Peano existence theoremIn mathematics, specifically in the study of ordinary differential equations, the Peano existence theorem, Peano theorem or Cauchy–Peano theorem, named after Giuseppe Peano and Augustin-Louis Cauchy, is a fundamental theorem which guarantees the existence of solutions to certain initial value problems. Peano first published the theorem in 1886 with an incorrect proof. In 1890 he published a new correct proof using successive approximations.
Stochastic differential equationA 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, 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 derivative of a Brownian motion or more generally a semimartingale.
Differential equationIn mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
Homogeneous differential equationA differential equation can be homogeneous in either of two respects. A first order differential equation is said to be homogeneous if it may be written where f and g are homogeneous functions of the same degree of x and y. In this case, the change of variable y = ux leads to an equation of the form which is easy to solve by integration of the two members. Otherwise, a differential equation is homogeneous if it is a homogeneous function of the unknown function and its derivatives.
Fixed-point iterationIn numerical analysis, fixed-point iteration is a method of computing fixed points of a function. More specifically, given a function defined on the real numbers with real values and given a point in the domain of , the fixed-point iteration is which gives rise to the sequence of iterated function applications which is hoped to converge to a point . If is continuous, then one can prove that the obtained is a fixed point of , i.e., More generally, the function can be defined on any metric space with values in that same space.
Iterated functionIn mathematics, an iterated function is a function X → X (that is, a function from some set X to itself) which is obtained by composing another function f : X → X with itself a certain number of times. The process of repeatedly applying the same function is called iteration. In this process, starting from some initial object, the result of applying a given function is fed again in the function as input, and this process is repeated. For example on the image on the right: with the circle‐shaped symbol of function composition.
Carathéodory's existence theoremIn mathematics, Carathéodory's existence theorem says that an ordinary differential equation has a solution under relatively mild conditions. It is a generalization of Peano's existence theorem. Peano's theorem requires that the right-hand side of the differential equation be continuous, while Carathéodory's theorem shows existence of solutions (in a more general sense) for some discontinuous equations. The theorem is named after Constantin Carathéodory.
Differential calculusIn mathematics, differential calculus is a subfield of calculus that studies the rates at which quantities change. It is one of the two traditional divisions of calculus, the other being integral calculus—the study of the area beneath a curve. The primary objects of study in differential calculus are the derivative of a function, related notions such as the differential, and their applications. The derivative of a function at a chosen input value describes the rate of change of the function near that input value.
Power iterationIn mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix , the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, . The algorithm is also known as the Von Mises iteration. Power iteration is a very simple algorithm, but it may converge slowly.
Iterative methodIn computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.
Iterated function systemIn mathematics, iterated function systems (IFSs) are a method of constructing fractals; the resulting fractals are often self-similar. IFS fractals are more related to set theory than fractal geometry. They were introduced in 1981. IFS fractals, as they are normally called, can be of any number of dimensions, but are commonly computed and drawn in 2D. The fractal is made up of the union of several copies of itself, each copy being transformed by a function (hence "function system").
Arnoldi iterationIn numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices. The Arnoldi method belongs to a class of linear algebra algorithms that give a partial result after a small number of iterations, in contrast to so-called direct methods which must complete to give any useful results (see for example, Householder transformation).
Differential (mathematics)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. The term differential is used nonrigorously in calculus to refer to an infinitesimal ("infinitely small") change in some varying quantity.
Stokes' theoremStokes' theorem, also known as the Kelvin–Stokes theorem after Lord Kelvin and George Stokes, the fundamental theorem for curls or simply the curl theorem, is a theorem in vector calculus on . Given a vector field, the theorem relates the integral of the curl of the vector field over some surface, to the line integral of the vector field around the boundary of the surface. The classical theorem of Stokes can be stated in one sentence: The line integral of a vector field over a loop is equal to the flux of its curl through the enclosed surface.
CalculusCalculus is the mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithmetic operations. It has two major branches, differential calculus and integral calculus; the former concerns instantaneous rates of change, and the slopes of curves, while the latter concerns accumulation of quantities, and areas under or between curves.
Green's theoremIn vector calculus, Green's theorem relates a line integral around a simple closed curve C to a double integral over the plane region D bounded by C. It is the two-dimensional special case of Stokes' theorem. Let C be a positively oriented, piecewise smooth, simple closed curve in a plane, and let D be the region bounded by C. If L and M are functions of (x, y) defined on an open region containing D and have continuous partial derivatives there, then where the path of integration along C is anticlockwise.
Vector calculusVector calculus, or vector analysis, is concerned with differentiation and integration of vector fields, primarily in 3-dimensional Euclidean space The term "vector calculus" is sometimes used as a synonym for the broader subject of multivariable calculus, which spans vector calculus as well as partial differentiation and multiple integration. Vector calculus plays an important role in differential geometry and in the study of partial differential equations.
Differential geometryDifferential geometry is a mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of differential calculus, integral calculus, linear algebra and multilinear algebra. The field has its origins in the study of spherical geometry as far back as antiquity. It also relates to astronomy, the geodesy of the Earth, and later the study of hyperbolic geometry by Lobachevsky.
Augustin-Louis CauchyBaron Augustin-Louis Cauchy (UKˈkoʊʃi,_ˈkaʊʃi , USkoʊˈʃiː , oɡystɛ̃ lwi koʃi; 21 August 1789 - 23 May 1857) was a French mathematician, engineer, and physicist who made pioneering contributions to several branches of mathematics, including mathematical analysis and continuum mechanics. He was one of the first to state and rigorously prove theorems of calculus, rejecting the heuristic principle of the generality of algebra of earlier authors. He (nearly) single-handedly founded complex analysis and the study of permutation groups in abstract algebra.
Fractional calculusFractional calculus is a branch of mathematical analysis that studies the several different possibilities of defining real number powers or complex number powers of the differentiation operator and of the integration operator and developing a calculus for such operators generalizing the classical one.
