Mathematical analysis is the branch of mathematics dealing with limits and related theories, such as differentiation, integration, measure, infinite series, and analytic functions.^{ [1] }^{ [2] }
Mathematics includes the study of such topics as quantity, structure, space, and change.
In mathematics, a limit is the value that a function "approaches" as the input "approaches" some value. Limits are essential to calculus and are used to define continuity, derivatives, and integrals.
The derivative of a function of a real variable measures the sensitivity to change of the function value with respect to a change in its argument. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances.
These theories are usually studied in the context of real and complex numbers and functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space).
In mathematics, a real number is a value of a continuous quantity that can represent a distance along a line. The adjective real in this context was introduced in the 17th century by René Descartes, who distinguished between real and imaginary roots of polynomials. The real numbers include all the rational numbers, such as the integer −5 and the fraction 4/3, and all the irrational numbers, such as √2. Included within the irrationals are the transcendental numbers, such as π (3.14159265...). In addition to measuring distance, real numbers can be used to measure quantities such as time, mass, energy, velocity, and many more.
A complex number is a number that can be expressed in the form a + bi, where a and b are real numbers, and i is a solution of the equation x^{2} = −1. Because no real number satisfies this equation, i is called an imaginary number. For the complex number a + bi, a is called the real part, and b is called the imaginary part. Despite the historical nomenclature "imaginary", complex numbers are regarded in the mathematical sciences as just as "real" as the real numbers, and are fundamental in many aspects of the scientific description of the natural world.
In mathematics, a function was originally the idealization of how a varying quantity depends on another quantity. For example, the position of a planet is a function of time. Historically, the concept was elaborated with the infinitesimal calculus at the end of the 17th century, and, until the 19th century, the functions that were considered were differentiable. The concept of function was formalized at the end of the 19th century in terms of set theory, and this greatly enlarged the domains of application of the concept.
Mathematical analysis formally developed in the 17th century during the Scientific Revolution,^{ [3] } but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were implicitly present in the early days of ancient Greek mathematics. For instance, an infinite geometric sum is implicit in Zeno's paradox of the dichotomy.^{ [4] } Later, Greek mathematicians such as Eudoxus and Archimedes made more explicit, but informal, use of the concepts of limits and convergence when they used the method of exhaustion to compute the area and volume of regions and solids.^{ [5] } The explicit use of infinitesimals appears in Archimedes' The Method of Mechanical Theorems , a work rediscovered in the 20th century.^{ [6] } In Asia, the Chinese mathematician Liu Hui used the method of exhaustion in the 3rd century AD to find the area of a circle.^{ [7] } Zu Chongzhi established a method that would later be called Cavalieri's principle to find the volume of a sphere in the 5th century.^{ [8] } The Indian mathematician Bhāskara II gave examples of the derivative and used what is now known as Rolle's theorem in the 12th century.^{ [9] }
The Scientific Revolution was a series of events that marked the emergence of modern science during the early modern period, when developments in mathematics, physics, astronomy, biology and chemistry transformed the views of society about nature. The Scientific Revolution took place in Europe towards the end of the Renaissance period and continued through the late 18th century, influencing the intellectual social movement known as the Enlightenment. While its dates are debated, the publication in 1543 of Nicolaus Copernicus's De revolutionibus orbium coelestium is often cited as marking the beginning of the Scientific Revolution.
Zeno of Elea was a pre-Socratic Greek philosopher of Magna Graecia and a member of the Eleatic School founded by Parmenides. Aristotle called him the inventor of the dialectic. He is best known for his paradoxes, which Bertrand Russell has described as "immeasurably subtle and profound".
Greek mathematics refers to mathematics texts and advances written in Greek, developed from the 7th century BC to the 4th century AD around the shores of the Eastern Mediterranean. Greek mathematicians lived in cities spread over the entire Eastern Mediterranean from Italy to North Africa but were united by culture and language. Greek mathematics of the period following Alexander the Great is sometimes called Hellenistic mathematics. The word "mathematics" itself derives from the Ancient Greek: μάθημα, translit. máthēmaAttic Greek: [má.tʰɛː.ma]Koine Greek: [ˈma.θi.ma], meaning "subject of instruction". The study of mathematics for its own sake and the use of generalized mathematical theories and proofs is the key difference between Greek mathematics and those of preceding civilizations.
In the 14th century, Madhava of Sangamagrama developed infinite series expansions, like the power series and the Taylor series, of functions such as sine, cosine, tangent and arctangent.^{ [10] } Alongside his development of the Taylor series of the trigonometric functions, he also estimated the magnitude of the error terms created by truncating these series and gave a rational approximation of an infinite series. His followers at the Kerala School of Astronomy and Mathematics further expanded his works, up to the 16th century.
Mādhava was an Indian mathematician and astronomer from the town believed to be present-day Aloor, Irinjalakuda in Thrissur District), Kerala, India. He is considered the founder of the Kerala school of astronomy and mathematics. He was the first to use infinite series approximations for a range of trigonometric functions, which has been called the "decisive step onward from the finite procedures of ancient mathematics to treat their limit-passage to infinity". One of the greatest mathematician-astronomers of the Middle Ages, Madhava made pioneering contributions to the study of infinite series, calculus, trigonometry, geometry, and algebra.
In mathematics, a series is, roughly speaking, a description of the operation of adding infinitely many quantities, one after the other, to a given starting quantity. The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathematics, even for studying finite structures, through generating functions. In addition to their ubiquity in mathematics, infinite series are also widely used in other quantitative disciplines such as physics, computer science, statistics and finance.
In mathematics, a power series is an infinite series of the form
The modern foundations of mathematical analysis were established in 17th century Europe.^{ [3] } Descartes and Fermat independently developed analytic geometry, and a few decades later Newton and Leibniz independently developed infinitesimal calculus, which grew, with the stimulus of applied work that continued through the 18th century, into analysis topics such as the calculus of variations, ordinary and partial differential equations, Fourier analysis, and generating functions. During this period, calculus techniques were applied to approximate discrete problems by continuous ones.
In classical mathematics, analytic geometry, also known as coordinate geometry or Cartesian geometry, is the study of geometry using a coordinate system. This contrasts with synthetic geometry.
Sir Isaac Newton was an English mathematician, physicist, astronomer, theologian, and author who is widely recognised as one of the most influential scientists of all time, and a key figure in the scientific revolution. His book Philosophiæ Naturalis Principia Mathematica, first published in 1687, laid the foundations of classical mechanics. Newton also made seminal contributions to optics, and shares credit with Gottfried Wilhelm Leibniz for developing the infinitesimal calculus.
Calculus of variations is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers. Functionals are often expressed as definite integrals involving functions and their derivatives. Functions that maximize or minimize functionals may be found using the Euler–Lagrange equation of the calculus of variations.
In the 18th century, Euler introduced the notion of mathematical function.^{ [11] } Real analysis began to emerge as an independent subject when Bernard Bolzano introduced the modern definition of continuity in 1816,^{ [12] } but Bolzano's work did not become widely known until the 1870s. In 1821, Cauchy began to put calculus on a firm logical foundation by rejecting the principle of the generality of algebra widely used in earlier work, particularly by Euler. Instead, Cauchy formulated calculus in terms of geometric ideas and infinitesimals. Thus, his definition of continuity required an infinitesimal change in x to correspond to an infinitesimal change in y. He also introduced the concept of the Cauchy sequence, and started the formal theory of complex analysis. Poisson, Liouville, Fourier and others studied partial differential equations and harmonic analysis. The contributions of these mathematicians and others, such as Weierstrass, developed the (ε, δ)-definition of limit approach, thus founding the modern field of mathematical analysis.
Leonhard Euler was a Swiss mathematician, physicist, astronomer, logician and engineer, who made important and influential discoveries in many branches of mathematics, such as infinitesimal calculus and graph theory, while also making pioneering contributions to several branches such as topology and analytic number theory. He also introduced much of the modern mathematical terminology and notation, particularly for mathematical analysis, such as the notion of a mathematical function. He is also known for his work in mechanics, fluid dynamics, optics, astronomy, and music theory.
Bernard Bolzano was a Bohemian mathematician, logician, philosopher, theologian and Catholic priest of Italian extraction, also known for his antimilitarist views.
In the history of mathematics, the generality of algebra was a phrase used by Augustin-Louis Cauchy to describe a method of argument that was used in the 18th century by mathematicians such as Leonhard Euler and Joseph-Louis Lagrange, particularly in manipulating infinite series. According to Koetsier, the generality of algebra principle assumed, roughly, that the algebraic rules that hold for a certain class of expressions can be extended to hold more generally on a larger class of objects, even if the rules are no longer obviously valid. As a consequence, 18th century mathematicians believed that they could derive meaningful results by applying the usual rules of algebra and calculus that hold for finite expansions even when manipulating infinite expansions. In works such as Cours d'Analyse, Cauchy rejected the use of "generality of algebra" methods and sought a more rigorous foundation for mathematical analysis.
In the middle of the 19th century Riemann introduced his theory of integration. The last third of the century saw the arithmetization of analysis by Weierstrass, who thought that geometric reasoning was inherently misleading, and introduced the "epsilon-delta" definition of limit. Then, mathematicians started worrying that they were assuming the existence of a continuum of real numbers without proof. Dedekind then constructed the real numbers by Dedekind cuts, in which irrational numbers are formally defined, which serve to fill the "gaps" between rational numbers, thereby creating a complete set: the continuum of real numbers, which had already been developed by Simon Stevin in terms of decimal expansions. Around that time, the attempts to refine the theorems of Riemann integration led to the study of the "size" of the set of discontinuities of real functions.
Also, "monsters" (nowhere continuous functions, continuous but nowhere differentiable functions, space-filling curves) began to be investigated. In this context, Jordan developed his theory of measure, Cantor developed what is now called naive set theory, and Baire proved the Baire category theorem. In the early 20th century, calculus was formalized using an axiomatic set theory. Lebesgue solved the problem of measure, and Hilbert introduced Hilbert spaces to solve integral equations. The idea of normed vector space was in the air, and in the 1920s Banach created functional analysis.
In mathematics, a metric space is a set where a notion of distance (called a metric) between elements of the set is defined.
Much of analysis happens in some metric space; the most commonly used are the real line, the complex plane, Euclidean space, other vector spaces, and the integers. Examples of analysis without a metric include measure theory (which describes size rather than distance) and functional analysis (which studies topological vector spaces that need not have any sense of distance).
Formally, a metric space is an ordered pair where is a set and is a metric on , i.e., a function
such that for any , the following holds:
By taking the third property and letting , it can be shown that (non-negative).
A sequence is an ordered list. Like a set, it contains members (also called elements, or terms). Unlike a set, order matters, and exactly the same elements can appear multiple times at different positions in the sequence. Most precisely, a sequence can be defined as a function whose domain is a countable totally ordered set, such as the natural numbers.
One of the most important properties of a sequence is convergence. Informally, a sequence converges if it has a limit. Continuing informally, a (singly-infinite) sequence has a limit if it approaches some point x, called the limit, as n becomes very large. That is, for an abstract sequence (a_{n}) (with n running from 1 to infinity understood) the distance between a_{n} and x approaches 0 as n → ∞, denoted
Real analysis (traditionally, the theory of functions of a real variable) is a branch of mathematical analysis dealing with the real numbers and real-valued functions of a real variable.^{ [13] }^{ [14] } In particular, it deals with the analytic properties of real functions and sequences, including convergence and limits of sequences of real numbers, the calculus of the real numbers, and continuity, smoothness and related properties of real-valued functions.
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers.^{ [15] } It is useful in many branches of mathematics, including algebraic geometry, number theory, applied mathematics; as well as in physics, including hydrodynamics, thermodynamics, mechanical engineering, electrical engineering, and particularly, quantum field theory.
Complex analysis is particularly concerned with the analytic functions of complex variables (or, more generally, meromorphic functions). Because the separate real and imaginary parts of any analytic function must satisfy Laplace's equation, complex analysis is widely applicable to two-dimensional problems in physics.
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (e.g. inner product, norm, topology, etc.) and the linear operators acting upon these spaces and respecting these structures in a suitable sense.^{ [16] }^{ [17] } The historical roots of functional analysis lie in the study of spaces of functions and the formulation of properties of transformations of functions such as the Fourier transform as transformations defining continuous, unitary etc. operators between function spaces. This point of view turned out to be particularly useful for the study of differential and integral equations.
A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders.^{ [18] }^{ [19] }^{ [20] } Differential equations play a prominent role in engineering, physics, economics, biology, and other disciplines.
Differential equations arise in many areas of science and technology, specifically whenever a deterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space or time (expressed as derivatives) is known or postulated. This is illustrated in classical mechanics, where the motion of a body is described by its position and velocity as the time value varies. Newton's laws allow one (given the position, velocity, acceleration and various forces acting on the body) to express these variables dynamically as a differential equation for the unknown position of the body as a function of time. In some cases, this differential equation (called an equation of motion) may be solved explicitly.
A measure on a set is a systematic way to assign a number to each suitable subset of that set, intuitively interpreted as its size.^{ [21] } In this sense, a measure is a generalization of the concepts of length, area, and volume. A particularly important example is the Lebesgue measure on a Euclidean space, which assigns the conventional length, area, and volume of Euclidean geometry to suitable subsets of the -dimensional Euclidean space . For instance, the Lebesgue measure of the interval in the real numbers is its length in the everyday sense of the word – specifically, 1.
Technically, a measure is a function that assigns a non-negative real number or +∞ to (certain) subsets of a set . It must assign 0 to the empty set and be (countably) additive: the measure of a 'large' subset that can be decomposed into a finite (or countable) number of 'smaller' disjoint subsets, is the sum of the measures of the "smaller" subsets. In general, if one wants to associate a consistent size to each subset of a given set while satisfying the other axioms of a measure, one only finds trivial examples like the counting measure. This problem was resolved by defining measure only on a sub-collection of all subsets; the so-called measurable subsets, which are required to form a -algebra. This means that countable unions, countable intersections and complements of measurable subsets are measurable. Non-measurable sets in a Euclidean space, on which the Lebesgue measure cannot be defined consistently, are necessarily complicated in the sense of being badly mixed up with their complement. Indeed, their existence is a non-trivial consequence of the axiom of choice.
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics).^{ [22] }
Modern numerical analysis does not seek exact answers, because exact answers are often impossible to obtain in practice. Instead, much of numerical analysis is concerned with obtaining approximate solutions while maintaining reasonable bounds on errors.
Numerical analysis naturally finds applications in all fields of engineering and the physical sciences, but in the 21st century, the life sciences and even the arts have adopted elements of scientific computations. Ordinary differential equations appear in celestial mechanics (planets, stars and galaxies); numerical linear algebra is important for data analysis; stochastic differential equations and Markov chains are essential in simulating living cells for medicine and biology.
Techniques from analysis are also found in other areas such as:
The vast majority of classical mechanics, relativity, and quantum mechanics is based on applied analysis, and differential equations in particular. Examples of important differential equations include Newton's second law, the Schrödinger equation, and the Einstein field equations.
Functional analysis is also a major factor in quantum mechanics.
When processing signals, such as audio, radio waves, light waves, seismic waves, and even images, Fourier analysis can isolate individual components of a compound waveform, concentrating them for easier detection or removal. A large family of signal processing techniques consist of Fourier-transforming a signal, manipulating the Fourier-transformed data in a simple way, and reversing the transformation.^{ [23] }
Techniques from analysis are used in many areas of mathematics, including:
Infinite series were present in Greek mathematics, [...] There is no question that Zeno's paradox of the dichotomy (Section 4.1), for example, concerns the decomposition of the number 1 into the infinite series ^{1}⁄_{2} + ^{1}⁄_{2}^{2} + ^{1}⁄_{2}^{3} + ^{1}⁄_{2}^{4} + ... and that Archimedes found the area of the parabolic segment (Section 4.4) essentially by summing the infinite series 1 + ^{1}⁄_{4} + ^{1}⁄_{4}^{2} + ^{1}⁄_{4}^{3} + ... = ^{4}⁄_{3}. Both these examples are special cases of the result we express as summation of a geometric series
Real analysis began its growth as an independent subject with the introduction of the modern definition of continuity in 1816 by the Czech mathematician Bernard Bolzano (1781–1848)
In mathematics, a continuous function is a function for which sufficiently small changes in the input result in arbitrarily small changes in the output. Otherwise, a function is said to be a discontinuous function. A continuous function with a continuous inverse function is called a homeomorphism.
Discrete mathematics is the study of mathematical structures that are fundamentally discrete rather than continuous. In contrast to real numbers that have the property of varying "smoothly", the objects studied in discrete mathematics – such as integers, graphs, and statements in logic – do not vary smoothly in this way, but have distinct, separated values. Discrete mathematics therefore excludes topics in "continuous mathematics" such as calculus or Euclidean geometry. Discrete objects can often be enumerated by integers. More formally, discrete mathematics has been characterized as the branch of mathematics dealing with countable sets. However, there is no exact definition of the term "discrete mathematics." Indeed, discrete mathematics is described less by what is included than by what is excluded: continuously varying quantities and related notions.
In mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is, at every point of its domain, complex differentiable in a neighbourhood of the point. The existence of a complex derivative in a neighbourhood is a very strong condition, for it implies that any holomorphic function is actually infinitely differentiable and equal, locally, to its own Taylor series (analytic). Holomorphic functions are the central objects of study in complex analysis.
The history of calculus is fraught with philosophical debates about the meaning and logical validity of fluxions or infinitesimal numbers. The standard way to resolve these debates is to define the operations of calculus using epsilon–delta procedures rather than infinitesimals. Non-standard analysis instead reformulates the calculus using a logically rigorous notion of infinitesimal numbers.
In mathematics, real analysis is the branch of mathematical analysis that studies the behavior of real numbers, sequences and series of real numbers, and real-valued functions. Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability.
A vector space is a collection of objects called vectors, which may be added together and multiplied ("scaled") by numbers, called scalars. Scalars are often taken to be real numbers, but there are also vector spaces with scalar multiplication by complex numbers, rational numbers, or generally any field. The operations of vector addition and scalar multiplication must satisfy certain requirements, called axioms, listed below.
In mathematics, and more specifically in naive set theory, the domain of definition of a function is the set of "input" or argument values for which the function is defined. That is, the function provides an "output" or value for each member of the domain. Conversely, the set of values the function takes on as output is termed the image of the function, which is sometimes also referred to as the range of the function.
In mathematics, differential calculus is a subfield of calculus concerned with the study of the rates at which quantities change. It is one of the two traditional divisions of calculus, the other being integral calculus, the study of the area beneath a curve.
The system of hyperreal numbers is a way of treating infinite and infinitesimal quantities. The hyperreals, or nonstandard reals, *R, are an extension of the real numbers R that contains numbers greater than anything of the form
In mathematics, infinitesimals are things so small that there is no way to measure them. The insight with exploiting infinitesimals was that entities could still retain certain specific properties, such as angle or slope, even though these entities were quantitatively small. The word infinitesimal comes from a 17th-century Modern Latin coinage infinitesimus, which originally referred to the "infinite-th" item in a sequence. Infinitesimals are a basic ingredient in the procedures of infinitesimal calculus as developed by Leibniz, including the law of continuity and the transcendental law of homogeneity. In common speech, an infinitesimal object is an object that is smaller than any feasible measurement, but not zero in size—or, so small that it cannot be distinguished from zero by any available means. Hence, when used as an adjective, "infinitesimal" means "extremely small". To give it a meaning, it usually must be compared to another infinitesimal object in the same context. Infinitely many infinitesimals are summed to produce an integral.
The theory of functions of several complex variables is the branch of mathematics dealing with complex valued functions
The term differential is used in calculus to refer to an infinitesimal change in some varying quantity. For example, if x is a variable, then a change in the value of x is often denoted Δx. The differential dx represents an infinitely small change in the variable x. The idea of an infinitely small or infinitely slow change is extremely useful intuitively, and there are a number of ways to make the notion mathematically precise.
In non-standard analysis, the standard part function is a function from the limited (finite) hyperreal numbers to the real numbers. Briefly, the standard part function "rounds off" a finite hyperreal to the nearest real. It associates to every such hyperreal , the unique real infinitely close to it, i.e. is infinitesimal. As such, it is a mathematical implementation of the historical concept of adequality introduced by Pierre de Fermat, as well as Leibniz's Transcendental law of homogeneity.
Infinity is a concept describing something without any bound, or something larger than any natural number. Philosophers have speculated about the nature of the infinite, for example Zeno of Elea, who proposed many paradoxes involving infinity, and Eudoxus of Cnidus, who used the idea of infinitely small quantities in his method of exhaustion. This idea is also at the basis of infinitesimal calculus.
In calculus, the differential represents the principal part of the change in a function y = f(x) with respect to changes in the independent variable. The differential dy is defined by
This is a glossary of terms that are or have been considered areas of study in mathematics.
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