arXiv subjects

Imme van den Berg

Publications and source records attributed to Imme van den Berg.

10 recordsLinked to original sources

arXiv2022

Gaussian elimination for flexible systems of linear inclusions

Flexible systems are linear systems of inclusions in which the elements of the coefficient matrix are external numbers in the sense of nonstandard analysis. External numbers represent real numbers with small, individual error terms. Using Gaussian elimination, a flexible system can be put into a row-echelon form with increasing error terms at the right-hand side. Then parameters are assigned to the error terms and the resulting system is solved by common methods of linear algebra. The solution set may have indeterminacy not only in terms of linear spaces, but also of modules. We determine maximal robustness for flexible systems.

math.NA↗

arXiv2021

On non-linear optimization with a perturbed objective function

A Lagrange multiplier theorem is derived for the case of an imprecise objective function and a precise constraint. The proof uses methods of analysis which deal in a direct, algebraic way with imprecisions. They include imprecise differentiation, and an approximate Fermat Lemma and Implicit Function Theorem. The tools are the external numbers of Nonstandard Analysis, which are models of Sorites imprecisions.

math.OC↗

arXiv2020

The explicit formula for Gauss-Jordan elimination and error analysis

The explicit formula for the elements of the successive intermediate matrices of the Gauss-Jordan elimination procedure for the solution of systems of linear equations is applied to error analysis. Stability conditions in terms of relative uncertainty and size of determinants are given such that the Gauss-Jordan procedure leads to a solution respecting the original imprecisions in the right-hand member. The solution is the same as given by Cramer's Rule. Imprecisions are modelled by scalar neutrices, which are convex groups of (nonstandard) real numbers. The resulting calculation rules extend informal error calculus, and permit to keep track of the errors at every stage.

math.CO↗

arXiv2020

On the explicit formula for Gauss-Jordan elimination

The elements of the successive intermediate matrices of the Gauss-Jordan elimination procedure have the form of quotients of minors. Instead of the proof using identities of determinants of \cite{Li}, a direct proof by induction is given.

math.CO↗

arXiv2019

An algebra for the propagation of errors in matrix calculus

We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The algebra of external numbers formalizes common error analysis, with rules for calculation which are a sort of mellowed form of the axioms for real numbers. We extend the algebra of external numbers to matrix calculus. Many classical properties continue to hold, sometimes stated in terms of inclusion instead of equality. There are notable exceptions, for which we give counterexamples and investigate suitable adaptations. In particular we study addition and multiplication of matrices, determinants, near inverses, and generalized notions of linear independence and rank.

math.RA↗

arXiv2018

On flexible sequences

In the setting of nonstandard analysis we introduce the notion of flexible sequence. The terms of flexible sequences are external numbers. These are a sort of analogue for the classical \emph{O$ (\cdot ) $} and \emph{o$ (\cdot ) $} notation for functions, and have algebraic properties similar to those of real numbers. The flexibility originates from the fact that external numbers are stable under some shifts, additions and multiplications. We introduce two forms of convergence, and study their relation. We show that the usual properties of convergence of sequences hold or can be adapted to these new notions of convergence and give some applications.

math.LO↗

arXiv2017

Axiomatics for the external numbers of nonstandard analysis

Neutrices are additive subgroups of a nonstandard model of the real numbers. An external number is the algebraic sum of a nonstandard real number and a neutrix. Due to the stability by some shifts, external numbers may be seen as mathematical models for orders of magnitude. The algebraic properties of external numbers gave rise to the so-called solids, which are extensions of ordered fields, having a restricted distributivity law. However, necessary and sufficient conditions can be given for distributivity to hold. In this article we develop an axiomatics for the external numbers. The axioms are similar to, but mostly somewhat weaker than the axioms for the real numbers and deal with algebraic rules, Dedekind completeness and the Archimedean property. A structure satisfying these axioms is called a complete arithmetical solid. We show that the external numbers form a complete arithmetical solid, implying the consistency of the axioms presented. We also show that the set of precise elements (elements with minimal magnitude) has a built-in nonstandard model of the rationals. Indeed the set of precise elements is situated between the nonstandard rationals and the nonstandard reals whereas the set of non-precise numbers is completely determined.

math.LO↗

arXiv2015

On the quotient class of non-archimedean fields

The quotient class of a non-archimedean field is the set of cosets with respect to all of its additive convex subgroups. The algebraic operations on the quotient class are the Minkowski sum and product. We study the algebraic laws of these operations. Addition and multiplication have a common structure in terms of regular ordered semigroups. The two algebraic operations are related by an adapted distributivity law.

math.LO↗

arXiv2015

Characterization of distributivity in a solid

We give a characterization of the validity of the distributive law in a solid. There exists equivalence between the characterization and the modified axiom of distibutivity valid in a solid.

math.LO↗

arXiv2012

Stochastic differential equations with path-independent solutions

We present a condition for a stochastic differential equation dX_{t}=μ(t,X_{t})dt+σ(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between μ and σ. A generalization concerns solutions of the form Z(t,Y_{t}), where Y_{t} is an Ito-process satisfying a stochastic differential equation with coefficients only depending on time, to be determined from μ and σ. The solutions in question are obtained by solving a system of two partial differential equations, which may be reduced to two ordinary differential equations.

math.PR↗