120 relations: Action potential, Addison-Wesley, Atiyah–Singer index theorem, Black–Scholes model, Boundary value problem, Brownian motion, C0-semigroup, Caloric polynomial, Cambridge University Press, Cartesian coordinate system, Cauchy problem, Concentration, Conservation of energy, Convolution, Coordinate system, Crank–Nicolson method, Curve-shortening flow, Density, Derivative, Diagonal matrix, Differential equation, Diffusion, Diffusion equation, Dimension, Dirac delta function, Dirichlet boundary condition, Dirichlet problem, Divergence theorem, Eigenvalues and eigenvectors, Electrostatics, Elliptic operator, Energy, Even and odd functions, F. J. Duarte, Finance, Finite difference, First law of thermodynamics, Fokker–Planck equation, Function (mathematics), Fundamental lemma of calculus of variations, Fundamental solution, Fundamental theorem of calculus, Green's function, Green's function number, Grigori Perelman, Harmonic analysis, Harmonic function, Heat, Heat capacity, Heat equation, ..., Heat flux, Heat kernel, Hyperbolic partial differential equation, Imaginary unit, Inner product space, Isotropy, Joseph Fourier, Kelvin, Laplace operator, Laplace transform, Laplace's equation, Laplacian matrix, Light cone, Linear combination, Linear map, Manifold, Mass, Mathematical finance, Mathematical model, Mathematics, Matrix (mathematics), Maximum principle, Method of images, Molecular diffusion, Mollifier, Neumann boundary condition, Option (finance), Ornstein–Uhlenbeck process, Orthonormality, Parabolic partial differential equation, Planck constant, Poincaré conjecture, Poisson's equation, Polymer, Positive-definite matrix, Probability density function, Probability theory, Radon–Nikodym theorem, Random walk, Relativistic heat conduction, Ricci flow, Richard S. Hamilton, Riemannian geometry, Robin boundary condition, Scale space, Schrödinger equation, Self-adjoint, Self-adjoint operator, Separation of variables, Special relativity, Spectral theorem, Spectral theory, Stefan–Boltzmann constant, Stefan–Boltzmann law, Stochastic differential equation, Stochastic process, Symmetry, Temperature, Thermal conduction, Thermal conductivity, Thermal diffusivity, Thermodynamic equilibrium, Thermodynamic temperature, Time, Topology, Wave function, Wave propagation, Weierstrass transform, Well-posed problem, Wiener process. Expand index (70 more) »

## Action potential

In physiology, an action potential occurs when the membrane potential of a specific axon location rapidly rises and falls: this depolarisation then causes adjacent locations to similarly depolarise.

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## Addison-Wesley

Addison-Wesley is a publisher of textbooks and computer literature.

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## Atiyah–Singer index theorem

In differential geometry, the Atiyah–Singer index theorem, proved by, states that for an elliptic differential operator on a compact manifold, the analytical index (related to the dimension of the space of solutions) is equal to the topological index (defined in terms of some topological data).

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## Black–Scholes model

The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.

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## Boundary value problem

In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional constraints, called the boundary conditions.

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## Brownian motion

Brownian motion or pedesis (from πήδησις "leaping") is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid.

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## C0-semigroup

In mathematics, a C0-semigroup, also known as a strongly continuous one-parameter semigroup, is a generalization of the exponential function.

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## Caloric polynomial

In differential equations, the mth-degree caloric polynomial (or heat polynomial) is a "parabolically m-homogeneous" polynomial Pm(x, t) that satisfies the heat equation "Parabolically m-homogeneous" means The polynomial is given by It is unique up to a factor.

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## Cambridge University Press

Cambridge University Press (CUP) is the publishing business of the University of Cambridge.

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## Cartesian coordinate system

A Cartesian coordinate system is a coordinate system that specifies each point uniquely in a plane by a pair of numerical coordinates, which are the signed distances to the point from two fixed perpendicular directed lines, measured in the same unit of length.

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## Cauchy problem

A Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain conditions that are given on a hypersurface in the domain.

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## Concentration

In chemistry, concentration is the abundance of a constituent divided by the total volume of a mixture.

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## Conservation of energy

In physics, the law of conservation of energy states that the total energy of an isolated system remains constant, it is said to be ''conserved'' over time.

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## Convolution

In mathematics (and, in particular, functional analysis) convolution is a mathematical operation on two functions (f and g) to produce a third function, that is typically viewed as a modified version of one of the original functions, giving the integral of the pointwise multiplication of the two functions as a function of the amount that one of the original functions is translated.

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## Coordinate system

In geometry, a coordinate system is a system which uses one or more numbers, or coordinates, to uniquely determine the position of the points or other geometric elements on a manifold such as Euclidean space.

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## Crank–Nicolson method

In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations.

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## Curve-shortening flow

In mathematics, the curve-shortening flow is a process that modifies a smooth curve in the Euclidean plane by moving its points perpendicularly to the curve at a speed proportional to the curvature.

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## Density

The density, or more precisely, the volumetric mass density, of a substance is its mass per unit volume.

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## Derivative

The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).

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## Diagonal matrix

In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero.

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## Differential equation

A differential equation is a mathematical equation that relates some function with its derivatives.

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## Diffusion

Diffusion is the net movement of molecules or atoms from a region of high concentration (or high chemical potential) to a region of low concentration (or low chemical potential) as a result of random motion of the molecules or atoms.

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## Diffusion equation

The diffusion equation is a partial differential equation.

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## Dimension

In physics and mathematics, the dimension of a mathematical space (or object) is informally defined as the minimum number of coordinates needed to specify any point within it.

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## Dirac delta function

In mathematics, the Dirac delta function (function) is a generalized function or distribution introduced by the physicist Paul Dirac.

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## Dirichlet boundary condition

In mathematics, the Dirichlet (or first-type) boundary condition is a type of boundary condition, named after Peter Gustav Lejeune Dirichlet (1805–1859).

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## Dirichlet problem

In mathematics, a Dirichlet problem is the problem of finding a function which solves a specified partial differential equation (PDE) in the interior of a given region that takes prescribed values on the boundary of the region.

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## Divergence theorem

In vector calculus, the divergence theorem, also known as Gauss's theorem or Ostrogradsky's theorem, reprinted in is a result that relates the flow (that is, flux) of a vector field through a surface to the behavior of the vector field inside the surface.

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## Eigenvalues and eigenvectors

In linear algebra, an eigenvector or characteristic vector of a linear transformation is a non-zero vector that changes by only a scalar factor when that linear transformation is applied to it.

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## Electrostatics

Electrostatics is a branch of physics that studies electric charges at rest.

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## Elliptic operator

In the theory of partial differential equations, elliptic operators are differential operators that generalize the Laplace operator.

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## Energy

In physics, energy is the quantitative property that must be transferred to an object in order to perform work on, or to heat, the object.

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## Even and odd functions

In mathematics, even functions and odd functions are functions which satisfy particular symmetry relations, with respect to taking additive inverses.

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## F. J. Duarte

Francisco Javier "Frank" Duarte (born c. 1954) is a laser physicist and author/editor of several well-known books on tunable lasers and quantum optics.

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## Finance

Finance is a field that is concerned with the allocation (investment) of assets and liabilities (known as elements of the balance statement) over space and time, often under conditions of risk or uncertainty.

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## Finite difference

A finite difference is a mathematical expression of the form.

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## First law of thermodynamics

The first law of thermodynamics is a version of the law of conservation of energy, adapted for thermodynamic systems.

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## Fokker–Planck equation

In statistical mechanics, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion.

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## Function (mathematics)

In mathematics, a function was originally the idealization of how a varying quantity depends on another quantity.

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## Fundamental lemma of calculus of variations

In mathematics, specifically in the calculus of variations, a variation of a function can be concentrated on an arbitrarily small interval, but not a single point.

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## Fundamental solution

In mathematics, a fundamental solution for a linear partial differential operator is a formulation in the language of distribution theory of the older idea of a Green's function (although unlike Green's functions, fundamental solutions do not address boundary conditions).

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## Fundamental theorem of calculus

The fundamental theorem of calculus is a theorem that links the concept of differentiating a function with the concept of integrating a function.

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## Green's function

In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential equation defined on a domain, with specified initial conditions or boundary conditions.

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## Green's function number

In mathematical heat conduction, the Green's function number is used to uniquely categorize certain fundamental solutions of the heat equation to make existing solutions easier to identify, store, and retrieve.

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## Grigori Perelman

Grigori Yakovlevich Perelman (a; born 13 June 1966) is a Russian mathematician.

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## Harmonic analysis

Harmonic analysis is a branch of mathematics concerned with the representation of functions or signals as the superposition of basic waves, and the study of and generalization of the notions of Fourier series and Fourier transforms (i.e. an extended form of Fourier analysis).

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## Harmonic function

In mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f: U → R where U is an open subset of Rn that satisfies Laplace's equation, i.e. everywhere on U. This is usually written as or.

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## Heat

In thermodynamics, heat is energy transferred from one system to another as a result of thermal interactions.

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## Heat capacity

Heat capacity or thermal capacity is a measurable physical quantity equal to the ratio of the heat added to (or removed from) an object to the resulting temperature change.

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## Heat equation

The heat equation is a parabolic partial differential equation that describes the distribution of heat (or variation in temperature) in a given region over time.

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## Heat flux

Heat flux or thermal flux, sometimes also referred to as heat flux density or heat flow rate intensity is a flow of energy per unit of area per unit of time.

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## Heat kernel

In the mathematical study of heat conduction and diffusion, a heat kernel is the fundamental solution to the heat equation on a specified domain with appropriate boundary conditions.

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## Hyperbolic partial differential equation

In mathematics, a hyperbolic partial differential equation of order n is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first derivatives.

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## Imaginary unit

The imaginary unit or unit imaginary number is a solution to the quadratic equation.

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## Inner product space

In linear algebra, an inner product space is a vector space with an additional structure called an inner product.

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## Isotropy

Isotropy is uniformity in all orientations; it is derived from the Greek isos (ἴσος, "equal") and tropos (τρόπος, "way").

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## Joseph Fourier

Jean-Baptiste Joseph Fourier (21 March 1768 – 16 May 1830) was a French mathematician and physicist born in Auxerre and best known for initiating the investigation of Fourier series and their applications to problems of heat transfer and vibrations.

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## Kelvin

The Kelvin scale is an absolute thermodynamic temperature scale using as its null point absolute zero, the temperature at which all thermal motion ceases in the classical description of thermodynamics.

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## Laplace operator

In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a function on Euclidean space.

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## Laplace transform

In mathematics, the Laplace transform is an integral transform named after its discoverer Pierre-Simon Laplace.

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## Laplace's equation

In mathematics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace who first studied its properties.

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## Laplacian matrix

In the mathematical field of graph theory, the Laplacian matrix, sometimes called admittance matrix, Kirchhoff matrix or discrete Laplacian, is a matrix representation of a graph.

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## Light cone

In special and general relativity, a light cone is the path that a flash of light, emanating from a single event (localized to a single point in space and a single moment in time) and traveling in all directions, would take through spacetime.

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## Linear combination

In mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results (e.g. a linear combination of x and y would be any expression of the form ax + by, where a and b are constants).

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## Linear map

In mathematics, a linear map (also called a linear mapping, linear transformation or, in some contexts, linear function) is a mapping between two modules (including vector spaces) that preserves (in the sense defined below) the operations of addition and scalar multiplication.

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## Manifold

In mathematics, a manifold is a topological space that locally resembles Euclidean space near each point.

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## Mass

Mass is both a property of a physical body and a measure of its resistance to acceleration (a change in its state of motion) when a net force is applied.

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## Mathematical finance

Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

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## Mathematical model

A mathematical model is a description of a system using mathematical concepts and language.

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## Mathematics

Mathematics (from Greek μάθημα máthēma, "knowledge, study, learning") is the study of such topics as quantity, structure, space, and change.

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## Matrix (mathematics)

In mathematics, a matrix (plural: matrices) is a rectangular array of numbers, symbols, or expressions, arranged in rows and columns.

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## Maximum principle

In mathematics, the maximum principle is a property of solutions to certain partial differential equations, of the elliptic and parabolic types.

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## Method of images

The method of images (or method of mirror images) is a mathematical tool for solving differential equations, in which the domain of the sought function is extended by the addition of its mirror image with respect to a symmetry hyperplane.

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## Molecular diffusion

Molecular diffusion, often simply called diffusion, is the thermal motion of all (liquid or gas) particles at temperatures above absolute zero.

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## Mollifier

In mathematics, mollifiers (also known as approximations to the identity) are smooth functions with special properties, used for example in distribution theory to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution.

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## Neumann boundary condition

In mathematics, the Neumann (or second-type) boundary condition is a type of boundary condition, named after Carl Neumann.

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## Option (finance)

In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.

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## Ornstein–Uhlenbeck process

In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive Brownian particle under the influence of friction.

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## Orthonormality

In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal and unit vectors.

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## Parabolic partial differential equation

A parabolic partial differential equation is a type of partial differential equation (PDE).

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## Planck constant

The Planck constant (denoted, also called Planck's constant) is a physical constant that is the quantum of action, central in quantum mechanics.

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## Poincaré conjecture

In mathematics, the Poincaré conjecture is a theorem about the characterization of the 3-sphere, which is the hypersphere that bounds the unit ball in four-dimensional space.

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## Poisson's equation

In mathematics, Poisson's equation is a partial differential equation of elliptic type with broad utility in mechanical engineering and theoretical physics.

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## Polymer

A polymer (Greek poly-, "many" + -mer, "part") is a large molecule, or macromolecule, composed of many repeated subunits.

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## Positive-definite matrix

In linear algebra, a symmetric real matrix M is said to be positive definite if the scalar z^Mz is strictly positive for every non-zero column vector z of n real numbers.

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## Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

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## Probability theory

Probability theory is the branch of mathematics concerned with probability.

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## Radon–Nikodym theorem

In mathematics, the Radon–Nikodym theorem is a result in measure theory.

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## Random walk

A random walk is a mathematical object, known as a stochastic or random process, that describes a path that consists of a succession of random steps on some mathematical space such as the integers.

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## Relativistic heat conduction

Relativistic heat conduction refers to the modelling of heat conduction (and similar diffusion processes) in a way not compatible with special relativity.

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## Ricci flow

In differential geometry, the Ricci flow (Italian) is an intrinsic geometric flow.

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## Richard S. Hamilton

Richard Streit Hamilton (born 1943) is Davies Professor of Mathematics at Columbia University.

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## Riemannian geometry

Riemannian geometry is the branch of differential geometry that studies Riemannian manifolds, smooth manifolds with a Riemannian metric, i.e. with an inner product on the tangent space at each point that varies smoothly from point to point.

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## Robin boundary condition

In mathematics, the Robin boundary condition (properly), or third type boundary condition, is a type of boundary condition, named after Victor Gustave Robin (1855–1897).

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## Scale space

Scale-space theory is a framework for multi-scale signal representation developed by the computer vision, image processing and signal processing communities with complementary motivations from physics and biological vision.

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## Schrödinger equation

In quantum mechanics, the Schrödinger equation is a mathematical equation that describes the changes over time of a physical system in which quantum effects, such as wave–particle duality, are significant.

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## Self-adjoint

In mathematics, an element x of a *-algebra is self-adjoint if x^*.

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## Self-adjoint operator

In mathematics, a self-adjoint operator on a finite-dimensional complex vector space V with inner product \langle\cdot,\cdot\rangle is a linear map A (from V to itself) that is its own adjoint: \langle Av,w\rangle.

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## Separation of variables

In mathematics, separation of variables (also known as the Fourier method) is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs on a different side of the equation.

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## Special relativity

In physics, special relativity (SR, also known as the special theory of relativity or STR) is the generally accepted and experimentally well-confirmed physical theory regarding the relationship between space and time.

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## Spectral theorem

In mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized (that is, represented as a diagonal matrix in some basis).

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## Spectral theory

In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces.

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## Stefan–Boltzmann constant

The Stefan–Boltzmann constant (also Stefan's constant), a physical constant denoted by the Greek letter ''σ'' (sigma), is the constant of proportionality in the Stefan–Boltzmann law: "the total intensity radiated over all wavelengths increases as the temperature increases", of a black body which is proportional to the fourth power of the thermodynamic temperature.

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## Stefan–Boltzmann law

The Stefan–Boltzmann law describes the power radiated from a black body in terms of its temperature.

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## Stochastic differential equation

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process.

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## Stochastic process

--> In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a collection of random variables.

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## Symmetry

Symmetry (from Greek συμμετρία symmetria "agreement in dimensions, due proportion, arrangement") in everyday language refers to a sense of harmonious and beautiful proportion and balance.

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## Temperature

Temperature is a physical quantity expressing hot and cold.

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## Thermal conduction

Thermal conduction is the transfer of heat (internal energy) by microscopic collisions of particles and movement of electrons within a body.

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## Thermal conductivity

Thermal conductivity (often denoted k, λ, or κ) is the property of a material to conduct heat.

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## Thermal diffusivity

In heat transfer analysis, thermal diffusivity is the thermal conductivity divided by density and specific heat capacity at constant pressure.

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## Thermodynamic equilibrium

Thermodynamic equilibrium is an axiomatic concept of thermodynamics.

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## Thermodynamic temperature

Thermodynamic temperature is the absolute measure of temperature and is one of the principal parameters of thermodynamics.

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## Time

Time is the indefinite continued progress of existence and events that occur in apparently irreversible succession from the past through the present to the future.

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## Topology

In mathematics, topology (from the Greek τόπος, place, and λόγος, study) is concerned with the properties of space that are preserved under continuous deformations, such as stretching, crumpling and bending, but not tearing or gluing.

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## Wave function

A wave function in quantum physics is a mathematical description of the quantum state of an isolated quantum system.

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## Wave propagation

Wave propagation is any of the ways in which waves travel.

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## Weierstrass transform

In mathematics, the Weierstrass transform of a function, named after Karl Weierstrass, is a "smoothed" version of obtained by averaging the values of, weighted with a Gaussian centered at x.

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## Well-posed problem

The mathematical term well-posed problem stems from a definition given by Jacques Hadamard.

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## Wiener process

In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener.

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## Redirects here:

Heat Conduction Equation, Heat Diffusion, Heat Diffusion Equation, Heat diffusion, Heat flow equation, Particle diffusion.

## References

[1] https://en.wikipedia.org/wiki/Heat_equation