Condition numberIn numerical analysis, the condition number of a function measures how much the output value of the function can change for a small change in the input argument. This is used to measure how sensitive a function is to changes or errors in the input, and how much error in the output results from an error in the input. Very frequently, one is solving the inverse problem: given one is solving for x, and thus the condition number of the (local) inverse must be used.
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.
Partial differential equationIn mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.
Numerical differentiationIn numerical analysis, numerical differentiation algorithms estimate the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function. The simplest method is to use finite difference approximations. A simple two-point estimation is to compute the slope of a nearby secant line through the points (x, f(x)) and (x + h, f(x + h)). Choosing a small number h, h represents a small change in x, and it can be either positive or negative.
Control engineeringControl engineering or control systems engineering is an engineering discipline that deals with control systems, applying control theory to design equipment and systems with desired behaviors in control environments. The discipline of controls overlaps and is usually taught along with electrical engineering and mechanical engineering at many institutions around the world. The practice uses sensors and detectors to measure the output performance of the process being controlled; these measurements are used to provide corrective feedback helping to achieve the desired performance.
Lagrangian mechanicsIn physics, Lagrangian mechanics is a formulation of classical mechanics founded on the stationary-action principle (also known as the principle of least action). It was introduced by the Italian-French mathematician and astronomer Joseph-Louis Lagrange in his 1788 work, Mécanique analytique. Lagrangian mechanics describes a mechanical system as a pair consisting of a configuration space and a smooth function within that space called a Lagrangian. For many systems, where and are the kinetic and potential energy of the system, respectively.
Control theoryControl theory is a field of control engineering and applied mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any delay, overshoot, or steady-state error and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required.
Control systemA control system manages, commands, directs, or regulates the behavior of other devices or systems using control loops. It can range from a single home heating controller using a thermostat controlling a domestic boiler to large industrial control systems which are used for controlling processes or machines. The control systems are designed via control engineering process. For continuously modulated control, a feedback controller is used to automatically control a process or operation.
Numerical methods for partial differential equationsNumerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partial differential equations exist. Finite difference method In this method, functions are represented by their values at certain grid points and derivatives are approximated through differences in these values.
Consistent and inconsistent equationsIn mathematics and particularly in algebra, a system of equations (either linear or nonlinear) is called consistent if there is at least one set of values for the unknowns that satisfies each equation in the system—that is, when substituted into each of the equations, they make each equation hold true as an identity. In contrast, a linear or non linear equation system is called inconsistent if there is no set of values for the unknowns that satisfies all of the equations.
