Algebraic approach to graph transformation based on single pushout derivations

Author(s):  
M. Löwe ◽  
H. Ehrig
10.37236/162 ◽  
2009 ◽  
Vol 16 (1) ◽  
Author(s):  
Pedro Pablo Pérez Velasco ◽  
Juan De Lara

Graph transformation is concerned with the manipulation of graphs by means of rules. Graph grammars have been traditionally studied using techniques from category theory. In previous works, we introduced Matrix Graph Grammars (MGG) as a purely algebraic approach for the study of graph dynamics, based on the representation of simple graphs by means of their adjacency matrices. The observation that, in addition to positive information, a rule implicitly defines negative conditions for its application (edges cannot become dangling, and cannot be added twice as we work with simple digraphs) has led to a representation of graphs as two matrices encoding positive and negative information. Using this representation, we have reformulated the main concepts in MGGs, while we have introduced other new ideas. In particular, we present (i) a new formulation of productions together with an abstraction of them (so called swaps), (ii) the notion of coherence, which checks whether a production sequence can be potentially applied, (iii) the minimal graph enabling the applicability of a sequence, and (iv) the conditions for compatibility of sequences (lack of dangling edges) and G-congruence (whether two sequences have the same minimal initial graph).


2019 ◽  
Vol 38 (4) ◽  
pp. 817-850 ◽  
Author(s):  
Luisa D'Amore ◽  
Valeria Mele ◽  
Diego Romano ◽  
Giuliano Laccetti

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
C. F. Lo

The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be derived in a straightfoward manner. Time-varying model parameters could also be incorporated into the derivation of the bond price formulae, and this has the added advantage of allowing yield curves to be fitted. Furthermore, the Lie-algebraic approach can be easily extended to formulate new analytically tractable single-factor interest rate models.


2021 ◽  
Vol 2021 (8) ◽  
Author(s):  
Sotaro Sugishita

Abstract We consider entanglement of first-quantized identical particles by adopting an algebraic approach. In particular, we investigate fermions whose wave functions are given by the Slater determinants, as for singlet sectors of one-matrix models. We show that the upper bounds of the general Rényi entropies are N log 2 for N particles or an N × N matrix. We compute the target space entanglement entropy and the mutual information in a free one-matrix model. We confirm the area law: the single-interval entropy for the ground state scales as $$ \frac{1}{3} $$ 1 3 log N in the large N model. We obtain an analytical $$ \mathcal{O}\left({N}^0\right) $$ O N 0 expression of the mutual information for two intervals in the large N expansion.


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