Partial derivativeIn mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Partial derivatives are used in vector calculus and differential geometry. The partial derivative of a function with respect to the variable is variously denoted by It can be thought of as the rate of change of the function in the -direction.
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.
DerivativeIn mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point.
Canonical coordinatesIn mathematics and classical mechanics, canonical coordinates are sets of coordinates on phase space which can be used to describe a physical system at any given point in time. Canonical coordinates are used in the Hamiltonian formulation of classical mechanics. A closely related concept also appears in quantum mechanics; see the Stone–von Neumann theorem and canonical commutation relations for details.
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.
Total derivativeIn mathematics, the total derivative of a function f at a point is the best linear approximation near this point of the function with respect to its arguments. Unlike partial derivatives, the total derivative approximates the function with respect to all of its arguments, not just a single one. In many situations, this is the same as considering all partial derivatives simultaneously. The term "total derivative" is primarily used when f is a function of several variables, because when f is a function of a single variable, the total derivative is the same as the ordinary derivative of the function.
Symmetry of second derivativesIn mathematics, the symmetry of second derivatives (also called the equality of mixed partials) refers to the possibility of interchanging the order of taking partial derivatives of a function of n variables without changing the result under certain conditions (see below). The symmetry is the assertion that the second-order partial derivatives satisfy the identity so that they form an n × n symmetric matrix, known as the function's Hessian matrix.
Symplectic vector spaceIn mathematics, a symplectic vector space is a vector space V over a field F (for example the real numbers R) equipped with a symplectic bilinear form. A symplectic bilinear form is a mapping ω : V × V → F that is Bilinear Linear in each argument separately; Alternating ω(v, v) = 0 holds for all v ∈ V; and Non-degenerate ω(u, v) = 0 for all v ∈ V implies that u = 0. If the underlying field has characteristic not 2, alternation is equivalent to skew-symmetry. If the characteristic is 2, the skew-symmetry is implied by, but does not imply alternation.
Wirtinger derivativesIn complex analysis of one and several complex variables, Wirtinger derivatives (sometimes also called Wirtinger operators), named after Wilhelm Wirtinger who introduced them in 1927 in the course of his studies on the theory of functions of several complex variables, are partial differential operators of the first order which behave in a very similar manner to the ordinary derivatives with respect to one real variable, when applied to holomorphic functions, antiholomorphic functions or simply differentiabl
Symplectic geometrySymplectic geometry is a branch of differential geometry and differential topology that studies symplectic manifolds; that is, differentiable manifolds equipped with a closed, nondegenerate 2-form. Symplectic geometry has its origins in the Hamiltonian formulation of classical mechanics where the phase space of certain classical systems takes on the structure of a symplectic manifold. The term "symplectic", introduced by Weyl, is a calque of "complex"; previously, the "symplectic group" had been called the "line complex group".
Canonical commutation relationIn quantum mechanics, the canonical commutation relation is the fundamental relation between canonical conjugate quantities (quantities which are related by definition such that one is the Fourier transform of another). For example, between the position operator x and momentum operator px in the x direction of a point particle in one dimension, where [x , px] = x px − px x is the commutator of x and px , i is the imaginary unit, and ħ is the reduced Planck's constant h/2π, and is the unit operator.
Harmonic oscillatorIn classical mechanics, a harmonic oscillator is a system that, when displaced from its equilibrium position, experiences a restoring force F proportional to the displacement x: where k is a positive constant. If F is the only force acting on the system, the system is called a simple harmonic oscillator, and it undergoes simple harmonic motion: sinusoidal oscillations about the equilibrium point, with a constant amplitude and a constant frequency (which does not depend on the amplitude).
Hamiltonian mechanicsHamiltonian mechanics emerged in 1833 as a reformulation of Lagrangian mechanics. Introduced by Sir William Rowan Hamilton, Hamiltonian mechanics replaces (generalized) velocities used in Lagrangian mechanics with (generalized) momenta. Both theories provide interpretations of classical mechanics and describe the same physical phenomena. Hamiltonian mechanics has a close relationship with geometry (notably, symplectic geometry and Poisson structures) and serves as a link between classical and quantum mechanics.
PhysicsPhysics is the natural science of matter, involving the study of matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. Physics is one of the most fundamental scientific disciplines, with its main goal being to understand how the universe behaves. A scientist who specializes in the field of physics is called a physicist. Physics is one of the oldest academic disciplines and, through its inclusion of astronomy, perhaps the oldest.
Volume elementIn mathematics, a volume element provides a means for integrating a function with respect to volume in various coordinate systems such as spherical coordinates and cylindrical coordinates. Thus a volume element is an expression of the form where the are the coordinates, so that the volume of any set can be computed by For example, in spherical coordinates , and so . The notion of a volume element is not limited to three dimensions: in two dimensions it is often known as the area element, and in this setting it is useful for doing surface integrals.
Mathematical physicsMathematical physics refers to the development of mathematical methods for application to problems in physics. The Journal of Mathematical Physics defines the field as "the application of mathematics to problems in physics and the development of mathematical methods suitable for such applications and for the formulation of physical theories". An alternative definition would also include those mathematics that are inspired by physics (also known as physical mathematics).
Generalizations of the derivativeIn mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. The Fréchet derivative defines the derivative for general normed vector spaces . Briefly, a function , an open subset of , is called Fréchet differentiable at if there exists a bounded linear operator such that Functions are defined as being differentiable in some open neighbourhood of , rather than at individual points, as not doing so tends to lead to many pathological counterexamples.
Symplectic groupIn mathematics, the name symplectic group can refer to two different, but closely related, collections of mathematical groups, denoted Sp(2n, F) and Sp(n) for positive integer n and field F (usually C or R). The latter is called the compact symplectic group and is also denoted by . Many authors prefer slightly different notations, usually differing by factors of 2. The notation used here is consistent with the size of the most common matrices which represent the groups.
Second derivativeIn calculus, the second derivative, or the second-order derivative, of a function f is the derivative of the derivative of f. Informally, the second derivative can be phrased as "the rate of change of the rate of change"; for example, the second derivative of the position of an object with respect to time is the instantaneous acceleration of the object, or the rate at which the velocity of the object is changing with respect to time. In Leibniz notation: where a is acceleration, v is velocity, t is time, x is position, and d is the instantaneous "delta" or change.
Symplectic manifoldIn differential geometry, a subject of mathematics, a symplectic manifold is a smooth manifold, , equipped with a closed nondegenerate differential 2-form , called the symplectic form. The study of symplectic manifolds is called symplectic geometry or symplectic topology. Symplectic manifolds arise naturally in abstract formulations of classical mechanics and analytical mechanics as the cotangent bundles of manifolds.
