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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., Comment: final version

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.

An internal coproduct is described, which is compatible with Hoffman's quasi-shuffle product. Hoffman's quasi-shuffle Hopf algebra, with deconcatenation coproduct, is a comodule-Hopf algebra over the bialgebra thus defined. The relation with J. Ecalle's mould calculus, i.e. mould composition and contracting arborification, is precised., Comment: revised version, accepted for publication in Journal of Algebra

The goal of the paper is to give a systematic way to numerically evaluate the generating function of a periodic multiple polylogarithm using a Chen-Fliess series with a rational generating series. The idea is to realize the corresponding Chen-Fliess series as a bilinear dynamical system. A standard form for such a realization is given. The method is also generalized to the case where the multiple polylogarithm has non-periodic components. This allows one, for instance, to numerically validate the Hoffman conjecture. Finally, a setting in terms of dendriform algebras is provided.

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 figures

Following Bachmann's recent work on bi-brackets and multiple Eisenstein series, Zudilin introduced the notion of multiple q-zeta brackets, which provides a q-analog of multiple zeta values possessing both shuffle as well as quasi-shuffle relations. The corresponding products are related in terms of duality. In this work we study Zudilin's duality construction in the context of classical multiple zeta values as well as various q-analogs of multiple zeta values. Regarding the former we identify the derivation relation of order two with a Hoffman-Ohno type relation. Then we describe relations between the Ohno-Okuda-Zudilin q-multiple zeta values and the Schlesinger-Zudilin q-multiple zeta values., Comment: revised version, accepted for publication in Advances in Mathematics

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., Comment: For abbreviated version of the manuscript see arXiv:1510.09159 [math.NT]

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., Comment: Abbreviated version of a manuscript, 8 pages

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.

We consider a particular one-parameter family of q-analogues of multiple zeta values. The intrinsic q-regularisation permits an extension of these q-multiple zeta values to negative integers. Renormalised multiple zeta values satisfying the quasi-shuffle product are obtained using an Hopf algebraic Birkhoff factorisation together with minimal subtraction., Comment: minor corrections

A combinatorial interpretation is given of Devlin's word problem underlying the classical center-focus problem of Poincare for non-autonomous differential equations. It turns out that the canonical polynomials of Devlin are from the point of view of connected graded Hopf algebras intimately related to the graded components of a Hopf algebra antipode applied to the formal power series of Ferfera. The link is made by passing through control theory since the Abel equation, which describes a center, is equivalent to an output feedback equation, and the Hopf algebra of output feedback is derived from the composition of iterated integrals rather than just the products of iterated integrals, which yields the shuffle algebra. This means that the primary algebraic structure at play in Devlin's approach is actually not the shuffle algebra, but a Faa di Bruno type Hopf algebra, which is defined in terms of the shuffle product but is a distinct algebraic structure., Comment: updated version

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., Comment: 25 pages

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.

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.

We consider multiple polylogarithms in a single variable at non-positive integers. Defining a connected graded Hopf algebra, we apply Connes' and Kreimer's algebraic Birkhoff decomposition to renormalize multiple polylogarithms at non-positive integer arguments, which satisfy the shuffle relation. The q-analogue of this result is as well presented, and compared to the classical case., Comment: some typos fixed, references updated

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.

The general goal of this paper is to identify a transformation group that can be used to describe a class of feedback interconnections involving subsystems which are modeled solely in terms of Chen-Fliess functional expansions or Fliess operators and are independent of the existence of any state space models. This interconnection, called an output affine feedback connection, is distinguished from conventional output feedback by the presence of a multiplier in an outer loop. Once this transformation group is established, three basic questions are addressed. How can this transformation group be used to provide an explicit Fliess operator representation of such a closed-loop system? Is it possible to use this feedback scheme to do system inversion purely in an input-output setting? In particular, can feedback input-output linearization be posed and solved entirely in this framework, i.e., without the need for any state space realization? Lastly, what can be said about feedback invariants under this transformation group? A final objective of the paper is to describe the Lie algebra of infinitesimal characters associated with the group in terms of a pre-Lie product., Comment: revised manuscript; title and abstract changed; new material added

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., Comment: 25 pages

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., Comment: updated and revised version; accepted for publication in PRSA

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.

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., Comment: background material expanded and reorganized, a few typos fixed

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., Comment: revised and updated

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 Fa\`a 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 M\"obius inversion in certain Hopf algebras built from Bell polynomials., Comment: 37 pages, final version, to appear in IJAC

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 pages

We exhibit the double q-shuffle structure for the qMZVs recently introduced by Y. Ohno, J. Okuda and W. Zudilin., Comment: Submitted. Added paragraphs (5.2 and 5.3) on handling non-modified qMZVs. Red internal comment removed

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., Comment: To appear in Discrete and Continuous Dynamical Systems series A (AIMS). Partly supported by Agence Nationale de la Recherche, projet CARMA ANR-12-BS01-0017, and Ministerio de Econom{\i}a y Competitividad.MTM2011-23050

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.

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.

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.

W. Magnus introduced a particular differential equation characterizing the logarithm of the solution of linear initial value problems for linear operators. The recursive solution of this differential equation leads to a peculiar Lie series, which is known as Magnus expansion, and involves Bernoulli numbers, iterated Lie brackets and integrals. This paper aims at obtaining further insights into the fine structure of the Magnus expansion. By using basic combinatorics on planar rooted trees we prove a closed formula for the Magnus expansion in the context of free dendriform algebra. From this, by using a well-known dendriform algebra structure on the vector space generated by the disjoint union of the symmetric groups, we derive the Mielnik-Pleba\'nski-Strichartz formula for the continuous Baker-Campbell-Hausdorff series.

We present a bijection from planar reduced trees to planar rooted hypertrees, which extends Knuth's rotation correspondence between planar binary trees and planar rooted trees. The operadic counterpart of the new bijection is explained. Related to this, the space of planar reduced forests is endowed with a combinatorial Hopf algebra structure. The corresponding structure on the space of planar rooted hyperforests is also described.

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 pages

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., Comment: revised version

Thanks to an algebraic duality property of reduced states, the Schmidt best approximation theorems have important corollaries in the rigorous theory of two-electron moleculae. In turn, the "harmonium mode" or "Moshinsky atom" constitutes a non-trivial laboratory bench for energy functionals proposed over the years (1964--today), purporting to recover the full ground state of the system from knowledge of the reduced 1-body matrix. That model is usually regarded as solvable, but some important aspects of it, in particular the exact energy and full state functionals ---unraveling the "phase dilemma" for the system--- had not been calculated heretofore. The solution is made plain here by working with Wigner quasiprobabilities on phase space. It allows in principle for a thorough discussion of the (de)merits of several approximate functionals popular in the theoretical chemical physics literature. We focus on Gill's "Wigner intracule" method for the correlation energy., Comment: updated version