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We show how one can construct a differential calculus over an algebra where position variables x and momentum variables p have be defined. As the simplest example we consider the one-dimensional q-deformed Heisenberg algebra. This algebra…

Quantum Algebra · Mathematics 2011-09-13 B. L. Cerchiai , R. Hinterding , J. Madore , J. Wess

The natural forms of the Leibniz rule for the $k$th derivative of a product and of Fa\`a di Bruno's formula for the $k$th derivative of a composition involve the differential operator $\partial^k/\partial x_1 ... \partial x_k$ rather than…

Combinatorics · Mathematics 2007-05-23 Michael Hardy

Many modern numerical methods in computational science and engineering rely on derivatives of mathematical models for the phenomena under investigation. The computation of these derivatives often represents the bottleneck in terms of…

Computational Complexity · Computer Science 2021-10-27 Uwe Naumann

After an overview of noncommutative differential calculus, we construct parts of it explicitly and explain why this construction agrees with a fuller version obtained from the theory of operads.

Quantum Algebra · Mathematics 2010-06-03 V. Dolgushev , D. Tamarkin , B. Tsygan

We discuss a version of the fundamental theorem of calculus in several variables and some applications, of potential interest as a teaching material in undergraduate courses.

History and Overview · Mathematics 2023-08-16 Joaquim Bruna

We present a simple and accessible method which uses contour integration methods to derive formulae for functional determinants. To make the presentation as clear as possible, the general idea is first illustrated on the simplest case: a…

Mathematical Physics · Physics 2008-11-26 Klaus Kirsten , Alan McKane

We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…

Classical Analysis and ODEs · Mathematics 2013-10-29 Ricardo Almeida , Delfim F. M. Torres

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres

Basic aspects of differential geometry can be extended to various non-classical settings: Lipschitz manifolds, rectifiable sets, sub-Riemannian manifolds, Banach manifolds, Weiner space, etc. Although the constructions differ, in each of…

Functional Analysis · Mathematics 2007-05-23 Nik Weaver

We consider the problem of designing a derivatives exchange aiming at addressing clients needs in terms of listed options and providing suitable liquidity. We proceed into two steps. First we use a quantization method to select the options…

Trading and Market Microstructure · Quantitative Finance 2019-09-23 Bastien Baldacci , Paul Jusselin , Mathieu Rosenbaum

A method to calculate the adjoint solution for a large class of partial differential equations is discussed. It differs from the known continuous and discrete adjoint, including automatic differentiation. Thus, it represents an alternative,…

Numerical Analysis · Mathematics 2018-05-08 Julius Reiss , Mathias Lemke , Jörn Sesterhenn

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

We equip a family of algebras whose noncommutativity is of Lie type with a derivation based differential calculus obtained, upon suitably using both inner and outer derivations, as a reduction of a redundant calculus over the Moyal four…

Quantum Algebra · Mathematics 2018-12-26 Giuseppe Marmo , Patrizia Vitale , Alessandro Zampini

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

In an earlier paper, we discussed the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…

Discrete Mathematics · Computer Science 2008-05-15 Genta Ito

We study existence, uniqueness and regularity of solutions for ordinary differential equations with infinitely many derivatives such as (linearized versions of) nonlocal field equations of motion appearing in particle physics, nonlocal…

Mathematical Physics · Physics 2012-09-03 Przemyslaw Gorka , Humberto Prado , Enrique G. Reyes

We develop a general criterion for cut elimination in sequent calculi for propositional modal logics, which rests on absorption of cut, contraction, weakening and inversion by the purely modal part of the rule system. Our criterion applies…

Logic in Computer Science · Computer Science 2015-07-01 Dirk Pattinson , Lutz Schröder

Exponential operator decompositions are an important tool in many fields of physics, for example, in quantum control, quantum computation, or condensed matter physics. In this work, we present a method for obtaining such decompositions,…

Quantum Physics · Physics 2011-10-19 Seckin Sefi , Peter van Loock

We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The…

Rings and Algebras · Mathematics 2019-07-31 Nam van Tran , Imme van den Berg
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