Discrete calculus
   HOME

TheInfoList



OR:

Discrete calculus or the calculus of discrete functions, is the
mathematical 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 ...
study of ''incremental'' change, in the same way that
geometry Geometry (; ) is, with arithmetic, one of the oldest branches of mathematics. It is concerned with properties of space such as the distance, shape, size, and relative position of figures. A mathematician who works in the field of geometry is c ...
is the study of shape and
algebra Algebra () is one of the broad areas of mathematics. Roughly speaking, algebra is the study of mathematical symbols and the rules for manipulating these symbols in formulas; it is a unifying thread of almost all of mathematics. Elementary ...
is the study of generalizations of
arithmetic operations Arithmetic () is an elementary part of mathematics that consists of the study of the properties of the traditional operations on numbers—addition, subtraction, multiplication, division, exponentiation, and extraction of roots. In the 19th ce ...
. The word ''calculus'' is a
Latin Latin (, or , ) is a classical language belonging to the Italic languages, Italic branch of the Indo-European languages. Latin was originally a dialect spoken in the lower Tiber area (then known as Latium) around present-day Rome, but through ...
word, meaning originally "small pebble"; as such pebbles were used for calculation, the meaning of the word has evolved and today usually means a method of computation. Meanwhile,
calculus Calculus, originally called infinitesimal calculus or "the calculus of infinitesimals", is the mathematics, mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizati ...
, originally called infinitesimal calculus or "the calculus of
infinitesimal In mathematics, an infinitesimal number is a quantity that is closer to zero than any standard real number, but that is not zero. The word ''infinitesimal'' comes from a 17th-century Modern Latin coinage ''infinitesimus'', which originally re ...
s", is the study of ''continuous'' change. Discrete calculus has two entry points, differential calculus and integral calculus. Differential calculus concerns incremental rates of change and the slopes of piece-wise linear curves. Integral calculus concerns accumulation of quantities and the areas under piece-wise constant curves. These two points of view are related to each other by the fundamental theorem of discrete calculus. The study of the concepts of change starts with their discrete form. The development is dependent on a parameter, the increment \Delta x of the independent variable. If we so choose, we can make the increment smaller and smaller and find the continuous counterparts of these concepts as ''limits''. Informally, the limit of discrete calculus as \Delta x\to 0 is infinitesimal calculus. Even though it serves as a discrete underpinning of calculus, the main value of discrete calculus is in applications.


Two initial constructions

Discrete differential calculus is the study of the definition, properties, and applications of the
difference quotient In single-variable calculus, the difference quotient is usually the name for the expression : \frac which when taken to the limit as ''h'' approaches 0 gives the derivative of the function ''f''. The name of the expression stems from the fact ...
of a function. The process of finding the difference quotient is called ''differentiation''. Given a function defined at several points of the real line, the difference quotient at that point is a way of encoding the small-scale (i.e., from the point to the next) behavior of the function. By finding the difference quotient of a function at every pair of consecutive points in its domain, it is possible to produce a new function, called the ''difference quotient function'' or just the ''difference quotient'' of the original function. In formal terms, the difference quotient is a
linear operator 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 vect ...
which takes a function as its input and produces a second function as its output. This is more abstract than many of the processes studied in elementary algebra, where functions usually input a number and output another number. For example, if the doubling function is given the input three, then it outputs six, and if the squaring function is given the input three, then it outputs nine. The derivative, however, can take the squaring function as an input. This means that the derivative takes all the information of the squaring function—such as that two is sent to four, three is sent to nine, four is sent to sixteen, and so on—and uses this information to produce another function. The function produced by differentiating the squaring function turns out to be something close to the doubling function. Suppose the functions are defined at points separated by an increment \Delta x=h>0: :a, a+h, a+2h, \ldots, a+nh,\ldots The "doubling function" may be denoted by g(x)=2x and the "squaring function" by f(x)=x^2. The "difference quotient" is the rate of change of the function over one of the intervals ,x+h/math> defined by the formula: :\frac. It takes the function f as an input, that is all the information—such as that two is sent to four, three is sent to nine, four is sent to sixteen, and so on—and uses this information to output another function, the function g(x)=2x+h, as will turn out. As a matter of convenience, the new function may defined at the middle points of the above intervals: :a+h/2, a+h+h/2, a+2h+h/2,..., a+nh+h/2,... As the rate of change is that for the whole interval ,x+h/math>, any point within it can be used as such a reference or, even better, the whole interval which makes the difference quotient a 1- cochain. The most common notation for the difference quotient is: :\frac(x+h/2)=\frac. If the input of the function represents time, then the difference quotient represents change with respect to time. For example, if f is a function that takes a time as input and gives the position of a ball at that time as output, then the difference quotient of f is how the position is changing in time, that is, it is the
velocity Velocity is the directional speed of an object in motion as an indication of its rate of change in position as observed from a particular frame of reference and as measured by a particular standard of time (e.g. northbound). Velocity i ...
of the ball. If a function is
linear Linearity is the property of a mathematical relationship ('' function'') that can be graphically represented as a straight line. Linearity is closely related to '' proportionality''. Examples in physics include rectilinear motion, the linear ...
(that is, if the points of the
graph Graph may refer to: Mathematics *Graph (discrete mathematics), a structure made of vertices and edges **Graph theory, the study of such graphs and their properties *Graph (topology), a topological space resembling a graph in the sense of discre ...
of the function lie on a straight line), then the function can be written as y=mx + b, where x is the independent variable, y is the dependent variable, b is the y-intercept, and: :m= \frac= \frac = \frac. This gives an exact value for the
slope In mathematics, the slope or gradient of a line is a number that describes both the ''direction'' and the ''steepness'' of the line. Slope is often denoted by the letter ''m''; there is no clear answer to the question why the letter ''m'' is use ...
of a straight line. If the function is not linear, however, then the change in y divided by the change in x varies. The difference quotient give an exact meaning to the notion of change in output with respect to change in input. To be concrete, let f be a function, and fix a point x in the domain of f. (x, f(x)) is a point on the graph of the function. If h is the increment of x, then x + h is the next value of x. Therefore, (x+h, f(x+h)) is the increment of (x, f(x)). The slope of the line between these two points is :m = \frac = \frac. So m is the slope of the line between (x, f(x)) and (x+h, f(x+h)). Here is a particular example, the difference quotient of the squaring function. Let f(x)=x^2 be the squaring function. Then: :\begin\frac(x) &= \\ &= \\ &= \\ &= 2x + h . \end The difference quotient of the difference quotient is called the ''second difference quotient'' and it is defined at :a+h, a+2h, a+3h, \ldots, a+nh,\ldots and so on. Discrete integral calculus is the study of the definitions, properties, and applications of the
Riemann sum In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is approximating the area of functions or lin ...
s. The process of finding the value of a sum is called ''integration''. In technical language, integral calculus studies a certain
linear operator 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 vect ...
. The ''Riemann sum'' inputs a function and outputs a function, which gives the algebraic sum of areas between the part of the graph of the input and the
x-axis A Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of numerical coordinates, which are the signed distances to the point from two fixed perpendicular oriented lines, measured in ...
. A motivating example is the distances traveled in a given time. :\text = \text \cdot \text If the speed is constant, only multiplication is needed, but if the speed changes, we evaluate the distance traveled by breaking up the time into many short intervals of time, then multiplying the time elapsed in each interval by one of the speeds in that interval, and then taking the sum (a
Riemann sum In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is approximating the area of functions or lin ...
) of the distance traveled in each interval. When velocity is constant, the total distance traveled over the given time interval can be computed by multiplying velocity and time. For example, travelling a steady 50 mph for 3 hours results in a total distance of 150 miles. In the diagram on the left, when constant velocity and time are graphed, these two values form a rectangle with height equal to the velocity and width equal to the time elapsed. Therefore, the product of velocity and time also calculates the rectangular area under the (constant) velocity curve. This connection between the area under a curve and distance traveled can be extended to ''any'' irregularly shaped region exhibiting a incrementally varying velocity over a given time period. If the bars in the diagram on the right represents speed as it varies from an interval to the next, the distance traveled (between the times represented by a and b) is the area of the shaded region s. So, the interval between a and b is divided into a number of equal segments, the length of each segment represented by the symbol \Delta x. For each small segment, we have one value of the function f(x). Call that value v. Then the area of the rectangle with base \Delta x and height v gives the distance (time \Delta x multiplied by speed v) traveled in that segment. Associated with each segment is the value of the function above it, f(x) = v. The sum of all such rectangles gives the area between the axis and the piece-wise constant curve, which is the total distance traveled. Suppose a function is defined at the mid-points of the intervals of equal length \Delta x=h>0: :a+h/2, a+h+h/2, a+2h+h/2,\ldots, a+nh-h/2,\ldots Then the Riemann sum from a to b=a+nh in sigma notation is: :\sum_^n f(a+ih)\, \Delta x. As this computation is carried out for each n, the new function is defined at the points: :a, a+h, a+2h, \ldots, a+nh,\ldots The fundamental theorem of calculus states that differentiation and integration are inverse operations. More precisely, it relates the difference quotients to the Riemann sums. It can also be interpreted as a precise statement of the fact that differentiation is the inverse of integration. The fundamental theorem of calculus: If a function f is defined on a partition of the interval
, b The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline o ...
/math>, b=a+nh, and if F is a function whose difference quotient is f, then we have: :\sum_^ f(a+ih+h/2)\, \Delta x = F(b) - F(a). Furthermore, for every m=0,1,2,\ldots,n-1, we have: :\frac\sum_^m f(a+ih+h/2)\, \Delta x = f(a+mh+h/2). This is also a prototype solution of a
difference equation In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter ...
. Difference equations relate an unknown function to its difference or difference quotient, and are ubiquitous in the sciences.


History

The early history of discrete calculus is the
history of calculus Calculus, originally called infinitesimal calculus, is a mathematical discipline focused on limits, continuity, derivatives, integrals, and infinite series. Many elements of calculus appeared in ancient Greece, then in China and the Middle East ...
. Such basic ideas as the
difference quotient In single-variable calculus, the difference quotient is usually the name for the expression : \frac which when taken to the limit as ''h'' approaches 0 gives the derivative of the function ''f''. The name of the expression stems from the fact ...
s and the
Riemann sum In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is approximating the area of functions or lin ...
s appear implicitly or explicitly in definitions and proofs. After the limit is taken, however, they are never to be seen again. However, the Kirchhoff's voltage law (1847) can be expressed in terms of the one-dimensional discrete exterior derivative. During the 20th century discrete calculus remains interlinked with infinitesimal calculus especially differential forms but also starts to draw from
algebraic topology Algebraic topology is a branch of mathematics that uses tools from abstract algebra to study topological spaces. The basic goal is to find algebraic invariants that classify topological spaces up to homeomorphism, though usually most classify ...
as both develop. The main contributions come from the following individuals: *
Henri Poincaré Jules Henri Poincaré ( S: stress final syllable ; 29 April 1854 – 17 July 1912) was a French mathematician, theoretical physicist, engineer, and philosopher of science. He is often described as a polymath, and in mathematics as "Th ...
:
triangulation In trigonometry and geometry, triangulation is the process of determining the location of a point by forming triangles to the point from known points. Applications In surveying Specifically in surveying, triangulation involves only angle me ...
s (
barycentric subdivision In mathematics, the barycentric subdivision is a standard way to subdivide a given simplex into smaller ones. Its extension on simplicial complexes is a canonical method to refine them. Therefore, the barycentric subdivision is an important tool i ...
, dual triangulation), Poincare lemma, the first proof of the general
Stokes Theorem In vector calculus and differential geometry the generalized Stokes theorem (sometimes with apostrophe as Stokes' theorem or Stokes's theorem), also called the Stokes–Cartan theorem, is a statement about the integration of differential forms o ...
, and a lot more * L. E. J. Brouwer:
simplicial approximation theorem In mathematics, the simplicial approximation theorem is a foundational result for algebraic topology, guaranteeing that continuous mappings can be (by a slight deformation) approximated by ones that are piecewise of the simplest kind. It applies t ...
*
Élie Cartan Élie Joseph Cartan (; 9 April 1869 – 6 May 1951) was an influential French mathematician who did fundamental work in the theory of Lie groups, differential systems (coordinate-free geometric formulation of PDEs), and differential geometr ...
, Georges de Rham: the notion of differential form, the
exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
as a coordinate-independent
linear operator 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 vect ...
, exactness/closedness of forms *
Emmy Noether Amalie Emmy NoetherEmmy is the '' Rufname'', the second of two official given names, intended for daily use. Cf. for example the résumé submitted by Noether to Erlangen University in 1907 (Erlangen University archive, ''Promotionsakt Emmy Noeth ...
,
Heinz Hopf Heinz Hopf (19 November 1894 – 3 June 1971) was a German mathematician who worked on the fields of topology and geometry. Early life and education Hopf was born in Gräbschen, Germany (now , part of Wrocław, Poland), the son of Eliza ...
,
Leopold Vietoris Leopold Vietoris (; ; 4 June 1891 – 9 April 2002) was an Austrian mathematician, World War I veteran and supercentenarian. He was born in Radkersburg and died in Innsbruck. He was known for his contributions to topology—notably the Mayer– ...
, Walther Mayer:
modules Broadly speaking, modularity is the degree to which a system's components may be separated and recombined, often with the benefit of flexibility and variety in use. The concept of modularity is used primarily to reduce complexity by breaking a s ...
of
chains A chain is a serial assembly of connected pieces, called links, typically made of metal, with an overall character similar to that of a rope in that it is flexible and curved in compression but linear, rigid, and load-bearing in tension. ...
, the
boundary operator In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of ...
,
chain complex In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of t ...
es * J. W. Alexander,
Solomon Lefschetz Solomon Lefschetz (russian: Соломо́н Ле́фшец; 3 September 1884 – 5 October 1972) was an American mathematician who did fundamental work on algebraic topology, its applications to algebraic geometry, and the theory of non-linear o ...
,
Lev Pontryagin Lev Semenovich Pontryagin (russian: Лев Семёнович Понтрягин, also written Pontriagin or Pontrjagin) (3 September 1908 – 3 May 1988) was a Soviet mathematician. He was born in Moscow and lost his eyesight completely d ...
,
Andrey Kolmogorov Andrey Nikolaevich Kolmogorov ( rus, Андре́й Никола́евич Колмого́ров, p=ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf, a=Ru-Andrey Nikolaevich Kolmogorov.ogg, 25 April 1903 – 20 October 1987) was a Sovi ...
,
Norman Steenrod Norman Earl Steenrod (April 22, 1910October 14, 1971) was an American mathematician most widely known for his contributions to the field of algebraic topology. Life He was born in Dayton, Ohio, and educated at Miami University and University of ...
, Eduard Čech: the early cochain notions *
Hermann Weyl Hermann Klaus Hugo Weyl, (; 9 November 1885 – 8 December 1955) was a German mathematician, theoretical physicist and philosopher. Although much of his working life was spent in Zürich, Switzerland, and then Princeton, New Jersey, he is asso ...
: the Kirchhoff laws stated in terms of the boundary and the coboundary operators * W. V. D. Hodge: the
Hodge star operator In mathematics, the Hodge star operator or Hodge star is a linear map defined on the exterior algebra of a finite-dimensional oriented vector space endowed with a nondegenerate symmetric bilinear form. Applying the operator to an element of the ...
, the
Hodge decomposition In mathematics, Hodge theory, named after W. V. D. Hodge, is a method for studying the cohomology groups of a smooth manifold ''M'' using partial differential equations. The key observation is that, given a Riemannian metric on ''M'', every coho ...
*
Samuel Eilenberg Samuel Eilenberg (September 30, 1913 – January 30, 1998) was a Polish-American mathematician who co-founded category theory (with Saunders Mac Lane) and homological algebra. Early life and education He was born in Warsaw, Kingdom of Poland to ...
,
Saunders Mac Lane Saunders Mac Lane (4 August 1909 – 14 April 2005) was an American mathematician who co-founded category theory with Samuel Eilenberg. Early life and education Mac Lane was born in Norwich, Connecticut, near where his family lived in Taftville ...
,
Norman Steenrod Norman Earl Steenrod (April 22, 1910October 14, 1971) was an American mathematician most widely known for his contributions to the field of algebraic topology. Life He was born in Dayton, Ohio, and educated at Miami University and University of ...
, J.H.C. Whitehead: the rigorous development of homology and
cohomology In mathematics, specifically in homology theory and algebraic topology, cohomology is a general term for a sequence of abelian groups, usually one associated with a topological space, often defined from a cochain complex. Cohomology can be view ...
theory including chain and cochain complexes, the
cup product In mathematics, specifically in algebraic topology, the cup product is a method of adjoining two cocycles of degree ''p'' and ''q'' to form a composite cocycle of degree ''p'' + ''q''. This defines an associative (and distributive) graded commutati ...
*
Hassler Whitney Hassler Whitney (March 23, 1907 – May 10, 1989) was an American mathematician. He was one of the founders of singularity theory, and did foundational work in manifolds, embeddings, immersions, characteristic classes, and geometric integratio ...
: cochains as integrands The recent development of discrete calculus, starting with Whitney, has been driven by the needs of applied modeling.


Applications

Discrete calculus is used for modeling either directly or indirectly as a discretization of infinitesimal
calculus Calculus, originally called infinitesimal calculus or "the calculus of infinitesimals", is the mathematics, mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizati ...
in every branch of the physical sciences, actuarial science,
computer science Computer science is the study of computation, automation, and information. Computer science spans theoretical disciplines (such as algorithms, theory of computation, information theory, and automation) to Applied science, practical discipli ...
,
statistics Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, indust ...
, engineering, economics, business, medicine,
demography Demography () is the statistical study of populations, especially human beings. Demographic analysis examines and measures the dimensions and dynamics of populations; it can cover whole societies or groups defined by criteria such as ed ...
, and in other fields wherever a problem can be mathematically modeled. It allows one to go from (non-constant) rates of change to the total change or vice versa, and many times in studying a problem we know one and are trying to find the other.
Physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which ...
makes particular use of calculus; all discrete concepts in
classical mechanics Classical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery, and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classi ...
and
electromagnetism In physics, electromagnetism is an interaction that occurs between particles with electric charge. It is the second-strongest of the four fundamental interactions, after the strong force, and it is the dominant force in the interactions o ...
are related through discrete calculus. The mass of an object of known density that varies incrementally, the
moment of inertia The moment of inertia, otherwise known as the mass moment of inertia, angular mass, second moment of mass, or most accurately, rotational inertia, of a rigid body is a quantity that determines the torque needed for a desired angular accele ...
of such objects, as well as the total energy of an object within a discrete conservative field can be found by the use of discrete calculus. An example of the use of discrete calculus in mechanics is
Newton's second law of motion Newton's laws of motion are three basic Scientific law, laws of classical mechanics that describe the relationship between the motion of an object and the forces acting on it. These laws can be paraphrased as follows: # A body remains at re ...
: historically stated it expressly uses the term "change of motion" which implies the difference quotient saying ''The change of momentum of a body is equal to the resultant force acting on the body and is in the same direction.'' Commonly expressed today as Force = Mass × Acceleration, it invokes discrete calculus when the change is incremental because acceleration is the difference quotient of velocity with respect to time or second difference quotient of the spatial position. Starting from knowing how an object is accelerating, we use the Riemann sums to derive its path. Maxwell's theory of
electromagnetism In physics, electromagnetism is an interaction that occurs between particles with electric charge. It is the second-strongest of the four fundamental interactions, after the strong force, and it is the dominant force in the interactions o ...
and
Einstein Albert Einstein ( ; ; 14 March 1879 – 18 April 1955) was a German-born Theoretical physics, theoretical physicist, widely acknowledged to be one of the greatest and most influential physicists of all time. Einstein is best known for d ...
's theory of
general relativity General relativity, also known as the general theory of relativity and Einstein's theory of gravity, is the geometric theory of gravitation published by Albert Einstein in 1915 and is the current description of gravitation in modern physics ...
have been expressed in the language of discrete calculus. Chemistry uses calculus in determining reaction rates and radioactive decay (
exponential decay A quantity is subject to exponential decay if it decreases at a rate proportional to its current value. Symbolically, this process can be expressed by the following differential equation, where is the quantity and (lambda) is a positive rate ...
). In biology, population dynamics starts with reproduction and death rates to model population changes (
population modeling A population model is a type of mathematical model that is applied to the study of population dynamics. Rationale Models allow a better understanding of how complex interactions and processes work. Modeling of dynamic interactions in nature can ...
). In engineering,
difference equations In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter ...
are used to plot a course of a spacecraft within zero gravity environments, to model
heat transfer Heat transfer is a discipline of thermal engineering that concerns the generation, use, conversion, and exchange of thermal energy ( heat) between physical systems. Heat transfer is classified into various mechanisms, such as thermal conducti ...
,
diffusion Diffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in Gibbs free energy or chemical ...
, and
wave propagation Wave propagation is any of the ways in which waves travel. Single wave propagation can be calculated by 2nd order wave equation ( standing wavefield) or 1st order one-way wave equation. With respect to the direction of the oscillation relative ...
. The discrete analogue of
Green's theorem In vector calculus, Green's theorem relates a line integral around a simple closed curve to a double integral over the plane region bounded by . It is the two-dimensional special case of Stokes' theorem. Theorem Let be a positively orie ...
is applied in an instrument known as a planimeter, which is used to calculate the area of a flat surface on a drawing. For example, it can be used to calculate the amount of area taken up by an irregularly shaped flower bed or swimming pool when designing the layout of a piece of property. It can be used to efficiently calculate sums of rectangular domains in images, to rapidly extract features and detect object; another algorithm that could be used is the summed area table. In the realm of medicine, calculus can be used to find the optimal branching angle of a blood vessel so as to maximize flow. From the decay laws for a particular drug's elimination from the body, it is used to derive dosing laws. In nuclear medicine, it is used to build models of radiation transport in targeted tumor therapies. In economics, calculus allows for the determination of maximal profit by calculating both
marginal cost In economics, the marginal cost is the change in the total cost that arises when the quantity produced is incremented, the cost of producing additional quantity. In some contexts, it refers to an increment of one unit of output, and in others it ...
and
marginal revenue Marginal revenue (or marginal benefit) is a central concept in microeconomics that describes the additional total revenue generated by increasing product sales by 1 unit.Bradley R. chiller, "Essentials of Economics", New York: McGraw-Hill, Inc., ...
, as well as modeling of markets. Discrete calculus can be used in conjunction with other mathematical disciplines. For example, it can be used in
probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set ...
to determine the probability of a discrete random variable from an assumed density function.


Calculus of differences and sums

Suppose a function (a 0-cochain) f is defined at points separated by an increment \Delta x=h>0: :a, a+h, a+2h, \ldots, a+nh,\ldots The ''difference'' (or the
exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
, or the coboundary operator) of the function is given by: :\big(\Delta f\big)\big( ,x+hbig)=f(x+h)-f(x). It is defined at each of the above intervals; it is a 1-cochain. Suppose a 1-cochain g is defined at each of the above intervals. Then its ''sum'' is a function (a 0-cochain) defined at each of the points by: :\left(\sum g\right)\!(a+nh) = \sum_^ g\big( +(i-1)h,a+ihbig). These are their properties: * Constant rule: If c is a constant, then ::\Delta c = 0 *
Linearity Linearity is the property of a mathematical relationship ('' function'') that can be graphically represented as a straight line. Linearity is closely related to '' proportionality''. Examples in physics include rectilinear motion, the linear ...
: if a and b are constants, ::\Delta (a f + b g) = a \,\Delta f + b \,\Delta g,\quad \sum (a f + b g) = a \,\sum f + b \,\sum g *
Product rule In calculus, the product rule (or Leibniz rule or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions. For two functions, it may be stated in Lagrange's notation as (u \cdot v)' = u ' \cdot v ...
: :: \Delta (f g) = f \,\Delta g + g \,\Delta f + \Delta f \,\Delta g *
Fundamental theorem of calculus The fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at each time) with the concept of integrating a function (calculating the area under its graph, or ...
I: :: \left( \sum \Delta f\right)\!(a+nh) = f(a+nh)-f(a) * Fundamental theorem of calculus II: :: \Delta\!\left(\sum g\right) = g The definitions are applied to graphs as follows. If a function (a 0-cochain) f is defined at the nodes of a graph: :a, b, c, \ldots then its ''
exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
'' (or the differential) is the difference, i.e., the following function defined on the edges of the graph (1-cochain): :\left(df\right)\!\big( ,bbig) = f(b)-f(a). If g is a 1-cochain, then its ''
integral In mathematics, an integral assigns numbers to functions in a way that describes displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along wit ...
'' over a sequence of edges \sigma of the graph is the sum of its values over all edges of \sigma ("path integral"): :\int_\sigma g = \sum_ g\big( ,bbig). These are the properties: * Constant rule: If c is a constant, then ::dc = 0 * Linearity: if a and b are constants, ::d(a f + b g) = a \,df + b \,dg,\quad \int_\sigma (a f + b g) = a \,\int_\sigma f + b \,\int_\sigma g * Product rule: ::d(f g) = f \,dg + g \,df + df \,dg * Fundamental theorem of calculus I: if a 1-chain \sigma consists of the edges _0,a_1 _1,a_2..., _,a_n/math>, then for any 0-cochain f ::\int_\sigma df = f(a_n)-f(a_0) * Fundamental theorem of calculus II: if the graph is a
tree In botany, a tree is a perennial plant with an elongated stem, or trunk, usually supporting branches and leaves. In some usages, the definition of a tree may be narrower, including only woody plants with secondary growth, plants that are ...
, g is a 1-cochain, and a function (0-cochain) is defined on the nodes of the graph by ::f(x) = \int_\sigma g :where a 1-chain \sigma consists of _0,a_1 _1,a_2..., _,x/math> for some fixed a_0, then ::df = g See references.


Chains of simplices and cubes

A simplicial complex S is a set of
simplices In geometry, a simplex (plural: simplexes or simplices) is a generalization of the notion of a triangle or tetrahedron to arbitrary dimensions. The simplex is so-named because it represents the simplest possible polytope in any given dimension. ...
that satisfies the following conditions: :1. Every
face The face is the front of an animal's head that features the eyes, nose and mouth, and through which animals express many of their emotions. The face is crucial for human identity, and damage such as scarring or developmental deformities may aff ...
of a simplex from S is also in S. :2. The non-empty intersection of any two simplices \sigma_1, \sigma_2 \in S is a face of both \sigma_1 and \sigma_2. By definition, an
orientation Orientation may refer to: Positioning in physical space * Map orientation, the relationship between directions on a map and compass directions * Orientation (housing), the position of a building with respect to the sun, a concept in building de ...
of a ''k''-simplex is given by an ordering of the vertices, written as (v_0,...,v_k), with the rule that two orderings define the same orientation if and only if they differ by an
even permutation In mathematics, when ''X'' is a finite set with at least two elements, the permutations of ''X'' (i.e. the bijective functions from ''X'' to ''X'') fall into two classes of equal size: the even permutations and the odd permutations. If any total ...
. Thus every simplex has exactly two orientations, and switching the order of two vertices changes an orientation to the opposite orientation. For example, choosing an orientation of a 1-simplex amounts to choosing one of the two possible directions, and choosing an orientation of a 2-simplex amounts to choosing what "counterclockwise" should mean. Let S be a simplicial complex. A simplicial ''k''-chain is a finite
formal sum In mathematics, a formal sum, formal series, or formal linear combination may be: *In group theory, an element of a free abelian group, a sum of finitely many elements from a given basis set multiplied by integer coefficients. *In linear algebra, an ...
:\sum_^N c_i \sigma_i, \, where each ''c''''i'' is an integer and σ''i'' is an oriented ''k''-simplex. In this definition, we declare that each oriented simplex is equal to the negative of the simplex with the opposite orientation. For example, : (v_0,v_1) = -(v_1,v_0). The
vector space In mathematics and physics, a vector space (also called a linear space) is a set whose elements, often called '' vectors'', may be added together and multiplied ("scaled") by numbers called ''scalars''. Scalars are often real numbers, but can ...
of ''k''-chains on S is written C_k. It has a basis in one-to-one correspondence with the set of ''k''-simplices in S. To define a basis explicitly, one has to choose an orientation of each simplex. One standard way to do this is to choose an ordering of all the vertices and give each simplex the orientation corresponding to the induced ordering of its vertices. Let \sigma = (v_0,...,v_k) be an oriented ''k''-simplex, viewed as a basis element of C_k. The boundary operator :\partial_k: C_k \rightarrow C_ is the
linear operator 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 vect ...
defined by: :\partial_k(\sigma)=\sum_^k (-1)^i (v_0 , \dots , \widehat , \dots ,v_k), where the oriented simplex :(v_0 , \dots , \widehat , \dots ,v_k) is the ith face of \sigma, obtained by deleting its ith vertex. In C_k, elements of the subgroup :Z_k = \ker \partial_k are referred to as cycles, and the subgroup :B_k = \operatorname \partial_ is said to consist of boundaries. A direct computation shows that \partial^2= 0. In geometric terms, this says that the boundary of anything has no boundary. Equivalently, the vector spaces (C_k, \partial_k) form a
chain complex In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of t ...
. Another equivalent statement is that B_k is contained in Z_k. A
cubical complex In mathematics, a cubical complex (also called cubical set and Cartesian complex) is a set composed of points, line segments, squares, cubes, and their ''n''-dimensional counterparts. They are used analogously to simplicial complexes and CW c ...
is a
set Set, The Set, SET or SETS may refer to: Science, technology, and mathematics Mathematics *Set (mathematics), a collection of elements *Category of sets, the category whose objects and morphisms are sets and total functions, respectively Electro ...
composed of points, line segments,
square In Euclidean geometry, a square is a regular quadrilateral, which means that it has four equal sides and four equal angles (90- degree angles, π/2 radian angles, or right angles). It can also be defined as a rectangle with two equal-length a ...
s, cubes, and their ''n''-dimensional counterparts. They are used analogously to simplices to form complexes. An elementary interval is a subset I\subset\mathbf of the form : I = ell, \ell+1quad\text\quad I= ell, \ell/math> for some \ell\in\mathbf. An elementary cube Q is the finite product of elementary intervals, i.e. : Q=I_1\times I_2\times \cdots\times I_d\subset \mathbf^d where I_1,I_2,\ldots,I_d are elementary intervals. Equivalently, an elementary cube is any translate of a unit cube ,1n embedded in
Euclidean space Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, that is, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are Euclidean ...
\mathbf^d (for some n,d\in\mathbf\cup\ with n\leq d). A set X\subseteq\mathbf^d is a cubical complex if it can be written as a union of elementary cubes (or possibly, is homeomorphic to such a set) and it contains all of the faces of all of its cubes. The boundary operator and the chain complex are defined similarly to those for simplicial complexes. More general are
cell complex A CW complex (also called cellular complex or cell complex) is a kind of a topological space that is particularly important in algebraic topology. It was introduced by J. H. C. Whitehead (open access) to meet the needs of homotopy theory. This clas ...
es. A
chain complex In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of t ...
(C_*, \partial_*) is a sequence of
vector space In mathematics and physics, a vector space (also called a linear space) is a set whose elements, often called '' vectors'', may be added together and multiplied ("scaled") by numbers called ''scalars''. Scalars are often real numbers, but can ...
s \ldots,C_0, C_1, C_2, C_3, C_4, \ldots connected by
linear operator 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 vect ...
s (called boundary operators) \partial_n : C_n \to C_, such that the composition of any two consecutive maps is the zero map. Explicitly, the boundary operators satisfy \partial_n \circ \partial_ = 0, or with indices suppressed, \partial^2 = 0. The complex may be written out as follows. :: \cdots \xleftarrow C_0 \xleftarrow C_1 \xleftarrow C_2 \xleftarrow C_3 \xleftarrow C_4 \xleftarrow \cdots A
simplicial map A simplicial map (also called simplicial mapping) is a function between two simplicial complexes, with the property that the images of the vertices of a simplex always span a simplex. Simplicial maps can be used to approximate continuous functions ...
is a map between simplicial complexes with the property that the images of the vertices of a simplex always span a simplex (therefore, vertices have vertices for images). A simplicial map f from a simplicial complex S to another T is a function from the vertex set of S to the vertex set of T such that the image of each simplex in S (viewed as a set of vertices) is a simplex in T. It generates a linear map, called a
chain map A chain is a serial assembly of connected pieces, called links, typically made of metal, with an overall character similar to that of a rope in that it is flexible and curved in compression but linear, rigid, and load-bearing in tension. A ...
, from the chain complex of S to the chain complex of T. Explicitly, it is given on k-chains by :f((v_0, \ldots, v_k)) = (f(v_0),\ldots,f(v_k)) if f(v_0), ..., f(v_k) are all distinct, and otherwise it is set equal to 0. A chain map f between two chain complexes (A_*, d_) and (B_*, d_) is a sequence f_* of homomorphisms f_n : A_n \rightarrow B_n for each n that commutes with the boundary operators on the two chain complexes, so d_ \circ f_n = f_ \circ d_. This is written out in the following commutative diagram: : A chain map sends cycles to cycles and boundaries to boundaries. See references.


Discrete differential forms: cochains

For each vector space ''Ci'' in the chain complex we consider its dual space C_i^* := \mathrm(C_i,), and d^i=\partial^*_i is its dual linear operator : d^: C_^* \to C_^*. This has the effect of "reversing all the arrows" of the original complex, leaving a
cochain complex In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of th ...
: \cdots \leftarrow C_^* \stackrel\ C_^* \stackrel C_^* \leftarrow \cdots The
cochain complex In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of th ...
(C^*, d^*) is the dual notion to a chain complex. It consists of a sequence of vector spaces ...,C_0, C_1, C_2, C_3, C_4, ... connected by linear operators d^n: C^n\to C^ satisfying d^\circ d^n = 0. The cochain complex may be written out in a similar fashion to the chain complex. :: \cdots \xrightarrow C^0 \xrightarrow C^1 \xrightarrow C^2 \xrightarrow C^3 \xrightarrow C^4 \xrightarrow \cdots The index n in either C_n or C^n is referred to as the degree (or dimension). The difference between chain and cochain complexes is that, in chain complexes, the differentials decrease dimension, whereas in cochain complexes they increase dimension. The elements of the individual vector spaces of a (co)chain complex are called cochains. The elements in the
kernel Kernel may refer to: Computing * Kernel (operating system), the central component of most operating systems * Kernel (image processing), a matrix used for image convolution * Compute kernel, in GPGPU programming * Kernel method, in machine learn ...
of d are called cocycles (or closed elements), and the elements in the image of d are called coboundaries (or exact elements). Right from the definition of the differential, all boundaries are cycles. The
Poincaré lemma In mathematics, especially vector calculus and differential topology, a closed form is a differential form ''α'' whose exterior derivative is zero (), and an exact form is a differential form, ''α'', that is the exterior derivative of another ...
states that if B is an open ball in ^n, any closed p-form \omega defined on B is exact, for any integer p with 1 \le p\le n. When we refer to cochains as discrete (differential) forms, we refer to d as the exterior derivative. We also use the calculus notation for the values of the forms: :\omega (s)=\int_s\omega. Stokes' theorem is a statement about the discrete differential forms on manifolds, which generalizes the fundamental theorem of discrete calculus for a partition of an interval: :\sum_^ \frac(a+ih+h/2) \, \Delta x = F(b) - F(a). Stokes' theorem says that the sum of a form \omega over the
boundary Boundary or Boundaries may refer to: * Border, in political geography Entertainment * ''Boundaries'' (2016 film), a 2016 Canadian film * ''Boundaries'' (2018 film), a 2018 American-Canadian road trip film *Boundary (cricket), the edge of the pla ...
of some
orientable In mathematics, orientability is a property of some topological spaces such as real vector spaces, Euclidean spaces, surfaces, and more generally manifolds that allows a consistent definition of "clockwise" and "counterclockwise". A space i ...
manifold \Omega is equal to the sum of its
exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
d\omega over the whole of \Omega, i.e., :\int_\Omega d\omega=\int_\omega\,. It is worthwhile to examine the underlying principle by considering an example for d=2 dimensions. The essential idea can be understood by the diagram on the left, which shows that, in an oriented tiling of a manifold, the interior paths are traversed in opposite directions; their contributions to the path integral thus cancel each other pairwise. As a consequence, only the contribution from the boundary remains. See references.


The wedge product of forms

In discrete calculus, this is a construction that creates from forms higher order forms: adjoining two cochains of degree p and q to form a composite cochain of degree p + q. For
cubical complex In mathematics, a cubical complex (also called cubical set and Cartesian complex) is a set composed of points, line segments, squares, cubes, and their ''n''-dimensional counterparts. They are used analogously to simplicial complexes and CW c ...
es, the
wedge product A wedge is a triangular shaped tool, and is a portable inclined plane, and one of the six simple machines. It can be used to separate two objects or portions of an object, lift up an object, or hold an object in place. It functions by convert ...
is defined on every cube seen as a vector space of the same dimension. For simplicial complexes, the wedge product is implemented as the
cup product In mathematics, specifically in algebraic topology, the cup product is a method of adjoining two cocycles of degree ''p'' and ''q'' to form a composite cocycle of degree ''p'' + ''q''. This defines an associative (and distributive) graded commutati ...
: if f^p is a p-cochain and g^q is a q-cochain, then :(f^p \smile g^q)(\sigma) = f^p(\sigma_) \cdot g^q(\sigma_) where \sigma is a (p + q) - simplex and \sigma_S,\ S \subset \, is the simplex spanned by S into the (p+q)-simplex whose vertices are indexed by \. So, \sigma_ is the p-th ''front face'' and \sigma_ is the q-th ''back face'' of \sigma, respectively. The
coboundary In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is included in the kernel of th ...
of the cup product of cochains f^p and g^q is given by :d(f^p \smile g^q) = d \smile g^q + (-1)^p(f^p \smile d). The cup product of two cocycles is again a cocycle, and the product of a coboundary with a cocycle (in either order) is a coboundary. The cup product operation satisfies the identity :\alpha^p \smile \beta^q = (-1)^(\beta^q \smile \alpha^p). In other words, the corresponding multiplication is graded-commutative. See references.


Laplace operator

The Laplace operator \Delta f of a function f at a vertex p, is (up to a factor) the rate at which the average value of f over a cellular neighborhood of p deviates from f(p). The Laplace operator represents the flux density of the gradient flow of a function. For instance, the net rate at which a chemical dissolved in a fluid moves toward or away from some point is proportional to the Laplace operator of the chemical concentration at that point; expressed symbolically, the resulting equation is the diffusion equation. For these reasons, it is extensively used in the sciences for modelling various physical phenomena. The codifferential :\delta:C^k\to C^ is an operator defined on k-forms by: :\delta = (-1)^ d = (-1)^\, ^ d , where d is the
exterior derivative On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
or differential and \star is the
Hodge star operator In mathematics, the Hodge star operator or Hodge star is a linear map defined on the exterior algebra of a finite-dimensional oriented vector space endowed with a nondegenerate symmetric bilinear form. Applying the operator to an element of the ...
. The codifferential is 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 the exterior derivative according to Stokes' theorem: : (\eta,\delta \zeta) = (d\eta,\zeta). Since the differential satisfies d^2=0, the codifferential has the corresponding property :\delta^2 = d d = (-1)^ d^2 = 0 . The Laplace operator is defined by: :\Delta = (\delta + d)^2 = \delta d + d\delta . See references.


Related

*
Discrete element method A discrete element method (DEM), also called a distinct element method, is any of a family of numerical methods for computing the motion and effect of a large number of small particles. Though DEM is very closely related to molecular dynamics, t ...
*
Divided differences In mathematics, divided differences is an algorithm, historically used for computing tables of logarithms and trigonometric functions. Charles Babbage's difference engine, an early mechanical calculator, was designed to use this algorithm in its o ...
*
Finite difference coefficient In mathematics, to approximate a derivative to an arbitrary order of accuracy, it is possible to use the finite difference. A finite difference can be central, forward or backward. Central finite difference This table contains the coefficients o ...
*
Finite difference method In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are ...
*
Finite element method The finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat ...
*
Finite volume method The finite volume method (FVM) is a method for representing and evaluating partial differential equations in the form of algebraic equations. In the finite volume method, volume integrals in a partial differential equation that contain a divergenc ...
*
Numerical differentiation In numerical analysis, numerical differentiation algorithms estimate the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function. Finite differences The simp ...
*
Numerical integration In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations ...
*
Numerical methods for ordinary differential equations Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also ...


See also

*
Calculus of finite differences A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the ...
*
Calculus on finite weighted graphs In mathematics, calculus on finite weighted graphs is a discrete calculus for functions whose Domain of a function, domain is the vertex set of a Graph (discrete mathematics), graph with a finite number of Vertex (graph theory), vertices and weights ...
*
Cellular automaton A cellular automaton (pl. cellular automata, abbrev. CA) is a discrete model of computation studied in automata theory. Cellular automata are also called cellular spaces, tessellation automata, homogeneous structures, cellular structures, tesse ...
*
Discrete differential geometry Discrete differential geometry is the study of discrete counterparts of notions in differential geometry. Instead of smooth curves and surfaces, there are polygons, meshes, and simplicial complexes. It is used in the study of computer graphics, g ...
*
Discrete Laplace operator In mathematics, the discrete Laplace operator is an analog of the continuous Laplace operator, defined so that it has meaning on a graph or a discrete grid. For the case of a finite-dimensional graph (having a finite number of edges and vertice ...
* Calculus of finite differences, discrete calculus or discrete analysis *
Discrete Morse theory Discrete Morse theory is a combinatorial adaptation of Morse theory developed by Robin Forman. The theory has various practical applications in diverse fields of applied mathematics and computer science, such as configuration spaces, homology com ...


References

{{Reflist Algebraic topology Applied mathematics Calculus Discrete mathematics Finite differences Linear operators in calculus Mathematical analysis Non-Newtonian calculus Numerical analysis Numerical differential equations