A nonstandard Euler-Maruyama scheme

We construct a nonstandard finite difference numerical scheme to approximate stochastic differential equations (SDEs) using the idea of weighed step introduced by R.E. Mickens. We prove the strong convergence of our scheme under locally Lipschitz conditions of a SDE and linear growth condition. We prove the preservation of domain invariance by our scheme under a minimal condition depending on a discretization parameter and unconditionally for the expectation of the approximate solution. The results are illustrated through the geometric Brownian motion. The new scheme shows a greater behavior compared to the Euler-Maruyama scheme and balanced implicit methods which are widely used in the literature and applications.Comment: Accepted in "Journal of Difference Equations and Applications", to appear, 201

A monad measure space for logarithmic density

We provide a framework for proofs of structural theorems about sets with positive Banach logarithmic density. For example, we prove that if $A\subseteq \mathbb{N}$ has positive Banach logarithmic density, then $A$ contains an approximate geometric progression of any length. We also prove that if $A,B\subseteq \mathbb{N}$ have positive Banach logarithmic density, then there are arbitrarily long intervals whose gaps on $A\cdot B$ are multiplicatively bounded, a multiplicative version Jin's sumset theorem. The main technical tool is the use of a quotient of a Loeb measure space with respect to a multiplicative cut.Comment: 26 page

Ten Misconceptions from the History of Analysis and Their Debunking

The widespread idea that infinitesimals were "eliminated" by the "great triumvirate" of Cantor, Dedekind, and Weierstrass is refuted by an uninterrupted chain of work on infinitesimal-enriched number systems. The elimination claim is an oversimplification created by triumvirate followers, who tend to view the history of analysis as a pre-ordained march toward the radiant future of Weierstrassian epsilontics. In the present text, we document distortions of the history of analysis stemming from the triumvirate ideology of ontological minimalism, which identified the continuum with a single number system. Such anachronistic distortions characterize the received interpretation of Stevin, Leibniz, d'Alembert, Cauchy, and others.Comment: 46 pages, 4 figures; Foundations of Science (2012). arXiv admin note: text overlap with arXiv:1108.2885 and arXiv:1110.545

Arithmetic, Set Theory, Reduction and Explanation

Philosophers of science since Nagel have been interested in the links between intertheoretic reduction and explanation, understanding and other forms of epistemic progress. Although intertheoretic reduction is widely agreed to occur in pure mathematics as well as empirical science, the relationship between reduction and explanation in the mathematical setting has rarely been investigated in a similarly serious way. This paper examines an important particular case: the reduction of arithmetic to set theory. I claim that the reduction is unexplanatory. In defense of this claim, I offer evidence from mathematical practice, and I respond to contrary suggestions due to Steinhart, Maddy, Kitcher and Quine. I then show how, even if set-theoretic reductions are generally not explanatory, set theory can nevertheless serve as a legitimate foundation for mathematics. Finally, some implications of my thesis for philosophy of mathematics and philosophy of science are discussed. In particular, I suggest that some reductions in mathematics are probably explanatory, and I propose that differing standards of theory acceptance might account for the apparent lack of unexplanatory reductions in the empirical sciences