11 papers
Explicit and Effectively Symmetric Runge-Kutta Methods
Daniil Shmelev, Kurusch Ebrahimi-Fard, Nikolas Tapia +1
Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their abil…
Noncrossing arithmetic
Kurusch Ebrahimi-Fard, Loïc Foissy, Joachim Kock +1
Higher-order notions of Kreweras complementation have appeared in the literature in the works of Krawczyk, Speicher, Mastnak, Nica, Arizmendi, Vargas, and others. While the theory…
A multiplicative surface signature through its Magnus expansion
Ilya Chevyrev, Joscha Diehl, Kurusch Ebrahimi-Fard +1
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and d…
Multi-indice B-series
Yvain Bruned, Kurusch Ebrahimi-Fard, Yingtong Hou
We propose a novel way to study numerical methods for ordinary differential equations in one dimension via the notion of multi-indice. The main idea is to replace rooted trees in B…
The Exponential Lie Series and a Chen-Strichartz Formula for Levy Processes
Kurusch Ebrahimi-Fard, Frederic Patras, Anke Wiese
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 flo…
Planar binary trees, noncrossing partitions and the operator-valued S-transform
Kurusch Ebrahimi-Fard, Timothe Ringeard
We revisit the twisted multiplicativity property of Voiculescu's S-transform in the operator-valued setting, using a specific bijection between planar binary trees and noncrossing…