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Malliavin Derivative
In mathematics, the Malliavin derivative is a notion of derivative in the Malliavin calculus. Intuitively, it is the notion of derivative appropriate to paths in classical Wiener space, which are "usually" not differentiable in the usual sense. Definition Let H be the Cameron–Martin space, and C_ denote classical Wiener space: :H := \ := \; :C_ := C_ (, T \mathbb^) := \; By the Sobolev embedding theorem, H \subset C_0. Let :i : H \to C_ denote the inclusion map. Suppose that F : C_ \to \mathbb is Fréchet differentiable. Then the Fréchet derivative is a map :\mathrm F : C_ \to \mathrm (C_; \mathbb); i.e., for paths \sigma \in C_, \mathrm F (\sigma)\; is an element of C_^, the dual space to C_\;. Denote by \mathrm_ F(\sigma)\; the continuous linear map H \to \mathbb defined by :\mathrm_ F (\sigma) := \mathrm F (\sigma) \circ i : H \to \mathbb, sometimes known as the ''H''-derivative. Now define \nabla_ F : C_ \to H to be the adjoint of \mathrm_ F\; in the sense that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Function
In mathematics, a continuous function is a function such that a continuous variation (that is a change without jump) of the argument induces a continuous variation of the value of the function. This means that there are no abrupt changes in value, known as '' discontinuities''. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is . Up until the 19th century, mathematicians largely relied on intuitive notions of continuity, and considered only continuous functions. The epsilon–delta definition of a limit was introduced to formalize the definition of continuity. Continuity is one of the core concepts of calculus and mathematical analysis, where arguments and values of functions are real and complex numbers. The concept has been generalized to functions between metric spaces and between topological spaces. The latter are the mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Generalizations Of The Derivative
In mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. Fréchet derivative The Fréchet derivative defines the derivative for general normed vector spaces V, W. Briefly, a function f : U \to W, U an open subset of V, is called ''Fréchet differentiable'' at x \in U if there exists a bounded linear operator A:V\to W such that \lim_ \frac = 0. Functions are defined as being differentiable in some open neighbourhood of x, rather than at individual points, as not doing so tends to lead to many pathological counterexamples. The Fréchet derivative is quite similar to the formula for the derivative found in elementary one-variable calculus, \lim_\frac = A, and simply moves ''A'' to the left hand side. However, the Fréchet derivative ''A'' denotes the function t \mapsto f'(x) \cdot t. In multivariable calculus, in the context ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Codomain
In mathematics, the codomain or set of destination of a function is the set into which all of the output of the function is constrained to fall. It is the set in the notation . The term range is sometimes ambiguously used to refer to either the codomain or image of a function. A codomain is part of a function if is defined as a triple where is called the ''domain'' of , its ''codomain'', and its ''graph''. The set of all elements of the form , where ranges over the elements of the domain , is called the ''image'' of . The image of a function is a subset of its codomain so it might not coincide with it. Namely, a function that is not surjective has elements in its codomain for which the equation does not have a solution. A codomain is not part of a function if is defined as just a graph. For example in set theory it is desirable to permit the domain of a function to be a proper class , in which case there is formally no such thing as a triple . With such a defi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Domain Of A Function
In mathematics, the domain of a function is the set of inputs accepted by the function. It is sometimes denoted by \operatorname(f) or \operatornamef, where is the function. More precisely, given a function f\colon X\to Y, the domain of is . Note that in modern mathematical language, the domain is part of the definition of a function rather than a property of it. In the special case that and are both subsets of \R, the function can be graphed in the Cartesian coordinate system. In this case, the domain is represented on the -axis of the graph, as the projection of the graph of the function onto the -axis. For a function f\colon X\to Y, the set is called the codomain, and the set of values attained by the function (which is a subset of ) is called its range or image. Any function can be restricted to a subset of its domain. The restriction of f \colon X \to Y to A, where A\subseteq X, is written as \left. f \_A \colon A \to Y. Natural domain If a real function is giv ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Adjoint
In mathematics, the term ''adjoint'' applies in several situations. Several of these share a similar formalism: if ''A'' is adjoint to ''B'', then there is typically some formula of the type :(''Ax'', ''y'') = (''x'', ''By''). Specifically, adjoint or adjunction may mean: * Adjoint of a linear map, also called its transpose * Hermitian adjoint (adjoint of a linear operator) in functional analysis * Adjoint endomorphism of a Lie algebra * Adjoint representation of a Lie group * Adjoint functors in category theory * Adjunction (field theory) * Adjunction formula (algebraic geometry) * Adjunction space in topology * Conjugate transpose of a matrix in linear algebra * Adjugate matrix, related to its inverse * Adjoint equation * The upper and lower adjoints of a Galois connection in order theory * The adjoint of a differential operator with general polynomial coefficients * Kleisli adjunction * Monoidal adjunction * Quillen adjunction * Axiom of adjunction In mathematical set theory, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
H-derivative
In mathematics, the ''H''-derivative is a notion of derivative in the study of abstract Wiener spaces and the Malliavin calculus. Definition Let i : H \to E be an abstract Wiener space, and suppose that F : E \to \mathbb is differentiable. Then the Fréchet derivative is a map :\mathrm F : E \to \mathrm (E; \mathbb); i.e., for x \in E, \mathrm F (x) is an element of E^, the dual space to E. Therefore, define the H-derivative \mathrm_ F at x \in E by :\mathrm_ F (x) := \mathrm F (x) \circ i : H \to \R, a continuous linear map on H. Define the H-gradient \nabla_ F : E \to H by :\langle \nabla_ F (x), h \rangle_ = \left( \mathrm_ F \right) (x) (h) = \lim_ \frac. That is, if j : E^ \to H denotes the adjoint In mathematics, the term ''adjoint'' applies in several situations. Several of these share a similar formalism: if ''A'' is adjoint to ''B'', then there is typically some formula of the type :(''Ax'', ''y'') = (''x'', ''By''). Specifically, adjoin ... of i : H \to E, we have \na ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Map
In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a Map (mathematics), mapping V \to W between two vector spaces that preserves the operations of vector addition and scalar multiplication. The same names and the same definition are also used for the more general case of module (mathematics), modules over a ring (mathematics), ring; see Module homomorphism. If a linear map is a bijection then it is called a . In the case where V = W, a linear map is called a (linear) ''endomorphism''. Sometimes the term refers to this case, but the term "linear operator" can have different meanings for different conventions: for example, it can be used to emphasize that V and W are Real number, real vector spaces (not necessarily with V = W), or it can be used to emphasize that V is a function space, which is a common convention in functional analysis. Some ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dual Space
In mathematics, any vector space ''V'' has a corresponding dual vector space (or just dual space for short) consisting of all linear forms on ''V'', together with the vector space structure of pointwise addition and scalar multiplication by constants. The dual space as defined above is defined for all vector spaces, and to avoid ambiguity may also be called the . When defined for a topological vector space, there is a subspace of the dual space, corresponding to continuous linear functionals, called the ''continuous dual space''. Dual vector spaces find application in many branches of mathematics that use vector spaces, such as in tensor analysis with finite-dimensional vector spaces. When applied to vector spaces of functions (which are typically infinite-dimensional), dual spaces are used to describe measures, distributions, and Hilbert spaces. Consequently, the dual space is an important concept in functional analysis. Early terms for ''dual'' include ''polarer Raum'' ahn 1 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Derivative
In mathematics, the derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). 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. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point. The tangent line is the best linear approximation of the function near that input value. For this reason, the derivative is often described as the "instantaneous rate of change", the ratio of the instantaneous change in the dependent variable to that of the independent variable. Derivatives can be generalized to functions of several real variables. In this generalization, the derivativ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fréchet Derivative
In mathematics, the Fréchet derivative is a derivative defined on normed spaces. Named after Maurice Fréchet, it is commonly used to generalize the derivative of a real-valued function of a single real variable to the case of a vector-valued function of multiple real variables, and to define the functional derivative used widely in the calculus of variations. Generally, it extends the idea of the derivative from real-valued functions of one real variable to functions on normed spaces. The Fréchet derivative should be contrasted to the more general Gateaux derivative which is a generalization of the classical directional derivative. The Fréchet derivative has applications to nonlinear problems throughout mathematical analysis and physical sciences, particularly to the calculus of variations and much of nonlinear analysis and nonlinear functional analysis. Definition Let V and W be normed vector spaces, and U\subseteq V be an open subset of V. A function f : U \to W is ca ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Inclusion Map
In mathematics, if A is a subset of B, then the inclusion map (also inclusion function, insertion, or canonical injection) is the function \iota that sends each element x of A to x, treated as an element of B: \iota : A\rightarrow B, \qquad \iota(x)=x. A "hooked arrow" () is sometimes used in place of the function arrow above to denote an inclusion map; thus: \iota: A\hookrightarrow B. (However, some authors use this hooked arrow for any embedding.) This and other analogous injective functions from substructures are sometimes called natural injections. Given any morphism f between objects X and Y, if there is an inclusion map into the domain \iota : A \to X, then one can form the restriction f \, \iota of f. In many instances, one can also construct a canonical inclusion into the codomain R \to Y known as the range of f. Applications of inclusion maps Inclusion maps tend to be homomorphisms of algebraic structures; thus, such inclusion maps are embeddings. More precisel ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
