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Brezis–Lieb Lemma
In the mathematical field of analysis, the Brezis–Lieb lemma is a basic result in measure theory. It is named for Haïm Brézis and Elliott Lieb, who discovered it in 1983. The lemma can be viewed as an improvement, in certain settings, of Fatou's lemma to an equality. As such, it has been useful for the study of many variational problems. The lemma and its proof Statement of the lemma Let be a measure space and let be a sequence of measurable complex-valued functions on which converge almost everywhere to a function . The limiting function is automatically measurable. The Brezis–Lieb lemma asserts that if is a positive number, then :\lim_\int_X\Big, , f, ^p-, f_n, ^p+, f-f_n, ^p\Big, \,d\mu=0, provided that the sequence is uniformly bounded in . A significant consequence, which sharpens Fatou's lemma as applied to the sequence , is that :\int_X, f, ^p\,d\mu=\lim_\left(\int_X, f_n, ^p\,d\mu-\int_X, f-f_n, ^p\,d\mu\right), which follows by the triangle inequality. This cons ...
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Mathematical Analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (mathematics), series, and analytic functions. These theories are usually studied in the context of Real number, real and Complex number, complex numbers and Function (mathematics), 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 (mathematics), space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space). History Ancient Mathematical analysis formally developed in the 17th century during the Scientific Revolution, but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were i ...
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Measure Theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Const ...
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Haïm Brézis
The name ''Haim'' can be a first name or surname originating in the Hebrew language, or deriving from the Old German name ''Haimo''. Hebrew etymology Chayyim ( he, חַיִּים ', Classical Hebrew: , Israeli Hebrew: ), also transcribed ''Haim, Hayim, Chayim'', or ''Chaim'' (English pronunciations: , , ), is a Hebrew name meaning "life". Its first usage can be traced to the Middle Ages. It is a popular name among Jewish people. The feminine form for this name is Chaya ( he, חַיָּה ', Classical Hebrew: , Israeli Hebrew: ; English pronunciations: , ). '' Chai'' is the Hebrew word for "alive". According to Kabbalah, the name Hayim helps the person to remain healthy, and people were known to add Hayim as their second name to improve their health. In the United States, Chaim is a common spelling; however, since the phonemic pattern is unusual for English words, Hayim is often used as an alternative spelling. The "ch" spelling comes from transliteration of the Hebrew let ...
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Elliott Lieb
Elliott Hershel Lieb (born July 31, 1932) is an American mathematical physicist and professor of mathematics and physics at Princeton University who specializes in statistical mechanics, condensed matter theory, and functional analysis. Lieb is a prolific author, with over 400 publications both in physics and mathematics. In particular, his scientific works pertain to quantum and classical many-body problem, atomic structure, the stability of matter, functional inequalities, the theory of magnetism, and the Hubbard model. Biography He received his B.S. in physics from the Massachusetts Institute of Technology in 1953 and his PhD in mathematical physics from the University of Birmingham in England in 1956. Lieb was a Fulbright Fellow at Kyoto University, Japan (1956–1957), and worked as the Staff Theoretical Physicist for IBM from 1960 to 1963. In 1961–1962, Lieb was on leave as professor of applied mathematics at Fourah Bay College, the University of Sierra Leone. He has ...
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Fatou's Lemma
In mathematics, Fatou's lemma establishes an inequality relating the Lebesgue integral of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions. The lemma is named after Pierre Fatou. Fatou's lemma can be used to prove the Fatou–Lebesgue theorem and Lebesgue's dominated convergence theorem. Standard statement In what follows, \operatorname_ denotes the \sigma-algebra of Borel sets on ,+\infty/math>. Fatou's lemma remains true if its assumptions hold \mu-almost everywhere. In other words, it is enough that there is a null set N such that the values \ are non-negative for every . To see this, note that the integrals appearing in Fatou's lemma are unchanged if we change each function on N. Proof Fatou's lemma does ''not'' require the monotone convergence theorem, but the latter can be used to provide a quick proof. A proof directly from the definitions of integrals is given further below. In each case, the proof begins by ...
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Variational Problem
The calculus of variations (or Variational Calculus) 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. A simple example of such a problem is to find the curve of shortest length connecting two points. If there are no constraints, the solution is a straight line between the points. However, if the curve is constrained to lie on a surface in space, then the solution is less obvious, and possibly many solutions may exist. Such solutions are known as ''geodesics''. A related problem is posed by Fermat's principle: light follows the path of shortest optical length connecting two points, which depends upo ...
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Measure Space
A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the -algebra) and the method that is used for measuring (the measure). One important example of a measure space is a probability space. A measurable space consists of the first two components without a specific measure. Definition A measure space is a triple (X, \mathcal A, \mu), where * X is a set * \mathcal A is a -algebra on the set X * \mu is a measure on (X, \mathcal) In other words, a measure space consists of a measurable space (X, \mathcal) together with a measure on it. Example Set X = \. The \sigma-algebra on finite sets such as the one above is usually the power set, which is the set of all subsets (of a given set) and is denoted by \wp(\cdot). Sticking with this convention, we set \mathcal = \wp(X) In this simple case, the power set can be written down ...
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Dominated Convergence Theorem
In measure theory, Lebesgue's dominated convergence theorem provides sufficient conditions under which almost everywhere convergence of a sequence of functions implies convergence in the ''L''1 norm. Its power and utility are two of the primary theoretical advantages of Lebesgue integration over Riemann integration. In addition to its frequent appearance in mathematical analysis and partial differential equations, it is widely used in probability theory, since it gives a sufficient condition for the convergence of expected values of random variables. Statement Lebesgue's dominated convergence theorem. Let (f_n) be a sequence of complex-valued measurable functions on a measure space . Suppose that the sequence converges pointwise to a function f and is dominated by some integrable function g in the sense that : , f_n(x), \le g(x) for all numbers ''n'' in the index set of the sequence and all points x\in S. Then ''f'' is integrable (in the Lebesgue sense) and : \lim_ \int_ ...
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