Free Rota-Baxter algebras and rooted trees

A Rota-Baxter algebra, also known as a Baxter algebra, is an algebra with a linear operator satisfying a relation, called the Rota-Baxter relation, that generalizes the integration by parts formula. Most of the studies on Rota-Baxter algebras have been for commutative algebras. Two constructions of free commutative Rota-Baxter algebras were obtained by Rota and Cartier in the 1970s and a third one by Keigher and one of the authors in the 1990s in terms of mixable shuffles. Recently, noncommutative Rota-Baxter algebras have appeared both in physics in connection with the work of Connes and Kreimer on renormalization in perturbative quantum field theory, and in mathematics related to the work of Loday and Ronco on dendriform dialgebras and trialgebras. This paper uses rooted trees and forests to give explicit constructions of free noncommutative Rota--Baxter algebras on modules and sets. This highlights the combinatorial nature of Rota--Baxter algebras and facilitates their further study. As an application, we obtain the unitarization of Rota-Baxter algebras.Comment: 23 page

Rota-Baxter algebras and new combinatorial identities

The word problem for an arbitrary associative Rota-Baxter algebra is solved. This leads to a noncommutative generalization of the classical Spitzer identities. Links to other combinatorial aspects, particularly of interest in physics, are indicated.Comment: 8 pages, improved versio

Levy Processes and Quasi-Shuffle Algebras

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.Comment: 10 page

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.Comment: 41 pages, 11 figure

Generalized shuffles related to Nijenhuis and TD-algebras

Shuffle and quasi-shuffle products are well-known in the mathematics literature. They are intimately related to Loday's dendriform algebras, and were extensively used to give explicit constructions of free commutative Rota-Baxter algebras. In the literature there exist at least two other Rota-Baxter type algebras, namely, the Nijenhuis algebra and the so-called TD-algebra. The explicit construction of the free unital commutative Nijenhuis algebra uses a modified quasi-shuffle product, called the right-shift shuffle. We show that another modification of the quasi-shuffle product, the so-called left-shift shuffle, can be used to give an explicit construction of the free unital commutative TD-algebra. We explore some basic properties of TD-operators and show that the free unital commutative Nijenhuis algebra is a TD-algebra. We relate our construction to Loday's unital commutative dendriform trialgebras, including the involutive case. The concept of Rota-Baxter, Nijenhuis and TD-bialgebras is introduced at the end and we show that any commutative bialgebra provides such objects.Comment: 20 pages, typos corrected, accepted for publication in Communications in Algebr

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

Brane worlds and dark matter

Two problems related to dark matter is considered in the context of a brane world model in which the confinement of gauge fields on the brane is achieved by invoking a confining potential. First, we show that the virial mass discrepancy can be addressed if the conserved geometrical term appearing in this model is considered as an energy momentum tensor of an unknown type of matter, the so-called X-matter whose equation of state is also obtained. Second, the galaxy rotation curves are explained by assuming an anisotropic energy momentum tensor for the X-matter.Comment: 13 pages, 1 figure, to appear in IJMP

Adsorption properties and third sound propagation in superfluid 4^4He films on carbon nanotubes

We consider the adsorption properties of superfluid $^4$He films on carbon nanotubes. One major factor in the adsorption is the surface tension force arising from the very small diameter of the nanotubes. Calculations show that surface tension keeps the film thickness on the tubes very thin even when the helium vapor is increased to the saturated pressure. The weakened Van der Waals force due to the cylindrical geometry also contributes to this. Both of these effects act to lower the predicted velocity of third sound propagation along the tubes. It does not appear that superfluidity will be possible on single-walled nanotubes of diameter about one nm, since the film thickness is less than 3 atomic layers even at saturation. Superfluidity is possible on larger-diameter nanotube bundles and multi-walled nanotubes, however. We have observed third sound signals on nanotube bundles of average diameter 5 nm which are sprayed onto a Plexiglass surface, forming a network of tubes.Comment: 4 pages, accepted for Journal of Physics: Conference Series (Proceedings of LT25

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).Comment: revised version; accepted for publication in Annales Henri Poincar

Mixable Shuffles, Quasi-shuffles and Hopf Algebras

The quasi-shuffle product and mixable shuffle product are both generalizations of the shuffle product and have both been studied quite extensively recently. We relate these two generalizations and realize quasi-shuffle product algebras as subalgebras of mixable shuffle product algebras. As an application, we obtain Hopf algebra structures in free Rota-Baxter algebras.Comment: 14 pages, no figure, references update