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

Applications of stochastic calculus to the KdV equation and hierarchy

Research Project

Project/Area Number 18340038
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionKyushu University

Principal Investigator

TANIGUCHI Setsuo  Kyushu University, 大学院・数理学研究院, 教授 (70155208)

Co-Investigator(Kenkyū-buntansha) FUKAI Yasunari  九州大学, 大学院・数理学研究院, 助手 (00311837)
Project Period (FY) 2006 – 2009
Project Status Completed (Fiscal Year 2009)
Budget Amount *help
¥7,450,000 (Direct Cost: ¥6,100,000、Indirect Cost: ¥1,350,000)
Fiscal Year 2009: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2008: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2007: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2006: ¥1,600,000 (Direct Cost: ¥1,600,000)
Keywords確率解析 / 確率振動積分 / KdV方程式 / KdV階層 / 2次ウィナー汎関数 / オレンシュタイン・ウーレンベッマ過程 / 非可換調和振動子 / 確率面積 / 1-ソリトン / 二次ウィナー汎関数 / 広田微分 / 2次ウイナー汎関数
Research Abstract

A deep study of the theory of Stochastic Calculus was made, aiming to apply stochastic oscillatory integrals to the KdV equation and the KdV hierarchy. Several new results in Stochastic Calculus are obtained : an application of stochastic representation to the convergence of reflectionless potentials, concrete expression of stochastic oscillatory integral, a Wiener integral representation approach to non commutative harmonic oscillator. Moreover, a new Wiener functional of the Brownian sheet was investigated. Finally, the relationship between stochastic oscillatory integrals and Jacobi equations was studied to understand stochastic oscillatory integrals from the point of view of algebraic analysis.

Report

(6 results)
  • 2009 Annual Research Report   Final Research Report ( PDF )
  • 2008 Annual Research Report   Self-evaluation Report ( PDF )
  • 2007 Annual Research Report
  • 2006 Annual Research Report
  • Research Products

    (40 results)

All 2010 2009 2008 2007 2006 Other

All Journal Article (23 results) (of which Peer Reviewed: 14 results) Presentation (11 results) Book (2 results) Remarks (4 results)

  • [Journal Article] The Ito-Nisio theorem, quadratic Wiener functionals, and 1-solitons2010

    • Author(s)
      N. Ikeda, S. Taniguchi
    • Journal Title

      Stoch. Proc. Appl 120

      Pages: 605-621

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] The Ito-Nisio theorem, quadratic Wiener functionals, and 1-solitons2010

    • Author(s)
      Nobuyuki Ikeda, Setsuo Taniguchi
    • Journal Title

      Stochastic Processes and their Applications (In press)

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Wiener integral approach to non-commutative harmonic oscillators2009

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 23043

      Pages: 347-352

    • NAID

      130000135289

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Wiener integral approach to non-commutative harmonic oscillators2009

    • Author(s)
      Setsuo Taniguchi
    • Journal Title

      Kyushu Journal of Mathematics 63

      Pages: 347-352

    • NAID

      130000135289

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Quadratic Wiener functionals of square norms on measure spaces2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Commun. Stoch. Anal 2

      Pages: 11-26

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] The heat semigroup and kernel associated with certain non-commutative haramonic oscillators2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 22647

      Pages: 63-68

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] The heat semigroup and kernel associated with certain non-commutative haramonic oscillators2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 62-1

      Pages: 63-68

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] Quadratic Wiener functionals of square norms on measure spaces2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Commun. Stoch. Anal. 2

      Pages: 11-26

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] The heat semigroup and kernel associated with certain non-commutative haramonic oscillators2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 62

      Pages: 63-68

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Quadratic Wiener functional of square norms on measure space2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Commun. Stoch. Anal. 2

      Pages: 11-26

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Quadratic Wiener functionals of square norms on measure spaces2008

    • Author(s)
      S. Taniguchi
    • Journal Title

      Comm. Stoch. Anal. (掲載決定)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Stochastic calculus and the KdV equation, in "Stochastic Analysis and Partial Differential equations", eds. G.-Q. Chen, E. Hsu, and M. Pinsky2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Contemp. Math. 429

      Pages: 245-256

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] On the Jacobi field approach to stochastic oscillatory integrals with quadratic phase functions2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 22282

      Pages: 191-208

    • NAID

      130000063190

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] On the Jacobi field approach to stochastic oscillatory integrals with quadratic phase functions2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu Jour. Math. 61-1

      Pages: 191-208

    • NAID

      130000063190

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] Stochastic calculus and the KdV equation, "Stochastic Analysis and Partial Differential equations"2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Contemp. Math.(G.-Q. Chen, E. Hsu,, M. Pinsky) 429

      Pages: 245-256

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] On the Jacobi field approach to stochastic oscillatory integrals with quadratic phase functions2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Kyushu J. Math. 61

      Pages: 191-208

    • NAID

      130000063190

    • Related Report
      2007 Annual Research Report
  • [Journal Article] Stochastic calculus and the KdV equation2007

    • Author(s)
      S. Taniguchi
    • Journal Title

      Contemp. Math. 429

      Pages: 245-256

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval2006

    • Author(s)
      S. Taniguchi
    • Journal Title

      Electron. Comm. Probab 11

      Pages: 1-10

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] Brownian sheet and reflectionless potentials2006

    • Author(s)
      S. Taniguchi
    • Journal Title

      Stoch. Pro. Appl. 116(2)

      Pages: 293-309

    • NAID

      120000981479

    • Related Report
      2009 Final Research Report
    • Peer Reviewed
  • [Journal Article] Brownian sheet and reflectionless potentials2006

    • Author(s)
      S. Taniguchi
    • Journal Title

      Stoch. Pro. Appl. 116 (2)

      Pages: 293-309

    • NAID

      120000981479

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval2006

    • Author(s)
      S. Taniguchi
    • Journal Title

      Electron. Comm. Probab. 11

      Pages: 1-10

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] Brownian sheet and reflectionless potentials2006

    • Author(s)
      S.Taniguchi
    • Journal Title

      Stoch. Proc. Their Appl. 116・2

      Pages: 293-309

    • NAID

      120000981479

    • Related Report
      2006 Annual Research Report
  • [Journal Article] On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval2006

    • Author(s)
      S.Taniguchi
    • Journal Title

      Electron. Comm. Probab. 11

      Pages: 1-10

    • Related Report
      2006 Annual Research Report
  • [Presentation] Eigenvalues in stochastic oscillatory integrals2009

    • Author(s)
      谷口説男
    • Organizer
      International workshop on verified computations and related topics
    • Place of Presentation
      Univ. Karlsruhe, Germany
    • Year and Date
      2009-03-10
    • Related Report
      2009 Final Research Report
  • [Presentation] 確率解析のKdV方程式への応用について2008

    • Author(s)
      谷口説男
    • Organizer
      九州大学応用力学研究所2008年度共同利用研究集会『非線形波動の数理と物理』
    • Place of Presentation
      九州大学
    • Year and Date
      2008-11-07
    • Related Report
      2009 Final Research Report
  • [Presentation] 確率解析のKdV方程式への応用について2008

    • Author(s)
      谷口説男
    • Organizer
      九州大学応用力学研究所平成20年度共同利用研究集会『非線形波動の数理と物理』
    • Place of Presentation
      九州大学
    • Year and Date
      2008-11-07
    • Related Report
      2008 Self-evaluation Report
  • [Presentation] 確率解析のKdV方程式への応用について2008

    • Author(s)
      谷口説男
    • Organizer
      九州大学応用力学研究所平成20年度共同利用研究集会『非線形波動の数理と物理』
    • Place of Presentation
      九州大学応用力学研究所
    • Year and Date
      2008-11-07
    • Related Report
      2008 Annual Research Report
  • [Presentation] Stochastic oscillatory integrals with quadratic phase function2007

    • Author(s)
      谷口説男
    • Organizer
      DMHF2007:COE Conference
    • Place of Presentation
      福岡リーセントホテル
    • Year and Date
      2007-10-03
    • Related Report
      2009 Final Research Report 2007 Annual Research Report
  • [Presentation] Stochastic oscillatory integrals with quadratic phase function2007

    • Author(s)
      谷口説男
    • Organizer
      DMHF2007 : COE Conference
    • Place of Presentation
      福岡リーセントホテル
    • Year and Date
      2007-10-03
    • Related Report
      2008 Self-evaluation Report
  • [Presentation] The heat semigroup and kernel associated with certain non-commutative haramonic oscillators2006

    • Author(s)
      谷口説男
    • Organizer
      確率論とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-10-26
    • Related Report
      2009 Final Research Report 2008 Self-evaluation Report
  • [Presentation] Conditioning quadratic Wiener functionals and Plucker coordinates- with a new example-2006

    • Author(s)
      谷口説男
    • Organizer
      確率論とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-10-26
    • Related Report
      2009 Final Research Report
  • [Presentation] Conditioning quadratic Wiener functionals and Plucker coordinates - with a new example -2006

    • Author(s)
      谷口説男
    • Organizer
      確率論とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2006-10-26
    • Related Report
      2008 Self-evaluation Report
  • [Presentation] 2次相関数を持つ確率振動積分-Plucker座標2006

    • Author(s)
      谷口説男
    • Organizer
      ブラウニンアンシート-, 九州確率論セミナー
    • Place of Presentation
      熊本大学
    • Year and Date
      2006-07-21
    • Related Report
      2009 Final Research Report
  • [Presentation] 2次相関数を持つ確率振動積分 -Plucker座標, ブラウニンアンシート-2006

    • Author(s)
      谷口説男
    • Organizer
      九州確率論セミナー
    • Place of Presentation
      熊本大学
    • Year and Date
      2006-07-21
    • Related Report
      2008 Self-evaluation Report
  • [Book] 非線形波動の数理と物理2009

    • Author(s)
      谷口説男
    • Publisher
      MIレクチャーノート
    • Related Report
      2009 Final Research Report
  • [Book] 「技術に生きる現代数学」第3章「顕微鏡をのぞくと株価が!」2008

    • Author(s)
      若山 正人編, 谷口 説男, 他
    • Publisher
      岩波書店
    • Related Report
      2007 Annual Research Report
  • [Remarks]

    • URL

      http://www2.math.kyushu-u.ac.jp/~taniguch/

    • Related Report
      2009 Final Research Report
  • [Remarks]

    • URL

      http://www2.math.kyushu-u.ac.jp/~taniguch/

    • Related Report
      2008 Self-evaluation Report
  • [Remarks]

    • URL

      http://www2.math.kyushu-u.ac.jp/~taniguch/

    • Related Report
      2008 Annual Research Report
  • [Remarks]

    • URL

      http://www2.math.kyushu-u.ac.jp/~taniguch/

    • Related Report
      2007 Annual Research Report

URL: 

Published: 2006-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi