Mathematical analysis

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A strange attractor arising from a differential equation. Differential equations are an important area of mathematical analysis with many applications to science and engineering. Attracteur etrange de Lorenz.png
A strange attractor arising from a differential equation. Differential equations are an important area of mathematical analysis with many applications to science and engineering.

Analysis is the branch of mathematics dealing with limits and related theories, such as differentiation, integration, measure, infinite series, and analytic functions. [1] [2]

Contents

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).

History

Archimedes used the method of exhaustion to compute the area inside a circle by finding the area of regular polygons with more and more sides. This was an early but informal example of a limit, one of the most basic concepts in mathematical analysis. Archimedes pi.svg
Archimedes used the method of exhaustion to compute the area inside a circle by finding the area of regular polygons with more and more sides. This was an early but informal example of a limit, one of the most basic concepts in mathematical analysis.

Ancient

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] From Jain literature, it appears that Hindus were in possession of the formulae for the sum of the arithmetic and geometric as early as the 4th century B.C. [8] Ācārya Bhadrabāhu uses the sum of a sum of a geometric series in his Kalpasūtra in 433 B.C. [9] In Indian mathematics, particular instances of the arithmetic and have been found to implicitly occur in Vedic Literature as early as 2000 B.C.

Medieval

Zu Chongzhi established a method that would later be called Cavalieri's principle to find the volume of a sphere in the 5th century. [10] The Indian mathematician Bhāskara II gave examples of the derivative and used what is now known as Rolle's theorem in the 12th century. [11]

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. [12] 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.

Modern

Foundations

The modern foundations of mathematical analysis were established in 17th century Europe. [3] This began when Descartes and Fermat independently developed analytic geometry, which is the precursor to modern calculus. Fermat's method of adequality allowed him to determine the maxima and minima of functions and the tangents of curves. [13] Descartes' publication of La Géométrie in 1637, which introduced the Cartesian coordinate system, is considered to be the establishment of mathematical analysis. It would be a few decades later that 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.

Modernization

In the 18th century, Euler introduced the notion of mathematical function. [14] Real analysis began to emerge as an independent subject when Bernard Bolzano introduced the modern definition of continuity in 1816, [15] 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.

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.

Important concepts

Metric spaces

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:

  1. if and only if    ( identity of indiscernibles ),
  2.    (symmetry), and
  3.    ( triangle inequality ).

By taking the third property and letting , it can be shown that     (non-negative).

Sequences and limits

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 (an) (with n running from 1 to infinity understood) the distance between an and x approaches 0 as n → ∞, denoted

Main branches

Real analysis

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. [16] [17] 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

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. [18] 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

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. [19] [20] 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.

Differential 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. [21] [22] [23] 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.

Measure theory

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. [24] 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

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). [25]

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.

Vector analysis

Tensor analysis

Other topics

Applications

Techniques from analysis are also found in other areas such as:

Physical sciences

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.

Signal processing

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. [26]

Other areas of mathematics

Techniques from analysis are used in many areas of mathematics, including:

See also

Related Research Articles

Calculus, originally called infinitesimal calculus or "the calculus of infinitesimals", is the mathematical study of continuous change, in the same way that geometry is the study of shape and algebra is the study of generalizations of arithmetic operations.

Complex analysis Branch of mathematics studying functions of a complex variable

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. It is helpful in many branches of mathematics, including algebraic geometry, number theory, analytic combinatorics, applied mathematics; as well as in physics, including the branches of hydrodynamics, thermodynamics, and particularly quantum mechanics. By extension, use of complex analysis also has applications in engineering fields such as nuclear, aerospace, mechanical and electrical engineering.

Discrete mathematics Study of discrete mathematical structures

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.

Differential geometry Branch of mathematics dealing with functions and geometric structures on differentiable manifolds

Differential geometry is a mathematical discipline that uses the techniques of differential calculus, integral calculus, linear algebra and multilinear algebra to study problems in geometry. The theory of plane and space curves and surfaces in the three-dimensional Euclidean space formed the basis for development of differential geometry during the 18th century and the 19th century.

Holomorphic function Complex functions differentiable at every point on their domains

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 neighborhood 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.

Integral Operation in calculus

In mathematics, an integral assigns numbers to functions in a way that describes displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with differentiation, integration is a fundamental, essential operation of calculus, and serves as a tool to solve problems in mathematics and physics involving the area of an arbitrary shape, the length of a curve, and the volume of a solid, among others.

Nonstandard analysis Calculus using a logically rigorous notion of infinitesimal numbers

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. Nonstandard analysis instead reformulates the calculus using a logically rigorous notion of infinitesimal numbers.

Real analysis Mathematics of real numbers and real functions

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 functions. Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability.

Vector space Basic algebraic structure of linear algebra

A vector space is a set 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 vector axioms. To specify that the scalars are real or complex numbers, the terms real vector space and complex vector space are often used.

Differential calculus Area of mathematics; subarea of calculus

In mathematics, differential calculus is a subfield of calculus that studies 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.

Infinitesimal Extremely small quantity in calculus; thing so small that there is no way to measure it

In mathematics, an infinitesimal or infinitesimal number is a quantity that is closer to zero than any standard real number, but that is not zero. The word infinitesimal comes from a 17th-century Modern Latin coinage infinitesimus, which originally referred to the "infinity-th" item in a sequence.

Leibnizs notation

In calculus, Leibniz's notation, named in honor of the 17th-century German philosopher and mathematician Gottfried Wilhelm Leibniz, uses the symbols dx and dy to represent infinitely small increments of x and y, respectively, just as Δx and Δy represent finite increments of x and y, respectively.

Calculus, known in its early history as infinitesimal calculus, is a mathematical discipline focused on limits, continuity, derivatives, integrals, and infinite series. Isaac Newton and Gottfried Wilhelm Leibniz independently developed the theory of infinitesimal calculus in the later 17th century. By the end of the 17th century, both Leibniz and Newton claimed that the other had stolen his work, and the Leibniz–Newton calculus controversy continued until the death of Leibniz in 1716.

In mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, and geometry.

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, intuitively, extremely useful, and there are a number of ways to make the notion mathematically precise.

Hilbert space Mathematical generalization of Euclidean space to infinite dimensions

The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It extends the methods of vector algebra and calculus from the two-dimensional Euclidean plane and three-dimensional space to spaces with any finite or infinite number of dimensions. A Hilbert space is a vector space equipped with an inner product, an operation that allows lengths and angles to be defined. Furthermore, Hilbert spaces are complete, which means that there are enough limits in the space to allow the techniques of calculus to be used.

Real number Number representing a continuous quantity

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 real 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. The set of real numbers is denoted using the symbol R or and is sometimes called "the reals".

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

Most of the terms listed in Wikipedia glossaries are already defined and explained within Wikipedia itself. However, glossaries like this one are useful for looking up, comparing and reviewing large numbers of terms together. You can help enhance this page by adding new terms or writing definitions for existing ones.

References

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Further reading