Questions tagged [multivariable-calculus]

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44 views

Is $\mathbb E [zz^T / z^Tz] = I / n$ is generally well known equation when $z \sim N(0,I)$, $I \in \mathbb{R}^{n \times n}$?

I found that following equation holds for random vector $z \sim N(0,I)$ : $\mathbb{E} [\frac{zz^T}{z^Tz}] = \frac{1}{n} I$ Proof is very simple that is only calculating integral for each component ...
1 vote
1 answer
103 views

Is it possible to simplify the coefficient matrix for large values of $x$?

If I have a system of $8$ linear equations for the eight variables $\{\alpha ,\beta ,\gamma ,\delta ,\eta ,\lambda ,\xi ,\rho \}$ and with the three parameters $\{x,y,z\}$ reals and $x>0$. I want ...
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0 votes
0 answers
25 views

Specific analytical solution to a multivariate equation

I've encountered the following problem during my research, any help would be highly appreciated. Let a following multivariate equation be given: $F(x,P,I) = 0$, where $x$ is a variable and $P,I$ are ...
2 votes
1 answer
121 views

Obtain 3D function from 2D slices [closed]

I am given a graph of a motor's torque vs RPM values at two different current draws, 730A and 300A (see graph). I need to obtain the 3D function to find current as a function of torque and RPM by ...
0 votes
0 answers
39 views

Basis of multivariate polynomials from univariate polynomials

This is in the context of Finite Elements on simplices however it hopefully is of more general interest. Basically I am looking for a result that rigorously describes how one can build a basis of $\...
2 votes
0 answers
119 views

Applying 1D integral to matrix integral

In the proof for finding an analytic solution to the propagation of a Hermite-Gaussian beam though a paraxial system given in the paper "The elliptical Hermite–Gaussian beam and its propagation ...
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2 votes
1 answer
263 views

Evaluation of Gaussian multivariable integral

In the context of evaluating the propagation of a flattened Gaussian beam, the following integral appears: \begin{equation} \int (\mathbf x^T \mathbf F \mathbf x)^n \exp \left [ - \mathbf x^T \mathbf ...
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3 votes
0 answers
99 views

Are square configurations the only critical points of the energy on the circle?

$\newcommand{\S}{\mathbb{S}^1}$ $\newcommand{\la}{\lambda}$Let$$M=\{(x_1,x_2,x_3,x_4) \in (\S)^4\,\, |\,\, \text{ all the } x_i \, \text{ are distinct}\} $$ Define $E:M \to \mathbb{R}$ by $$E(x_1,x_2,...
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6 votes
1 answer
357 views

Is there any hope to prove that $g(x)>-4$ if $f(x)<0$?

I have these two functions for $x>0$, $\beta>0$ and $\alpha$ (all reals) $$ f(x)= \frac{\alpha \; \sin (\beta \; x)}x+4 \cos (\beta\; x) ,\qquad\qquad\qquad\qquad\qquad\qquad\\ g(x)=\frac{\...
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2 votes
1 answer
128 views

Probability density of a hyperplane for a Gaussian distribution

I have a vector $\mathbf{x}$ with a multivariate Gaussian distribution $$P[\textbf{x}\in S] =\int_{\textbf{x}\in S} \det(2\pi H^{-1})^{-1/2}\exp(-\frac{1}{2} \textbf{x}^T H\textbf{x}) \, d\textbf{x}$$...
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1 vote
1 answer
139 views

Multiple integral and integral with respect to a function of variables

This is concerning Eq. (3.7) of C R Rao's 1945 paper (see p.81 of this article). Can someone help me in figuring out the second equality in Eq. (3.7)? His claim is (since $\phi(x,\theta) = \Phi(T,\...
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6 votes
1 answer
314 views

Monotonic dependence on an angle of an integral over the $n$-sphere

Let $v,w \in S^{n-1}$ be two $n$ dimensional real vectors on sphere. Consider the following integral: $$ \int_{x \in S^{n-1}} \big|\langle x,v \rangle\big|\cdot\big|\langle x,w \rangle\big|\; dx. $$ ...
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2 votes
1 answer
186 views

A 2 dimensional integral in polar coordinate [closed]

Recently I got stuck on a 2 dimensional integral in polar coordinate, the expression is the following: $I(x)=\lim_{\xi\rightarrow0^+}\int_0^\infty dr\int_{-\pi/2}^{\pi/2}dt\frac{2\xi ^{2-2 x}r^{2x+1} \...
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3 votes
1 answer
300 views

Strong convexity inequality w.r.t. infinity norm $\lVert\cdot\rVert_{\infty}$

Consider a twice differentiable 1-strongly convex function $f:\mathbb{R}^n \to \mathbb{R}$. Is it true that there exists $\alpha>0$ independent of $n$ such that, for all $x \in \mathbb{R}^n$: \...
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1 vote
0 answers
154 views

A sufficient condition for multiple differentiability of a function of several variables

While working on some properties of partial derivatives and multiply differentiable functions of several variables, I came across the following Hypothesis 1: Let $f: \mathbb{R}^n\to\mathbb{R}$, $\...
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45 views

Solving nonlinear differential multi-variable equation with block-matrices

Here is the problem: Given a formula $f:\mathbb{R}^{n+k}\rightarrow\mathbb{R}^n$, written as $f(x_1(t),x_2(t),...,x_n(t);a1,...ak)$ with $k$ real unknown parameters $a_1,...,a_k$. For any $(a1,...ak)$,...
3 votes
1 answer
164 views

Generalization(s) of variation diminishing property to multivariate case

Let us first define the variation diminishing property for the Gaussian kernel. Consider a function $f: \mathbb{R} \to \mathbb{R}$ that is sufficiently smooth and define \begin{align} F(x)= \int_{-\...
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11 votes
3 answers
537 views

Any hints on how to prove that the function $\lvert\alpha\;\sin(A)+\sin(A+B)\rvert - \lvert\sin(B)\rvert$ is negative over the half of the total area?

I have this inequality with $0<A,B<\pi$ and a real $\lvert\alpha\rvert<1$: $$ f(A,B):=\bigl|\alpha\;\sin(A)+\sin(A+B)\bigr| - \bigl| \sin(B)\bigr| < 0$$ Numerically, I see that ...
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1 vote
0 answers
167 views

A non-differentiable function $f(x,y)$ with bounded $f_x$, $f_y$, $f_{xx}$ and $f_{yy}$

Recently I was trying to construct a counterexample to the statement "If there exist $f_{xy}(0,0)$, $f_{yx}(0,0)$ and the functions $f_{xx}$, $f_{yy}$ exist in some neighborhood and are ...
1 vote
1 answer
368 views

Express Dirichlet energy $E_\mu(f) := \int \|\nabla f(x)\|^2 d\mu(x)$ in terms of Fourier information alone

Let $\mathbb R^d$ and let $\mu = p(dx)$ be a probability distribution thereupon, with density $p$ (which maybe assumed bounded, etc.). For a continuously differentiable function $f:\mathbb R^d \to \...
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16 votes
2 answers
988 views

How to generalize the various vector calculus theorems to distributions?

Here is a list of vector calculus identities; in the proof of these identities, we all assume that these functions are $𝐶^𝑘$ in an open set, and we usually use these identities to calculate ...
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77 views

What is the standard terminology for the quantity $\|\nabla f\|_{L^2(\mu)} := \sqrt{\int_{\mathbb R^d}\|\nabla f(x)\|^2d\mu(x)}$?

Let $f:\mathbb R^d \to \mathbb R$ be a continuously differentiable function and let $\mu$ be a probability measure on $\mathbb R^d$. Question. What is the standard teminology for the quantity $\|\...
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0 votes
2 answers
150 views

Does this non-negative function, with no stationary points, have only descent directions close to a constraint set?

Suppose $P: \mathbb{R}^n \rightarrow \mathbb{R}_{\ge 0} $ is a differentiable map, with $P(x) = 0 \ \forall x \in \mathcal{X}$ and $P(x) > 0 \ \forall x \in \mathcal{X}^c$. Further, suppose $P$ has ...
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6 votes
1 answer
320 views

Complex-doubly periodic function in two variables?

I am looking for a function $f:\mathbb C^2 \rightarrow \mathbb C^2$ that satisfies the two equations $$\partial_{z_2}f_1(z_1,z_2) + \partial_{z_1} f_2(z_1,z_2)=0 \text{ and }$$ $$\partial_{\bar z_1}...
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8 votes
2 answers
437 views

Multivariable higher-order chain rule

I am trying to understand the chain rule under a change of variables. Given a function $f : \mathbb R^n \rightarrow \mathbb R$ and a change of variables $G : \mathbb R^m \rightarrow \mathbb R^n$, what ...
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0 votes
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50 views

Integration question dealing with several variables and Taylor theorem

Dealing with one-variable and smooth function $f$ on a real interval $I$ such that $D^m f\in\mathcal{C}^2$, we have by Taylor theorem centered at $a\in I$ $$ D^mf(y)= D^mf(a) + D^{m+1}f(a)(y-a) + \...
2 votes
1 answer
163 views

Question about the implicit function theorem. an example of a homogeneous form for which its implicit function satisfies certain conditions

Let $F$ be a homogeneous form with coefficients in $\mathbb{R}$. Suppose it defines a smooth projective variety, in other words at every point other than the origin at least one of the first partial ...
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4 votes
1 answer
296 views

How to define a function that has these specific properties?

Suppose $x = (x_1,x_2,\dots,x_K) \in \mathbb{Z}^K_{\geq 0}$. For $x,y \in \mathbb{Z}^K_{\geq 0}$, we write $x \succ y$ or $y \prec x$ if $x \neq y$ and \begin{align*} x_{i(x,y)} > y_{i(x,y)...
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2 votes
0 answers
32 views

Hessian generating functions

I am looking for a characterization of functions $\Phi: \mathbb{R}^n \to \mathbb{R}^{n \times n}$ such that $\Phi(\mathbf{x}) = \nabla^2 f(\mathbf{x})$ for a function $f$ which is twice continuously ...
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1 vote
0 answers
30 views

What relationship exists between samples of a function and samples of its vector gradient field?

A real function $f(x)$ is defined on $N$-dimensional real space where $N \ge 3$. $f(x)$ is differentiable and its gradient with respect to x is $g(x)$. So $g(x)$ is a vector field. Assume we do not ...
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1 vote
0 answers
18 views

Creating a Multi-Variable equation to create a "Most Favorable Supplier Index" [closed]

I wanted to create a 'most favorable supplier index', where I want to assign a value to each supplier, ranging from 1-5 or 1-10, whichever, from the most and to the least preferred suppliers. There ...
7 votes
2 answers
470 views

Is a function of several variables convex near a local minimum when the derivatives are non-degenerate?

This is a cross-post. Let $U \subseteq \mathbb R^n$ be an open subset, and let $f:U \to \mathbb R$ be smooth. Suppose that $x \in U$ is a strict local minimum point of $f$. Let $df^k(x):(\mathbb R^n)^...
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1 vote
0 answers
71 views

Conditions for a function to vanish almost nowhere on its support?

Let $f:\mathbb{R}^d\rightarrow\mathbb{R}$ be a continuous function and $\mathrm{supp}(f) := \mathrm{cl}\{x\in\mathbb{R}^d\mid f(x)\neq 0\}$ its support. Under which conditions is it true that $f≠0$ (...
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1 vote
0 answers
89 views

Differential entropy under the change-of-variable with additive Gaussian noise

I have two Gaussian random variables $$X \sim \mathcal N(0, I), \ \ \ W \sim \mathcal N(0, \sigma\cdot I)$$ and I known a parametric change-of-variable $Y(\theta) = T(X; \theta)$. I would like to ...
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3 votes
1 answer
249 views

Gradient condition implies Hörmander condition

We have tempered distribution $K$ in $\mathbb{R}^n$ which coincides with a locally integrable function in $\mathbb{R}^n\setminus \{0\}$. We call the condition $$\int_{|x|>2|y|}|K(x-y)-K(x)|dx\leq ...
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1 vote
1 answer
161 views

Is the minimum of a constraint optimization problem differentiable in the constraint parameter?

Let $h:\mathbb R^{>0}\to \mathbb R^{\ge 0}$ be a smooth function, satisfying $h(1)=0$, and suppose that $h(x)$ is strictly increasing on $[1,\infty)$, and strictly decreasing on $(0,1]$. Let $s&...
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2 votes
1 answer
140 views

Is the optimum of this problem convex in the constraint parameter?

Let $f:\mathbb R^+ \to \mathbb R$ be a smooth function, satisfying $f(1)=0$, and suppose that $|f|$ grows with the distance from $1$: $|f(x)|$ is strictly increasing when $x \ge 1$, and strictly ...
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2 votes
0 answers
80 views

The mean along the eccentric anomaly of an ellipse log distance to a point within the ellipse

Conjecture. Let $$ f(r,\alpha,p, \theta) = \ln\left(\left(r\sin\alpha-\sin\theta\right)^{2}\left(1-p\right)^{2}+\left(r\cos\alpha-\cos\theta\right)^{2}\left(1+p\right)^{2}\right). $$ Then for any ...
1 vote
0 answers
53 views

Elasticity tensor in terms of principal stretches

Suppose we are given a frame-indifferent isotropic function $W:GL_+(3) \to [0,\infty)$, where $GL_+(3)$ denotes the set of all real $(3\times 3)$-matrices with positive determinant. We can write $W(F)$...
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5 votes
0 answers
480 views

How to compute the volume of a region transformed by a matrix?

This is a rewrite of the OP's question to emphasize what I think are the research level issues here. Let $\mathscr{R}$ be a bounded convex body in $\mathbb{R}^n$ and let $H : \mathbb{R}^n \to \mathbb{...
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0 votes
1 answer
264 views

Integral $ g(a)= \int_{0}^{\frac{\pi}{2}} \frac{\arctan(a \tan x)}{\tan x}dx $ [closed]

I am having trouble calculating this integral: $$ g(a) = \int_{0}^{\frac{\pi}{2}} \frac{\arctan(a \tan x)}{\tan x}dx $$ I tried calculating $g'(a)$ but then I get stuck.
2 votes
3 answers
616 views

A Curved/Warped Version of Fubini's Theorem

I will think of $ \mathbb{R}^{n+m}$ as $\mathbb{R}^n \times \mathbb{R}^m$. Let $ V \subset \mathbb{R}^{n+m}$ be open and $g:V \to U \subset \mathbb{R}^{n+m} $ be a $C^1$ diffeomorphism. For a fixed ...
0 votes
0 answers
75 views

A question about multivariable calculus and optimization

Consider the function $f(x) :\mathbb{R}\rightarrow \mathbb{R}$, such that $f(x)\geqslant 0\; \forall x\in \mathbb{R}$, and has a set of extremum points at $x_{j}$. Consider the integral : $$\int_{\bar{...