arXiv subjects
Publications and source records attributed to Kurusch Ebrahimi-Fard.
In this paper we explore the Lie enveloping algebra of a post-Lie algebra derived from a classical $R$-matrix. An explicit exponential solution of the corresponding Lie bracket flow is presented. It is based on the solution of a post-Lie Magnus-type differential equation.
Calculating multiple zeta values at arguments of any sign in a way that is compatible with both the quasi-shuffle product as well as meromorphic continuation, is commonly referred to as the renormalisation problem for multiple zeta values. We consider the set of all solutions to this problem and provide a framework for comparing its elements in terms of a free and transitive action of a particular subgroup of the group of characters of the quasi-shuffle Hopf algebra. In particular, this provides a transparent way of relating different solutions at non-positive values, which answers an open question in the recent literature.
We consider stochastic differential systems driven by continuous semimartingales and governed by non-commuting vector fields. We prove that the logarithm of the flowmap is an exponential Lie series. This relies on a natural change of basis to vector fields for the associated quadratic covariation processes, analogous to Stratonovich corrections. The flowmap can then be expanded as a series in compositional powers of vector fields and the logaritm of the flowmap can thus be expanded in the Lie algebra of vector fields. Further, we give a direct self-contained proof of the corresponding Chen-Strichartz formula which provides an explicit formula for the Lie series coefficients. Such exponential Lie series are important in the development of strong Lie group integration schemes that ensure approximate solutions themselves lie in any homogeneous manifold on which the solution evolves.
We describe in this work all solutions to the problem of renormalizing multiple zeta values at arguments of any sign in a quasi-shuffle compatible way. As a corollary we clarify the relation between different renormalizations at non-positive values appearing in the recent literature.
A convenient way to represent a nonlinear input-output system in control theory is via a Chen-Fliess functional expansion or Fliess operator. The general goal of this paper is to describe how to approximate Fliess operators with iterated sums and to provide accurate error estimates for two different scenarios, one where the series coefficients are growing at a local convergence rate, and the other where they are growing at a global convergence rate. In each case, it is shown that the error estimates are achievable in the sense that worst case inputs can be identified which hit the error bound. The paper then focuses on the special case where the operators are rational, i.e., they have rational generating series. It is shown in this situation that the iterated sum approximation can be realized by a discrete-time state space model which is a rational function of the input and state affine. In addition, this model comes from a specific discretization of the bilinear realization of the rational Fliess operator.
The aim of this work is to outline in some detail the use of combinatorial algebra in planar quantum field theory. Particular emphasis is given to the relations between the different types of planar Green's functions. The key object is a Hopf algebra which is naturally defined on non-commuting sources, and the fact that its genuine unshuffle coproduct splits into left- and right unshuffle half-coproduts. The latter give rise to the notion of unshuffle bialgebra. This setting allows to describe the relation between planar full and connected Green's functions by solving a simple linear fixed point equation. A modification of this linear fixed point equation gives rise to the relation between planar connected and one-particle irreducible Green's functions. The graphical calculus that arises from this approach also leads to a new understanding of functional calculus in planar QFT, whose rules for differentiation with respect to non-commuting sources can be translated into the language of growth operations on planar rooted trees. We also include a brief outline of our approach in the framework of non-planar theories.
In this work a combinatorial description is provided of a Faa di Bruno type Hopf algebra which naturally appears in the context of Fliess operators in nonlinear feedback control theory. It is a connected graded commutative and non-cocommutative Hopf algebra defined on rooted circle trees. A cancellation free forest formula for its antipode is given.
We consider pairs of Lie algebras $g$ and $\bar{g}$, defined over a common vector space, where the Lie brackets of $g$ and $\bar{g}$ are related via a post-Lie algebra structure. The latter can be extended to the Lie enveloping algebra $U(g)$. This permits us to define another associative product on $U(g)$, which gives rise to a Hopf algebra isomorphism between $U(\bar{g})$ and a new Hopf algebra assembled from $U(g)$ with the new product. For the free post-Lie algebra these constructions provide a refined understanding of a fundamental Hopf algebra appearing in the theory of numerical integration methods for differential equations on manifolds. In the pre-Lie setting, the algebraic point of view developed here also provides a concise way to develop Butcher's order theory for Runge--Kutta methods.
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary semimartingales. The computation relies on the lift to quasi-shuffle algebras of formulas involving products of Ito integrals of semimartingales. Whereas the Chen-Strichartz formula computing the logarithm of the Stratonovich flow map is classically expanded as a formal sum indexed by permutations, the analogous formula in Ito calculus is naturally indexed by surjections. This reflects the change of algebraic background involved in the transition between the two integration theories.
Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the lattice of non-crossing partitions. In this work we explore another approach to free cumulants and to their combinatorial study using a combinatorial Hopf algebra structure on the linear span of non-crossing partitions. The generating series of free moments is seen as a character on this Hopf algebra. It is characterized by solving a linear fixed point equation that relates it to the generating series of free cumulants. These phenomena are explained through a process similar to (though different from) the arborification process familiar in the theory of dynamical systems, and originating in Cayley's work.
Free cumulants were introduced as the proper analog of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the combinatorics of classical cumulants is well expressed in terms of set partitions, the one of free cumulants is described, and often introduced in terms of non-crossing set partitions. The formal series approach to classical and free cumulants also largely differ. It is the purpose of the present article to put forward a different approach to these phenomena. Namely, we show that cumulants, whether classical or free, can be understood in terms of the algebra and combinatorics underlying commutative as well as non-commutative (half-)shuffles and (half-)unshuffles. As a corollary, cumulants and free cumulants can be characterized through linear fixed point equations. We study the exponential solutions of these linear fixed point equations, which display well the commutative, respectively non-commutative, character of classical, respectively free, cumulants.
Given two nonlinear input-output systems written in terms of Chen-Fliess functional expansions, it is known that the feedback interconnected system is always well defined and in the same class. An explicit formula for the generating series of a single-input, single-output closed-loop system was provided by the first two authors in earlier work via Hopf algebra methods. This paper is a sequel. It has four main innovations. First, the full multivariable extension of the theory is presented. Next, a major simplification of the basic set up is introduced using a new type of grading that has recently appeared in the literature. This grading also facilitates a fully recursive algorithm to compute the antipode of the Hopf algebra of the output feedback group, and thus, the corresponding feedback product can be computed much more efficiently. The final innovation is an improved convergence analysis of the antipode operation, namely, the radius of convergence of the antipode is computed.
We exhibit the double q-shuffle structure for the qMZVs recently introduced by Y. Ohno, J. Okuda and W. Zudilin.
This paper provides a dendriform-tree setting for Fliess operators with matrix-valued inputs. This class of analytic nonlinear input-output systems is convenient, for example, in quantum control. In particular, a description of such Fliess operators is provided using planar binary trees. Sufficient conditions for convergence of the defining series are also given.
Bell polynomials appear in several combinatorial constructions throughout mathematics. Perhaps most naturally in the combinatorics of set partitions, but also when studying compositions of diffeomorphisms on vector spaces and manifolds, and in the study of cumulants and moments in probability theory. We construct commutative and noncommutative Bell polynomials and explain how they give rise to Faà di Bruno Hopf algebras. We use the language of incidence Hopf algebras, and along the way provide a new description of antipodes in noncommutative incidence Hopf algebras, involving quasideterminants. We also discuss Möbius inversion in certain Hopf algebras built from Bell polynomials.
We investigate the algebra of repeated integrals of semimartingales. We prove that a minimal family of semimartingales generates a quasi-shuffle algebra. In essence, to fulfill the minimality criterion, first, the family must be a minimal generator of the algebra of repeated integrals generated by its elements and by quadratic covariation processes recursively constructed from the elements of the family. Second, recursively constructed quadratic covariation processes may lie in the linear span of previously constructed ones and of the family, but may not lie in the linear span of repeated integrals of these. We prove that a finite family of independent Levy processes that have finite moments generates a minimal family. Key to the proof are the Teugels martingales and a strong orthogonalization of them. We conclude that a finite family of independent Levy processes form a quasi-shuffle algebra. We discuss important potential applications to constructing efficient numerical methods for the strong approximation of stochastic differential equations driven by Levy processes.
In this short and elementary note we derive a q-generalization of Euler's decomposition formula for the qMZVs recently introduced by Y. Ohno, J. Okuda, and W. Zudilin. This answers a question posed by these authors in [10].
The notion of trees plays an important role in Butcher's B-series. More recently, a refined understanding of algebraic and combinatorial structures underlying the Magnus expansion has emerged thanks to the use of rooted trees. We follow these ideas by further developing the observation that the logarithm of the solution of a lihear first-order finite-difference equation can be written in terms of the Magnus expansion taking place in a pre-Lie algebra. By using basic combinatorics on planar reduced trees we derive a closed formula for the Magnus expansion in the context of free tridendriform algebra. The tridendriform algebra structure on word quasi-symmetric functions permits us to derive a discrete analogue of the Mielnik-Plebanski-Strichartz formula for this logarithm.