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Characteristic Operator
In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani's 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion. However, it turns out that for a large class of semi-elliptic second-order partial differential equations the associated Dirichlet boundary value problem can be solved using an Itō process that solves an associated stochastic differential equation. History The link between semi-elliptic operators and stochastic processes, followed by their use to solve boundary value problems, is repeatedly and independently rediscovered in the early-mid-20th century. The connection that Kakutani makes between stochastic differential equations and the Itō process is effectively the same as Kolmogorov's forward equation, made in 1931, which is only later recognized as the Fokker–Planck equation, first presented in 1914-1917. The solution of a boundary v ... [...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] |
Connected Space
In topology and related branches of mathematics, a connected space is a topological space that cannot be represented as the union (set theory), union of two or more disjoint set, disjoint Empty set, non-empty open (topology), open subsets. Connectedness is one of the principal topological properties that distinguish topological spaces. A subset of a topological space X is a if it is a connected space when viewed as a Subspace topology, subspace of X. Some related but stronger conditions are #Path connectedness, path connected, Simply connected space, simply connected, and N-connected space, n-connected. Another related notion is Locally connected space, locally connected, which neither implies nor follows from connectedness. Formal definition A topological space X is said to be if it is the union of two disjoint non-empty open sets. Otherwise, X is said to be connected. A subset of a topological space is said to be connected if it is connected under its subspace topology. So ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Almost Surely
In probability theory, an event is said to happen almost surely (sometimes abbreviated as a.s.) if it happens with probability 1 (with respect to the probability measure). In other words, the set of outcomes on which the event does not occur has probability 0, even though the set might not be empty. The concept is analogous to the concept of "almost everywhere" in measure theory. In probability experiments on a finite sample space with a non-zero probability for each outcome, there is no difference between ''almost surely'' and ''surely'' (since having a probability of 1 entails including all the sample points); however, this distinction becomes important when the sample space is an infinite set, because an infinite set can have non-empty subsets of probability 0. Some examples of the use of this concept include the strong and uniform versions of the law of large numbers, the continuity of the paths of Brownian motion, and the infinite monkey theorem. The terms almost certai ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hitting Time
In the study of stochastic processes in mathematics, a hitting time (or first hit time) is the first time at which a given process "hits" a given subset of the state space. Exit times and return times are also examples of hitting times. Definitions Let be an ordered index set such as the natural numbers, the non-negative real numbers, , or a subset of these; elements can be thought of as "times". Given a probability space and a measurable space, measurable state space , let X :\Omega \times T \to S be a stochastic process, and let be a measurable set, measurable subset of the state space . Then the first hit time \tau_A : \Omega \to [0, +\infty] is the random variable defined by :\tau_A (\omega) := \inf \. The first exit time (from ) is defined to be the first hit time for , the complement (set theory), complement of in . Confusingly, this is also often denoted by . The first return time is defined to be the first hit time for the singleton (mathematics), singleton set ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tensor Field
In mathematics and physics, a tensor field is a function assigning a tensor to each point of a region of a mathematical space (typically a Euclidean space or manifold) or of the physical space. Tensor fields are used in differential geometry, algebraic geometry, general relativity, in the analysis of stress and strain in material object, and in numerous applications in the physical sciences. As a tensor is a generalization of a scalar (a pure number representing a value, for example speed) and a vector (a magnitude and a direction, like velocity), a tensor field is a generalization of a ''scalar field'' and a ''vector field'' that assigns, respectively, a scalar or vector to each point of space. If a tensor is defined on a vector fields set over a module , we call a tensor field on . A tensor field, in common usage, is often referred to in the shorter form "tensor". For example, the ''Riemann curvature tensor'' refers a tensor ''field'', as it associates a tensor to each ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Compact Support
In mathematics, the support of a real-valued function f is the subset of the function domain of elements that are not mapped to zero. If the domain of f is a topological space, then the support of f is instead defined as the smallest closed set containing all points not mapped to zero. This concept is used widely in mathematical analysis. Formulation Suppose that f : X \to \R is a real-valued function whose domain is an arbitrary set X. The of f, written \operatorname(f), is the set of points in X where f is non-zero: \operatorname(f) = \. The support of f is the smallest subset of X with the property that f is zero on the subset's complement. If f(x) = 0 for all but a finite number of points x \in X, then f is said to have . If the set X has an additional structure (for example, a topology), then the support of f is defined in an analogous way as the smallest subset of X of an appropriate type such that f vanishes in an appropriate sense on its complement. The notion ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Infinitesimal Generator (stochastic Processes)
In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a Fourier multiplier operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation, which describes the evolution of statistics of the process; its ''L''2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation, also known as Kolmogorov forward equation, which describes the evolution of the probability density functions of the process. The Kolmogorov forward equation in the notation is just \partial_t \rho = \mathcal A^* \rho, where \rho is the probability density function, and \mathcal A^* is the adjoint of the infinitesimal generator of the underlying stochastic process. The Klein–Kramers equation is a special case of that. Definition General case For ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Poisson Equation
Poisson's equation is an elliptic partial differential equation of broad utility in theoretical physics. For example, the solution to Poisson's equation is the potential field caused by a given electric charge or mass density distribution; with the potential field known, one can then calculate the corresponding electrostatic or gravitational (force) field. It is a generalization of Laplace's equation, which is also frequently seen in physics. The equation is named after French mathematician and physicist Siméon Denis Poisson who published it in 1823. Statement of the equation Poisson's equation is \Delta\varphi = f, where \Delta is the Laplace operator, and f and \varphi are real number, real or complex number, complex-valued function (mathematics), functions on a manifold. Usually, f is given, and \varphi is sought. When the manifold is Euclidean space, the Laplace operator is often denoted as , and so Poisson's equation is frequently written as \nabla^2 \varphi = f. In three- ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Matrix (mathematics)
In mathematics, a matrix (: matrices) is a rectangle, rectangular array or table of numbers, symbol (formal), symbols, or expression (mathematics), expressions, with elements or entries arranged in rows and columns, which is used to represent a mathematical object or property of such an object. For example, \begin1 & 9 & -13 \\20 & 5 & -6 \end is a matrix with two rows and three columns. This is often referred to as a "two-by-three matrix", a " matrix", or a matrix of dimension . Matrices are commonly used in linear algebra, where they represent linear maps. In geometry, matrices are widely used for specifying and representing geometric transformations (for example rotation (mathematics), rotations) and coordinate changes. In numerical analysis, many computational problems are solved by reducing them to a matrix computation, and this often involves computing with matrices of huge dimensions. Matrices are used in most areas of mathematics and scientific fields, either directly ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eigenvalue
In linear algebra, an eigenvector ( ) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector \mathbf v of a linear transformation T is scaled by a constant factor \lambda when the linear transformation is applied to it: T\mathbf v=\lambda \mathbf v. The corresponding eigenvalue, characteristic value, or characteristic root is the multiplying factor \lambda (possibly a negative or complex number). Geometrically, vectors are multi-dimensional quantities with magnitude and direction, often pictured as arrows. A linear transformation rotates, stretches, or shears the vectors upon which it acts. A linear transformation's eigenvectors are those vectors that are only stretched or shrunk, with neither rotation nor shear. The corresponding eigenvalue is the factor by which an eigenvector is stretched or shrunk. If the eigenvalue is negative, the eigenvector's direction is reversed. Th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Function
In mathematics, a continuous function is a function such that a small variation of the argument induces a small variation of the value of the function. This implies there are no abrupt changes in value, known as '' discontinuities''. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is . Until the 19th century, mathematicians largely relied on intuitive notions of continuity and considered only continuous functions. The epsilon–delta definition of a limit was introduced to formalize the definition of continuity. Continuity is one of the core concepts of calculus and mathematical analysis, where arguments and values of functions are real and complex numbers. The concept has been generalized to functions between metric spaces and between topological spaces. The latter are the most general continuous functions, and their d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
