arXiv subjects

Frederic Patras

Publications and source records attributed to Frederic Patras.

At least 19 recordsLinked to original sources

arXiv2024

The Exponential Lie Series and a Chen-Strichartz Formula for Levy Processes

In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of commutators of vector fields with stochastic coefficients, and we provide an explicit formula for the components in this series. The stochastic components are generated by the Levy processes that drive the stochastic differential equation and their quadratic variation and power jumps; the vector fields are given as linear combinations of commutators of elements in the pre-Lie Magnus expansion generated by the original vector fields governing our stochastic differential equation. In particular, we show the logarithm of the flowmap is a Lie series. These results extend previous results for deterministic differential equations and continuous stochastic differential equations. For these, the Chen-Strichartz series has shown to play a pivotal role in the design of numerical integration schemes that preserve qualitative properties of the solution such as the construction of geometric numerical schemes and in the context of efficient numerical schemes.

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arXiv2023

Effective Action in Free Probability

Recent works have explored relations between classical and quantum statistical physics on the one hand and Voiculescu's theory of free probability on the other. Motivated by these results, the present work focuses on the notion of effective action, which is closely related to the large deviation rate function in classical probability and one-particle irreducible correlation functions in quantum field theories. The central aim is to understand how it can be defined and studied in free probability. In this respect, we introduce a suitable diagrammatic formalism.

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arXiv2022

Algebraic structures underlying quantum independences : Theory and Applications

The present survey results from the will to reconcile two approaches to quantum probabilities: one rather physical and coming directly from quantum mechanics, the other more algebraic. The second leading idea is to provide a unified picture introducing jointly to several fields of applications, many of which are probably not all familiar (at leat at the same time and in the form we use to present them) to the readers. Lastly, we take the opportunity to present various results obtained recently that use group and bialgebra techniques to handle notions such as cumulants or Wick polynomials in the various noncommutative probability theories.

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arXiv2019

From iterated integrals and chronological calculus to Hopf and Rota-Baxter algebras

Gian-Carlo Rota mentioned in one of his last articles the problem of developing a theory around the notion of integration algebras, which should be dual to the one of differential algebras. This idea has been developed historically along three lines: using properties of iterated integrals and generalisations thereof, as in the theory of rough paths; using the algebraic structures underlying chronological calculus such as shuffle and pre-Lie products, as they appear in theoretical physics and control theory; and, more generally, using a particular operator identity which came to be known as Rota-Baxter relation. The recent developments along each of these lines of research and their various application domains are not always known to other communities in mathematics and related fields. The general aim of this survey is therefore to present a modern and unified perspective on these approaches, featuring among others non-commutative Rota-Baxter algebras and related Hopf and Lie algebraic structures such as descent algebras, algebras of simplices as well as shuffle, pre- and post-Lie algebras and their enveloping algebras. Accordingly, two viewpoints are proposed. A geometric one, that can be derived using combinatorial properties of Euclidean simplices and the duality between integrands and integration domains in iterated integrals. An algebraic one, provided by the axiomatisation of integral calculus in terms of Rota-Baxter algebra.

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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.

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arXiv2017

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.

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arXiv2017

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.

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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 $\epsilon$-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, $\epsilon$-cumulants are introduced and shown to characterize the notion of $\epsilon$-independence.

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arXiv2015

The combinatorics of Green's functions in planar field theories

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.

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arXiv2015

The exponential Lie series for continuous semimartingales

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.

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arXiv2015

Flows and stochastic Taylor series in Ito calculus

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.

math.PR↗

arXiv2015

The splitting process in free probability theory

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.

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arXiv2014

Cumulants, free cumulants and half-shuffles

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.

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arXiv2013

The pre-Lie structure of the time-ordered exponential

The usual time-ordering operation and the corresponding time-ordered exponential play a fundamental role in physics and applied mathematics. In this work we study a new approach to the understanding of time-ordering relying on recent progress made in the context of enveloping algebras of pre-Lie algebras. Various general formulas for pre-Lie and Rota-Baxter algebras are obtained in the process. Among others, we recover the noncommutative analog of the classical Bohnenblust-Spitzer formula, and get explicit formulae for operator products of time-ordered exponentials.

math.RA↗

arXiv2013

Rota-Baxter Algebra. The Combinatorial Structure of Integral Calculus

Gian-Carlo Rota suggested in one of his last articles the problem of developing a theory around the notion of integration algebras, complementary to the already existing theory of differential algebras. This idea was mainly motivated by Rota's deep appreciation for Kuo-Tsai Chen's seminal work on iterated integrals. As a starting point for such a theory of integration algebras Rota proposed to consider a particular operator identity first introduced by the mathematician Glen Baxter. Later it was coined Rota-Baxter identity. In this article we briefly recall basic properties of Rota--Baxter algebras, and present a concise review of recent work with a particular emphasis of noncommutative aspects.

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arXiv2012

Time-ordering and a generalized Magnus expansion

Both the classical time-ordering and the Magnus expansion are well-known in the context of linear initial value problems. Motivated by the noncommutativity between time-ordering and time derivation, and related problems raised recently in statistical physics, we introduce a generalization of the Magnus expansion. Whereas the classical expansion computes the logarithm of the evolution operator of a linear differential equation, our generalization addresses the same problem, including however directly a non-trivial initial condition. As a by-product we recover a variant of the time ordering operation, known as T*-ordering. Eventually, placing our results in the general context of Rota-Baxter algebras permits us to present them in a more natural algebraic setting. It encompasses, for example, the case where one considers linear difference equations instead of linear differential equations.

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arXiv2011

Exponential Renormalization II: Bogoliubov's R-operation and momentum subtraction schemes

This article aims at advancing the recently introduced exponential method for renormalisation in perturbative quantum field theory. It is shown that this new procedure provides a meaningful recursive scheme in the context of the algebraic and group theoretical approach to renormalisation. In particular, we describe in detail a Hopf algebraic formulation of Bogoliubov's classical R-operation and counterterm recursion in the context of momentum subtraction schemes. This approach allows us to propose an algebraic classification of different subtraction schemes. Our results shed light on the peculiar algebraic role played by the degrees of Taylor jet expansions, especially the notion of minimal subtraction and oversubtractions.

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arXiv2010

Exponential renormalization

Moving beyond the classical additive and multiplicative approaches, we present an "exponential" method for perturbative renormalization. Using Dyson's identity for Green's functions as well as the link between the Faa di Bruno Hopf algebra and the Hopf algebras of Feynman graphs, its relation to the composition of formal power series is analyzed. Eventually, we argue that the new method has several attractive features and encompasses the BPHZ method. The latter can be seen as a special case of the new procedure for renormalization scheme maps with the Rota-Baxter property. To our best knowledge, although very natural from group-theoretical and physical points of view, several ideas introduced in the present paper seem to be new (besides the exponential method, let us mention the notions of counterfactors and of order n bare coupling constants).

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