Linear differential equationIn mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a0(x), ..., an(x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y(n) are the successive derivatives of an unknown function y of the variable x. Such an equation is an ordinary differential equation (ODE).
Laplace operatorIn mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols , (where is the nabla operator), or . In a Cartesian coordinate system, the Laplacian is given by the sum of second partial derivatives of the function with respect to each independent variable. In other coordinate systems, such as cylindrical and spherical coordinates, the Laplacian also has a useful form.
GradientIn vector calculus, the gradient of a scalar-valued differentiable function of several variables is the vector field (or vector-valued function) whose value at a point is the "direction and rate of fastest increase". If the gradient of a function is non-zero at a point , the direction of the gradient is the direction in which the function increases most quickly from , and the magnitude of the gradient is the rate of increase in that direction, the greatest absolute directional derivative.
Convection (heat transfer)Convection (or convective heat transfer) is the transfer of heat from one place to another due to the movement of fluid. Although often discussed as a distinct method of heat transfer, convective heat transfer involves the combined processes of conduction (heat diffusion) and advection (heat transfer by bulk fluid flow). Convection is usually the dominant form of heat transfer in liquids and gases. Note that this definition of convection is only applicable in Heat transfer and thermodynamic contexts.
Heat fluxIn physics and engineering, heat flux or thermal flux, sometimes also referred to as heat flux density, heat-flow density or heat flow rate intensity, is a flow of energy per unit area per unit time. Its SI units are watts per square metre (W/m2). It has both a direction and a magnitude, and so it is a vector quantity. To define the heat flux at a certain point in space, one takes the limiting case where the size of the surface becomes infinitesimally small.
DivergenceIn vector calculus, divergence is a vector operator that operates on a vector field, producing a scalar field giving the quantity of the vector field's source at each point. More technically, the divergence represents the volume density of the outward flux of a vector field from an infinitesimal volume around a given point. As an example, consider air as it is heated or cooled. The velocity of the air at each point defines a vector field. While air is heated in a region, it expands in all directions, and thus the velocity field points outward from that region.
Differential operatorIn mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and returns another function (in the style of a higher-order function in computer science). This article considers mainly linear differential operators, which are the most common type. However, non-linear differential operators also exist, such as the Schwarzian derivative.
F-divergenceIn probability theory, an -divergence is a function that measures the difference between two probability distributions and . Many common divergences, such as KL-divergence, Hellinger distance, and total variation distance, are special cases of -divergence. These divergences were introduced by Alfréd Rényi in the same paper where he introduced the well-known Rényi entropy. He proved that these divergences decrease in Markov processes.
Initial value problemIn multivariable calculus, an initial value problem (IVP) is an ordinary differential equation together with an initial condition which specifies the value of the unknown function at a given point in the domain. Modeling a system in physics or other sciences frequently amounts to solving an initial value problem. In that context, the differential initial value is an equation which specifies how the system evolves with time given the initial conditions of the problem.
Divergence (statistics)In information geometry, a divergence is a kind of statistical distance: a binary function which establishes the separation from one probability distribution to another on a statistical manifold. The simplest divergence is squared Euclidean distance (SED), and divergences can be viewed as generalizations of SED. The other most important divergence is relative entropy (also called Kullback–Leibler divergence), which is central to information theory.
Kullback–Leibler divergenceIn mathematical statistics, the Kullback–Leibler divergence (also called relative entropy and I-divergence), denoted , is a type of statistical distance: a measure of how one probability distribution P is different from a second, reference probability distribution Q. A simple interpretation of the KL divergence of P from Q is the expected excess surprise from using Q as a model when the actual distribution is P.
Self-adjoint operatorIn mathematics, a self-adjoint operator on an infinite-dimensional complex vector space V with inner product (equivalently, a Hermitian operator in the finite-dimensional case) is a linear map A (from V to itself) that is its own adjoint. If V is finite-dimensional with a given orthonormal basis, this is equivalent to the condition that the matrix of A is a Hermitian matrix, i.e., equal to its conjugate transpose A^∗. By the finite-dimensional spectral theorem, V has an orthonormal basis such that the matrix of A relative to this basis is a diagonal matrix with entries in the real numbers.
