Band matrixIn mathematics, particularly matrix theory, a band matrix or banded matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side. Formally, consider an n×n matrix A=(ai,j ). If all matrix elements are zero outside a diagonally bordered band whose range is determined by constants k1 and k2: then the quantities k1 and k2 are called the and , respectively. The of the matrix is the maximum of k1 and k2; in other words, it is the number k such that if .
Free fieldIn physics a free field is a field without interactions, which is described by the terms of motion and mass. In classical physics, a free field is a field whose equations of motion are given by linear partial differential equations. Such linear PDE's have a unique solution for a given initial condition. In quantum field theory, an operator valued distribution is a free field if it satisfies some linear partial differential equations such that the corresponding case of the same linear PDEs for a classical field (i.
InterpolationIn the mathematical field of numerical analysis, interpolation is a type of estimation, a method of constructing (finding) new data points based on the range of a discrete set of known data points. In engineering and science, one often has a number of data points, obtained by sampling or experimentation, which represent the values of a function for a limited number of values of the independent variable. It is often required to interpolate; that is, estimate the value of that function for an intermediate value of the independent variable.
Variational inequalityIn mathematics, a variational inequality is an inequality involving a functional, which has to be solved for all possible values of a given variable, belonging usually to a convex set. The mathematical theory of variational inequalities was initially developed to deal with equilibrium problems, precisely the Signorini problem: in that model problem, the functional involved was obtained as the first variation of the involved potential energy. Therefore, it has a variational origin, recalled by the name of the general abstract problem.
Argument (complex analysis)In mathematics (particularly in complex analysis), the argument of a complex number z, denoted arg(z), is the angle between the positive real axis and the line joining the origin and z, represented as a point in the complex plane, shown as in Figure 1. It is a multivalued function operating on the nonzero complex numbers. To define a single-valued function, the principal value of the argument (sometimes denoted Arg z) is used. It is often chosen to be the unique value of the argument that lies within the interval .
Integration by partsIn calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation.
Power ruleIn calculus, the power rule is used to differentiate functions of the form , whenever is a real number. Since differentiation is a linear operation on the space of differentiable functions, polynomials can also be differentiated using this rule. The power rule underlies the Taylor series as it relates a power series with a function's derivatives. Let be a function satisfying for all , where . Then, The power rule for integration states that for any real number . It can be derived by inverting the power rule for differentiation.
Constant of integrationIn calculus, the constant of integration, often denoted by (or ), is a constant term added to an antiderivative of a function to indicate that the indefinite integral of (i.e., the set of all antiderivatives of ), on a connected domain, is only defined up to an additive constant. This constant expresses an ambiguity inherent in the construction of antiderivatives. More specifically, if a function is defined on an interval, and is an antiderivative of then the set of all antiderivatives of is given by the functions where is an arbitrary constant (meaning that any value of would make a valid antiderivative).
Inverse functionIn mathematics, the inverse function of a function f (also called the inverse of f) is a function that undoes the operation of f. The inverse of f exists if and only if f is bijective, and if it exists, is denoted by For a function , its inverse admits an explicit description: it sends each element to the unique element such that f(x) = y. As an example, consider the real-valued function of a real variable given by f(x) = 5x − 7. One can think of f as the function which multiplies its input by 5 then subtracts 7 from the result.
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.
