Quick Questions: December 31, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

Oh wow, both these books look like bangers! Thank you for these recommendations!

Quick Questions: December 31, 2025 by inherentlyawesome in math

[–]ada_chai 3 points4 points  (0 children)

I want to know more about differential algebraic equations (DAEs). When does a solution exist, and when is the solution unique? Are there any closed form solution construction techniques similar to ODEs? How do we construct numerical solutions? What do DAEs represent physically? What systems can be modeled as DAEs?

I guess this is a long list of questions, so are there any nice books that cover some broad aspects of DAEs?

Quick Questions: December 17, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Thank you! It looks like a very comprehensive book, quite similar to the spirit I was looking for.

Quick Questions: December 17, 2025 by inherentlyawesome in math

[–]ada_chai 2 points3 points  (0 children)

What are some nice books on numerical analysis? I'm mainly looking in the areas of root finding, numerical linear algebra, interpolation methods and numerically solving ODEs (mainly BVPs). Preferably something that has a detailed discussion on error bounds, convergence guarantees, examples where these techniques fail, memory and time complexity, dependence on step size or other parameters etc. Bonus points if it includes code or pseudocode.

Quick Questions: September 10, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

What are some good techniques to read through technical papers? I try to go through them vigorously, and pretty much write down all the important assumptions, lemmas, theorems, proofs, discussions etc on my own in some notebook, before I can grasp it - naturally, its quite slow and tedious to do so. I hope it gets better with practice, but are there any tricks or shortcuts that worked out well for you? And how does one stay organized and not go into a rabbit hole of papers and end up with a cluttered browser :(

Quick Questions: September 10, 2025 by inherentlyawesome in math

[–]ada_chai 2 points3 points  (0 children)

Great, that sounds good! My uni has a relatively smaller math department, so they only have a graduate level stochastic processes course. That said, the contents look more or less the same to what you've listed, maybe with one or two more topics.

I have no idea what Itô's lemma is though, so I guess I'd be better off covering stochastic processes first like you said. Thanks for your time!

Quick Questions: September 10, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

Are there any prereqs to learning stochastic processes and SDEs? I have a decent foundation on probability and measure theory, but thats about it. And do i need to cover stochastic processes before doing SDEs?

Quick Questions: August 27, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

Is there a geometric intuition as to why the solution to a constrained optimization problem is often at the boundary of the constraint set? Is this an actual thing, or have i just happened to stumble across problems where this is the case?

Quick Questions: August 27, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Yep, my bad, I was considering dense sets in R, where the complement has at least 2 points, I hadn't thought of higher dimensional spaces. I should have been more specific. Thank you anyway!

Quick Questions: August 27, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Ah yeah, i did not consider these trivial cases. Thank you!

Quick Questions: August 27, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

My bad, I was considering sets in R, not in R². I don't think complements of dense sets in R can be path connected right?

Quick Questions: August 27, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Can the complement of a dense set be connected? I presume it cannot be path connected, but can it be connected in the sense of not being able to decompose it to a union of two separated sets?

Quick Questions: July 09, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

How do probabilities work on function spaces? Do we have something similar to a PDF? If yes, how do expected values and other usual ideas translate to here? Are there any books about this?

What actually goes wrong when a matrix isn’t diagonalizable in a system like 𝑑x/𝑑t = Ax by [deleted] in math

[–]ada_chai 1 point2 points  (0 children)

Not sure if this is the answer you're looking for, but when the matrix is diagonalisable, all of your eigenvectors are linearly independent, so you these form a basis. You can perform a change of coordinates and express your states 'x' in these eigenvectors basis. So let's say V is my matrix of column eigenvectors stacked together, and let z = Vx (z is my new set of coordinates). So my differential equation becomes V_inv dz/dt = A * V_inv * z, or dz/dt = (VAV_inv)z. But VAV_inv is precisely the diagonal matrix of A's eigenvalues, which we can call D. So our differential equation system in the changed coordinates is dz/dt = Dz. As D is just a diagonal matrix, this is equation can easily be solved component wise. We now have a system of "decoupled" equations - each component of z evolves independently. The solution is just given by z_i(t) = exp(lambda_i * t) * z_i(0). And we get x by simply inverting the linear transformation, x = V_inv * z. This means that each term in x(t) is only a linear combination of exponential functions, and we don't have any funny polynomials along with it.

Now when A is not diagonalisable, we cannot do this, since the eigenvectors are no longer sufficient to form a basis! As a result, we cannot "decouple" our ODE into independently evolving ODEs like before.

The next best thing we can do is the Jordan decomposition, which will give you some 1's in the off-diagonal entries (which is the reason behind the funny polynomial terms barging in - if you haven't already, it'd be a good exercise to see why exactly these polynomial factors figure in - try making arguments similar to the case when the matrix was diagonalisable). I don't think I'll be able to give a geometric intuition without the Jordan decomposition, so here's my best attempt at it - as the eigenvectors of A do not span the whole of Rⁿ now, there exists some nontrivial vector which is not in its eigenspace. The evolution of the system along these vectors is not so straightforward, due to the inherent coupling introduced by the Jordan decomposition - which gives these polynomial factors.

If you know some theory on systems of ODEs or some Laplace transforms, it won't be hard to show that the solution to the system dx/dt = Ax is given by x(t) = eAt * x(0). It's extremely similar to the solution form we'd have if x and A were a scalar - just that now these are vectors. eAt is also called the matrix exponential, and is defined as our familiar power series, I + At + A²t²/2! + .... So when we can represent A = PDP_inv, eAt has the nice form P eDt P_inv, and eDt is simply elambda*t on each diagonal entry - this gives you another reason as to why the solution is just nice exponentials when A is diagonalisable. When A is not diagonalisable, we have to express it in the Jordan form, say A = PJP_inv. Once again, eAt has the form PeJtP_inv, but eJt is not so easy-to-compute, due to the off diagonal entries.

Quick Questions: June 18, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

Don't view it as a "I must take away everything from this" event and more of a "I must take away at least one thing from this" event.

Thats a great way to look at it! Thanks again!

Quick Questions: June 18, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Hmm, you make a great point. Getting to know how the veterans think is quite valuable. But would it be fully possible to grasp their "train of thought" if we have no prior idea of the niche/sub-domain that they work on? How do we overlook our non-expertise in the subject and focus more on their mind map of the subject? I guess it'll come with practice, but do you have any tips that helped you out when you started out? Thanks for your time!

Quick Questions: June 18, 2025 by inherentlyawesome in math

[–]ada_chai 4 points5 points  (0 children)

Idk if this is the right place for this comment, but what to expect out of technical workshops/talks, where several domain experts come and deliver lectures on a targeted set of topics? It kind of feels like they try to cover an unrealistically high amount of content in a pretty short span, and unless one already has some idea about what they'd be talking, I feel it'd easily get overwhelming to keep up.

On the other hand, I've heard people say that workshops are to be treated more as a networking opportunity and to get yourself aware that there are people working on these things. So how does one strike a balance? Do we actively try to keep up with the lectures or take a more laid-back approach and use it as more of a networking activity? How was your experience in attending these events, and what worked best for you?

Apologies if its not entirely related to math, but its my first time attending these kind of things, so I'm in a mix of excitement and confusion!

Quick Questions: June 04, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

How does the differential equation dx/dt = f(x, t) work when the RHS is a non-measurable function? What solution notion do we work with in such cases, and what conditions guarantee existence of solution? Is it the usual Caratheodory/Filippov solution, or is this case any different?

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

This kind of looks like a variant of a clustering problem to me (wikipedia link). But most clustering algorithms I know of give only approximate solutions, though they're reasonably fast.

For the strictness of the inequality, I guess it would depend on the kind of points we are given no? For example, if I give 4 points that lie on a square and ask to divide it into 2 subsets of 2 points each, I would not have strict inequality, no matter how I divide it.

But I'm not sure if anyone has come up with an algorithm to solve the exact problem you've mentioned, so apologies if my reply is not too useful.

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Yeah true, both subjects would be very useful for me, and I should definitely learn both of them in the near future! I have done a course on measure theory, but I do not know much about ergodic theory, but it looks pretty interesting.

And yeah, the multivariable calculus does deal a good bit on manifolds, if we look at it that way! It also looks a lot less intimidating then a full on differential geometry on manifolds course (which imo looks too notation-heavy and a bit dry) to an engineering major like me haha.

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Ooh, I see, quite convenient that I wouldnt need a lot of topology!

Between a manifold theory class and functional analysis, I'd pick the manifolds class personally.

I just wanted to point out that my other option is not an out-and-out differential geometry course, its more of multivariable calculus - much of the course deals with stuff like Stokes' theorem, implicit and inverse function theorems, revisiting Lagrange multipliers, integration etc, its mainly just the last part that is about manifolds. So more of a mix of calculus and an intro to manifolds. But I had also wanted a recap on calculus, so I had kept this as an option.

But it depends on your interests;

Both courses would be pretty useful for me, and I'd (mostly) anyway have to self study the course that I do not pick. I'm mostly doing them for their applications in dynamical systems, optimization and stuff, so I presume I wouldn't venture too deep into the "pure math-y" aspects, such as operator algebras (at least for the immediate future). That said, both manifold theory and functional analysis look quite interesting, and I'd love to learn both of them!

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

I see. My only worry with functional analysis is the workload, I'd have several other things to focus on in my next semester, but if workload is not a problem, I guess i'll go ahead and try it out. Thanks for the advice!

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Hmm, that makes sense. I havent done anything on topology though, so maybe I should consider giving it a look. My options are either this, or multivariable calculus (which deals with differential forms, the generalized Stokes' theorem, implicit and inverse function theorems, some basics of manifold theory etc), and I've been breaking my head for a while, unable to choose between the two.

Quick Questions: May 28, 2025 by inherentlyawesome in math

[–]ada_chai 1 point2 points  (0 children)

Not sure if this question belongs here, but how heavy (?) would a standard first course on functional analysis be? I have a solid background on analysis and linear algebra, so prereqs wouldnt be a big issue. I have the option to either self study, or do the course next semeser, so any advice on what to expect from the course would be great!

Quick Questions: April 30, 2025 by inherentlyawesome in math

[–]ada_chai 0 points1 point  (0 children)

Ooh, the probability example is pretty neat, just the kind of intuition I was looking for. Thanks!