Ergodic Theory
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Ergodic Theory
Ergodic theory is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, "statistical properties" refers to properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc. Thus, the statistics with which we are concerned are properties of the dynamics. Ergodic theory, like probability theory, is based on general notions of measure theory. Its initial development was motivated by problems of statistical physics. A central concern of ergodic theory is the behavior of a dynamical system when it is allowed to run for a long time. The first result in this direction is the Poincaré recurrence theorem, which claims that almost all points in any subset of the phase space eventua ...
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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 ...
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Mixing (mathematics)
In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: e.g. mixing paint, mixing drinks, industrial mixing. The concept appears in ergodic theory—the study of stochastic processes and measure-preserving dynamical systems. Several different definitions for mixing exist, including ''strong mixing'', ''weak mixing'' and ''topological mixing'', with the last not requiring a measure to be defined. Some of the different definitions of mixing can be arranged in a hierarchical order; thus, strong mixing implies weak mixing. Furthermore, weak mixing (and thus also strong mixing) implies ergodicity: that is, every system that is weakly mixing is also ergodic (and so one says that mixing is a "stronger" condition than ergodicity). Informal explanation The mathematical definition of mixing aims to capture the ordinary every-day process of mixing, such as mixing paints, dri ...
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Representation Theory
Representation theory is a branch of mathematics that studies abstract algebra, abstract algebraic structures by ''representing'' their element (set theory), elements as linear transformations of vector spaces, and studies Module (mathematics), modules over these abstract algebraic structures. In essence, a representation makes an abstract algebraic object more concrete by describing its elements by matrix (mathematics), matrices and their algebraic operations (for example, matrix addition, matrix multiplication). The algebraic objects amenable to such a description include group (mathematics), groups, associative algebras and Lie algebras. The most prominent of these (and historically the first) is the group representation, representation theory of groups, in which elements of a group are represented by invertible matrices such that the group operation is matrix multiplication. Representation theory is a useful method because it reduces problems in abstract algebra to problems ...
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Lie Theory
In mathematics, the mathematician Sophus Lie ( ) initiated lines of study involving integration of differential equations, transformation groups, and contact (mathematics), contact of spheres that have come to be called Lie theory. For instance, the latter subject is Lie sphere geometry. This article addresses his approach to transformation groups, which is one of the areas of mathematics, and was worked out by Wilhelm Killing and Élie Cartan. The foundation of Lie theory is the exponential map (Lie theory), exponential map relating Lie algebras to Lie groups which is called the Lie group–Lie algebra correspondence. The subject is part of differential geometry since Lie groups are differentiable manifolds. Lie groups evolve out of the identity (1) and the tangent vectors to one-parameter group, one-parameter subgroups generate the Lie algebra. The structure of a Lie group is implicit in its algebra, and the structure of the Lie algebra is expressed by root systems and Root datu ...
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Harmonic Analysis
Harmonic analysis is a branch of mathematics concerned with investigating the connections between a function and its representation in frequency. The frequency representation is found by using the Fourier transform for functions on unbounded domains such as the full real line or by Fourier series for functions on bounded domains, especially periodic functions on finite intervals. Generalizing these transforms to other domains is generally called Fourier analysis, although the term is sometimes used interchangeably with harmonic analysis. Harmonic analysis has become a vast subject with applications in areas as diverse as number theory, representation theory, signal processing, quantum mechanics, tidal analysis, spectral analysis, and neuroscience. The term "harmonics" originated from the Ancient Greek word ''harmonikos'', meaning "skilled in music". In physical eigenvalue problems, it began to mean waves whose frequencies are integer multiples of one another, as are the freq ...
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Markov Chain
In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs ''now''." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). Markov processes are named in honor of the Russian mathematician Andrey Markov. Markov chains have many applications as statistical models of real-world processes. They provide the basis for general stochastic simulation methods known as Markov chain Monte Carlo, which are used for simulating sampling from complex probability distributions, and have found application in areas including Bayesian statistics, biology, chemistry, economics, fin ...
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Riemann Surface
In mathematics, particularly in complex analysis, a Riemann surface is a connected one-dimensional complex manifold. These surfaces were first studied by and are named after Bernhard Riemann. Riemann surfaces can be thought of as deformed versions of the complex plane: locally near every point they look like patches of the complex plane, but the global topology can be quite different. For example, they can look like a sphere or a torus or several sheets glued together. Examples of Riemann surfaces include Graph of a function, graphs of Multivalued function, multivalued functions such as √''z'' or log(''z''), e.g. the subset of pairs with . Every Riemann surface is a Surface (topology), surface: a two-dimensional real manifold, but it contains more structure (specifically a Complex Manifold, complex structure). Conversely, a two-dimensional real manifold can be turned into a Riemann surface (usually in several inequivalent ways) if and only if it is orientable and Metrizabl ...
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Eberhard Hopf
Eberhard Frederich Ferdinand Hopf (April 4, 1902 in Salzburg, Austria-Hungary – July 24, 1983 in Bloomington, Indiana, USA) was a German mathematician and astronomer, one of the founding fathers of ergodic theory and a pioneer of bifurcation theory who also made significant contributions to the subjects of partial differential equations and integral equations, fluid dynamics, and differential geometry. The Hopf maximum principle is an early result of his (1927) that is one of the most important techniques in the theory of elliptic partial differential equations. Biography Hopf was born in Salzburg, Austria-Hungary, but his scientific career was divided between Germany and the United States. He received his Ph.D. in mathematics in 1926 and his ''Habilitation'' in mathematical astronomy from the University of Berlin in 1929. In 1971, Hopf was the American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to ...
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Riemannian Manifolds
In differential geometry, a Riemannian manifold is a geometric space on which many geometric notions such as distance, angles, length, volume, and curvature are defined. Euclidean space, the n-sphere, hyperbolic space, and smooth surfaces in three-dimensional space, such as ellipsoids and paraboloids, are all examples of Riemannian manifolds. Riemannian manifolds are named after German mathematician Bernhard Riemann, who first conceptualized them. Formally, a Riemannian metric (or just a metric) on a smooth manifold is a choice of inner product for each tangent space of the manifold. A Riemannian manifold is a smooth manifold together with a Riemannian metric. The techniques of differential and integral calculus are used to pull geometric data out of the Riemannian metric. For example, integration leads to the Riemannian distance function, whereas differentiation is used to define curvature and parallel transport. Any smooth surface in three-dimensional Euclidean space is a ...
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Geodesic Flow
In geometry, a geodesic () is a curve representing in some sense the locally shortest path ( arc) between two points in a surface, or more generally in a Riemannian manifold. The term also has meaning in any differentiable manifold with a connection. It is a generalization of the notion of a "straight line". The noun ''geodesic'' and the adjective '' geodetic'' come from ''geodesy'', the science of measuring the size and shape of Earth, though many of the underlying principles can be applied to any ellipsoidal geometry. In the original sense, a geodesic was the shortest route between two points on the Earth's surface. For a spherical Earth, it is a segment of a great circle (see also great-circle distance). The term has since been generalized to more abstract mathematical spaces; for example, in graph theory, one might consider a geodesic between two vertices/nodes of a graph. In a Riemannian manifold or submanifold, geodesics are characterised by the property of having van ...
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Geometry
Geometry (; ) is a branch of mathematics concerned with properties of space such as the distance, shape, size, and relative position of figures. Geometry is, along with arithmetic, one of the oldest branches of mathematics. A mathematician who works in the field of geometry is called a ''List of geometers, geometer''. Until the 19th century, geometry was almost exclusively devoted to Euclidean geometry, which includes the notions of point (geometry), point, line (geometry), line, plane (geometry), plane, distance, angle, surface (mathematics), surface, and curve, as fundamental concepts. Originally developed to model the physical world, geometry has applications in almost all sciences, and also in art, architecture, and other activities that are related to graphics. Geometry also has applications in areas of mathematics that are apparently unrelated. For example, methods of algebraic geometry are fundamental in Wiles's proof of Fermat's Last Theorem, Wiles's proof of Fermat's ...
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Ergodic Hypothesis
In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the phase space of microstates with the same energy is proportional to the volume of this region, i.e., that all accessible microstates are equiprobable over a long period of time. Liouville's theorem states that, for a Hamiltonian system, the local density of microstates following a particle path through phase space is constant as viewed by an observer moving with the ensemble (i.e., the convective time derivative is zero). Thus, if the microstates are uniformly distributed in phase space initially, they will remain so at all times. But Liouville's theorem does ''not'' imply that the ergodic hypothesis holds for all Hamiltonian systems. The ergodic hypothesis is often assumed in the statistical analysis of computational physics. The analyst would assume that the average of a process parameter over time and the average over the statistica ...
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