Set Theoretic Properties of Loeb Measure 2
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Nonstandard Methods in Analysis an Elementary Approach to Stochastic Differential Equations
Nonstandard Methods in Analysis An elementary approach to Stochastic Differential Equations Vieri Benci Dipartimento di Matematica Applicata June 2008 Vieri Benci (DMA-Pisa) Nonstandard Methods 03/06 1 / 42 In most applications of NSA to analysis, only elementary tools and techniques of nonstandard calculus seems to be necessary. The advantages of a theory which includes infinitasimals rely more on the possibility of making new models rather than in the dimostration techniques. These two points will be illustrated using a-theory in the study of Brownian motion. The aim of this talk is to make two points relative to NSA: Vieri Benci (DMA-Pisa) Nonstandard Methods 03/06 2 / 42 The advantages of a theory which includes infinitasimals rely more on the possibility of making new models rather than in the dimostration techniques. These two points will be illustrated using a-theory in the study of Brownian motion. The aim of this talk is to make two points relative to NSA: In most applications of NSA to analysis, only elementary tools and techniques of nonstandard calculus seems to be necessary. Vieri Benci (DMA-Pisa) Nonstandard Methods 03/06 2 / 42 These two points will be illustrated using a-theory in the study of Brownian motion. The aim of this talk is to make two points relative to NSA: In most applications of NSA to analysis, only elementary tools and techniques of nonstandard calculus seems to be necessary. The advantages of a theory which includes infinitasimals rely more on the possibility of making new models rather than in the dimostration techniques. Vieri Benci (DMA-Pisa) Nonstandard Methods 03/06 2 / 42 The aim of this talk is to make two points relative to NSA: In most applications of NSA to analysis, only elementary tools and techniques of nonstandard calculus seems to be necessary. -
An Introduction to Nonstandard Analysis 11
AN INTRODUCTION TO NONSTANDARD ANALYSIS ISAAC DAVIS Abstract. In this paper we give an introduction to nonstandard analysis, starting with an ultrapower construction of the hyperreals. We then demon- strate how theorems in standard analysis \transfer over" to nonstandard anal- ysis, and how theorems in standard analysis can be proven using theorems in nonstandard analysis. 1. Introduction For many centuries, early mathematicians and physicists would solve problems by considering infinitesimally small pieces of a shape, or movement along a path by an infinitesimal amount. Archimedes derived the formula for the area of a circle by thinking of a circle as a polygon with infinitely many infinitesimal sides [1]. In particular, the construction of calculus was first motivated by this intuitive notion of infinitesimal change. G.W. Leibniz's derivation of calculus made extensive use of “infinitesimal” numbers, which were both nonzero but small enough to add to any real number without changing it noticeably. Although intuitively clear, infinitesi- mals were ultimately rejected as mathematically unsound, and were replaced with the common -δ method of computing limits and derivatives. However, in 1960 Abraham Robinson developed nonstandard analysis, in which the reals are rigor- ously extended to include infinitesimal numbers and infinite numbers; this new extended field is called the field of hyperreal numbers. The goal was to create a system of analysis that was more intuitively appealing than standard analysis but without losing any of the rigor of standard analysis. In this paper, we will explore the construction and various uses of nonstandard analysis. In section 2 we will introduce the notion of an ultrafilter, which will allow us to do a typical ultrapower construction of the hyperreal numbers. -
Actual Infinitesimals in Leibniz's Early Thought
Actual Infinitesimals in Leibniz’s Early Thought By RICHARD T. W. ARTHUR (HAMILTON, ONTARIO) Abstract Before establishing his mature interpretation of infinitesimals as fictions, Gottfried Leibniz had advocated their existence as actually existing entities in the continuum. In this paper I trace the development of these early attempts, distinguishing three distinct phases in his interpretation of infinitesimals prior to his adopting a fictionalist interpretation: (i) (1669) the continuum consists of assignable points separated by unassignable gaps; (ii) (1670-71) the continuum is composed of an infinity of indivisible points, or parts smaller than any assignable, with no gaps between them; (iii) (1672- 75) a continuous line is composed not of points but of infinitely many infinitesimal lines, each of which is divisible and proportional to a generating motion at an instant (conatus). In 1676, finally, Leibniz ceased to regard infinitesimals as actual, opting instead for an interpretation of them as fictitious entities which may be used as compendia loquendi to abbreviate mathematical reasonings. Introduction Gottfried Leibniz’s views on the status of infinitesimals are very subtle, and have led commentators to a variety of different interpretations. There is no proper common consensus, although the following may serve as a summary of received opinion: Leibniz developed the infinitesimal calculus in 1675-76, but during the ensuing twenty years was content to refine its techniques and explore the richness of its applications in co-operation with Johann and Jakob Bernoulli, Pierre Varignon, de l’Hospital and others, without worrying about the ontic status of infinitesimals. Only after the criticisms of Bernard Nieuwentijt and Michel Rolle did he turn himself to the question of the foundations of the calculus and 2 Richard T. -
Cauchy, Infinitesimals and Ghosts of Departed Quantifiers 3
CAUCHY, INFINITESIMALS AND GHOSTS OF DEPARTED QUANTIFIERS JACQUES BAIR, PIOTR BLASZCZYK, ROBERT ELY, VALERIE´ HENRY, VLADIMIR KANOVEI, KARIN U. KATZ, MIKHAIL G. KATZ, TARAS KUDRYK, SEMEN S. KUTATELADZE, THOMAS MCGAFFEY, THOMAS MORMANN, DAVID M. SCHAPS, AND DAVID SHERRY Abstract. Procedures relying on infinitesimals in Leibniz, Euler and Cauchy have been interpreted in both a Weierstrassian and Robinson’s frameworks. The latter provides closer proxies for the procedures of the classical masters. Thus, Leibniz’s distinction be- tween assignable and inassignable numbers finds a proxy in the distinction between standard and nonstandard numbers in Robin- son’s framework, while Leibniz’s law of homogeneity with the im- plied notion of equality up to negligible terms finds a mathematical formalisation in terms of standard part. It is hard to provide paral- lel formalisations in a Weierstrassian framework but scholars since Ishiguro have engaged in a quest for ghosts of departed quantifiers to provide a Weierstrassian account for Leibniz’s infinitesimals. Euler similarly had notions of equality up to negligible terms, of which he distinguished two types: geometric and arithmetic. Eu- ler routinely used product decompositions into a specific infinite number of factors, and used the binomial formula with an infi- nite exponent. Such procedures have immediate hyperfinite ana- logues in Robinson’s framework, while in a Weierstrassian frame- work they can only be reinterpreted by means of paraphrases de- parting significantly from Euler’s own presentation. Cauchy gives lucid definitions of continuity in terms of infinitesimals that find ready formalisations in Robinson’s framework but scholars working in a Weierstrassian framework bend over backwards either to claim that Cauchy was vague or to engage in a quest for ghosts of de- arXiv:1712.00226v1 [math.HO] 1 Dec 2017 parted quantifiers in his work. -
Fermat, Leibniz, Euler, and the Gang: the True History of the Concepts Of
FERMAT, LEIBNIZ, EULER, AND THE GANG: THE TRUE HISTORY OF THE CONCEPTS OF LIMIT AND SHADOW TIZIANA BASCELLI, EMANUELE BOTTAZZI, FREDERIK HERZBERG, VLADIMIR KANOVEI, KARIN U. KATZ, MIKHAIL G. KATZ, TAHL NOWIK, DAVID SHERRY, AND STEVEN SHNIDER Abstract. Fermat, Leibniz, Euler, and Cauchy all used one or another form of approximate equality, or the idea of discarding “negligible” terms, so as to obtain a correct analytic answer. Their inferential moves find suitable proxies in the context of modern the- ories of infinitesimals, and specifically the concept of shadow. We give an application to decreasing rearrangements of real functions. Contents 1. Introduction 2 2. Methodological remarks 4 2.1. A-track and B-track 5 2.2. Formal epistemology: Easwaran on hyperreals 6 2.3. Zermelo–Fraenkel axioms and the Feferman–Levy model 8 2.4. Skolem integers and Robinson integers 9 2.5. Williamson, complexity, and other arguments 10 2.6. Infinity and infinitesimal: let both pretty severely alone 13 3. Fermat’s adequality 13 3.1. Summary of Fermat’s algorithm 14 arXiv:1407.0233v1 [math.HO] 1 Jul 2014 3.2. Tangent line and convexity of parabola 15 3.3. Fermat, Galileo, and Wallis 17 4. Leibniz’s Transcendental law of homogeneity 18 4.1. When are quantities equal? 19 4.2. Product rule 20 5. Euler’s Principle of Cancellation 20 6. What did Cauchy mean by “limit”? 22 6.1. Cauchy on Leibniz 23 6.2. Cauchy on continuity 23 7. Modern formalisations: a case study 25 8. A combinatorial approach to decreasing rearrangements 26 9. -
Connes on the Role of Hyperreals in Mathematics
Found Sci DOI 10.1007/s10699-012-9316-5 Tools, Objects, and Chimeras: Connes on the Role of Hyperreals in Mathematics Vladimir Kanovei · Mikhail G. Katz · Thomas Mormann © Springer Science+Business Media Dordrecht 2012 Abstract We examine some of Connes’ criticisms of Robinson’s infinitesimals starting in 1995. Connes sought to exploit the Solovay model S as ammunition against non-standard analysis, but the model tends to boomerang, undercutting Connes’ own earlier work in func- tional analysis. Connes described the hyperreals as both a “virtual theory” and a “chimera”, yet acknowledged that his argument relies on the transfer principle. We analyze Connes’ “dart-throwing” thought experiment, but reach an opposite conclusion. In S, all definable sets of reals are Lebesgue measurable, suggesting that Connes views a theory as being “vir- tual” if it is not definable in a suitable model of ZFC. If so, Connes’ claim that a theory of the hyperreals is “virtual” is refuted by the existence of a definable model of the hyperreal field due to Kanovei and Shelah. Free ultrafilters aren’t definable, yet Connes exploited such ultrafilters both in his own earlier work on the classification of factors in the 1970s and 80s, and in Noncommutative Geometry, raising the question whether the latter may not be vulnera- ble to Connes’ criticism of virtuality. We analyze the philosophical underpinnings of Connes’ argument based on Gödel’s incompleteness theorem, and detect an apparent circularity in Connes’ logic. We document the reliance on non-constructive foundational material, and specifically on the Dixmier trace − (featured on the front cover of Connes’ magnum opus) V. -
Lecture 25: Ultraproducts
LECTURE 25: ULTRAPRODUCTS CALEB STANFORD First, recall that given a collection of sets and an ultrafilter on the index set, we formed an ultraproduct of those sets. It is important to think of the ultraproduct as a set-theoretic construction rather than a model- theoretic construction, in the sense that it is a product of sets rather than a product of structures. I.e., if Xi Q are sets for i = 1; 2; 3;:::, then Xi=U is another set. The set we use does not depend on what constant, function, and relation symbols may exist and have interpretations in Xi. (There are of course profound model-theoretic consequences of this, but the underlying construction is a way of turning a collection of sets into a new set, and doesn't make use of any notions from model theory!) We are interested in the particular case where the index set is N and where there is a set X such that Q Xi = X for all i. Then Xi=U is written XN=U, and is called the ultrapower of X by U. From now on, we will consider the ultrafilter to be a fixed nonprincipal ultrafilter, and will just consider the ultrapower of X to be the ultrapower by this fixed ultrafilter. It doesn't matter which one we pick, in the sense that none of our results will require anything from U beyond its nonprincipality. The ultrapower has two important properties. The first of these is the Transfer Principle. The second is @0-saturation. 1. The Transfer Principle Let L be a language, X a set, and XL an L-structure on X. -
Communications Programming Concepts
AIX Version 7.1 Communications Programming Concepts IBM Note Before using this information and the product it supports, read the information in “Notices” on page 323 . This edition applies to AIX Version 7.1 and to all subsequent releases and modifications until otherwise indicated in new editions. © Copyright International Business Machines Corporation 2010, 2014. US Government Users Restricted Rights – Use, duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp. Contents About this document............................................................................................vii How to use this document..........................................................................................................................vii Highlighting.................................................................................................................................................vii Case-sensitivity in AIX................................................................................................................................vii ISO 9000.....................................................................................................................................................vii Communication Programming Concepts................................................................. 1 Data Link Control..........................................................................................................................................1 Generic Data Link Control Environment Overview............................................................................... -
4. Basic Concepts in This Section We Take X to Be Any Infinite Set Of
401 4. Basic Concepts In this section we take X to be any infinite set of individuals that contains R as a subset and we assume that ∗ : U(X) → U(∗X) is a proper nonstandard extension. The purpose of this section is to introduce three important concepts that are characteristic of arguments using nonstandard analysis: overspill and underspill (consequences of certain sets in U(∗X) not being internal); hy- perfinite sets and hyperfinite sums (combinatorics of hyperfinite objects in U(∗X)); and saturation. Overspill and underspill ∗ ∗ 4.1. Lemma. The sets N, µ(0), and fin( R) are external in U( X). Proof. Every bounded nonempty subset of N has a maximum element. By transfer we conclude that every bounded nonempty internal subset of ∗N ∗ has a maximum element. Since N is a subset of N that is bounded above ∗ (by any infinite element of N) but that has no maximum element, it follows that N is external. Every bounded nonempty subset of R has a least upper bound. By transfer ∗ we conclude that every bounded nonempty internal subset of R has a least ∗ upper bound. Since µ(0) is a bounded nonempty subset of R that has no least upper bound, it follows that µ(0) is external. ∗ ∗ ∗ If fin( R) were internal, so would N = fin( R) ∩ N be internal. Since N is ∗ external, it follows that fin( R) is also external. 4.2. Proposition. (Overspill and Underspill Principles) Let A be an in- ternal set in U(∗X). ∗ (1) (For N) A contains arbitrarily large elements of N if and only if A ∗ contains arbitrarily small infinite elements of N. -
Calculus/Print Version
Calculus/Print version Wikibooks.org March 24, 2011. Contents 1 TABLEOF CONTENTS 1 1.1 PRECALCULUS1 ....................................... 1 1.2 LIMITS2 ........................................... 2 1.3 DIFFERENTIATION3 .................................... 3 1.4 INTEGRATION4 ....................................... 4 1.5 PARAMETRICAND POLAR EQUATIONS5 ......................... 8 1.6 SEQUENCES AND SERIES6 ................................. 9 1.7 MULTIVARIABLE AND DIFFERENTIAL CALCULUS7 ................... 10 1.8 EXTENSIONS8 ........................................ 11 1.9 APPENDIX .......................................... 11 1.10 EXERCISE SOLUTIONS ................................... 11 1.11 REFERENCES9 ........................................ 11 1.12 ACKNOWLEDGEMENTS AND FURTHER READING10 ................... 12 2 INTRODUCTION 13 2.1 WHAT IS CALCULUS?.................................... 13 2.2 WHY LEARN CALCULUS?.................................. 14 2.3 WHAT IS INVOLVED IN LEARNING CALCULUS? ..................... 14 2.4 WHAT YOU SHOULD KNOW BEFORE USING THIS TEXT . 14 2.5 SCOPE ............................................ 15 3 PRECALCULUS 17 4 ALGEBRA 19 4.1 RULES OF ARITHMETIC AND ALGEBRA .......................... 19 4.2 INTERVAL NOTATION .................................... 20 4.3 EXPONENTS AND RADICALS ................................ 21 4.4 FACTORING AND ROOTS .................................. 22 4.5 SIMPLIFYING RATIONAL EXPRESSIONS .......................... 23 4.6 FORMULAS OF MULTIPLICATION OF POLYNOMIALS . 23 1 Chapter 1 on page -
Calculus for a New Century: a Pump, Not a Filter
DOCUMENT RESUME ED 300 252 SE 050 088 AUTHOR Steen, Lynn Arthur, Ed. TITLE Calculus for a New Century: A Pump, Not a Filter. Papers Presented at a Colloquium _(Washington, D.C., October 28-29, 1987). MAA Notes Number 8. INSTITUTION Mathematical Association of America, Washington, D.C. REPORT NO ISBN-0-88385-058-3 PUB DATE 88 NOTE 267p. AVAILABLE FROMMathematical Association of America, 1529 18th Street, NW, Washington, DC 20007 ($12.50). PUB TYPE Viewpoints (120) -- Collected Works - Conference Proceedings (021) EDRS PRICE MF01 Plus Postage. PC Not Available from EDRS. DESCRIPTORS *Calculus; Change Strategies; College Curriculum; *College Mathematics; Curriculum Development; *Educational Change; Educational Trends; Higher Education; Mathematics Curriculum; *Mathematics Instruction; Mathematics Tests ABSTRACT This document, intended as a resource for calculus reform, contains 75 separate contributions, comprising a very diverse set of opinions about the shap, of calculus for a new century. The authors agree on the forces that are reshapinc calculus, but disagree on how to respond to these forces. They agree that the current course is not satisfactory, yet disagree about new content emphases. They agree that the neglect of teaching must be repaired, but do not agree on the most promising avenues for improvement. The document contains: (1) a record of presentations prepared fcr a colloquium; (2) a collage of reactions to the colloquium by a variety of individuals representing diverse calculus constituencies; (3) summaries of 16 discussion groups that elaborate on particular themes of importance to reform efforts; (4) a series of background papers providing context for the calculus colloquium; (5) a selection of final examinations from Calculus I, II, and III from universities, colleges, and two-year colleges around the country; (6) a collection of reprints of documents related to calculus; and (7) a list of colloquium participants. -
Arxiv:0811.0164V8 [Math.HO] 24 Feb 2009 N H S Gat2006393)
A STRICT NON-STANDARD INEQUALITY .999 ...< 1 KARIN USADI KATZ AND MIKHAIL G. KATZ∗ Abstract. Is .999 ... equal to 1? A. Lightstone’s decimal expan- sions yield an infinity of numbers in [0, 1] whose expansion starts with an unbounded number of repeated digits “9”. We present some non-standard thoughts on the ambiguity of the ellipsis, mod- eling the cognitive concept of generic limit of B. Cornu and D. Tall. A choice of a non-standard hyperinteger H specifies an H-infinite extended decimal string of 9s, corresponding to an infinitesimally diminished hyperreal value (11.5). In our model, the student re- sistance to the unital evaluation of .999 ... is directed against an unspoken and unacknowledged application of the standard part function, namely the stripping away of a ghost of an infinitesimal, to echo George Berkeley. So long as the number system has not been specified, the students’ hunch that .999 ... can fall infinites- imally short of 1, can be justified in a mathematically rigorous fashion. Contents 1. The problem of unital evaluation 2 2. A geometric sum 3 3.Arguingby“Itoldyouso” 4 4. Coming clean 4 5. Squaring .999 ...< 1 with reality 5 6. Hyperreals under magnifying glass 7 7. Zooming in on slope of tangent line 8 arXiv:0811.0164v8 [math.HO] 24 Feb 2009 8. Hypercalculator returns .999 ... 8 9. Generic limit and precise meaning of infinity 10 10. Limits, generic limits, and Flatland 11 11. Anon-standardglossary 12 Date: October 22, 2018. 2000 Mathematics Subject Classification. Primary 26E35; Secondary 97A20, 97C30 . Key words and phrases.