Potential theoryIn mathematics and mathematical physics, potential theory is the study of harmonic functions. The term "potential theory" was coined in 19th-century physics when it was realized that two fundamental forces of nature known at the time, namely gravity and the electrostatic force, could be modeled using functions called the gravitational potential and electrostatic potential, both of which satisfy Poisson's equation—or in the vacuum, Laplace's equation.
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.
Linear systemIn systems theory, a linear system is a mathematical model of a system based on the use of a linear operator. Linear systems typically exhibit features and properties that are much simpler than the nonlinear case. As a mathematical abstraction or idealization, linear systems find important applications in automatic control theory, signal processing, and telecommunications. For example, the propagation medium for wireless communication systems can often be modeled by linear systems.
Bernoulli differential equationIn mathematics, an ordinary differential equation is called a Bernoulli differential equation if it is of the form where is a real number. Some authors allow any real , whereas others require that not be 0 or 1. The equation was first discussed in a work of 1695 by Jacob Bernoulli, after whom it is named. The earliest solution, however, was offered by Gottfried Leibniz, who published his result in the same year and whose method is the one still used today.
IntegralIn mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration started as a method to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Today integration is used in a wide variety of scientific fields.
Lyapunov stabilityVarious types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is said to be asymptotically stable (see asymptotic analysis).
State space (physics)In physics, a state space is an abstract space in which different "positions" represent, not literal locations, but rather states of some physical system. This makes it a type of phase space. Specifically, in quantum mechanics a state space is a complex Hilbert space in which each unit vector represents a different state that could come out of a measurement. Each unit vector specifies a different dimension, so the numbers of dimensions in this Hilbert space depends on the system we choose to describe.
Banach spaceIn mathematics, more specifically in functional analysis, a Banach space (pronounced ˈbanax) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well-defined limit that is within the space. Banach spaces are named after the Polish mathematician Stefan Banach, who introduced this concept and studied it systematically in 1920–1922 along with Hans Hahn and Eduard Helly.
Stability theoryIn mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance.
Algorithmic game theoryAlgorithmic game theory (AGT) is an area in the intersection of game theory and computer science, with the objective of understanding and design of algorithms in strategic environments. Typically, in Algorithmic Game Theory problems, the input to a given algorithm is distributed among many players who have a personal interest in the output. In those situations, the agents might not report the input truthfully because of their own personal interests.
Evolutionary game theoryEvolutionary game theory (EGT) is the application of game theory to evolving populations in biology. It defines a framework of contests, strategies, and analytics into which Darwinian competition can be modelled. It originated in 1973 with John Maynard Smith and George R. Price's formalisation of contests, analysed as strategies, and the mathematical criteria that can be used to predict the results of competing strategies. Evolutionary game theory differs from classical game theory in focusing more on the dynamics of strategy change.