Phorgy Phynance

Archive for November 2011

Network Theory and Discrete Calculus – Edge Algebra

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This post is part of a series

In my last post, I noted that in following John Baez’ series, I’m finding the need to introduce operators that I haven’t previously used in any applications. In this post, I will introduce another. It turns out that we could get away without introducing this concept, but I think it helps motivate some things I will talk about later.

In all previous applications, the important algebra was a noncommutative graded differential algebra. The grading means that the degree of elements add when you multiply them together. For example, the product of two nodes (degree 0) is a node (degree 0+0), the product of a node (degree 0) and a directed edge (degree 1) is a directed edge (degree 0+1), and the product of a directed edge (degree 1) with another directed edge is a directed surface (degree 1+1).

Note the algebra of nodes is a commutative sub-algebra of the full noncommutative graded algebra.

There is another related commutative edge algebra with corresponding edge product.

The edge product is similar to the product of nodes in that it is a projection given by

\mathbf{e}_\epsilon^{i,j} \circ \mathbf{e}_{\epsilon'}^{k,l} = \delta_{\epsilon,\epsilon'} \delta_{i,k} \delta_{j,l} \mathbf{e}_\epsilon^{i,j}.

It is a projection because for an arbitrary discrete 1-form

\begin{aligned}\alpha = \sum_{i,j} \sum_{\epsilon\in [i,j]} \alpha_{i,j}^{\epsilon} \mathbf{e}_\epsilon^{i,j},\end{aligned}

we have

\mathbf{e}_\epsilon^{i,j} \circ \alpha = \alpha_{i,j}^{\epsilon} \mathbf{e}_\epsilon^{i,j}


\mathbf{e}_\epsilon^{i,j} \circ \mathbf{e}_\epsilon^{i,j} = \mathbf{e}_\epsilon^{i,j}.

The product of two discrete 1-forms is

\begin{aligned}\alpha\circ\beta = \sum_{i,j} \sum_{\epsilon\in [i,j]} \alpha_{i,j}^{\epsilon} \beta_{i,j}^{\epsilon} \mathbf{e}_\epsilon^{i,j}\end{aligned}.

I have not yet come across an application where the full edge algebra is needed. When the product does arise, one of the discrete 1-forms is usual the coboundary of a discrete 0-form, i.e.

\alpha\circ d\phi.

When this is the case, the edge product can be expressed as a (graded) commutator in the noncommutative graded algebra, i.e.

\alpha\circ d\phi = [\alpha,\phi].

An example of this will be seen when we examine electrical circuits.

Written by Eric

November 20, 2011 at 12:21 pm

Network Theory and Discrete Calculus – Notation Revisited

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This post is part of a series

As stated in the Introduction to this series, one of my goals is to follow along with John Baez’ series and reformulate things in the language of discrete calculus. Along the way, I’m coming across operations that I haven’t used in any of my prior applications of discrete calculus to mathematical finance and field theories. For instance, in the The Discrete Master Equation, I introduced a boundary operator

\begin{aligned} \partial \mathbf{e}^{i,j} = \mathbf{e}^j-\mathbf{e}^i.\end{aligned}

Although, I hope the reason I call this a boundary operator is obvious, it would be more precise to call this something like graph divergence. To see why, consider the boundary of an arbitrary discrete 1-form

\begin{aligned}\partial \alpha = \sum_{i,j} \alpha_{i,j} \left(\mathbf{e}^j - \mathbf{e}^i\right) = \sum_i \left[ \sum_j \left(\alpha_{j,i} - \alpha_{i,j}\right)\right] \mathbf{e}^i.\end{aligned}

A hint of sloppy notation has already crept in here, but we can see that the boundary of a discrete 1-form at a node i is the sum of coefficients flowing into node i minus the sum of coefficients flowing out of node i. This is what you would expect of a divergence operator, but divergence depends on a metric. This operator does not, hence it is topological in nature. It is tempting to call this a topological divergence, but I think graph divergence is a better choice for reasons to be seen later.

One reason the above notation is a bit sloppy is because in the summations, we should really keep track of what directed edges are actually present in the directed graph. Until now, simply setting

\mathbf{e}^{i,j} = 0

if there is no directed edge from node i to node j was sufficient. Not anymore.

Also, for applications I’ve used discrete calculus so far, there has always only been a single directed edge connecting any two nodes. When applying discrete calculus to electrical circuits, as John has started doing in his series, we obviously would like to consider elements that are in parallel.

I tend to get hung up on notation and have thought about the best way to deal with this. My solution is not perfect and I’m open to suggestions, but what I settled on is to introduce a summation not only over nodes, but also over directed edges connected those nodes. Here it is for an arbitrary discrete 1-form

\begin{aligned}\alpha = \sum_{i,j} \sum_{\epsilon\in [i,j]} \alpha_{i,j}^{\epsilon} \mathbf{e}_\epsilon^{i,j},\end{aligned}

where [i,j] is the set of all directed edges from node i to node j. I’m not 100% enamored, but is handy for performing calculations and doesn’t make me think too much.

For example, with this new notation, the boundary operator is much clearer

\begin{aligned} \partial \alpha &= \sum_{i,j} \sum_{\epsilon\in [i,j]} \alpha_{i,j}^{\epsilon} \left(\mathbf{e}^{j}-\mathbf{e}^i\right) \\ &= \sum_i \left[\sum_j \left( \sum_{\epsilon\in[j,i]} \alpha_{j,i}^{\epsilon} - \sum_{\epsilon\in[i,j]} \alpha_{i,j}^{\epsilon} \right)\right]\mathbf{e}^i.\end{aligned}

As before, this says the graph divergence of \alpha at the node i is the sum of all coefficients flowing into node i minus the sum of all coefficients flowing out of node i. Moreover, for any node j there can be one or more (or zero) directed edges from j into i.

Written by Eric

November 19, 2011 at 11:27 pm