In vector calculus, the gradient of a scalar-valued differentiable function of several variables is the vector field whose value at a point gives the direction and the rate of fastest increase. The gradient transforms like a vector under change of basis of the space of variables of . If the gradient of a function is non-zero at a point , the direction of the gradient is the direction in which the function increases most quickly from , and the magnitude of the gradient is the rate of increase in that direction, the greatest absolute directional derivative. Further, a point where the gradient is the zero vector is known as a stationary point. The gradient thus plays a fundamental role in optimization theory, where it is used to minimize a function by gradient descent. In coordinate-free terms, the gradient of a function may be defined by:
In mathematics, a normed vector space or normed space is a vector space over the real or complex numbers on which a norm is defined. A norm is a generalization of the intuitive notion of "length" in the physical world. If is a vector space over , where is a field equal to or to , then a norm on is a map , typically denoted by , satisfying the following four axioms:
- Non-negativity: for every ,.
- Positive definiteness: for every , if and only if is the zero vector.
- Absolute homogeneity: for every and ,
- Triangle inequality: for every and ,
On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The resulting calculus, known as exterior calculus, allows for a natural, metric-independent generalization of Stokes' theorem, Gauss's theorem, and Green's theorem from vector calculus.
In mathematics, differential forms provide a unified approach to define integrands over curves, surfaces, solids, and higher-dimensional manifolds. The modern notion of differential forms was pioneered by Élie Cartan. It has many applications, especially in geometry, topology and physics.
In mathematics, specifically in differential topology, Morse theory enables one to analyze the topology of a manifold by studying differentiable functions on that manifold. According to the basic insights of Marston Morse, a typical differentiable function on a manifold will reflect the topology quite directly. Morse theory allows one to find CW structures and handle decompositions on manifolds and to obtain substantial information about their homology.
In mathematics, the covariant derivative is a way of specifying a derivative along tangent vectors of a manifold. Alternatively, the covariant derivative is a way of introducing and working with a connection on a manifold by means of a differential operator, to be contrasted with the approach given by a principal connection on the frame bundle – see affine connection. In the special case of a manifold isometrically embedded into a higher-dimensional Euclidean space, the covariant derivative can be viewed as the orthogonal projection of the Euclidean directional derivative onto the manifold's tangent space. In this case the Euclidean derivative is broken into two parts, the extrinsic normal component and the intrinsic covariant derivative component.
A directional derivative is a concept in multivariable calculus that measures the rate at which a function changes in a particular direction at a given point.
In the theory of partial differential equations, elliptic operators are differential operators that generalize the Laplace operator. They are defined by the condition that the coefficients of the highest-order derivatives be positive, which implies the key property that the principal symbol is invertible, or equivalently that there are no real characteristic directions.
In (unconstrained) mathematical optimization, a backtracking line search is a line search method to determine the amount to move along a given search direction. Its use requires that the objective function is differentiable and that its gradient is known.
In mathematics, a differentiable manifold is a type of manifold that is locally similar enough to a vector space to allow one to apply calculus. Any manifold can be described by a collection of charts (atlas). One may then apply ideas from calculus while working within the individual charts, since each chart lies within a vector space to which the usual rules of calculus apply. If the charts are suitably compatible, then computations done in one chart are valid in any other differentiable chart.
In mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc.
In mathematics and economics, the envelope theorem is a major result about the differentiability properties of the value function of a parameterized optimization problem. As we change parameters of the objective, the envelope theorem shows that, in a certain sense, changes in the optimizer of the objective do not contribute to the change in the objective function. The envelope theorem is an important tool for comparative statics of optimization models.
The gradient theorem, also known as the fundamental theorem of calculus for line integrals, says that a line integral through a gradient field can be evaluated by evaluating the original scalar field at the endpoints of the curve. The theorem is a generalization of the second fundamental theorem of calculus to any curve in a plane or space rather than just the real line.
In mechanics, a displacement field is the assignment of displacement vectors for all points in a region or body that are displaced from one state to another. A displacement vector specifies the position of a point or a particle in reference to an origin or to a previous position. For example, a displacement field may be used to describe the effects of deformation on a solid body.
In dynamical systems theory, an area of pure mathematics, a Morse–Smale system is a smooth dynamical system whose non-wandering set consists of finitely many hyperbolic equilibrium points and hyperbolic periodic orbits and satisfying a transversality condition on the stable and unstable manifolds. Morse–Smale systems are structurally stable and form one of the simplest and best studied classes of smooth dynamical systems. They are named after Marston Morse, the creator of the Morse theory, and Stephen Smale, who emphasized their importance for smooth dynamics and algebraic topology.
In continuum mechanics, a compatible deformation tensor field in a body is that unique tensor field that is obtained when the body is subjected to a continuous, single-valued, displacement field. Compatibility is the study of the conditions under which such a displacement field can be guaranteed. Compatibility conditions are particular cases of integrability conditions and were first derived for linear elasticity by Barré de Saint-Venant in 1864 and proved rigorously by Beltrami in 1886.
In mathematics, a free boundary problem is a partial differential equation to be solved for both an unknown function and an unknown domain . The segment of the boundary of which is not known at the outset of the problem is the free boundary.
In symplectic geometry, the spectral invariants are invariants defined for the group of Hamiltonian diffeomorphisms of a symplectic manifold, which is closed related to Floer theory and Hofer geometry.
Supersymmetric theory of stochastic dynamics or stochastics (STS) is an exact theory of stochastic (partial) differential equations (SDEs), the class of mathematical models with the widest applicability covering, in particular, all continuous time dynamical systems, with and without noise. The main utility of the theory from the physical point of view is a rigorous theoretical explanation of the ubiquitous spontaneous long-range dynamical behavior that manifests itself across disciplines via such phenomena as 1/f, flicker, and crackling noises and the power-law statistics, or Zipf's law, of instantonic processes like earthquakes and neuroavalanches. From the mathematical point of view, STS is interesting because it bridges the two major parts of mathematical physics – the dynamical systems theory and topological field theories. Besides these and related disciplines such as algebraic topology and supersymmetric field theories, STS is also connected with the traditional theory of stochastic differential equations and the theory of pseudo-Hermitian operators.
In mathematics, and especially differential geometry and mathematical physics, gauge theory is the general study of connections on vector bundles, principal bundles, and fibre bundles. Gauge theory in mathematics should not be confused with the closely related concept of a gauge theory in physics, which is a field theory which admits gauge symmetry. In mathematics theory means a mathematical theory, encapsulating the general study of a collection of concepts or phenomena, whereas in the physical sense a gauge theory is a mathematical model of some natural phenomenon.
