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Differential (calculus)
In mathematics, differential refers to several related notions derived from the early days of calculus, put on a rigorous footing, such as infinitesimal differences and the derivatives of functions. The term is used in various branches of mathematics such as calculus, differential geometry, algebraic geometry and algebraic topology. Introduction The term differential is used nonrigorously in calculus to refer to an infinitesimal ("infinitely small") change in some Variable (mathematics), varying quantity. For example, if ''x'' is a Variable (mathematics), variable, then a change in the value of ''x'' is often denoted Δ''x'' (pronounced ''Delta (Greek), delta x''). The differential ''dx'' represents an infinitely small change in the variable ''x''. The idea of an infinitely small or infinitely slow change is, intuitively, extremely useful, and there are a number of ways to make the notion mathematically precise. Using calculus, it is possible to relate the infinitely small cha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Jacobian Matrix
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. If this matrix is square, that is, if the number of variables equals the number of components of function values, then its determinant is called the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian. They are named after Carl Gustav Jacob Jacobi. The Jacobian matrix is the natural generalization to vector valued functions of several variables of the derivative and the differential of a usual function. This generalization includes generalizations of the inverse function theorem and the implicit function theorem, where the non-nullity of the derivative is replaced by the non-nullity of the Jacobian determinant, and the multiplicative inverse of the derivative is replaced by the inverse of the Jacobian matrix. The Jacobian determinant is fundamentally used f ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chain Rule
In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h(x)=f(g(x)) for every , then the chain rule is, in Lagrange's notation, h'(x) = f'(g(x)) g'(x). or, equivalently, h'=(f\circ g)'=(f'\circ g)\cdot g'. The chain rule may also be expressed in Leibniz's notation. If a variable depends on the variable , which itself depends on the variable (that is, and are dependent variables), then depends on as well, via the intermediate variable . In this case, the chain rule is expressed as \frac = \frac \cdot \frac, and \left.\frac\_ = \left.\frac\_ \cdot \left. \frac\_ , for indicating at which points the derivatives have to be evaluated. In integral, integration, the counterpart to the chain rule is the substitution rule. Intuitive explanation Intuitively, the chain rule states that knowing t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integration By Parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation; it is indeed derived using the product rule. The integration by parts formula states: \begin \int_a^b u(x) v'(x) \, dx & = \Big (x) v(x)\Biga^b - \int_a^b u'(x) v(x) \, dx\\ & = u(b) v(b) - u(a) v(a) - \int_a^b u'(x) v(x) \, dx. \end Or, letting u = u(x) and du = u'(x) \,dx while v = v(x) and dv = v'(x) \, dx, the formula can be written more compactly: \int u \, dv \ =\ uv - \int v \, du. The former expression is written as a definite integral and the latter is written as an indefinite ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integration By Substitution
In calculus, integration by substitution, also known as ''u''-substitution, reverse chain rule or change of variables, is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation, and can loosely be thought of as using the chain rule "backwards." This involves differential forms. Substitution for a single variable Introduction (indefinite integrals) Before stating the result rigorously, consider a simple case using indefinite integrals. Compute \int(2x^3+1)^7(x^2)\,dx. Set u=2x^3+1. This means \frac=6x^2, or as a differential form, du=6x^2\,dx. Now: \begin \int(2x^3 +1)^7(x^2)\,dx &= \frac\int\underbrace_\underbrace_ \\ &= \frac\int u^\,du \\ &= \frac\left(\fracu^\right)+C \\ &= \frac(2x^3+1)^+C, \end where C is an arbitrary constant of integration. This procedure is frequently used, but not all integrals are of a form that permits its use. In any event, the result should be verified by ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stieltjes Integral
Thomas Joannes Stieltjes ( , ; 29 December 1856 – 31 December 1894) was a Dutch mathematician. He was a pioneer in the field of moment problems and contributed to the study of continued fractions. The Thomas Stieltjes Institute for Mathematics at Leiden University, dissolved in 2011, was named after him, as is the Riemann–Stieltjes integral. Biography Stieltjes was born in Zwolle on 29 December 1856. His father (who had the same first names) was a civil engineer and politician. Stieltjes Sr. was responsible for the construction of various harbours around Rotterdam, and also seated in the Dutch parliament. Stieltjes Jr. went to university at the Polytechnical School in Delft in 1873. Instead of attending lectures, he spent his student years reading the works of Gauss and Jacobi — the consequence of this being he failed his examinations. There were two further failures (in 1875 and 1876), and his father despaired. His father was friends with H. G. van de Sande Bakhuyzen ( ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology Ecology () is the natural science of the relationships among living organisms and their Natural environment, environment. Ecology considers organisms at the individual, population, community (ecology), community, ecosystem, and biosphere lev ..., neuroscience, physics, image processing, signal processing, stochastic control, control theory, information theory, computer scien ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices,Musiela, M., and Rutkowski, M. (2004), Martingale Methods in Financial Modelling, 2nd Edition, Springer Verlag, Berlin. random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the distributional derivative of a Brownian motion or more generally a semimartingale. However, other types of random behaviour are possible, such as jump processes like Lévy processes or semimartingales with jumps. Stochastic differential equations are in general neither differential equations nor random differential equations. Random differential equatio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese people, Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates. The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pullback (differential Geometry)
Let \phi:M\to N be a smooth map between smooth manifolds M and N. Then there is an associated linear map from the space of 1-forms on N (the linear space of sections of the cotangent bundle) to the space of 1-forms on M. This linear map is known as the pullback (by \phi), and is frequently denoted by \phi^*. More generally, any covariant tensor field – in particular any differential form – on N may be pulled back to M using \phi. When the map \phi is a diffeomorphism, then the pullback, together with the pushforward, can be used to transform any tensor field from N to M or vice versa. In particular, if \phi is a diffeomorphism between open subsets of \R^n and \R^n, viewed as a change of coordinates (perhaps between different charts on a manifold M), then the pullback and pushforward describe the transformation properties of covariant and contravariant tensors used in more traditional (coordinate dependent) approaches to the subject. The idea behind the pullba ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Smooth Manifold
In mathematics, a differentiable manifold (also differential manifold) is a type of manifold that is locally similar enough to a vector space to allow one to apply calculus. Any manifold can be described by a collection of charts (atlas). One may then apply ideas from calculus while working within the individual charts, since each chart lies within a vector space to which the usual rules of calculus apply. If the charts are suitably compatible (namely, the transition from one chart to another is differentiable), then computations done in one chart are valid in any other differentiable chart. In formal terms, a differentiable manifold is a topological manifold with a globally defined differential structure. Any topological manifold can be given a differential structure locally by using the homeomorphisms in its atlas and the standard differential structure on a vector space. To induce a global differential structure on the local coordinate systems induced by the homeomorphisms, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pushforward (differential)
In differential geometry, pushforward is a linear approximation of smooth maps (formulating manifold) on tangent spaces. Suppose that \varphi\colon M\to N is a smooth map between smooth manifolds; then the differential of \varphi at a point x, denoted \mathrm d\varphi_x, is, in some sense, the best linear approximation of \varphi near x. It can be viewed as a generalization of the total derivative of ordinary calculus. Explicitly, the differential is a linear map from the tangent space of M at x to the tangent space of N at \varphi(x), \mathrm d\varphi_x\colon T_xM \to T_N. Hence it can be used to ''push'' tangent vectors on M ''forward'' to tangent vectors on N. The differential of a map \varphi is also called, by various authors, the derivative or total derivative of \varphi. Motivation Let \varphi: U \to V be a Smooth function#Smooth functions on and between manifolds, smooth map from an Open subset#Euclidean space, open subset U of \R^m to an open subset V of \R^n. For an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
