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Rademacher's Theorem
In mathematical analysis, Rademacher's theorem, named after Hans Rademacher, states the following: If is an open subset of and is Lipschitz continuous, then is differentiable almost everywhere in ; that is, the points in at which is ''not'' differentiable form a set of Lebesgue measure zero. Differentiability here refers to infinitesimal approximability by a linear map, which in particular asserts the existence of the coordinate-wise partial derivatives. Sketch of proof The one-dimensional case of Rademacher's theorem is a standard result in introductory texts on measure-theoretic analysis. In this context, it is natural to prove the more general statement that any single-variable function of bounded variation is differentiable almost everywhere. (This one-dimensional generalization of Rademacher's theorem fails to extend to higher dimensions.) One of the standard proofs of the general Rademacher theorem was found by Charles Morrey. In the following, let denote a Lipschitz-c ...
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Mathematical Analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (mathematics), series, and analytic functions. These theories are usually studied in the context of Real number, real and Complex number, complex numbers and Function (mathematics), functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any Space (mathematics), space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space). History Ancient Mathematical analysis formally developed in the 17th century during the Scientific Revolution, but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were i ...
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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 ...
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Pansu Derivative
In mathematics, the Pansu derivative is a derivative on a Carnot group, introduced by . A Carnot group G admits a one-parameter family of dilations, \delta_s\colon G\to G. If G_1 and G_2 are Carnot groups, then the Pansu derivative of a function f\colon G_1\to G_2 at a point x\in G_1 is the function Df(x)\colon G_1\to G_2 defined by :Df(x)(y) = \lim_\delta_ (f(x)^f(x\delta_sy))\, , provided that this limit exists. A key theorem in this area is the Pansu–Rademacher theorem, a generalization of Rademacher's theorem, which can be stated as follows: Lipschitz continuous In mathematical analysis, Lipschitz continuity, named after German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there exis ... functions between (measurable subsets of) Carnot groups are Pansu differentiable almost everywhere. References * Lie groups {{mathanalysis-stub ...
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Metric Differential
In mathematical analysis, a metric differential is a generalization of a derivative for a Lipschitz continuous function defined on a Euclidean space and taking values in an arbitrary metric space. With this definition of a derivative, one can generalize Rademacher's theorem to metric space-valued Lipschitz functions. Discussion Rademacher's theorem states that a Lipschitz map ''f'' : R''n'' → R''m'' is differentiable almost everywhere in R''n''; in other words, for almost every ''x'', ''f'' is approximately linear in any sufficiently small range of ''x''. If ''f'' is a function from a Euclidean space R''n'' that takes values instead in a metric space ''X'', it doesn't immediately make sense to talk about differentiability since ''X'' has no linear structure a priori. Even if you assume that ''X'' is a Banach space and ask whether a Fréchet derivative exists almost everywhere, this does not hold. For example, consider the function ''f'' :  ,1nbsp; ...
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Metric Space
In mathematics, a metric space is a set together with a notion of ''distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general setting for studying many of the concepts of mathematical analysis and geometry. The most familiar example of a metric space is 3-dimensional Euclidean space with its usual notion of distance. Other well-known examples are a sphere equipped with the angular distance and the hyperbolic plane. A metric may correspond to a metaphorical, rather than physical, notion of distance: for example, the set of 100-character Unicode strings can be equipped with the Hamming distance, which measures the number of characters that need to be changed to get from one string to another. Since they are very general, metric spaces are a tool used in many different branches of mathematics. Many types of mathematical objects have a natural notion of distance and t ...
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Sobolev Embedding Theorem
In mathematics, there is in mathematical analysis a class of Sobolev inequalities, relating norms including those of Sobolev spaces. These are used to prove the Sobolev embedding theorem, giving inclusions between certain Sobolev spaces, and the Rellich–Kondrachov theorem showing that under slightly stronger conditions some Sobolev spaces are compactly embedded in others. They are named after Sergei Lvovich Sobolev. Sobolev embedding theorem Let denote the Sobolev space consisting of all real-valued functions on whose first weak derivatives are functions in . Here is a non-negative integer and . The first part of the Sobolev embedding theorem states that if , and are two real numbers such that :\frac-\frac = \frac -\frac, then :W^(\mathbf^n)\subseteq W^(\mathbf^n) and the embedding is continuous. In the special case of and , Sobolev embedding gives :W^(\mathbf^n) \subseteq L^(\mathbf^n) where is the Sobolev conjugate of , given byp. (Note that 1/p^*p.) Thus, an ...
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Lebesgue Differentiation Theorem
In mathematics, the Lebesgue differentiation theorem is a theorem of real analysis, which states that for almost every point, the value of an integrable function is the limit of infinitesimal averages taken about the point. The theorem is named for Henri Lebesgue. Statement For a Lebesgue integrable real or complex-valued function ''f'' on R''n'', the indefinite integral is a set function which maps a measurable set ''A'' to the Lebesgue integral of f \cdot \mathbf_A, where \mathbf_ denotes the characteristic function of the set ''A''. It is usually written A \mapsto \int_ f\ \mathrm\lambda, with ''λ'' the ''n''–dimensional Lebesgue measure. The ''derivative'' of this integral at ''x'' is defined to be \lim_ \frac \int_f \, \mathrm\lambda, where , ''B'', denotes the volume (i.e., the Lebesgue measure) of a ball ''B''  centered at ''x'', and ''B'' → ''x'' means that the diameter of ''B''  tends to 0. The ''Lebesgue differentiation theorem'' states th ...
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Alberto Calderón
Alberto Pedro Calderón (September 14, 1920 – April 16, 1998) was an Argentinian mathematician. His name is associated with the University of Buenos Aires, but first and foremost with the University of Chicago, where Calderón and his mentor, the analyst Antoni Zygmund, developed the theory of singular integral operators. This created the "Chicago school (mathematical analysis), Chicago School of (hard) Analysis" (sometimes simply known as the "Calderón-Zygmund School"). Calderón's work ranged over a wide variety of topics: from singular integral operators to partial differential equations, from interpolation theory to Cauchy integrals on Lipschitz curves, from ergodic theory to inverse problems in electrical prospection. Calderón's work has also had a powerful impact on practical applications including signal processing, geophysics, and tomography. Early life and education Alberto Pedro Calderón was born on September 14, 1920, in Mendoza, Argentina, Mendoza, Argentina, to ...
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Alexandrov Theorem
In mathematical analysis, the Alexandrov theorem, named after Aleksandr Danilovich Aleksandrov, states that if is an open subset of \R^n and f\colon U\to \R^m is a convex function, then f has a second derivative almost everywhere. In this context, having a second derivative at a point means having a second-order Taylor expansion at that point with a local error smaller than any quadratic. The result is closely related to Rademacher's theorem In mathematical analysis, Rademacher's theorem, named after Hans Rademacher, states the following: If is an open subset of and is Lipschitz continuous, then is differentiable almost everywhere in ; that is, the points in at which is ''not'' di .... References * * Theorems in measure theory {{mathanalysis-stub ...
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Convexity
Convex or convexity may refer to: Science and technology * Convex lens, in optics Mathematics * Convex set, containing the whole line segment that joins points ** Convex polygon, a polygon which encloses a convex set of points ** Convex polytope, a polytope with a convex set of points ** Convex metric space, a generalization of the convexity notion in abstract metric spaces * Convex function, when the line segment between any two points on the graph of the function lies above or on the graph * Convex conjugate, of a function * Convexity (algebraic geometry), a restrictive technical condition for algebraic varieties originally introduced to analyze Kontsevich moduli spaces Economics and finance * Convexity (finance), second derivatives in financial modeling generally * Convexity in economics * Bond convexity, a measure of the sensitivity of the duration of a bond to changes in interest rates * Convex preferences, an individual's ordering of various outcomes Other uses * Convex Com ...
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Curvature
In mathematics, curvature is any of several strongly related concepts in geometry. Intuitively, the curvature is the amount by which a curve deviates from being a straight line, or a surface deviates from being a plane. For curves, the canonical example is that of a circle, which has a curvature equal to the reciprocal of its radius. Smaller circles bend more sharply, and hence have higher curvature. The curvature ''at a point'' of a differentiable curve is the curvature of its osculating circle, that is the circle that best approximates the curve near this point. The curvature of a straight line is zero. In contrast to the tangent, which is a vector quantity, the curvature at a point is typically a scalar quantity, that is, it is expressed by a single real number. For surfaces (and, more generally for higher-dimensional manifolds), that are embedded in a Euclidean space, the concept of curvature is more complex, as it depends on the choice of a direction on the surface or man ...
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Normal Vector
In geometry, a normal is an object such as a line, ray, or vector that is perpendicular to a given object. For example, the normal line to a plane curve at a given point is the (infinite) line perpendicular to the tangent line to the curve at the point. A normal vector may have length one (a unit vector) or its length may represent the curvature of the object (a ''curvature vector''); its algebraic sign may indicate sides (interior or exterior). In three dimensions, a surface normal, or simply normal, to a surface at point P is a vector perpendicular to the tangent plane of the surface at P. The word "normal" is also used as an adjective: a line ''normal'' to a plane, the ''normal'' component of a force, the normal vector, etc. The concept of normality generalizes to orthogonality (right angles). The concept has been generalized to differentiable manifolds of arbitrary dimension embedded in a Euclidean space. The normal vector space or normal space of a manifold at point P ...
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