Mean Value Theorem on Manifolds
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The Directional Derivative the Derivative of a Real Valued Function (Scalar field) with Respect to a Vector
Math 253 The Directional Derivative The derivative of a real valued function (scalar field) with respect to a vector. f(x + h) f(x) What is the vector space analog to the usual derivative in one variable? f 0(x) = lim − ? h 0 h ! x -2 0 2 5 Suppose f is a real valued function (a mapping f : Rn R). ! (e.g. f(x; y) = x2 y2). − 0 Unlike the case with plane figures, functions grow in a variety of z ways at each point on a surface (or n{dimensional structure). We'll be interested in examining the way (f) changes as we move -5 from a point X~ to a nearby point in a particular direction. -2 0 y 2 Figure 1: f(x; y) = x2 y2 − The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point . z -5 -2 0 y 2 Figure 2: f(x; y) = x2 y2 − y If we give the direction by using a second vector, say ~u, then for →u X→ + h any real number h, the vector X~ + h~u represents a change in X→ position from X~ along a line through X~ parallel to ~u. →u →u h x Figure 3: Change in position along line parallel to ~u The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point . -
Cauchy Integral Theorem
Cauchy’s Theorems I Ang M.S. Augustin-Louis Cauchy October 26, 2012 1789 – 1857 References Murray R. Spiegel Complex V ariables with introduction to conformal mapping and its applications Dennis G. Zill , P. D. Shanahan A F irst Course in Complex Analysis with Applications J. H. Mathews , R. W. Howell Complex Analysis F or Mathematics and Engineerng 1 Summary • Cauchy Integral Theorem Let f be analytic in a simply connected domain D. If C is a simple closed contour that lies in D , and there is no singular point inside the contour, then ˆ f (z) dz = 0 C • Cauchy Integral Formula (For simple pole) If there is a singular point z0 inside the contour, then ˛ f(z) dz = 2πj f(z0) z − z0 • Generalized Cauchy Integral Formula (For pole with any order) ˛ f(z) 2πj (n−1) n dz = f (z0) (z − z0) (n − 1)! • Cauchy Inequality M · n! f (n)(z ) ≤ 0 rn • Gauss Mean Value Theorem ˆ 2π ( ) 1 jθ f(z0) = f z0 + re dθ 2π 0 1 2 Related Mathematics Review 2.1 Stoke’s Theorem ¨ ˛ r × F¯ · dS = F¯ · dr Σ @Σ (The proof is skipped) ¯ Consider F = (FX ;FY ;FZ ) 0 1 x^ y^ z^ B @ @ @ C r × F¯ = det B C @ @x @y @z A FX FY FZ Let FZ = 0 0 1 x^ y^ z^ B @ @ @ C r × F¯ = det B C @ @x @y @z A FX FY 0 dS =ndS ^ , for dS = dxdy , n^ =z ^ . By z^ · z^ = 1 , consider z^ component only for r × F¯ 0 1 x^ y^ z^ ( ) B @ @ @ C @F @F r × F¯ = det B C = Y − X z^ @ @x @y @z A @x @y FX FY 0 i.e. -
The Matrix Calculus You Need for Deep Learning
The Matrix Calculus You Need For Deep Learning Terence Parr and Jeremy Howard July 3, 2018 (We teach in University of San Francisco's MS in Data Science program and have other nefarious projects underway. You might know Terence as the creator of the ANTLR parser generator. For more material, see Jeremy's fast.ai courses and University of San Francisco's Data Institute in- person version of the deep learning course.) HTML version (The PDF and HTML were generated from markup using bookish) Abstract This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this material before you start learning to train and use deep learning in practice; rather, this material is for those who are already familiar with the basics of neural networks, and wish to deepen their understanding of the underlying math. Don't worry if you get stuck at some point along the way|just go back and reread the previous section, and try writing down and working through some examples. And if you're still stuck, we're happy to answer your questions in the Theory category at forums.fast.ai. Note: There is a reference section at the end of the paper summarizing all the key matrix calculus rules and terminology discussed here. arXiv:1802.01528v3 [cs.LG] 2 Jul 2018 1 Contents 1 Introduction 3 2 Review: Scalar derivative rules4 3 Introduction to vector calculus and partial derivatives5 4 Matrix calculus 6 4.1 Generalization of the Jacobian . -
1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem
Seunghee Ye Ma 8: Week 5 Oct 28 Week 5 Summary In Section 1, we go over the Mean Value Theorem and its applications. In Section 2, we will recap what we have covered so far this term. Topics Page 1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem . .1 2 Midterm Review 5 2.1 Proof Techniques . .5 2.2 Sequences . .6 2.3 Series . .7 2.4 Continuity and Differentiability of Functions . .9 1 Mean Value Theorem The Mean Value Theorem is the following result: Theorem 1.1 (Mean Value Theorem). Let f be a continuous function on [a; b], which is differentiable on (a; b). Then, there exists some value c 2 (a; b) such that f(b) − f(a) f 0(c) = b − a Intuitively, the Mean Value Theorem is quite trivial. Say we want to drive to San Francisco, which is 380 miles from Caltech according to Google Map. If we start driving at 8am and arrive at 12pm, we know that we were driving over the speed limit at least once during the drive. This is exactly what the Mean Value Theorem tells us. Since the distance travelled is a continuous function of time, we know that there is a point in time when our speed was ≥ 380=4 >>> speed limit. As we can see from this example, the Mean Value Theorem is usually not a tough theorem to understand. The tricky thing is realizing when you should try to use it. Roughly speaking, we use the Mean Value Theorem when we want to turn the information about a function into information about its derivative, or vice-versa. -
A Brief Tour of Vector Calculus
A BRIEF TOUR OF VECTOR CALCULUS A. HAVENS Contents 0 Prelude ii 1 Directional Derivatives, the Gradient and the Del Operator 1 1.1 Conceptual Review: Directional Derivatives and the Gradient........... 1 1.2 The Gradient as a Vector Field............................ 5 1.3 The Gradient Flow and Critical Points ....................... 10 1.4 The Del Operator and the Gradient in Other Coordinates*............ 17 1.5 Problems........................................ 21 2 Vector Fields in Low Dimensions 26 2 3 2.1 General Vector Fields in Domains of R and R . 26 2.2 Flows and Integral Curves .............................. 31 2.3 Conservative Vector Fields and Potentials...................... 32 2.4 Vector Fields from Frames*.............................. 37 2.5 Divergence, Curl, Jacobians, and the Laplacian................... 41 2.6 Parametrized Surfaces and Coordinate Vector Fields*............... 48 2.7 Tangent Vectors, Normal Vectors, and Orientations*................ 52 2.8 Problems........................................ 58 3 Line Integrals 66 3.1 Defining Scalar Line Integrals............................. 66 3.2 Line Integrals in Vector Fields ............................ 75 3.3 Work in a Force Field................................. 78 3.4 The Fundamental Theorem of Line Integrals .................... 79 3.5 Motion in Conservative Force Fields Conserves Energy .............. 81 3.6 Path Independence and Corollaries of the Fundamental Theorem......... 82 3.7 Green's Theorem.................................... 84 3.8 Problems........................................ 89 4 Surface Integrals, Flux, and Fundamental Theorems 93 4.1 Surface Integrals of Scalar Fields........................... 93 4.2 Flux........................................... 96 4.3 The Gradient, Divergence, and Curl Operators Via Limits* . 103 4.4 The Stokes-Kelvin Theorem..............................108 4.5 The Divergence Theorem ...............................112 4.6 Problems........................................114 List of Figures 117 i 11/14/19 Multivariate Calculus: Vector Calculus Havens 0. -
MATH 25B Professor: Bena Tshishiku Michele Tienni Lowell House
MATH 25B Professor: Bena Tshishiku Michele Tienni Lowell House Cambridge, MA 02138 [email protected] Please note that these notes are not official and they are not to be considered as a sub- stitute for your notes. Specifically, you should not cite these notes in any of the work submitted for the class (problem sets, exams). The author does not guarantee the accu- racy of the content of this document. If you find a typo (which will probably happen) feel free to email me. Contents 1. January 225 1.1. Functions5 1.2. Limits6 2. January 247 2.1. Theorems about limits7 2.2. Continuity8 3. January 26 10 3.1. Continuity theorems 10 4. January 29 – Notes by Kim 12 4.1. Least Upper Bound property (the secret sauce of R) 12 4.2. Proof of the intermediate value theorem 13 4.3. Proof of the boundedness theorem 13 5. January 31 – Notes by Natalia 14 5.1. Generalizing the boundedness theorem 14 5.2. Subsets of Rn 14 5.3. Compactness 15 6. February 2 16 6.1. Onion ring theorem 16 6.2. Proof of Theorem 6.5 17 6.3. Compactness of closed rectangles 17 6.4. Further applications of compactness 17 7. February 5 19 7.1. Derivatives 19 7.2. Computing derivatives 20 8. February 7 22 8.1. Chain rule 22 Date: April 25, 2018. 1 8.2. Meaning of f 0 23 9. February 9 25 9.1. Polynomial approximation 25 9.2. Derivative magic wands 26 9.3. Taylor’s Theorem 27 9.4. -
The Mean Value Theorem) – Be Able to Precisely State the Mean Value Theorem and Rolle’S Theorem
Math 220 { Test 3 Information The test will be given during your lecture period on Wednesday (April 27, 2016). No books, notes, scratch paper, calculators or other electronic devices are allowed. Bring a Student ID. It may be helpful to look at • http://www.math.illinois.edu/~murphyrf/teaching/M220-S2016/ { Volumes worksheet, quizzes 8, 9, 10, 11 and 12, and Daily Assignments for a summary of each lecture • https://compass2g.illinois.edu/ { Homework solutions • http://www.math.illinois.edu/~murphyrf/teaching/M220/ { Tests and quizzes in my previous courses • Section 3.10 (Linear Approximation and Differentials) { Be able to use a tangent line (or differentials) in order to approximate the value of a function near the point of tangency. • Section 4.2 (The Mean Value Theorem) { Be able to precisely state The Mean Value Theorem and Rolle's Theorem. { Be able to decide when functions satisfy the conditions of these theorems. If a function does satisfy the conditions, then be able to find the value of c guaranteed by the theorems. { Be able to use The Mean Value Theorem, Rolle's Theorem, or earlier important the- orems such as The Intermediate Value Theorem to prove some other fact. In the homework these often involved roots, solutions, x-intercepts, or intersection points. • Section 4.8 (Newton's Method) { Understand the graphical basis for Newton's Method (that is, use the point where the tangent line crosses the x-axis as your next estimate for a root of a function). { Be able to apply Newton's Method to approximate roots, solutions, x-intercepts, or intersection points. -
Policy Gradient
Lecture 7: Policy Gradient Lecture 7: Policy Gradient David Silver Lecture 7: Policy Gradient Outline 1 Introduction 2 Finite Difference Policy Gradient 3 Monte-Carlo Policy Gradient 4 Actor-Critic Policy Gradient Lecture 7: Policy Gradient Introduction Policy-Based Reinforcement Learning In the last lecture we approximated the value or action-value function using parameters θ, V (s) V π(s) θ ≈ Q (s; a) Qπ(s; a) θ ≈ A policy was generated directly from the value function e.g. using -greedy In this lecture we will directly parametrise the policy πθ(s; a) = P [a s; θ] j We will focus again on model-free reinforcement learning Lecture 7: Policy Gradient Introduction Value-Based and Policy-Based RL Value Based Learnt Value Function Implicit policy Value Function Policy (e.g. -greedy) Policy Based Value-Based Actor Policy-Based No Value Function Critic Learnt Policy Actor-Critic Learnt Value Function Learnt Policy Lecture 7: Policy Gradient Introduction Advantages of Policy-Based RL Advantages: Better convergence properties Effective in high-dimensional or continuous action spaces Can learn stochastic policies Disadvantages: Typically converge to a local rather than global optimum Evaluating a policy is typically inefficient and high variance Lecture 7: Policy Gradient Introduction Rock-Paper-Scissors Example Example: Rock-Paper-Scissors Two-player game of rock-paper-scissors Scissors beats paper Rock beats scissors Paper beats rock Consider policies for iterated rock-paper-scissors A deterministic policy is easily exploited A uniform random policy -
Calculus Terminology
AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential -
High Order Gradient, Curl and Divergence Conforming Spaces, with an Application to NURBS-Based Isogeometric Analysis
High order gradient, curl and divergence conforming spaces, with an application to compatible NURBS-based IsoGeometric Analysis R.R. Hiemstraa, R.H.M. Huijsmansa, M.I.Gerritsmab aDepartment of Marine Technology, Mekelweg 2, 2628CD Delft bDepartment of Aerospace Technology, Kluyverweg 2, 2629HT Delft Abstract Conservation laws, in for example, electromagnetism, solid and fluid mechanics, allow an exact discrete representation in terms of line, surface and volume integrals. We develop high order interpolants, from any basis that is a partition of unity, that satisfy these integral relations exactly, at cell level. The resulting gradient, curl and divergence conforming spaces have the propertythat the conservationlaws become completely independent of the basis functions. This means that the conservation laws are exactly satisfied even on curved meshes. As an example, we develop high ordergradient, curl and divergence conforming spaces from NURBS - non uniform rational B-splines - and thereby generalize the compatible spaces of B-splines developed in [1]. We give several examples of 2D Stokes flow calculations which result, amongst others, in a point wise divergence free velocity field. Keywords: Compatible numerical methods, Mixed methods, NURBS, IsoGeometric Analyis Be careful of the naive view that a physical law is a mathematical relation between previously defined quantities. The situation is, rather, that a certain mathematical structure represents a given physical structure. Burke [2] 1. Introduction In deriving mathematical models for physical theories, we frequently start with analysis on finite dimensional geometric objects, like a control volume and its bounding surfaces. We assign global, ’measurable’, quantities to these different geometric objects and set up balance statements. -
Calculus Formulas and Theorems
Formulas and Theorems for Reference I. Tbigonometric Formulas l. sin2d+c,cis2d:1 sec2d l*cot20:<:sc:20 +.I sin(-d) : -sitt0 t,rs(-//) = t r1sl/ : -tallH 7. sin(A* B) :sitrAcosB*silBcosA 8. : siri A cos B - siu B <:os,;l 9. cos(A+ B) - cos,4cos B - siuA siriB 10. cos(A- B) : cosA cosB + silrA sirrB 11. 2 sirrd t:osd 12. <'os20- coS2(i - siu20 : 2<'os2o - I - 1 - 2sin20 I 13. tan d : <.rft0 (:ost/ I 14. <:ol0 : sirrd tattH 1 15. (:OS I/ 1 16. cscd - ri" 6i /F tl r(. cos[I ^ -el : sitt d \l 18. -01 : COSA 215 216 Formulas and Theorems II. Differentiation Formulas !(r") - trr:"-1 Q,:I' ]tra-fg'+gf' gJ'-,f g' - * (i) ,l' ,I - (tt(.r))9'(.,') ,i;.[tyt.rt) l'' d, \ (sttt rrJ .* ('oqI' .7, tJ, \ . ./ stll lr dr. l('os J { 1a,,,t,:r) - .,' o.t "11'2 1(<,ot.r') - (,.(,2.r' Q:T rl , (sc'c:.r'J: sPl'.r tall 11 ,7, d, - (<:s<t.r,; - (ls(].]'(rot;.r fr("'),t -.'' ,1 - fr(u") o,'ltrc ,l ,, 1 ' tlll ri - (l.t' .f d,^ --: I -iAl'CSllLl'l t!.r' J1 - rz 1(Arcsi' r) : oT Il12 Formulas and Theorems 2I7 III. Integration Formulas 1. ,f "or:artC 2. [\0,-trrlrl *(' .t "r 3. [,' ,t.,: r^x| (' ,I 4. In' a,,: lL , ,' .l 111Q 5. In., a.r: .rhr.r' .r r (' ,l f 6. sirr.r d.r' - ( os.r'-t C ./ 7. /.,,.r' dr : sitr.i'| (' .t 8. tl:r:hr sec,rl+ C or ln Jccrsrl+ C ,f'r^rr f 9. -
Approaching Green's Theorem Via Riemann Sums
APPROACHING GREEN’S THEOREM VIA RIEMANN SUMS JENNIE BUSKIN, PHILIP PROSAPIO, AND SCOTT A. TAYLOR ABSTRACT. We give a proof of Green’s theorem which captures the underlying intuition and which relies only on the mean value theorems for derivatives and integrals and on the change of variables theorem for double integrals. 1. INTRODUCTION The counterpoint of the discrete and continuous has been, perhaps even since Eu- clid, the essence of many mathematical fugues. Despite this, there are fundamental mathematical subjects where their voices are difficult to distinguish. For example, although early Calculus courses make much of the passage from the discrete world of average rate of change and Riemann sums to the continuous (or, more accurately, smooth) world of derivatives and integrals, by the time the student reaches the cen- tral material of vector calculus: scalar fields, vector fields, and their integrals over curves and surfaces, the voice of discrete mathematics has been obscured by the coloratura of continuous mathematics. Our aim in this article is to restore the bal- ance of the voices by showing how Green’s Theorem can be understood from the discrete point of view. Although Green’s Theorem admits many generalizations (the most important un- doubtedly being the Generalized Stokes’ Theorem from the theory of differentiable manifolds), we restrict ourselves to one of its simplest forms: Green’s Theorem. Let S ⊂ R2 be a compact surface bounded by (finitely many) simple closed piecewise C1 curves oriented so that S is on their left. Suppose that M F = is a C1 vector field defined on an open set U containing S.