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Method Of Steepest Descent
In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms a contour integral in the complex plane to pass near a stationary point (saddle point), in roughly the direction of steepest descent or stationary phase. The saddle-point approximation is used with integrals in the complex plane, whereas Laplace’s method is used with real integrals. The integral to be estimated is often of the form :\int_Cf(z)e^\,dz, where ''C'' is a contour, and λ is large. One version of the method of steepest descent deforms the contour of integration ''C'' into a new path integration ''C′'' so that the following conditions hold: # ''C′'' passes through one or more zeros of the derivative ''g''′(''z''), # the imaginary part of ''g''(''z'') is constant on ''C′''. The method of steepest descent was first published by , who used it to estimate Bessel functions and pointed out that it occurred in the u ...
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Laplace's Method
In mathematics, Laplace's method, named after Pierre-Simon Laplace, is a technique used to approximate integrals of the form :\int_a^b e^ \, dx, where f(x) is a twice-differentiable function, ''M'' is a large number, and the endpoints ''a'' and ''b'' could possibly be infinite. This technique was originally presented in . In Bayesian statistics, Laplace's approximation can refer to either approximating the posterior normalizing constant with Laplace's method or approximating the posterior distribution with a Gaussian centered at the maximum a posteriori estimate. Laplace approximations play a central role in the integrated nested Laplace approximations method for fast approximate Bayesian inference. The idea of Laplace's method Suppose the function f(x) has a unique global maximum at ''x''0. Let M>0 be a constant and consider the following two functions: :\begin g(x) &= Mf(x) \\ h(x) &= e^ \end Note that ''x''0 will be the global maximum of g and h as well. Now observe ...
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Jordan Normal Form
In linear algebra, a Jordan normal form, also known as a Jordan canonical form (JCF), is an upper triangular matrix of a particular form called a Jordan matrix representing a linear operator on a finite-dimensional vector space with respect to some basis. Such a matrix has each non-zero off-diagonal entry equal to 1, immediately above the main diagonal (on the superdiagonal), and with identical diagonal entries to the left and below them. Let ''V'' be a vector space over a field ''K''. Then a basis with respect to which the matrix has the required form exists if and only if all eigenvalues of the matrix lie in ''K'', or equivalently if the characteristic polynomial of the operator splits into linear factors over ''K''. This condition is always satisfied if ''K'' is algebraically closed (for instance, if it is the field of complex numbers). The diagonal entries of the normal form are the eigenvalues (of the operator), and the number of times each eigenvalue occurs is called th ...
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Caustic (optics)
In optics, a caustic or caustic network is the envelope of light rays which have been reflected or refracted by a curved surface or object, or the projection of that envelope of rays on another surface. The caustic is a curve or surface to which each of the light rays is tangent, defining a boundary of an envelope of rays as a curve of concentrated light. Therefore, in the photo to the right, caustics can be seen as patches of light or their bright edges. These shapes often have cusp singularities. Explanation Concentration of light, especially sunlight, can burn. The word ''caustic'', in fact, comes from the Greek καυστός, burnt, via the Latin ''causticus'', burning. A common situation where caustics are visible is when light shines on a drinking glass. The glass casts a shadow, but also produces a curved region of bright light. In ideal circumstances (including perfectly parallel rays, as if from a point source at infinity), a nephroid-shaped patch of light ...
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Catastrophe Theory
In mathematics, catastrophe theory is a branch of bifurcation theory in the study of dynamical systems; it is also a particular special case of more general singularity theory in geometry. Bifurcation theory studies and classifies phenomena characterized by sudden shifts in behavior arising from small changes in circumstances, analysing how the qualitative nature of equation solutions depends on the parameters that appear in the equation. This may lead to sudden and dramatic changes, for example the unpredictable timing and magnitude of a landslide. Catastrophe theory originated with the work of the French mathematician René Thom in the 1960s, and became very popular due to the efforts of Christopher Zeeman in the 1970s. It considers the special case where the long-run stable equilibrium can be identified as the minimum of a smooth, well-defined potential function (Lyapunov function). In the late 1970s, applications of catastrophe theory to areas outside its scope began to b ...
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Partition Of Unity
In mathematics, a partition of unity of a topological space is a set of continuous functions from to the unit interval ,1such that for every point x\in X: * there is a neighbourhood of where all but a finite number of the functions of are 0, and * the sum of all the function values at is 1, i.e., \sum_ \rho(x) = 1. Partitions of unity are useful because they often allow one to extend local constructions to the whole space. They are also important in the interpolation of data, in signal processing, and the theory of spline functions. Existence The existence of partitions of unity assumes two distinct forms: # Given any open cover \_ of a space, there exists a partition \_ indexed ''over the same set'' such that supp \rho_i \subseteq U_i. Such a partition is said to be subordinate to the open cover \_i. # If the space is locally-compact, given any open cover \_ of a space, there exists a partition \_ indexed over a possibly distinct index set such that each has co ...
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Open Cover
In mathematics, and more particularly in set theory, a cover (or covering) of a set X is a collection of subsets of X whose union is all of X. More formally, if C = \lbrace U_\alpha : \alpha \in A \rbrace is an indexed family of subsets U_\alpha\subset X, then C is a cover of X if \bigcup_U_ = X. Thus the collection \lbrace U_\alpha : \alpha \in A \rbrace is a cover of X if each element of X belongs to at least one of the subsets U_. Cover in topology Covers are commonly used in the context of topology. If the set X is a topological space, then a ''cover'' C of X is a collection of subsets \_ of X whose union is the whole space X. In this case we say that C ''covers'' X, or that the sets U_\alpha ''cover'' X. Also, if Y is a (topological) subspace of X, then a ''cover'' of Y is a collection of subsets C=\_ of X whose union contains Y, i.e., C is a cover of Y if :Y \subseteq \bigcup_U_. That is, we may cover Y with either open sets in Y itself, or cover Y by open sets in the p ...
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Maslov Index
In mathematics, the Lagrangian Grassmannian is the smooth manifold of Lagrangian subspaces of a real symplectic vector space ''V''. Its dimension is ''n''(''n'' + 1) (where the dimension of ''V'' is ''2n''). It may be identified with the homogeneous space :, where is the unitary group and the orthogonal group. Following Vladimir Arnold it is denoted by Λ(''n''). The Lagrangian Grassmannian is a submanifold of the ordinary Grassmannian of V. A complex Lagrangian Grassmannian is the complex homogeneous manifold of Lagrangian subspaces of a complex symplectic vector space ''V'' of dimension 2''n''. It may be identified with the homogeneous space of complex dimension ''n''(''n'' + 1) :, where is the compact symplectic group. Topology The stable topology of the Lagrangian Grassmannian and complex Lagrangian Grassmannian is completely understood, as these spaces appear in the Bott periodicity theorem: \Omega(\mathrm/\mathrm U) \simeq \mathrm U/\mathrm O, and \Omega(\math ...
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Sylvester's Law Of Inertia
Sylvester's law of inertia is a theorem in matrix algebra about certain properties of the coefficient matrix of a real number, real quadratic form that remain invariant (mathematics), invariant under a change of basis. Namely, if ''A'' is the symmetric matrix that defines the quadratic form, and ''S'' is any invertible matrix such that ''D'' = ''SAS''T is diagonal, then the number of negative elements in the diagonal of ''D'' is always the same, for all such ''S''; and the same goes for the number of positive elements. This property is named after James Joseph Sylvester who published its proof in 1852. Statement Let ''A'' be a symmetric square matrix of order ''n'' with real number, real entries. Any non-singular matrix ''S'' of the same size is said to transform ''A'' into another symmetric matrix , also of order ''n'', where ''S''T is the transpose of ''S''. It is also said that matrices ''A'' and ''B'' are Matrix congruence, congruent. If ''A'' is the coeffi ...
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Definite Bilinear Form
In linguistics, definiteness is a semantic feature of noun phrases, distinguishing between referents or senses that are identifiable in a given context (definite noun phrases) and those which are not (indefinite noun phrases). The prototypical definite noun phrase picks out a unique, familiar, specific referent such as ''the sun'' or ''Australia'', as opposed to indefinite examples like ''an idea'' or ''some fish''. There is considerable variation in the expression of definiteness across languages, and some languages such as Japanese do not generally mark it so that the same expression could be definite in some contexts and indefinite in others. In other languages, such as English, it is usually marked by the selection of determiner (e.g., ''the'' vs ''a''). In still other languages, such as Danish, definiteness is marked morphologically. Definiteness as a grammatical category There are times when a grammatically marked definite NP is not in fact identifiable. For example, ''t ...
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Method Of Steepest Descent
In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms a contour integral in the complex plane to pass near a stationary point (saddle point), in roughly the direction of steepest descent or stationary phase. The saddle-point approximation is used with integrals in the complex plane, whereas Laplace’s method is used with real integrals. The integral to be estimated is often of the form :\int_Cf(z)e^\,dz, where ''C'' is a contour, and λ is large. One version of the method of steepest descent deforms the contour of integration ''C'' into a new path integration ''C′'' so that the following conditions hold: # ''C′'' passes through one or more zeros of the derivative ''g''′(''z''), # the imaginary part of ''g''(''z'') is constant on ''C′''. The method of steepest descent was first published by , who used it to estimate Bessel functions and pointed out that it occurred in the u ...
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Illustration To Derivation Of Asymptotic For Saddle Point Integration
An illustration is a decoration, interpretation or visual explanation of a text, concept or process, designed for integration in print and digital published media, such as posters, flyers, magazines, books, teaching materials, animations, video games and films. An illustration is typically created by an illustrator. Digital illustrations are often used to make websites and apps more user-friendly, such as the use of emojis to accompany digital type. llustration also means providing an example; either in writing or in picture form. The origin of the word "illustration" is late Middle English (in the sense ‘illumination; spiritual or intellectual enlightenment’): via Old French from Latin ''illustratio''(n-), from the verb ''illustrare''. Illustration styles Contemporary illustration uses a wide range of styles and techniques, including drawing, painting, printmaking, collage, montage, digital design, multimedia, 3D modelling. Depending on the purpose, illustra ...
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Connected Space
In topology and related branches of mathematics, a connected space is a topological space that cannot be represented as the union of two or more disjoint non-empty open subsets. Connectedness is one of the principal topological properties that are used to distinguish topological spaces. A subset of a topological space X is a if it is a connected space when viewed as a subspace of X. Some related but stronger conditions are path connected, simply connected, and n-connected. Another related notion is ''locally connected'', which neither implies nor follows from connectedness. Formal definition A topological space X is said to be if it is the union of two disjoint non-empty open sets. Otherwise, X is said to be connected. A subset of a topological space is said to be connected if it is connected under its subspace topology. Some authors exclude the empty set (with its unique topology) as a connected space, but this article does not follow that practice. For a topologi ...
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