Dirichlet Problem
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Dirichlet Problem
In mathematics, a Dirichlet problem is the problem of finding a function which solves a specified partial differential equation (PDE) in the interior of a given region that takes prescribed values on the boundary of the region. The Dirichlet problem can be solved for many PDEs, although originally it was posed for Laplace's equation. In that case the problem can be stated as follows: :Given a function ''f'' that has values everywhere on the boundary of a region in R''n'', is there a unique continuous function ''u'' twice continuously differentiable in the interior and continuous on the boundary, such that ''u'' is harmonic in the interior and ''u'' = ''f'' on the boundary? This requirement is called the Dirichlet boundary condition. The main issue is to prove the existence of a solution; uniqueness can be proved using the maximum principle. History The Dirichlet problem goes back to George Green, who studied the problem on general domains with general boundary condi ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Electrostatics
Electrostatics is a branch of physics that studies electric charges at rest (static electricity). Since classical times, it has been known that some materials, such as amber, attract lightweight particles after rubbing. The Greek word for amber, (), was thus the source of the word 'electricity'. Electrostatic phenomena arise from the forces that electric charges exert on each other. Such forces are described by Coulomb's law. Even though electrostatically induced forces seem to be rather weak, some electrostatic forces are relatively large. The force between an electron and a proton, which together make up a hydrogen atom, is about 36 orders of magnitude stronger than the gravitational force acting between them. There are many examples of electrostatic phenomena, from those as simple as the attraction of plastic wrap to one's hand after it is removed from a package, to the apparently spontaneous explosion of grain silos, the damage of electronic components during manufacturin ...
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Sobolev Space
In mathematics, a Sobolev space is a vector space of functions equipped with a norm that is a combination of ''Lp''-norms of the function together with its derivatives up to a given order. The derivatives are understood in a suitable weak sense to make the space complete, i.e. a Banach space. Intuitively, a Sobolev space is a space of functions possessing sufficiently many derivatives for some application domain, such as partial differential equations, and equipped with a norm that measures both the size and regularity of a function. Sobolev spaces are named after the Russian mathematician Sergei Sobolev. Their importance comes from the fact that weak solutions of some important partial differential equations exist in appropriate Sobolev spaces, even when there are no strong solutions in spaces of continuous functions with the derivatives understood in the classical sense. Motivation In this section and throughout the article \Omega is an open subset of \R^n. There are many c ...
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Hilbert Space
In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that defines a distance function for which the space is a complete metric space. The earliest Hilbert spaces were studied from this point of view in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the term ''Hilbert space'' for the abstract concept that under ...
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Subharmonic Function
In mathematics, subharmonic and superharmonic functions are important classes of function (mathematics), functions used extensively in partial differential equations, complex analysis and potential theory. Intuitively, subharmonic functions are related to convex functions of one variable as follows. If the graph of a function, graph of a convex function and a line intersect at two points, then the graph of the convex function is ''below'' the line between those points. In the same way, if the values of a subharmonic function are no larger than the values of a harmonic function on the ''boundary'' of a ball (mathematics), ball, then the values of the subharmonic function are no larger than the values of the harmonic function also ''inside'' the ball. ''Superharmonic'' functions can be defined by the same description, only replacing "no larger" with "no smaller". Alternatively, a superharmonic function is just the additive inverse, negative of a subharmonic function, and for this rea ...
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Perron Method
In the mathematical study of harmonic functions, the Perron method, also known as the method of subharmonic functions, is a technique introduced by Oskar Perron for the solution of the Dirichlet problem for Laplace's equation. The Perron method works by finding the largest subharmonic function with boundary values below the desired values; the "Perron solution" coincides with the actual solution of the Dirichlet problem if the problem is soluble. The Dirichlet problem is to find a harmonic function in a domain, with boundary conditions given by a continuous function \varphi(x). The Perron solution is defined by taking the pointwise supremum over a family of functions S_\varphi, :u(x) = \sup_ v(x) where S_\varphi is the set of all subharmonic functions such that v(x) \leq \varphi(x) on the boundary of the domain. The Perron solution ''u(x)'' is always harmonic; however, the values it takes on the boundary may not be the same as the desired boundary values \varphi(x). A point ''y'' o ...
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Harmonic Function
In mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f: U \to \mathbb R, where is an open subset of that satisfies Laplace's equation, that is, : \frac + \frac + \cdots + \frac = 0 everywhere on . This is usually written as : \nabla^2 f = 0 or :\Delta f = 0 Etymology of the term "harmonic" The descriptor "harmonic" in the name harmonic function originates from a point on a taut string which is undergoing harmonic motion. The solution to the differential equation for this type of motion can be written in terms of sines and cosines, functions which are thus referred to as ''harmonics''. Fourier analysis involves expanding functions on the unit circle in terms of a series of these harmonics. Considering higher dimensional analogues of the harmonics on the unit ''n''-sphere, one arrives at the spherical harmonics. These functions satisfy Laplace's equation and over time "harmonic" ...
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Poisson Integral Formula
In mathematics, and specifically in potential theory, the Poisson kernel is an integral kernel, used for solving the two-dimensional Laplace equation, given Dirichlet boundary conditions on the unit disk. The kernel can be understood as the derivative of the Green's function for the Laplace equation. It is named for Siméon Poisson. Poisson kernels commonly find applications in control theory and two-dimensional problems in electrostatics. In practice, the definition of Poisson kernels are often extended to ''n''-dimensional problems. Two-dimensional Poisson kernels On the unit disc In the complex plane, the Poisson kernel for the unit disc is given by P_r(\theta) = \sum_^\infty r^e^ = \frac = \operatorname\left(\frac\right), \ \ \ 0 \le r < 1. This can be thought of in two ways: either as a function of ''r'' and ''θ'', or as a family of functions of ''θ'' indexed by ''r''. If D = \ is the open

Hölder Condition
In mathematics, a real or complex-valued function ''f'' on ''d''-dimensional Euclidean space satisfies a Hölder condition, or is Hölder continuous, when there are nonnegative real constants ''C'', α > 0, such that : , f(x) - f(y) , \leq C\, x - y\, ^ for all ''x'' and ''y'' in the domain of ''f''. More generally, the condition can be formulated for functions between any two metric spaces. The number α is called the ''exponent'' of the Hölder condition. A function on an interval satisfying the condition with α > 1 is constant. If α = 1, then the function satisfies a Lipschitz condition. For any α > 0, the condition implies the function is uniformly continuous. The condition is named after Otto Hölder. We have the following chain of strict inclusions for functions over a closed and bounded non-trivial interval of the real line: : Continuously differentiable ⊂ Lipschitz continuous ⊂ α-Hölder continuous ⊂ uniformly continuous ⊂ continuous, where ...
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Fredholm Integral Equation
In mathematics, the Fredholm integral equation is an integral equation whose solution gives rise to Fredholm theory, the study of Fredholm kernels and Fredholm operators. The integral equation was studied by Ivar Fredholm. A useful method to solve such equations, the Adomian decomposition method, is due to George Adomian. Equation of the first kind A Fredholm equation is an integral equation in which the term containing the kernel function (defined below) has constants as integration limits. A closely related form is the Volterra integral equation which has variable integral limits. An inhomogeneous Fredholm equation of the first kind is written as and the problem is, given the continuous kernel function K and the function g, to find the function f. An important case of these types of equation is the case when the kernel is a function only of the difference of its arguments, namely K(t,s)=K(ts), and the limits of integration are ±∞, then the right hand side of the equat ...
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Measure (mathematics)
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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Direct Method In The Calculus Of Variations
In mathematics, the direct method in the calculus of variations is a general method for constructing a proof of the existence of a minimizer for a given functional, introduced by Stanisław Zaremba and David Hilbert around 1900. The method relies on methods of functional analysis and topology. As well as being used to prove the existence of a solution, direct methods may be used to compute the solution to desired accuracy. The method The calculus of variations deals with functionals J:V \to \bar, where V is some function space and \bar = \mathbb \cup \. The main interest of the subject is to find ''minimizers'' for such functionals, that is, functions v \in V such that:J(v) \leq J(u)\forall u \in V. The standard tool for obtaining necessary conditions for a function to be a minimizer is the Euler–Lagrange equation. But seeking a minimizer amongst functions satisfying these may lead to false conclusions if the existence of a minimizer is not established beforehand. The ...
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