Information Geometry of Dynamics on Graphs and Hypergraphs

Abstract: We introduce a new information-geometric structure associated with the dynamics on discrete objects such as graphs and hypergraphs. The presented setup consists of two dually flat structures built on the vertex and edge spaces, respectively. The former is the conventional duality between density and potential, e.g., the probability density and its logarithmic form induced by a convex thermodynamic function. The latter is the duality between flux and force induced by a convex and symmetric dissipation function, which drives the dynamics of the density. These two are connected topologically by the homological algebraic relation induced by the underlying discrete objects. The generalized gradient flow in this doubly dual flat structure is an extension of the gradient flows on Riemannian manifolds, which include Markov jump processes and nonlinear chemical reaction dynamics as well as the natural gradient and mirror descent. The information-geometric projections on this doubly dual flat structure lead to information-geometric extensions of the Helmholtz-Hodge decomposition and the Otto structure in $L^{2}$ Wasserstein geometry. The structure can be extended to non-gradient nonequilibrium flows, from which we also obtain the induced dually flat structure on cycle spaces. This abstract but general framework can extend the applicability of information geometry to various problems of linear and nonlinear dynamics.