Nonstandard Methods in Functional Analysis

Lectures and Notes


Author: Siu-Ah Ng

Publisher: World Scientific

ISBN: 9814287547

Category: Mathematics

Page: 316

View: 2622

In the early 1960s, by using techniques from the model theory of first-order logic, Robinson gave a rigorous formulation and extension of Leibniz' infinitesimal calculus. Since then, the methodology has found applications in a wide spectrum of areas in mathematics, with particular success in the probability theory and functional analysis. In the latter, fruitful results were produced with Luxemburg's invention of the nonstandard hull construction. However, there is still no publication of a coherent and self-contained treatment of functional analysis using methods from nonstandard analysis. This publication aims to fill this gap.

Nonstandard Analysis, Axiomatically


Author: Vladimir Kanovei,Michael Reeken

Publisher: Springer Science & Business Media

ISBN: 366208998X

Category: Mathematics

Page: 410

View: 1364

In the aftermath of the discoveries in foundations of mathematiC's there was surprisingly little effect on mathematics as a whole. If one looks at stan dard textbooks in different mathematical disciplines, especially those closer to what is referred to as applied mathematics, there is little trace of those developments outside of mathematical logic and model theory. But it seems fair to say that there is a widespread conviction that the principles embodied in the Zermelo - Fraenkel theory with Choice (ZFC) are a correct description of the set theoretic underpinnings of mathematics. In most textbooks of the kind referred to above, there is, of course, no discussion of these matters, and set theory is assumed informally, although more advanced principles like Choice or sometimes Replacement are often mentioned explicitly. This implicitly fixes a point of view of the mathemat ical universe which is at odds with the results in foundations. For example most mathematicians still take it for granted that the real number system is uniquely determined up to isomorphism, which is a correct point of view as long as one does not accept to look at "unnatural" interpretations of the membership relation.

Neutrices and External Numbers

A Flexible Number System


Author: Bruno Dinis,Imme van den Berg

Publisher: CRC Press

ISBN: 1000012204

Category: Mathematics

Page: 342

View: 2587

Neutrices and External Numbers: A Flexible Number System introduces a new model of orders of magnitude and of error analysis, with particular emphasis on behaviour under algebraic operations. The model is formulated in terms of scalar neutrices and external numbers, in the form of an extension of the nonstandard set of real numbers. Many illustrative examples are given. The book starts with detailed presentation of the algebraic structure of external numbers, then deals with the generalized Dedekind completeness property, applications in analysis, domains of validity of approximations of solutions of differential equations, particularly singular perturbations. Finally, it describes the family of algebraic laws characterizing the practice of calculations with external numbers. Features Presents scalar neutrices and external numbers, a mathematical model of order of magnitude within the real number system. Outlines complete algebraic rules for the neutrices and external numbers Conducts operational analysis of convergence and integration of functions known up to orders of magnitude Formalises a calculus of error propagation, covariant with algebraic operations Presents mathematical models of phenomena incorporating their necessary imprecisions, in particular related to the Sorites paradox

Hyperfinite Dirichlet Forms and Stochastic Processes


Author: Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg

Publisher: Springer Science & Business Media

ISBN: 9783642196591

Category: Mathematics

Page: 284

View: 5455

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.



Author: New Zealand Mathematical Society

Publisher: N.A


Category: Mathematics

Page: N.A

View: 1593

Graphs and Networks

Transfinite and Nonstandard


Author: Armen H. Zemanian

Publisher: Springer Science & Business Media

ISBN: 9780817642921

Category: Mathematics

Page: 202

View: 6115

This self-contained book examines results on transfinite graphs and networks achieved through continued research effort over the past several years. These new results, covering the mathematical theory of electrical circuits, are different from those presented in two previously published books by the author, Transfiniteness for Graphs, Electrical Networks, and Random Walks and Pristine Transfinite Graphs and Permissive Electrical Networks. Specific topics covered include connectedness ideas, distance ideas, and nontransitivity of connectedness. The book will appeal to a diverse readership, including graduate students, electrical engineers, mathematicians, and physicists working on infinite electrical networks. Moreover, the growing and presently substantial number of mathematicians working in nonstandard analysis may well be attracted by the novel application of the analysis employed in the work.

Stochastic Calculus with Infinitesimals


Author: Frederik S. Herzberg

Publisher: Springer

ISBN: 3642331491

Category: Mathematics

Page: 112

View: 8576

Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.