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Change Of Variables (PDE)
Often a partial differential equation can be reduced to a simpler form with a known solution by a suitable change of variables. The article discusses change of variable for PDEs below in two ways: #by example; #by giving the theory of the method. Explanation by example For example, the following simplified form of the Black–Scholes PDE : \frac + \frac S^2\frac + S\frac - V = 0. is reducible to the heat equation : \frac = \frac by the change of variables: : V(S,t) = v(x(S),\tau(t)) : x(S) = \ln(S) : \tau(t) = \frac (T - t) : v(x,\tau)=\exp(-(1/2)x-(9/4)\tau) u(x,\tau) in these steps: * Replace V(S,t) by v(x(S),\tau(t)) and apply the chain rule to get ::\frac\left(-2v(x(S),\tau)+2 \frac \frac +S\left(\left(2 \frac + S\frac\right) \frac + S \left(\frac\right)^2 \frac\right)\right)=0. * Replace x(S) and \tau(t) by \ln(S) and \frac(T-t) to get ::\frac\left( -2v(\ln(S),\frac(T-t)) -\frac +\frac +\frac\right)=0. * Replace \ln(S) and \frac(T-t) by x( ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Partial Differential Equation
In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a Multivariable calculus, multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to how is thought of as an unknown number to be solved for in an algebraic equation like . However, it is usually impossible to write down explicit formulas for solutions of partial differential equations. There is, correspondingly, a vast amount of modern mathematical and scientific research on methods to Numerical methods for partial differential equations, numerically approximate solutions of certain partial differential equations using computers. Partial differential equations also occupy a large sector of pure mathematics, pure mathematical research, in which the usual questions are, broadly speaking, on the identification of general qualitative features of solutions of various partial differential equations, such a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Change Of Variables
Change or Changing may refer to: Alteration * Impermanence, a difference in a state of affairs at different points in time * Menopause, also referred to as "the change", the permanent cessation of the menstrual period * Metamorphosis, or change, a biological process by which an animal physically develops after birth or hatching * Personal development, or personal change, activities that improve awareness and identity * Social change, an alteration in the social order of a society * Technological change, invention, innovation, and diffusion of technology Organizations and politics * Change 2011, a Finnish political party * Change We Need, a slogan for Barack Obama's 2008 presidential campaign * Change.gov, the transition website for the incoming Obama administration in 2008–2009 * Change.org, a petition website operated by Change.org, Inc. * Communities Helping All Neighbors Gain Empowerment (CHANGE), a civic organization based in Winston-Salem, North Carolina * Movement for C ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Heat Equation
In mathematics and physics, the heat equation is a certain partial differential equation. Solutions of the heat equation are sometimes known as caloric functions. The theory of the heat equation was first developed by Joseph Fourier in 1822 for the purpose of modeling how a quantity such as heat diffuses through a given region. As the prototypical parabolic partial differential equation, the heat equation is among the most widely studied topics in pure mathematics, and its analysis is regarded as fundamental to the broader field of partial differential equations. The heat equation can also be considered on Riemannian manifolds, leading to many geometric applications. Following work of Subbaramiah Minakshisundaram and Åke Pleijel, the heat equation is closely related with spectral geometry. A seminal nonlinear variant of the heat equation was introduced to differential geometry by James Eells and Joseph Sampson in 1964, inspiring the introduction of the Ricci flow by Richard ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chain Rule
In calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h(x)=f(g(x)) for every , then the chain rule is, in Lagrange's notation, :h'(x) = f'(g(x)) g'(x). or, equivalently, :h'=(f\circ g)'=(f'\circ g)\cdot g'. The chain rule may also be expressed in Leibniz's notation. If a variable depends on the variable , which itself depends on the variable (that is, and are dependent variables), then depends on as well, via the intermediate variable . In this case, the chain rule is expressed as :\frac = \frac \cdot \frac, and : \left.\frac\_ = \left.\frac\_ \cdot \left. \frac\_ , for indicating at which points the derivatives have to be evaluated. In integration, the counterpart to the chain rule is the substitution rule. Intuitive explanation Intuitively, the chain rule states that knowing the instantaneous rate of cha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bijection
In mathematics, a bijection, also known as a bijective function, one-to-one correspondence, or invertible function, is a function between the elements of two sets, where each element of one set is paired with exactly one element of the other set, and each element of the other set is paired with exactly one element of the first set. There are no unpaired elements. In mathematical terms, a bijective function is a one-to-one (injective) and onto (surjective) mapping of a set ''X'' to a set ''Y''. The term ''one-to-one correspondence'' must not be confused with ''one-to-one function'' (an injective function; see figures). A bijection from the set ''X'' to the set ''Y'' has an inverse function from ''Y'' to ''X''. If ''X'' and ''Y'' are finite sets, then the existence of a bijection means they have the same number of elements. For infinite sets, the picture is more complicated, leading to the concept of cardinal number—a way to distinguish the various sizes of infinite sets. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Differential Operator
In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and returns another function (in the style of a higher-order function in computer science). This article considers mainly linear differential operators, which are the most common type. However, non-linear differential operators also exist, such as the Schwarzian derivative. Definition An order-m linear differential operator is a map A from a function space \mathcal_1 to another function space \mathcal_2 that can be written as: A = \sum_a_\alpha(x) D^\alpha\ , where \alpha = (\alpha_1,\alpha_2,\cdots,\alpha_n) is a multi-index of non-negative integers, , \alpha, = \alpha_1 + \alpha_2 + \cdots + \alpha_n, and for each \alpha, a_\alpha(x) is a function on some open domain in ''n''-dimensional space. The operator D^\alpha is interpreted as D^\alp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Adaptive Moving Mesh Methods
Adaptation, in biology, is the process or trait by which organisms or population better match their environment Adaptation may also refer to: Arts * Adaptation (arts), a transfer of a work of art from one medium to another ** Film adaptation, a story from another work, adapted into a film ** Literary adaptation, a story from a literary source, adapted into another work ** ** Theatrical adaptation, a story from another work, adapted into a play * ''Adaptation'' (film), a 2002 film by Spike Jonze * "Adaptation" (''The Walking Dead''), a television episode *''Adaptation'', a 2012 novel by Malinda Lo Biology and medicine * Adaptation (eye), the eye's adjustment to light ** Chromatic adaptation, visual systems' adjustments to changes in illumination for preservation of colors ** Prism adaptation, sensory-motor adjustments after the visual field has been artificially shifted * Cellular adaptation, changes by cells/tissues in response to changed microenvironments * High-altitude a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Vladimir Arnold
Vladimir Igorevich Arnold (alternative spelling Arnol'd, russian: link=no, Влади́мир И́горевич Арно́льд, 12 June 1937 – 3 June 2010) was a Soviet and Russian mathematician. While he is best known for the Kolmogorov–Arnold–Moser theorem regarding the stability of integrable systems, he made important contributions in several areas including dynamical systems theory, algebra, catastrophe theory, topology, algebraic geometry, symplectic geometry, differential equations, classical mechanics, hydrodynamics and singularity theory, including posing the ADE classification problem, since his first main result—the solution of Hilbert's thirteenth problem in 1957 at the age of 19. He co-founded two new branches of mathematics— KAM theory, and topological Galois theory (this, with his student Askold Khovanskii). Arnold was also known as a popularizer of mathematics. Through his lectures, seminars, and as the author of several textbooks (such as the famous ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariable Calculus
Multivariable calculus (also known as multivariate calculus) is the extension of calculus in one variable to calculus with functions of several variables: the differentiation and integration of functions involving several variables, rather than just one. Multivariable calculus may be thought of as an elementary part of advanced calculus. For advanced calculus, see calculus on Euclidean space. The special case of calculus in three dimensional space is often called vector calculus. Typical operations Limits and continuity A study of limits and continuity in multivariable calculus yields many counterintuitive results not demonstrated by single-variable functions. For example, there are scalar functions of two variables with points in their domain which give different limits when approached along different paths. E.g., the function. :f(x,y) = \frac approaches zero whenever the point (0,0) is approached along lines through the origin (y=kx). However, when the origin is appr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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