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# The list of topics was originally gathered from | |
# http://media.devenirenseignant.gouv.fr/file/agreg_externe/59/7/p2020_agreg_ext_maths_1107597.pdf | |
# 1. | |
Linear algebra: | |
Fundamentals: | |
vector space: 'algebra/module.html#vector_space' | |
product of vector spaces: 'algebra/pi_instances.html#prod.module' | |
vector subspace: 'algebra/module.html#subspace' | |
quotient space: 'linear_algebra/basic.html#submodule.quotient' | |
sum of subspaces: 'linear_algebra/basic.html#submodule.complete_lattice' | |
direct sum: '' | |
complementary subspaces: 'linear_algebra/basis.html#submodule.exists_is_compl' | |
linear independence: 'linear_algebra/basis.html#linear_independent' | |
generating sets: '' | |
bases: '' | |
existence of bases: 'linear_algebra/basis.html#exists_is_basis' | |
linear map: 'algebra/module.html#linear_map' | |
range of a linear map: 'linear_algebra/basic.html#linear_map.range' | |
kernel of a linear map: 'linear_algebra/basic.html#linear_map.ker' | |
algebra of endomorphisms of a vector space: '' | |
general linear group: 'linear_algebra/basic.html#linear_map.general_linear_group' | |
Duality: | |
dual vector space: 'linear_algebra/dual.html#module.dual' | |
dual basis: 'linear_algebra/dual.html#is_basis.dual_basis' | |
transpose of a linear map: '' | |
orthogonality: '' | |
Finite-dimensional vector spaces: | |
finite-dimensionality : 'linear_algebra/finite_dimensional.html#finite_dimensional' | |
isomorphism with $K^n$: 'linear_algebra/basis.html#module_equiv_finsupp' | |
rank of a linear map: '' | |
rank of a set of vectors: '' | |
rank of a system of linear equations: '' | |
isomorphism with bidual: 'linear_algebra/dual.html#vector_space.eval_equiv' | |
Multilinearity: | |
multilinear map: 'linear_algebra/multilinear.html#multilinear_map' | |
determinant of vectors: '' | |
determinant of endomorphisms: '' | |
special linear group: '' | |
orientation of a $\R$-valued vector space: '' | |
Matrices: | |
commutative ring valued matrices: 'data/matrix/basic.html#matrix' | |
field-valued matrices: 'data/matrix/basic.html#matrix' | |
matrix representation of a linear map: 'linear_algebra/matrix.html#linear_map.to_matrix' | |
change of basis: '' | |
rank of a matrix: '' | |
determinant: 'linear_algebra/determinant.html#matrix.det' | |
invertibility: 'linear_algebra/nonsingular_inverse.html#matrix.nonsing_inv' | |
elementary row operations: '' | |
elementary column operations: '' | |
Gauss' pivot: '' | |
row-reduced matrices: '' | |
Endomorphism polynomials: | |
annihilating polynomials: '' | |
minimal polynomial: '' | |
characteristic polynomial: '' | |
Cayley-Hamilton theorem: '' | |
Structure theory of endomorphisms: | |
eigenvalues: '' | |
eigenvectors: '' | |
diagonalization: '' | |
trigonalization: '' | |
endomorphism invariant subspaces: '' | |
characteristic subspaces: '' | |
kernels lemma: '' | |
Dunford decomposition: '' | |
Jordan normal form: '' | |
Linear representations: | |
irreducible representation: '' | |
Schur's lemma: '' | |
examples: '' | |
Exponential: | |
endomorphism exponential: '' | |
matrix exponential: '' | |
# 2. | |
Group Theory: | |
Basic definitions: | |
group: 'core/init/algebra/group.html#group' | |
group morphism: 'algebra/group/hom.html#monoid_hom' | |
direct product of groups: 'algebra/group/prod.html#prod.group' | |
subgroup: 'group_theory/bundled_subgroup.html#subgroup' | |
subgroup generated by a subset: 'group_theory/bundled_subgroup.html#subgroup.closure' | |
order of an element: 'group_theory/order_of_element.html' | |
normal subgroup: 'group_theory/subgroup.html#normal_subgroup' | |
quotient group: 'group_theory/quotient_group.html#quotient_group.group' | |
group action: 'group_theory/group_action.html#mul_action' | |
stabilizer of a point: 'group_theory/group_action.html#mul_action.stabilizer' | |
orbit: 'group_theory/group_action.html#mul_action.orbit' | |
quotient space: 'group_theory/group_action.html#mul_action.orbit_equiv_quotient_stabilizer' | |
class formula: '' | |
conjugacy classes: '' | |
Abelian group: | |
cyclic group: 'group_theory/order_of_element.html#is_cyclic' | |
finite type abelian groups: '' | |
complex roots of unity: '' | |
primitive complex roots of unity: '' | |
Permutation group: | |
permutation group of a type: 'data/equiv/basic.html#equiv.perm' | |
decomposition into transpositions: '' | |
decomposition into cycles with disjoint support: '' | |
signature: 'group_theory/perm/sign.html#equiv.perm.sign' | |
alternating group: '' | |
Classical automorphism groups: | |
general linear group: 'linear_algebra/basic.html#linear_map.general_linear_group' | |
special linear group: 'linear_algebra/special_linear_group.html#matrix.special_linear_group' | |
orthogonal group: '' | |
special orthogonal group: '' | |
unitary group: '' | |
special unitary group: '' | |
Representation theory of finite groups: | |
representations of abelian groups: '' | |
dual groups: '' | |
Maschke theorem: '' | |
orthogonality of irreducible characters: '' | |
Fourier transform for finite abelian groups: '' | |
convolution: '' | |
class function over a group: '' | |
characters of a finite dimensional representation: '' | |
orthonormal basis of irreducible characters: '' | |
examples of groups with small cardinality: '' | |
# 3. | |
Ring Theory: | |
Fundamentals: | |
ring: 'algebra/ring.html#ring' | |
subrings: 'ring_theory/subring.html#top' | |
ring morphisms: 'algebra/ring.html#ring_hom' | |
Ring structure $\Z$: 'init_/data/int/basic.html#int.comm_ring' | |
Product of rings: 'algebra/pi_instances.html#pi.ring' | |
Ideals and Quotients: | |
Ideal of a commutative ring: 'algebra/module.html#ideal' | |
Quotient rings: 'ring_theory/ideals.html#ideal.quotient' | |
Prime ideals: 'ring_theory/ideals.html#ideal.is_prime' | |
Maximal ideals: 'ring_theory/ideals.html#ideal.is_maximal' | |
Chinese remainder theorem: 'ring_theory/ideal_operations.html#ideal.quotient_inf_ring_equiv_pi_quotient' | |
Algebra: | |
algebra over a commutative ring: 'ring_theory/algebra.html#algebra' | |
associative algebra over a commutative ring: | |
Divisibility in integral domains: | |
irreducible elements: 'algebra/associated.html#irreducible' | |
invertible elements: 'algebra/invertible.html#invertible' | |
coprime elements: 'ring_theory/ideals.html#ideal.is_coprime' | |
unique factorisation domain (UFD): 'ring_theory/unique_factorization_domain.html' | |
greatest common divisor: 'algebra/gcd_domain.html#gcd_domain.gcd' | |
least common multiple: 'algebra/gcd_domain.html#gcd_domain.lcm' | |
$A[X]$ is a UFD when $A$ is a UFD: '' | |
principal ideal domain: 'ring_theory/principal_ideal_domain.html#submodule.is_principal' | |
Euclidean rings: 'algebra/euclidean_domain.html#euclidean_domain' | |
Euclid's' algorithm: 'data/int/gcd.html#nat.xgcd' | |
$\Z$ is a euclidean ring: 'algebra/euclidean_domain.html#int.euclidean_domain' | |
congruence in $\Z$: 'data/int/modeq.html#int.modeq' | |
Prime numbers: 'algebra/associated.html#associates.prime' | |
Bezout's identity: 'data/int/gcd.html#nat.gcd_eq_gcd_ab' | |
$\Z/n\Z$ and its invertible elements: 'data/zmod/basic.html#zmod.unit_of_coprime' | |
Euler's totient function ($\varphi$): 'data/nat/totient.html#nat.totient' | |
Polynomial rings: | |
$K[X]$ is a euclidean ring when $K$ is a field: 'data/polynomial.html#polynomial.euclidean_domain' | |
irreducible polynomial: 'algebra/associated.html#irreducible' | |
cyclotomic polynomials in $\Q[X]$: '' | |
Eisenstein's criterion: '' | |
polynomial algebra in one or several indeterminates over a commutative ring: 'data/mv_polynomial.html#mv_polynomial' | |
roots of a polynomial: 'data/polynomial.html#polynomial.roots' | |
multiplicity: 'data/polynomial.html#polynomial.root_multiplicity' | |
relationship between the coefficients and the roots of a split polynomial: | |
Newton's sums: | |
polynomial derivative: 'data/polynomial.html#polynomial.derivative' | |
decomposition into sums of homogeneous polynomials: | |
symmetric polynomials: | |
Field Theory: | |
fields: 'algebra/field.html#field' | |
characteristic of a ring: 'algebra/char_p.html#ring_char' | |
characteristic zero: 'algebra/char_zero.html#char_zero' | |
characteristic p: 'algebra/char_p.html#char_p' | |
Subfields: 'field_theory/subfield.html' | |
Frobenius morphisms: 'algebra/char_p.html#frobenius' | |
field $\Q$ of rational numbers: 'data/rat/basic.html#rat.division_ring' | |
field $\R$ of real numbers: 'data/real/basic.html#real.division_ring' | |
field $\C$ of complex numbers: 'data/complex/basic.html#complex.field' | |
fundamental theorem of algebra: 'analysis/complex/polynomial.html#complex.exists_root' | |
field of fractions of an integral domain: 'ring_theory/localization.html#fraction_map' | |
algebraic elements: 'ring_theory/algebraic.html#is_algebraic' | |
transcendental elements: | |
algebraic extensions: 'ring_theory/algebraic.html#algebra.is_algebraic' | |
algebraically closed fields: | |
rupture fields: 'ring_theory/adjoin_root.html#adjoin_root' | |
splitting fields: | |
finite fields: 'field_theory/finite.html' | |
rational fraction fields with one indeterminate over the field: | |
Partial fraction decomposition: | |
General: | |
$\R(X)$-partial fraction decomposition: | |
$\C(X)$-partial fraction decomposition: | |
# 4. | |
Bilinear and Quadratic Forms Over a Vector Space: | |
Bilinear forms: | |
bilinear forms: 'linear_algebra/bilinear_form.html#bilin_form' | |
alternating bilinear forms: 'linear_algebra/bilinear_form.html#aly_bilin_form.is_alt' | |
symmetric bilinear forms: 'linear_algebra/bilinear_form.html#sym_bilin_form.is_sym' | |
Quadratic forms: | |
quadratic form: 'linear_algebra/quadratic_form.html#quadratic_form' | |
polar form of a quadratic: 'linear_algebra/quadratic_form.html#quadratic_form.polar' | |
Orthogonal elements: 'linear_algebra/bilinear_form.html#bilin_form.is_ortho' | |
Nondegenerate forms: | |
Adjoint endomorphism: | |
Matrix representation: 'linear_algebra/bilinear_form.html#bilin_form.to_matrix' | |
Change of coordinates: 'linear_algebra/bilinear_form.html#bilin_form.to_matrix_comp' | |
Rank of a bilinear form: | |
Orthogonality: | |
inertia law of Sylvester: | |
real classification: | |
complex classification: | |
Schmidt orthogonalisation: | |
Vector spaces: | |
Euclidean vector spaces: 'analysis/normed_space/real_inner_product.html#inner_product_space' | |
Hermitian vector spaces: | |
dual isomorphism in the euclidean case: | |
orthogonal supplementary: | |
Cauchy-Schwarz inequality: 'analysis/normed_space/real_inner_product.html#inner_mul_inner_self_le' | |
norm: 'analysis/normed_space/real_inner_product.html#inner_product_space_has_norm' | |
orthonormal bases: | |
Orthogonal group: | |
Unitary group: | |
Special orthogonal group: | |
Special unitary group: | |
Symmetrical endomorphism: 'linear_algebra/bilinear_form.html#bilin_form.is_self_adjoint' | |
Normal endomorphism: | |
Diagonalization of a symmetrical endomorphism: | |
Diagonalization of normal endomorphisms: | |
Simultaneous reduction of two real quadratic forms with a definite positive one: | |
Polar decompositions in $\mathrm{GL}(n, \R)$: | |
Polar decompositions in $\mathrm{GL}(n, \C)$: | |
Triple product: | |
Vector product: | |
Examples: | |
decomposition of an orthogonal automorphism in product of reflections: | |
euclidean vector spaces of dimension 2: | |
euclidean vector spaces of dimension 3: | |
classification of $\mathrm{O}(2, \R)$: | |
classification of $\mathrm{O}(3, \R)$: | |
# 5. | |
Affine and Euclidian Geometry (finite dimensional only): | |
Affine spaces and associated vector spaces: | |
Affine functions and linear associated functions: | |
Affine subspaces: | |
Barycenters: | |
Affine spans: | |
Equations of affine subspaces: | |
Affine groups: | |
Affine property: | |
Homothetic transformation groups: | |
Affinity: | |
Convex subsets: | |
Convex hull of a subset of an affine real space: | |
Extreme point: | |
Isometries of a Euclidian affine subspace: | |
Euclidian affine space isometry group: | |
Euclidean affine space isometries: | |
Isometries that do and do not preserve orientation: | |
Direct and indirect similarities of the plane: | |
Isometric classification in two and three dimensions: | |
Angles of vectors: | |
Angles formed by planes: | |
Inscribed angle theorem: | |
Cocyclicity: | |
Group of isometries stabilizing subset of the plane or space: | |
Regular polygons: | |
Metric relations in the triangle: | |
Using complex numbers in plane geometry: | |
Application of quadratic forms to study proper conic sections of the affine euclidean plane: | |
foyer: | |
eccentricity: | |
quadratics on 3 dimensional euclidean affine spaces: | |
# 6. | |
Single Variable Real Analysis: | |
Real Numbers: | |
definition of $\R$: 'data/real/basic.html#real' | |
field structure: 'data/real/basic.html#real.division_ring' | |
order: 'data/real/basic.html#real.linear_order' | |
Sequences of real numbers: | |
convergence: 'order/filter/basic.html#filter.tendsto' | |
limit point: | |
recurrent sequences: 'core/init/core.html#nat' | |
Limit infimum and supremum: 'order/liminf_limsup.html' | |
Cauchy sequences: 'topology/uniform_space/cauchy.html#cauchy_seq' | |
Topology of R: | |
metric structure: 'topology/metric_space/basic.html#real.metric_space' | |
Completeness of R: 'topology/instances/real.html#real.complete_space' | |
Bolzano-Weierstrass theorem: | |
Compact subsets of $\R$: 'topology/metric_space/basic.html#metric.compact_iff_closed_bounded' | |
Connected subsets of $\R$: | |
Additive subgroups of $\R$: | |
Numerical Series: | |
Convergence of real valued-series: | |
Geometric series: 'analysis/specific_limits.html#has_sum_geometric_of_abs_lt_1' | |
Riemann series: | |
Positive valued series: | |
Summation of comparison relations: | |
Comparison of a series and an integral: | |
Error estimation: | |
Absolute convergence: | |
Products of series: | |
Alternating series: | |
Real-valued functions defined on a subset of $\R$: | |
Continuity: 'topology/basic.html#continuous' | |
Limits: 'order/filter/basic.html#filter.tendsto' | |
Intermediate value theorem: 'topology/algebra/ordered.html#intermediate_value_Icc' | |
Image of a segment: | |
Continuity of monotonic functions: | |
Continuity of reciprocal functions: | |
Differentiability: | |
Derivative at a point: 'analysis/calculus/deriv.html#has_deriv_at' | |
Differentiable functions: 'analysis/calculus/deriv.html#has_deriv_at' | |
Derivative of a composite function: 'analysis/calculus/deriv.html#deriv.comp' | |
Derivative of a reciprocal function: 'analysis/calculus/deriv.html#has_strict_deriv_at.of_local_left_inverse' | |
Rolle's theorem: 'analysis/calculus/local_extr.html#exists_deriv_eq_zero' | |
Mean value theorem: 'analysis/calculus/mean_value.html#exists_ratio_deriv_eq_ratio_slope' | |
Higher order derivatives of functions: 'analysis/calculus/iterated_deriv.html#iterated_deriv' | |
$C^k$ functions: 'analysis/calculus/times_cont_diff.html#times_cont_diff' | |
piecewise $C^k$ functions: | |
Leibniz formula: 'analysis/calculus/deriv.html#deriv_mul' | |
Taylor-like theorems: | |
Taylor with rough error estimation: | |
Taylor with integral error estimation: | |
Taylor-Lagrange: | |
Series expansions: | |
Usual functions (trigonometric, rational, $\exp$, $\log$, etc): | |
Polynomial functions: 'data/polynomial.html#polynomial.eval' | |
Rational functions: | |
Logarithms: 'analysis/special_functions/exp_log.html#real.log' | |
Exponential: 'data/complex/exponential.html#real.exp' | |
Power functions: 'algebra/group_power.html#monoid.pow' | |
Circular trigonometric functions: 'data/complex/exponential.html#real.sin' | |
Hyperbolic trigonometric functions: 'data/complex/exponential.html#real.sinh' | |
Reciprocal circular trigonometric functions: 'analysis/special_functions/trigonometric.html#real.arcsin' | |
Reciprocal hyperbolic trigonometric functions: | |
Integration: | |
Integral over a segment of piecewise continuous functions: | |
Antiderivatives: | |
Riemann sums: | |
Antiderivative of a continuous function: | |
Usual methods of calculating integrals: | |
Change of variable: | |
Integration by parts: | |
Generalized integrals: | |
Absolutely convergent integrals: | |
Integration of asymptotic comparison relationships: | |
Semi-convergent integrals: | |
Sequences and series of functions: | |
Pointwise convergence: | |
Uniform convergence: 'topology/uniform_space/uniform_convergence.html#tendsto_uniformly' | |
Normal convergence: | |
Continuity of the limit: 'topology/uniform_space/uniform_convergence.html#continuous_of_uniform_approx_of_continuous' | |
Differentiability of the limit: | |
Weierstrass polynomial approximation theorem: | |
Weierstrass trigonometric approximation theorem: | |
Convexity: | |
Convex functions of a real variable: 'analysis/convex/basic.html#convex_on' | |
Continuity and differentiability of convex functions: | |
Characterizations of convexity: 'analysis/calculus/mean_value.html#convex_on_of_deriv2_nonneg' | |
Convexity inequalities: 'analysis/mean_inequalities.html' | |
# 7. | |
Single Variable Complex Analysis: | |
Complex Valued series: | |
Radius of convergence: | |
Properties of sums of complex valued series on their disks of convergence: | |
Continuity: | |
differentiability with respect to the complex variable: | |
Antiderivative: | |
Complex exponentials: | |
Extension of circular functions to the complex plane: | |
Power series expansion of usual functions: | |
Functions on one complex variable: | |
Holomorphic functions: | |
Cauchy-Riemann conditions: | |
Line integrals of continuous functions in $\C$: | |
Antiderivatives of a holomorphic function: | |
Representations of the $\log$ function on $\C$: | |
Theorem of holomorphic functions under integral domains: | |
Winding number of a closed curve in $\C$ with respect to a point: | |
Cauchy formulas: | |
Analyticity of a holomorphic function: | |
Principle of isolated zeros: | |
Cauchy formulas: | |
Analyticity of a holomorphic function: | |
Principle of analytic continuation: | |
Maximum principle: | |
Isolated singularities: | |
Laurent series: | |
Meromorphic functions: | |
Residue theorem: | |
Sequences and series of holomorphic functions: | |
Holomorphic stability by uniform convergence: | |
# 8. | |
Topology: | |
Topology and Metric Spaces: | |
Topology of a metric space: 'topology/metric_space/basic.html#metric.is_open_iff' | |
Induced topology: 'topology/order.html#topological_space.induced' | |
Finite product of metric spaces: 'topology/metric_space/basic.html#metric_space_pi' | |
Limits of sequences: 'topology/metric_space/basic.html#metric.tendsto_at_top' | |
cluster points: | |
Continuous functions: 'topology/basic.html#continuous' | |
Homeomorphisms: 'topology/homeomorph.html#homeomorph' | |
Compactness: 'topology/subset_properties.html#compact_space' | |
Equivalence of definitions in terms of cluster points (Bolzano-Weierstrass) or open covers (Borel-Lebesgue): | |
Connectedness: 'topology/subset_properties.html#connected_space' | |
Connected components: 'topology/subset_properties.html#connected_component' | |
Arc connectedness: | |
Lipschitz functions: 'topology/metric_space/lipschitz.html#lipschitz_with' | |
uniformly continuous functions: 'topology/metric_space/basic.html#metric.uniform_continuous_iff' | |
Heine-Cantor theorem: | |
Complete metric spaces: 'topology/metric_space/basic.html#metric.complete_of_cauchy_seq_tendsto' | |
Fixed point theorem for contraction mapping: 'topology/metric_space/contracting.html#contracting_with.exists_fixed_point' | |
Normed vector spaces on $\R$ and $\C$: | |
Topology on a normed vector space: 'analysis/normed_space/basic.html#normed_space.topological_vector_space' | |
Equivalent norms: | |
Continuity of linear maps in finite dimension: 'normed_space/finite_dimension.html#linear_map.continuous_of_finite_dimensional' | |
Normes $\lVert\cdot\rVert_p$ on $\R^n$ and $\C^n$: | |
Continuous linear functions: 'topology/algebra/module.html#continuous_linear_map' | |
Norm of a continuous linear function: 'analysis/normed_space/operator_norm.html#linear_map.mk_continuous' | |
Absolutely convergent series on Banach spaces: 'analysis/normed_space/basic.html#summable_of_summable_norm' | |
Banach open mapping theorem: 'analysis/normed_space/banach.html#open_mapping' | |
Uniform convergence norm (sup-norm): 'topology/metric_space/emetric_space.html#emetric.tendsto_uniformly_on_iff' | |
Complete space of continuous bounded complete space valued functions: 'topology/bounded_continuous_function.html#bounded_continuous_function.complete_space' | |
Closed and bounded subsets are compact in finite-dimension: 'analysis/normed_space/finite_dimension.html#finite_dimensional.proper' | |
Riesz' characterization of finite dimension: | |
Ascoli's Theorem: 'topology/bounded_continuous_function.html#bounded_continuous_function.arzela_ascoli' | |
Hilbert Spaces: | |
Hilbert projection theorem: | |
Orthogonal projection onto closed vector subspaces: | |
Dual space: | |
Riesz representation theorem: | |
$l^2$ and $L^2$ cases: | |
Hilbert bases (in the separable case): | |
Basis of trigonometric polynomials: | |
Basis of orthogonal polynomials: | |
Lax-Milgram theorem: | |
$H^1_0([0,1])$ and its application to the Dirichlet problem in one dimension: | |
# 9. | |
Differential Calculus: | |
Differential Calculus: | |
Differentiable functions on an open subset of $\R^n$: | |
Differentials (linear tangent functions): | |
Derivatives with respect to a vector: | |
Partial derivatives: | |
Jacobian matrix: | |
gradient vector: | |
Hessian matrix: | |
Composition of differentiable functions: | |
Mean value theorem: | |
Differentiable functions: | |
Functions that can be differentiated k times: | |
Kth partial derivative: | |
Inversion of differentiation order: | |
Taylor-style theorems: | |
Taylor theorem with rough error estimation: | |
Taylor theorem with integral error estimation: | |
Local study of real valued functions: | |
Series representations: | |
Local extrema: | |
Convexity of functions on an open convex subset of $\R^n$: | |
Diffeomorphisms: | |
Inverse function theorem: | |
Implicit function theorem: | |
Differential equations: | |
Differential equations of the form X' = f(t, X): | |
Cauchy-Lipschitz Theorem: | |
Maximal solutions: | |
Grönwall lemma: | |
Exit theorem of a compact subspace: | |
Autonomous differential equations: | |
Phase portraits: | |
qualitative behavior: | |
Stability of equilibrium points (linearisation theorem): | |
Linear differential systems: | |
Method of constant variation (Duhamel’s formula): | |
Constant coefficient case: | |
Solving systems of differential equations of order > 1: | |
Differential Geometry: | |
Generalizations to R^n: | |
Equivalent definitions: | |
local graphs: | |
local parameterization: | |
local equation: | |
tangent space: | |
gradient: | |
$\R^3$ case: | |
Position with respect to the plane of the tangent: | |
construction of curves/planes represented by a parametric equation: | |
Metric study of curves: | |
line integral: | |
curve length: | |
$\mathcal{C}^1$ case: | |
Lagrange multipliers: | |
# 10. | |
Integral Calculus: | |
Measure theory: | |
measurable spaces: | |
sigma-algebras: | |
product of sigma-algebras: | |
examples of sigma-algebras: | |
borel sigma-algebras: | |
positive measure: | |
examples of measures: | |
counting measure: | |
Lebesgue measure: | |
probability measures: | |
product measure: | |
measurable functions: | |
approximation by step functions: | |
Integration: | |
Integral of positive measurable functions: | |
Monotone convergence theorem: | |
Fatou's lemma: | |
integrable functions: | |
dominated convergence theorem: | |
finite dimensional vector-valued integrable functions: | |
Integral with parameters: | |
Continuity theorem: | |
Differentiability under the integral sign theorem: | |
$\mathrm{L}^p$ spaces where 1 ≤ p ≤ ∞: | |
Completeness of $\mathrm{L}^p$ spaces: | |
Holder's inequality: | |
Fubini's theorem: | |
Change of variables for multiple integrals: | |
Polar coordinate case: | |
Spherical coordinate case: | |
Convolution: | |
Regularization and approximation by convolution: | |
Fourier Analysis: | |
Fourier series of locally integrable periodic real-valued functions: | |
Riemann-Lebesgue lemma: | |
convolution product of periodic functions: | |
Dirichlet theorem: | |
Fejer theorem: | |
Parseval theorem: | |
Fourier transforms on $\mathrm{L}^1(\R^d)$ and $\mathrm{L}^2(R^d)$: | |
Plancherel’s theorem: | |
# 11. | |
Probability Theory: | |
Definitions of a probabilistic space: | |
Events: | |
measure of probability: | |
independent events: | |
sigma-algebra: | |
independent sigma-algebra: | |
0-1 law: | |
Borel-Cantelli lemma: | |
conditional probability: | |
Law of total probability: | |
Random variables and their laws: | |
Discrete law: | |
Absolute continuity of probability laws: | |
probability density function: | |
law of joint probability: | |
independence of random variables: | |
mean and variance of a real-valued random variable: | |
transfer theorem: | |
moments: | |
examples: | |
Bernoulli law: | |
Binomial law: | |
Geometric law: | |
Poisson law: | |
Uniform law: | |
Exponential law: | |
Gaussian law: | |
characteristic function: | |
generating functions: | |
generating functions: | |
applications to sums of independent random variables: | |
Convergence of series of random variables: | |
Probabilistic convergence: | |
L^p convergence: | |
Almost surely convergence: | |
Markov inequality: | |
Tchebychev inequality: | |
Levy's theorem: | |
Law of large numbers: | |
Strong form: | |
Weak form: | |
central limit theorem: | |
# 12. | |
Distribution calculus: | |
Integration by parts: | |
Distributions on Rd: | |
vector spaces on C with compact support: | |
stability by derivation: | |
stability by multiplication by a function on $\mathcal{C}^{\infty}$: | |
partitions of unity: | |
constructing approximations of probability density functions in spaces of common functions (trig, exp, rational, log, etc): | |
Distributions: | |
Examples of distributions: | |
locally integrable functions: | |
dirac measures: | |
Cauchy principal values: | |
multiplication by a function in C-infinity: | |
probability distribution function from a dataset: | |
convergent distribution series: | |
support for a distribution: | |
spaces S(Rd) and S’(Rd): | |
Schwartz space S (Rd) of rapidly decreasing functions as well as all their derivatives: | |
gaussian functions are their derivatives: | |
stability by derivation: | |
stability by multiplication by a function C-infinity of slow growth: | |
Fourier transforms on S(Rd): | |
convolution of two functions of S(Rd): | |
Tempered distribution spaces in Spaces S(Rd): | |
Linear forms of T on S(Rd) such that there exists C > 0 and k ∈ N such that |hT|φi| ≤ C sup{|x^α ∂^βφ(x)|, x ∈ Rd, |α| ≤ k, |β| ≤ k} forall φ ∈ S (Rd): | |
Examples of tempered distributions: | |
$L^2$ functions and Riesz representation: | |
$L^p$ functions: | |
Periodic case: | |
Dirac comb: | |
Derivation of tempered distributions: | |
Multiplication by a function $C^\infty$ of slow growth: | |
Fourier transforms on S^0(Rd): | |
inverse formula: | |
Fourier transform and derivation: | |
Fourier transform on a product of convolution: | |
Applications: | |
derivative and the Fourier transform of a distribution: | |
Poisson’s formula: | |
using convolution and Fourier-Laplace transform to solve one dimensional linear differential equations: | |
Notion of constant coefficient differential operator elementary solution (laplacien case): | |
weak solution of partial derivative equation: | |
solving the laplace equations: | |
heat equations: | |
wave equations: | |
# 13. | |
Numerical Analysis: | |
Solving systems of linear inequalities: | |
conditioning: | |
Gershgorin-Hadamard theorem: | |
Gauss’s pivot: | |
LU decomposition: | |
Iterative methods: | |
Jacobian: | |
gauss-seidel: | |
convergence analysis: | |
spectral ray: | |
singular value decomposition: | |
example of discretisation matrix by finite differences of the laplacian in one dimension: | |
Iterative methods of solving systems of real and vector valued equations: | |
linear systems case: | |
proper element search: | |
brute force method: | |
optimization of convex function in finite dimension: | |
gradient descent square root: | |
nonlinear problems with real and vector values: | |
bisection method: | |
Picard method: | |
Newton’s method: | |
rate of convergence and estimation of error: | |
Numerical integration: | |
Rectangle method: | |
error estimation: | |
Monte-Carlo method: | |
rate of convergence: | |
application to the calculation of multiple integrals: | |
Approximation of numerical functions: | |
Lagrange interpolation: | |
Lagrange polynomial of a function at (n + 1) points: | |
estimation of the error: | |
Ordinary differential equations: | |
Numerical aspects of Cauchy's problem: | |
explicit Euler method: | |
consistency: | |
stability: | |
convergence: | |
order: | |
Fourier transform: | |
Discrete Fourier transform on a finite abelian group: | |
Fast Fourier transform: |
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