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
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
Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at ti...Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distribution N(0,t) by showing the central limit theorem. The essential theory used in the proof is the extended convolution property in nonstandard analysis which is shown by Kanagawa, Nishiyama and Tchizawa (2018). When processing the extension by non-standardization, we have already pointed out that it is needed to proceed the second extension for the convolution, not only to do the first extension for the delta function. In Section 2, we shall introduce again the extended convolution as preliminaries described in our previous paper. In Section 3, we shall provide the extended stochastic process using a hyper number N, and it satisfies the conditions being Wiener process. In Section 4, we shall give a new proof for the non-differentiability in the Wiener process.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
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
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.
文摘Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distribution N(0,t) by showing the central limit theorem. The essential theory used in the proof is the extended convolution property in nonstandard analysis which is shown by Kanagawa, Nishiyama and Tchizawa (2018). When processing the extension by non-standardization, we have already pointed out that it is needed to proceed the second extension for the convolution, not only to do the first extension for the delta function. In Section 2, we shall introduce again the extended convolution as preliminaries described in our previous paper. In Section 3, we shall provide the extended stochastic process using a hyper number N, and it satisfies the conditions being Wiener process. In Section 4, we shall give a new proof for the non-differentiability in the Wiener process.
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.
