In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace, is an integral transform that converts a function of a real variable to a function of a complex variable . The transform has many applications in science and engineering because it is a tool for solving differential equations. In particular, it transforms ordinary differential equations into algebraic equations and convolution into multiplication. For suitable functions f, the Laplace transform is the integral
In mathematics, the Dirac delta distribution, also known as the unit impulse, is a generalized function or distribution over the real numbers, whose value is zero everywhere except at zero, and whose integral over the entire real line is equal to one.
In mathematics, the Fourier transform (FT) is a transform that converts a function into a form that describes the frequencies present in the original function. The output of the transform is a complex-valued function of frequency. The term Fourier transform refers to both this complex-valued function and the mathematical operation. When a distinction needs to be made the Fourier transform is sometimes called the frequency domain representation of the original function. The Fourier transfrom is analogous to decomposing the sound of a musical chord into terms of the intensity of its constituent pitches.
In mathematics, Fredholm operators are certain operators that arise in the Fredholm theory of integral equations. They are named in honour of Erik Ivar Fredholm. By definition, a Fredholm operator is a bounded linear operator T : X → Y between two Banach spaces with finite-dimensional kernel and finite-dimensional (algebraic) cokernel , and with closed range . The last condition is actually redundant.
In mathematical analysis, a function of bounded variation, also known as BV function, is a real-valued function whose total variation is bounded (finite): the graph of a function having this property is well behaved in a precise sense. For a continuous function of a single variable, being of bounded variation means that the distance along the direction of the y-axis, neglecting the contribution of motion along x-axis, traveled by a point moving along the graph has a finite value. For a continuous function of several variables, the meaning of the definition is the same, except for the fact that the continuous path to be considered cannot be the whole graph of the given function, but can be every intersection of the graph itself with a hyperplane parallel to a fixed x-axis and to the y-axis.
In mathematics, an integral transform maps a function from its original function space into another function space via integration, where some of the properties of the original function might be more easily characterized and manipulated than in the original function space. The transformed function can generally be mapped back to the original function space using the inverse transform.
The path integral formulation is a description in quantum mechanics that generalizes the action principle of classical mechanics. It replaces the classical notion of a single, unique classical trajectory for a system with a sum, or functional integral, over an infinity of quantum-mechanically possible trajectories to compute a quantum amplitude.
In mathematics, integral equations are equations in which an unknown function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form:
In mathematics and signal processing, the Hilbert transform is a specific singular integral that takes a function, u(t) of a real variable and produces another function of a real variable H(u)(t). The Hilbert transform is given by the Cauchy principal value of the convolution with the function (see § Definition). The Hilbert transform has a particularly simple representation in the frequency domain: It imparts a phase shift of ±90° (π⁄2 radians) to every frequency component of a function, the sign of the shift depending on the sign of the frequency (see § Relationship with the Fourier transform). The Hilbert transform is important in signal processing, where it is a component of the analytic representation of a real-valued signal u(t). The Hilbert transform was first introduced by David Hilbert in this setting, to solve a special case of the Riemann–Hilbert problem for analytic functions.
In functional analysis, a branch of mathematics, a compact operator is a linear operator , where are normed vector spaces, with the property that maps bounded subsets of to relatively compact subsets of . Such an operator is necessarily a bounded operator, and so continuous. Some authors require that are Banach, but the definition can be extended to more general spaces.
In mathematics, the total variation identifies several slightly different concepts, related to the (local or global) structure of the codomain of a function or a measure. For a real-valued continuous function f, defined on an interval [a, b] ⊂ R, its total variation on the interval of definition is a measure of the one-dimensional arclength of the curve with parametric equation x ↦ f(x), for x ∈ [a, b]. Functions whose total variation is finite are called functions of bounded variation.
In quantum field theory, the LSZ reduction formula is a method to calculate S-matrix elements from the time-ordered correlation functions of a quantum field theory. It is a step of the path that starts from the Lagrangian of some quantum field theory and leads to prediction of measurable quantities. It is named after the three German physicists Harry Lehmann, Kurt Symanzik and Wolfhart Zimmermann.
In mathematics, a flow formalizes the idea of the motion of particles in a fluid. Flows are ubiquitous in science, including engineering and physics. The notion of flow is basic to the study of ordinary differential equations. Informally, a flow may be viewed as a continuous motion of points over time. More formally, a flow is a group action of the real numbers on a set.
In mathematics, the Fredholm alternative, named after Ivar Fredholm, is one of Fredholm's theorems and is a result in Fredholm theory. It may be expressed in several ways, as a theorem of linear algebra, a theorem of integral equations, or as a theorem on Fredholm operators. Part of the result states that a non-zero complex number in the spectrum of a compact operator is an eigenvalue.
In mathematics, a locally integrable function is a function which is integrable on every compact subset of its domain of definition. The importance of such functions lies in the fact that their function space is similar to Lp spaces, but its members are not required to satisfy any growth restriction on their behavior at the boundary of their domain : in other words, locally integrable functions can grow arbitrarily fast at the domain boundary, but are still manageable in a way similar to ordinary integrable functions.
In mathematics, Fredholm theory is a theory of integral equations. In the narrowest sense, Fredholm theory concerns itself with the solution of the Fredholm integral equation. In a broader sense, the abstract structure of Fredholm's theory is given in terms of the spectral theory of Fredholm operators and Fredholm kernels on Hilbert space. The theory is named in honour of Erik Ivar Fredholm.
In mathematics, the trace operator extends the notion of the restriction of a function to the boundary of its domain to "generalized" functions in a Sobolev space. This is particularly important for the study of partial differential equations with prescribed boundary conditions, where weak solutions may not be regular enough to satisfy the boundary conditions in the classical sense of functions.
In mathematics, the Neumann–Poincaré operator or Poincaré–Neumann operator, named after Carl Neumann and Henri Poincaré, is a non-self-adjoint compact operator introduced by Poincaré to solve boundary value problems for the Laplacian on bounded domains in Euclidean space. Within the language of potential theory it reduces the partial differential equation to an integral equation on the boundary to which the theory of Fredholm operators can be applied. The theory is particularly simple in two dimensions—the case treated in detail in this article—where it is related to complex function theory, the conjugate Beurling transform or complex Hilbert transform and the Fredholm eigenvalues of bounded planar domains.
In mathematics, singular integral operators on closed curves arise in problems in analysis, in particular complex analysis and harmonic analysis. The two main singular integral operators, the Hilbert transform and the Cauchy transform, can be defined for any smooth Jordan curve in the complex plane and are related by a simple algebraic formula. In the special case of Fourier series for the unit circle, the operators become the classical Cauchy transform, the orthogonal projection onto Hardy space, and the Hilbert transform a real orthogonal linear complex structure. In general the Cauchy transform is a non-self-adjoint idempotent and the Hilbert transform a non-orthogonal complex structure. The range of the Cauchy transform is the Hardy space of the bounded region enclosed by the Jordan curve. The theory for the original curve can be deduced from that of the unit circle, where, because of rotational symmetry, both operators are classical singular integral operators of convolution type. The Hilbert transform satisfies the jump relations of Plemelj and Sokhotski, which express the original function as the difference between the boundary values of holomorphic functions on the region and its complement. Singular integral operators have been studied on various classes of functions, including Hőlder spaces, Lp spaces and Sobolev spaces. In the case of L2 spaces—the case treated in detail below—other operators associated with the closed curve, such as the Szegő projection onto Hardy space and the Neumann–Poincaré operator, can be expressed in terms of the Cauchy transform and its adjoint.
In machine learning, the kernel embedding of distributions comprises a class of nonparametric methods in which a probability distribution is represented as an element of a reproducing kernel Hilbert space (RKHS). A generalization of the individual data-point feature mapping done in classical kernel methods, the embedding of distributions into infinite-dimensional feature spaces can preserve all of the statistical features of arbitrary distributions, while allowing one to compare and manipulate distributions using Hilbert space operations such as inner products, distances, projections, linear transformations, and spectral analysis. This learning framework is very general and can be applied to distributions over any space on which a sensible kernel function may be defined. For example, various kernels have been proposed for learning from data which are: vectors in , discrete classes/categories, strings, graphs/networks, images, time series, manifolds, dynamical systems, and other structured objects. The theory behind kernel embeddings of distributions has been primarily developed by Alex Smola, Le Song , Arthur Gretton, and Bernhard Schölkopf. A review of recent works on kernel embedding of distributions can be found in.
