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Kurusch Ebrahimi-Fard

Publications and source records attributed to Kurusch Ebrahimi-Fard.

At least 55 records · Page 3Linked to original sources
arXiv2018

Algebraic Structures and Stochastic Differential Equations driven by Levy processes

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.

math.PR↗
arXiv2018

Hopf-algebraic deformations of products and Wick polynomials

We present an approach to classical definitions and results on cumulant--moment relations and Wick polynomials based on extensive use of convolution products of linear functionals on a coalgebra. This allows, in particular, to understand the construction of Wick polynomials as the result of a Hopf algebra deformation under the action of linear automorphisms induced by multivariate moments associated to an arbitrary family of random variables with moments of all orders. We also generalise the notion of deformed product in order to discuss how these ideas appear in the recent theory of regularity structures.

math.PR↗
arXiv2018

Shuffle group laws. Applications in free probability

Commutative shuffle products are known to be intimately related to universal formulas for products, exponentials and logarithms in group theory as well as in the theory of free Lie algebras, such as, for instance, the Baker-Campbell-Hausdorff formula or the analytic expression of a Lie group law in exponential coordinates in the neighbourhood of the identity. Non-commutative shuffle products happen to have similar properties with respect to pre-Lie algebras. However, the situation is more complex since in the non-commutative framework three exponential-type maps and corresponding logarithms are naturally defined. This results in several new formal group laws together with new operations - for example a new notion of adjoint action particularly well fitted to the new theory. These developments are largely motivated by various constructions in non-commutative probability theory. The second part of the article is devoted to exploring and deepening this perspective. We illustrate our approach by revisiting universal products from a group-theoretical viewpoint, including additive convolution in monotone, free and boolean probability, as well as the Bercovici-Pata bijection and subordination products.

math.RA↗
arXiv2018

A group-theoretical approach to conditionally free cumulants

In this work we extend the recently introduced group-theoretical approach to moment-cumulant relations in non-commutative probability theory to the notion of conditionally free cumulants. This approach is based on a particular combinatorial Hopf algebra which may be characterised as a non-cocommutative generalisation of the classical unshuffle Hopf algebra. Central to our work is the resulting non-commutative shuffle algebra structure on the graded dual. It implies an extension of the classical relation between the group of Hopf algebra characters and its Lie algebra of infinitesimal characters and, among others, the appearance of new forms of adjoint actions of the group on its Lie algebra which happens to play a key role in the new algebraic understanding of conditionally free cumulants.

math.PR↗
arXiv2018

Monotone, free, and boolean cumulants: a shuffle algebra approach

The theory of cumulants is revisited in the "Rota way", that is, by following a combinatorial Hopf algebra approach. Monotone, free, and boolean cumulants are considered as infinitesimal characters over a particular combinatorial Hopf algebra. The latter is neither commutative nor cocommutative, and has an underlying unshuffle bialgebra structure which gives rise to a shuffle product on its graded dual. The moment-cumulant relations are encoded in terms of shuffle and half-shuffle exponentials. It is then shown how to express concisely monotone, free, and boolean cumulants in terms of each other using the pre-Lie Magnus expansion together with shuffle and half-shuffle logarithms.

math.CO↗
arXiv2018

Quasi-shuffle algebras and renormalisation of rough differential equations

The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series. For this purpose, we present a so-called arborification of the Hoffman--Ihara theory of quasi-shuffle algebra automorphisms. The latter are induced by formal power series, which can be seen to be special cases of the cointeraction of two Hopf algebra structures on rooted forests. In particular, the arborification of Hoffman's exponential map, which defines a Hopf algebra isomorphism between the shuffle and quasi-shuffle Hopf algebra, leads to a canonical renormalisation that coincides with Marcus' canonical extension for semimartingale driving signals. This is contrasted with the canonical geometric rough path of Hairer and Kelly by means of a recursive formula defined in terms of the coaction of the substitution bialgebra.

math.PR↗
arXiv2017

The Faa di Bruno Hopf algebra for multivariable feedback recursions in the center problem for higher order Abel equations

Poincare's center problem asks for conditions under which a planar polynomial system of ordinary differential equations has a center. It is well understood that the Abel equation naturally describes the problem in a convenient coordinate system. In 1989, Devlin described an algebraic approach for constructing sufficient conditions for a center using a linear recursion for the generating series of the solution to the Abel equation. Subsequent work by the authors linked this recursion to feedback structures in control theory and combinatorial Hopf algebras, but only for the lowest degree case. The present work introduces what turns out to be the nontrivial multivariable generalization of this connection between the center problem, feedback control, and combinatorial Hopf algebras. Once the picture is completed, it is possible to provide generalizations of some known identities involving the Abel generating series. A linear recursion for the antipode of this new Hopf algebra is also developed using coderivations. Finally, the results are used to further explore what is called the composition condition for the center problem.

math.CA↗
arXiv2017

Post-Lie Algebras, Factorization Theorems and Isospectral-Flows

In these notes we review and further explore the Lie enveloping algebra of a post-Lie algebra. From a Hopf algebra point of view, one of the central results, which will be recalled in detail, is the existence of a second Hopf algebra structure. By comparing group-like elements in suitable completions of these two Hopf algebras, we derive a particular map which we dub post-Lie Magnus expansion. These results are then considered in the case of Semenov-Tian-Shansky's double Lie algebra, where a post-Lie algebra is defined in terms of solutions of modified classical Yang-Baxter equation. In this context, we prove a factorization theorem for group-like elements. An explicit exponential solution of the corresponding Lie bracket flow is presented, which is based on the aforementioned post-Lie Magnus expansion.

math-ph↗
arXiv2017

A comodule-bialgebra structure for word-series substitution and mould composition

An internal coproduct is described, which is compatible with Hoffman's quasi-shuffle product. Hoffman's quasi-shuffle Hopf algebra, with deconcatenation coproduct, is a comodule-Hopf algebra over the bialgebra thus defined. The relation with J. Ecalle's mould calculus, i.e. mould composition and contracting arborification, is precised.

math.CO↗
arXiv2017

SISO Output Affine Feedback Transformation Group and Its Faa di Bruno Hopf Algebra

The general goal of this paper is to identify a transformation group that can be used to describe a class of feedback interconnections involving subsystems which are modeled solely in terms of Chen-Fliess functional expansions or Fliess operators and are independent of the existence of any state space models. This interconnection, called an output affine feedback connection, is distinguished from conventional output feedback by the presence of a multiplier in an outer loop. Once this transformation group is established, three basic questions are addressed. How can this transformation group be used to provide an explicit Fliess operator representation of such a closed-loop system? Is it possible to use this feedback scheme to do system inversion purely in an input-output setting? In particular, can feedback input-output linearization be posed and solved entirely in this framework, i.e., without the need for any state space realization? Lastly, what can be said about feedback invariants under this transformation group? A final objective of the paper is to describe the Lie algebra of infinitesimal characters associated with the group in terms of a pre-Lie product.

math.OC↗
arXiv2017

Post-Lie algebras and factorization theorems

In this note we further explore the properties of universal enveloping algebras associated to a post-Lie algebra. Emphasizing the role of the Magnus expansion, we analyze the properties of group like-elements belonging to (suitable completions) of those Hopf algebras. Of particular interest is the case of post-Lie algebras defined in terms of solutions of modified classical Yang-Baxter equations. In this setting we will study factorization properties of the aforementioned group-like elements.

math.RA↗
arXiv2016

Epsilon-noncrossing partitions and cumulants in free probability

Motivated by recent work on mixtures of classical and free probabilities, we introduce and study the notion of $ε$-noncrossing partitions. It is shown that the set of such partitions forms a lattice, which interpolates as a poset between the poset of partitions and the one of noncrossing partitions. Moreover, $ε$-cumulants are introduced and shown to characterize the notion of $ε$-independence.

math.CO↗
arXiv2016

Duality and (q-)multiple zeta values

Following Bachmann's recent work on bi-brackets and multiple Eisenstein series, Zudilin introduced the notion of multiple q-zeta brackets, which provides a q-analog of multiple zeta values possessing both shuffle as well as quasi-shuffle relations. The corresponding products are related in terms of duality. In this work we study Zudilin's duality construction in the context of classical multiple zeta values as well as various q-analogs of multiple zeta values. Regarding the former we identify the derivation relation of order two with a Hoffman-Ohno type relation. Then we describe relations between the Ohno-Okuda-Zudilin q-multiple zeta values and the Schlesinger-Zudilin q-multiple zeta values.

math.NT↗
arXiv2016

Evaluating Generating Functions for Periodic Multiple Polylogarithms

The goal of the paper is to give a systematic way to numerically evaluate the generating function of a periodic multiple polylogarithm using a Chen-Fliess series with a rational generating series. The idea is to realize the corresponding Chen-Fliess series as a bilinear dynamical system. A standard form for such a realization is given. The method is also generalized to the case where the multiple polylogarithm has non-periodic components. This allows one, for instance, to numerically validate the Hoffman conjecture. Finally, a setting in terms of dendriform algebras is provided.

math.NT↗
arXiv2016

The Hopf algebra of (q)multiple polylogarithms with non-positive arguments

We consider multiple polylogarithms in a single variable at non-positive integers. Defining a connected graded Hopf algebra, we apply Connes' and Kreimer's algebraic Birkhoff decomposition to renormalize multiple polylogarithms at non-positive integer arguments, which satisfy the shuffle relation. The q-analogue of this result is as well presented, and compared to the classical case.

math.NT↗
arXiv2016

Renormalisation of q-regularised multiple zeta values

We consider a particular one-parameter family of q-analogues of multiple zeta values. The intrinsic q-regularisation permits an extension of these q-multiple zeta values to negative integers. Renormalised multiple zeta values satisfying the quasi-shuffle product are obtained using an Hopf algebraic Birkhoff factorisation together with minimal subtraction.

math.NT↗
arXiv2015

Center problem, Abel equation and the Faa di Bruno Hopf algebra for output feedback

A combinatorial interpretation is given of Devlin's word problem underlying the classical center-focus problem of Poincare for non-autonomous differential equations. It turns out that the canonical polynomials of Devlin are from the point of view of connected graded Hopf algebras intimately related to the graded components of a Hopf algebra antipode applied to the formal power series of Ferfera. The link is made by passing through control theory since the Abel equation, which describes a center, is equivalent to an output feedback equation, and the Hopf algebra of output feedback is derived from the composition of iterated integrals rather than just the products of iterated integrals, which yields the shuffle algebra. This means that the primary algebraic structure at play in Devlin's approach is actually not the shuffle algebra, but a Faa di Bruno type Hopf algebra, which is defined in terms of the shuffle product but is a distinct algebraic structure.

math.RA↗