A Unified Model For Linear Responses of Physical Networks
A Unified Model For Linear Responses of Physical Networks
generalizable solutions to a wide class of linear response problems, including stress propagation,
charge transport, and wave dynamics, and provide insights into network duality and entropy pro-
duction.
TABLE I. Analogous potentials and flows on physical networks across different domains.
we adopt a unified convention of notation here. or diffusive flow, and mechanical tension, among others.
Upper indices identify columns while lower indices This is in contrast to non-physical networks, such as so-
identify rows. Repeated indices are summed over only cial networks, where connections capture relationships
when they appear as both lower and upper indices. Lower and are not necessarily concerned with the flow of any
case Latin indices label nodes. They can also label cycles quantity [12].
or faces. Greek indices label spatial directions x, y, z. Up- In this paper we will describe a large set of physical
per case Latin indices label irreversible processes. These problems in terms of potentials and flows. This gen-
are only used in the Sec. IV. eral approach was first developed in the context of con-
We often group indices. For example eij represents trol theory where flows are referred to as the “through”
a quantity on edge ij. Here ij plays the role of an edge variables and potential differences as the “across” vari-
index and is understood to run only over edges that actu- ables [26]. While this literature mainly focused on elec-
ally exist in the network. We adopt this notation of using tric and pipe flow networks as scalar problems and ex-
the indices on the two nodes an edge connects to label plored dynamics of these networks, other studies used
the edge so it naturally denotes a directionality from i to similar graph theory approaches for static mechanical
j, which is useful for the discussion of physical transport. networks as vector potential problems, exploring zero
Consider Unα in a two dimensional network of three modes, states of self stress, and duality [32]. Here we
nodes. The lower index n labels a row while the upper take our present language from previous work on mechan-
index α labels a column. Written explicitly as a matrix ics [32], but aim at providing a comprehensive approach
we have: that combines both fields, and discuss a unified frame to
x y solve similar types of linear response problems, static and
U1 U1
y dynamic.
Unα ≡ U2x U2 . (1)
To introduce the basic formulation, let us for concrete-
U3x U3y
ness consider the example of transport on an electrical
If we instead write Unα , then nα labels a row: network (Fig. 1a). The flow of charge through edge nm
is the current inm . Since charge is a conserved quantity
U1x
the currents must satisfy the discrete continuity equation:
U1y
U Q̇j = Ij = Qnm
Unα ≡ 2x . (2) j inm + Sj , (3)
U2y
U
3x where Qj is the amount of charge at node j, Ij is the net
U3y current flowing into node j, inm is the current flowing
from node m to node n, and Sj is an external source term.
The “cut-set” matrix (see more discussions in Sec. II C):
B. Flows and potentials on networks
Qnm
j ≡ δjn − δjm , (4)
We use the term physical network to refer to structures
where there occurs a transmission or flow of some phys- adds the current on all edges incident on node j (Fig. 1b).
ical quantity through the edges, and said flow can lead (Note that that nm is a single index for an edge here. If
to accumulation on the nodes. Examples of this trans- nm is not an edge, it simply does not appear as a row of
mitted quantity or flow include electric current, thermal the matrix.) This equation is directly analogous to the
3
continuity equation in continuous space: In the case of that element being a resistor, Eq. (8) is
simply Ohm’s Law, where the admittance is one over
ρ̇ = −∇ · J + s, (5) resistance ynm = −1/rnm . Note that flows and poten-
tial differences are directed quantities (vnm = −vmn ),
where s is a source term, J is the current density and ρ in contrast to the admittance or its analogues which are
the charge density. undirected (ynm = ymn ). For more on sign conventions
see the appendix (App. A). We can also consider compo-
(a) Sn nents on the nodes, this is equivalent to having an edge
from a node to the ground. The constitutive relation on
the nodes is then essentially identical:
i nm n
m Ij = Yj Vj . (9)
j
where the matrix Cnm , generally called the incidence where we have introduced the dynamical matrix
matrix of a graph, projects potentials from nodes to
edges (i.e., calculates the potential drops on edges as Dji ≡ Qnm i
j ynm Cnm . (12)
vnm = Vn − Vm ). v0,nm is an externally imposed po-
tential drop or electromotive force (EMF), for example, We consider Vj , potentials on the nodes, as our funda-
from a battery on the edge. The two matrices are related mental degrees of freedom, and this equation solves the
via responses of the network with respect to external drive
on nodes current sources Sj or on edges voltage sources
Q = CT . (7) v0,mn .
(Using our index notation Qnm j
= Cnm .) In this work we In the simple case of ymn = 1 for all edges, the dynam-
j
analyze linear physical networks meaning that the flow ical matrix reduces to the graph Laplacian:
through and edge is linearly related to a potential differ-
ence across the edge via a constitutive relation. Edges Dji → Lij , (13)
can generally be seen as elements, in an electrical con-
text this would be resistances capacitors or inductors. where the graph spectrum determines the dynamics of
The elements on an edge determine its admittance ynm . the physical problem. Here we present a more general
We then have the constitutive relation on the edges: scenario, where the nodes and edge admittance, Yj , ynm
exhibit their own time scales, and can lead to rich dy-
inm = ynm vnm . (8) namics not captured by the graph Laplacian [30, 31].
4
C. Kirchhoff ’s laws and compatibility law, which is to say they add up to zero along cycles:
X
In this section we review Kirchhoff’s laws [33, 34] and 0= vnm ∀ cycles of G. (17)
their relation to basic concepts from graph theory, cycles nm∈cycle
and cut sets, and the fundamental theorem of linear al-
gebra [35]. This discussion is the basis for the universal This is Kirchhoff’s voltage law. Cycles make a linear
applicability of Kirchhoff’s laws beyond electrical circuits subspace which means any linear combination of cycles
and also gives a deeper and more expansive understand- is also a cycle, in the sense that it satisfies Eq. (17).
ing of them. One can always find a set of linearly independent cycles
We first start from the condition of current conserva- such that all cycles are linear combinations of them, a
tion, Kirchhoff’s current law, meaning that for all sub- complete cycle basis. A matrix such that its rows form
graphs the flow coming in equals the flow coming out. a cycle basis is called the cycle or circuit matrix B [32].
Note that this is assuming there are no sources and no In terms of this matrix Kirchhoff’s voltage law is written
accumulation on the nodes which in the context of Eq. (3) as:
means Si = 0, Ii = 0. To make this statement mathemat-
0 = Bfnm vnm . (18)
ically precise we need to define cut sets [30, 31]. A cut
set is a set of edges that if removed divide the graph into
The space of all vectors which are potential differences
two subgraphs now mutually disconnected. A flow inm
is then the null space of B, which is also the orthogo-
is conserved if the sum of the flows along every cut set is
nal complement of the cycle space. Since this space is
zero:
also the column space of the incidence matrix, one can
X show via the fundamental theorem of linear algebra [35]
0= inm . (14)
that the cycle space and the cut space are orthogonal
nm∈ cut set
complements. Therefore, these spaces are equivalent to
This is Kirchhoff’s current law, also called the flow law. the space of flows that satisfy the flow law and potential
Cut sets can be represented as vectors and form a linear differences respectively (Fig. 2).
subspace called the cut space. A basis for this space is
called a cut basis. If the flows satisfy the flow law for
all elements of a cut basis they satisfy it for any cut
set, since any cut set is a linear combination of the basis
vectors (shown in App. A). A matrix such that its rows
make a complete cut basis is called a cut-set matrix. A
convenient choice for the cut-set matrix is Q = C T , since
each cut set in the basis is simply the set of edges incident
on a node, as we used in Eq. 4. In terms of this matrix
Kirchhoff’s current law reads:
0 = Qnm
j inm . (15)
Here the label j formally labels a cut set but it also labels
a node since for our chosen basis each cut set is identi- FIG. 2. A Venn diagram representation of vectors on RN e ,
fied with one node. This equation implies that all flows where Ne is the number of edges. The space of vectors that
that satisfy the flow law are orthogonal to the cut space. satisfies the voltage law is the orthogonal complement of the
Furthermore, the space of flows that satisfy the flow law space of vectors that satisfy the current law and are therefore
is the orthogonal complement of the cut space [30, 36]. shown as sharing only one point, the zero vector. All the de-
scriptions within the circles are equivalent. The area outside
Given a potential Vi for each node we can compute
of both circles but in the box represent vectors that contain
potential differences vij = Vi − Vj across each edge. The components from both subspace.
incidence matrix previously introduced performs this op-
eration:
i
vnm = Cnm Vi . (16)
D. Vector flow problems
Note that this matrix has as many rows as there are edges
and as many columns as there are nodes. In general a Potentials and flows need not be one dimensional or
directed quantity on the edges that can be obtained as scalar quantities. An example of a case where these quan-
potential differences are called compatible. It is easy to tities are vectors is mechanics. For a spring network in d
show that for a given set of directed quantities vnm there dimensions the potentials can be the d dimensional po-
exist a potential such that this flows are obtained as the sitions or the displacements and the flows are generally
potential differences if and only if they satisfy the cycle the tensions of the edges.
5
which is equivalent to Eq. (19) using the fact that ten- To write this without the indices we define diagonal ma-
nm nm
sions are along the edges (Eq. (23)). The sets of tensions trix Kij = kij δij . Then we rewrite the previous ex-
that satisfy this equation are the states of self stress. See pression as:
Fig. (4) for an example.
The analogous condition to Kirchhoff’s voltage law D = QKC. (33)
Eq. (17) in this linear regime is:
Se = 0 , ∀ e ∈ col(C), (29) 2. Geometry, isometries and floppy modes
words, all realizations of G such that its edges are parallel which leads to:
to the directions ℓ̂ij
α . The difference between any two
such realizations is also an element of this space. These Flows that satisfy current law of G = null(Q(G))
deformations are called isogonal modes, they change the ↕
length of the edges but not their orientation in space such Flows that satisfy voltage law of G̃ = null(B(G̃)). (41)
that they are angle preserving (Fig. 4, b). These modes
have been discussed in the context of the mechanics of A straightforward extension of this duality relation
epithelial tissues [50]. in the vector problem is the construction of Maxwell-
Although the isogonal modes defined above do not in- Cremona reciprocal diagrams [39, 51–56], where the dual
volve linear approximation, they are related to another graph is embedded in the same space, (G̃, X̃) with each
type of special deformations—zero modes—which are de- edge in the reciprocal diagram parallel to its correspond-
fined in the linear regime. Zero modes are node displace- ing edge in the original. Note that it is more common
ments that do not elongate any edges (Fig. 4, a). The to rotate the reciprocal diagram by 90◦ such as the cor-
space of zero modes is the null space of the compatibility responding edges are perpendicular (as shown in the ex-
matrix. In other words all zero modes correspond to sets ample Fig. 5), but it is more convenient to keep them
of node displacements that satisfy: parallel for this discussion.
The extension of Eq. (40) is then:
0 = CU. (36)
Q(G, X) = B(G̃, X̃), (42)
The term floppy mode is used to denote “non-trivial”
zero modes, the trivial ones being rigid translations and giving
rotations. Floppy modes, along with global rotations can
be characterized in terms of the rotation of the edges. For States of self stress of G = null(Q(G))
two dimensional networks we can obtain the perpendic- ↕
ular component of the elongation as:
Isogonal modes of G̃ = null(B(G̃)), (43)
β
e⊥ α α
ij = ℓ̂ij ϵβα Uj − Ui , (37)
which further equals non-translational zero modes of G in
where the antisymmetric tensor ϵ performs a 90 degree◦ the linear regime. This duality shows up in various con-
rotation. We can write this in matrix terms as: texts such as force network ensembles of granular mat-
ter [57–59] and topological floppy modes in disordered
e⊥ = C ⊥ U. (38) networks [38].
0 = Be⊥ . (39)
min |w|2 subject to w = w0 − C ′ U. (50) In terms of elongations and tensions this is:
U
√ √
This is a well known minimization problem in the context t = KS ′ S ′T Ke0 , (52)
of the method of least squares [35].
where e0 are the imposed elongations. An example of the
Note the vector w0 can be decomposed as shown in computation of tensions in response to edge swelling is
Fig. (8). Only the compatible component can be relaxed shown in Fig. (9). A set of displacements that minimize
via node displacements. Once all of this is relaxed only |w| can be obtained by use of the pseudo inverse:
the force balanced component remains. Therefore, the
minimal w can be obtained by projecting the imposed +
U = [C ′ ] w0 . (53)
change into null(Q′ ). As we defined, columns of S ′ form
an orthonormal basis for null(Q′ ), then minimal w is The set of displacements obtained via pseudo inverse will
given by be orthogonal to all zero modes.
It is worth noting how Eq. (52) looks when we don’t
w = S ′ S ′T w0 . (51) do the change of variables C → C ′ . Let S be a matrix
10
Consider a spring mass network where some agent se- FIG. 10. The response of a mechanical network to prescribed
lects a set of nodes—let us label the set as A and all displacements (nodes within shaded gray regions). Displace-
ments of all nodes shown by green arrows. The resulting ten-
other nodes as B—and produces displacements uA on
sions (magnitude proportional to edge thickness) are colored
them without directly interacting with any other nodes. red (blue) if extended (contracted).
The response of the network is obtained by solving the
minimization problem:
min |w|2 ′
subject to w = CA ′
UA + C B UB . (55) Once UB is known, we can solve for FA using the top row
UB of Eq. (58). An example of the computation of tensions
and displacements in response to applied displacements
Here we have split the C ′ matrix in two. CA
′
contains only is shown in Fig. (10). The solution for the force is unique,
the columns identified with nodes in A while the rest of but the solution for the displacements in B may not be
′
the columns are in CB . This problem is very similar in unique due to zero modes. These modes, by definition,
form to the edge swelling problem of the previous section do not alter the energy cost of a deformation. This type
in Eq. (50). We therefore solve it analogously: of calculation, where the dynamical matrix is separated
′ + ′
UB = −[CB ] C A UA , (56) into controlled and free nodes, has appeared in Ref. [19].
T ′
wmin = SB SB CA UA , (57) D. Condensing nodes
where SB is an orthonormal basis for null(QB ) and QB = There are a number of situations in which one would
T
CB . Therefore, the solution for wmin will produce no net wish to constrain a group of nodes to move with the
forces on the nodes of set B, which is an obvious physical same displacement, or in other words have the same po-
requirement for the static response of any system. tential. This can be useful for cases such as defining
We can alternatively solve the problem with the dy- coarse-grained degrees of freedom which represent a set
namical matrix. We first split said dynamical matrix of nodes in a network. Note that we call this proce-
into blocks for the subspaces A, B: dure “condensing” the nodes, but we are not shrinking
FA DAA DAB
UA
the physical distances between them. We simply require
− = . (58) that they move together as a rigid body.
0 DBA DBB UB
The compatibility matrix has one column for each de-
Here, DBA is the submatrix made up of the rows that gree of freedom. Condensing a group of nodes into a
map to nodes in B and the columns that map to nodes super node supposes diminishing the degrees of freedom
in A, the other blocks are similarly defined. To solve and so we must change the compatibility matrix. The
this problem we first look for the displacements of B by super node will have d columns in the new compatibility
solving the bottom row, matrix. The column for super node displacement along
the x direction is the sum of the x direction columns of
−DBA UA = DBB UB . (59) each of the nodes condensed into the super nodes, rep-
11
where we represent the strain as a 3 × 1 vector, known This is the same as the “affine extension” (eaff ) used in
as the Voigt notation [73]. Here uA is the displacements Refs. [24, 25]. It is worth noting that although mathe-
of the nodes in the boundary, where external forces are matically we treat this problem using the edge swelling
applied. As in the previous section, we arrive at equation: formulation, the physical meaning is different. In the
edge swelling problem, we consider the change of the
e = CB UB + CA Γϵ, (67) rest length of some edges due to internal mechanisms
in the edge, whereas here we consider externally im-
where CB and UB are the compatibility matrix and the posed macroscopic strain. Following the methods in
displacements of the nodes in the bulk of the material Refs. [24, 25], we first find the “affine extension” using
respectively. We then have a new compatibility matrix: Eq. (71), and then project it to the space of states of self
C = CB , CA Γ , (68) stress (obtained under appropriate boundary conditions),
as we discuss below.
which also gives us a new Q = C T and the following The matrix Cmacro is obtained from the relationship
relationships: between strains and elongations,
µν
UB
Cmacro,ij = ℓij ℓ̂µij ℓ̂νij (72)
ϵ
e = C xx , (69)
ϵyy The vectors ℓij , ℓ̂µij are respectively the magnitude and
ϵxy direction of all edges ℓα α α
ij = Xi − Xj . Here the pair of
Greek indices act as one index in Voigt notation. As
defined above the matrix has four columns (in 2D) one
FB
for every component of the strain tensor xx, yy, xy, yx.
σxx Since the strain tensor is symmetric the xy and yx can be
σ = Qt. (70)
yy replaced with a single column which is the addition of the
σxy two. The resulting Cmacro will then have three columns
and as many rows as there are edges. Keeping the four
Here, FB is the force by the network on the bulk nodes
columns introduces a zero mode which corresponds to a
and the σµν is the components of the stress tensor. We
global rotation. We can obtain an extended compatibility
can verify that these are indeed the components of the
matrix by concatenation Cext = [C, Cmacro ] such that
stress tensor by taking the derivative of the elastic energy
with respect to the strain. This now allows us to do lin-
U
ear response problems where we prescribe a macroscopic
ϵ
strain or stress and find the edge extensions and node e = Cext xx . (73)
ϵyy
displacements in the bulk. These problems are solved
ϵxy
in the same way we solved the problems of prescribed
displacements (now prescribed strains) and prescribed Fig. (13) gives a diagramatic representation of Cext , CB ,
forces (now imposed stresses) (as shown in Fig. 12a). and their transposes.
For an imposed strain it does not matter if we used the
node method or the edge method, both problems reduce
2. Edge-based approach
to the edge swelling problem:
(a)
(b)
F. Prestressed networks
Many if not most transport phenomena are irre- where iKnm is the current of type K going through con-
versible, meaning that they dissipate energy and produce ducting element nm and anm , ℓnm are the cross sectional
entropy. This applies to electrical, diffusive and thermal area and the length of the conducting element respec-
transport to give a few examples. We will see that we can tively. We can define a generalized resistance matrix for
treat these problems with the same tools we have devel- each edge as:
oped in previous sections. We will describe the physics ℓnm −1 JK
JK
in terms of graph potentials and flows and reduce lin- Rnm = L . (94)
ear response problems to minimization problems solvable anm
through the use of the fundamental theorem of linear al- Using this relationship, we can calculate the response on
gebra. networks with coupled conductivity, a small example of
First, the minimized quantity will be the entropy pro- which is shown in Fig. (16).
duction rate, often referred to as the entropy production. This resistance matrix is symmetric and positive def-
This has been called the law of minimum entropy pro- inite, it inherits this quantities from L. To make the
duction, which was introduced by Prigogine and stated analogy with Ohm’s law obviously we can label potential
as: “In the linear regime, the total entropy production K
differences as “voltages” (vnm = ϕK K
n − ϕm ) to write the
rate in a system subject to flow of energy and matter, generalized Ohm’s law:
reaches a minimum value at the nonequilibrium station-
J JK
ary state” [74]. vnm = −Rnm inm,K . (95)
16
Heat Sink linear regimes we will show that entropy production plays
the role of elastic energy.
T1=1 Currents are analogous to tensions, voltages to elon-
4
0.
q 13
gations and potentials to displacements, as we listed in
=- μ1=3.3
=-
Tab. I. The stiffness is analogous to conductance which
7
m1
2
0.
0.
q1
4
3
12= is the inverse of resistance. We can write some basic
=-
m
0.
relationships in terms of the incidence matrix C and its
7
0.23 0.13 transpose Q,
LJ K = 0.13 0.78
Mass Source
Mass Sink
T2=3.6 T3=2.4 K p
vnm = Cnm ϕK
p , (97)
μ2=2 μ3=4
m 24 =-1.4
q24 =0.0 IpK = Qnm K
p inm , (98)
7
m2
0.
4
4
0.
q 24
m
0.
T4=5 -
7
−1 J nm
=-
= nmJ
KpqK = Rpq δ . (99)
q 34 K pq
0 .4
μ4=2.7
Note that this matrix is symmetric and positive definite.
In mechanics the constitutive relation is what couples
Heat Source
the different spatial components of potentials and flows,
analogously here it is the constitutive relation that cou-
FIG. 16. A four-node system where heat and mass are both
ples the different types of irreversible transport to each
able to flow between nodes. nodes 1, 4 are connected to a heat
sink/source (fixed held temperatures in green, T1 = 1, T4 = 5)
other.
while nodes 2, 3 are connected to a mass sink/source (fixed We can also build a compatibility matrix:
held chemical potentials in green, µ2 = 2, µ3 = 4). The nJ n J
edges of this system are made from some hypothetical ma- CpqK = Cpq δK , (100)
terial where heat and mass transport are coupled such that
the Onsager coefficients are: Lheat heat
heat = 0.23, Lmass = 0.13,
where the equilibrium matrix would be its transpose.
mass
Lmass = 0.78. The fact that the off-diagonal terms are non- Now the total entropy production can be written as:
zero (Lheat
mass = 0.13) indicates the coupling between heat and
mass in this material. The calculated response of this system Ṡ = ϕ C T KC ϕ, (101)
is shown by edge and node properties that are not in green,
where arrows for edge properties point in the direction of pos- which is of the same form as that of the elastic energy of
itive flow. a spring network. Note that the generalized dynamical
matrix D = C T KC is semi positive definite. We can
perform the same change of variables as in the mechanics
Note the negative sign indicating that there is a voltage case. Because K is positive definite it can be decomposed
drop as we go from node m to node n given that the as
current goes from m to n. √ T√
The equation for the entropy production in terms of K= K K. (102)
currents and resistances is now:
We can include the conductances (“stiffnesses”) in the
Ṡ = i nm,J K
Rnm,J inm,K , (96) compatibility matrix by defining:
√
C ′ = KC, (103)
Where Ṡ is the total entropy production rate. For elec-
trical transport this reduces to the power dissipated ri2 . and describe currents and voltages with a single vector:
All of this terms are dissipative in nature. For this rea-
son the “law of minimum entropy production” can be √ √ T
−1
understood as a law of least dissipation. w= Kv = K i. (104)
Here we will write the equations for irreversible flow in This allows us to solve linear response problems in a
the same form as the ones we used for mechanics. In this standardized manner just like it did for mechanical
way we show that there is an analogy between mechanical networks.
equilibrium and thermal equilibrium. In their respective
17
There are two basic response problems, imposing po- A. General analogy
tential differences or imposing current sources. Current
sources on the nodes are analogous to forces on the nodes We start from the general physical network relations
on the mechanical case and imposing potentials is analo- we wrote in Eq. (10). In the case of electric networks,
gous to prescribing displacements. We have solved these Yn , ynm represent node and edge admittance. Using the
problems in previous sections. These solutions apply frequency domain notation, familiar circuit elements have
identically to irreversible flow problems. admittance
Imposing potential differences on the edges is analo-
gous to changing the rest lengths of the springs. For Ycapacitor = iωC, (107)
an electrical problem, rest-lengths are voltage sources, Yresistor = 1/R, (108)
batteries [77]. The analogy can be extended to voltage Yinductor = 1/(iωL). (109)
sources of other types, not just electrical. We are using
the word voltage here to refer to any potential difference. The admittance of an edge or a node can be any combi-
What these voltage sources are physically will depend on nations of these elements in parallel or series, which can
the context. be written as a complex number in general.
It is useful to write the mechanical problem in an anal-
In our search to find realizations of these voltage
ogous form, so we have a universal language for the dy-
sources we might take a clue from the everyday battery,
namical response of networks. To do this, we adopt an
which is a chemical battery. Chemical reactions can be
analogy developed by Firestone in 1933 [78]. Here, in-
sources, or sinks, of heat, chemical species and charge.
stead of node displacement, we take node velocity as po-
This naturally relates to thermal, diffusive and electrical
tentials, while the flows remain forces. This allows a more
transport respectively. In fact, chemical reactions gen-
natural analogy where the admittance of the mechanical
erally involve irreversibility and can be written in terms
problem correspond to, as shown in Fig. (17):
of thermodynamic forces and flows, included in Eq. (90)
and coupled with the other irreversible processes via the Ymass = iωm, (110)
matrix LKJ . And so, it seems there is a great richness of
Ydashpot = η, (111)
phenomena within the linear regime that could be stud-
ied with the framework presented here. Yspring = k/(iω). (112)
For chemical reactions, the thermodynamic force is the We describe other analogies between mechanical and
affinity A, which depends linearly on the chemical po- electrical networks in the Appendix.
tentials, but cannot generally be expressed as a potential
difference. This is in contrast to transport phenomena.
The thermodynamic flow is the velocity of reaction, also B. Timescales of physical networks
called “rate of conversion,” ξ. ˙ The entropy production
due to chemical reactions is: Beyond the static and steady state responses we dis-
cussed in Secs. III,IV, which are governed by the null
AK ˙K space of the Q, C (or Q, C) matrices, we need to utilize
Ṡchem = ξ , (106) the full spectrum of these matrices to characterize the
T
dynamical response, where forces don’t balance on the
where the index K labels the different chemical reactions nodes and currents are not conserved, representing the
that may be taking place. conversion among different forms of energy.
Following the discussion in Sec. II, the general equa-
tion of motion in the frequency domain, using matrix
notation, takes the form
V. DYNAMICS AND WAVES Y (ω)V (ω) = A(ω)V (ω) + S(ω) + Qy(ω)w, (113)
where
In this section we present a more general analogy of
dynamical processes on networks that involve both en- Aij ≡ Qnm i
j ynm Cnm . (114)
ergy conserving, dissipative, and active components. The Note that we base our discussion here on the scalar prob-
mechanical equilibrium case presented in Sec. III and the lem for simplicity. The vector problem can be formulated
thermal equilibrium case presented in Sec. IV can be seen using the scheme presented in Sec. II D.
as special cases of this more general analogy, where the Here we first discuss timescales of the problem, and the
simple frequency dependence of the edge and node ad- general response to a dynamic signal will be discussed in
mittance permits a neat scheme based on minimization. the next subsection (Sec. V C). To do this, we study the
Here, due to the more general dynamical rules, we will characteristic equation of these problems
directly write dynamical equations on nodes and edges,
instead of constructing a total energy or entropy. Y (ω)V (ω) = A(ω)V (ω), (115)
18
edges y k
mass iωm dashpot η spring iω
nodes Y
ω ′′ = spec(M −1 A) ω ′ = spec(M −1 K)
p
mass iωM δ = 2π
ω ′ = spec(M−1 K) ω ′′ = spec(KA−1 )
K
p
spring iω
δ=0
TABLE II. Mechanical network dynamical timescales for different combinations of edge and node elements.
FIG. 18. The dynamic response of spring only (left), dashpot only (middle), and spring with dashpot (right) networks to
imposed dynamic displacements at frequencies ω = 0.05 (top) and ω = 0.5 (bottom). Applied displacements (dark green) are
periodic horizontal oscillations to nodes at the top and bottom of the network. The osculations to the top of the network are
exactly out of phase with those at the bottom of the network, shown by dots indicating the position of the node at an equal
time (light green). The response displacements of nodes in the bulk (red), which in general are elliptical orbits (direction and
equal time positions shown by orange arrow, orange dot when no eccentricity), penetrates further into the bulk of system at
lower frequencies, more closely resembling the static displacement problem. Edges (black lines) have thickness proportional to
the magnitude of their complex tension response.
Furthermore, the ability to condense nodes and de- bul Chakraborty, Mark Newman, and Anthony Grbic for
scribe macroscopic strain or stress from microscopic de- helpful discussions. This work was supported in part
tail hints at a promising direction for renormalization- by the National Science Foundation Center for Complex
like procedures on networks [79]. This could lead to sys- Particle Systems (Award #2243104), National Science
tematic coarse-graining tools that preserve key physical Foundation Award #2026825, and the Office of Naval
responses across scales. Research (MURI N00014-20-1-2479).
Beyond physics and engineering, our formulation res-
onates with recent developments in machine learning and
artificial intelligence, particularly in graph-based models Appendix A: Graph Theory and Linear Algebra
and network inference. The algebraic structure underpin-
ning physical networks parallels the architecture of graph Here we will review some basic concepts of linear al-
neural networks (GNNs) [80], where information propa- gebra and graph theory as they apply to our present
gates along edges and is aggregated at nodes, opening a work. There appears to be much variation in the lan-
route for data-driven discovery of effective models and guage and conventions previously used when discussing
materials. At the same time, these tools also provide this topic. Here we make our own language and con-
a convenient basis for the study of physical neural net- ventions clear. First we discuss the concept of cycles
works, where intrinsic physical dynamics on networks are and cut sets [27, 30, 36, 87]. Then we discuss the fun-
utilized for information processing [81–86]. damental theorem of linear algebra (FTLA) [35] and its
Acknowledgments.—The authors thank Nick Kotov, Bul- consequences for physical networks.
21
1. Cycles and Cut Sets A cut set is a subset of the edges that when removed
divides the graph into two disconnected parts. More
When studying transport on a network it is useful to formally a cut set is a set of edges such that there ex-
focus on the edges, since this is where the transport takes ists a partition of a graph into two sets of nodes such
place. Certain sets of edges are of fundamental impor- that all edges in the set have one node in each element
tance. Here we will discuss cycles and cut sets. A cut set of the partition. Now, consider G our example graph
is a set of edges such that if eliminated splits the graph (1, 2), (1, 3), (2, 3), (2, 4). Note G is connected, if we elim-
into two connected components. A cycle is a set of edges inate edges (1, 2) and (2, 3) we disconnect it into two com-
that form a closed path. In what follows we will describe ponents Ga and Gb whose nodes are {1, 3} and {2, 4}. We
cycles and cut sets of a graph in linear algebra terms as have found a cut-set. Like in the case of cycles, cut sets
vectors in RNe where Ne is the number of edges in the have to be written with a consistent orientation of the
graph. edges. Cut sets should be written all pointing from com-
Firstly we start with a undirected graph G and choose ponent Ga to Gb (or all vice-versa). Our cut set is then
some ordered list of its edges to represent it. We call (1, 2), (3, 2), which maps to the vector ⟨1, 0, −1, 0⟩. The
this ordered list the edge list. For example, let G be linear subspace spanned by the ct sets is called the cut
the graph with edge list (1, 2), (1, 3), (2, 3), (2, 4). This space and a basis for it is called a cut basis.
chosen ordering of the graph, for both edges and nodes One can easily verify that our example cycle is orthog-
within edges, is a convention and should have no effect onal to our example cut set. This is in fact always the
on physics. Note that this ordering allows us to refer to case. For a given graph all of its cut sets are orthogo-
edges by their index. For example edge number 3 is (2, 3). nal to all of its cycles. Since the cut space and the cycle
In terms of vectors we write (2, 3) as ⟨0, 0, 1⟩ and (3, 2) as space are orthogonal complements. This is a well
⟨0, 0, −1⟩. In this manner we can represent any subset of established result and is related to the fundamental the-
edges and the orientation in which they are given. For ex- orem of linear algebra. We will not provide a proof. One
ample (1, 2), (3, 1) would correspond to vector ⟨1, −1, 0⟩. way to intuitively see why this is the case is to consider
To be more explicit the vector corresponding to a given a cycle and a cut set which are not disjoint. The cycle
edge subset G′ with is own edge list, is obtained in the must intersect the cut set an even number of times. Say
following way: if the nth edge of G is not on G′ the nth the cut set separates the graph into components Ga and
element of the vector is 0, it is 1 if it is on G′ and listed Gb . The cycle must exit Ga the same number of times
the same way and −1 if it is there but listed in reverse it enters Ga . In each exit the cycle is oriented along the
order. cut set but on each entry its oriented opposite to the cut
set. These naturally makes the two vectors orthogonal.
In other presentations of this topic the graph is treated
Now, one can relate a number of matrices with a graph
as a directed graph. Here we have chosen to use this
G. It is common to use the adjacency matrix as a repre-
object we call the edge list and continue to refer to G
sentation of a graph. One inconvenience of this approach
as undirected for a number of reasons. First there is a
is that the adjacency matrix goes from the nodes to the
conceptual reason, we want to make clear that the ori-
nodes. Since we are interested in studying what goes on
entation induced on the graph by this ordered list will
in edges we will need different matrices. Let us intro-
not correspond to any inherent property of our object of
duce the incidence matrix C which in our convention has
study, a physical network. The orientation is just a con-
as many rows as there are edges and as many columns
vention, similar to choosing a reference frame. There is
as there are nodes. Here we will also make use of an or-
also a practical computational aspect, which is that this
dered edge list for the graph. Let EdgeList(n) refer to
ordered edge list allows us to build vectors and matrices
the ordered pair that is the nth element of the edge list.
and perform linear algebraic operations in a clear stan-
We then write:
dardized way. This is has proven crucial in the process
of writing code to numerically perform all the methods 1,
if (i, j) = EdgeList(n), ∃j
we will discuss. Cn,i = −1, if (j, i) = EdgeList(n), ∃j (A1)
A cycle in a graph can be represented by a list of edges
0, otherwise.
for example (1, 2), (2, 3), (3, 1), note how we organize the
edges so that the second node of one edge is the first node The column space of this matrix is the cut set of the
of the next one in the list and the first and last nodes are graph.
the same. In this way we represent that we have taken a Another relevant matrix is the cycle matrix B, (also
closed walk visiting the nodes in sequence 1, 2, 3, 1. The circuit matrix) which for us is any matrix such that its
cycle, a subgraph G′ of our previously defined G , de- rows form a complete cycle basis. Traditionally this ma-
scribed as an ordered list (1, 2), (2, 3), (3, 1) maps to the trix is more narrowly defined by requiring that all rows
vector w = ⟨1, −1, 1, 0⟩. We will use the word cycle to re- correspond to cycles as we have described them before.
fer to the closed trail, the subgraph, and its vector repre- This results in all entries being 0,1 or -1. Since the cycle
sentation interchangeably. The linear subspace spanned space and cut space are orthogonal complements:
by the cycles is called the cycle space and a basis for
this space is called a cycle basis. 0 = BCx , ∀x. (A2)
22
Further, since the two spaces are complements, any vec- 3. General Least Squares Minimization Problem
tor w in the space of edges can be represented as a sum
of a cut set component and a cycle component: Consider the following problem. Given a real valued
w = Cx + B x̃. T
(A3) m × n matrix C and an m × 1 vector w find w − Cx such
that |w − Cx| is minimized . We will see that we can cast
a variety of physical network problems into this form and
2. Fundamental Theorem of Linear Algebra solve them by the same generalized approach.
This problem can be solved by using the Moore Pen-
rose pseudo inverse C + ,
Here we will discuss the fundamental theorem of linear
algebra and explain what it tells us about cycles and xmin = C + w. (A9)
cut sets of a graph. The fundamental theorem of linear
algebra states [35]: Given a real valued m × n matrix A, The matrix C + is obtained from the singular value de-
composition. The solution to our problem is then:
1. dim col(A) = dim col(AT ) and, dim col(A) +
w − Cxmin = 1 − CC + w.
dim null(AT ) = m, (A10)
2. null(AT ) and col(A) are orthogonal complements. Let us explore the problem from a different perspective.
It is clear that w − Cx = 0 only has solution if w is in
Let us apply the FTLA to the incidence matrix. We the column space of C. From a geometric point of view
know that col(C) is the cut space. The FTLA then tells the closest Cx can get to w is the projection of w along
us that null(C T ) is the orthogonal complement of the cut the column space of C. The minimum difference is then
space: the cycle space, given by the projection into the orthogonal complement
of C (See Fig. (8)):
null(C T ) ≡ col(B T ). (A4)
In other words: w − Cxmin = B̂ T B̂w, (A11)
0 = C T B T x̃ , ∀x̃. (A5) where B̂ is a matrix such that its rows form an orthonor-
mal basis for null(C T ). We can alternatively define a
Part one of the FTLA theorem is also known as the matrix Cˆ such that its columns are an orthonormal basis
rank nullity theorem from which one can easily show that for col(C). One suitable choice for this basis are the left
for any real valued m × n matrix , say C: singular vectors of C. We can then write:
dim null(C T ) − dim null(C) = m − n. (A6)
w − Cxmin = 1 − CˆCˆT w. (A12)
One might call this a fundamental counting rule. If C is
the incidence matrix of a given graph, then:
Appendix B: Other Electrical-Mechanical Analogies
• dim null(C T ) = Ncycles : The dimension of the cycle
space.
As mentioned in the main text, there are a number of
• dim null(C) = Nc.c. : The number of connected ways one can map electrical circuits to mechanical ones
components. and vice versa. In addition to Firestone’s analogy [78]
discussed in the main text, here we will discuss the more
• m = Nedges .
conventional impedance analogy,sometimes attributed to
• n = Nnodes . Maxwell [88], and our own original analogy.
For the discussion of these analogies it is convenient to
The counting rule then gives us the following relation- talk in terms of impedance z which is the reciprocal of the
ship: admittance z = 1/y. “Mechanical impedance” is defined
Ncycles − Nc.c. = Nedges − Nnodes , (A7) differently for each analogy. We will present a number of
equations of motion all analogous to Eq. (113).
note that Nc.c. (the number of connected components)
is 1 for a completely connected graph. We will later
see that this is a case of what is often referred to as 1. Impedance Analogy: force as potential, velocity
Maxwell’s counting [39]. as current
This counting relationship could also be written in The impedance analogy is the oldest and more con-
terms of the cut space by making use of the fact that be- ventional analogy [78]. It maps electrical impedance to
cause it is the orthogonal complement to the cycle space mechanical impedance defined as the frequency depen-
its dimension Ncut satisfies dent complex quantity that relates velocity to force as:
Nedges = Ncycles + Ncut . (A8) f = z u̇, (B1)
23
Dashpot η resistor R
TABLE III. Impedances of mechanical and electrical elements in the Impedance Analogy.
TABLE IV. Mobilities and impedances of mechanical and electrical elements in the Firestone Analogy.
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26
TABLE V. Mobilities and impedances of mechanical and electrical elements in the Static Consistent Analogy.