Two-Dimensional Differential Operators
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Arxiv:1507.07356V2 [Math.AP]
TEN EQUIVALENT DEFINITIONS OF THE FRACTIONAL LAPLACE OPERATOR MATEUSZ KWAŚNICKI Abstract. This article discusses several definitions of the fractional Laplace operator ( ∆)α/2 (α (0, 2)) in Rd (d 1), also known as the Riesz fractional derivative − ∈ ≥ operator, as an operator on Lebesgue spaces L p (p [1, )), on the space C0 of ∈ ∞ continuous functions vanishing at infinity and on the space Cbu of bounded uniformly continuous functions. Among these definitions are ones involving singular integrals, semigroups of operators, Bochner’s subordination and harmonic extensions. We collect and extend known results in order to prove that all these definitions agree: on each of the function spaces considered, the corresponding operators have common domain and they coincide on that common domain. 1. Introduction We consider the fractional Laplace operator L = ( ∆)α/2 in Rd, with α (0, 2) and d 1, 2, ... Numerous definitions of L can be found− in− literature: as a Fourier∈ multiplier with∈{ symbol} ξ α, as a fractional power in the sense of Bochner or Balakrishnan, as the inverse of the−| Riesz| potential operator, as a singular integral operator, as an operator associated to an appropriate Dirichlet form, as an infinitesimal generator of an appropriate semigroup of contractions, or as the Dirichlet-to-Neumann operator for an appropriate harmonic extension problem. Equivalence of these definitions for sufficiently smooth functions is well-known and easy. The purpose of this article is to prove that, whenever meaningful, all these definitions are equivalent in the Lebesgue space L p for p [1, ), ∈ ∞ in the space C0 of continuous functions vanishing at infinity, and in the space Cbu of bounded uniformly continuous functions. -
1 Curl and Divergence
Sections 15.5-15.8: Divergence, Curl, Surface Integrals, Stokes' and Divergence Theorems Reeve Garrett 1 Curl and Divergence Definition 1.1 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the divergence of F on D is @ @ @ div F := r · F = ; ; · hf; g; hi = f + g + h ; @x @y @z x y z @ @ @ where r = h @x ; @y ; @z i is the del operator. If div F = 0, we say that F is source free. Note that these definitions (divergence and source free) completely agrees with their 2D analogues in 15.4. Theorem 1.2 Suppose that F is a radial vector field, i.e. if r = hx; y; zi, then for some real number p, r hx;y;zi 3−p F = jrjp = (x2+y2+z2)p=2 , then div F = jrjp . Theorem 1.3 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the curl of F on D is curl F := r × F = hhy − gz; fz − hx; gx − fyi: If curl F = 0, then we say F is irrotational. Note that gx − fy is the 2D curl as defined in section 15.4. Therefore, if we fix a point (a; b; c), [gx − fy](a; b; c), measures the rotation of F at the point (a; b; c) in the plane z = c. Similarly, [hy − gz](a; b; c) measures the rotation of F in the plane x = a at (a; b; c), and [fz − hx](a; b; c) measures the rotation of F in the plane y = b at the point (a; b; c). -
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 . -
Symmetry and Tensors Rotations and Tensors
Symmetry and tensors Rotations and tensors A rotation of a 3-vector is accomplished by an orthogonal transformation. Represented as a matrix, A, we replace each vector, v, by a rotated vector, v0, given by multiplying by A, 0 v = Av In index notation, 0 X vm = Amnvn n Since a rotation must preserve lengths of vectors, we require 02 X 0 0 X 2 v = vmvm = vmvm = v m m Therefore, X X 0 0 vmvm = vmvm m m ! ! X X X = Amnvn Amkvk m n k ! X X = AmnAmk vnvk k;n m Since xn is arbitrary, this is true if and only if X AmnAmk = δnk m t which we can rewrite using the transpose, Amn = Anm, as X t AnmAmk = δnk m In matrix notation, this is t A A = I where I is the identity matrix. This is equivalent to At = A−1. Multi-index objects such as matrices, Mmn, or the Levi-Civita tensor, "ijk, have definite transformation properties under rotations. We call an object a (rotational) tensor if each index transforms in the same way as a vector. An object with no indices, that is, a function, does not transform at all and is called a scalar. 0 A matrix Mmn is a (second rank) tensor if and only if, when we rotate vectors v to v , its new components are given by 0 X Mmn = AmjAnkMjk jk This is what we expect if we imagine Mmn to be built out of vectors as Mmn = umvn, for example. In the same way, we see that the Levi-Civita tensor transforms as 0 X "ijk = AilAjmAkn"lmn lmn 1 Recall that "ijk, because it is totally antisymmetric, is completely determined by only one of its components, say, "123. -
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. -
Curl, Divergence and Laplacian
Curl, Divergence and Laplacian What to know: 1. The definition of curl and it two properties, that is, theorem 1, and be able to predict qualitatively how the curl of a vector field behaves from a picture. 2. The definition of divergence and it two properties, that is, if div F~ 6= 0 then F~ can't be written as the curl of another field, and be able to tell a vector field of clearly nonzero,positive or negative divergence from the picture. 3. Know the definition of the Laplace operator 4. Know what kind of objects those operator take as input and what they give as output. The curl operator Let's look at two plots of vector fields: Figure 1: The vector field Figure 2: The vector field h−y; x; 0i: h1; 1; 0i We can observe that the second one looks like it is rotating around the z axis. We'd like to be able to predict this kind of behavior without having to look at a picture. We also promised to find a criterion that checks whether a vector field is conservative in R3. Both of those goals are accomplished using a tool called the curl operator, even though neither of those two properties is exactly obvious from the definition we'll give. Definition 1. Let F~ = hP; Q; Ri be a vector field in R3, where P , Q and R are continuously differentiable. We define the curl operator: @R @Q @P @R @Q @P curl F~ = − ~i + − ~j + − ~k: (1) @y @z @z @x @x @y Remarks: 1. -
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 -
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. -
10A– Three Generalizations of the Fundamental Theorem of Calculus MATH 22C
10A– Three Generalizations of the Fundamental Theorem of Calculus MATH 22C 1. Introduction In the next four sections we present applications of the three generalizations of the Fundamental Theorem of Cal- culus (FTC) to three space dimensions (x, y, z) 3,a version associated with each of the three linear operators,2R the Gradient, the Curl and the Divergence. Since much of classical physics is framed in terms of these three gener- alizations of FTC, these operators are often referred to as the three linear first order operators of classical physics. The FTC in one dimension states that the integral of a function over a closed interval [a, b] is equal to its anti- derivative evaluated between the endpoints of the interval: b f 0(x)dx = f(b) f(a). − Za This generalizes to the following three versions of the FTC in two and three dimensions. The first states that the line integral of a gradient vector field F = f along a curve , (in physics the work done by F) is exactlyr equal to the changeC in its potential potential f across the endpoints A, B of : C F Tds= f(B) f(A). (1) · − ZC The second, called Stokes Theorem, says that the flux of the Curl of a vector field F through a two dimensional surface in 3 is the line integral of F around the curve that S R 1 C 2 bounds : S CurlF n dσ = F Tds (2) · · ZZS ZC And the third, called the Divergence Theorem, states that the integral of the Divergence of F over an enclosed vol- ume is equal to the flux of F outward through the two dimensionalV closed surface that bounds : S V DivF dV = F n dσ. -
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. -
1 Space Curves and Tangent Lines 2 Gradients and Tangent Planes
CLASS NOTES for CHAPTER 4, Nonlinear Programming 1 Space Curves and Tangent Lines Recall that space curves are de¯ned by a set of parametric equations, x1(t) 2 x2(t) 3 r(t) = . 6 . 7 6 7 6 xn(t) 7 4 5 In Calc III, we might have written this a little di®erently, ~r(t) =< x(t); y(t); z(t) > but here we want to use n dimensions rather than two or three dimensions. The derivative and antiderivative of r with respect to t is done component- wise, x10 (t) x1(t) dt 2 x20 (t) 3 2 R x2(t) dt 3 r(t) = . ; R(t) = . 6 . 7 6 R . 7 6 7 6 7 6 xn0 (t) 7 6 xn(t) dt 7 4 5 4 5 And the local linear approximation to r(t) is alsoRdone componentwise. The tangent line (in n dimensions) can be written easily- the derivative at t = a is the direction of the curve, so the tangent line is given by: x1(a) x10 (a) 2 x2(a) 3 2 x20 (a) 3 L(t) = . + t . 6 . 7 6 . 7 6 7 6 7 6 xn(a) 7 6 xn0 (a) 7 4 5 4 5 In Class Exercise: Use Maple to plot the curve r(t) = [cos(t); sin(t); t]T ¼ and its tangent line at t = 2 . 2 Gradients and Tangent Planes Let f : Rn R. In this case, we can write: ! y = f(x1; x2; x3; : : : ; xn) 1 Note that any function that we wish to optimize must be of this form- It would not make sense to ¯nd the maximum of a function like a space curve; n dimensional coordinates are not well-ordered like the real line- so the fol- lowing statement would be meaningless: (3; 5) > (1; 2). -
External Aerodynamics of the Magnetosphere
’ .., NASA TECHNICAL NOTE NASA TN- I- &: I -I LOAN COPY: R AFWL (W KIRTLAND AFI EXTERNAL AERODYNAMICS OF THE MAGNETOSPHERE by John R. Spreiter, A Zbertu Y. A Zksne, and Audrey L. Summers Awes Research Center Moffett Fie@ CuZ$ NATIONAL AERONAUTICS AND SPACE ADMINISTRATION WASHINGTON, D. C. JUNE 1968 i TECH LIBRARY KAFB, NM Illll1lllll111lll lllll lilll llll lllll 1111 Ill 0133359 EXTERNAL AERODYNAMICS OF THE MAGNETOSPHERE By John R. Spreiter, Alberta Y. Alksne, and Audrey L. Summers Ames Research Center Moffett Field, Calif. NATIONAL AERONAUTICS AND SPACE ADMINISTRATION For sale by the Clearinghouse for Federal Scientific and Technical Information Springfield, Virginia 22151 - CFSTl price $3.00 EXTERNAL AERODYNAMICS OF THE MAGNETOSPHERE* By John R. Spreiter, Alberta Y. Alksne, and Audrey L. Summers Ames Research Center SUMMARY A comprehensive survey is given of the continuum fluid theory of the solar wind and its interaction with the Earth's magnetic field, and the rela- tion between the calculated results and those actually measured in space. A unified basis for the entire discussion is provided by the equations of mag- netohydrodynamics, augmented by relations from kinetic theory for certain small-scale details of the flow. While the full complexity of magnetohydrodynamics is required for the formulation of the model and the establishment of the proper conditions to apply at the magnetosphere boundary, it is shown that the magnetic field actually experienced in space is usually sufficiently small that an adequate approximation to the solution can be obtained by first solving the simpler equations of gasdynamics for the flow and then using the results to calculate the deformation of the magnetic field.