Itaru Mitoma

De Rham-Hodge-Kodaire decomposition in ∞-dimensions

An apparatus for protecting a synchronous machine from a field overvoltage is disclosed. The apparatus comprises a field excitation control circuit which is impressed with the armature voltage of the synchronous machine so as to provide a DC power supply for producing a DC output to excite the field winding of the synchronous machine, a first discharge circuit which is adapted to discharge the stored energy of the field winding when the synchronous machine is to be tripped under predetermined conditions, and a second discharge circuit for reducing the field voltage by allowing a field current to flow therethrough in response to generation of an overvoltage whose absolute value is higher than a predetermined level, across the field winding. The resistance of the second discharge circuit is selected to be higher than that of the first discharge circuit so that even in the presence of an overvoltage across the field winding, the overvoltage is suppressed by the second discharge circuit thereby to prevent frequent tripping of the synchronous machine due to overvoltage.

One Loop Approximation of the Chern–Simons Integral

It is proven that the one loop approximation of the Wilson line integral in a perturbative SU(2) Chern–Simons theory is localized around the critical point in the large level.

Set-Valued Stochastic Integrals with Respect to Poisson Processes in a Banach Space

In a separable Banach space \(\mathfrak{X}\), after studying \(\mathfrak{X}\)-valued stochastic integrals with respect to Poisson random measure N(dsdz) and the compensated Poisson random measure N (dsdz) generated by stationary Poisson stochastic process P, we prove that if the characteristic measure ν of P is finite, the stochastic integrals (denoted by {J t (F)} and {I t (F)} separately) for set-valued stochastic process {F(t)} are integrably bounded and convex a.s. Furthermore, the set-valued integral {I t (F)} with respect to compensated Poisson random measure is a right continuous (under Hausdorff metric) setvalued martingale.