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Maximum Principle
In the mathematical fields of partial differential equations and geometric analysis, the maximum principle is any of a collection of results and techniques of fundamental importance in the study of elliptic and parabolic differential equations. In the simplest case, consider a function of two variables such that :\frac+\frac=0. The weak maximum principle, in this setting, says that for any open precompact subset of the domain of , the maximum of on the closure of is achieved on the boundary of . The strong maximum principle says that, unless is a constant function, the maximum cannot also be achieved anywhere on itself. Such statements give a striking qualitative picture of solutions of the given differential equation. Such a qualitative picture can be extended to many kinds of differential equations. In many situations, one can also use such maximum principles to draw precise quantitative conclusions about solutions of differential equations, such as control over the size ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pontryagin's Maximum Principle
Pontryagin's maximum principle is used in optimal control theory to find the best possible control for taking a dynamical system from one state to another, especially in the presence of constraints for the state or input controls. It states that it is necessary for any optimal control along with the optimal state trajectory to solve the so-called Hamiltonian system, which is a two-point boundary value problem, plus a maximum condition of the control Hamiltonian. These necessary conditions become sufficient under certain convexity conditions on the objective and constraint functions. The maximum principle was formulated in 1956 by the Russian mathematician Lev Pontryagin and his students, and its initial application was to the maximization of the terminal speed of a rocket. The result was derived using ideas from the classical calculus of variations. After a slight perturbation of the optimal control, one considers the first-order term of a Taylor expansion with respect to the pert ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Set
In geometry, a subset of a Euclidean space, or more generally an affine space over the reals, is convex if, given any two points in the subset, the subset contains the whole line segment that joins them. Equivalently, a convex set or a convex region is a subset that intersects every line into a single line segment (possibly empty). For example, a solid cube is a convex set, but anything that is hollow or has an indent, for example, a crescent shape, is not convex. The boundary of a convex set is always a convex curve. The intersection of all the convex sets that contain a given subset of Euclidean space is called the convex hull of . It is the smallest convex set containing . A convex function is a real-valued function defined on an interval with the property that its epigraph (the set of points on or above the graph of the function) is a convex set. Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex se ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Harmonic Functions
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" ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nina Uraltseva
Nina Nikolaevna Uraltseva (born 1934, russian: Нина Николаевна Уральцева) is a Russian mathematician, a professor of mathematics and head of the department of mathematical physics at Saint Petersburg State University, and the editor-in-chief of the ''Proceedings of the St. Petersburg Mathematical Society''. Her specialty is the study of nonlinear partial differential equations.Faculty profile (in Russian), Saint Petersburg State University, retrieved 2015-06-08.. Nina Uraltseva was born on May 24, 1934 in Leningrad, USSR (currently St. Petersburg, Russia), to parents Nikolai Fedorovich Uraltsev, (an engineer) and Lidiya Ivanovna Zmanovskaya (a school physics teacher). She received a diploma in physics from Saint Petersburg State University (then known as Leningrad State University) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Olga Ladyzhenskaya
Olga Aleksandrovna Ladyzhenskaya (russian: Óльга Алекса́ндровна Лады́женская, link=no, p=ˈolʲɡə ɐlʲɪˈksandrəvnə ɫɐˈdɨʐɨnskəɪ̯ə, a=Ru-Olga Aleksandrovna Ladyzhenskaya.wav; 7 March 1922 – 12 January 2004) was a Russian mathematician who worked on partial differential equations, fluid dynamics, and the finite difference method for the Navier–Stokes equations. She received the Lomonosov Gold Medal in 2002. She is the author of more than two hundred scientific works, among which are six monographs. Biography Ladyzhenskaya was born and grew up in the small town of Kologriv, the daughter of a mathematics teacher who is credited with her early inspiration and love of mathematics. The artist Gennady Ladyzhensky was her grandfather's brother, also born in this town. In 1937 her father, Aleksandr Ivanovich Ladýzhenski, was arrested by the NKVD and executed as an "enemy of the people". Ladyzhenskaya completed high school in 1939, u ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hopf Maximum Principle
The Hopf maximum principle is a maximum principle in the theory of second order elliptic partial differential equations and has been described as the "classic and bedrock result" of that theory. Generalizing the maximum principle for harmonic functions which was already known to Gauss in 1839, Eberhard Hopf proved in 1927 that if a function satisfies a second order partial differential inequality of a certain kind in a domain of R''n'' and attains a maximum in the domain then the function is constant. The simple idea behind Hopf's proof, the comparison technique he introduced for this purpose, has led to an enormous range of important applications and generalizations. Mathematical formulation Let ''u'' = ''u''(''x''), ''x'' = (''x''1, …, ''x''''n'') be a ''C''2 function which satisfies the differential inequality : Lu = \sum_ a_(x)\frac + \sum_i b_i(x)\frac \geq 0 in an open domain (connected open subset of R''n'') Ω, where the symmetric matrix ''a''''ij'' = ''a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Spectral Theorem
In mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix (mathematics), matrix can be Diagonalizable matrix, diagonalized (that is, represented as a diagonal matrix in some basis). This is extremely useful because computations involving a diagonalizable matrix can often be reduced to much simpler computations involving the corresponding diagonal matrix. The concept of diagonalization is relatively straightforward for operators on finite-dimensional vector spaces but requires some modification for operators on infinite-dimensional spaces. In general, the spectral theorem identifies a class of linear operators that can be modeled by multiplication operators, which are as simple as one can hope to find. In more abstract language, the spectral theorem is a statement about commutative C*-algebras. See also spectral theory for a historical perspective. Examples of operators to which the spectral theorem appl ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Boundary (topology)
In topology and mathematics in general, the boundary of a subset of a topological space is the set of points in the closure of not belonging to the interior of . An element of the boundary of is called a boundary point of . The term boundary operation refers to finding or taking the boundary of a set. Notations used for boundary of a set include \operatorname(S), \operatorname(S), and \partial S. Some authors (for example Willard, in ''General Topology'') use the term frontier instead of boundary in an attempt to avoid confusion with a different definition used in algebraic topology and the theory of manifolds. Despite widespread acceptance of the meaning of the terms boundary and frontier, they have sometimes been used to refer to other sets. For example, ''Metric Spaces'' by E. T. Copson uses the term boundary to refer to Hausdorff's border, which is defined as the intersection of a set with its boundary. Hausdorff also introduced the term residue, which is defi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Compact Set
In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space by making precise the idea of a space having no "punctures" or "missing endpoints", i.e. that the space not exclude any ''limiting values'' of points. For example, the open interval (0,1) would not be compact because it excludes the limiting values of 0 and 1, whereas the closed interval ,1would be compact. Similarly, the space of rational numbers \mathbb is not compact, because it has infinitely many "punctures" corresponding to the irrational numbers, and the space of real numbers \mathbb is not compact either, because it excludes the two limiting values +\infty and -\infty. However, the ''extended'' real number line ''would'' be compact, since it contains both infinities. There are many ways to make this heuristic notion precise. These ways usually agree in a metric space, but may not be equivalent in other topologic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Maximum Modulus Principle
In mathematics, the maximum modulus principle in complex analysis states that if ''f'' is a holomorphic function, then the modulus , ''f'' , cannot exhibit a strict local maximum that is properly within the domain of ''f''. In other words, either ''f'' is locally a constant function, or, for any point ''z''0 inside the domain of ''f'' there exist other points arbitrarily close to ''z''0 at which , ''f'' , takes larger values. Formal statement Let ''f'' be a holomorphic function on some connected open subset ''D'' of the complex plane ℂ and taking complex values. If ''z''0 is a point in ''D'' such that :, f(z_0), \ge , f(z), for all ''z'' in some neighborhood of ''z''0, then ''f'' is constant on ''D''. This statement can be viewed as a special case of the open mapping theorem, which states that a nonconstant holomorphic function maps open sets to open sets: If , ''f'', attains a local maximum at ''z'', then the image of a sufficiently small open neighborhood of ''z'' ca ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Function
In mathematics, a real-valued function is called convex if the line segment between any two points on the graph of a function, graph of the function lies above the graph between the two points. Equivalently, a function is convex if its epigraph (mathematics), epigraph (the set of points on or above the graph of the function) is a convex set. A twice-differentiable function of a single variable is convex if and only if its second derivative is nonnegative on its entire domain. Well-known examples of convex functions of a single variable include the quadratic function x^2 and the exponential function e^x. In simple terms, a convex function refers to a function whose graph is shaped like a cup \cup, while a concave function's graph is shaped like a cap \cap. Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. For instance, a st ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Optimization
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard. Convex optimization has applications in a wide range of disciplines, such as automatic control systems, estimation and signal processing, communications and networks, electronic circuit design, data analysis and modeling, finance, statistics ( optimal experimental design), and structural optimization, where the approximation concept has proven to be efficient. With recent advancements in computing and optimization algorithms, convex programming is nearly as straightforward as linear programming. Definition A convex optimization problem is an optimization problem in which the objective function is a convex function and the feasible set is a c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
