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In calculus, Taylor's theorem gives an approximation of a -times differentiable function around a given point by a polynomial of degree , called the -th-order Taylor polynomial. For a smooth function , the Taylor polynomial is the truncation at the order k {\textstyle k} of the Taylor series of the function.
While the Fokker–Planck equation is used with problems where the initial distribution is known, if the problem is to know the distribution at previous times, the Feynman–Kac formula can be used, which is a consequence of the Kolmogorov backward equation.
We have the following existence and uniqueness theorem [9]: Theorem B Let h : R → R {\displaystyle h:\mathbb {R} \to \mathbb {R} } be analytic , meaning it has a Taylor expansion. To find: real analytic solutions α : R → C {\displaystyle \alpha :\mathbb {R} \to \mathbb {C} } of the Abel equation α ∘ h = α + 1 {\textstyle \alpha \circ h ...
In physics, a free particle is a particle that, in some sense, is not bound by an external force, or equivalently not in a region where its potential energy varies. In classical physics, this means the particle is present in a "field-free" space.
In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule .
In case of conservative body forces, ∇ × B = 0.; For a barotropic fluid, ∇ρ × ∇p = 0.This is also true for a constant density fluid (including incompressible fluid) where ∇ρ = 0.
The formula for the distribution then becomes f ( x ) = τ 2 π e − τ ( x − μ ) 2 / 2 . {\displaystyle f(x)={\sqrt {\frac {\tau }{2\pi }}}e^{-\tau (x-\mu )^{2}/2}.} This choice is claimed to have advantages in numerical computations when σ {\textstyle \sigma } is very close to zero, and simplifies formulas in some contexts, such as in ...
The first Frenet-Serret formula holds by the definition of the normal N and the curvature κ, and the third Frenet-Serret formula holds by the definition of the torsion τ. Thus what is needed is to show the second Frenet-Serret formula. Since T, N, B are orthogonal unit vectors with B = T × N, one also has T = N × B and N = B × T.