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Pell’s Equation

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In this article we formalize several basic theorems that correspond to Pell’s equation. We focus on two aspects: that the Pell’s equation x2 − Dy2 = 1 has infinitely many solutions in positive integers for a given D not being a perfect square, and that based on the least fundamental solution of the equation when we can simply calculate algebraically each remaining solution. “Solutions to Pell’s Equation” are listed as item #39 from the “Formalizing 100 Theorems” list maintained by Freek Wiedijk at http://www.cs.ru.nl/F.Wiedijk/100/.
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About Quotient Orders and Ordering Sequences

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In preparation for the formalization in Mizar [4] of lotteries as given in [14], this article closes some gaps in the Mizar Mathematical Library (MML) regarding relational structures. The quotient order is introduced by the equivalence relation identifying two elements x, y of a preorder as equivalent if x ⩽ y and y ⩽ x. This concept is known (see e.g. chapter 5 of [19]) and was first introduced into the MML in [13] and that work is incorporated here. Furthermore given a set A, partition D of A and a finite-support function f : A → ℝ, a function Σf : D → ℝ, Σf (X)= ∑x∈X f(x) can be defined as some kind of natural “restriction” from f to D. The first main result of this article can then be formulated as: ∑x∈Af(x)=∑X∈DΣf(X)(=∑X∈D∑x∈Xf(x)) $$\sum\limits_{x \in A} {f(x)} = \sum\limits_{X \in D} {\Sigma _f (X)\left( { = \sum\limits_{X \in D} {\sum\limits_{x \in X} {f(x)} } } \right)} $$ After that (weakly) ascending/descending finite sequences (based on [3]) are introduced, in analogous notation to their infinite counterparts introduced in [18] and [13]. The second main result is that any finite subset of any transitive connected relational structure can be sorted as a ascending or descending finite sequence, thus generalizing the results from [16], where finite sequence of real numbers were sorted. The third main result of the article is that any weakly ascending/weakly descending finite sequence on elements of a preorder induces a weakly ascending/weakly descending finite sequence on the projection of these elements into the quotient order. Furthermore, weakly ascending finite sequences can be interpreted as directed walks in a directed graph, when the set of edges is described by ordered pairs of vertices, which is quite common (see e.g. [10]). Additionally, some auxiliary theorems are provided, e.g. two schemes to find the smallest or the largest element in a finite subset of a connected transitive relational structure with a given property and a lemma I found rather useful: Given two finite one-to-one sequences s, t on a set X, such that rng t ⊆ rng s, and a function f : X → ℝ such that f is zero for every x ∈ rng s \ rng t, we have ∑ f o s = ∑ f o t.
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Integral of Non Positive Functions

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In this article, we formalize in the Mizar system [1, 7] the Lebesgue type integral and convergence theorems for non positive functions [8],[2]. Many theorems are based on our previous results [5], [6].
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Introduction to Stopping Time in Stochastic Finance Theory

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We start with the definition of stopping time according to [4], p.283. We prove, that different definitions for stopping time can coincide. We give examples of stopping time using constant-functions or functions defined with the operator max or min (defined in [6], pp.37–38). Finally we give an example with some given filtration. Stopping time is very important for stochastic finance. A stopping time is the moment, where a certain event occurs ([7], p.372) and can be used together with stochastic processes ([4], p.283). Look at the following example: we install a function ST: {1,2,3,4} → {0, 1, 2} ∪ {+∞}, we define: a. ST(1)=1, ST(2)=1, ST(3)=2, ST(4)=2. b. The set {0,1,2} consists of time points: 0=now,1=tomorrow,2=the day after tomorrow. We can prove: c. {w, where w is Element of Ω: ST.w=0}=∅ & {w, where w is Element of Ω: ST.w=1}={1,2} & {w, where w is Element of Ω: ST.w=2}={3,4} and ST is a stopping time. We use a function Filt as Filtration of {0,1,2}, Σ where Filt(0)=Ωnow, Filt(1)=Ωfut1 and Filt(2)=Ωfut2. From a., b. and c. we know that: d. {w, where w is Element of Ω: ST.w=0} in Ωnow and {w, where w is Element of Ω: ST.w=1} in Ωfut1 and {w, where w is Element of Ω: ST.w=2} in Ωfut2. The sets in d. are events, which occur at the time points 0(=now), 1(=tomorrow) or 2(=the day after tomorrow), see also [7], p.371. Suppose we have ST(1)=+∞, then this means that for 1 the corresponding event never occurs. As an interpretation for our installed functions consider the given adapted stochastic process in the article [5]. ST(1)=1 means, that the given element 1 in {1,2,3,4} is stopped in 1 (=tomorrow). That tells us, that we have to look at the value f2(1) which is equal to 80. The same argumentation can be applied for the element 2 in {1,2,3,4}. ST(3)=2 means, that the given element 3 in {1,2,3,4} is stopped in 2 (=the day after tomorrow). That tells us, that we have to look at the value f3(3) which is equal to 100. ST(4)=2 means, that the given element 4 in {1,2,3,4} is stopped in 2 (=the day after tomorrow). That tells us, that we have to look at the value f3(4) which is equal to 120. In the real world, these functions can be used for questions like: when does the share price exceed a certain limit? (see [7], p.372).
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Basel Problem – Preliminaries

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In the article we formalize in the Mizar system [4] preliminary facts needed to prove the Basel problem [7, 1]. Facts that are independent from the notion of structure are included here.
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Basel Problem

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A rigorous elementary proof of the Basel problem [6, 1] ∑n=1∞1n2=π26 $$\sum\nolimits_{n = 1}^\infty {{1 \over {n^2 }} = {{\pi ^2 } \over 6}} $$ is formalized in the Mizar system [3]. This theorem is item #14 from the “Formalizing 100 Theorems” list maintained by Freek Wiedijk at http://www.cs.ru.nl/F.Wiedijk/100/.
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Vieta’s Formula about the Sum of Roots of Polynomials

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In the article we formalized in the Mizar system [2] the Vieta formula about the sum of roots of a polynomial anxn + an−1xn−1 + ··· + a1x + a0 defined over an algebraically closed field. The formula says that [...] x1+x2+⋯+xn−1+xn=−an−1an $x_1 + x_2 + \cdots + x_{n - 1} + x_n = - {{a_{n - 1} } \over {a_n }}$ , where x1, x2,…, xn are (not necessarily distinct) roots of the polynomial [12]. In the article the sum is denoted by SumRoots.
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Cousin’s Lemma

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We formalize, in two different ways, that “the n-dimensional Euclidean metric space is a complete metric space” (version 1. with the results obtained in [13], [26], [25] and version 2., the results obtained in [13], [14], (registrations) [24]). With the Cantor’s theorem - in complete metric space (proof by Karol Pąk in [22]), we formalize “The Nested Intervals Theorem in 1-dimensional Euclidean metric space”. Pierre Cousin’s proof in 1892 [18] the lemma, published in 1895 [9] states that: “Soit, sur le plan YOX, une aire connexe S limitée par un contour fermé simple ou complexe; on suppose qu’à chaque point de S ou de son périmètre correspond un cercle, de rayon non nul, ayant ce point pour centre : il est alors toujours possible de subdiviser S en régions, en nombre fini et assez petites pour que chacune d’elles soit complétement intérieure au cercle correspondant à un point convenablement choisi dans S ou sur son périmètre.” (In the plane YOX let S be a connected area bounded by a closed contour, simple or complex; one supposes that at each point of S or its perimeter there is a circle, of non-zero radius, having this point as its centre; it is then always possible to subdivide S into regions, finite in number and sufficiently small for each one of them to be entirely inside a circle corresponding to a suitably chosen point in S or on its perimeter) [23]. Cousin’s Lemma, used in Henstock and Kurzweil integral [29] (generalized Riemann integral), state that: “for any gauge δ, there exists at least one δ-fine tagged partition”. In the last section, we formalize this theorem. We use the suggestions given to the Cousin’s Theorem p.11 in [5] and with notations: [4], [29], [19], [28] and [12].
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Pseudo-Canonical Formulae are Classical

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An original result about Hilbert Positive Propositional Calculus introduced in [11] is proven. That is, it is shown that the pseudo-canonical formulae of that calculus (and hence also the canonical ones, see [17]) are a subset of the classical tautologies.
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Leibniz Series forπ

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In this article we prove the Leibniz series for π which states that π4=∑n=0∞(−1)n2⋅n+1. $${\pi \over 4} = \sum\limits_{n = 0}^\infty {{{\left( { - 1} \right)^n } \over {2 \cdot n + 1}}.} $$ The formalization follows K. Knopp [8], [1] and [6]. Leibniz’s Series for Pi is item #26 from the “Formalizing 100 Theorems” list maintained by Freek Wiedijk at http://www.cs.ru.nl/F.Wiedijk/100/.
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Term Context

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Two construction functors: simple term with a variable and compound term with an operation and argument terms and schemes of term induction are introduced. The degree of construction as a number of used operation symbols is defined. Next, the term context is investigated. An x-context is a term which includes a variable x once only. The compound term is x-context iff the argument terms include an x-context once only. The context induction is shown and used many times. As a key concept, the context substitution is introduced. Finally, the translations and endomorphisms are expressed by context substitution.
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Topological Manifolds

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Let us recall that a topological space M is a topological manifold if M is second-countable Hausdorff and locally Euclidean, i.e. each point has a neighborhood that is homeomorphic to an open ball of E n for some n. However, if we would like to consider a topological manifold with a boundary, we have to extend this definition. Therefore, we introduce here the concept of a locally Euclidean space that covers both cases (with and without a boundary), i.e. where each point has a neighborhood that is homeomorphic to a closed ball of En for some n. Our purpose is to prove, using the Mizar formalism, a number of properties of such locally Euclidean spaces and use them to demonstrate basic properties of a manifold. Let T be a locally Euclidean space. We prove that every interior point of T has a neighborhood homeomorphic to an open ball and that every boundary point of T has a neighborhood homeomorphic to a closed ball, where additionally this point is transformed into a point of the boundary of this ball. When T is n-dimensional, i.e. each point of T has a neighborhood that is homeomorphic to a closed ball of En, we show that the interior of T is a locally Euclidean space without boundary of dimension n and the boundary of T is a locally Euclidean space without boundary of dimension n − 1. Additionally, we show that every connected component of a compact locally Euclidean space is a locally Euclidean space of some dimension. We prove also that the Cartesian product of locally Euclidean spaces also forms a locally Euclidean space. We determine the interior and boundary of this product and show that its dimension is the sum of the dimensions of its factors. At the end, we present several consequences of these results for topological manifolds. This article is based on [14].
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Proth Numbers

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In this article we introduce Proth numbers and prove two theorems on such numbers being prime [3]. We also give revised versions of Pocklington’s theorem and of the Legendre symbol. Finally, we prove Pepin’s theorem and that the fifth Fermat number is not prime.
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Bertrand’s Ballot Theorem

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In this article we formalize the Bertrand’s Ballot Theorem based on [17]. Suppose that in an election we have two candidates: A that receives n votes and B that receives k votes, and additionally n ≥ k. Then this theorem states that the probability of the situation where A maintains more votes than B throughout the counting of the ballots is equal to (n − k)/(n + k). This theorem is item #30 from the “Formalizing 100 Theorems” list maintained by Freek Wiedijk at http://www.cs.ru.nl/F.Wiedijk/100/.
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Chebyshev Distance

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In [21], Marco Riccardi formalized that ℝN-basis n is a basis (in the algebraic sense defined in [26]) of [...] ℰTn ${\cal E}_T^n $ and in [20] he has formalized that [...] ℰTn ${\cal E}_T^n $ is second-countable, we build (in the topological sense defined in [23]) a denumerable base of [...] ℰTn ${\cal E}_T^n $ . Then we introduce the n-dimensional intervals (interval in n-dimensional Euclidean space, pavé (borné) de ℝn [16], semi-intervalle (borné) de ℝn [22]). We conclude with the definition of Chebyshev distance [11].
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The Axiomatization of Propositional Logic

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This article introduces propositional logic as a formal system ([14], [10], [11]). The formulae of the language are as follows φ ::= ⊥ | p | φ → φ. Other connectives are introduced as abbrevations. The notions of model and satisfaction in model are defined. The axioms are all the formulae of the following schemes α ⇒ (β ⇒ α), (α ⇒ (β ⇒ γ)) ⇒ ((α ⇒ β) ⇒ (α ⇒ γ)), (¬β ⇒ ¬α) ⇒ ((¬β ⇒ α) ⇒ β). Modus ponens is the only derivation rule. The soundness theorem and the strong completeness theorem are proved. The proof of the completeness theorem is carried out by a counter-model existence method. In order to prove the completeness theorem, Lindenbaum’s Lemma is proved. Some most widely used tautologies are presented.
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Lagrange’s Four-Square Theorem

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This article provides a formalized proof of the so-called “the four-square theorem”, namely any natural number can be expressed by a sum of four squares, which was proved by Lagrange in 1770. An informal proof of the theorem can be found in the number theory literature, e.g. in [14], [1] or [23]. This theorem is item #19 from the “Formalizing 100 Theorems” list maintained by Freek Wiedijk at http://www.cs.ru.nl/F.Wiedijk/100/.
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On Multiset Ordering

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Formalization of a part of [11]. Unfortunately, not all is possible to be formalized. Namely, in the paper there is a mistake in the proof of Lemma 3. It states that there exists x ∈ M1 such that M1(x) > N1(x) and (∀y ∈ N1)x ⊀ y. It should be M1(x) ⩾ N1(x). Nevertheless we do not know whether x ∈ N1 or not and cannot prove the contradiction. In the article we referred to [8], [9] and [10].
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On Subnomials

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While discussing the sum of consecutive powers as a result of division of two binomials W.W. Sawyer [12] observes “It is a curious fact that most algebra textbooks give our ast result twice. It appears in two different chapters and usually there is no mention in either of these that it also occurs in the other. The first chapter, of course, is that on factors. The second is that on geometrical progressions. Geometrical progressions are involved in nearly all financial questions involving compound interest – mortgages, annuities, etc.” It’s worth noticing that the first issue involves a simple arithmetical division of 99...9 by 9. While the above notion seems not have changed over the last 50 years, it reflects only a special case of a broader class of problems involving two variables. It seems strange, that while binomial formula is discussed and studied widely [7], [8], little research is done on its counterpart with all coefficients equal to one, which we will call here the subnomial. The study focuses on its basic properties and applies it to some simple problems usually proven by induction [6].
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Homography in ℝℙ

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The real projective plane has been formalized in Isabelle/HOL by Timothy Makarios [13] and in Coq by Nicolas Magaud, Julien Narboux and Pascal Schreck [12]. Some definitions on the real projective spaces were introduced early in the Mizar Mathematical Library by Wojciech Leonczuk [9], Krzysztof Prazmowski [10] and by Wojciech Skaba [18]. In this article, we check with the Mizar system [4], some properties on the determinants and the Grassmann-Plücker relation in rank 3 [2], [1], [7], [16], [17]. Then we show that the projective space induced (in the sense defined in [9]) by ℝ3 is a projective plane (in the sense defined in [10]). Finally, in the real projective plane, we define the homography induced by a 3-by-3 invertible matrix and we show that the images of 3 collinear points are themselves collinear.
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