms have unit UU\,s1^{-1}. Inside the integral, two generators contribute UU\,s2^{-2} and integration restores UU\,s1^{-1}. Calling the orthogonal-dynamics term “noise” does not establish independence, stationarity, Gaussianity, or zero mean.

The 1961 nonlinear transport derivation must be read with the 1972 correction for omitted fluctuations. This note relies on the directly checked linear derivation (1)--(5) for the fixture and treats (11) only within its declared operator assumptions.

4. Fast--slow geometry and normal hyperbolicity

4.1 Scaling

Start with reference times τf,τs>0\tau_f,\tau_s>0:

τfdxdt=f(x,y,ε),τsdydt=g(x,y,ε),ε=τfτs.(12)\tau_f\frac{dx}{dt}=f(x,y,\varepsilon),\qquad \tau_s\frac{dy}{dt}=g(x,y,\varepsilon),\qquad \varepsilon=\frac{\tau_f}{\tau_s}. \tag{12}

Here ff and gg have the same state units as xx and yy respectively. With slow time θ=t/τs\theta=t/\tau_s, (12) becomes

εx=f(x,y,ε),y=g(x,y,ε),(13)\varepsilon x'=f(x,y,\varepsilon),\qquad y'=g(x,y,\varepsilon), \tag{13}

where prime means d/dθd/d\theta and the vector fields carry the corresponding state units. They become dimensionless only after an additional, explicitly recorded state normalization. With fast time r=t/τfr=t/\tau_f,

x˙r=f(x,y,ε),y˙r=εg(x,y,ε).(14)\dot x_r=f(x,y,\varepsilon),\qquad \dot y_r=\varepsilon g(x,y,\varepsilon). \tag{14}

4.2 Critical and slow manifolds

At ε=0\varepsilon=0, the critical manifold is

S0={(x,y):f(x,y,0)=0}.(15)S_0=\{(x,y):f(x,y,0)=0\}. \tag{15}

For a compact submanifold KS0K\subset S_0, define the fast spectral margin

σf(K)=inf(x,y)KminμspecDxf(x,y,0)Reμ.(16)\sigma_f(K)= \inf_{(x,y)\in K} \min_{\mu\in\operatorname{spec}D_xf(x,y,0)}|\operatorname{Re}\mu|. \tag{16}

KK is normally hyperbolic when σf(K)>0\sigma_f(K)>0 and the splitting required by the theorem is uniform. Under the requisite smoothness and compactness, Fenichel persistence supplies a locally invariant SεS_\varepsilon near KK for sufficiently small ε\varepsilon. The theorem is local to the qualified compact set and sufficiently small, not all, ε\varepsilon.

4.3 Boundary at a fold

For the dimensionless fold normal form used in AMR-T02,

εx=yx2,y=1,(17)\varepsilon x'=y-x^2,\qquad y'=-1, \tag{17}

S0={y=x2}S_0=\{y=x^2\}. The fast Jacobian is

Dxf=2x.(18)D_xf=-2x. \tag{18}

The branch x>0x>0 is attracting in fast time, the branch x<0x<0 is repelling, and at (x,y)=(0,0)(x,y)=(0,0) the spectral margin vanishes. Ordinary normal-hyperbolic persistence therefore does not cover the fold point. Special fold/canard analysis can describe additional behaviour under additional hypotheses; it does not retroactively make (16) positive.

An operational gate may estimate a lower margin, an invariance residual and an off-manifold distance, but that estimate is a diagnostic, not a theorem. Its false-acceptance and abstention rates must be tested against a full stiff solver, including initial layers and held-out fold approaches.

5. Compression, reconstruction, and local micro queries

Let XfX_f and XcX_c be typed fine and coarse state spaces. Define

Qc:XfXc,R:Xc×ΞXf,(19)Q_c:X_f\rightarrow X_c, \qquad R:X_c\times\Xi\rightarrow X_f, \tag{19}

where QcQ_c is compression/restriction and R(U,ξ)R(U,\xi) is a reconstruction or lift indexed by admissible unresolved detail ξ\xi. Exact consistency would be

QcR(U,ξ)=U.(20)Q_cR(U,\xi)=U. \tag{20}

Numerical consistency instead records

eQR(U,ξ)=QcR(U,ξ)UXc(21)e_{QR}(U,\xi)=\|Q_cR(U,\xi)-U\|_{X_c} \tag{21}

and compares it with a frozen tolerance. Equation (20) or small (21) does not guarantee dynamical closure.

Suppose a macro scheme advances

Un+1=MΔT(Un;D(Un)),(22)U_{n+1}=\mathcal M_{\Delta T}(U_n;D(U_n)), \tag{22}

but the macro datum D(U)D(U), such as a constitutive flux, is unavailable. HMM uses a constrained micro problem on support ω(U)\omega(U):

um+1ξ=Sδt(umξ;U,ω,b,ξ),D^(U)=A({umξ}m=mhmh+ma),(23)u^{\xi}_{m+1}=\mathcal S_{\delta t} \bigl(u^{\xi}_m;U,\omega,b,\xi\bigr), \qquad \widehat D(U)=\mathcal A\left(\{u^{\xi}_m\}_{m=m_h}^{m_h+m_a}\right), \tag{23}

where bb is the micro boundary rule, mhm_h is relaxation/healing count, mam_a is averaging count and A\mathcal A is the declared estimator. The error must be decomposed, at minimum, as

etotalemacro+emicro+eboundary+erelax+esampling+eQR.(24)e_{\mathrm{total}} \le e_{\mathrm{macro}}+e_{\mathrm{micro}}+e_{\mathrm{boundary}} +e_{\mathrm{relax}}+e_{\mathrm{sampling}}+e_{QR}. \tag{24}

The terms need not be statistically independent and may not be combined in quadrature without a proof. A local solve is not cheap by definition; support, unknowns, coefficient queries, iterations, retries and transfers all enter the ledger.

For the one-dimensional heat track,

ddx(κ(x/)dThdx)=q(x).(25)-\frac{d}{dx}\left(\kappa(x/\ell)\frac{dT_h}{dx}\right)=q(x). \tag{25}

dTh/dxdT_h/dx has unit K m1^{-1}, so the inner flux has unit W m2^{-2} and its divergence W m3^{-3}, matching qq. For κ(ξ)=κ0[2+sin(2πξ+ϕ)]\kappa(\xi)=\kappa_0[2+\sin(2\pi\xi+\phi)], the one-dimensional periodic effective coefficient is the harmonic mean

κeff=(01dξκ(ξ))1=κ03.(26)\kappa_{\mathrm{eff}} =\left(\int_0^1\frac{d\xi}{\kappa(\xi)}\right)^{-1} =\kappa_0\sqrt{3}. \tag{26}

This analytic result is the strongest null for the single-sinusoid family, not information that may be hidden from a comparator.

6. Lift--evolve--restrict and equation-free closure

Given a fine propagator ΦTf\Phi_T^f, define the lift-specific coarse map

ΦTc(U;ξ)=QcΦTf(R(U,ξ)).(27)\Phi_T^c(U;\xi)=Q_c\Phi_T^f(R(U,\xi)). \tag{27}

With healing tht_h followed by measurement burst TbT_b, one derivative estimator is

F^c(U;ξ)=QcΦth+Tbf(R(U,ξ))QcΦthf(R(U,ξ))Tb.(28)\widehat F_c(U;\xi)= \frac{ Q_c\Phi_{t_h+T_b}^f(R(U,\xi)) -Q_c\Phi_{t_h}^f(R(U,\xi))}{T_b}. \tag{28}

For an admissible lift set ΞU\Xi_U, define post-healing disagreement

Dlift(U;th,Tb)=maxξi,ξjΞUF^c(U;ξi)F^c(U;ξj)Xc.(29)D_{\mathrm{lift}}(U;t_h,T_b)= \max_{\xi_i,\xi_j\in\Xi_U} \left\|\widehat F_c(U;\xi_i)- \widehat F_c(U;\xi_j)\right\|_{X_c}. \tag{29}

A small value is evidence only at the tested state, lift family, healing time, burst, ensemble size and norm. Persistent disagreement falsifies the proposed closure at that horizon. Agreement can be falsely induced by using identical lifts, an insensitive restriction, an overlong burst that crosses the decision horizon, shared random numbers without independent variance checks, or a norm that suppresses the omitted coordinate.

A projective step

Un+1=Un+ΔTF^c(Un)(30)U_{n+1}=U_n+\Delta T\,\widehat F_c(U_n) \tag{30}

must record stability rejections and fallback. Work spent on an abandoned projective step remains work.

7. Error, work, traffic, and microstep ledgers

7.1 Accuracy records

Every seed, world and arm records protected errors before aggregation:

eL2(a)=(1T0TQcza(t)QczO(t)22dt)1/2,(31)e_{L^2}(a)= \left( \frac{1}{T}\int_0^T \|Q_cz_a(t)-Q_cz_O(t)\|_2^2\,dt \right)^{1/2}, \tag{31}

or the protocol's spatial analogue, plus maximum error, flux/event error, coverage, abstention, failure and closure disagreement. Numerical quadrature and interpolation rules are frozen. An absent output receives the terminal loss; it is not omitted.

7.2 Compute ledger

For every arm, record nonnegative integer counters:

CounterRequired content
Nfine,RHSN_{\mathrm{fine,RHS}}all fine-model RHS evaluations, including rejected solver steps
Ncoarse,RHSN_{\mathrm{coarse,RHS}}all explicit coarse-model RHS evaluations
NlinN_{\mathrm{lin}}linear iterations, including failed and setup iterations
NmicroN_{\mathrm{micro}}replica-, cell-, or particle-microsteps, not merely burst calls
NmacroN_{\mathrm{macro}}accepted and rejected macrosteps, separated in raw fields
NliftN_{\mathrm{lift}}reconstruction/lifting calls for every replica and retry
NrestrictN_{\mathrm{restrict}}compression/restriction calls
NhealN_{\mathrm{heal}}microsteps executed only for healing/relaxation
NqueryN_{\mathrm{query}}coefficient, simulator, or oracle queries permitted to the arm
NretryN_{\mathrm{retry}}retries and fallback invocations

A declared operation proxy is

Wproxy=cfNfine,RHS+ccNcoarse,RHS+clNlin+cmNmicro+cLNlift+cQNrestrict,(32)W_{\mathrm{proxy}}= c_fN_{\mathrm{fine,RHS}} +c_cN_{\mathrm{coarse,RHS}} +c_lN_{\mathrm{lin}} +c_mN_{\mathrm{micro}} +c_LN_{\mathrm{lift}} +c_QN_{\mathrm{restrict}}, \tag{32}

where every coefficient cc_* is a frozen measured instruction- or multiply-add-equivalent calibration with manifest hash. Track-specific named work may use a raw counter such as NmicroN_{\mathrm{micro}} to avoid hiding a dominant cost inside weights. Report both. Do not tune cc_* after results. Counters used together in (32) must represent disjoint work. If, for example, NmicroN_{\mathrm{micro}} is a labelled subset of Nfine,RHSN_{\mathrm{fine,RHS}}, the manifest sets one corresponding coefficient to zero and records the parent-- child relation; nested counters may not be charged twice.

7.3 Traffic and memory ledger

Attributed algorithmic traffic is

Bmoved=Bstate,read+Bstate,write+Bhistory,read+Bhistory,write+Bcoeff+Blift+Brestrict+Bsolver+Bartifact.(33)B_{\mathrm{moved}}= B_{\mathrm{state,read}}+B_{\mathrm{state,write}} +B_{\mathrm{history,read}}+B_{\mathrm{history,write}} +B_{\mathrm{coeff}}+B_{\mathrm{lift}}+B_{\mathrm{restrict}} +B_{\mathrm{solver}}+B_{\mathrm{artifact}}. \tag{33}

Each component is counted from typed-array lengths times element widths plus serialized metadata bytes. Allocation alone is not traffic. Cache-line or hardware-counter estimates may be added as a separately labelled measurement; they may not replace (33) silently. Record:

  1. logical bytes read and written by component;
  2. artifact bytes written;
  3. peak live algorithmic bytes from allocation instrumentation;
  4. process MRSSM_{\mathrm{RSS}};
  5. CPU and wall seconds; and
  6. implementation, runtime, operating-system and processor manifest hashes.

7.4 HMM and equation-free microstep identities

For HMM macro queries q=1,,Nqq=1,\ldots,N_q with microcell unknown count nqn_q, relaxation steps hqh_q, averaging steps aqa_q and solver iterations iqi_q,

NmicroHMM=q=1Nqnq(hq+aq+iq),(34)N_{\mathrm{micro}}^{\mathrm{HMM}} =\sum_{q=1}^{N_q}n_q(h_q+a_q+i_q), \tag{34}

unless the implementation supplies a more literal disaggregated counter. It is invalid to report only NqN_q.

For equation-free coarse steps k=1,,NKk=1,\ldots,N_K, lifts j=1,,nξ,kj=1,\ldots,n_{\xi,k}, replicas r=1,,nr,kr=1,\ldots,n_{r,k} and executed fine steps mkjrm_{kjr} including healing, burst, rejected projection and fallback,

NmicroEF=k=1NKj=1nξ,kr=1nr,kmkjr.(35)N_{\mathrm{micro}}^{\mathrm{EF}} =\sum_{k=1}^{N_K} \sum_{j=1}^{n_{\xi,k}} \sum_{r=1}^{n_{r,k}}m_{kjr}. \tag{35}

Adaptive increases in lift count, replicas, healing, or burst length remain in (35). A fallback full solve is added, not substituted after deleting the failed coarse attempt.

7.5 Equal-resource and equal-information comparisons

For compared arms A/B/C, freeze:

  1. identical resolved observations and timestamps;
  2. identical coefficient or simulator-query authority;
  3. identical public development worlds and private pack commitments;
  4. identical tuning-call, CPU-thread, wall-time and memory caps;
  5. no fine hidden state or analytic answer unique to the proposed arm;
  6. identical terminal-loss handling; and
  7. complete pre-fallback plus fallback accounting.

If an analytic null legitimately knows a coefficient formula, that knowledge is recorded as problem information and its storage/precomputation is stated. The proposed arm may not claim an information advantage by withholding a closed-form solution that is part of the declared problem family.

8. Validation invariants

Before any experiment result can be interpreted, a runner must prove:

  1. equations (1) and (5) match to numerical tolerance on random stable systems;
  2. discrete kernel units include Δt\Delta t and converge under step halving;
  3. zero coupling makes the exact memory term zero;
  4. the fold gate reports loss of margin as x0x\rightarrow0;
  5. reconstruction error (21) is recorded for every lift/micro query;
  6. the analytic harmonic mean (26) matches direct quadrature;
  7. replica relabelling leaves restrictions and results invariant;
  8. operation, microstep and byte ledgers reconcile with raw events;
  9. failures and fallbacks remain in every aggregate; and
  10. no field labelled energy or joules is emitted without an independently specified physical measurement protocol.

Until these invariants, the four fixture tracks, sealed confirmation, and transfer gates are complete, this note supports only a testable mathematical contract. It contains no performance result.