In our previous paper [1], we proposed a non-standardization of the concept of convolution in order to construct an extended Wiener measure using nonstandard analysis by E. Nelson [2]. In this paper, we consider Ito’...In our previous paper [1], we proposed a non-standardization of the concept of convolution in order to construct an extended Wiener measure using nonstandard analysis by E. Nelson [2]. In this paper, we consider Ito’s integral with respect to the extended Wiener measure and extend Ito’s formula for Ito’s process. Because of doing the extension of Ito’s formula, we could treat stochastic differential equations in the sense of nonstandard analysis. In this framework, we need the nonstandardization of convolution again. It was not yet proved in the last paper, therefore we shall provide the proof.展开更多
When discovering the potential of canards flying in 4-dimensional slow-fast system with a bifurcation parameter, the key notion “symmetry” plays an important role. It is of one parameter on slow vector field. Then, ...When discovering the potential of canards flying in 4-dimensional slow-fast system with a bifurcation parameter, the key notion “symmetry” plays an important role. It is of one parameter on slow vector field. Then, it should be determined to introduce parameters to all slow/fast vectors. It is, however, there might be no way to explore for another potential in this system, because the geometrical structure is quite different from the system with one parameter. Even in this system, the “symmetry” is also useful to obtain the potentials classified by R. Thom. In this paper, via the coordinates changing, the possible way to explore for the potential will be shown. As it is analyzed on “hyper finite time line”, or done by using “non-standard analysis”, it is called “Hyper Catastrophe”. In the slow-fast system which includes a very small parameter , it is difficult to do precise analysis. Thus, it is useful to get the orbits as a singular limit. When trying to do simulations, it is also faced with difficulty due to singularity. Using very small time intervals corresponding small , we shall overcome the difficulty, because the difference equation on the small time interval adopts the standard differential equation. These small intervals are defined on hyper finite number N, which is nonstandard. As and the intervals are linked to use 1/N, the simulation should be done exactly.展开更多
We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random...We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.展开更多
This paper gives the existence of a relatively stable duck solution in a slow-fast system in R2＋2 with an invariant manifold. The slow-fast system in R2＋： has a 2-dimensional slow vector field and a 2-dimensional f...This paper gives the existence of a relatively stable duck solution in a slow-fast system in R2＋2 with an invariant manifold. The slow-fast system in R2＋： has a 2-dimensional slow vector field and a 2-dimensional fast vector field. The fast vector field restricts a feasible region of the slow vector field strictly. In the case of the slow-fast system in R2＋1 , that is, the fast vector field is l-dimension, it is classified according to its sign, because it gives only negative（-）, positive（＋） or zero sign. Then it is attractive, repulsive or stationary. On the other hand, in R2~2 , the fast vector field has combinatorial cases. It causes a complex state to analyze the system. First, we introduce a local model near the pseudo singular point on which we classify the fast vector field attractive（-,-）, attractive-repulsive（-,＋） or repulsive（＋,＋）, simply as possible. We prove the existence of a 4-dimensional duck solution in the local model. Secondarily, we assume that the slow-fast system has an invariant manifold near the pseudo singular point. When the invariant manifold has a homoclinic point near the pseudo singular point, we show that the slow-fast sytem has a 4-dimensional duck solution having a relatively stable region.展开更多
This paper gives the existence of a duck solution in a slow-fast system in R2+2 using two ways. One is an indirect way and the other is a direct way. In the indirect way, the original system is once reduced to the slo...This paper gives the existence of a duck solution in a slow-fast system in R2+2 using two ways. One is an indirect way and the other is a direct way. In the indirect way, the original system is once reduced to the slow-fast system in R2+1. In the direct one, it has a 4-dimensional duck solution when having an efficient local model. This is already published in [1,2]. Some sufficient conditions are given to get such a good model.展开更多
There exists a property “structural stability” for “4-dimensional canards” which is a singular-limit solution in a slow-fast system with a bifurcation parameter. It means that the system includes the possibility t...There exists a property “structural stability” for “4-dimensional canards” which is a singular-limit solution in a slow-fast system with a bifurcation parameter. It means that the system includes the possibility to have some critical values on the bifurcation parameter. Corresponding to these values, the pseudo-singular point, which is a singular point in the time-scaled-reduced system should be changed to another one. Then, the canards may fly to another pseudo-singular point, if possible. Can the canards fly? The structural stability gives the possibility for the canards flying. The precise reasons why happen are described in this paper.展开更多
Let us consider higher dimensional canards in a sow-fast system R<sup>2+2</sup> with a bifurcation parameter. Then, the slow manifold sometimes shows various aspects due to the bifurcation. Introducing a k...Let us consider higher dimensional canards in a sow-fast system R<sup>2+2</sup> with a bifurcation parameter. Then, the slow manifold sometimes shows various aspects due to the bifurcation. Introducing a key notion “symmetry” to the slow-fast system, it becomes clear when the pseudo singular point obtains the structural stability or not. It should be treated with a general case. Then, it will also be given about the sufficient conditions for the existence of the center manifold under being “symmetry”. The higher dimensional canards in the sow-fast system are deeply related to Hilbert’s 16th problem. Furthermore, computer simulations are done for the systems having Brownian motions. As a result, the rigidity for the system is confirmed.展开更多
文摘In our previous paper [1], we proposed a non-standardization of the concept of convolution in order to construct an extended Wiener measure using nonstandard analysis by E. Nelson [2]. In this paper, we consider Ito’s integral with respect to the extended Wiener measure and extend Ito’s formula for Ito’s process. Because of doing the extension of Ito’s formula, we could treat stochastic differential equations in the sense of nonstandard analysis. In this framework, we need the nonstandardization of convolution again. It was not yet proved in the last paper, therefore we shall provide the proof.
文摘When discovering the potential of canards flying in 4-dimensional slow-fast system with a bifurcation parameter, the key notion “symmetry” plays an important role. It is of one parameter on slow vector field. Then, it should be determined to introduce parameters to all slow/fast vectors. It is, however, there might be no way to explore for another potential in this system, because the geometrical structure is quite different from the system with one parameter. Even in this system, the “symmetry” is also useful to obtain the potentials classified by R. Thom. In this paper, via the coordinates changing, the possible way to explore for the potential will be shown. As it is analyzed on “hyper finite time line”, or done by using “non-standard analysis”, it is called “Hyper Catastrophe”. In the slow-fast system which includes a very small parameter , it is difficult to do precise analysis. Thus, it is useful to get the orbits as a singular limit. When trying to do simulations, it is also faced with difficulty due to singularity. Using very small time intervals corresponding small , we shall overcome the difficulty, because the difference equation on the small time interval adopts the standard differential equation. These small intervals are defined on hyper finite number N, which is nonstandard. As and the intervals are linked to use 1/N, the simulation should be done exactly.
文摘We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.
文摘This paper gives the existence of a relatively stable duck solution in a slow-fast system in R2＋2 with an invariant manifold. The slow-fast system in R2＋： has a 2-dimensional slow vector field and a 2-dimensional fast vector field. The fast vector field restricts a feasible region of the slow vector field strictly. In the case of the slow-fast system in R2＋1 , that is, the fast vector field is l-dimension, it is classified according to its sign, because it gives only negative（-）, positive（＋） or zero sign. Then it is attractive, repulsive or stationary. On the other hand, in R2~2 , the fast vector field has combinatorial cases. It causes a complex state to analyze the system. First, we introduce a local model near the pseudo singular point on which we classify the fast vector field attractive（-,-）, attractive-repulsive（-,＋） or repulsive（＋,＋）, simply as possible. We prove the existence of a 4-dimensional duck solution in the local model. Secondarily, we assume that the slow-fast system has an invariant manifold near the pseudo singular point. When the invariant manifold has a homoclinic point near the pseudo singular point, we show that the slow-fast sytem has a 4-dimensional duck solution having a relatively stable region.
文摘This paper gives the existence of a duck solution in a slow-fast system in R2+2 using two ways. One is an indirect way and the other is a direct way. In the indirect way, the original system is once reduced to the slow-fast system in R2+1. In the direct one, it has a 4-dimensional duck solution when having an efficient local model. This is already published in [1,2]. Some sufficient conditions are given to get such a good model.
文摘There exists a property “structural stability” for “4-dimensional canards” which is a singular-limit solution in a slow-fast system with a bifurcation parameter. It means that the system includes the possibility to have some critical values on the bifurcation parameter. Corresponding to these values, the pseudo-singular point, which is a singular point in the time-scaled-reduced system should be changed to another one. Then, the canards may fly to another pseudo-singular point, if possible. Can the canards fly? The structural stability gives the possibility for the canards flying. The precise reasons why happen are described in this paper.
文摘Let us consider higher dimensional canards in a sow-fast system R<sup>2+2</sup> with a bifurcation parameter. Then, the slow manifold sometimes shows various aspects due to the bifurcation. Introducing a key notion “symmetry” to the slow-fast system, it becomes clear when the pseudo singular point obtains the structural stability or not. It should be treated with a general case. Then, it will also be given about the sufficient conditions for the existence of the center manifold under being “symmetry”. The higher dimensional canards in the sow-fast system are deeply related to Hilbert’s 16th problem. Furthermore, computer simulations are done for the systems having Brownian motions. As a result, the rigidity for the system is confirmed.
