Algebraic structure of stochastic expansions and efficient simulation

We investigate the algebraic structure underlying the stochastic Taylor solution expansion for stochastic differential systems.Our motivation is to construct efficient integrators. These are approximations that generate strong numerical integration schemes that are more accurate than the corresponding stochastic Taylor approximation, independent of the governing vector fields and to all orders. The sinhlog integrator introduced by Malham & Wiese (2009) is one example. Herein we: show that the natural context to study stochastic integrators and their properties is the convolution shuffle algebra of endomorphisms; establish a new whole class of efficient integrators; and then prove that, within this class, the sinhlog integrator generates the optimal efficient stochastic integrator at all orders.Comment: 19 page

The Impatient May Use Limited Optimism to Minimize Regret

Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her actions, realizing that a previous choice was suboptimal given the behavior of the environment. The main contribution of this paper is a PSPACE algorithm for computing the minimum possible regret of a given game. To this end, several results of independent interest are shown. (1) We identify a class of regret-minimizing and admissible strategies that first assume that the environment is collaborating, then assume it is adversarial---the precise timing of the switch is key here. (2) Disregarding the computational cost of numerical analysis, we provide an NP algorithm that checks that the regret entailed by a given time-switching strategy exceeds a given value. (3) We show that determining whether a strategy minimizes regret is decidable in PSPACE

Quantifying molecular oxygen isotope variations during a Heinrich stadial

International audienceδ 18 O of atmospheric oxygen (δ 18 O atm) undergoes millennial-scale variations during the last glacial period, and systematically increases during Heinrich stadials (HSs). Changes in δ 18 O atm combine variations in biospheric and water cycle processes. The identification of the main driver of the millennial variability in δ 18 O atm is thus not straightforward. Here, we quantify the response of δ 18 O atm to such millennial events using a freshwater hosing simulation performed under glacial boundary conditions. Our global approach takes into account the latest estimates of isotope frac-tionation factor for respiratory and photosynthetic processes and make use of atmospheric water isotope and vegetation changes. Our modeling approach allows to reproduce the main observed features of a HS in terms of climatic conditions , vegetation distribution and δ 18 O of precipitation. We use it to decipher the relative importance of the different processes behind the observed changes in δ 18 O atm. The results highlight the dominant role of hydrology on δ 18 O atm and confirm that δ 18 O atm can be seen as a global integrator of hydrological changes over vegetated areas

A differential identity for Green functions

If P is a differential operator with constant coefficients, an identity is derived to calculate the action of exp(P) on the product of two functions. In many-body theory, P describes the interaction Hamiltonian and the identity yields a hierarchy of Green functions. The identity is first derived for scalar fields and the standard hierarchy is recovered. Then the case of fermions is considered and the identity is used to calculate the generating function for the Green functions of an electron system in a time-dependent external potential.Comment: 14 page

Hopf algebras: motivations and examples

This paper provides motivation as well as a method of construction for Hopf algebras, starting from an associative algebra. The dualization technique involved relies heavily on the use of Sweedler's dual

Sturmian morphisms, the braid group B_4, Christoffel words and bases of F_2

We give a presentation by generators and relations of a certain monoid generating a subgroup of index two in the group Aut(F_2) of automorphisms of the rank two free group F_2 and show that it can be realized as a monoid in the group B_4 of braids on four strings. In the second part we use Christoffel words to construct an explicit basis of F_2 lifting any given basis of the free abelian group Z^2. We further give an algorithm allowing to decide whether two elements of F_2 form a basis or not. We also show that, under suitable conditions, a basis has a unique conjugate consisting of two palindromes.Comment: 25 pages, 4 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

Backward error analysis and the substitution law for Lie group integrators

Butcher series are combinatorial devices used in the study of numerical methods for differential equations evolving on vector spaces. More precisely, they are formal series developments of differential operators indexed over rooted trees, and can be used to represent a large class of numerical methods. The theory of backward error analysis for differential equations has a particularly nice description when applied to methods represented by Butcher series. For the study of differential equations evolving on more general manifolds, a generalization of Butcher series has been introduced, called Lie--Butcher series. This paper presents the theory of backward error analysis for methods based on Lie--Butcher series.Comment: Minor corrections and additions. Final versio

Hopf algebras and Markov chains: Two examples and a theory

The operation of squaring (coproduct followed by product) in a combinatorial Hopf algebra is shown to induce a Markov chain in natural bases. Chains constructed in this way include widely studied methods of card shuffling, a natural "rock-breaking" process, and Markov chains on simplicial complexes. Many of these chains can be explictly diagonalized using the primitive elements of the algebra and the combinatorics of the free Lie algebra. For card shuffling, this gives an explicit description of the eigenvectors. For rock-breaking, an explicit description of the quasi-stationary distribution and sharp rates to absorption follow.Comment: 51 pages, 17 figures. (Typographical errors corrected. Further fixes will only appear on the version on Amy Pang's website, the arXiv version will not be updated.

A note on the factorization conjecture

We give partial results on the factorization conjecture on codes proposed by Schutzenberger. We consider finite maximal codes C over the alphabet A = {a, b} with C \cap a^* = a^p, for a prime number p. Let P, S in Z , with S = S_0 + S_1, supp(S_0) \subset a^* and supp(S_1) \subset a^*b supp(S_0). We prove that if (P,S) is a factorization for C then (P,S) is positive, that is P,S have coefficients 0,1, and we characterize the structure of these codes. As a consequence, we prove that if C is a finite maximal code such that each word in C has at most 4 occurrences of b's and a^p is in C, then each factorization for C is a positive factorization. We also discuss the structure of these codes. The obtained results show once again relations between (positive) factorizations and factorizations of cyclic groups