Video yükleniyor...

Video Yüklenemedi

Bu video yüklenirken bir sorun oluştu. Bu geçici bir ağ sorunundan kaynaklanıyor olabilir veya video kullanılamıyor olabilir.

Ana Sayfaya Dön

The Probability Density of a Brownian Particle Solves the. Heat Equation. Einstein’s 1905 paper on Brownian motion doesn’t get the same spotlight as General Relativity, but it’s still an astonishing piece of work. It takes a messy, noisy phenomenon and extracts three hard facts from it: First, the randomness... show more

Mathelirium

34,713 subscribers

21,543 görüntüleme • 6 ay önce •via X (Twitter)

Sanat Eğitim Bilim & Teknoloji

Anya Rossi• Live Now

Private livecam show

0 Yorum

Yorum bulunmuyor

Orijinal gönderinin yorumları burada görünecek

Benzer Videolar

Once you swallow the fact that Brownian motion is continuous everywhere and differentiable nowhere, Itô’s quadratic variation is the next quiet shock waiting for you: Ordinary smooth curves have zero quadratic variation...if you chop time into tiny pieces and add up (increment)² over the interval, that sum goes to zero as your partition gets finer. But for Brownian motion that same sum doesn’t vanish, it locks onto the length of the time interval.😲 So, you have this path with no velocity anywhere, but its squared wiggles accumulate in a completely rigid, deterministic way. Over time T, the total quadratic variation is exactly T. 🫡 That’s the trade the universe makes here...you lose the classical derivative, but you gain a new calculus where the “dB times dB” term behaves like dt, and suddenly integrals against Brownian motion make sense and you can do stochastic calculus. 📝 Brownian motion refuses to be smooth, but its roughness is so structured that when you look at it through the lens of quadratic variation, the randomness averages out and you’re left with a clean clock ticking underneath the noise. #BrownianMotion #ProbabilityTheory #StochasticCalculus #RandomWalks #Ito #QuadraticVariation

Once you swallow the fact that Brownian motion is continuous everywhere and differentiable nowhere, Itô’s quadratic variation is the next quiet shock waiting for you: Ordinary smooth curves have zero quadratic variation...if you chop time into tiny pieces and add up (increment)² over the interval, that sum goes to zero as your partition gets finer. But for Brownian motion that same sum doesn’t vanish, it locks onto the length of the time interval.😲 So, you have this path with no velocity anywhere, but its squared wiggles accumulate in a completely rigid, deterministic way. Over time T, the total quadratic variation is exactly T. 🫡 That’s the trade the universe makes here...you lose the classical derivative, but you gain a new calculus where the “dB times dB” term behaves like dt, and suddenly integrals against Brownian motion make sense and you can do stochastic calculus. 📝 Brownian motion refuses to be smooth, but its roughness is so structured that when you look at it through the lens of quadratic variation, the randomness averages out and you’re left with a clean clock ticking underneath the noise. #BrownianMotion #ProbabilityTheory #StochasticCalculus #RandomWalks #Ito #QuadraticVariation

Mathelirium

100,544 görüntüleme • 9 ay önce

$Today we introduce Stochastic Differential Equations (SDEs), and the main thing to watch for is this: We’ll use Brownian motion as the basic noise source, then see how well-known SDEs drop out of it naturally, without guessing. I still think the best way into these concepts is through an application. We look at the theory behind electromagnetic scattering and radar clutter, which leads straight into anomaly detection on scattering statistics. When a narrowband wave scatters off a messy cloud of particles, the complex field at your receiver is a random phasor sum. At time t you can write the electric field as E_N(t) = Σⱼ₌₁ᴺ e^{iθⱼ(t)}, each term a unit arrow in the complex plane from scatterer j. This is exactly where Brownian motion shows up in the most reasonable way. Think of all the microscopic chaos: tiny motions, index fluctuations, path jitters, Doppler shifts. Over short times, all of that shows up as small random kicks to the phases θⱼ(t). If you made θⱼ(t) random in an ad-hoc way, like resampling a fresh independent angle at every instant, the field would jump around unrealistically with no physical time structure. Brownian motion is what you get when each phase takes the continuous-time limit of many tiny, independent kicks. It’s continuous in t, its variance grows the right way, and it carries just enough temporal structure to look physical. So we model each phase as a Brownian walk, θⱼ(t) = θⱼ⁰ + σ_θ Bⱼ(t), with independent Brownian motions Bⱼ(t) and a phase-diffusion rate σ_θ. Brownian motion here isn’t window dressing. It’s the clean way to compress all the small random stuff into a single process that actually matches how phases wander in time. This is called Rayleigh Scattering, but the same sum of many tiny coherent echoes shows up in lots of places...e.g. wireless multipath fading (phones/Wi-Fi), laser/optical links through atmospheric turbulence, ultrasound speckle in tissue, and sonar/underwater acoustics in rough or bubbly water. #StochasticProcesses #BrownianMotion #ItoCalculus #RadarClutter #RayleighScattering #SignalProcessing$

Today we introduce Stochastic Differential Equations (SDEs), and the main thing to watch for is this: We’ll use Brownian motion as the basic noise source, then see how well-known SDEs drop out of it naturally, without guessing. I still think the best way into these concepts is through an application. We look at the theory behind electromagnetic scattering and radar clutter, which leads straight into anomaly detection on scattering statistics. When a narrowband wave scatters off a messy cloud of particles, the complex field at your receiver is a random phasor sum. At time t you can write the electric field as E_N(t) = Σⱼ₌₁ᴺ e^{iθⱼ(t)}, each term a unit arrow in the complex plane from scatterer j. This is exactly where Brownian motion shows up in the most reasonable way. Think of all the microscopic chaos: tiny motions, index fluctuations, path jitters, Doppler shifts. Over short times, all of that shows up as small random kicks to the phases θⱼ(t). If you made θⱼ(t) random in an ad-hoc way, like resampling a fresh independent angle at every instant, the field would jump around unrealistically with no physical time structure. Brownian motion is what you get when each phase takes the continuous-time limit of many tiny, independent kicks. It’s continuous in t, its variance grows the right way, and it carries just enough temporal structure to look physical. So we model each phase as a Brownian walk, θⱼ(t) = θⱼ⁰ + σ_θ Bⱼ(t), with independent Brownian motions Bⱼ(t) and a phase-diffusion rate σ_θ. Brownian motion here isn’t window dressing. It’s the clean way to compress all the small random stuff into a single process that actually matches how phases wander in time. This is called Rayleigh Scattering, but the same sum of many tiny coherent echoes shows up in lots of places...e.g. wireless multipath fading (phones/Wi-Fi), laser/optical links through atmospheric turbulence, ultrasound speckle in tissue, and sonar/underwater acoustics in rough or bubbly water. #StochasticProcesses #BrownianMotion #ItoCalculus #RadarClutter #RayleighScattering #SignalProcessing

Mathelirium

31,182 görüntüleme • 7 ay önce

$Today we introduce Stochastic Differential Equations (SDEs). I find that the best way to introduce these complex concepts is to look at an application. This is part I of the lecture🙂 We look at the theory behind electromagnetic scattering/radar clutter which leads to anomaly detection on scattering statistics. When a narrowband wave scatters off a messy cloud of particles, the complex field at your receiver is a random phasor sum...at time t you can write the electric field as E_N(t) = Σⱼ₌₁ᴺ e^{iθⱼ(t)}, each term a unit arrow in the complex plane from scatterer j. This is exactly where the magic of Brownian motion appears naturally and in the most reasonable way. Think of all the microscopic chaos...tiny motions, index fluctuations, path jitters, Doppler shifts that shows up as small random kicks to the phases θⱼ(t) over very short times. If you just made θⱼ(t) random in an ad-hoc way (say, resampling independent angles at each time), the field would jump around unrealistically with no temporal structure. Brownian motion is what you get when you let each phase take the continuous-time limit of many tiny, independent kicks...it’s continuous in t, it has the right cumulative variance growth, and it remembers just enough of its past to look physical. So we model each phase as a Brownian walk, θⱼ(t) = θⱼ⁰ + σ_θ Bⱼ(t), with independent Brownian motions Bⱼ(t) and a phase-diffusion rate σ_θ. Brownian motion here isn’t window dressing...it’s the clean way to compress all the small random stuff into a single process that actually matches how the phases wander in time. #StochasticProcesses #BrownianMotion #ItoCalculus #RadarClutter #RayleighScattering #SignalProcessing$

Today we introduce Stochastic Differential Equations (SDEs). I find that the best way to introduce these complex concepts is to look at an application. This is part I of the lecture🙂 We look at the theory behind electromagnetic scattering/radar clutter which leads to anomaly detection on scattering statistics. When a narrowband wave scatters off a messy cloud of particles, the complex field at your receiver is a random phasor sum...at time t you can write the electric field as E_N(t) = Σⱼ₌₁ᴺ e^{iθⱼ(t)}, each term a unit arrow in the complex plane from scatterer j. This is exactly where the magic of Brownian motion appears naturally and in the most reasonable way. Think of all the microscopic chaos...tiny motions, index fluctuations, path jitters, Doppler shifts that shows up as small random kicks to the phases θⱼ(t) over very short times. If you just made θⱼ(t) random in an ad-hoc way (say, resampling independent angles at each time), the field would jump around unrealistically with no temporal structure. Brownian motion is what you get when you let each phase take the continuous-time limit of many tiny, independent kicks...it’s continuous in t, it has the right cumulative variance growth, and it remembers just enough of its past to look physical. So we model each phase as a Brownian walk, θⱼ(t) = θⱼ⁰ + σ_θ Bⱼ(t), with independent Brownian motions Bⱼ(t) and a phase-diffusion rate σ_θ. Brownian motion here isn’t window dressing...it’s the clean way to compress all the small random stuff into a single process that actually matches how the phases wander in time. #StochasticProcesses #BrownianMotion #ItoCalculus #RadarClutter #RayleighScattering #SignalProcessing

Mathelirium

55,319 görüntüleme • 9 ay önce

Erwin Schrödinger’s 1926 equation changed the game by turning Quantum Mechanics into wave dynamics. That move gave Physics a new way to think. Instead of forcing a particle onto one sharp path, it lets a complex wavefunction evolve in time, with its shape and phase holding the structure of the phenomenon. What makes this so striking is that Schrödinger’s equation does not start from vague mystery. It starts from a precise and daring idea The state of a particle is a complex field ψ(x,t), and the dynamics must push ψ forward in a way that preserves total probability.

Erwin Schrödinger’s 1926 equation changed the game by turning Quantum Mechanics into wave dynamics. That move gave Physics a new way to think. Instead of forcing a particle onto one sharp path, it lets a complex wavefunction evolve in time, with its shape and phase holding the structure of the phenomenon. What makes this so striking is that Schrödinger’s equation does not start from vague mystery. It starts from a precise and daring idea The state of a particle is a complex field ψ(x,t), and the dynamics must push ψ forward in a way that preserves total probability.

Mathelirium

54,894 görüntüleme • 6 ay önce

Brownian Motion Has a Hidden Speed Limit Once you’ve come to terms with Brownian motion having no derivative, acquiring a deterministic Quadratic Variation, and crossing zero infinitely often in every neighbourhood, the next surprise is the Law of The Iterated Logarithm. A Brownian path may look completely unconstrained, but its largest excursions obey an astonishingly sharp envelope. The right scale is not merely √t, but √[2t log log t], and that strange log log t term is exactly what sets the true boundary for how far Bₜ can wander. The theorem says that, almost surely, the path comes arbitrarily close to the upper and lower curves ±√[2t log log t] infinitely many times, yet does not genuinely live beyond them. Choose a smaller multiple and Bₜ will break through your barrier infinitely often. Choose a larger one and, beyond some point, it almost never reaches it again. #BrownianMotion #LawOfTheIteratedLogarithm #StochasticProcesses #RandomPaths #ProbabilityTheory #FractalBehaviour

Brownian Motion Has a Hidden Speed Limit Once you’ve come to terms with Brownian motion having no derivative, acquiring a deterministic Quadratic Variation, and crossing zero infinitely often in every neighbourhood, the next surprise is the Law of The Iterated Logarithm. A Brownian path may look completely unconstrained, but its largest excursions obey an astonishingly sharp envelope. The right scale is not merely √t, but √[2t log log t], and that strange log log t term is exactly what sets the true boundary for how far Bₜ can wander. The theorem says that, almost surely, the path comes arbitrarily close to the upper and lower curves ±√[2t log log t] infinitely many times, yet does not genuinely live beyond them. Choose a smaller multiple and Bₜ will break through your barrier infinitely often. Choose a larger one and, beyond some point, it almost never reaches it again. #BrownianMotion #LawOfTheIteratedLogarithm #StochasticProcesses #RandomPaths #ProbabilityTheory #FractalBehaviour

Mathelirium

29,105 görüntüleme • 6 ay önce

Once you’ve accepted that Brownian motion doesn’t have a classical dX/dt but does have this rigid quadratic variation, you’re ready for the first real Itô vs chain rule punch: take X_t = B_t and look at f(x) = x². In ordinary calculus you’d write d(B_t²) = 2 B_t dB_t and move on, because the only thing that survives is f′(x)·dx. Itô’s formula says that’s not enough for Brownian motion: the infinitely many tiny (dB_t)² terms don’t wash out, they add up to dt, so the correct identity is d(B_t²) = 2 B_t dB_t + dt (see insert formula). In the animation we fix one Brownian path, draw B_t² as the pale truth, then build the naive path that accumulates only the 2 B_t dB_t term and watch it drift away from B_t², while the corrected path that accumulates 2 B_t dB_t plus an extra linear drift t hugs B_t² almost perfectly. The whole point is visible on screen: the missing +t isn’t a technicality, it’s the deterministic shadow of quadratic variation correcting the chain rule so calculus survives contact with noise. #ItosFormula #BrownianMotion #StochasticCalculus #QuadraticVariation #RandomPaths #ProbabilityTheory

Once you’ve accepted that Brownian motion doesn’t have a classical dX/dt but does have this rigid quadratic variation, you’re ready for the first real Itô vs chain rule punch: take X_t = B_t and look at f(x) = x². In ordinary calculus you’d write d(B_t²) = 2 B_t dB_t and move on, because the only thing that survives is f′(x)·dx. Itô’s formula says that’s not enough for Brownian motion: the infinitely many tiny (dB_t)² terms don’t wash out, they add up to dt, so the correct identity is d(B_t²) = 2 B_t dB_t + dt (see insert formula). In the animation we fix one Brownian path, draw B_t² as the pale truth, then build the naive path that accumulates only the 2 B_t dB_t term and watch it drift away from B_t², while the corrected path that accumulates 2 B_t dB_t plus an extra linear drift t hugs B_t² almost perfectly. The whole point is visible on screen: the missing +t isn’t a technicality, it’s the deterministic shadow of quadratic variation correcting the chain rule so calculus survives contact with noise. #ItosFormula #BrownianMotion #StochasticCalculus #QuadraticVariation #RandomPaths #ProbabilityTheory

Mathelirium

31,380 görüntüleme • 9 ay önce

Quantum Mechanics Series Lecture 4 Lecture 1 established that ρ(x,t) = |ψ(x,t)|² behaves like a conserved probability density. Lecture 2 showed what drives that flow. We also saw that writing ψ = r exp(iθ) makes the probability current proportional to the phase gradient, making it clear that phase geometry literally steers the motion. Lecture 3 then showed that the centroid of that flow can move almost classically when the packet is tight and the external potential is smooth. However, that raises yet another question. If the centroid can look classical, why does the full wave still spread, bend, split, and interfere in ways no classical particle cloud would? This is because the wave is not driven only by the external potential. It is also driven by its own curvature. Write ψ(x,t) = r(x,t) exp(iθ(x,t)) with ρ = r². Then Schrödinger’s equation gives two coupled real equations. One is the continuity equation you already know. The other looks like a Hamilton-Jacobi equation, but with one extra term: Q = −(1/2m) ∇²r / r This is the so-called Quantum Potential. It depends entirely on how the amplitude bends across space. So, the wave is being shaped not only by V(x,t), but also by the geometry of its own envelope. In the animation, the upper surface is still |ψ| and its skin is still colored by arg(ψ). The glowing threads still trace the probability current. But now a second membrane hangs underneath. That lower membrane encodes the quantum potential Q itself. The porcelain bead marks the quantum centroid. The amber bead follows a classical centroid under the same external V. When those paths separate, the lower membrane tells you why. The difference is not magic but the extra term classical mechanics does not have. The math breakdown: Start from Schrödinger evolution in units with ħ = 1: i ∂ψ/∂t = [ −(1/2m) ∇² + V(x,t) ] ψ Write the state in polar form: ψ = r exp(iθ) Then ρ = |ψ|² = r² From the imaginary part, you recover probability conservation: ∂ρ/∂t + ∇·j = 0 with j = (1/m) Im(ψ* ∇ψ) = (ρ/m) ∇θ So the local velocity field is v = j / ρ = ∇θ / m Now take the real part of Schrödinger’s equation. That gives ∂θ/∂t + |∇θ|² / (2m) + V + Q = 0 where Q = −(1/2m) ∇²r / r This is the classical Hamilton-Jacobi equation with one extra term. That extra term is what makes quantum motion locally different from classical motion. Take a gradient of that phase equation and use v = ∇θ / m. Then the flow obeys an Euler-like equation: ∂v/∂t + (v·∇)v = −(1/m) ∇(V + Q) In other words, there are really two forces in the problem. One comes from the external potential V. The other comes from the wave’s own curvature through Q. That is why Ehrenfest is only approximate. The centroid can still satisfy d⟨x⟩/dt = ⟨p⟩/m d⟨p⟩/dt = −⟨∇V⟩ but the internal shape of the packet evolves under the combined influence of V and Q. When the packet stays broad and smooth, Q is gentle and the motion looks more classical. When the packet develops sharp curvature or interference structure, Q becomes strong and the classical picture breaks down. That is what this scene is designed to show live. #QuantumMechanics #Wavefunction #SchrodingerEquation #BornRule #ProbabilityCurrent #ContinuityEquation #Phase #EhrenfestTheorem #QuantumPotential #Madelung #HamiltonJacobi #MathematicalPhysics #Mathematics #Physics

Quantum Mechanics Series Lecture 4 Lecture 1 established that ρ(x,t) = |ψ(x,t)|² behaves like a conserved probability density. Lecture 2 showed what drives that flow. We also saw that writing ψ = r exp(iθ) makes the probability current proportional to the phase gradient, making it clear that phase geometry literally steers the motion. Lecture 3 then showed that the centroid of that flow can move almost classically when the packet is tight and the external potential is smooth. However, that raises yet another question. If the centroid can look classical, why does the full wave still spread, bend, split, and interfere in ways no classical particle cloud would? This is because the wave is not driven only by the external potential. It is also driven by its own curvature. Write ψ(x,t) = r(x,t) exp(iθ(x,t)) with ρ = r². Then Schrödinger’s equation gives two coupled real equations. One is the continuity equation you already know. The other looks like a Hamilton-Jacobi equation, but with one extra term: Q = −(1/2m) ∇²r / r This is the so-called Quantum Potential. It depends entirely on how the amplitude bends across space. So, the wave is being shaped not only by V(x,t), but also by the geometry of its own envelope. In the animation, the upper surface is still |ψ| and its skin is still colored by arg(ψ). The glowing threads still trace the probability current. But now a second membrane hangs underneath. That lower membrane encodes the quantum potential Q itself. The porcelain bead marks the quantum centroid. The amber bead follows a classical centroid under the same external V. When those paths separate, the lower membrane tells you why. The difference is not magic but the extra term classical mechanics does not have. The math breakdown: Start from Schrödinger evolution in units with ħ = 1: i ∂ψ/∂t = [ −(1/2m) ∇² + V(x,t) ] ψ Write the state in polar form: ψ = r exp(iθ) Then ρ = |ψ|² = r² From the imaginary part, you recover probability conservation: ∂ρ/∂t + ∇·j = 0 with j = (1/m) Im(ψ* ∇ψ) = (ρ/m) ∇θ So the local velocity field is v = j / ρ = ∇θ / m Now take the real part of Schrödinger’s equation. That gives ∂θ/∂t + |∇θ|² / (2m) + V + Q = 0 where Q = −(1/2m) ∇²r / r This is the classical Hamilton-Jacobi equation with one extra term. That extra term is what makes quantum motion locally different from classical motion. Take a gradient of that phase equation and use v = ∇θ / m. Then the flow obeys an Euler-like equation: ∂v/∂t + (v·∇)v = −(1/m) ∇(V + Q) In other words, there are really two forces in the problem. One comes from the external potential V. The other comes from the wave’s own curvature through Q. That is why Ehrenfest is only approximate. The centroid can still satisfy d⟨x⟩/dt = ⟨p⟩/m d⟨p⟩/dt = −⟨∇V⟩ but the internal shape of the packet evolves under the combined influence of V and Q. When the packet stays broad and smooth, Q is gentle and the motion looks more classical. When the packet develops sharp curvature or interference structure, Q becomes strong and the classical picture breaks down. That is what this scene is designed to show live. #QuantumMechanics #Wavefunction #SchrodingerEquation #BornRule #ProbabilityCurrent #ContinuityEquation #Phase #EhrenfestTheorem #QuantumPotential #Madelung #HamiltonJacobi #MathematicalPhysics #Mathematics #Physics

Mathelirium

20,456 görüntüleme • 5 ay önce

Why Does Quantum Mechanics Use a Complex Wavefunction? Schrödinger’s equation doesn’t start from mystery. It starts from a very specific bet. The state of a particle is a complex field ψ(x,t), and whatever time-evolution rule we choose has to move ψ forward while preserving total probability. So the basic question is simple. What equation should ψ satisfy so that |ψ|² behaves like a conserved density, the way mass density does in fluid flow? What is ψ? Think of ψ(x,t) as an amplitude attached to the statement the particle is at position x at time t. It’s not a probability. It’s the thing you add first, and only at the end do you square it: p(x,t) = |ψ(x,t)|² Because ψ is complex, it has magnitude and phase. Write it as ψ(x,t) = r(x,t) exp(i θ(x,t)) Then r² = |ψ|² is the density, and the phase θ ends up controlling the flow through the probability current. Where does Schrödinger’s equation come from? Start with two empirical inputs that tie waves to particles: E = ħ ω p = ħ k Here ħ is Planck’s constant divided by 2π. It’s the conversion factor between frequency and energy, and between wavenumber and momentum. A plane wave with angular frequency ω and wavevector k is ψ(x,t) = A exp(i(k·x − ωt)) Now watch what derivatives do to this wave: ∂ψ/∂t = −i ω ψ ∇ψ = i k ψ ∇²ψ = −|k|² ψ Multiply by ħ and you get: i ħ ∂ψ/∂t = ħ ω ψ = E ψ −i ħ ∇ψ = ħ k ψ = p ψ −ħ² ∇²ψ = ħ² |k|² ψ = p² ψ So for plane waves, the operators Ê = i ħ ∂/∂t p̂ = −i ħ ∇ act like energy and momentum. Now bring in the classical, nonrelativistic energy bookkeeping: E = p²/(2m) + V(x) Kinetic plus potential. That’s it. Turn it into an equation for ψ by replacing E and p with the operators above: Ê ψ = (p̂²/(2m) + V) ψ Since p̂² = (−i ħ ∇)·(−i ħ ∇) = −ħ² ∇², this becomes i ħ ∂ψ/∂t = ( −ħ²/(2m) ∇² + V(x) ) ψ That’s the time-dependent Schrödinger equation. This derivation is a controlled heuristic. Match the plane-wave identities to the measured relations E = ħω and p = ħk, then impose the same energy bookkeeping you trust in classical mechanics. Why this is the right kind of rule If ψ is the state, we need a rule that preserves total probability: ∫ |ψ(x,t)|² dx = 1 Schrödinger evolution does, and you can see it by deriving a continuity equation. Let ρ(x,t) = |ψ|² = ψ*ψ. Differentiate: ∂ρ/∂t = ψ* ∂ψ/∂t + ψ ∂ψ*/∂t Use Schrödinger and its complex conjugate. The potential terms cancel, and what’s left can be rearranged into ∂ρ/∂t + ∇·j = 0 with probability current j = (ħ/(2mi)) ( ψ* ∇ψ − ψ ∇ψ* ) That’s the cleanest way to say what ψ is. |ψ|² behaves like a conserved density, the phase drives a current, and the time evolution is fixed, up to V, by combining wave relations with energy bookkeeping: i ħ ∂ψ/∂t = ( −ħ²/(2m) ∇² + V ) ψ #QuantumMechanics #SchrodingerEquation #WaveFunction #BornRule #Physics #MathematicalPhysics

Why Does Quantum Mechanics Use a Complex Wavefunction? Schrödinger’s equation doesn’t start from mystery. It starts from a very specific bet. The state of a particle is a complex field ψ(x,t), and whatever time-evolution rule we choose has to move ψ forward while preserving total probability. So the basic question is simple. What equation should ψ satisfy so that |ψ|² behaves like a conserved density, the way mass density does in fluid flow? What is ψ? Think of ψ(x,t) as an amplitude attached to the statement the particle is at position x at time t. It’s not a probability. It’s the thing you add first, and only at the end do you square it: p(x,t) = |ψ(x,t)|² Because ψ is complex, it has magnitude and phase. Write it as ψ(x,t) = r(x,t) exp(i θ(x,t)) Then r² = |ψ|² is the density, and the phase θ ends up controlling the flow through the probability current. Where does Schrödinger’s equation come from? Start with two empirical inputs that tie waves to particles: E = ħ ω p = ħ k Here ħ is Planck’s constant divided by 2π. It’s the conversion factor between frequency and energy, and between wavenumber and momentum. A plane wave with angular frequency ω and wavevector k is ψ(x,t) = A exp(i(k·x − ωt)) Now watch what derivatives do to this wave: ∂ψ/∂t = −i ω ψ ∇ψ = i k ψ ∇²ψ = −|k|² ψ Multiply by ħ and you get: i ħ ∂ψ/∂t = ħ ω ψ = E ψ −i ħ ∇ψ = ħ k ψ = p ψ −ħ² ∇²ψ = ħ² |k|² ψ = p² ψ So for plane waves, the operators Ê = i ħ ∂/∂t p̂ = −i ħ ∇ act like energy and momentum. Now bring in the classical, nonrelativistic energy bookkeeping: E = p²/(2m) + V(x) Kinetic plus potential. That’s it. Turn it into an equation for ψ by replacing E and p with the operators above: Ê ψ = (p̂²/(2m) + V) ψ Since p̂² = (−i ħ ∇)·(−i ħ ∇) = −ħ² ∇², this becomes i ħ ∂ψ/∂t = ( −ħ²/(2m) ∇² + V(x) ) ψ That’s the time-dependent Schrödinger equation. This derivation is a controlled heuristic. Match the plane-wave identities to the measured relations E = ħω and p = ħk, then impose the same energy bookkeeping you trust in classical mechanics. Why this is the right kind of rule If ψ is the state, we need a rule that preserves total probability: ∫ |ψ(x,t)|² dx = 1 Schrödinger evolution does, and you can see it by deriving a continuity equation. Let ρ(x,t) = |ψ|² = ψψ. Differentiate: ∂ρ/∂t = ψ ∂ψ/∂t + ψ ∂ψ/∂t Use Schrödinger and its complex conjugate. The potential terms cancel, and what’s left can be rearranged into ∂ρ/∂t + ∇·j = 0 with probability current j = (ħ/(2mi)) ( ψ ∇ψ − ψ ∇ψ* ) That’s the cleanest way to say what ψ is. |ψ|² behaves like a conserved density, the phase drives a current, and the time evolution is fixed, up to V, by combining wave relations with energy bookkeeping: i ħ ∂ψ/∂t = ( −ħ²/(2m) ∇² + V ) ψ #QuantumMechanics #SchrodingerEquation #WaveFunction #BornRule #Physics #MathematicalPhysics

Mathelirium

20,781 görüntüleme • 7 ay önce

Final Lecture of our Statistical Mechanics Series. Lecture 2 showed how we move from the Full Phase-Space Density ρ(q₁, …, qₙ, p₁, …, pₙ, t) to smaller statistical objects by integrating out variables we do not want to keep. That gives reduced descriptions like the One-Particle Density f₁(q₁,p₁,t) and the Two-Particle Density f₂(q₁,p₁,q₂,p₂,t) This was the simplification. Now comes the catch. If the Full Density obeys Liouville’s Equation, the reduced densities do not evolve independently. The equation for one level depends on the next one and this is referred to as the BBGKY hierarchy. The One-Particle Density depends on the Two-Particle Density. The Two-Particle Density depends on the Three-Particle Density. And the chain keeps going. That happens because particles interact. Once one particle feels the rest, one-particle information is no longer enough. Correlations enter, and the lower level is fed from above. If the full Hamiltonian is H = Σᵢ pᵢ²/(2m) + Σᵢ U(qᵢ) + (1/2) Σᵢ Σⱼ≠ᵢ Φ(qᵢ − qⱼ) then reducing the full density does not make the interaction terms disappear. It leaves behind coupling to higher-order reduced densities. So, schematically, ∂f₁/∂t + transport of one particle = interaction term involving f₂ and more generally the heirarchy is such that ∂fₛ/∂t + s-particle transport = interaction term involving fₛ₊₁ Therefore, Lecture 3 is really about the price of reduction. We simplify the description, but the information we remove comes back as coupling to higher-order correlations. So, how do you actually compute anything if every level depends on the next one? This is the so-called Closure Problem. To make the hierarchy usable, you need an extra assumption that cuts the chain. You replace the exact higher-order object by an approximation in terms of lower-order ones. The most basic example is a factorized closure at the pair level, where the exact correlated Two-Particle Density is replaced schematically by a product of One-Particle Densities: f₂(q₁,p₁,q₂,p₂,t) ≈ f₁(q₁,p₁,t) f₁(q₂,p₂,t) That approximation is not exact. It throws away part of the correlation structure. But it gives you something the raw hierarchy does not... a closed equation for the lower-level description. That is why closure matters so much. Without it, the hierarchy is exact but open. With it, the theory becomes approximate but usable. Thus, the combined point of this final Statistical Mechanics post is simple. First, reduced descriptions are not closed because interactions generate correlations across levels. Second, if you want a workable Kinetic Theory, you must close the hierarchy by approximating those higher-order correlations. It is the bridge from formal many-body mechanics to equations people can actually solve. In the render, that is exactly the story you are seeing. The first part shows the hierarchy itself: one reduced level feeding the next, with lower descriptions inheriting structure from higher ones. The second part shows the closure step where the exact correlated pair level is replaced by a factorized ansatz, and that approximation gives back a closed one-particle description. That is, the animation moves from dependence to approximation, and from approximation to solvability. #StatisticalMechanics #BBGKY #ClosureProblem #KineticTheory #PhaseSpace #ReducedDistribution #HamiltonianMechanics #MathematicalPhysics #Mathematics #Physics

Final Lecture of our Statistical Mechanics Series. Lecture 2 showed how we move from the Full Phase-Space Density ρ(q₁, …, qₙ, p₁, …, pₙ, t) to smaller statistical objects by integrating out variables we do not want to keep. That gives reduced descriptions like the One-Particle Density f₁(q₁,p₁,t) and the Two-Particle Density f₂(q₁,p₁,q₂,p₂,t) This was the simplification. Now comes the catch. If the Full Density obeys Liouville’s Equation, the reduced densities do not evolve independently. The equation for one level depends on the next one and this is referred to as the BBGKY hierarchy. The One-Particle Density depends on the Two-Particle Density. The Two-Particle Density depends on the Three-Particle Density. And the chain keeps going. That happens because particles interact. Once one particle feels the rest, one-particle information is no longer enough. Correlations enter, and the lower level is fed from above. If the full Hamiltonian is H = Σᵢ pᵢ²/(2m) + Σᵢ U(qᵢ) + (1/2) Σᵢ Σⱼ≠ᵢ Φ(qᵢ − qⱼ) then reducing the full density does not make the interaction terms disappear. It leaves behind coupling to higher-order reduced densities. So, schematically, ∂f₁/∂t + transport of one particle = interaction term involving f₂ and more generally the heirarchy is such that ∂fₛ/∂t + s-particle transport = interaction term involving fₛ₊₁ Therefore, Lecture 3 is really about the price of reduction. We simplify the description, but the information we remove comes back as coupling to higher-order correlations. So, how do you actually compute anything if every level depends on the next one? This is the so-called Closure Problem. To make the hierarchy usable, you need an extra assumption that cuts the chain. You replace the exact higher-order object by an approximation in terms of lower-order ones. The most basic example is a factorized closure at the pair level, where the exact correlated Two-Particle Density is replaced schematically by a product of One-Particle Densities: f₂(q₁,p₁,q₂,p₂,t) ≈ f₁(q₁,p₁,t) f₁(q₂,p₂,t) That approximation is not exact. It throws away part of the correlation structure. But it gives you something the raw hierarchy does not... a closed equation for the lower-level description. That is why closure matters so much. Without it, the hierarchy is exact but open. With it, the theory becomes approximate but usable. Thus, the combined point of this final Statistical Mechanics post is simple. First, reduced descriptions are not closed because interactions generate correlations across levels. Second, if you want a workable Kinetic Theory, you must close the hierarchy by approximating those higher-order correlations. It is the bridge from formal many-body mechanics to equations people can actually solve. In the render, that is exactly the story you are seeing. The first part shows the hierarchy itself: one reduced level feeding the next, with lower descriptions inheriting structure from higher ones. The second part shows the closure step where the exact correlated pair level is replaced by a factorized ansatz, and that approximation gives back a closed one-particle description. That is, the animation moves from dependence to approximation, and from approximation to solvability. #StatisticalMechanics #BBGKY #ClosureProblem #KineticTheory #PhaseSpace #ReducedDistribution #HamiltonianMechanics #MathematicalPhysics #Mathematics #Physics

Mathelirium

10,970 görüntüleme • 5 ay önce

String Theory Lecture 1 A String Does Not Move Like a Point A point particle traces a line through spacetime. A string traces a surface. This is the first geometric shift in String Theory. Particle mechanics asks where one object is at time t, so its history is a curve. String Theory asks where every point of an extended object is at worldsheet time τ, so we need another coordinate telling us where we are along the string. For a point particle x(t) So, for one input of time we get a position in Spacetime. For a string Xᵘ(τ,σ) Here τ plays the role of time on the worldsheet, while σ labels position along the string. Freeze τ and vary σ, and you see the string at one instant. Let τ move, and that curve sweeps out a two-dimensional surface... the worldsheet. The same comparison appears in the action. For a relativistic point particle, the geometric action measures worldline length S = −m ∫ ds If we parameterize the path by t, the action has one integral, one parameter, and one tangent vector dxᵘ/dt For a string, the same idea grows by one dimension. The action measures area, not length. In Nambu-Goto form, S = −T ∫ dτ dσ √[−det hₐᵦ] Here T is the string tension. It plays a role similar to mass, but for an extended object. It weights the area of a surface rather than the length of a line. The particle action has ∫ dt because the history is one-dimensional. The string action has ∫ dτ dσ because the history is two-dimensional. We are no longer summing along a path, we are summing over a surface. The geometry changes for the same reason. For the particle, one derivative is enough dxᵘ/dt For the string, the geometry is built from two derivatives: ∂τXᵘ and ∂σXᵘ The first tells you how the string changes as worldsheet time flows. The second tells you how the embedding changes as you move along the string. Together they define the induced worldsheet metric hₐᵦ = ∂ₐXᵘ ∂ᵦXᵤ In plain terms, hₐᵦ measures tangent lengths and tangent angles on the worldsheet. From it, the area element is dA = dτ dσ √[−det hₐᵦ] This, the Nambu-Goto action is the direct analogue of the point-particle length action. The point particle extremizes length and the string extremizes area. For calculations, people usually switch to the Polyakov action: S = −(T/2) ∫ dτ dσ √[−γ] γᵃᵇ ∂ₐXᵘ ∂ᵦXᵤ This describes the same classical string dynamics, but the algebra is cleaner. After choosing conformal gauge, varying with respect to Xᵘ gives (∂²/∂τ² − ∂²/∂σ²) Xᵘ = 0 This is the first real dynamical payoff... a two-dimensional wave equation on the worldsheet. For a point particle, the equation of motion tells you how one position evolves along one path. For a string, it tells you how an entire curve evolves, with waves traveling along it. The term ∂²Xᵘ/∂τ² measures acceleration in worldsheet time, while ∂²Xᵘ/∂σ² measures curvature along the string. The time evolution is balanced by how the string bends along its own length. This is why strings have oscillation modes. A point particle has one trajectory. A string has many possible vibration patterns, each one a normal mode of the worldsheet wave equation. For a closed string, σ wraps around the loop Xᵘ(τ, σ + 2π) = Xᵘ(τ, σ) For an open string, one standard free-end condition is ∂σXᵘ = 0 at the endpoints. Solving the wave equation gives waves moving in opposite directions along the string Xᵘ(τ,σ) = Fᵘ(τ + σ) + Gᵘ(τ − σ) A function of τ + σ moves one way. A function of τ − σ moves the other. Therefore, a particle has a worldline, its action measures length, and its geometry uses one tangent. The string has a worldsheet, its action measures area, and its geometry uses two tangent directions. #StringTheory #TheoreticalPhysics #MathematicalPhysics #Physics #Spacetime

String Theory Lecture 1 A String Does Not Move Like a Point A point particle traces a line through spacetime. A string traces a surface. This is the first geometric shift in String Theory. Particle mechanics asks where one object is at time t, so its history is a curve. String Theory asks where every point of an extended object is at worldsheet time τ, so we need another coordinate telling us where we are along the string. For a point particle x(t) So, for one input of time we get a position in Spacetime. For a string Xᵘ(τ,σ) Here τ plays the role of time on the worldsheet, while σ labels position along the string. Freeze τ and vary σ, and you see the string at one instant. Let τ move, and that curve sweeps out a two-dimensional surface... the worldsheet. The same comparison appears in the action. For a relativistic point particle, the geometric action measures worldline length S = −m ∫ ds If we parameterize the path by t, the action has one integral, one parameter, and one tangent vector dxᵘ/dt For a string, the same idea grows by one dimension. The action measures area, not length. In Nambu-Goto form, S = −T ∫ dτ dσ √[−det hₐᵦ] Here T is the string tension. It plays a role similar to mass, but for an extended object. It weights the area of a surface rather than the length of a line. The particle action has ∫ dt because the history is one-dimensional. The string action has ∫ dτ dσ because the history is two-dimensional. We are no longer summing along a path, we are summing over a surface. The geometry changes for the same reason. For the particle, one derivative is enough dxᵘ/dt For the string, the geometry is built from two derivatives: ∂τXᵘ and ∂σXᵘ The first tells you how the string changes as worldsheet time flows. The second tells you how the embedding changes as you move along the string. Together they define the induced worldsheet metric hₐᵦ = ∂ₐXᵘ ∂ᵦXᵤ In plain terms, hₐᵦ measures tangent lengths and tangent angles on the worldsheet. From it, the area element is dA = dτ dσ √[−det hₐᵦ] This, the Nambu-Goto action is the direct analogue of the point-particle length action. The point particle extremizes length and the string extremizes area. For calculations, people usually switch to the Polyakov action: S = −(T/2) ∫ dτ dσ √[−γ] γᵃᵇ ∂ₐXᵘ ∂ᵦXᵤ This describes the same classical string dynamics, but the algebra is cleaner. After choosing conformal gauge, varying with respect to Xᵘ gives (∂²/∂τ² − ∂²/∂σ²) Xᵘ = 0 This is the first real dynamical payoff... a two-dimensional wave equation on the worldsheet. For a point particle, the equation of motion tells you how one position evolves along one path. For a string, it tells you how an entire curve evolves, with waves traveling along it. The term ∂²Xᵘ/∂τ² measures acceleration in worldsheet time, while ∂²Xᵘ/∂σ² measures curvature along the string. The time evolution is balanced by how the string bends along its own length. This is why strings have oscillation modes. A point particle has one trajectory. A string has many possible vibration patterns, each one a normal mode of the worldsheet wave equation. For a closed string, σ wraps around the loop Xᵘ(τ, σ + 2π) = Xᵘ(τ, σ) For an open string, one standard free-end condition is ∂σXᵘ = 0 at the endpoints. Solving the wave equation gives waves moving in opposite directions along the string Xᵘ(τ,σ) = Fᵘ(τ + σ) + Gᵘ(τ − σ) A function of τ + σ moves one way. A function of τ − σ moves the other. Therefore, a particle has a worldline, its action measures length, and its geometry uses one tangent. The string has a worldsheet, its action measures area, and its geometry uses two tangent directions. #StringTheory #TheoreticalPhysics #MathematicalPhysics #Physics #Spacetime

Mathelirium

31,560 görüntüleme • 4 ay önce

This is a visualization of a Rydberg wavepacket. In simple terms it is a way of showing an electron in a very highly excited quantum state. The Math comes from the Schrödinger equation for hydrogen where the electron is described by a wavefunction rather than as a tiny ball moving on a fixed path. The yellow sphere at the centre is the proton, not the electron. The colored 3D surface around it shows places where the electron is more likely to be, i.e. a probability cloud.

This is a visualization of a Rydberg wavepacket. In simple terms it is a way of showing an electron in a very highly excited quantum state. The Math comes from the Schrödinger equation for hydrogen where the electron is described by a wavefunction rather than as a tiny ball moving on a fixed path. The yellow sphere at the centre is the proton, not the electron. The colored 3D surface around it shows places where the electron is more likely to be, i.e. a probability cloud.

Mathelirium

17,580 görüntüleme • 29 gün önce

Wall Street doesn't predict prices - it prices the randomness in them. That is where the billions are, and it runs on one equation. The model trading desks actually use is Geometric Brownian Motion: dS = μS·dt + σS·dW μ (drift) is the slow expected trend. σ·dW is the random shock - a coin flip scaled by volatility. It is the engine under Black-Scholes, the formula that prices trillions in options. The idea is 125 years old. Louis Bachelier modeled prices as a random walk in 1900 - five years before Einstein used the same math for particles. His verdict: "the mathematical expectation of the speculator is zero." Sixty years later Eugene Fama won a Nobel for the same finding: prices are "no more predictable than the path of a series of cumulated random numbers." And the math is brutal. Drift grows with time (t); noise grows only with its square root (√t). Over one day the shock buries the trend - so daily direction is a coin flip, and traders invent reasons after the candle prints. The trap hides in one assumption: that returns are "normal." Real markets have fat tails. Black Monday 1987 (-22.6% in a day) was a 20-sigma event under the bell curve - impossible in billions of years. Nassim Taleb calls that bell curve "the great intellectual fraud." The equation that prices everything is blind to the one day it matters most. the edge was never the trend inside the wiggle. it is knowing how much of the wiggle is nothing. the full quant build is in the article below.

Wall Street doesn't predict prices - it prices the randomness in them. That is where the billions are, and it runs on one equation. The model trading desks actually use is Geometric Brownian Motion: dS = μS·dt + σS·dW μ (drift) is the slow expected trend. σ·dW is the random shock - a coin flip scaled by volatility. It is the engine under Black-Scholes, the formula that prices trillions in options. The idea is 125 years old. Louis Bachelier modeled prices as a random walk in 1900 - five years before Einstein used the same math for particles. His verdict: "the mathematical expectation of the speculator is zero." Sixty years later Eugene Fama won a Nobel for the same finding: prices are "no more predictable than the path of a series of cumulated random numbers." And the math is brutal. Drift grows with time (t); noise grows only with its square root (√t). Over one day the shock buries the trend - so daily direction is a coin flip, and traders invent reasons after the candle prints. The trap hides in one assumption: that returns are "normal." Real markets have fat tails. Black Monday 1987 (-22.6% in a day) was a 20-sigma event under the bell curve - impossible in billions of years. Nassim Taleb calls that bell curve "the great intellectual fraud." The equation that prices everything is blind to the one day it matters most. the edge was never the trend inside the wiggle. it is knowing how much of the wiggle is nothing. the full quant build is in the article below.

Di Krass

256,741 görüntüleme • 27 gün önce

This is a Rubidium Rydberg wavepacket reshaped by an external electric field. The electron is not shown as a particle. The surface represents regions of high probability density, |Ψ|², while the colours show the quantum phase, arg(Ψ).

This is a Rubidium Rydberg wavepacket reshaped by an external electric field. The electron is not shown as a particle. The surface represents regions of high probability density, |Ψ|², while the colours show the quantum phase, arg(Ψ).

Mathelirium

12,652 görüntüleme • 5 gün önce

The High-Dimensional Ball Is Full, but Its Probability Mass Lives Near the Boundary High-dimensional probability is weird. As the dimension grows, a uniform point in the ball does not usually land deep inside. Most of the mass gets pushed into a very thin shell near the boundary.

The High-Dimensional Ball Is Full, but Its Probability Mass Lives Near the Boundary High-dimensional probability is weird. As the dimension grows, a uniform point in the ball does not usually land deep inside. Most of the mass gets pushed into a very thin shell near the boundary.

Mathelirium

30,972 görüntüleme • 5 ay önce

A physical system, its phase-space state, and the energy function that governs the flow, all linked together. The point of the animation is that these are not three different objects. They are three views of the same dynamics. The pendulum on the left is the physical motion. The curve on the floor is the evolution of its state. The translucent surface shows the energy landscape that organizes that motion.

A physical system, its phase-space state, and the energy function that governs the flow, all linked together. The point of the animation is that these are not three different objects. They are three views of the same dynamics. The pendulum on the left is the physical motion. The curve on the floor is the evolution of its state. The translucent surface shows the energy landscape that organizes that motion.

Mathelirium

19,894 görüntüleme • 5 ay önce

A Japanese mathematician published a result in 1944 that nobody understood for twenty years. Today it runs inside every options desk on Wall Street. Goldman pays $400K to quants who can derive it from scratch and explain why classical calculus gives the wrong answer without it. His name is Choongbum Lee. MIT, 18.S096, Topics in Mathematics with Applications in Finance. The course that Wall Street watches. This is lecture 17. It derives Ito's Lemma from scratch. He opens with the problem nobody in classical calculus can solve. Then the foundation. Brownian motion is the limit of a random walk taken to infinity. Each trade pushes a price up or down by a tiny amount. A million trades a day. The limit of that process is Brownian motion. Einstein proved this for pollen particles in 1905. The finance world borrowed the math fifty years later. Then three properties that make no sense until you see them derived. Brownian motion crosses zero infinitely often. It never escapes to infinity. And it is nowhere differentiable - with probability one, every path is continuous but has no slope at any point. That last property is why classical calculus breaks completely. Then quadratic variation. For any smooth function, chop an interval into n pieces, square the increments, sum them - the result goes to zero. For Brownian motion it goes to T. The increments are too wild to vanish. That single fact is why Ito's Lemma has a second term that classical calculus does not. Watch the moment he derives it. Taylor expansion applied to a function of Brownian motion. The first term is what you expect. The second term appears precisely because the squared increment does not vanish. Without it, options pricing gives wrong answers. With it, you have Black-Scholes. A quant I know sends this lecture to junior analysts who cannot explain why their pricing model drifts. Says it fixes in ninety minutes what two years of finance courses left open. Free on YouTube, MIT OpenCourseWare, 18.S096. bookmark this and watch later - the math behind every options desk on Wall Street fits on one blackboard, and this is the lecture that shows you why

A Japanese mathematician published a result in 1944 that nobody understood for twenty years. Today it runs inside every options desk on Wall Street. Goldman pays $400K to quants who can derive it from scratch and explain why classical calculus gives the wrong answer without it. His name is Choongbum Lee. MIT, 18.S096, Topics in Mathematics with Applications in Finance. The course that Wall Street watches. This is lecture 17. It derives Ito's Lemma from scratch. He opens with the problem nobody in classical calculus can solve. Then the foundation. Brownian motion is the limit of a random walk taken to infinity. Each trade pushes a price up or down by a tiny amount. A million trades a day. The limit of that process is Brownian motion. Einstein proved this for pollen particles in 1905. The finance world borrowed the math fifty years later. Then three properties that make no sense until you see them derived. Brownian motion crosses zero infinitely often. It never escapes to infinity. And it is nowhere differentiable - with probability one, every path is continuous but has no slope at any point. That last property is why classical calculus breaks completely. Then quadratic variation. For any smooth function, chop an interval into n pieces, square the increments, sum them - the result goes to zero. For Brownian motion it goes to T. The increments are too wild to vanish. That single fact is why Ito's Lemma has a second term that classical calculus does not. Watch the moment he derives it. Taylor expansion applied to a function of Brownian motion. The first term is what you expect. The second term appears precisely because the squared increment does not vanish. Without it, options pricing gives wrong answers. With it, you have Black-Scholes. A quant I know sends this lecture to junior analysts who cannot explain why their pricing model drifts. Says it fixes in ninety minutes what two years of finance courses left open. Free on YouTube, MIT OpenCourseWare, 18.S096. bookmark this and watch later - the math behind every options desk on Wall Street fits on one blackboard, and this is the lecture that shows you why

Lupen

66,176 görüntüleme • 24 gün önce

When Light Becomes Heavy Enough to Trap Itself Can light collapse into a black hole? In General Relativity, light is not weightless in the geometric sense. It has energy, it carries momentum, and energy curves Spacetime. A Vaidya-type collapse describes a mass that grows because radiation is falling inward. The mathematics is the same brutal idea behind Einstein’s equation Gᵤᵥ = 8πTᵤᵥ If the stress-energy Tᵤᵥ is made from radiation, then light itself becomes a source of curvature. As more radiation falls inward, the mass aspect grows, the Spacetime fabric tightens, and a clean black horizon appears where escaping paths begin to fail. #GeneralRelativity #EinsteinEquations #BlackHole #Spacetime #Astrophysics #TheoreticalPhysics #Light #Mathematics #Science

When Light Becomes Heavy Enough to Trap Itself Can light collapse into a black hole? In General Relativity, light is not weightless in the geometric sense. It has energy, it carries momentum, and energy curves Spacetime. A Vaidya-type collapse describes a mass that grows because radiation is falling inward. The mathematics is the same brutal idea behind Einstein’s equation Gᵤᵥ = 8πTᵤᵥ If the stress-energy Tᵤᵥ is made from radiation, then light itself becomes a source of curvature. As more radiation falls inward, the mass aspect grows, the Spacetime fabric tightens, and a clean black horizon appears where escaping paths begin to fail. #GeneralRelativity #EinsteinEquations #BlackHole #Spacetime #Astrophysics #TheoreticalPhysics #Light #Mathematics #Science

Mathelirium

27,760 görüntüleme • 2 ay önce

Lecture 1 on Physics-Informed Neural Networks: A Mini-Series Physics-Informed Neural Networks (PINNs) are neural networks trained to satisfy a differential equation by building the PDE residual directly into the loss. They emerged from a very practical problem...classical PDE pipelines can be brilliant, but they often demand heavy discretization work (meshes, stencils, stability tuning), and the method you build is usually tied to one geometry and one solver setup. A PINN flips the workflow by representing the solution itself as a smooth function uᵩ(x,t) and enforcing the physics everywhere you choose to sample the domain. People often meet PINNs in the least helpful way...via a flashy solution plot, and almost no explanation of what was enforced to get it. In this series we keep the enforcement visible. We pick a differential equation, represent the unknown solution as a flexible function, measure how well that function satisfies the equation across the domain, and train it to reduce that mismatch everywhere we sample. A normal neural net learns from labels...you give it inputs and target outputs. A PINN learns from a differential equation...you give it inputs (x,t) and it gets punished whenever its output fails the PDE. By punish we mean that the loss increases when the mismatch is large we reward it if the loss decreases as the mismatch gets smaller. The network isn’t replacing physics, it’s becoming a flexible function that is forced to satisfy the same calculus you’d impose on any candidate solution. The math breakdown: We start with a PDE we want to solve on a domain Ω. Write it as uₜ(x,t) + N(u(x,t), uₓ(x,t), uₓₓ(x,t), …) = 0 for (x,t) in Ω A PINN replaces the unknown function u with a neural network output uᵩ(x,t) Now define the physics residual by plugging uᵩ into the PDE rᵩ(x,t) = ∂uᵩ/∂t + N(uᵩ, ∂uᵩ/∂x, ∂²uᵩ/∂x², …) If uᵩ were an exact solution, we would have rᵩ(x,t) = 0 everywhere. We may also have data points (xᵢ,tᵢ,uᵢ) from measurements or a known initial condition. The training objective is just a weighted sum of squared errors L(ᵩ) = L_data(ᵩ) + λ L_phys(ᵩ) + L_bc/ic(ᵩ) with L_data(ᵩ) = meanᵢ |uᵩ(xᵢ,tᵢ) − uᵢ|² L_phys(ᵩ) = meanⱼ |rᵩ(xⱼ,tⱼ)|² where (xⱼ,tⱼ) are the collocation points in Ω L_bc/ic(ᵩ) = penalties enforcing boundary conditions and initial conditions The key technical step is that the derivatives inside rᵩ are computed by automatic differentiation ∂uᵩ/∂t, ∂uᵩ/∂x, ∂²uᵩ/∂x², … So we can differentiate the total loss L(ᵩ) with respect to ᵩ and train with gradient descent. This is the whole idea behind PINNs. Learn a function, but make the PDE part of the loss, so the network is trained to be a solution, not just a curve-fitter. In the render, the main 3D surface is the network’s current guess uᵩ(x,t), drawn as a living sheet over the (x,t) plane. Hovering above is the neural scaffold...a visible graph of feature nodes and connections. The bright tension threads are the physics residual rᵩ(x,t): each thread tethers a collocation bead on the sheet up to the scaffold, and it thickens and brightens exactly where |rᵩ| is large (color encodes the sign). As training runs, those threads go slack across the domain not because we hid the error, but because the network has actually been pushed toward rᵩ(x,t) ≈ 0. #PINNs #PhysicsInformedNeuralNetworks #ScientificMachineLearning #PDE #DifferentialEquations #Optimization #MachineLearning #AppliedMath #ComputationalPhysics

Lecture 1 on Physics-Informed Neural Networks: A Mini-Series Physics-Informed Neural Networks (PINNs) are neural networks trained to satisfy a differential equation by building the PDE residual directly into the loss. They emerged from a very practical problem...classical PDE pipelines can be brilliant, but they often demand heavy discretization work (meshes, stencils, stability tuning), and the method you build is usually tied to one geometry and one solver setup. A PINN flips the workflow by representing the solution itself as a smooth function uᵩ(x,t) and enforcing the physics everywhere you choose to sample the domain. People often meet PINNs in the least helpful way...via a flashy solution plot, and almost no explanation of what was enforced to get it. In this series we keep the enforcement visible. We pick a differential equation, represent the unknown solution as a flexible function, measure how well that function satisfies the equation across the domain, and train it to reduce that mismatch everywhere we sample. A normal neural net learns from labels...you give it inputs and target outputs. A PINN learns from a differential equation...you give it inputs (x,t) and it gets punished whenever its output fails the PDE. By punish we mean that the loss increases when the mismatch is large we reward it if the loss decreases as the mismatch gets smaller. The network isn’t replacing physics, it’s becoming a flexible function that is forced to satisfy the same calculus you’d impose on any candidate solution. The math breakdown: We start with a PDE we want to solve on a domain Ω. Write it as uₜ(x,t) + N(u(x,t), uₓ(x,t), uₓₓ(x,t), …) = 0 for (x,t) in Ω A PINN replaces the unknown function u with a neural network output uᵩ(x,t) Now define the physics residual by plugging uᵩ into the PDE rᵩ(x,t) = ∂uᵩ/∂t + N(uᵩ, ∂uᵩ/∂x, ∂²uᵩ/∂x², …) If uᵩ were an exact solution, we would have rᵩ(x,t) = 0 everywhere. We may also have data points (xᵢ,tᵢ,uᵢ) from measurements or a known initial condition. The training objective is just a weighted sum of squared errors L(ᵩ) = L_data(ᵩ) + λ L_phys(ᵩ) + L_bc/ic(ᵩ) with L_data(ᵩ) = meanᵢ |uᵩ(xᵢ,tᵢ) − uᵢ|² L_phys(ᵩ) = meanⱼ |rᵩ(xⱼ,tⱼ)|² where (xⱼ,tⱼ) are the collocation points in Ω L_bc/ic(ᵩ) = penalties enforcing boundary conditions and initial conditions The key technical step is that the derivatives inside rᵩ are computed by automatic differentiation ∂uᵩ/∂t, ∂uᵩ/∂x, ∂²uᵩ/∂x², … So we can differentiate the total loss L(ᵩ) with respect to ᵩ and train with gradient descent. This is the whole idea behind PINNs. Learn a function, but make the PDE part of the loss, so the network is trained to be a solution, not just a curve-fitter. In the render, the main 3D surface is the network’s current guess uᵩ(x,t), drawn as a living sheet over the (x,t) plane. Hovering above is the neural scaffold...a visible graph of feature nodes and connections. The bright tension threads are the physics residual rᵩ(x,t): each thread tethers a collocation bead on the sheet up to the scaffold, and it thickens and brightens exactly where |rᵩ| is large (color encodes the sign). As training runs, those threads go slack across the domain not because we hid the error, but because the network has actually been pushed toward rᵩ(x,t) ≈ 0. #PINNs #PhysicsInformedNeuralNetworks #ScientificMachineLearning #PDE #DifferentialEquations #Optimization #MachineLearning #AppliedMath #ComputationalPhysics

Mathelirium

47,308 görüntüleme • 8 ay önce

What if Your Neural Network Was Forced to Obey Physics? Physics-Informed Neural Networks (PINNs) are neural networks trained to satisfy a differential equation by building the PDE residual directly into the loss. They emerged from a very practical problem...classical PDE pipelines can be brilliant, but they often demand heavy discretization work (meshes, stencils, stability tuning), and the method you build is usually tied to one geometry and one solver setup. A PINN flips the workflow by representing the solution itself as a smooth function uᵩ(x,t) and enforcing the physics everywhere you choose to sample the domain. People often meet PINNs in the least helpful way...via a flashy solution plot, and almost no explanation of what was enforced to get it. In this series we keep the enforcement visible. We pick a differential equation, represent the unknown solution as a flexible function, measure how well that function satisfies the equation across the domain, and train it to reduce that mismatch everywhere we sample. A normal neural net learns from labels...you give it inputs and target outputs. A PINN learns from a differential equation...you give it inputs (x,t) and it gets punished whenever its output fails the PDE. By punish we mean that the loss increases when the mismatch is large we reward it if the loss decreases as the mismatch gets smaller. The network isn’t replacing physics, it’s becoming a flexible function that is forced to satisfy the same calculus you’d impose on any candidate solution. The math breakdown: We start with a PDE we want to solve on a domain Ω. Write it as uₜ(x,t) + N(u(x,t), uₓ(x,t), uₓₓ(x,t), …) = 0 for (x,t) in Ω A PINN replaces the unknown function u with a neural network output uᵩ(x,t) Now define the physics residual by plugging uᵩ into the PDE rᵩ(x,t) = ∂uᵩ/∂t + N(uᵩ, ∂uᵩ/∂x, ∂²uᵩ/∂x², …) If uᵩ were an exact solution, we would have rᵩ(x,t) = 0 everywhere. We may also have data points (xᵢ,tᵢ,uᵢ) from measurements or a known initial condition. The training objective is just a weighted sum of squared errors L(ᵩ) = L_data(ᵩ) + λ L_phys(ᵩ) + L_bc/ic(ᵩ) with L_data(ᵩ) = meanᵢ |uᵩ(xᵢ,tᵢ) − uᵢ|² L_phys(ᵩ) = meanⱼ |rᵩ(xⱼ,tⱼ)|² where (xⱼ,tⱼ) are the collocation points in Ω L_bc/ic(ᵩ) = penalties enforcing boundary conditions and initial conditions The key technical step is that the derivatives inside rᵩ are computed by automatic differentiation ∂uᵩ/∂t, ∂uᵩ/∂x, ∂²uᵩ/∂x², … So we can differentiate the total loss L(ᵩ) with respect to ᵩ and train with gradient descent. This is the whole idea behind PINNs. Learn a function, but make the PDE part of the loss, so the network is trained to be a solution, not just a curve-fitter. In the render, the main 3D surface is the network’s current guess uᵩ(x,t), drawn as a living sheet over the (x,t) plane. Hovering above is the neural scaffold...a visible graph of feature nodes and connections. The bright tension threads are the physics residual rᵩ(x,t): each thread tethers a collocation bead on the sheet up to the scaffold, and it thickens and brightens exactly where |rᵩ| is large (color encodes the sign). As training runs, those threads go slack across the domain not because we hid the error, but because the network has actually been pushed toward rᵩ(x,t) ≈ 0. #PINNs #PhysicsInformedNeuralNetworks #ScientificMachineLearning #PDE #DifferentialEquations #Optimization #MachineLearning #AppliedMath #ComputationalPhysics

What if Your Neural Network Was Forced to Obey Physics? Physics-Informed Neural Networks (PINNs) are neural networks trained to satisfy a differential equation by building the PDE residual directly into the loss. They emerged from a very practical problem...classical PDE pipelines can be brilliant, but they often demand heavy discretization work (meshes, stencils, stability tuning), and the method you build is usually tied to one geometry and one solver setup. A PINN flips the workflow by representing the solution itself as a smooth function uᵩ(x,t) and enforcing the physics everywhere you choose to sample the domain. People often meet PINNs in the least helpful way...via a flashy solution plot, and almost no explanation of what was enforced to get it. In this series we keep the enforcement visible. We pick a differential equation, represent the unknown solution as a flexible function, measure how well that function satisfies the equation across the domain, and train it to reduce that mismatch everywhere we sample. A normal neural net learns from labels...you give it inputs and target outputs. A PINN learns from a differential equation...you give it inputs (x,t) and it gets punished whenever its output fails the PDE. By punish we mean that the loss increases when the mismatch is large we reward it if the loss decreases as the mismatch gets smaller. The network isn’t replacing physics, it’s becoming a flexible function that is forced to satisfy the same calculus you’d impose on any candidate solution. The math breakdown: We start with a PDE we want to solve on a domain Ω. Write it as uₜ(x,t) + N(u(x,t), uₓ(x,t), uₓₓ(x,t), …) = 0 for (x,t) in Ω A PINN replaces the unknown function u with a neural network output uᵩ(x,t) Now define the physics residual by plugging uᵩ into the PDE rᵩ(x,t) = ∂uᵩ/∂t + N(uᵩ, ∂uᵩ/∂x, ∂²uᵩ/∂x², …) If uᵩ were an exact solution, we would have rᵩ(x,t) = 0 everywhere. We may also have data points (xᵢ,tᵢ,uᵢ) from measurements or a known initial condition. The training objective is just a weighted sum of squared errors L(ᵩ) = L_data(ᵩ) + λ L_phys(ᵩ) + L_bc/ic(ᵩ) with L_data(ᵩ) = meanᵢ |uᵩ(xᵢ,tᵢ) − uᵢ|² L_phys(ᵩ) = meanⱼ |rᵩ(xⱼ,tⱼ)|² where (xⱼ,tⱼ) are the collocation points in Ω L_bc/ic(ᵩ) = penalties enforcing boundary conditions and initial conditions The key technical step is that the derivatives inside rᵩ are computed by automatic differentiation ∂uᵩ/∂t, ∂uᵩ/∂x, ∂²uᵩ/∂x², … So we can differentiate the total loss L(ᵩ) with respect to ᵩ and train with gradient descent. This is the whole idea behind PINNs. Learn a function, but make the PDE part of the loss, so the network is trained to be a solution, not just a curve-fitter. In the render, the main 3D surface is the network’s current guess uᵩ(x,t), drawn as a living sheet over the (x,t) plane. Hovering above is the neural scaffold...a visible graph of feature nodes and connections. The bright tension threads are the physics residual rᵩ(x,t): each thread tethers a collocation bead on the sheet up to the scaffold, and it thickens and brightens exactly where |rᵩ| is large (color encodes the sign). As training runs, those threads go slack across the domain not because we hid the error, but because the network has actually been pushed toward rᵩ(x,t) ≈ 0. #PINNs #PhysicsInformedNeuralNetworks #ScientificMachineLearning #PDE #DifferentialEquations #Optimization #MachineLearning #AppliedMath #ComputationalPhysics

Mathelirium

17,459 görüntüleme • 4 ay önce

String Theory Lecture 2 In Conformal Gauge, the String Becomes a Wave Equation Episode 1 showed the geometric jump point particle -> worldline string -> worldsheet Episode 2 is the dynamical jump. The Nambu-Goto action measures the area of the worldsheet, S = −T ∫ dτ dσ √[−det hₐᵦ] but the square-root determinant is awkward to work with. So we usually rewrite the same classical theory in Polyakov form, S = −(T/2) ∫ dτ dσ √[−γ] γᵃᵇ ∂ₐXᵘ ∂ᵦXᵤ Here Xᵘ(τ,σ) tells us where each point of the string’s worldsheet sits in spacetime, and γₐᵦ is the metric we put on the worldsheet. The power of this form is that we can choose a convenient gauge. In conformal gauge, the equations of motion simplify to (∂²/∂τ² − ∂²/∂σ²) Xᵘ = 0 So the string’s spacetime coordinates behave like waves living on the worldsheet. The τ-derivative measures how the string changes in worldsheet time. The σ-derivative measures how it bends along its own length. For a closed string, σ is periodic Xᵘ(τ, σ + 2π) = Xᵘ(τ,σ) and the wave equation splits into two traveling pieces, Xᵘ(τ,σ) = Fᵘ(τ + σ) + Gᵘ(τ − σ) One family moves one way around the string and the other moves the opposite way. These are the left-moving and right-moving modes. In the render, the bright loop is the string at the present moment. The glowing cylinder behind it is the worldsheet it has swept out. The cyan curves trace one traveling family, and the gold curves trace the other. They are the visual version of τ + σ and τ − σ. Therefore, the theory has an internal wave equation, and its normal modes are the raw material for the string spectrum. #StringTheory #TheoreticalPhysics #ConformalGauge #Worldsheet #WaveEquation #Physics #Mathematics #MathematicalPhysics #QuantumGravity #ScienceVisuals

String Theory Lecture 2 In Conformal Gauge, the String Becomes a Wave Equation Episode 1 showed the geometric jump point particle -> worldline string -> worldsheet Episode 2 is the dynamical jump. The Nambu-Goto action measures the area of the worldsheet, S = −T ∫ dτ dσ √[−det hₐᵦ] but the square-root determinant is awkward to work with. So we usually rewrite the same classical theory in Polyakov form, S = −(T/2) ∫ dτ dσ √[−γ] γᵃᵇ ∂ₐXᵘ ∂ᵦXᵤ Here Xᵘ(τ,σ) tells us where each point of the string’s worldsheet sits in spacetime, and γₐᵦ is the metric we put on the worldsheet. The power of this form is that we can choose a convenient gauge. In conformal gauge, the equations of motion simplify to (∂²/∂τ² − ∂²/∂σ²) Xᵘ = 0 So the string’s spacetime coordinates behave like waves living on the worldsheet. The τ-derivative measures how the string changes in worldsheet time. The σ-derivative measures how it bends along its own length. For a closed string, σ is periodic Xᵘ(τ, σ + 2π) = Xᵘ(τ,σ) and the wave equation splits into two traveling pieces, Xᵘ(τ,σ) = Fᵘ(τ + σ) + Gᵘ(τ − σ) One family moves one way around the string and the other moves the opposite way. These are the left-moving and right-moving modes. In the render, the bright loop is the string at the present moment. The glowing cylinder behind it is the worldsheet it has swept out. The cyan curves trace one traveling family, and the gold curves trace the other. They are the visual version of τ + σ and τ − σ. Therefore, the theory has an internal wave equation, and its normal modes are the raw material for the string spectrum. #StringTheory #TheoreticalPhysics #ConformalGauge #Worldsheet #WaveEquation #Physics #Mathematics #MathematicalPhysics #QuantumGravity #ScienceVisuals

Mathelirium

15,607 görüntüleme • 4 ay önce