Mathematical notation
Part of a series of articles about |
Calculus |
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![{\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/17d063dc86a53a2efb1fe86f4a5d47d498652766) |
- Rolle's theorem
- Mean value theorem
- Inverse function theorem
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Differential Definitions |
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| Concepts |
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- Differentiation notation
- Second derivative
- Implicit differentiation
- Logarithmic differentiation
- Related rates
- Taylor's theorem
| Rules and identities |
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| Definitions |
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| Integration by |
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Multi-index notation is a mathematical notation that simplifies formulas used in multivariable calculus, partial differential equations and the theory of distributions, by generalising the concept of an integer index to an ordered tuple of indices.
Definition and basic properties
An n-dimensional multi-index is an
-tuple
![{\displaystyle \alpha =(\alpha _{1},\alpha _{2},\ldots ,\alpha _{n})}](https://wikimedia.org/api/rest_v1/media/math/render/svg/70122d07b448b26cbd14d9542d648d5c761d3107)
of non-negative integers (i.e. an element of the
-dimensional set of natural numbers, denoted
).
For multi-indices
and
, one defines:
- Componentwise sum and difference
![{\displaystyle \alpha \pm \beta =(\alpha _{1}\pm \beta _{1},\,\alpha _{2}\pm \beta _{2},\ldots ,\,\alpha _{n}\pm \beta _{n})}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1d6b5d7d524ee5390e8ad81b8ee3d74d81261d70)
- Partial order
![{\displaystyle \alpha \leq \beta \quad \Leftrightarrow \quad \alpha _{i}\leq \beta _{i}\quad \forall \,i\in \{1,\ldots ,n\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/c5cbb846993d49f8992be68de9b846d277e187ec)
- Sum of components (absolute value)
![{\displaystyle |\alpha |=\alpha _{1}+\alpha _{2}+\cdots +\alpha _{n}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7832f93f42cce41671070ecf5a4135255fb4c93a)
- Factorial
![{\displaystyle \alpha !=\alpha _{1}!\cdot \alpha _{2}!\cdots \alpha _{n}!}](https://wikimedia.org/api/rest_v1/media/math/render/svg/2c5ec408016ade71f03fa953438c6e9560a32a05)
- Binomial coefficient
![{\displaystyle {\binom {\alpha }{\beta }}={\binom {\alpha _{1}}{\beta _{1}}}{\binom {\alpha _{2}}{\beta _{2}}}\cdots {\binom {\alpha _{n}}{\beta _{n}}}={\frac {\alpha !}{\beta !(\alpha -\beta )!}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b7812d634fd363aaf49931bf182ee1b6b1b4657f)
- Multinomial coefficient
![{\displaystyle {\binom {k}{\alpha }}={\frac {k!}{\alpha _{1}!\alpha _{2}!\cdots \alpha _{n}!}}={\frac {k!}{\alpha !}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/e1dc48a1ccf7e0afd58da2e73578d740825ee90d)
where
. - Power
. - Higher-order partial derivative
![{\displaystyle \partial ^{\alpha }=\partial _{1}^{\alpha _{1}}\partial _{2}^{\alpha _{2}}\ldots \partial _{n}^{\alpha _{n}},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/f7ba985545c08af175ad4e1d6d2cecf52d2ff1cf)
where
(see also 4-gradient). Sometimes the notation
is also used.[1]
Some applications
The multi-index notation allows the extension of many formulae from elementary calculus to the corresponding multi-variable case. Below are some examples. In all the following,
(or
),
, and
(or
).
- Multinomial theorem
![{\displaystyle \left(\sum _{i=1}^{n}x_{i}\right)^{k}=\sum _{|\alpha |=k}{\binom {k}{\alpha }}\,x^{\alpha }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3299ef5bee1c865a843cb68dc7c27a3bd2cb7cc2)
- Multi-binomial theorem
![{\displaystyle (x+y)^{\alpha }=\sum _{\nu \leq \alpha }{\binom {\alpha }{\nu }}\,x^{\nu }y^{\alpha -\nu }.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/db39d7304e8fba5771d4a36ee307044d1b1df7b4)
Note that, since x + y is a vector and α is a multi-index, the expression on the left is short for (x1 + y1)α1⋯(xn + yn)αn. - Leibniz formula
- For smooth functions
and
,![{\displaystyle \partial ^{\alpha }(fg)=\sum _{\nu \leq \alpha }{\binom {\alpha }{\nu }}\,\partial ^{\nu }f\,\partial ^{\alpha -\nu }g.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9ef0670fad1007b937c3a9a82a6c497046feb1d6)
- Taylor series
- For an analytic function
in
variables one has ![{\displaystyle f(x+h)=\sum _{\alpha \in \mathbb {N} _{0}^{n}}{{\frac {\partial ^{\alpha }f(x)}{\alpha !}}h^{\alpha }}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8b816a590541fdbcf02ea0d82cec5850da37d7f1)
In fact, for a smooth enough function, we have the similar Taylor expansion ![{\displaystyle f(x+h)=\sum _{|\alpha |\leq n}{{\frac {\partial ^{\alpha }f(x)}{\alpha !}}h^{\alpha }}+R_{n}(x,h),}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9527adc0a8f66e4a1dde784952c7185e1718e11c)
where the last term (the remainder) depends on the exact version of Taylor's formula. For instance, for the Cauchy formula (with integral remainder), one gets ![{\displaystyle R_{n}(x,h)=(n+1)\sum _{|\alpha |=n+1}{\frac {h^{\alpha }}{\alpha !}}\int _{0}^{1}(1-t)^{n}\partial ^{\alpha }f(x+th)\,dt.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/e7c54a9fbc554936f0927b1cf90b89c86aa506b0)
- General linear partial differential operator
- A formal linear
-th order partial differential operator in
variables is written as ![{\displaystyle P(\partial )=\sum _{|\alpha |\leq N}{a_{\alpha }(x)\partial ^{\alpha }}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/2be8a0ad70f0d4485e037b927cd0c75674d031b7)
- Integration by parts
- For smooth functions with compact support in a bounded domain
one has ![{\displaystyle \int _{\Omega }u(\partial ^{\alpha }v)\,dx=(-1)^{|\alpha |}\int _{\Omega }{(\partial ^{\alpha }u)v\,dx}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/059047064a0413e7eedd8703afc51ae4b39ea52d)
This formula is used for the definition of distributions and weak derivatives.
An example theorem
If
are multi-indices and
, then
![{\displaystyle \partial ^{\alpha }x^{\beta }={\begin{cases}{\frac {\beta !}{(\beta -\alpha )!}}x^{\beta -\alpha }&{\text{if}}~\alpha \leq \beta ,\\0&{\text{otherwise.}}\end{cases}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/12fa24ebce895df906f2e0b9af079b9601b819af)
Proof
The proof follows from the power rule for the ordinary derivative; if α and β are in
, then
![{\displaystyle {\frac {d^{\alpha }}{dx^{\alpha }}}x^{\beta }={\begin{cases}{\frac {\beta !}{(\beta -\alpha )!}}x^{\beta -\alpha }&{\hbox{if}}\,\,\alpha \leq \beta ,\\0&{\hbox{otherwise.}}\end{cases}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/773a05aea12c0a448fb726d5ccbc6cb6d631f4fa) | | (1) |
Suppose
,
, and
. Then we have that
![{\displaystyle {\begin{aligned}\partial ^{\alpha }x^{\beta }&={\frac {\partial ^{\vert \alpha \vert }}{\partial x_{1}^{\alpha _{1}}\cdots \partial x_{n}^{\alpha _{n}}}}x_{1}^{\beta _{1}}\cdots x_{n}^{\beta _{n}}\\&={\frac {\partial ^{\alpha _{1}}}{\partial x_{1}^{\alpha _{1}}}}x_{1}^{\beta _{1}}\cdots {\frac {\partial ^{\alpha _{n}}}{\partial x_{n}^{\alpha _{n}}}}x_{n}^{\beta _{n}}.\end{aligned}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3c5a4a78a610adf197ab62f8f42c3a9924a92b2e)
For each
in
, the function
only depends on
. In the above, each partial differentiation
therefore reduces to the corresponding ordinary differentiation
. Hence, from equation (1), it follows that
vanishes if
for at least one
in
. If this is not the case, i.e., if
as multi-indices, then
![{\displaystyle {\frac {d^{\alpha _{i}}}{dx_{i}^{\alpha _{i}}}}x_{i}^{\beta _{i}}={\frac {\beta _{i}!}{(\beta _{i}-\alpha _{i})!}}x_{i}^{\beta _{i}-\alpha _{i}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/71dc5027a5bbd718f053ca6514950f6e600c6087)
for each
![{\displaystyle i}](https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20)
and the theorem follows.
Q.E.D. See also
References
- ^ Reed, M.; Simon, B. (1980). Methods of Modern Mathematical Physics: Functional Analysis I (Revised and enlarged ed.). San Diego: Academic Press. p. 319. ISBN 0-12-585050-6.
- Saint Raymond, Xavier (1991). Elementary Introduction to the Theory of Pseudodifferential Operators. Chap 1.1 . CRC Press. ISBN 0-8493-7158-9
This article incorporates material from multi-index derivative of a power on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.
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