• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Stochastic calculus for systems with long range interaction

Research Project

Project/Area Number 15K04916
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research InstitutionKeio University (2018)
Chiba University (2015-2017)

Principal Investigator

Tanemura Hideki  慶應義塾大学, 理工学部(矢上), 教授 (40217162)

Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords無限次元確率微分方程式 / ランダム行列 / 相互作用系 / 干渉ブラウン運動 / 干渉レヴィ過程 / スコロホッド方程式 / 浸透模型 / 行列式点過程 / 無限粒子系 / 確率微分方程式 / 長距離相互作用 / 対数ポテンシャル / 点過程 / ディリクレ形式 / ブラウン運動 / 行列式過程 / 強マルコフ性 / 末尾事象
Outline of Final Research Achievements

We studied infinite dimensional stochastic differential equations (ISDEs) representing infinite particles systems with long range interaction. We proved the existence and uniqueness of solutions of ISDEs for systems of interacting diffusion processes (joint work with H. Osada ). We generalized the result to systems of jump type process including Levy process (joint work with S. Esaki) and those of hard core balls. As an application of these results, we showed the uniqueness of Dirichlet forms associated the systems (joint work with Y. Kawamoto and H. Osada ).
We also studied on percolation models composed by sticks whose centers are arranged by a Poisson point process and directions are i. i. d. We examined the relation between the distribution of direction of sticks and the shape of cluster, and obtained a kind of phase transition (joint work with R. Roy).

Academic Significance and Societal Importance of the Research Achievements

物理学、生物学、経済学、工学などで観察されている現象を確率過程で表しその性質を調べる研究は確率論の分野では盛んに行われている。無限粒子系に対しても確率過程での表現が行われているが、多くの場合、有限粒子系からの近似で得られており、極限確率過程の一意性が重要な問題として残る。本研究期間中での研究成果により、対象となる確率過程を無限次元確率微分方程式の解として表現し、その一意性を示すための一般論が構築された。この成果により無限粒子系に対する確率解析の適用を可能にすることができる。さらに、この理論は頑強であり、多くの現象に対しても応用可能であることから、学術的意義や社会的意義は高いと思われる。

Report

(5 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • Research Products

    (16 results)

All 2019 2018 2017 2016 2015 Other

All Int'l Joint Research (1 results) Journal Article (3 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 3 results,  Acknowledgement Compliant: 2 results) Presentation (10 results) (of which Int'l Joint Research: 9 results,  Invited: 8 results) Book (2 results)

  • [Int'l Joint Research] インド統計研究所(インド)

    • Related Report
      2018 Annual Research Report
  • [Journal Article] Percolation clusters as generators for orientation ordering2017

    • Author(s)
      Rahul Roy
    • Journal Title

      Journal of Statistical Physics

      Volume: 168 Issue: 6 Pages: 1259-1275

    • DOI

      10.1007/s10955-017-1856-1

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Stochastic differential equations related to random matrix theory2016

    • Author(s)
      Hirofumi Osada
    • Journal Title

      RIMS Kokyuroku Bessatsu

      Volume: 59 Pages: 203-214

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Strong Markov property of determinantal processes with extended kernels2016

    • Author(s)
      Hirofumi Osada
    • Journal Title

      Stoch. Proc. Appl.

      Volume: 126 Issue: 1 Pages: 186-208

    • DOI

      10.1016/j.spa.2015.08.003

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] Systems of infinitely many hard balls with long range interaction2018

    • Author(s)
      Hideki Tanemura
    • Organizer
      Random matrices and their applications
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Infinite particle systems with hard core and long range interactions2018

    • Author(s)
      Hideki Tanemura
    • Organizer
      17th International Symposium Stochastic Analysis on Large Scale Interacting systems
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Uniqueness of solutions of infinite dimensional stochastic differential equations (1)、(2)2018

    • Author(s)
      Hideki Tanemura
    • Organizer
      Stochastic analysis and related topics
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions2017

    • Author(s)
      Hideki Tanemura
    • Organizer
      40th Conference on Stochastic Processes and Their Applications
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] On uniqueness of Dirichlet forms related to interacting systems with an infinite number of particles2017

    • Author(s)
      Hideki Tanemura
    • Organizer
      16th Workshop on Stochastic Analysis on Large Scale Interacting systems
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] On uniqueness of solutions of SDEs related to infinite particle systems with jumps2016

    • Author(s)
      Hideki Tanemura
    • Organizer
      15th Workshop on Stochastic Analysis on Large Scale Interacting systems
    • Place of Presentation
      東京大学大学院数理科学研究科、東京都目黒区
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Stochastic differential equations related to random matrix theory2015

    • Author(s)
      Hideki Tanemura
    • Organizer
      14th Workshop on Stochastic Analysis on Large Scale Interacting systems
    • Place of Presentation
      京都大学数理解析研究所、京都府京都市
    • Year and Date
      2015-10-28
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 無限粒子系に対応したディリクレ形式の芯集合2015

    • Author(s)
      種村 秀紀
    • Organizer
      日本数学会
    • Place of Presentation
      京都産業大学、京都府京都市
    • Year and Date
      2015-09-13
    • Related Report
      2015 Research-status Report
  • [Presentation] German-Japanese conference on Stochastic Analysis and Applications2015

    • Author(s)
      Hideki Tanemura
    • Organizer
      Systems of infinitely many Brownian motions with long ranged interaction
    • Place of Presentation
      東北大学、宮城県仙台市
    • Year and Date
      2015-09-01
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Infinite-dimensional stochastic differential equations and tail σ-fields2015

    • Author(s)
      Hideki Tanemura
    • Organizer
      38th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      Oxford University, England, Oxford
    • Year and Date
      2015-07-14
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Book] 数学セミナー ランダム行列 確率力学とランダム行列2019

    • Author(s)
      種村 秀紀
    • Total Pages
      6
    • Publisher
      日本評論社
    • Related Report
      2018 Annual Research Report
  • [Book] 数理科学 自然界を支配する偶然の構造 統計力学と確率論2016

    • Author(s)
      種村 秀紀
    • Total Pages
      7
    • Publisher
      サイエンス社
    • Related Report
      2016 Research-status Report

URL: 

Published: 2015-04-16   Modified: 2020-03-30  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi