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191 votes
34 answers
81k views

What is convolution intuitively?

If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...
185 votes
19 answers
36k views

How do I make the conceptual transition from multivariable calculus to differential forms?

One way to define the algebra of differential forms $\Omega(M)$ on a smooth manifold $M$ (as explained by John Baez's week287) is as the exterior algebra of the dual of the module of derivations on ...
152 votes
18 answers
24k views

Why do we care about $L^p$ spaces besides $p = 1$, $p = 2$, and $p = \infty$?

I was helping a student study for a functional analysis exam and the question came up as to when, in practice, one needs to consider the Banach space $L^p$ for some value of $p$ other than the obvious ...
142 votes
7 answers
14k views

Source and context of $\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 dx/(1+x^2)$?

Possibly the most striking proof of Archimedes's inequality $\pi < 22/7$ is an integral formula for the difference: $$ \frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2}, $$ where the ...
Noam D. Elkies's user avatar
141 votes
17 answers
38k views

Why is differentiating mechanics and integration art?

It is often said that "Differentiation is mechanics, integration is art." We have more or less simple rules in one direction but not in the other (e.g. product rule/simple <-> integration by parts/...
vonjd's user avatar
  • 5,935
135 votes
5 answers
31k views

Does the inverse function theorem hold for everywhere differentiable maps?

(This question was posed to me by a colleague; I was unable to answer it, so am posing it here instead.) Let $f: {\bf R}^n \to {\bf R}^n$ be an everywhere differentiable map, and suppose that at each ...
Terry Tao's user avatar
  • 114k
123 votes
12 answers
29k views

How to solve $f(f(x)) = \cos(x)$?

I found the following equation on some web page I cannot remember, and found it interesting: $$f(f(x))=\cos(x)$$ Out of curiosity I tried to solve it, but realized that I do not have a clue how to ...
user4503's user avatar
  • 1,571
122 votes
4 answers
39k views

Is the analysis as taught in universities in fact the analysis of definable numbers?

Ten years ago, when I studied in university, I had no idea about definable numbers, but I came to this concept myself. My thoughts were as follows: All numbers are divided into two classes: those ...
Anixx's user avatar
  • 10.1k
109 votes
28 answers
41k views

Why should one still teach Riemann integration?

In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument: Finally, the reader will ...
104 votes
8 answers
13k views

Is $ \sum\limits_{n=0}^\infty x^n / \sqrt{n!} $ positive?

Is $$ \sum_{n=0}^\infty {x^n \over \sqrt{n!}} > 0 $$ for all real $x$? (I think it is.) If so, how would one prove this? (To confirm: This is the power series for $e^x$, except with the ...
J Russell's user avatar
  • 1,143
101 votes
1 answer
8k views

Dropping three bodies

Consider the usual three-body problem with Newtonian $1/r^2$ force between masses. Let the three masses start off at rest, and not collinear. Then they will become collinear a finite time ...
Richard Montgomery's user avatar
99 votes
28 answers
14k views

Probabilistic proofs of analytic facts

What are some interesting examples of probabilistic reasoning to establish results that would traditionally be considered analysis? What I mean by "probabilistic reasoning" is that the approach should ...
Erik Davis's user avatar
  • 1,695
97 votes
17 answers
17k views

What's a nice argument that shows the volume of the unit ball in $\mathbb R^n$ approaches 0?

Before you close for "homework problem", please note the tags. Last week, I gave my calculus 1 class the assignment to calculate the $n$-volume of the $n$-ball. They had finished up talking about ...
95 votes
5 answers
13k views

Note rejected from arXiv: what to do next?

Short version: A note of mine was rejected by the arXiv moderation (something I didn't even know was possible) on account of being “unrefereeable”. The moderation process provides absolutely no ...
94 votes
1 answer
11k views

The mathematical theory of Feynman integrals

It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly. Arguably, they are the most important such tool. Briefly, the question I'd like to ...
algori's user avatar
  • 23.5k
91 votes
2 answers
11k views

Is it possible to express $\int\sqrt{x+\sqrt{x+\sqrt{x+1}}}dx$ in elementary functions?

I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here: Is it possible to express ...
Vladimir Reshetnikov's user avatar
87 votes
2 answers
4k views

History of $\frac d{dt}\tan^{-1}(t)=\frac 1{1+t^2}$

Let $\theta = \tan^{-1}(t)$. Nowadays it is taught: 1º that $$ \frac{d\theta}{dt} = \frac 1{dt\,/\,d\theta} = \frac 1{1+t^2}, \tag1 $$ 2º that, via the fundamental theorem of calculus, this is ...
Francois Ziegler's user avatar
86 votes
4 answers
11k views

Nonexistence of boundary between convergent and divergent series?

The following is a FAQ that I sometimes get asked, and it occurred to me that I do not have an answer that I am completely satisfied with. In Rudin's Principles of Mathematical Analysis, following ...
Timothy Chow's user avatar
  • 82.7k
85 votes
12 answers
90k views

Why is the gradient normal? [closed]

This is a somewhat long discussion so please bear with me. There is a theorem that I have always been curious about from an intuitive standpoint and that has been glossed over in most textbooks I ...
Kim Greene's user avatar
  • 3,613
84 votes
1 answer
7k views

A hard integral identity on MathSE

The following identity on MathSE $$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$ seems to be ...
Y. Zhao's user avatar
  • 3,337
81 votes
4 answers
8k views

Did Gelfand's theory of commutative Banach algebras influence algebraic geometers?

Guillemin and Sternberg wrote the following in 1987 in a short article called "Some remarks on I.M. Gelfand's works" accompanying Gelfand's Collected Papers, Volume I: The theory of commutative ...
Jonas Meyer's user avatar
  • 7,329
81 votes
3 answers
9k views

Norms of commutators

If an $n$ by $n$ complex matrix $A$ has trace zero, then it is a commutator, which means that there are $n$ by $n$ matrices $B$ and $C$ so that $A= BC-CB$. What is the order of the best constant $\...
Bill Johnson's user avatar
  • 31.5k
77 votes
0 answers
4k views

2, 3, and 4 (a possible fixed point result ?)

The question below is related to the classical Browder-Goehde-Kirk fixed point theorem. Let $K$ be the closed unit ball of $\ell^{2}$, and let $T:K\rightarrow K$ be a mapping such that $$\Vert Tx-Ty\...
Ady's user avatar
  • 4,060
75 votes
1 answer
16k views

A number theory problem where pi appears surprisingly

For a given positive integer $M$, the sequence $\{a_n\}$ starts from $a_{2M+1}=M(2M+1)$ and $a_k$ is the largest multiple of $k$ no more than $a_{k+1}+M$, i.e. $$a_k=k\left\lfloor\frac{a_{k+1}+M}{k}\...
Andrew Sakura's user avatar
72 votes
9 answers
16k views

Why do functions in complex analysis behave so well? (as opposed to functions in real analysis)

Complex analytic functions show rigid behavior while real-valued smooth functions are flexible. Why is this the case?
Yoo's user avatar
  • 1,093
71 votes
16 answers
21k views

Is there a nice application of category theory to functional/complex/harmonic analysis?

[Title changed, and wording of question tweaked, by YC, because the original title asked a question which seems different from the one people want to answer.] I've read looked at the examples in most ...
71 votes
3 answers
5k views

Does iterating the derivative infinitely many times give a smooth function whenever it converges?

I am a graduate student and I've been thinking about this fun but frustrating problem for some time. Let $d = \frac{d}{dx}$, and let $f \in C^{\infty}(\mathbb{R})$ be such that for every real $x$, $$g(...
Paul Cusson's user avatar
  • 1,763
71 votes
2 answers
6k views

Barrelled, bornological, ultrabornological, semi-reflexive, ... how are these used?

I'm not a functional analyst (though I like to pretend that I am from time to time) but I use it and I think it's a great subject. But whenever I read about locally convex topological vector spaces, ...
Andrew Stacey's user avatar
69 votes
3 answers
12k views

Nonconvexity and discretization

Edit: Here's a more down-to-earth, and somewhat weakened, but I believe still nontrivial, version of the main theorem. Prototypical nonconvex spaces are $\ell^p$-spaces for $0<p<1$, say $\ell^p(\...
Peter Scholze's user avatar
68 votes
2 answers
15k views

Is there a category structure one can place on measure spaces so that category-theoretic products exist?

The usual category of measure spaces consists of objects $(X, \mathcal{B}_X, \mu_X)$, where $X$ is a space, $\mathcal{B}_X$ is a $\sigma$-algebra on $X$, and $\mu_X$ is a measure on $X$, and measure ...
Damek Davis's user avatar
67 votes
3 answers
12k views

Is this differential identity known?

Recently I discovered the differential identity $$ \frac{d^{k+1}}{dx^{k+1}} (1+x^2)^{k/2} = \frac{(1 \times 3 \times \dots \times k)^2}{(1+x^2)^{(k+2)/2}}$$ valid for any odd natural number $k$; for ...
Terry Tao's user avatar
  • 114k
67 votes
9 answers
7k views

Taking "Zooming in on a point of a graph" seriously

In calculus classes it is sometimes said that the tangent line to a curve at a point is the line that we get by "zooming in" on that point with an infinitely powerful microscope. This explanation ...
Steven Gubkin's user avatar
66 votes
7 answers
10k views

Why is the Hahn-Banach theorem so important?

Every time I hear it mentioned it is praised in the highest possible terms, and I remember one of my old lecturers saying that it is one of the 3 most important theorems in analysis. Yet the only ...
teil's user avatar
  • 4,351
65 votes
9 answers
12k views

Polish spaces in probability

Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed. Question: What can go wrong when doing probability on non-Polish spaces?
Thanh's user avatar
  • 651
65 votes
14 answers
6k views

Notions of convergence not corresponding to topologies

This question concerns the ramifications of the following interesting problem that appeared on Ed Nelson's final exam on Functional Analysis some years ago: Exam question: Is there a metric on the ...
jon's user avatar
  • 801
64 votes
16 answers
13k views

How helpful is non-standard analysis?

So, I can understand how non-standard analysis is better than standard analysis in that some proofs become simplified, and infinitesimals are somehow more intuitive to grasp than epsilon-delta ...
Tony Huynh's user avatar
  • 32.1k
64 votes
5 answers
18k views

The unreasonable effectiveness of Padé approximation

I am trying to get an intuitive feel for why Padé approximation works so well. Given a truncated Taylor/Maclaurin series it "extrapolates" it beyond the radius of convergence. But what I can'...
Felix Goldberg's user avatar
63 votes
5 answers
10k views

Jean Bourgain's relatively lesser known significant contributions

Jean Bourgain passed away on December 22, 2018. A great mathematician is no longer with us. Terry Tao has blogged about Bourgain's death and mentioned some of his more recent significant contributions,...
63 votes
7 answers
5k views

What well known results with countability assumptions can be naturally extended to uncountable settings?

In many of the common categories of spaces (or algebras) in mathematics, one often restricts attention to those spaces or algebras which are "countable" or "countably generated" in ...
61 votes
1 answer
5k views

Every real function has a dense set on which its restriction is continuous

The title says it all: if $f\colon \mathbb{R} \to \mathbb{R}$ is any real function, there exists a dense subset $D$ of $\mathbb{R}$ such that $f|_D$ is continuous. Or so I'm told, but this leaves me ...
Gro-Tsen's user avatar
  • 32.5k
60 votes
23 answers
108k views

A good book of functional analysis [closed]

I'm a student (I've been studying mathematics 4 years at the university) and I like functional analysis and topology, but I only studied 6 credits of functional analysis and 7 in topology (the basics)....
60 votes
8 answers
36k views

Inverse gamma function?

This is an analysis question I remember thinking about in high school. Reading some of the other topics here reminded me of this, and I'd like to hear other people's solutions to this. We have the ...
jeremy's user avatar
  • 2,179
59 votes
9 answers
10k views

Motivation for and history of pseudo-differential operators

Suppose you start from partial differential equations and functional analysis (on $\mathbb R^n$ and on real manifolds). Which prominent example problems lead you to work with pseudo-differential ...
shuhalo's user avatar
  • 5,327
59 votes
7 answers
4k views

How closed-form conjectures are made?

Recently I posted a conjecture at Math.SE: $$\int_0^\infty\ln\frac{J_\mu(x)^2+Y_\mu(x)^2}{J_\nu(x)^2+Y_\nu(x)^2}\mathrm dx\stackrel{?}{=}\frac{\pi}{2}(\mu^2-\nu^2),$$ where $J_\mu(x)$ and $Y_\mu(x)$ ...
Vladimir Reshetnikov's user avatar
59 votes
7 answers
29k views

Learning roadmap for harmonic analysis

In short, I am interested to know of the various approaches one could take to learn modern harmonic analysis in depth. However, the question deserves additional details. Currently, I am reading Loukas ...
59 votes
1 answer
5k views

Square root of dirac delta function

Is there a measurable function $ f:\mathbb{R}\to \mathbb{R}^+ $ so that $ f*f(x)=1 $ for all $ x\in \mathbb{R} $, i.e $$\int\limits_{-\infty}^{\infty} f(t)f(x-t) dt=1 $$ for all $ x\in \mathbb{R} $.
DLN's user avatar
  • 817
57 votes
8 answers
10k views

Does the formal power series solution to $f(f(x))= \sin( x) $ converge?

I have spent some time using gp-pari. There is, of course, a formal power series solution to $ f(f(x)) = \sin x.$ It is displayed below, identified by the symbol $g$ because I am not entirely sure ...
Will Jagy's user avatar
  • 25.7k
56 votes
17 answers
13k views

Atiyah-Singer index theorem

Every year or so I make an attempt to "really" learn the Atiyah-Singer index theorem. I always find that I give up because my analysis background is too weak -- most of the sources spend a lot of ...
Andy Putman's user avatar
  • 44.8k
54 votes
13 answers
90k views

Good differential equations text for undergraduates who want to become pure mathematicians

Alright, so I have been taking a while to soak in as much advanced mathematics as an undergraduate as possible, taking courses in algebra, topology, complex analysis (a less rigorous undergraduate ...
54 votes
3 answers
6k views

On which regions can Green's theorem not be applied?

In elementary calculus texts, Green's theorem is proved for regions enclosed by piecewise smooth, simple closed curves (and by extension, finite unions of such regions), including regions that are not ...
GermanJablo's user avatar

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