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I'm trying to work through Karl Friston's mathematical derivation of the Free Energy Principle from Langevin Dynamics (see this paper). I'm confused about the part at the end of page 8 where he uses the Ao/Helmholtz decomposition to rewrite the flow, $f(x)$ from the Langevin equation $\frac{dx}{dt} = f(x) + \omega$, into $f(x) = (\Gamma - Q) \nabla_x \ln(p^{\ *}(x))$ at non-equilibrium steady state (NESS). The probability density over states at NESS (i.e. NESS Density) is denoted $p^{\ *}(x)$.

What I understand so far:

  • The Helmholtz decomposition splits a vector field into the sum of an irrotational (curl-free) vector field $\Gamma$ and a solenoidal (divergence-free) vector field $Q$.
  • NESS is different from ESS because there's an arrow of time.
  • I get why $f(x) = (\Gamma - Q) \nabla_x \ln(p^{\ *}(x)) \implies \frac{dp^{\ *}(x)}{dt} = 0$. The explanation in Appendix 11.1 was pretty clear.

What I don't understand:

  • How exactly does the solenoidal flow prevent the system from "relaxing into an ESS"? The Helmholtz decomposition was supposed to answer this question, but I don't see how it does.
  • How do "the separable ‘dissipative’ (noise) and ‘solenoidal’ components [...] perform a gradient descent" here? I only know about gradient descent from machine learning and I assume that the term means something different in this context.

I think I'm probably missing some prerequisite concepts and/or background, so any suggestions as to where I could learn what I need to learn to understand this would be greatly appreciated.

(EDIT: Removed some sub-questions.)

Ariel
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2 Answers2

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I wrote up the full derivation in detail here: https://shianghuacheng.notion.site/Explaining-the-Free-Energy-Principle-to-my-past-self-118fcfd4925d8035ba35c1609bd81243.

Ariel
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Note that the key fact (apprently not mentioned in the Friston paper) is that $Q$ is skew symmetric matrix. If you plug Ping Ao's decomposition into the difffusion equation you get $\partial_\mu Q_{\mu\nu} \partial_\nu p^*$ which is zero because of the antisymmetry.

mike stone
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