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The first exit time of a biharmonic pseudo process and its application to the boundary value problems

Research Project

Project/Area Number 13640129
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionTokyo Metropolitan University

Principal Investigator

NISHIOKA Kunio  Tokyo Metropolitan Univ., Facul.Sci., Associate Prof., 理学研究科, 助教授 (60101078)

Co-Investigator(Kenkyū-buntansha) SATO Sadao  Tokyo Denki Univ., Facul.Sci. & Eng., Prof., 理工学部, 教授 (10170747)
HIRATA Masaki  Tokyo Metropolitan Univ., Facul.Sci., Assist., 理学研究科, 助手 (70254141)
SUMI Naoya  Tokyo Metropolitan Univ., Facul.Sci., Assist., 理学研究科, 助手 (50301411)
志村 道夫  東邦大学, 理学部, 教授 (90015868)
Project Period (FY) 2001 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥3,800,000 (Direct Cost: ¥3,800,000)
Fiscal Year 2003: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2002: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2001: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsA biharmonic pseudo process / Monopole particle / Dipole particle / The first hitting time / The killing boundary / The reflecting boundary / Self adjoint boundary / The structural ends / 重調和作用素 / BPP / 境界条件 / 構造力学 / 単極子 / 多重極子 / Brown運動 / 高階境界条件 / n階境界条件 / 解析的境界条件 / 反射壁 / 滞留壁 / ランダム・ウォーク
Research Abstract

A half line bending beam is fixed by a structural end, what is represented by the 4-th order partial differential equation
θ_tu(t,x)=-θ^4_xu(t,x) t>0,x>0
θ^j_xu(t,0)=0 θ^k_xu(t,0) t>=0 t>0,
where (j,k) is taken from one of such combinations derived from structural ends at x=0 :
(j,k)=(0,1) ; The fixed end, (j,k)=(0,2) ; The pinned end,
(j,k)=(1,3) ; The side end, (j,k)=(2,3) ; The free end
For each (j,k), we constructed the diharmonic pseudo processes {X^<(jk)>(t)} which satisfies a stochastic boundary condition and corresponds to the above equation. Then, we investigated a precise motion of the bending beam, after analyzing behaviors of the corresponding {X^<(jk)>(t)} at the boundary.

Report

(4 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (28 results)

All Other

All Publications (28 results)

  • [Publications] NISHIOKA, K.: "Boundary consitions for one-dimensional biharmonic pseudo process"Elect.J.Prob.,http://www.math.washington.edu/~ejpecp. 6. 1-27 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] NISHIOKA, K.: "重調和擬過程の境界値問題とその数値シミュレーション"数理研講究録-確率解析に於ける諸問題,IV. 1351. 143-154 (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] MORIYASU, K., SAKAI, K., SUMI, N.: "Vector fields with topological stability"Trans.AMS.. 353. 3391-3408 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] AOKI, N., MORIYASU, K., SUMI, N.: "C^1-maps having hyperbolic periodic points"Fund.Math.. 169. 1-49 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] SUMI, N.: "Diffeomorphisms with positive entropy and chaos in the sense of Li-Yorke"Ergodic Theo.Dynam.Sys.. 23. 621-635 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] SATO, S.: "An approach to the biharmonic pseudo process by a random walk"J.Math. Kyoto Univ.. 42. 403-422 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 西岡 國雄: "数理ファイナンスの基礎"東京都立大学出版会. 116 (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] NISHIOKA, K.: "Boundary consitions for one-dimensional biharmonic pseudo process"Elect.J.Prob.. 6. 1-27 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] NISHIOKA, K.: "Biharmonic pseudo processes with the boundary conditions, (in Japanese)"RIMS Koukyu-Roku. 1351. 143-154 (2004)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] MORIYASU, K., SAKAI, K., SUMI, N.: "Vector fields with topological stability"Trans.AMS. 353. 3391-3408 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] AOKI, N., MORIYASU, K., SUMI, N.: "C^1 -maps having hyperbolic periodic points"Fund.Math.. 169. 1-49 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] SUMI, N.: "Diffeomorphisms with positive entropy and chaos in the sense of Li-Yorke"Ergodic Theo.Dynam.Sys.. 23. 621-635 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] SATO, S.: "An approach to the biharmonic pseudo process by a random walk"J.Math.Kyoto Univ.. 42. 403-422 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] NISHIOKA, K.: "The foundation of the Mathematical Fi-nance, (in Japanese)"Tokyo Metropolitan University Press. 116 (2004)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Kunio Nishioka: "Boundary conditions for one-dimensional biharmonic pseudo process"JElectr.J.Prob. ; http:// www.math.washington.edu/~ejpecp/Ejp Vol 6/paper13.abs.html. 6. 1-27 (2001)

    • Related Report
      2003 Annual Research Report
  • [Publications] 西岡 國雄: "重調和擬過程の境界条件とその数値シミュレーション"数理解析研究所講究録,数値解析における諸問題,IV. 1351. 143-154 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Sadao Sato: "A construction of the biharmonic pseudo process by a random walk"J.Math.Kyoto Univ.. 42. 403-422 (2002)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Moriyasu, K.Sakai, N.Sumi: "Vector fields with topological stability"Trans.Amer.Math.Soc.. 353. 3391-3408 (2001)

    • Related Report
      2003 Annual Research Report
  • [Publications] Naoya Sumi: "Diffeomorphisms with positive entropy and chaos in the sense of Li-Yorke,"Ergod.Th. & Dynam.Sys.. 23. 621-635 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 西岡 國雄: "数理ファイナンスの基礎"東京都立大学出版会. 116 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Kunio Nishioka: "Boundary conditions for one-dimensional biharmonic pseudo process"JElectr. J. Prob., 6 (2001) ; http://www.math.washington.edu/~ejpecp/EjpVol6/paper13.abs.html. 6. 1-27 (2001)

    • Related Report
      2002 Annual Research Report
  • [Publications] Sadao Sato: "An approach to the biharmonic pseudo process by a random walk"J. Math. Kyoto Univ.. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Moriyasu, K.Sakai, N.Sumi: "Vector fields with topological stability"Trans. Amer. Math. Soc.. 353. 3391-3408 (2001)

    • Related Report
      2002 Annual Research Report
  • [Publications] Naoya Sumi: "Diffeomorphisms with positive entropy and chaos in the sense of Li-Yorke"Ergod. Th. & Dynam. Sys.. (to appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] Kunio Nishioka: "Boundary conditions for one-dimensional biharmonic pseudo process"JElectr. J. Prob., 6(2001); http://www.math.washington.edu/~ejpecp/EjpVol6/paperl3.abs.html. 6. 1-27 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Sadao Sato: "An approach to the biharmonic pseudo process by a random walk"to appear in J. Math. Kyoto Univ.. (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Aoki, N., Moriyasu, K., Sumi, N.: "C^1-maps having hyperboic periodic points"Fund. Math.. 169. 1-49 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Moriyasu, K., Sakai, K., Sumi, N.: "Vector fields with topological stability"Trans. Amer. Math. Soc.. 353. 3391-3408 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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