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Research on random phenomena by the methods of modern mathematics

Research Project

Project/Area Number 07404005
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKYOTO UNIVERSITY

Principal Investigator

WATANABE Shinzo  Kyoto Univ., Graduate School of Science, Professor, 大学院・理学研究科, 教授 (90025297)

Co-Investigator(Kenkyū-buntansha) YOSHIDA Nobuo  Hokkaido Univ., Graduate School of Science, Lecturer, 大学院・理学研究科, 講師 (40240303)
KOKUBU Hiroshi  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (50202057)
SHIGEKAWA Ichiro  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (00127234)
TANIGUCHI Masahiko  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (50108974)
NISHIDA Takaaki  Kyoto Univ., Graduate School of Science, Professor, 大学院・理学研究科, 教授 (70026110)
梅田 亨  京都大学, 大学院・理学研究科, 助教授 (00176728)
野村 隆昭  京都大学, 大学院・理学研究科, 助教授 (30135511)
岩塚 明  京都大学, 大学院・理学研究科, 講師 (40184890)
大鍛冶 隆司  京都大学, 大学院・理学研究科, 助教授 (20160426)
平井 武  京都大学, 大学院・理学研究科, 教授 (70025310)
Project Period (FY) 1995 – 1998
Project Status Completed (Fiscal Year 1998)
Budget Amount *help
¥25,700,000 (Direct Cost: ¥25,700,000)
Fiscal Year 1998: ¥4,300,000 (Direct Cost: ¥4,300,000)
Fiscal Year 1997: ¥6,600,000 (Direct Cost: ¥6,600,000)
Fiscal Year 1996: ¥6,500,000 (Direct Cost: ¥6,500,000)
Fiscal Year 1995: ¥8,300,000 (Direct Cost: ¥8,300,000)
KeywordsSobolev spaces on Wiener space / measure valued branching processes / Brownian snake / innovation problem / bifurcations for equations in fluid dynamics / bifurcation problem in dynamical system / complex dynamics of entirefunctions / lattice spin system / マルコフ半群の比較定理 / 無限次元Hodge-Kodaira型作用素 / Berezin変換 / Capelli恒等式 / φ^4-格子場模型 / Malliavrin解析 / Stochastic area / 確率微分方程式 / Euler-Maruyama近似 / 熱核の近似スキーム / 熱対流問題 / Pauli作用素のスペクトル / Malliavin解析 / Wiener空間 / Wiener汎関数 / Sobolev空間 / ループ空間 / 無限対称群 / 微分同相群 / 分岐問題の計算機支援証明法
Research Abstract

We studied on problems of mathematical models in random phenomena ;
stochastic processes, functionals on Wiener path and loop spaces, lattice spin systems, dynamical systems and models in fluid dynamics. We list main results :
1. We defined Sobolev spaces on Wiener space and studied regularity of Wiener path integrals and conditional Wiener path integrals in terms of Sobolev spaces.
We obtained a comparison theorem for Markovian semigroups which can be applied to analysis on Wiener space.
2. We studied structures and operations concerning measure valued branching processes (superprocesses) by using the notion of Brownian snakes due to Le Gall.
We studied the innovation problem for stochastic processes and obtained some example of stochastic processes which generate non-cosy filtrations in the sense of Tsirelson.
3. We gave a computer aided proof in bifurcation problems for equations of fluid dynamics.
4. We studied on a degenerating singularity of vector fields inconnection with bifurcations and chaotic behavior of dynamical systems.
Also we obtained new results on bifurcations of homoclinic orbits.
5. We studied complex dynamical systems by the theory of Teichmuller spaces and constructed a theory of complex dynamics by entire functions.
6. We studied relaxation problem of Glauber dynamics in lattice spin systems.

Report

(5 results)
  • 1998 Annual Research Report   Final Research Report Summary
  • 1997 Annual Research Report
  • 1996 Annual Research Report
  • 1995 Annual Research Report
  • Research Products

    (39 results)

All Other

All Publications (39 results)

  • [Publications] S.Watanabe: "Stochastic analyis on Wiener space" Proc.Norbert Wiener Centenary Congress, Appl.Math.Proc.Symp.52. 359-370 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "Branching diffusions (superdiffusions) and random snakes" Proc.SPA96, World Scientific. 416-429 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane" Seminaire de Probab.(Springer series of LNM). 33 発売予定. (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] I.Shigekawa: "L^p contraction semigroups for vector valued functions" J.Funct.Analysis. 147. 69-108 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] H.Kokubo and V.Naudot: "Existence of infinitely many homoclinic doubling bifurcation from some codimension three homoclinic or bits" J.Differential Equations. 140. 309-364 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] N.Yoshida: "Relaxed criteria of Dobrushin-Shlosman mixing condition" J.Stat.Physics. 87. 293-309 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 上田哲生・諸澤俊介・谷口雅彦: "複素力学系序説=フラクタルと複素解析=" 培風館, 東京, 240 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] 重川一郎: "確率解析(岩波講座 現代数学の展開)" 岩波書店, 東京, 192 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "Stochastic analysis on Wiener space" Proc.Norbert Wiener Centenary Congress, Proc.Symmp.Appl.Math.AMS.52. 359-370 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "Branching diffusion (superdiffusions) and random snakes" Trends in Probability and Related Analysis, Proc.SPA'96, World Scientific. 289-304 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane" Seminaire de Probabilites XXXIII,Springer. to appear. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] I.Shigekawa: "L^p contraction semigroups for vector valued functions" J.Funct.Anal.147. 69-108 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] Hiroshi Kokubu and Vincent Naudot: "Existence of infinitely many homoclinic doubling bifurcations from some codimension three homoclinic orbits" Journal of Dynamics and Differential Equations. 9. 445-462 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] N.Yoshida: "Finite volume Glauber dynamics in a small magnetic field" J.Stat.Phys.90, Nos.3/4. 1015-1035 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1998 Final Research Report Summary
  • [Publications] S.Watanabe: "Invariants of one-dimensional diffusion processes and applications" J.Korean Math.Soc.35. 637-658 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] S.Watanabe: "The existence of a multiple spidermartingale in the natural filtration of a certain diffusion in the plane" Seminaire de Probab.(Springer series of LNM). 33(発表予定). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] S.Watanabe: "Killing operations in super-diffusions by Brownian snakes" Proc.SAP 98,Taiwan,World Scientific. (発表予定). (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] T.Harada and M.Taniguchi: "On Teichmuller spaces of complex dynamics by entire functions" Bull.Hong Kong Math.J.1. 257-266 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] H.Kokubu and V.Naudot: "Existence of infinitely many homoclinic doubling bifurcations from some codimension three homoclinic orbits" Journal of Differential Equations. 140. 309-364 (1997)

    • Related Report
      1998 Annual Research Report
  • [Publications] N.Yoshida: "Finite volume Glauber dynamics in a small magnetic field" J.Stat.Phys.90. 1015-1035 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 重川一郎: "確率解析(岩波講座現代数学の展開)" 岩波書店,東京, 192 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Watanabe,S.: "Branching diffusions (superdiffusions) and random snakes" Trends in Probability and Related Analysis (eds.N.Kono and N-R Shich),Proc,SAP '96,World Scientific. 289-304 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Harada,T. and Taniguchi,M.: "On Teichmuller spaces of complex dynamics by entire functions" Bull.Hong-Kong Math.J.1. 257-266 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Shigekawa,I.: "L^P-contraction semigroups for vector valued functions" J.Funct.Anal.147. 69-108 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Fujita,E. and Nomura,T.: "Spectral decompositions of Berezin transformations on C^n related to the natural U(n)-action" J.Math.Kyoto Univ.36. 877-888 (1996)

    • Related Report
      1997 Annual Research Report
  • [Publications] Umeda,T.: "The Capelli identities,a century after" Selected Papers on Harmonic Analysis,Groups and Inrariants AMS Translations.Ser.2(ed.K.Nomizu). 183. 51-78 (1998)

    • Related Report
      1997 Annual Research Report
  • [Publications] Yoshida,N.: "Relaxed criteria of the Dobrushin-Shlosman mixing condition" J,Stat.Phys.87,1/2. 293-309 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Watanabe,S.: "Levg's stochastic area formula and Brownian motion on a compact Lie groups" Ito's Stochastic Calculas and Probability theory Springer-Verlag,Tokyo. 401-411 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Shigekawa,I.and Taniguchi,S.: "A Kahler metric ona based loop group and corariant differentiation" Ito's Stochastic Calculas and Probability Theory Springer-Verlag,Tokyo. 327-346 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Iohara,T.Nishida,T.Teramoto,Y.and Yoshihara,H.: "Benard-Marangoni convection with a deformable surface" Mathematical Problems on Computational Fluid Dynamics,数理研講究録. 974. 30-42 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Okaji,T.: "Uniqueness of the Cauchy problem for elliptic operators with fourfold characteristics of constant multiplicity" Comm.P.D.E. (発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] Iwatsuka,A and Tamura,H: "Asymptotic distribution of eigenralues for Pauli operafors with spherically symmetric magnetic fields," Tsukuba Math.J.,. (発表予定).

    • Related Report
      1996 Annual Research Report
  • [Publications] J. Ren and S. Watanabe: "A convergence theorem for probability densities and conditional expectations" Proc. Intern. Conf. Beijing (Walter de Gruyter). 335-344 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] S. Watanabe: "Wiener funstionals with regularity of fractional order" Proc. Taniguchi Symp. (World Scientific). (to appear). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] I. Shigekawa: "An example of regular (r , p) -capacity and essential self-adjointness of a differential operator in infinite dimensions" J. Math. Kyoto Univ.35. 639-651 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] T. Kazumi and I. Shigekawa: "Differential calculus on a submanifold of an abstract Wiener space" Proc. Int. Conf. Beijing (Walter de Gruyter). 235-251 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] T. Hirai: "Relations between unitary representations of diffeomorphism groups and those of the infinite symmetric group" Proc. Japan-Germany Symp. on Inf. -dim. Harmonic Analysis. (to appear). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] T. Nishida, Y. Teramoto and H. Yoshihara: "Bifurcation problems for equations of fluid dynamics and computer aided proof" Lecture Notes in Num. Appl. Anal. (Kinokuniya). 14. 145-157 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 重川一郎: "ループ群上の確率解析(セミナー・オン・プロバビリテイ,58巻)" 確率論セミナー, 69 (1995)

    • Related Report
      1995 Annual Research Report

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Published: 1995-04-01   Modified: 2016-04-21  

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