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Markus Rosenkranz

Publications and source records attributed to Markus Rosenkranz.

15 recordsLinked to original sources

Integro-differential rings on species and derived structures

In the theory of species, differential as well as integral operators are known to arise in a natural way. In this paper, we shall prove that they precisely fit together in the algebraic framework of integro-differential rings, which are themselves an abstraction of classical calculus (incorporating its Fundamental Theorem). The results comprise (set) species as well as linear species. Localization of (set) species leads to the more general structure of modified integro-differential rings, previously employed in the algebraic treatment of Volterra integral equations. Furthermore, the ring homomorphism from species to power series via taking generating series is shown to be a (modified) integro-differential ring homomorphism. As an application, a topology and further algebraic operations are imported to virtual species from the general theory of integro-differential rings.

math.CO

An Algebraic Approach to Fourier Transformation

The notion of Fourier transformation is described from an algebraic perspective that lends itself to applications in Symbolic Computation. We build the algebraic structures on the basis of a given Heisenberg group (in the general sense of nilquadratic groups enjoying a splitting property); this includes in particular the whole gamut of Pontryagin duality. The free objects in the corresponding categories are determined, and various examples are given. As a first step towards Symbolic Computation, we study two constructive examples in some detail -- the Gaussians (with and without polynomial factors) and the hyperbolic secant algebra.

math.RA

Heisenberg Groups via Algebra

We introduce a general class of Heisenberg groups motivated by applications of algebraic Fourier theory. Basic properties are examined from a homological perspective.

math.RA

An Integro-Differential Structure for Dirac Distributions

We develop a new algebraic setting for treating piecewise functions and distributions together with suitable differential and Rota-Baxter structures. Our treatment aims to provide the algebraic underpinning for symbolic computation systems handling such objects. In particular, we show that the Green's function of regular boundary problems (for linear ordinary differential equations) can be expressed naturally in the new setting and that it is characterized by the corresponding distributional differential equation known from analysis.

math.RA

On Rings of Differential Rota-Baxter Operators

Using the language of operated algebras, we construct and investigate a class of operator rings and enriched modules induced by a derivation or Rota-Baxter operator. In applying the general framework to univariate polynomials, one is led to the integro-differential analogs of the classical Weyl algebra. These are analyzed in terms of skew polynomial rings and noncommutative Groebner bases.

math.RA

An Algebraic Study of Multivariable Integration and Linear Substitution

We set up an algebraic theory of multivariable integration, based on a hierarchy of Rota-Baxter operators and an action of the matrix monoid as linear substitutions. Given a suitable coefficient domain with a bialgebra structure, this allows us to build an operator ring that acts naturally on the given Rota-Baxter hierarchy. We conjecture that the operator relations are a noncommutative Groebner basis for the ideal they generate.

math.RA

Free integro-differential algebras and Gröbner-Shirshov bases

The notion of commutative integro-differential algebra was introduced for the algebraic study of boundary problems for linear ordinary differential equations. Its noncommutative analog achieves a similar purpose for linear systems of such equations. In both cases, free objects are crucial for analyzing the underlying algebraic structures, e.g. of the (matrix) functions. In this paper we apply the method of Gröbner-Shirshov bases to construct the free (noncommutative) integro-differential algebra on a set. The construction is from the free Rota-Baxter algebra on the free differential algebra on the set modulo the differential Rota-Baxter ideal generated by the noncommutative integration by parts formula. In order to obtain a canonical basis for this quotient, we first reduce to the case when the set is finite. Then in order to obtain the monomial order needed for the Composition-Diamond Lemma, we consider the free Rota-Baxter algebra on the truncated free differential algebra. A Composition-Diamond Lemma is proved in this context, and a Gröbner-Shirshov basis is found for the corresponding differential Rota-Baxter ideal.

math.RA

Rota-Baxter operators on the polynomial algebras, integration and averaging operators

Rota-Baxter operators are an algebraic abstraction of integration. Following this classical connection, we study the relationship between Rota-Baxter operators and integrals in the case of the polynomial algebra $\mathbf{k}[x]$. We consider two classes of Rota-Baxter operators, monomial ones and injective ones. For the first class, we apply averaging operators to determine monomial Rota-Baxter operators. For the second class, we make use of the double product on Rota-Baxter algebras.

math.RA

Classification of Rota-Baxter operators on semigroup algebras of order two and three

In this paper we determine all the Rota-Baxter operators of weight zero on semigroup algebras of order two and three with the help of computer algebra. We determine the matrices for these Rota-Baxter operators by directly solving the defining equations of the operators. We also produce a Mathematica procedure to predict and verify these solutions.

math.RA

A Symbolic Approach to Boundary Problems for Linear Partial Differential Equations: Applications to the Completely Reducible Case of the Cauchy Problem with Constant Coefficients

We introduce a general algebraic setting for describing linear boundary problems in a symbolic computation context, with emphasis on the case of partial differential equations. The general setting is then applied to the Cauchy problem for completely reducible partial differential equations with constant coefficients. While we concentrate on the theoretical features in this paper, the underlying operator ring is implemented and provides a sufficient basis for all methods presented here.

cs.SC

On Integro-Differential Algebras

The concept of integro-differential algebra has been introduced recently in the study of boundary problems of differential equations. We generalize this concept to that of integro-differential algebra with a weight, in analogy to the differential Rota-Baxter algebra. We construct free commutative integro-differential algebras with weight generated by a base differential algebra. This in particular gives an explicit construction of the integro-differential algebra on one generator. Properties of these free objects are studied.

math.RA

Regular and Singular Boundary Problems in Maple

We describe a new Maple package for treating boundary problems for linear ordinary differential equations, allowing two-/multipoint as well as Stieltjes boundary conditions. For expressing differential operators, boundary conditions, and Green's operators, we employ the algebra of integro-differential operators. The operations implemented for regular boundary problems include computing Green's operators as well as composing and factoring boundary problems. Our symbolic approach to singular boundary problems is new; it provides algorithms for computing compatibility conditions and generalized Green's operators.

cs.SC

Symbolic Analysis for Boundary Problems: From Rewriting to Parametrized Gröbner Bases

We review our algebraic framework for linear boundary problems (concentrating on ordinary differential equations). Its starting point is an appropriate algebraization of the domain of functions, which we have named integro-differential algebras. The algebraic treatment of boundary problems brings up two new algebraic structures whose symbolic representation and computational realization is based on canonical forms in certain commutative and noncommutative polynomial domains. The first of these, the ring of integro-differential operators, is used for both stating and solving linear boundary problems. The other structure, called integro-differential polynomials, is the key tool for describing extensions of integro-differential algebras. We use the canonical simplifier for integro-differential polynomials for generating an automated proof establishing a canonical simplifier for integro-differential operators. Our approach is fully implemented in the Theorema system; some code fragments and sample computations are included.

cs.SC

A Noncommutative Mikusinski Calculus

We set up a left ring of fractions over a certain ring of boundary problems for linear ordinary differential equations. The fraction ring acts naturally on a new module of generalized functions. The latter includes an isomorphic copy of the differential algebra underlying the given ring of boundary problems. Our methodology employs noncommutative localization in the theory of integro-differential algebras and operators. The resulting structure allows to build a symbolic calculus in the style of Heaviside and Mikusinski, but with the added benefit of incorporating boundary conditions where the traditional calculi allow only initial conditions.

math.RA

Exact and asymptotic results for insurance risk models with surplus-dependent premiums

In this paper we develop a symbolic technique to obtain asymptotic expressions for ruin probabilities and discounted penalty functions in renewal insurance risk models when the premium income depends on the present surplus of the insurance portfolio. The analysis is based on boundary problems for linear ordinary differential equations with variable coefficients. The algebraic structure of the Green's operators allows us to develop an intuitive way of tackling the asymptotic behavior of the solutions, leading to exponential-type expansions and Cramér-type asymptotics. Furthermore, we obtain closed-form solutions for more specific cases of premium functions in the compound Poisson risk model.

q-fin.CP