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# Cole-Hopf Like Transformation for Schrödinger Equations Containing Complex Nonlinearities

## I Introduction

Over the last few decades many nonlinear Schrödinger equations (NLSEs) have been proposed in order to test the fundamental postulates of quantum mechanics, like for instance, the Bialynicki-Birula and Mycielski equation , the Kostin equation , the Gisin equation  among many others . In Ref.  a wide class of NLSEs for finite-dimensional quantum systems was selected in order to preserve the homogeneity principle of the original Schrödinger equation, with the superposition principle being destroyed by the nonlinear terms.

Many of the NLSEs proposed in literature contain complex nonlinearities. For instance, the Doebner-Goldin (DG) equations  were introduced as the most general class of Schrödinger equations, compatible with the Fokker-Planck equation for the probability density $`\rho =|\psi |^2`$ namely $`\rho /t+\mathbf{}𝒋_0=D\mathrm{\Delta }\rho `$, being $`𝒋_0`$ the standard quantum current and $`D`$ a positive diffusion coefficient. The importance of this class of evolution equations is that it is founded on the grounds of the group theory: the nonlinear terms were derived from the representation analysis of the $`Diff(𝑹^3)`$ group which was proposed as a universal quantum kinematical group .

In addition, a large number of NLSEs with complex nonlinearities have been proposed in order to describe some phenomenologies in condensed matter physics. For instance, in Ref.  a NLSE with a nonlinearity of the type $`a_1|\psi |^2\psi +a_2|\psi |^4\psi +ia_3_x(|\psi |^2\psi )+(a_4+ia_5)_x|\psi |^2\psi `$ is introduced to describe a single mode wave propagation in a Kerr dielectric guide. Another example is given by the generalized Ginsburg-Landau equation appeared in Ref. . This equation contains the nonlinearity: $`a_1|\psi |^2\psi +ia_2\psi +ia_3_{xx}\psi +ia_4|\psi |^2\psi `$  which takes into account pumping and dumping effects of the nonlinear media and can be used to describe dynamical modes of plasma physics, hydrodynamics and also, solitons in optical fibers (Ref.  and references therein). Finally, complex nonlinearities in Schrödinger equations are used to describe propagation of high power optical pulses in ultrashort soliton communication systems , incoherent solitons, , multi-channel bit-parallel-wavelength optical fiber networks , among others.

In this paper we consider the most general class of NLSEs conserving the quantity $`N=|\psi |^2d^nx`$:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +(W+i𝒲)\psi ,`$ (1.1)
where the real $`W`$ and imaginary $`𝒲`$ parts of the complex nonlinearity are smooth functions of the fields $`\psi ,\psi ^{}`$ and their spatial derivatives of any order. When $`\psi `$ is written in polar representation $`\psi =\rho ^{1/2}\mathrm{exp}(iS/\mathrm{})`$, Eq. (1.1) is split into two nonlinear partial differential equations for the real fields $`\rho `$ and $`S`$:

$`{\displaystyle \frac{\rho }{t}}+\mathbf{}\left({\displaystyle \frac{\mathbf{}S}{m}}\rho +𝑭\right)=0,`$ (1.2)
$`{\displaystyle \frac{S}{t}}+{\displaystyle \frac{(\mathbf{}S)^2}{2m}}+W+U_q=0,`$ (1.3)
where:

$`U_q={\displaystyle \frac{\mathrm{}^2}{4m}}{\displaystyle \frac{\mathrm{\Delta }\sqrt{\rho }}{\sqrt{\rho }}},`$ (1.4)
is the quantum potential  and the real functional $`𝑭`$ is related to $`𝒲`$ through

$`𝒲={\displaystyle \frac{\mathrm{}}{2\rho }}\mathbf{}𝑭,`$ (1.5)
as the particle number conservation requires. It is easy to recognize that Eq. (1.2) is a nonlinear continuity equation, which involves only the term $`𝒲`$, while Eq. (1.3) is a nonlinear Hamilton-Jacobi like equation involving only the term $`W`$.
In the Calogero picture , the system (1.2), (1.3) is $`C`$-integrable if there exists a transformation of the dependent or/and independent variables: $`tT,𝒙𝑿,\rho R,S𝒮`$ which transforms Eqs. (1.2), (1.3) into:

$`{\displaystyle \frac{R}{T}}+\overline{\mathbf{}}\left({\displaystyle \frac{\overline{\mathbf{}}𝒮}{m}}R\right)=0,`$ (1.6)
$`{\displaystyle \frac{𝒮}{T}}+{\displaystyle \frac{(\overline{\mathbf{}}𝒮)^2}{2m}}+\overline{U}_q=0,`$ (1.7)
$`\overline{\mathbf{}}`$ and $`\overline{U}_q`$ being the gradient and the quantum potential in the new variables. Eqs. (1.6), (1.7) constitute the well known hydrodynamic representation of the standard linear Schrödinger equation.

The principal aim of this paper is to introduce a nonlinear transformation for the field $`S`$: $`S𝒮`$, in order to reduce Eq. (1.2) to the standard form of the linear theory (1.6). As a consequence of this transformation, the evolution equation (1.1) transforms into another one containing a purely real nonlinearity. Moreover, the current, when expressed in terms of the new field $`\varphi =\rho ^{1/2}\mathrm{exp}(i𝒮/\mathrm{})`$, reduces to the standard bilinear form of the linear Schrödinger theory.

The paper is organized as follows. In Sect. II, we introduce a general class of $`(n+1)`$ canonical NLSEs, invariant over the action of the $`U(1)`$ group. In Sect. III, starting from the Noether theorem, we consider the main symmetries and related conserved quantities of the canonical system. In Sect. IV, we introduce a Cole-Hopf like transformation which eliminates the imaginary part of the nonlinearity in the evolution equation, while in Sect. V, the same transformation is considered in the case of a noncanonical systems. In Sect. VI, in the framework of the approach developed in the previous sections, we treat, in a unifying context, some NLSEs already known in the literature, in order to show that all the transformations introduced by the various authors to study these equations can be obtained as particular cases of the transformation here proposed. Finally, some conclusions and remarks are reported in Sect. VII.

## II The canonical model

Let us consider the class of canonical NLSEs described by the Lagrangian density:

$`=i{\displaystyle \frac{\mathrm{}}{2}}\left(\psi ^{}{\displaystyle \frac{\psi }{t}}\psi {\displaystyle \frac{\psi ^{}}{t}}\right){\displaystyle \frac{\mathrm{}^2}{2m}}|\mathbf{}\psi |^2U[\psi ^{},\psi ],`$ (2.1)
where $`\mathbf{}(_1,\mathrm{},_n)`$ is the $`n`$-dimensional gradient operator. The last term in the r.h.s. of Eq. (2.1) is the nonlinear potential which we assume to be a real smooth function of the fields $`\psi `$ and $`\psi ^{}`$ and their spatial derivatives. Here and in the following, we use the notation $`U[a]`$ to indicate the dependence of $`U`$ on the field $`a`$ and its spatial derivative of any order. We deal with dynamical systems described by Eq. (2.1) which are invariant under transformations belonging to $`U(1)`$ group. As we will show in the next section, this condition imposes a constraint on the form of the nonlinear potential $`U`$.

We start from the action

$`𝒜={\displaystyle d^nx𝑑t},`$ (2.2)
and observe that the evolution equation of the field $`\psi `$ is given by:

$`{\displaystyle \frac{\delta 𝒜}{\delta \psi ^{}}}=0.`$ (2.3)
The functional derivative is defined through :

$`{\displaystyle \frac{\delta }{\delta a}}{\displaystyle 𝒢[a]d^nx}={\displaystyle \underset{[k=0]}{}}(1)^k𝒟_{_{I_k}}\left[{\displaystyle \frac{𝒢[a]}{(𝒟_{_{I_k}}a)}}\right],`$ (2.4)
with $`𝒟_{_{I_k}}^k/(x__1^{i_1}\mathrm{}x__n^{i_n})`$ and $`_{[k=0]}_{k=0}^{\mathrm{}}_{I_k}`$. The sum $`_{I_k}`$ is over the multi-index $`I_k(i_1,i_2,\mathrm{},i_n)`$ where $`1pn`$, $`0i_pk`$ and $`i_p=k`$.
Eq. (2.3) assumes the form:

$`{\displaystyle \frac{\delta }{\delta \psi ^{}}}{\displaystyle i\frac{\mathrm{}}{2}\left(\psi ^{}\frac{\psi }{t}\psi \frac{\psi ^{}}{t}\right)d^nx𝑑t}={\displaystyle \frac{\delta }{\delta \psi ^{}}}{\displaystyle \frac{\mathrm{}^2}{2m}|\mathbf{}\psi |^2d^nx𝑑t}+{\displaystyle \frac{\delta }{\delta \psi ^{}}}{\displaystyle U[\psi ^{},\psi ]d^nx𝑑t},`$ (2.5)
which, after performing the functional derivatives, transforms to the following NLSE:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +{\displaystyle \frac{\delta }{\delta \psi ^{}}}{\displaystyle U[\psi ^{},\psi ]d^nx𝑑t},`$ (2.7)
where $`\mathrm{\Delta }_1^^2+\mathrm{}+_n^^2`$ is the Laplacian operator. Eq. (2.7) can finally be written in the form:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +\mathrm{\Lambda }[\rho ,S]\psi ,`$ (2.8)
where the complex nonlinearity

$`\mathrm{\Lambda }[\rho ,S]=W[\rho ,S]+i𝒲[\rho ,S],`$ (2.9)
has real $`W[\rho ,S]`$ and imaginary $`𝒲[\rho ,S]`$ part defined through:

$`W[\rho ,S]={\displaystyle \frac{\delta }{\delta \rho }}{\displaystyle U[\rho ,S]d^nx𝑑t},`$ (2.10)
$`𝒲[\rho ,S]={\displaystyle \frac{\mathrm{}}{2\rho }}{\displaystyle \frac{\delta }{\delta S}}{\displaystyle U[\rho ,S]d^nx𝑑t},`$ (2.11)
$`\rho `$ and $`S`$ being the hydrodynamic fields related with the wavefunction $`\psi `$ through :

$`\psi (𝒙,t)=\rho ^{1/2}(𝒙,t)\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}}}S(𝒙,t)\right].`$ (2.12)
## III Symmetries

In this section we study the main symmetries and conserved quantities of the system described by the Lagrangian (2.1).

Let us consider the $`U(1)`$ invariance condition. The variation $`\delta _ϵ\psi =iϵ\psi `$, with $`ϵ`$ an infinitesimal real parameter, implies the following variation on the action:

$`\delta _ϵ𝒜=ϵ\mathrm{}{\displaystyle \frac{}{S}U[\rho ,S]d^nx𝑑t}.`$ (3.1)
Taking into account the Noether theorem  we can also write the variation $`\delta _ϵ𝒜`$ in the form

$`\delta _ϵ𝒜=ϵ\mathrm{}{\displaystyle _\mu j_\mu [\psi ^{},\psi ]d^nxdt}.`$ (3.2)
By comparing Eq. (3.1) and (3.2) we obtain:

$`{\displaystyle \frac{\rho }{t}}+\mathbf{}𝒋={\displaystyle \frac{U}{S}}.`$ (3.3)
with $`\rho =j_0`$. Eq. (3.3) is not a continuity equation because the Lagrangian (2.1), for a general nonlinear potential $`U[\rho ,S]`$, is not $`U(1)`$-invariant. In appendix B we show that $`U(1)`$-symmetry can be restored if one assumes that the nonlinear potential $`U[\rho ,S]`$ depends on $`S`$ only through its spatial derivative, modulo a total derivative term, which does not change the dynamics of the system (null Lagrangian). As a consequence, the r.h.s of Eq. (3.3) vanishes and it becomes a continuity equation for the conserved density $`\rho `$. Thus, the $`U(1)`$-invariance limits the class of nonlinear potentials appearing in Eq. (2.1). In the following, we consider only $`U(1)`$-invariant systems, where the functional $`U[\rho ,S]`$ depends on $`S`$ trough its spatial derivative. For this class of systems, Eq. (3.3) becomes:

$`{\displaystyle \frac{\rho }{t}}+\mathbf{}𝒋=0,`$ (3.4)
The conserved quantity associated to the continuity equation (3.4) is:

$`N={\displaystyle \rho d^nx}.`$ (3.5)
The expression of $`𝒋`$ is obtained in appendix A, and is given by:

$`j_i={\displaystyle \frac{_iS}{m}}\rho +{\displaystyle \underset{[k=0]}{}}{\displaystyle \frac{(1)^k}{f_i^{^{I_{k+1}}}}}𝒟_{_{I_k}}\left[{\displaystyle \frac{U[\rho ,S]}{(𝒟_{_{i,I_k}}S)}}\right],`$ (3.6)
where

$`f_i^{^{I_{k+1}}}=n{\displaystyle \underset{ri}{\overset{n}{}}}\delta _{0,m__r},`$ (3.7)
for $`I_{_{k+1}}=(m_1,m_2,\mathrm{},m_n)`$ with $`1rn`$, $`0m_rn`$ and $`_rm__r=k+1`$.
Note that the expression (3.6) of $`𝒋`$, can also be written (see appendix A) in the form:

$`j_i={\displaystyle \frac{_iS}{m}}\rho +{\displaystyle \frac{\delta }{\delta (_iS)}}{\displaystyle U[\rho ,S]d^nx𝑑t}.`$ (3.8)
Eq. (3.8) can be obtained starting directly from the equation (2.8) after adopting the hypothesis that $`U[\rho ,S]`$ depends on the field $`S`$ only through its spatial derivatives as required from the U(1) symmetry.

In the following we consider the main space-time symmetries of the Lagrangian (2.1). We note that $`U[\rho ,S]`$ depends on the variables $`𝒙`$ and $`t`$ only trough the fields $`\rho `$ and $`S`$, thus the system is invariant over space-time translations. From Noether theorem we have:

$`{\displaystyle \frac{𝒯_\mu }{t}}+\mathbf{}𝓣_\mu =0,`$ (3.9)
where $`𝒯_\mu T_{0\mu }`$; $`(𝓣_\mu )_iT_{i\mu }`$ with $`\mu =0,\mathrm{},3`$. The components of the energy-momentum tensor $`T_{\mu \nu }`$ (see appendix A) are given by:

$`T_{00}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}|\mathbf{}\psi |^2+U[\rho ,S],`$ (3.10)
$`T_{0j}=`$ $`i{\displaystyle \frac{\mathrm{}}{2}}(\psi ^{}_j\psi \psi _j\psi ^{}),`$ (3.11)
$`T_{i0}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}\left(_i\psi ^{}_t\psi _i\psi _t\psi ^{}\right)`$ (3.13)
$`+{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pB_{_{j,I_q}}^{^{I_k}}𝒟_{_{I_q}}\left\{𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}\rho \right)}}\right]_t\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}S\right)}}\right]_tS\right\},`$
$`T_{ij}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}\left(_i\psi ^{}_j\psi +_j\psi ^{}_i\psi \right)+\delta _{ij}`$ (3.15)
$`{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pB_{_{j,I_q}}^{^{I_k}}𝒟_{_{I_q}}\left\{𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}\rho \right)}}\right]_j\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}S\right)}}\right]_jS\right\}.`$
From Eq. (3.10) and (3.11) we obtain the conserved quantities:

$`E={\displaystyle \left[\frac{\mathrm{}^2}{2m}|\mathbf{}\psi |^2+U[\rho ,S]\right]d^nx},`$ (3.16)
$`𝑷=i{\displaystyle \frac{\mathrm{}}{2}}{\displaystyle \left(\psi ^{}\mathbf{}\psi \psi \mathbf{}\psi ^{}\right)d^nx},`$ (3.17)
which are respectively the total energy and the linear momentum of the system. We can see that $`U[\rho ,S]`$ modifies the expression of the energy while the momentum maintains the form of the linear theory. From Eqs. (3.13) and (3.15) we see that the presence of $`U[\rho ,S]`$ also modifies the expressions of the fluxes associated to $`E`$ and $`𝑷`$.

Note that if the energy-momentum tensor is symmetric in the spatial indices $`T_{ij}=T_{ji}`$, the potential $`U[\rho ,S]`$ is invariant over the action of the orthogonal group $`SO(n)`$. In this way we can define $`n(n1)/2`$ conserved quantities:

$`L^{a_1,\mathrm{},a_{n2}}=ϵ^{a_1,\mathrm{},a_{n2},i,j}{\displaystyle x_iT_{0j}d^nx},`$ (3.18)
where $`ϵ^{a_1,\mathrm{},j}`$ is the $`n`$-rank totally antisymmetric tensor defined as $`ϵ^{1,\mathrm{},1}=1`$. For $`n=3`$ we recognize the well known conserved components of the angular momentum.

Finally, we look at the Galilei invariance. We recall that if the system admits this symmetry, the corresponding generator:

$`𝑮=𝑷tmN𝒙_c,`$ (3.19)
is conserved, namely:

$`{\displaystyle \frac{𝑮}{t}}=0,`$ (3.20)
where the linear momentum is given by:

$`𝑷={\displaystyle \rho \mathbf{}Sd^nx},`$ (3.21)
while the mass center vector is defined as

$`𝒙_c={\displaystyle \frac{1}{N}}{\displaystyle \rho 𝒙d^nx}.`$ (3.22)
We consider now the Ehrenfest relation:

$`{\displaystyle \frac{𝒙_c}{t}}={\displaystyle \frac{1}{N}}{\displaystyle 𝒋d^nx},`$ (3.23)
which can be obtained from Eq.s (3.4) and (3.22). We note the formal similarity with the corresponding relation of the linear theory. Here the expression of $`𝒋`$ is given by Eq. (3.6) and depends on the form of the nonlinear potential $`U[\rho ,S]`$. Taking into account the conservation of $`𝑷`$, and after assuming uniform conditions, from Eq. (3.19) we obtain:

$`{\displaystyle \frac{G^i}{t}}=m{\displaystyle \underset{[k=0]}{}}(1)^k(f_i^{^{I_k}})^1{\displaystyle 𝒟_{_{I_k}}\left[\frac{U[\rho ,S]}{(𝒟_{_{i,I_k}}S)}\right]d^nx}.`$ (3.24)
Eq. (3.24) shows that the presence of $`U[\rho ,S]`$ breaks the Galilei invariance, which can be restored if $`𝒲=0`$ as we can verify easily by using Eq. (2.11).

## IV A Cole-Hopf like transformation

Let us introduce a unitary transformation of the field $`\psi `$:

$`\psi (𝒙,t)\varphi (𝒙,t)=𝒰[\rho ,S]\psi (𝒙,t),`$ (4.1)
with $`𝒰^{}=𝒰^1`$ so that:

$`|\psi |^2=|\varphi |^2=\rho .`$ (4.2)
The functional $`𝒰`$ is chosen to eliminate the imaginary part of the NLSE (2.8) and, at the same time, to transform the current $`𝒋`$, given by Eq. (3.6), into another current $`𝒋𝑱`$ having the canonical form:

$`𝑱={\displaystyle \frac{\mathbf{}𝒮}{m}}\rho ,`$ (4.3)
with $`𝒮`$ being the phase of the new field $`\varphi `$:

$`\varphi (𝒙,t)=\rho ^{1/2}(𝒙,t)\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}}}𝒮(𝒙,t)\right].`$ (4.4)
We write $`𝒰[\rho ,S]`$ as follows:

$`𝒰[\rho ,S]=\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}}}\sigma [\rho ,S]\right),`$ (4.5)
and observe that the generator $`\sigma [\rho ,S]`$ is a real functional which allows us to calculate $`𝒮`$ starting from $`S`$:

$`𝒮=S+\sigma [\rho ,S].`$ (4.6)
The generator $`\sigma [\rho ,S]`$ can be obtained easily by combining Eq.s (3.8), (4.3) and (4.6):

$`_i\sigma [\rho ,S]={\displaystyle \frac{m}{\rho }}{\displaystyle \frac{\delta }{\delta (_iS)}}{\displaystyle U[\rho ,S]d^nx𝑑t}.`$ (4.7)
Eq. (4.7) imposes a condition on the form of the nonlinear potential which can be obtained using the relation: $`_{ij}\sigma =_{ji}\sigma `$:

$`\left[_i\left({\displaystyle \frac{1}{\rho }}{\displaystyle \frac{\delta }{\delta (_jS)}}\right)_j\left({\displaystyle \frac{1}{\rho }}{\displaystyle \frac{\delta }{\delta (_iS)}}\right)\right]{\displaystyle U[\rho ,S]d^nx𝑑t}=0.`$ (4.8)
Condition (4.8) selects the potentials $`U[\rho ,S]`$ and the nonlinear systems where we can perform the transformation (4.1). In the case of one-dimensional systems the transformation (4.1) is always accomplished.
It is now easy to verify that the transformation (4.1) reduces the evolution equation (2.8) to the following NLSE:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\varphi +\stackrel{~}{W}[\rho ,𝒮]\varphi ,`$ (4.9)
which now contains only the real nonlinearity $`\stackrel{~}{W}[\rho ,𝒮]`$ given by :

$`\stackrel{~}{W}[\rho ,𝒮]=`$ $`W+{\displaystyle \frac{(\mathbf{}\sigma )^2}{2m}}{\displaystyle \frac{𝑱\mathbf{}\sigma }{\rho }}{\displaystyle \frac{\sigma }{t}},`$ (4.10)
where $`WW[\rho ,S[\rho ,𝒮]]`$. The phase $`𝒮`$ appears in Eq. (4.9) only trough its spatial derivatives, consequently the arbitrary integration constant, deriving from the definition of $`𝒰`$, does not produce effects and can be posed equal to zero. Note that $`\stackrel{~}{W}`$ depends implicitly on the field $`𝒮`$. In fact, Eq. (4.6) defines $`S`$ as a function of $`\rho `$ and $`𝒮`$.
From Eq. (4.9) we can obtain the following continuity equation:

$`{\displaystyle \frac{\rho }{t}}+\mathbf{}𝑱=0,`$ (4.11)
where the current $`𝑱`$ now takes the standard expression of the linear quantum mechanics given by Eq. (4.3).

In conclusion, we have introduced a nonlinear and nonlocal transformation which makes real the complex nonlinearity in Eq. (2.8) and at the same time reduces the continuity equation (3.3) to the bilinear standard form. The price that we pay is that Eq. (4.9) is not generally canonical because the transformation (4.1) is itself not canonical.

We briefly discuss the conditions under which the system, described by Eq. (4.9), becomes a canonical one. The canonicity of the system implies the existence of a nonlinear potential $`\stackrel{~}{U}`$ from which we can derive the nonlinearity of Eq. (4.9).
We observe that the absence of the imaginary part $`\stackrel{~}{𝒲}`$ in the nonlinearity of Eq. (4.9) requires that $`\stackrel{~}{U}`$ depends only on the field $`\rho `$ and its spatial derivatives. Consequently, $`\stackrel{~}{W}`$ is a functional of the field $`\rho `$ linked with $`\stackrel{~}{U}(\rho )`$ through the relation

$`\stackrel{~}{W}[\rho ]={\displaystyle \frac{\delta }{\delta \rho }}{\displaystyle \stackrel{~}{U}[\rho ]d^nx𝑑t},`$ (4.12)
which after performing the functional derivative assumes the form:

$`\stackrel{~}{W}[\rho ]={\displaystyle \underset{[k=0]}{}}(1)^k𝒟_{_{I_k}}\left[{\displaystyle \frac{\stackrel{~}{U}[\rho ]}{(𝒟_{_{I_k}}\rho )}}\right].`$ (4.13)
In section VI we will consider few particular systems where the condition (4.13) is satisfied and their canonicity is preserved.

## V Noncanonical Systems

In this section we consider the transformation introduced previously and study its applicability in the case of noncanonical systems.

For noncanonical systems, the evolution equation is given by Eq. (1.1), where $`W[\rho ,S]`$ is now an arbitrary functional, while $`𝒲[\rho ,𝒮]`$ assumes the form:

$`𝒲[\rho ,S]={\displaystyle \frac{\mathrm{}}{2\rho }}\mathbf{}𝑭[\rho ,S],`$ (5.1)
enforced by the conservation of $`N=\rho d^nx`$, with $`𝑭[\rho ,S]`$ an arbitrary functional, and the current is given by:

$`𝒋={\displaystyle \frac{\mathbf{}S}{m}}\rho 𝑭[\rho ,S].`$ (5.2)
It is easy to verify that the transformation (4.1) eliminates the imaginary part of the nonlinearity in the motion equation, which transforms again into Eqs. (4.9)-(4.10). The generator $`\sigma `$ of the transformation $`\psi \varphi `$ is related to $`𝑭`$ through:

$`\mathbf{}\sigma [\rho ,S]={\displaystyle \frac{m}{\rho }}𝑭[\rho ,S],`$ (5.3)
while the condition

$`\mathbf{}\times {\displaystyle \frac{𝑭}{\rho }}=0,`$ (5.4)
permits the definition of the transformation in any $`n>1`$ spatial dimension. This condition constrains only the form of $`𝒲`$, differently to the canonical case, where the condition (4.8) constrains the form of the nonlinear potential $`U`$ and consequently, both $`W`$ and $`𝒲`$ in the motion equation.

## VI Examples

In this section we consider some equations already known in literature in the framework of the approach developed here. We show how the nonlinear transformations proposed to study the various NLSEs, can be obtained in a unified way as particular cases of the transformation given by Eq. (4.1).

i) As first trivial example we consider the canonical NLSE introduced in Ref. :

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +\left(\beta \rho {\displaystyle \frac{𝜶}{\mathrm{}}}\mathbf{}S\right)\psi +{\displaystyle \frac{i}{2}}\left(𝜶\mathbf{}\mathrm{log}\rho \right)\psi ,`$ (6.1)
with $`\beta `$ and $`𝜶`$ real and constant arbitrary parameters. This equation can be derived from a Lagrangian containing the following nonlinear potential:

$`U[\rho ,S]={\displaystyle \frac{\beta }{2}}\rho ^2{\displaystyle \frac{\rho }{\mathrm{}}}𝜶\mathbf{}S.`$ (6.2)
The transformation with generator $`\sigma `$, given by:

$`\sigma ={\displaystyle \frac{m}{\mathrm{}}}𝜶𝒙,`$ (6.3)
produces the new canonical evolution equation:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\varphi +\beta \rho \varphi +{\displaystyle \frac{m𝜶^2}{2\mathrm{}^2}}\varphi ,`$ (6.4)
with associated nonlinear potential:

$`\stackrel{~}{U}[\rho ]={\displaystyle \frac{\beta }{2}}\rho ^2+{\displaystyle \frac{m𝜶^2}{2\mathrm{}}}\rho .`$ (6.5)
Eq. (6.4) can be reduced to the cubic NLSE by changing the phase $`𝒮𝒮3m𝜶^2t/2\mathrm{}`$.

ii) Let us consider as second example of canonical NLSE the Chen-Lee-Liu equation :

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\psi }{x^2}}{\displaystyle \frac{\alpha }{\mathrm{}}}{\displaystyle \frac{S}{x}}\rho \psi +i{\displaystyle \frac{\alpha }{2}}{\displaystyle \frac{\rho }{x}}\psi ,`$ (6.6)
with $`\alpha `$ a real coupling constant. The nonlinear potential associated to this equation is:

$`U[\rho ,S]={\displaystyle \frac{\alpha }{2\mathrm{}}}{\displaystyle \frac{S}{x}}\rho ^2,`$ (6.7)
while the transformation with generator:

$`\sigma ={\displaystyle \frac{\alpha m}{2\mathrm{}}}{\displaystyle \rho 𝑑x},`$ (6.8)
reduces Eq. (6.6) to the following noncanonical NLSE:

$`i{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{^2\varphi }{x^2}}{\displaystyle \frac{\alpha }{\mathrm{}}}\left({\displaystyle \frac{𝒮}{x}}+{\displaystyle \frac{3\alpha m}{8\mathrm{}}}\rho \right)\rho \varphi .`$ (6.9)
We note that the transformation with generator $`\sigma `$ given by Eq. (6.8) is a particular case of the Kundu transformation introduced in Ref. .

iii) As third example we consider the canonical NLSE introduced in Ref.s :

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\psi }{x^2}}{\displaystyle \frac{\lambda }{m}}\left({\displaystyle \frac{\lambda }{8}}\rho +{\displaystyle \frac{S}{x}}\right)\rho \psi +i{\displaystyle \frac{\mathrm{}\lambda }{2m}}{\displaystyle \frac{\rho }{x}}\psi .`$ (6.10)
The associated potential is given by:

$`U[\rho ,S]={\displaystyle \frac{3\lambda ^2}{8m}}\rho ^3{\displaystyle \frac{\lambda }{2m}}{\displaystyle \frac{S}{x}}\rho ^2,`$ (6.11)
while the generator $`\sigma `$ assumes the form:

$`\sigma ={\displaystyle \frac{\lambda }{2}}{\displaystyle \rho 𝑑x}.`$ (6.12)
The evolution equation for the field $`\varphi `$ becomes:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\varphi }{x^2}}{\displaystyle \frac{\lambda }{m}}{\displaystyle \frac{𝒮}{x}}\rho \varphi .`$ (6.13)
iv) As fourth example we consider the canonical NLSE recently introduced in Ref. :

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\psi }{x^2}}+{\displaystyle \frac{\kappa }{m}}\rho \left({\displaystyle \frac{S}{x}}\right)^2\psi i{\displaystyle \frac{\kappa \mathrm{}}{2m\rho }}{\displaystyle \frac{}{x}}\left(\rho ^2{\displaystyle \frac{S}{x}}\right)\psi .`$ (6.14)
The nonlinear potential associated to Eq. (6.14) is given by:

$`U[\rho ,S]={\displaystyle \frac{\kappa }{2m}}\left(\rho {\displaystyle \frac{S}{x}}\right)^2.`$ (6.15)
Although Eq. (6.14) can be generalized in any spatial dimension, it is easy to verify that the condition (4.8) is not satisfied in this case, thus we can apply the transformation only to the one-dimensional case. We perform the transformation generated by:

$`\sigma =\kappa {\displaystyle \rho \frac{S}{x}𝑑x},`$ (6.16)
and Eq. (6.14) transforms into:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\varphi }{x^2}}+{\displaystyle \frac{\kappa }{m}}{\displaystyle \frac{\rho }{1+\kappa \rho }}\left({\displaystyle \frac{𝒮}{x}}\right)^2\varphi \kappa {\displaystyle \frac{\mathrm{}^2}{4m}}\rho {\displaystyle \frac{^2\mathrm{log}\rho }{x^2}}\varphi .`$ (6.17)
v) As last example of canonical system we consider the sub-class of DG equations given by :

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +\left\{\alpha \mathrm{\Delta }S2\beta {\displaystyle \frac{\mathrm{}^2}{m}}\left[{\displaystyle \frac{\mathrm{\Delta }\rho }{\rho }}{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\mathbf{}\rho }{\rho }}\right)^2\right]\right\}\psi +i\alpha {\displaystyle \frac{\mathrm{}}{2}}{\displaystyle \frac{\mathrm{\Delta }\rho }{\rho }}\psi ,`$ (6.18)
with associated a nonlinear potential:

$`U[\rho ,S]=\alpha \rho \mathrm{\Delta }S+\beta {\displaystyle \frac{\mathrm{}^2}{m}}{\displaystyle \frac{(\mathbf{}\rho )^2}{\rho }}.`$ (6.19)
The generator $`\sigma `$ now is:

$`\sigma =m\alpha \mathrm{log}\rho ,`$ (6.20)
while the evolution equation for the field $`\varphi `$ becomes:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\varphi +\gamma \left[{\displaystyle \frac{\mathrm{\Delta }\rho }{\rho }}{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\mathbf{}\rho }{\rho }}\right)^2\right]\varphi ,`$ (6.21)
with $`\gamma =m\alpha ^22\beta \mathrm{}^2/m`$. This equation is again canonical with nonlinear potential:

$`\stackrel{~}{U}[\rho ]={\displaystyle \frac{\gamma }{2}}{\displaystyle \frac{(\mathbf{}\rho )^2}{\rho }},`$ (6.22)
and can be linearized performing the rescaling $`𝒮𝒮\sqrt{2m\gamma /\mathrm{}^21}`$, as noted in Ref..

vi) The most general class of DG equations is non canonical and takes the form:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\psi +\mathrm{}D^{}{\displaystyle \underset{i=1}{\overset{5}{}}}c_iR_i[\rho ,S]\psi +i{\displaystyle \frac{\mathrm{}}{2}}DR_2[\rho ,S]\psi ,`$ (6.23)
where $`R_1=\mathbf{}𝒋/\rho ,R_2=\mathrm{\Delta }\rho /\rho ,R_3=(𝒋/\rho )^2,R_4=𝒋\mathbf{}\rho /\rho ^2,R_5=(\mathbf{}\rho /\rho )^2`$. Note that Eq. (6.18) is obtained when $`D=\alpha ,c_1=c_4=m\alpha /\mathrm{}D^{},c_3=0`$ and $`c_2=2c_5=2\beta \mathrm{}/mD^{}`$. The same generator $`\sigma `$ given by Eq. (6.20) defines the transformation $`\psi \varphi `$ reducing the evolution equation to:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }\varphi +{\displaystyle \underset{i=1}{\overset{5}{}}}\stackrel{~}{c}_iR_i[\rho ,𝒮]\varphi ,`$ (6.24)
where now the coefficients are given by $`\stackrel{~}{c}_1=\mathrm{}D^{}c_1mD,\stackrel{~}{c}_2=\mathrm{}D^{}c_2,\stackrel{~}{c}_3=\mathrm{}D^{}c_3,\stackrel{~}{c}_4=\mathrm{}D^{}c_4+mD,\stackrel{~}{c}_5=\mathrm{}D^{}+mD^2/2`$. Note that in Ref.  a nonlinear transformation was introduced with generator:

$`\sigma _{_{\mathrm{DG}}}={\displaystyle \frac{\gamma (t)}{2}}\mathrm{log}\rho +{\displaystyle \frac{1}{\mathrm{}}}[\lambda (t)1]S+\theta (t,𝒙),`$ (6.25)
which produces a group of transformations mapping the DG equation into itself. We observe that, after posing in Eq. (6.25) $`\theta (t,𝒙)=0,\lambda (t)=1`$ and $`\gamma (t)=2m\beta /\mathrm{}`$, we obtain the generator $`\sigma `$ given by Eq. (6.20).

vii) As a second example of noncanonical system we consider the equation:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\psi }{x^2}}+i\alpha (\psi ^{}{\displaystyle \frac{\psi }{x}}+q\psi {\displaystyle \frac{\psi ^{}}{x}})\psi ,`$ (6.26)
with $`q`$ a real parameter. We note that for $`q=1/2`$, Eq. (6.26) reduces to the Kaup-Newell equation , while for $`q=0`$ we obtain the Chen-Lee-Liu equation (6.6). Finally for $`q=1`$ the nonlinearity in Eq. (6.26) becomes purely real and the equation coincides with Eq. (6.13) obtained previously. The generator:

$`\sigma ={\displaystyle \frac{m\alpha }{2\mathrm{}}}(q+1){\displaystyle \rho 𝑑x},`$ (6.27)
defines a transformation which reduces Eq. (6.26) to:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\varphi }{x^2}}{\displaystyle \frac{\alpha }{\mathrm{}}}\left[(1q){\displaystyle \frac{𝒮}{x}}+{\displaystyle \frac{1}{8}}m{\displaystyle \frac{\alpha }{\mathrm{}}}(32q5q^2)\rho \right]\rho \varphi .`$ (6.28)
In the particular case $`q=1`$ Eq. (6.28) becomes canonical with nonlinear potential:

$`\stackrel{~}{U}[\rho ]={\displaystyle \frac{m\alpha ^2}{6\mathrm{}^2}}\rho ^3.`$ (6.29)
viii) As last example we consider the Eckaus equation  which is a noncanonical NLSE:

$`i\mathrm{}{\displaystyle \frac{\psi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\psi }{x^2}}+i\alpha {\displaystyle \frac{\rho }{x}}\psi +\beta \rho ^2\psi .`$ (6.30)
The generator:

$`\sigma ={\displaystyle \frac{m\alpha }{\mathrm{}}}{\displaystyle \rho 𝑑x},`$ (6.31)
defines the transformation reducing Eq. (6.30) to the well-known quintic NLSE:

$`i\mathrm{}{\displaystyle \frac{\varphi }{t}}={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\varphi }{x^2}}+\left({\displaystyle \frac{m\alpha ^2}{2\mathrm{}^2}}+\beta \right)\rho ^2\varphi .`$ (6.32)
Eq. (6.32) is a canonical one with nonlinear potential:

$`\stackrel{~}{U}[\rho ]={\displaystyle \frac{1}{3}}\left({\displaystyle \frac{m\alpha ^2}{2\mathrm{}^2}}+\beta \right)\rho ^3,`$ (6.33)
In the particular case where $`\beta =m\alpha ^2/2\mathrm{}^2`$ the transformation with generator given by Eq. (6.31) linearizes Eq. (6.30).

## VII Conclusion

In this paper we have consider a class of canonical NLSEs containing complex nonlinearities and describing $`U(1)`$-invariant systems. For these systems we study the symmetries and the conserved quantities associated to roto-translations and Galilei invariance.
Subsequently, we introduce a Cole-Hopf like transformation $`\psi 𝒰\psi `$, which preserves the $`U(1)`$-invariance of the system and reduces the complex nonlinearity into a real one so that the continuity equation assumes the standard bilinear form. This transformation generally does not conserve the canonicity of the system. Extension to noncanonical equations is also studied.

The general Cole-Hopf-like transformation introduced here, allows us to deal in a unifying scheme several NLSEs already known in literature, obtaining, in this way, the transformations introduced by various authors.

## APPENDIX A

In this Appendix we recover, by using the Noether theorem , the continuity equation associated to a given symmetry.

Let us consider the action:

$`𝒜={\displaystyle d^nx𝑑t},`$ (A.1)
with Lagrangian:

$`=__\mathrm{L}+_{_{\mathrm{NL}}},`$ (A.2)
where

$`__\mathrm{L}=i{\displaystyle \frac{\mathrm{}}{2}}\left(\psi ^{}{\displaystyle \frac{\psi }{t}}\psi {\displaystyle \frac{\psi ^{}}{t}}\right){\displaystyle \frac{\mathrm{}^2}{2m}}|\mathbf{}\psi |^2,`$ (A.3)
the standard Lagrangian density of the linear Schrödinger theory while

$`_{_{\mathrm{NL}}}=U[\rho ,S],`$ (A.4)
is a real scalar functional depending on the hydrodynamic fields $`\rho ,S`$ and their spatial derivatives. The evolution equation for the field $`\psi `$ is given by:

$`{\displaystyle \frac{𝒜}{\psi ^{}}}=0.`$ (A.5)
Taking the functional derivatives Eq. (A.5) becomes:

$`{\displaystyle \frac{__\mathrm{L}}{\psi ^{}}}{\displaystyle \frac{}{t}}{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}{\displaystyle \frac{}{x_i}}{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}+{\displaystyle \underset{[k=0]}{}}(1)^k𝒟_{_{I_k}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\right]\psi `$ (A.6)
$`+i{\displaystyle \frac{\mathrm{}}{2\rho }}{\displaystyle \underset{[k=0]}{}}(1)^k𝒟_{_{I_k}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}S)}}\right]\psi =0.`$ (A.7)
We compute the variation $`\delta _ϵ𝒜`$ generated by a one-parameter transformation group. For simplicity, we assume that the symmetry group acts only on the internal degrees of freedom of the system. The contributions to $`\delta _ϵ𝒜`$, given by the variation of the volume element $`d^nxdt`$, when the symmetry involves the space-time variables, are well known and can be added successively. Thus, we have:

$`\delta _ϵ𝒜`$ $`={\displaystyle \left[\frac{\delta __\mathrm{L}}{\delta \psi }\delta _ϵ\psi +\frac{\delta __\mathrm{L}}{\delta \psi ^{}}\delta _ϵ\psi ^{}+\frac{\delta _{_{\mathrm{NL}}}}{\delta \rho }\delta _ϵ\rho +\frac{\delta _{_{\mathrm{NL}}}}{\delta S}\delta _ϵS\right]d^nx𝑑t}`$ (A.11)
$`={\displaystyle }\{{\displaystyle \frac{__\mathrm{L}}{\psi }}\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\delta _ϵ(_t\psi )+{\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\delta _ϵ(_i\psi )`$
$`+{\displaystyle \frac{__\mathrm{L}}{\psi ^{}}}\delta _ϵ\psi ^{}+{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\delta _ϵ(_t\psi ^{})+{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\delta _ϵ(_i\psi ^{})`$
$`+{\displaystyle \underset{[k=0]}{}}[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\delta _ϵ(𝒟_{_{I_k}}\rho )+{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}S)}}\delta _ϵ(𝒟_{_{I_k}}S)]\}d^nxdt,`$
with $`𝒟_{_{I_k}}^k/(x__1^{i_1}\mathrm{}x__n^{i_n})`$ and the Einstein convention for the repeated indices is assumed. In Eq. (A.11) we have posed $`_{[k=0]}_{k=0}^{\mathrm{}}_{I_k}`$, where the second sum is performed on the multi-index $`I_k(i_1,i_2,\mathrm{},i_n)`$ with $`0i_pk`$, $`i_p=k`$. If we use the identity:

$`{\displaystyle \frac{}{(_a\varphi )}}\delta _ϵ(_a\varphi )={\displaystyle \frac{}{a}}\left[{\displaystyle \frac{}{(_a\varphi )}}\delta _ϵ\varphi \right]{\displaystyle \frac{}{a}}\left[{\displaystyle \frac{}{(_a\varphi )}}\right]\delta _ϵ\varphi ,`$ (A.12)
with $`at,i`$, Eq. (A.11) becomes:

$`\delta _ϵ𝒜=`$ $`{\displaystyle }\{{\displaystyle \frac{__\mathrm{L}}{\psi }}\delta _ϵ\psi +{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\delta _ϵ\psi \right]{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\right]\delta _ϵ\psi +{\displaystyle \frac{}{x_i}}\left({\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\delta _ϵ\psi \right)`$ (A.16)
$`{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\right]\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{\psi ^{}}}\delta _ϵ\psi ^{}+{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\delta _ϵ\psi ^{}\right]{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\right]\delta _ϵ\psi ^{}`$
$`+{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\delta _ϵ\psi ^{}\right]{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\right]\delta _ϵ\psi ^{}`$
$`+{\displaystyle \underset{[k=0]}{}}[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\delta _ϵ(𝒟_{_{I_k}}\rho )+{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}S)}}\delta _ϵ(𝒟_{_{I_k}}S)]\}d^nxdt.`$
For a fixed value of the index $`k`$ and multi-index $`I_k`$, using $`k`$ times Eq. (A.12), we have:

$`{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\delta _ϵ(𝒟_{_{I_k}}\rho )={\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pA_{_{I_q}}^{^{I_k}}𝒟_{_{I_q}}\left[𝒟_{_{I_p}}\left({\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\right)\delta _ϵ\rho \right],`$ (A.17)
where the coefficient $`A_{_{I_q}}^{^{I_k}}=_{r=1}^ni_r!/(l_r!m_r!)`$, $`_{[p=0]}^k_{p=0}^k_{_{I_p}}`$ and the multi-index $`I_k=(i_1,\mathrm{},i_n),I_p=(l_1,\mathrm{},l_n)`$ and $`I_q=(m_1,\mathrm{},m_n)`$ are related by $`i_r=l_r+m_r`$.

Using Eq. (A.17), Eq. (A.16) transforms to:

$`\delta _ϵ𝒜`$ $`={\displaystyle }\{{\displaystyle \frac{__\mathrm{L}}{\psi }}\delta _ϵ\psi +{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\delta _ϵ\psi \right]{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\right]\delta _ϵ\psi +{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\delta _ϵ\psi \right]`$ (A.21)
$`{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\right]\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{\psi ^{}}}\delta _ϵ\psi ^{}+{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\delta _ϵ\psi ^{}\right]{\displaystyle \frac{}{t}}\left[{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\right]\delta _ϵ\psi ^{}`$
$`+{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\delta _ϵ\psi ^{}\right]{\displaystyle \frac{}{x_i}}\left[{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\right]\delta _ϵ\psi ^{}`$
$`+{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pA_{_{I_q}}^{^{I_k}}𝒟_{_{I_q}}\{𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\right]\delta _ϵ\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}S)}}\right]\delta _ϵS\}\}d^nxdt.`$
After inserting in Eq. (A.21) the expression of $`_{_{\mathrm{NL}}}/\psi `$ and $`_{_{\mathrm{NL}}}/\psi ^{}`$ obtained from Eq. (A.7) and its conjugate, we finally obtain:

$`\delta _ϵ𝒜`$ $`={\displaystyle }\{{\displaystyle \frac{}{t}}[{\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\delta _ϵ\psi ^{}]+{\displaystyle \frac{}{x_i}}[{\displaystyle \frac{__\mathrm{L}}{(_i\psi )}}\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{(_i\psi ^{})}}\delta _ϵ\psi ^{}]`$ (A.23)
$`+{\displaystyle \underset{[k=1]}{}}{\displaystyle \underset{[p=0]}{\overset{k1}{}}}(1)^pA_{_{I_q}}^{^{I_k}}𝒟_{_{I_q}}\{𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}\rho )}}\right]\delta _ϵ\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{I_k}}S)}}\right]\delta _ϵS\}\}d^nxdt.`$
In presence of a symmetry the variation of the action must vanish and thus, from Eq. (A.23), after rearranging the terms, it follows the continuity equation:

$`{\displaystyle \frac{𝒬}{t}}+\mathbf{}𝓕=0,`$ (A.24)
with charge $`𝒬`$:

$`𝒬={\displaystyle \frac{__\mathrm{L}}{(_t\psi )}}\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{(_t\psi ^{})}}\delta _ϵ\psi ^{},`$ (A.25)
and the flux $`𝓕`$:

$`_j=`$ $`{\displaystyle \frac{__\mathrm{L}}{(_j\psi )}}\delta _ϵ\psi +{\displaystyle \frac{__\mathrm{L}}{(_j\psi ^{})}}\delta _ϵ\psi ^{}`$ (A.26)
$`+`$ $`{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pB_{_{j,I_q}}^{^{I_k}}𝒟_{_{I_q}}\left\{𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{j,I_k}}\rho )}}\right]\delta _ϵ\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{_{_{\mathrm{NL}}}}{(𝒟_{_{j,I_k}}S)}}\right]\delta _ϵS\right\},`$ (A.27)
where $`𝒟_{_{j,I_k}}a_j𝒟_{_{I_k}}a`$ with $`a\rho ,S`$, the coefficients $`B_{_{j,I_q}}^{^{I_k}}=(i_j+1)A_{_{I_q}}^{^{I_k}}/(m_j+1)f_j^{_{I_q}}`$ and $`f_j^{_{I_q}}=n_{rj}^n\delta _{0,m_r}`$. Recall that from the continuity equation the current is defined modulo the curl of an arbitrary function. This fact was taken into account in the expression of the current (A.27).

In the following we discuss two important cases. In the first, we suppose the system is $`U(1)`$-invariant. Using the transformation $`\psi \psi \mathrm{exp}(iϵ)`$ where $`ϵ`$ is the infinitesimal generator, we have:

$`\begin{array}{cc}\delta _ϵ\psi =iϵ\psi ,\hfill & \delta _ϵ\psi ^{}=iϵ\psi ^{},\hfill \\ \delta _ϵ\rho =0,\hfill & \delta _ϵS=\mathrm{}ϵ.\hfill \end{array}`$ (A.30)
From Eqs. (A.25) and (A.27) we obtain the expression of the conserved density $`𝒬=\rho `$ and the related current $`_i=j_i`$:

$`j_i={\displaystyle \frac{_iS}{m}}\rho +{\displaystyle \underset{[k=0]}{}}{\displaystyle \frac{(1)^k}{f_i^{_{I_{k+1}}}}}𝒟_{_{I_k}}\left[{\displaystyle \frac{U[\rho ,S]}{(𝒟_{_{i,I_k}}S)}}\right].`$ (A.31)
It is trivial to note that Eq. (A.24) is the continuity equation for the field $`\psi `$, where the current (A.31) assumes a nonstandard expression, due to the presence of the imaginary part of the nonlinearity in the evolution equation. By taking into account the definition (2.4) of the functional derivative, Eq. (A.31) can be written also in the form:

$`j_i={\displaystyle \frac{_iS}{m}}\rho +{\displaystyle \frac{\delta }{\delta (_iS}}){\displaystyle }U[\rho ,S]d^nxdt,`$ (A.32)
modulo a curl of an arbitrary function. Note that Eq. (A.32) can be obtained starting directly from the Eq. (2.8) after making the hypothesis that $`U[\rho ,S]`$ depends on the field $`S`$ only through its spatial derivatives as required from the U(1) symmetry.

In the second case, we discuss the energy-momentum tensor related to the space-time translations. Posing $`x_\mu x_\mu +ϵ_\mu `$ we have:

$`\begin{array}{cc}\delta _ϵ\psi =ϵ_\mu _\mu \psi ,\hfill & \delta _ϵ\psi ^{}=ϵ_\mu _\mu \psi ^{},\hfill \\ \delta _ϵ\rho =ϵ_\mu _\mu \rho ,\hfill & \delta _ϵS=ϵ_\mu _\mu S,\hfill \end{array}`$ (A.35)
with $`\mu =0,\mathrm{},3`$ and $`_0_t`$. From Eqs. (A.25) and (A.27) we obtain:

$`T_{00}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}|\mathbf{}\psi |^2+U[\rho ,S],`$ (A.36)
$`T_{0j}=`$ $`i{\displaystyle \frac{\mathrm{}}{2}}(\psi ^{}_j\psi \psi _j\psi ^{}),`$ (A.37)
$`T_{i0}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}\left(_i\psi ^{}_t\psi _i\psi _t\psi ^{}\right)`$ (A.39)
$`+{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pB_{_{j,I_q}}^{^{I_k}}𝒟_{_{I_q}}\left\{𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}\rho \right)}}\right]_t\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}S\right)}}\right]_tS\right\},`$
$`T_{ij}=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}\left(_i\psi ^{}_j\psi +_j\psi ^{}_i\psi \right)+\delta _{ij}`$ (A.41)
$`{\displaystyle \underset{[k=0]}{}}{\displaystyle \underset{[p=0]}{\overset{k}{}}}(1)^pB_{_{j,I_q}}^{^{I_k}}𝒟_{_{I_q}}\left\{𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}\rho \right)}}\right]_j\rho +𝒟_{_{I_p}}\left[{\displaystyle \frac{U[\rho ,S]}{\left(𝒟_{_{i,I_k}}S\right)}}\right]_jS\right\}.`$
In Eqs. (A.36) and (A.41) we have taken into account the contribution due to the volume element. Note that the potential $`U[\rho ,S]`$ does not modify the expression of the momentum density $`T_{0j}`$ which assumes the same form as in the linear theory. In contrast, $`U[\rho ,S]`$ changes the expression of the energy density $`T_{00}`$, and more strongly the expression of the flux densities $`T_{i\mu }`$.

## APPENDIX B

Theorem: If $`U[\rho ,S]`$ and $`𝐅[\rho ,S]`$ are two smooth functionals depending on the fields $`\rho ,S`$ and their spatial derivatives and satisfy the relation:

$`{\displaystyle \frac{}{S}}U[\rho ,S]=\mathbf{}𝑭[\rho ,S],`$ (B.1)
the functional $`U[\rho ,S]`$ takes the form:

$`U[\rho ,S]=\overline{U}[\rho ,S]+\mathbf{}𝑮[\rho ,S],`$ (B.2)
where $`\overline{U}[\rho ,S]`$ depends on $`S`$ only through its derivatives: $`\overline{U}/S=0`$.

Proof: Deriving Eq. (B.2) with respect to $`S`$ we obtain:

$`{\displaystyle \frac{U}{S}}=`$ $`{\displaystyle \frac{\overline{U}}{S}}+{\displaystyle \frac{}{S}}\mathbf{}𝑮={\displaystyle \frac{}{S}}{\displaystyle \underset{[k=0]}{}}\left[_i(𝒟_{_{I_k}}\rho ){\displaystyle \frac{G_i}{(𝒟_{_{I_k}}\rho )}}+_i(𝒟_{_{I_k}}S){\displaystyle \frac{G_i}{(𝒟_{_{I_k}}S)}}\right]`$ (B.3)
$`=`$ $`{\displaystyle \underset{[k=0]}{}}\left[_i(𝒟_{_{I_k}}\rho ){\displaystyle \frac{}{(𝒟_{_{I_k}}\rho )}}+_i(𝒟_{_{I_k}}S){\displaystyle \frac{}{(𝒟_{_{I_k}}S)}}\right]{\displaystyle \frac{G_i}{S}}=\mathbf{}{\displaystyle \frac{𝑮}{S}},`$ (B.4)
which coincides with Eq. (B.1) for $`𝑭=𝑮/S`$.
Alternatively, expanding the r.h.s. of Eq. (B.1):

$`{\displaystyle \frac{U}{S}}={\displaystyle \underset{[k=0]}{}}\left[_i(𝒟_{_{I_k}}\rho ){\displaystyle \frac{F_i}{(𝒟_{_{I_k}}\rho )}}+_i(𝒟_{_{I_k}}S){\displaystyle \frac{F_i}{(𝒟_{_{I_k}}S)}}\right],`$ (B.5)
and integrating on the field $`S`$, after taking into account that $`\rho ,S,𝒟_{_{I_k}}\rho `$ and $`𝒟_{_{I_k}}S`$ are independent quantities, we have:

$`U=`$ $`{\displaystyle \underset{[k=0]}{}}{\displaystyle \left[_i(𝒟_{_{I_k}}\rho )\frac{F_i}{(𝒟_{_{I_k}}\rho )}+_i(𝒟_{_{I_k}}S)\frac{F_i}{(𝒟_{_{I_k}}S)}\right]𝑑S}`$ (B.6)
$`=`$ $`{\displaystyle \underset{[k=0]}{}}_i(𝒟_{_{I_k}}\rho ){\displaystyle \frac{F_i}{(𝒟_{_{I_k}}\rho )}𝑑S}+{\displaystyle \underset{[k=1]}{}}_i(𝒟_{_{I_k}}S){\displaystyle \frac{F_i}{(𝒟_{_{I_k}}S)}𝑑S}+(_iS){\displaystyle \frac{F_i}{S}𝑑S}`$ (B.7)
$`=`$ $`{\displaystyle \underset{[k=0]}{}}_i(𝒟_{_{I_k}}\rho ){\displaystyle \frac{}{(𝒟_{_{I_k}}\rho )}}{\displaystyle F_i𝑑S}+{\displaystyle \underset{[k=1]}{}}_i(𝒟_{_{I_k}}S){\displaystyle \frac{}{(𝒟_{_{I_k}}S)}}{\displaystyle F_i𝑑S}+(F_i+C_i)_iS`$ (B.8)
$`=`$ $`\mathbf{}{\displaystyle 𝑭𝑑S}+𝑪\mathbf{}S,`$ (B.9)
with $`C_i`$ integration constants not depending on $`S`$. Eq. (B.9) coincides with Eq. (B.2) for $`𝑮=𝑭𝑑S`$ and $`\overline{U}=𝑪\mathbf{}S`$.

$`\mathrm{}`$


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# Dynamical Networks in Function Dynamics

## 1 Introduction

In studying biological, linguistic, and social systems, one is generally interested in understanding how a rule for the temporal evolution of a system is organized through the dynamics of the system itself. To construct a model of such a system as a dynamical system or to simulate it using a computer, however, we need to supply a rule for the temporal evolution of the system. It would thus seem that the goal of understanding the spontaneously emergence of such a rule in biological systems through such modeling is difficult to achieve.

For example, in a dynamical systems approach to the modeling of such a system, a rule governing the evolution of a set of variables takes the form of a set of equations. Then, in a naive attempt to realize the goal stated above, we may introduce a dynamical system describing the evolution of these equations, as a ‘rule forming’ dynamics. However, the resulting ‘dynamical dynamical system’ would be nothing but a high-dimensional dynamical system. With the same goal in mind, then, we would need to introduce another dynamical system to describe the change undergone by this high-dimensional system. We thus see how a naive attempt to realize the spontaneous emergence of a fundamental dynamics-governing rule results in an infinite hierarchy of systems and necessarily meets with failure.

In this paper, we consider a model with the potentiality to form such a hierarchy spontaneously within an infinite-dimensional dynamical system. We will show that low-dimensional dynamical systems are generated from the original infinite-dimensional dynamical system. The generation of such low-dimensional systems constitutes the generation of a dynamic-governing rule. We elucidate the mechanism for this rule generation.

To serve the present purpose of studying biological systems, The function dynamics (FD) that we previously introduced  is reformulated in Sec.2. In this FD, we adopt a functional equation having a ‘self-reference’ term, i.e., a term including composition of a function (say $`ff`$). With this term, it is shown that a rule governing the dynamics of partial functions restricted to certain intervals is generated. This rule is determined by partial functions on other intervals. With this relationship among partial functions, low-dimensional dynamical systems are formed from the original infinite dimensional dynamical system. Accordingly, the function dynamics of the original system can be interpreted as dynamics over partial functions. From this point of view, the partial functions can be considered elements in a self-organized, low-dimensional system that evolves together while mutually generating rules that govern each other’s dynamics. We first demonstrate that function dynamics generates rules hierarchically among partial functions. Then, we find that the relationships among partial functions are sometimes entangled, in the sense that one partial function gives a rule for some other partial functions, which give a rule for the original partial function. The formation of successive rules for low-dimensional systems and this entanglement of rules is analyzed.

In Sec.3, formation of low-dimensional dynamical systems is studied, and in the Sec.4, the dynamics of the low-dimensional system are investigated. A summary and discussion are given in Sec.5.

## 2 The Model and Its Basic Features

Let $`f`$ be a 1-dimensional map, $`II`$. We define a map from the 1-dimensional map $`f`$ to a new 1-dimensional map as $`\mathrm{\Psi }_\epsilon (f)=(1\epsilon )id+\epsilon f`$. Here $`id`$ is an identity function and $`\epsilon `$ is a constant ($`0<\epsilon <1`$). This map is well defined if $`f(I)I`$ is satisfied. We define a FD system employing such $`f`$ and $`\mathrm{\Psi }`$ as follows:

$$f_{n+1}=\mathrm{\Psi }_\epsilon (f_n)f_n=(1\epsilon )f_n+\epsilon f_nf_n.$$
(1)
This equation determines the evolution of the function $`f_n`$. If the initial function $`f_0`$ satisfies $`f_0(I)I`$, the temporal evolution, i.e. $`f_n`$ ($`n=1,2,\mathrm{}`$), is determined.

The evolution equation of a function is generally an infinite-dimensional dynamical system. Among the class of systems consisting of such function dynamics, the existence of the ‘self-referential’ term $`f_nf_n`$ is the distinguishing feature that characterizes the system (1). This composition term $`f_nf_n`$ determines the temporal evolution of $`f_n`$, and it is an operation in the functional space. With this term, the rule governing the evolution of a functional value at a particular value of its argument depends on the values of the function taken at other values of the argument.

Next, we give an example of the temporal evolution of $`f_n`$ determined by (1). Here we set the initial function $`f_0(x)=\mathrm{sin}^2(1.5\pi x)`$ and $`\epsilon =0.55`$. In Fig.1, the graph of $`f_n`$ for certain values of $`n`$ are displayed. We find that after a transient, $`f_n`$ exhibits a temporal oscillation with a period of 2 time steps.

In this example, the total function falls on a period-2 attractor in the functional space. However, for some other values of $`\epsilon `$, more complicated behavior appears. In general, it is not easy to fully explore all the phenomena displayed by our model by computer simulation alone.

To carry out a numerical computation for the above FD, it is necessary to divide an interval into a finite number, $`M`$, of mesh points. For example, $`I=[0,1)`$ could be divided into subintervals as $`I^i=[i/M,(i+1)/M)`$ ($`i=0,\mathrm{},M1`$). However, the composition term often causes a folding of the graph of the function at each time step, as shown in Figs.1 (a) and (b). For an initial function with a single hump, the number of foldings can increase approximately in proportion to $`2^n`$. Hence, finer and finer structures can be generated in the graph of $`f_n`$, and as a result the outcome of the simulation can have a strong dependence on the mesh size $`M`$. Because the folding effect generates infinitesimal (Cantor-set-like) structures  with a variety of scales, it is difficult to study this system by direct computer simulation.

In general, the following relations are fundamental for the study of FD:

* If $`f_n(x^{})=f_n(x^{\prime \prime })`$ is satisfied at some $`n`$, then $`f_m(x^{})=f_m(x^{\prime \prime })`$ $`m>n`$
* A fixed point of $`f_n`$ \[$`f_n(q)=q`$\] is $`n`$-independent \[i.e., $`f_n(q)=q`$ implies $`f_m(q)`$ $`m>n`$\].

We denote the set of fixed points of a 1-dimensional map $`f`$ by $`\text{Fix}(f)`$. Note that a point $`x^{}\text{Fix}(f_n)`$ satisfying $`f_n(x^{})=q\text{Fix}(f_n)`$ is also $`n`$-independent in the FD. In other words, if the value of $`f_n`$ at a point is equal to a fixed point, then this point is also $`n`$-independent. The set of all such $`n`$-independent points \[including all points in Fix(f)\] is denoted $`\mathrm{\Omega }(f)`$.

## 3 Network Structure

In Figs.1(c) and (d), each $`f_n`$ seems to be a piecewise constant function (that is, the graph of $`f_n`$ consists of flat pieces). This property is not peculiar to this initial function, but is rather general. Although we have simulated Eq.(1) using a variety of initial functions, in all cases, the function $`f_n`$ for sufficiently large $`n`$ consists of a set of constant partial functions. (Strictly speaking, $`f_n`$ approaches such a form asymptotically as $`n\mathrm{}`$.) Thus we find through our computer simulations that the number of elements of the set222Here we denote the number of elements of a set $`A`$ as $`|A|`$. $`\{f_n(i/M)\}`$ ($`i=0,\mathrm{}M1`$, with $`n`$ fixed), $`|\{f_n(i/(M1))\}|`$, satisfies $`|\{f_n(i/(M1))\}|M`$ for large $`n`$, in the computer simulation .

In this section the generation of flat pieces in the graph of $`f_n`$ is studied. Because FD consists of dynamics of a 1-dimensional map, to avoid confusion between the function on the interval $`I`$ and that on the functional space, we define some useful notation.

* A “partial function $`f_n|_A`$” is a function defined on an interval $`A`$ ($`AI`$), and $`f_n|_A(x)=f_n(x)`$ for $`xA`$.
* A “fixed point of $`f_n`$” means a fixed point of the 1-dimensional map $`f_n`$. A “fixed point of the FD” means a 1-dimensional map $`f_n`$ satisfying that $`f_{n+1}=f_n`$.
* If a partial function $`f_n|_A`$ satisfies $`f_m|_A=f_n|_A`$ $`m>n`$, we say that “$`f_n|_A`$ is $`n`$-independent”.
* The statement “$`f_n|_A`$ is a constant function” means that $`f_n(A)=c`$ (where $`c`$ is a real number) for fixed $`n`$. It is important to keep distinction between the statements “$`f_n|_A`$ is a constant function” and “$`f_n|_A`$ is $`n`$-independent” clear.
* The term “temporal evolution” refers to that of the function $`f_n`$ (i.e., $`f_0,f_1,\mathrm{}`$). It does not refer to the dynamics of the 1-dimensional map, given by $`x_{m+1}=f_n(x_m)`$.
* We define a network for the function $`f_n`$, in order to describe a graph of $`f_n`$ in terms of graph theory. In general, a network consists of elements (vertices) and edges. Throughout the paper, we use $`A`$ in reference to connected entire intervals (i.e., intervals of constant $`f_n|_A`$ that are not proper subset of any other such intervals). We consider each interval $`A`$ as an element (i.e., vertex). We consider a directed edge to be associated with $`f_n|_A`$ and $`A`$ and denote it $`f_n|_AA`$. A dynamical “network” consists of elements formed through time evolution and edges whose terminals change in time.

### 3.1 Stability around a Fixed Point

Now we discuss how a constant partial function is formed in FD and study its stability. First, we consider an initial function $`f_0(x)=a_0(xq)+q`$, around the fixed point $`q`$. The evolution equation of the slope $`a_n`$ is easily found to take the form $`a_{n+1}=(1\epsilon )a_n+\epsilon a_{n}^{}{}_{}{}^{2}`$. This 1-dimensional map has fixed points $`a_n=0`$ and $`1`$, with $`a_n=0`$ stable and $`a_n=1`$ unstable. The basin of the fixed point $`0`$ is $`(1/\epsilon ,1)`$. Thus if $`f_{n}^{}{}_{}{}^{}(x)`$ is constant and the relation $`1/\epsilon <f_{n}^{}{}_{}{}^{}(x)<1`$ is satisfied on $`A`$ around a fixed point, then $`a_n=f_{n}^{}{}_{}{}^{}(x)0`$ as $`n\mathrm{}`$ and hence $`f_{\mathrm{}}(x)=q`$. Thus, the slope of the graph of $`f_n|_A(x)`$ goes to 0.

The following theorem has been proved .

Theorem. Consider the function $`d(x)=\frac{1}{\epsilon }(xq)+q`$. If $`f_n(x)`$ is continuous around a fixed point $`q`$ (on the interval $`qAI`$) and satisfies the conditions

(i) $`(d(x)f_n(x))(xf_n(x))<0`$ for $`xA\{q\}`$,

(ii) $`f_n(A)A`$,

then $`f_n|_A(x)q`$ as $`n\mathrm{}`$.

In Fig.2, the assertion of this theorem is depicted graphically.

As $`n`$ increases, the number of fixed points of $`f_n`$ increases (see Fig.1). If the conditions stated in the theorem are satisfied around a fixed point, the graph of the function around this fixed point becomes flat as $`n`$ increases. However, this does not necessarily imply that $`f_n`$ always converges to a piecewise constant $`n`$-independent function. We give counterexamples in the next subsection.

### 3.2 Generated Map

We investigated the FD using a ‘generated map’ in earlier papers . This generated map is defined as

$$g_n=\mathrm{\Psi }(f_n)=(1\epsilon )id+\epsilon f_n.$$
(2)
This map is determined by $`f_n`$. (We use the term ‘generated’ here because $`g_n`$ is generated from $`f_n`$.) Using this map, the FD (1) can be represented by $`f_{n+1}=g_n(f_n)`$. For each $`x`$, the value $`f_{n+1}(x)`$ is determined by the equation $`f_{n+1}(x)=g_n|_A(y)`$ (where $`y=f_n(x)`$ and $`yA`$). Also note that the value $`g_n|_A`$ is determined by $`f_n|_A`$. (In the following discussion, we also use the term ‘drive’, as in the phrase ‘$`f_n(x)`$ is driven by $`g_n|_A`$’, and the term ‘refer’, as in ‘$`f_n(x)`$ refers to $`A`$’.)

Let us rewrite the $`g_n(x)`$ in the form $`g_n(x)=(1\epsilon )(xf_n(x))+f_n(x)`$. This form is useful to prepare a suitable initial function $`f_0`$. If $`f_n(A)=c`$, then $`g_n|_A(x)=(1\epsilon )(xc)+c`$. The graph of this generated map is a segment contained in the line of slope $`1\epsilon `$ that crosses the identity function at $`c`$. Examples of (a) a graph of $`f_n(x)`$ and (b) the corresponding generated map $`g_n(x)`$ are displayed in Fig.3.

For $`f_n(x)A`$, $`f_{n+1}(x)`$ is determined by $`f_{n+1}(x)=g_n|_Af_n(x)`$. If the attractor333Here the word ‘attractor’ is used in a rather broad sense, because $`g_n`$ can be an $`n`$-dependent function. of the generated map $`g_n`$ is not a fixed point, an $`n`$-dependent function $`f_n(x)`$ can exist.

Choosing a suitable $`f_0`$, it is possible for the map $`g_n`$ generated from an $`n`$-independent $`f_n|_\mathrm{\Omega }`$ to have a periodic attractor. The typical generated map on $`\mathrm{\Omega }(f_n)`$ is a piece-wise linear map of slope $`1\epsilon `$. The most general one is given by the Nagumo-Sato map,

$$x_{n+1}=(1\epsilon )x_n+wmod1,0<\epsilon <1.$$

This map is generated from the initial function,

$$f_0(x)=\{\begin{array}{ccc}\frac{w}{\epsilon }& \text{for}& x[0,\frac{1w}{1\epsilon })\{\frac{w}{\epsilon }\}\hfill \\ \frac{w1}{\epsilon }& \text{for}& x[\frac{1w}{1\epsilon },1)\{\frac{w1}{\epsilon }\}.\hfill \end{array}$$
(3)
Note that each partial function is constant here.

### 3.3 Emergence of Elements

In the Subsection 3.1, we stated a theorem asserting the stability around a fixed point, and in Subsection 3.2, we introduced the generated map. To close the present section, we now study the emergence of a piecewise constant function.

If $`f_n(x)`$ is constant around a fixed point $`q`$ (on $`A=[qa,q+b]`$), the corresponding generated map is given by $`g_n|_A(x)=(1\epsilon )(xq)+q`$. This generated map crosses the identity function at $`q`$ with slope $`1\epsilon `$ and has a stable fixed point $`q`$. Thus, if there is a subinterval $`B`$ ($`BA=\mathrm{}`$) on which $`f_n(B)A`$ is satisfied, then $`f_n(B)q`$ as $`n\mathrm{}`$, and a new flat part is generated. This constant function is $`n`$-independent (i.e. $`A,B\mathrm{\Omega }`$).

Since the generated map of a constant partial function $`f_n|_\mathrm{\Phi }`$ 444This interval $`\mathrm{\Phi }`$ is not necessarily identical to $`\mathrm{\Omega }`$. has slope $`1\epsilon `$. As long as the values $`f_n(x^{})`$ and $`f_n(x^{\prime \prime })`$ refer to $`\mathrm{\Phi }`$, the difference between them decreases by the factor $`1\epsilon `$ per iteration. That is, if $`f_n(x^{\prime \prime })=f_n(x^{})+\delta `$, and $`f_n(x^{})`$ and $`f_n(x^{\prime \prime })`$ refer to $`\mathrm{\Phi }`$, then $`|f_{n+1}(x^{})f_{n+1}(x^{\prime \prime })|=(1\epsilon )|f_n(x^{\prime \prime })f_n(x^{})|=(1\epsilon )\delta `$. From this consideration, $`f_{\mathrm{}}`$ is expected to be a piecewise constant function. In fact, all computer simulations carried out to this time support this conjecture.555The partial function $`f_0(x)|_A=x`$ is also $`n`$-independent. If we start from this identity partial function, it is maintained under the FD. However, a slight perturbation from it leads to a piecewise constant function..

From the graph theoretical point of view, the function $`f_n`$ is regarded as a graph with vertices $`x^{}`$ and directed edges $`x^{}f_n(x^{})`$.666Note that the direction of an edge is opposite to the direction of the mapping (see Sec.4.2). In FD, a vertex corresponding to a flat piece is regarded as a single ‘element’, while an edge changes in time, according to the dynamics of $`f_n(x^{})`$. The evolution rule for edges is determined by the generated map, which is determined by the elements. In the next section, a class of network dynamics exhibited by FD systems is studied.

## 4 Dynamical Network

In the previous section, the emergence of ‘elements’ was discussed. There, it was seen how as $`n\mathrm{}`$, a function $`f_n`$ approaches a piecewise constant function, with each constant piece regarded as an element in a network. Each constant partial function determines one linear part of a piecewise linear generated map with slope $`(1\epsilon )`$. The generated map determines the dynamics of the edges. In this section, we study these dynamics.

### 4.1 Choice of the Initial Function

As illustrated for a particular case in Fig.1, we have found that beginning from most continuous initial functions, $`f_n`$ evolves torward a limit function with a shape that is too complicated to be computed. As long as we are interested in complex dynamics, however, we need to study the rather complicated generated maps that are formed generally through such temporal evolution.

We start by considering computer simulations to obtain a very rough sketch of the functional space.

In Fig.4, we display three initial functions ($``$-1) and the corresponding rough phase diagrams obtained numerically ($``$-2). In these phase diagrams ($``$-2), the horizontal axis represents $`\epsilon `$, and the vertical axis represents a parameter characterizing $`f_0(x)`$, which becomes a steeper as the value of this parameter increases. In this diagram, a dot is plotted in the case that $`f_n`$ does not converge to an $`n`$-independent function after 1000 steps (which is generally sufficient for transient behavior to have died out). In other words, for a parameter set indicated by a dot, the attractor of $`f_n`$ is time dependent, while at all other points, $`f_n`$ converges to an $`n`$-independent function.

Recall that the stability around a fixed point depends on $`\epsilon `$ (see Sec.3.1). The stability criterion curve given in Sec.3.1 is also plotted in Figs.4.($``$-2). Below this curve, the fixed points indicated in ($``$-1) are stable (while above the curve they are unstable), and therefore here the graph around the fixed point converges to flat pieces.

If the graph around a fixed point $`q`$ ($`qA`$) is flat, then all $`f_n(x)A`$ converge to $`q`$ as $`n\mathrm{}`$. As shown in Fig.4, the stability around a fixed point plays an important role in determining whether $`f_n`$ is $`n`$-dependent or $`n`$-independent.777As shown previously, there is a gap between the stability criterion curve of the fixed point and the boundary between the phases corresponding to $`n`$-dependent and $`n`$-independent functions. Probably this gap can be reduced by considering the fixed points of $`f_1`$, $`f_2`$, $`\mathrm{}`$, successively, and by using a proper renormalization procedure . However, this has not yet been successfully carried out.

To avoid the complicated effect of the folding of the graph of $`f_n`$, and to focus on the dynamics of the network, we choose an appropriate piecewise constant function as the initial function $`f_0`$. Let $`I`$ be divided into $`N`$ non-overlapping subintervals $`I^i`$ ($`I=_0^{N1}I^i`$ and $`I^iI^j=\mathrm{}`$). The initial function is chosen as

$$f_0(x)=\underset{i=1}{\overset{N}{}}a_{}^{i}{}_{0}{}^{}1^{I^i}(x).$$
(4)
Here, the indicating function is defined as

$$1^{I^i}(x)=\{\begin{array}{cc}1\hfill & xI^i\hfill \\ 0\hfill & xI^i,\hfill \end{array}$$

and $`f_0(I^i)=a_{}^{i}{}_{0}{}^{}`$. In this section, we consider the case in which the $`a_{}^{i}{}_{0}{}^{}`$ are chosen randomly, using a uniform distribution on $`[0,1]`$.

Although the above initial function may seem too simple or too special to study the network dynamics of a FD system, in fact this is not the case.

* As mentioned in the previous section, a continuous $`f_n`$ approaches a piecewise constant function (consisting of a finite or infinite number of pieces) as $`n\mathrm{}`$.
* To study the dynamics of $`f_n`$, determining the stability around a fixed point is important. If a continuous partial function is unstable on both sides of a fixed point $`q`$ for all $`n`$, then the value of the partial function does not converge to $`q`$. In such a situation, we believe that partial functions $`f_n|_{[a,q)}`$ and $`f_n|_{(q,b]}`$ approaches a constant function and do not take the value $`q`$.

Of course, the set of limit functions resulting from the set of all continuous initial functions is not identical to that resulting from the set of all piecewise constant initial functions. However, the limit function realized with a piecewise constant initial function takes finite number of values (if $`N`$ is finite), and each partial function displays periodic motion with finite period (because $`g_{n}^{}{}_{}{}^{}=1\epsilon <1`$). This implies that there exists a continuous initial function $`h_0`$ that satisfies $`h_0|_A=f_n|_A`$ on the set $`A=\{f_n(I^i)\}`$ (for all $`i`$ after the transient behavior has died out).

### 4.2 Classification of the Dynamical Network

Using $`f_0`$ as defined in the previous subsection, we numerically computed the temporal evolution of $`f_n`$. In Fig.5, two typical results (excluding transients) are displayed. In this set of simulations, we choose $`N=30`$ and $`\epsilon =0.1`$. We find that some neighboring subintervals are mapped to the same value after the transient behavior has ended, i.e., $`f_n(I^i)=f_n(I^{i+1})`$ for sufficiently large $`n`$. In this case, these subintervals join to form a new subinterval. In such situation, the indices of the subintervals are renumbered. \[Hence the maximal value of the index $`i`$ for the subintervals $`I^i`$ can become smaller than $`N1`$ (26 in Fig.5(a) and 24 in Fig.5(b)).\]

For most initial functions, $`f_n(x)`$ falls on an attractor rapidly (by $`n100`$). In Figs.5($``$-1), the graphs of $`f_n`$ ($`n=1000`$$`1010`$) are overlaid. As three typical examples we show the behavior of $`f_n|_{I^6}`$, $`f_n|_{I^2}`$ and $`f_n|_{I^{13}}`$ specifically. In (a-1), the period of $`f_n|_{I^6}`$ is 5 and the period of $`f_n|_{I^2}`$ and $`f_n|_{I^{13}}`$ is 10. In (b-1), the period of all periodic partial functions is 145. Although there seems to be no easily discernible difference between two time series, there is a significant difference between the structures of their networks.

We now set out to describe the function dynamics in terms of network dynamics. First, let $`S_n(i)`$ be a function mapping a set of indices to itself. We define $`S_n(i)`$ and $`S(i)`$ as follows: $`S_n(i)=j`$ if $`f_n(I^i)I^j`$ and $`S(i):=_nS_{n+m}(i)`$ for sufficiently large $`n`$ and $`m`$. In other words $`S(i)`$ is the set of all $`S_n(i)`$ after transient behavior. A directed edge $`ab`$ in Figs.5($``$-2) is drawn if $`aS(b)`$.888The direction of the edge is opposite to the direction of the mapping $`f_n`$. Here the direction of the edge is chosen to be in the direction of the propagation of a perturbation applied to at one partial function, which is discussed in the next subsection.

Now, let $`\lambda `$ be a set of indices. Here, two classes of $`\lambda `$ are important for later discussion.

* i) The class for which $`S(\lambda )\lambda `$. In this case, $`f_n|_{I^i}`$ ($`i\lambda `$) evolves independently. This means that the time evolution of $`f_n|_{I^i}`$ ($`i\lambda `$) is not influenced by a perturbation applied to the value of $`f_n|_{I^j}`$ for any $`j\lambda `$.

If two sets of indices $`\lambda _0`$ and $`\lambda _1`$ satisfy this condition and if $`\lambda _0\lambda _1`$, we say that ‘$`\lambda _0`$ and $`\lambda _1`$’ are hierarchical. 999We call the generated map $`g_n|_{I^i}`$ ($`i\lambda _1`$) a ‘meta-map’ . In this situation, a perturbation applied to $`f_n|_{I^i}`$ ($`i\lambda _0)`$ can influence the evolution of $`f_n|_{I^j}`$ ($`j\lambda _1\lambda _0`$), but a perturbation applied to $`f_n|_{I^j}`$ ($`j\lambda _1\lambda _0`$) does not influence the evolution of $`f_n|_{I^i}`$ ($`i\lambda _0`$).
* ii) The class for which $`S(\lambda )=\lambda `$. In this case, if $`\lambda `$ consists of a single element, it is a fixed point. If $`\lambda `$ consists of more than one elements the network formed by $`S(\lambda )`$ possesses a loop. This means that $`iS(i)S(S(i))S(S(S(i)))\mathrm{}`$ for some indices $`i`$. Then, if some perturbation is applied to at $`f_n|_{I^i}`$ for $`i`$ contained in this loop, the effect propagates through the loop and eventually returns to $`i`$ itself. In this case, we say that $`\lambda `$ is ‘entangled’.

In Figs.5($``$-2), sets $`\lambda `$ satisfying $`S(\lambda )\lambda `$ are contained within squares drawn with broken lines, while entanglements are indicated by loops drawn with broken lines. As shown, the network in Fig.5(a) is hierarchical with four layers, and there is no entanglement. Contrastingly, the network in Fig.5(b) has two entanglements (two loops).

The shape of the network is determined by the manner in which intervals are related under $`f_n`$, and the shape can be preserved even if the period of each partial function is changed by changing the coupling $`\epsilon `$. Recall that the shape of the network is resulting from the contracting nature of the generated map. For this reason the shape can be preserved when a small change is made to the parameter $`\epsilon `$, and the network is stable with respect to the changes in $`\epsilon `$. Also, a network can be stable with respect to noise applied to each partial function. In the next subsection, we study the effect of noise on the network.

### 4.3 Entangled Network

Dynamical networks in FD systems can possess hierarchy and entanglement. As discussed above one difference between a network with entanglement and one without entanglement regards the behavior resulting from perturbation. In this subsection, we study the effect of noise on dynamical networks.

If a network is hierarchical and contains no loops (no entanglements), the evolution of $`f_n`$ can be ordered unidirectionally: $`n`$-independent partial functions determine an $`n`$-independent generated map, which drives $`n`$-dependent partial functions, which determine an $`n`$-dependent generated map, which drives other $`n`$-dependent partial functions, and so forth.101010 In Ref., this hierarchy is represented by meta-meta-… maps. In this case, the hierarchy of relations among partial functions is uniquely ordered through generated maps.

Now, we consider how a perturbation applied to one partial function propagates. For this purpose, we apply “noise” to one partial function, changing $`f_n|_A`$ to $`f_n|_A+\delta 1^A`$, with $`\delta `$ as a small number. Here the noise is added only at the $`n`$-th step, and later time evolution of the function is given by (1) without noise. We now study how the effect of such a perturbation is transmitted through the network.

In the case of a hierarchical network without entanglement, this noise propagates in one direction. In this case, there are three types of noise effects:

i) Noise destroys the network, and a new network appears.

ii) The effect of the noise disappears due to the contraction induced by the generated map.

iii) The effect of noise propagates unidirectionally the network, while the shape of the network is preserved. In this case, only the phase of oscillation of each partial function $`f_n|_A`$ is changed.

If the noise amplitude $`\delta `$ is not too large, the network shape is not destroyed, and the only important effect is that of type (iii). In this situation, the phase change of a partial function causes a phase change of the corresponding $`n`$-dependent generated map. As a result, the phase of the partial function driven by this generated map changes, and so forth. Hence, the noise effect for a sufficiently small amplitude $`\delta `$ in such a hierarchical network consists of represented as unidirectional propagation of phase changes through the network.

In the case of a network with entanglement, another type of noise effect, which is caused by loops, appears:

(iv) The noise effect circulates through a loop and leads to a transition to a new attractor.

In this case, the noise propagates unidirectionally in the loop and returns to the element to which the perturbation was applied. This returned noise changes the generated map again, and this effect, if it does not decay away, returns to the same element again. Due to the continuation of this process, a new attractor on the loop is formed. This behavior is in strong contrast with that seen in hierarchical networks without loops, in which only the phase of oscillation is changed.

#### 4.3.1 Simple Entanglement: An example

Now, we study the dynamics of a network with entanglement, using several different initial functions. First, let $`I=[0,1]`$ be divided into the subintervals $`I^i=(i/6,(i+1)/6)`$ $`(i=0,\mathrm{},5)`$, and the points $`\{i/6\}`$ ($`i=0,\mathrm{},6`$). (Obviously, $`I=({\displaystyle \underset{0}{\overset{5}{}}}(I^i))({\displaystyle \underset{0}{\overset{6}{}}}\{i/6\}.)`$ We define the initial function $`f_0`$ according to Eq.(4), in terms of the parameter $`a_{}^{i}{}_{0}{}^{}`$.

$$\{\begin{array}{cc}f_0(\{i/6\})\hfill & =i/6\hfill \\ a_{}^{0}{}_{0}{}^{}\hfill & I^2I^3\hfill \\ a_{}^{1}{}_{0}{}^{}\hfill & =0\hfill \\ a_{}^{2}{}_{0}{}^{}\hfill & I^4I^5\hfill \\ a_{}^{3}{}_{0}{}^{}\hfill & I^0I^1\hfill \\ a_{}^{4}{}_{0}{}^{}\hfill & =1\hfill \\ a_{}^{5}{}_{0}{}^{}\hfill & I^2I^3\hfill \end{array}$$
(5)
In Fig.6(a), an example of the limit function resulting from such an $`f_0`$ is displayed. In that case, the set of initial values $`a_{}^{i}{}_{0}{}^{}`$ were chosen as $`a_{}^{0}{}_{0}{}^{}=1/3+1/20`$, $`a_{}^{2}{}_{0}{}^{}=2/3+1/10`$, $`a_{}^{3}{}_{0}{}^{}=1/10`$, $`a_{}^{5}{}_{0}{}^{}=1/3+1/10`$ and $`\epsilon =0.11`$ was used. In the figure, the graphs of $`f_n`$ for $`n=1000`$$`1026`$ are overlaid. The period of $`f_n`$ here is 26.

The network for this function is shown in Fig.6(b). As seen, there are three loops. It was found that if $`\epsilon <1/6`$, the shape of the network does not change from the initial time, because the generated map satisfies the condition $`g_n|_{I^{2i}I^{2i+1}}I^{2i}I^{2i+1}`$ for $`i=0,1,2`$. Due to the nature of $`f_0`$ given by Eq.(5), the possible types of network structure are restricted. First, the partial functions $`f_n|_{I^1}`$ and $`f_n|_{I^4}`$ are $`n`$-independent. The other four $`f_n|_{I^i}`$ are $`n`$-dependent and refer to some $`I^{2j}I^{2j+1}`$ (for example, $`f_n(I^0)I^2`$ or $`I^3`$). Thus each of the four $`n`$-dependent partial functions refers to either of two subintervals at each time step. Accordingly, there are $`2\times 2\times 2\times 2`$ possibilities at each step. In Fig.7, the sixteen possible networks that are allowed for this type of initial function are displayed as the directed edges $`S_n(i)i`$. At each time step, $`f_n`$ corresponds to one of these sixteen possible networks. We call the number in the figure the ‘state’ of the network. Since the number of states, 16, is smaller than the period, 26, the network must exist in the same state (but with different values of the partial functions) at different times in a single period during the evolution.

The FD system we study can be described in terms of the dynamics of a network, consisting of successive transitions between the states defined in the above manner. The actual set of allowed transitions between states depends on the initial values $`a_{}^{i}{}_{0}{}^{}`$. By examining the FD of each partial function, case by case, one can show that possible sequences of transitions are of two types, as defined in Figs.8(a-2) and 8(b-2). These two types correspond to the cases in which $`f_0(I^0)f_0(I^5)`$ and $`f_0(I^0)=f_0(I^5)`$. There are two types of possible sets of transitions exhibited by the FD system, depicted schematically by Figs.8(a-2) and (b-2). Each type includes the transitions denoted by both solid and broken arrows in the figures, but for given $`a_{}^{i}{}_{0}{}^{}`$, the actual transition sequence includes only some of the transitions indicated. For the particular choices of $`f_0`$ considered here, only the transitions denoted by solid arrows occur.

Two examples of the sequence of transitions between states starting from two different initial functions are plotted in Fig.8. Here, two actual sequences of transitions between states from $`n=1000`$ to $`n=1030`$ are plotted in Figs.8(a-1) and (b-1), where $`f_0(I^0)=f_0(I^5)`$ is satisfied in (b-1) and not in (a-1). As shown in Fig.8, the set of possible transitions depends on whether $`f_0(I^0)=f_0(I^5)`$ is satisfied or not. This set in the former case is depicted in (b-2) and in the latter case in (a-2). (Note that these sets of transitions characterize long-time behavior, i.e., after transient behavior has ended.)

Now, the function $`f_n`$ on an attractor is characterized on three levels, according to i) the value of $`f_n|_{I^i}`$, ii) the state of the network, and iii) the set of possible transitions given in Figs.8($``$ -2).

#### 4.3.2 Transitions among Attractors in Entangled Networks

As discussed above, the behavior of the network dynamics in a FD system depends on the initial conditions, represented by the values $`a_{}^{i}{}_{0}{}^{}`$. Although the parameter characterizing the FD model, $`\epsilon `$, is fixed, the change undergone by the FD attractor as the $`a_{}^{i}{}_{0}{}^{}`$ are changed is bifurcation-like, because the generated map changes with the values of the $`a_{}^{i}{}_{0}{}^{}`$. To elucidate the dependence on the initial conditions, we carried out numerical simulations using the definition given in Eq.(5), employing various values of $`a_{}^{0}{}_{0}{}^{}`$, with all other $`a_{}^{i}{}_{0}{}^{}`$ ($`i=1,\mathrm{}5`$) values fixed. In Fig.9, the values $`a_{}^{0}{}_{n}{}^{}`$ on an attractor (after transients) are plotted with respect to $`a_{}^{0}{}_{0}{}^{}`$. The solid curve represents the period of the attractor of $`f_n`$ resulting from the corresponding initial value $`a_{}^{0}{}_{0}{}^{}`$. The flat pieces of this curve express the meaning that over the corresponding interval of $`a_{}^{0}{}_{0}{}^{}`$ values $`a_{}^{0}{}_{n}{}^{}`$ is on the same attractor. The stability of attractors with respect to changes of $`a_{}^{0}{}_{0}{}^{}`$ that the existence of these flat pieces reflects arises from the property that the slope of the generated map is less than unity. The discontinuities of this curve are caused by discontinuities of $`f_{\mathrm{}}`$.

By applying a perturbation to an attractor, a transition between attractors can result. Such a transition, on the other hand, can be understood as a propagation of noise through the network, as mentioned above. To see how such noise can propagate, we applied an instantaneous “noise” to $`f_n|_{I^0}`$, for sufficiently large $`n`$ that $`f_n`$ is on an attractor. (We took $`n=1000`$ avoid transients.) We computed the time evolution of the function after this perturbation, which is denoted $`h_n`$, and then measures the difference $`d_{}^{i}{}_{n}{}^{}`$ between $`h_n`$ and the unperturbed $`f_n`$: $`d_{}^{i}{}_{n}{}^{}=h_n|_{I^i}f_n|_{I^i}`$. In Fig.10, time series of $`d_{}^{i}{}_{n}{}^{}`$ are plotted.

The transitions among attractors progress as follows. At $`n=1000`$, the instantaneous noise is added. This noise first is transmitted to $`f_n|_{I^3}`$ (see Fig.6(c)). However, the effect of the perturbation decays on $`I^0`$ and $`I^3`$, as seen from $`d_n^0`$ plotted in (a) and $`d_n^3`$ plotted in (d) of Fig.10. Then, $`f_n|_{I^5}`$ is influenced by the noise. Through $`I^5`$, the noise effect is conveyed to $`f_n|_{I^2}`$, as seen in (b). For $`n1040`$, the value of $`f_n|_{I^2}`$ changes and this effect is transmitted back to $`f_n|_{I^0}`$. Hence, the noise effect circulates between $`I^0`$ and $`I^2`$, and for $`n>1040`$, $`f_n|_{I^2}`$ acts as a ‘pulse generator’. Here, the amplitude of the ‘pulse’ is of the same order as the noise. Note that the magnitude of $`d_{}^{i}{}_{n}{}^{}`$ is of a different order on each $`I^i`$: (a) $`d_{}^{0}{}_{n}{}^{}10^3`$, (b) $`d_{}^{2}{}_{n}{}^{}10^2`$, (c) $`d_{}^{3}{}_{n}{}^{}10^4`$, (d) $`d_{}^{5}{}_{n}{}^{}10^3`$. The noise effect is amplified on $`I^5`$ and is further amplified on $`I^2`$. From this point of view, we can consider the added noise to be stored in $`f_n|_{I^2}`$, which leads to a transition to a new attractor. This transition is possible because the network is entangled. In this case the noise effect returns to the interval where the noise was originally added. Then, deviation from the original attractor is sustained within the loop in which the noise effect is circulated. Hence the function switches to a new attractor.

### 4.4 Memory in a Dynamical Network

As is already discussed in Ref., our FD can be regarded as a system that transforms input to output through $`f_n(x)`$, with an input-output relationship that changes autonomously. Since such an autonomous change of an input-output relationship is commonly observed in biological cognitive systems, it is interesting to consider the possible function of an entangled network in this context.

When our function $`f_n`$ is regarded as defining an input-output relationship, the $`a_0^n`$-$`a_0^0`$ relation in Fig.10 represents the input dependence of the output. This relationship exhibits several thresholds with regard to change in the output behavior; when the input is changed beyond such a threshold, the output switches to new behavior. This switch can be caused by perturbing a partial function. The pulse generated by such a perturbation can be regarded as a memory. Within a network with loops, the input (a perturbation applied to one partial function at one time step) is memorized through the propagation of noise within the loop. Note that for this type of network, i) the attractor can be changed as a result of this noise through a transition process and that ii) information can be stored in some parts of the network by virtue of the circulation of the input. It would thus appear that a dynamical network of this kind has the potentiality to possess memory that depends on an input.

## 5 Summary and Discussion

### 5.1 Summary

In the present paper, FD has been studied by constructing initial functions suitable for analytical and numerical study, after basic introduction to a FD model in Sec.2.

It was shown that the dynamics of a FD system are represented by a generated map, a 1-dimensional map $`g_n`$ determined by the 1-dimensional map $`f_n`$. The generated map acts as the rule governing the temporal evolution of $`f_n(x)`$ (i.e., $`f_{n+1}(x)`$ is determined by $`g_n`$). For most initial conditions, after transient behavior dies away, the function $`f_n`$ is attracted to a piecewise-constant function. In other words, $`f_n`$ comes to be divided into partial functions, each of which is constant. In Sec.3, the stability of these piecewise-constant functions was discussed. In Sec.4 we considered the behavior resulting when we start from a piecewise-constant function, where each constant partial function is regarded as an element of a network. The dynamics of such a network, which generate a rule to drive the network itself, were also studied in Sec.4.

After defining initial functions appropriate to allow for the behavior described above in Sec.4.1, the dynamics of the resulting type of network were classified in Sec.4.2. In one class, the dynamics of the partial functions are determined hierarchically. These partial functions are unidirectionally ordered in a tree, in which each partial function in an upper level is driven by partial functions by lower levels. In this case, the effect of a perturbation applied to a partial function is transmitted unidirectionally through the partial functions.

In Sec.4.3, we studied another class of network dynamics, that in which there is ‘entanglement’, in the sense that dynamics of some partial functions are influenced by other partial functions. The structure of such entanglement, i.e., the mutual influence of different partial functions on the rules for their dynamics, was analyzed. In Secs.4.3.1 and 4.3.2, this entanglement was studied by considering particular sets of initial conditions. It was shown that a perturbation (representing an input to one partial function) circulates through a loop in the network, and as a result, the network dynamics can switch to a new attractor. The ability of this network to model a memory was discussed.

In conclusion, we have found that the FD system we have studied can form a hierarchically entangled dynamical network. We believe that such a system may be useful in modeling the spontaneous emergence of rules governing dynamics in biological system.

### 5.2 Dynamical Network

In general, a network consists of elements and directed edges between elements. Information is transmitted through directed edges, and the internal state of an element (i.e., the value of the partial function) changes accordingly. The terminal of a given directed edge depends on the dynamics of this internal state.

In this paper, the function of a FD system is represented by a network according to the following prescription:

* An element in the network consists of a connected subinterval on which the value of the function $`f_n(x)`$ is constant. According to the results of our simulations, it appears that the formation of such constant subintervals is a general characteristic of FD systems, as discussed in Sec.3.
* Directed edges are determined by the relations among the intervals induced by $`f_n`$. Specifically, if $`f_n(A)B`$ is satisfied, there is a directed edge from $`B`$ to $`A`$, represented as $`BA`$ in the graph of a network.
* The internal state of the element $`A`$ is defined as the value $`f_n|_A(x)`$.
* The transmitted information from $`B`$ to $`A`$ is the value $`f_n|_B(x)`$.

The shape of a network changes through the change of its directed edges. For example, the edge $`BA`$ changes to $`CA`$, if $`g_nf_n(A)C`$. With this representation, a dynamical network for a FD system can be formulated.

The advantage of a FD model lies in the simultaneous formation of elements and edges. Through the FD, elements and edges emerge from an infinite-dimensional functional space. In most studies of dynamical networks, a fixed set of elements along with rules that govern the evolution of the edges are prescribed.111111 This holds for all neural network models, and if also holds for the models used in recent studies of networks . However, many biological (including cognitive and social) systems have the ability to generate rules governing their dynamics spontaneously. As a simple example, consider signal transduction in a cell. There, signal molecules change the state of a cell, and play a role in determining the dynamics. However, the results governing this function are not necessarily prescribed by chemical reaction rules, but are determined by the state of the cell, which is realized through the reaction network dynamics. It is true that investigation to elucidate the microscopic dynamics involving signal molecules is important to understand such context-dependent functions of signal molecules. However, it is also necessary to adopt an approach from a higher, macroscopic level, which can be represented by a functional system. Of course, the same can be said about a cognitive systems consisting of neurons.

The FD approach is based on self-referential structure represented by $`f_nf_n`$, which was introduced to understand how elements and rules are generated simultaneously and interdependently. The fixed point $`f_n(x)=f_nf_n(x)`$ represents a self-consistent condition in which operation by the function does not change the function itself. This fixed point determines intervals on which the function is constant. These intervals act as the basic elements in the network, and drive other intervals. The constant intervals formed due to fixed points provide rules governing the dynamics of the other intervals. The network thus generated can possess hierarchy and entanglement.

Hierarchy in a network is commonly observed in biological (as well as cognitive and social) systems. In some cases, such hierarchy is simple, and the network possesses a tree structure. In some other cases, the hierarchy is not simple, and the network is entangled; i.e., there exists mutual dependence of the dynamics of elements. In such a case, the network itself changes spontaneously. Such network dynamics can also be changed with inputs. Features of this kind that exist in real biological networks were also shown to exist in our FD system in this paper. Considering the simplicity of our model (1), the results found here give reason to believe that these features exist quite generally in network systems that maintain themselves through temporal evolution. It is therefore important to study how concepts formulated with regard to FD can be applied to real biological network dynamics.

### 5.3 Future Problems

The limit function investigated here starts from a piecewise constant function $`f_0`$. However, in a more general investigation, we also need to consider the case in which such initial functions are continuous. With a continuous $`f_0`$, the limit function can consist of an infinite number of constant partial functions. We believe that infinite hierarchy and infinite entanglement can be generated in this case. Characterization of the dynamics in a system with such infinite hierarchy is a future problem.

The stability of a higher-order structure, such as hierarchy and entanglement in a network, is an important problem in FD. Though the theorem stated in Sec.3 is valid only for an $`n`$-independent partial function (although we hope to generalize it in future), we believe that attractors in a FD system are stable, because the slope of the generated map is $`1\epsilon `$.

By adding noise (i.e., an input to one or more partial functions) with a finite magnitude, a transition between attractors can occur. Consider a perturbation applied to the system by changing the value of $`f_n|_{I^i}`$. As a result, any partial function $`f_n|_{I^j}`$ that satisfies $`f_n|_{I^j}I_i`$ is influenced by this change in $`f_n|_{I^i}`$. In this manner, applied noise is transmitted along edges in the network. During this transmission, the noise 1) will decrease due to the contracting nature of the generated map $`g_n`$, but 2) it may cause a transition to a new attractor for each $`f_n|_{I^i}`$ when the noise causes $`f_n|_{I^j}`$ to switch to a new branch in the generated map. (Note that the generated map is discontinuous.) If a transition to a new attractors does not occur for any $`n`$, the influence of the noise eventually disappears, due to the contraction imparted by the generated map.

Considering the successive addition of inputs (noise), one can study how the inputs are ‘memorized’ in the network. Note, however, that there is a difficulty involved with the continuous addition of noise in our model. Also, when noise is added to fixed points, the network structure may be completely destroyed.121212If the noise is applied instantaneously, in most cases, the $`n`$-independent function around the fixed point changes to a new $`n`$–independent function around a new fixed point, and the structure of the network is preserved. Indeed, in a FD system with noise added continuously in time, if the magnitude of this noise is sufficiently large,the function becomes constant over all intervals. One possible way to avoid this problem is to consider a FD on a torus ($`S^1`$), i.e., a map on a circle. In this case there exists a function that has no fixed points. The study of FD on a circle is an interesting extension to be considered in the future.

Acknowledgment

The authors acknowledge Y. Takahashi and T. Namiki for their discussion and mathematical suggestions. They thank T. Ikegami and S. Sasa for stimulating discussions. This work is partially supported by Grants-in-Aid for Scientific Research from the Ministry of Education, Science and Culture of Japan.