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  2. Symmetry of second derivatives - Wikipedia

    en.wikipedia.org/wiki/Symmetry_of_second_derivatives

    The derivative of an integrable function can always be defined as a distribution, and symmetry of mixed partial derivatives always holds as an equality of distributions. The use of formal integration by parts to define differentiation of distributions puts the symmetry question back onto the test functions , which are smooth and certainly ...

  3. Partial derivative - Wikipedia

    en.wikipedia.org/wiki/Partial_derivative

    If the direction of derivative is not repeated, it is called a mixed partial derivative. If all mixed second order partial derivatives are continuous at a point (or on a set), f is termed a C 2 function at that point (or on that set); in this case, the partial derivatives can be exchanged by Clairaut's theorem:

  4. Hessian matrix - Wikipedia

    en.wikipedia.org/wiki/Hessian_matrix

    If all second-order partial derivatives of exist, then the Hessian matrix of is a square matrix, usually defined and arranged as = []. That is, the entry of the i th row and the j th column is ( H f ) i , j = ∂ 2 f ∂ x i ∂ x j . {\displaystyle (\mathbf {H} _{f})_{i,j}={\frac {\partial ^{2}f}{\partial x_{i}\,\partial x_{j}}}.}

  5. Parabolic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Parabolic_partial...

    A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes ...

  6. Heaviside cover-up method - Wikipedia

    en.wikipedia.org/wiki/Heaviside_cover-up_method

    When a partial fraction term has a single (i.e. unrepeated) binomial in the denominator, the numerator is a residue of the function defined by the input fraction. We calculate each respective numerator by (1) taking the root of the denominator (i.e. the value of x that makes the denominator zero) and (2) then substituting this root into the ...

  7. Symmetric derivative - Wikipedia

    en.wikipedia.org/wiki/Symmetric_derivative

    The symmetric derivative at a given point equals the arithmetic mean of the left and right derivatives at that point, if the latter two both exist. [1] [2]: 6 Neither Rolle's theorem nor the mean-value theorem hold for the symmetric derivative; some similar but weaker statements have been proved.

  8. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    As an example, consider the advection equation (this example assumes familiarity with PDE notation, and solutions to basic ODEs). + = where is constant and is a function of and . We want to transform this linear first-order PDE into an ODE along the appropriate curve; i.e. something of the form

  9. First-order partial differential equation - Wikipedia

    en.wikipedia.org/wiki/First-order_partial...

    The general solution to the first order partial differential equation is a solution which contains an arbitrary function. But, the solution to the first order partial differential equations with as many arbitrary constants as the number of independent variables is called the complete integral. The following n-parameter family of solutions

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