Scale invarianceIn physics, mathematics and statistics, scale invariance is a feature of objects or laws that do not change if scales of length, energy, or other variables, are multiplied by a common factor, and thus represent a universality. The technical term for this transformation is a dilatation (also known as dilation). Dilatations can form part of a larger conformal symmetry. In mathematics, scale invariance usually refers to an invariance of individual functions or curves.
Stochastic calculusStochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces.
Stratonovich integralIn stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic integral, the most common alternative to the Itô integral. Although the Itô integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics. In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itô calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds.
Conformal symmetryIn mathematical physics, the conformal symmetry of spacetime is expressed by an extension of the Poincaré group, known as the conformal group. The extension includes special conformal transformations and dilations. In three spatial plus one time dimensions, conformal symmetry has 15 degrees of freedom: ten for the Poincaré group, four for special conformal transformations, and one for a dilation. Harry Bateman and Ebenezer Cunningham were the first to study the conformal symmetry of Maxwell's equations.
Fractal dimensionIn mathematics, a fractal dimension is a term invoked in the science of geometry to provide a rational statistical index of complexity detail in a pattern. A fractal pattern changes with the scale at which it is measured. It is also a measure of the space-filling capacity of a pattern, and it tells how a fractal scales differently, in a fractal (non-integer) dimension. The main idea of "fractured" dimensions has a long history in mathematics, but the term itself was brought to the fore by Benoit Mandelbrot based on his 1967 paper on self-similarity in which he discussed fractional dimensions.
Conformal field theoryA conformal field theory (CFT) is a quantum field theory that is invariant under conformal transformations. In two dimensions, there is an infinite-dimensional algebra of local conformal transformations, and conformal field theories can sometimes be exactly solved or classified. Conformal field theory has important applications to condensed matter physics, statistical mechanics, quantum statistical mechanics, and string theory. Statistical and condensed matter systems are indeed often conformally invariant at their thermodynamic or quantum critical points.
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.
Percolation theoryIn statistical physics and mathematics, percolation theory describes the behavior of a network when nodes or links are added. This is a geometric type of phase transition, since at a critical fraction of addition the network of small, disconnected clusters merge into significantly larger connected, so-called spanning clusters. The applications of percolation theory to materials science and in many other disciplines are discussed here and in the articles Network theory and Percolation (cognitive psychology).
Percolation critical exponentsIn the context of the physical and mathematical theory of percolation, a percolation transition is characterized by a set of universal critical exponents, which describe the fractal properties of the percolating medium at large scales and sufficiently close to the transition. The exponents are universal in the sense that they only depend on the type of percolation model and on the space dimension. They are expected to not depend on microscopic details such as the lattice structure, or whether site or bond percolation is considered.
Percolation thresholdThe percolation threshold is a mathematical concept in percolation theory that describes the formation of long-range connectivity in random systems. Below the threshold a giant connected component does not exist; while above it, there exists a giant component of the order of system size. In engineering and coffee making, percolation represents the flow of fluids through porous media, but in the mathematics and physics worlds it generally refers to simplified lattice models of random systems or networks (graphs), and the nature of the connectivity in them.
Two-dimensional conformal field theoryA two-dimensional conformal field theory is a quantum field theory on a Euclidean two-dimensional space, that is invariant under local conformal transformations. In contrast to other types of conformal field theories, two-dimensional conformal field theories have infinite-dimensional symmetry algebras. In some cases, this allows them to be solved exactly, using the conformal bootstrap method. Notable two-dimensional conformal field theories include minimal models, Liouville theory, massless free bosonic theories, Wess–Zumino–Witten models, and certain sigma models.
FractalIn mathematics, a fractal is a geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scales, as illustrated in successive magnifications of the Mandelbrot set. This exhibition of similar patterns at increasingly smaller scales is called self-similarity, also known as expanding symmetry or unfolding symmetry; if this replication is exactly the same at every scale, as in the Menger sponge, the shape is called affine self-similar.
Fractal curveA fractal curve is, loosely, a mathematical curve whose shape retains the same general pattern of irregularity, regardless of how high it is magnified, that is, its graph takes the form of a fractal. In general, fractal curves are nowhere rectifiable curves — that is, they do not have finite length — and every subarc longer than a single point has infinite length. A famous example is the boundary of the Mandelbrot set. Fractal curves and fractal patterns are widespread, in nature, found in such places as broccoli, snowflakes, feet of geckos, frost crystals, and lightning bolts.
PercolationIn physics, chemistry, and materials science, percolation () refers to the movement and filtering of fluids through porous materials. It is described by Darcy's law. Broader applications have since been developed that cover connectivity of many systems modeled as lattices or graphs, analogous to connectivity of lattice components in the filtration problem that modulates capacity for percolation.
Itô calculusItô calculus, named after Kiyosi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential equations. The central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators are now stochastic processes: where H is a locally square-integrable process adapted to the filtration generated by X , which is a Brownian motion or, more generally, a semimartingale.
Critical exponentCritical exponents describe the behavior of physical quantities near continuous phase transitions. It is believed, though not proven, that they are universal, i.e. they do not depend on the details of the physical system, but only on some of its general features. For instance, for ferromagnetic systems, the critical exponents depend only on: the dimension of the system the range of the interaction the spin dimension These properties of critical exponents are supported by experimental data.
SymmetrySymmetry () in everyday language refers to a sense of harmonious and beautiful proportion and balance. In mathematics, the term has a more precise definition and is usually used to refer to an object that is invariant under some transformations, such as translation, reflection, rotation, or scaling. Although these two meanings of the word can sometimes be told apart, they are intricately related, and hence are discussed together in this article.
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Directed percolationIn statistical physics, directed percolation (DP) refers to a class of models that mimic filtering of fluids through porous materials along a given direction, due to the effect of gravity. Varying the microscopic connectivity of the pores, these models display a phase transition from a macroscopically permeable (percolating) to an impermeable (non-percolating) state. Directed percolation is also used as a simple model for epidemic spreading with a transition between survival and extinction of the disease depending on the infection rate.
Reynolds numberIn fluid mechanics, the Reynolds number (Re) is a dimensionless quantity that helps predict fluid flow patterns in different situations by measuring the ratio between inertial and viscous forces. At low Reynolds numbers, flows tend to be dominated by laminar (sheet-like) flow, while at high Reynolds numbers, flows tend to be turbulent. The turbulence results from differences in the fluid's speed and direction, which may sometimes intersect or even move counter to the overall direction of the flow (eddy currents).
