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A differential equation is an equation relating an unknown function to its derivatives. It specifies how change depends on the present state, and sometimes on the independent variables themselves. A solution of a differential equation is a function satisfying that relation throughout a stated domain; giving a formula without its domain can conceal a point where the equation is undefined.

The central idea is to turn a local law into a whole trajectory. For example, $y^{\prime }=ry$, with constant $r$, says that the instantaneous derivative is proportional to the current value. If $y(0)=100$ and $r=0.2$ per day, the solution of a differential equation is $y(t)=100e^{0.2t}$, so $y(5)=100e\approx 271.83$. This is an ideal growth model assuming a constant proportional rate; the exponential function emerges from repeatedly applying the same local rule. Changing the sign of $r$ gives exponential decay.

An ordinary differential equation uses one independent variable. A partial differential equation can involve several, such as space and time, and uses partial derivatives. Additional information selects a particular solution of a differential equation: an initial condition describes a starting state, whereas a boundary condition imposes constraints at the edge of a domain. The useful questions extend beyond finding a formula: does a solution of a differential equation exist, is it unique, and what happens to it over time?

A differential form is a smooth field of alternating multilinear maps that can be integrated over an appropriately oriented manifold of matching dimension. A one-form measures a directed displacement; a two-form measures an oriented area element. The point is to express what is being accumulated along a curve or over a surface without tying the answer to one set of coordinates. This makes line integrals, surface integrals, and the integral theorems of vector calculus parts of one construction.

For a concrete one-form, take $\alpha =xdy$ in the plane. Travel from $(0,0)$ to $(1,1)$ along the bottom and then the right edge of the unit square. The horizontal leg contributes zero because $dy=0$; the vertical leg has $x=1$ and contributes ${\int }_0^{1}dy=1$. Taking the left and then the top edge instead gives zero: the vertical leg has $x=0$, and the horizontal leg again has $dy=0$. The two paths have the same endpoints but different integrals.

Now replace $\alpha$ with the exact differential $\beta =d(xy)=ydx+xdy$. Both paths give $1$, because integrating an exact differential along a curve gives the endpoint difference of its potential. Here that difference is $xy{|}_{(1,1)}-xy{|}_{(0,0)}=1$. This is the fundamental theorem of calculus applied to a function along a parametric curve, and is the basic reason conservative vector fields have path-independent work.

The exterior derivative records the local obstruction in the first example: $d(xdy)=dx\wedge dy$. The Generalized Stokes theorem turns the difference between the two path integrals into the integral of this two-form over the square, whose oriented area is $1$. Interior edges cancel when adjoining pieces are added; only the outer boundary survives. That cancellation connects a local calculation with a global measurement.

More precisely, a degree-$k$ differential form assigns to each point $p$ a multilinear scalar-valued function of $k$ tangent vectors at $p$. Interchanging two arguments changes its sign. A one-form is therefore a covector field, while a two-form vanishes on a pair of parallel vectors. Degree zero simply means a smooth function. The space ${\Omega }^k(M)$ is a vector space; the wedge product of differential forms combines degrees, and the exterior derivative raises degree by one.

The usefulness goes beyond bookkeeping. Pullbacks of a differential form supply the right transformation law automatically under a coordinate change. The Generalized Stokes theorem unifies the fundamental theorem of calculus, Green theorem, Stokes theorem, and divergence theorem. Meanwhile, the distinction between closed differential forms and exact differential forms detects holes through de Rham cohomology. Reyer Sjamaar develops these connections in sections 5.4 and 9.3 of his university notes. ^[ref].

A differential operator maps a function to an expression depending on finitely many of its derivatives. A linear differential operator has the form $P={\sum }_{|\alpha |\le m}{a}_{\alpha }(x){\partial }^{\alpha }$; its order is the largest derivative order with nonzero coefficient. The Laplacian is a second-order example, and boundary conditions specify the domain when defining an operator on a function space.

Differentiation computes the derivative of a function. A difference quotient approximates a derivative using finite increments; its limit is the derivative when the function is differentiable.

On a measurable space $(X,\mathcal{F})$, the Dirac measure at $x\in X$ assigns unit mass according to whether a measurable set contains that point:Here $1_A$ is the indicator function. This is a probability measure, since ${\delta }_x(X)=1$. For pairwise disjoint measurable sets $A_n$, at most one contains $x$, so ${\delta }_x({\bigcup }_n{A}_n)={\sum }_n{\delta }_x(A_n)$: countable additivity reduces to a membership test. The definition works even when the singleton $\{x\}$ is not a measurable set. ^[ref]

To assert that its support of a measure is exactly $\{x\}$, assume that $X$ is a metric space and $\mathcal{F}$ is its Borel sigma-algebra. The singleton $\{x\}$ is then a closed set and a Borel set, with ${\delta }_x(\{x\})=1$. Every open neighbourhood of $x$ has mass one; every other point $y$ has an open ball of radius less than its distance from $x$, with mass zero. Thus $\mathrm{supp}{\delta }_x=\{x\}$. An abstract measurable space has no specified topology, so this topological conclusion is not part of the bare definition. Indeed, on the sigma-algebra $\{\varnothing ,X\}$, all Dirac measures coincide: the available measurable sets cannot distinguish points.

The Lebesgue integral against a Dirac measure is evaluation:This holds for every nonnegative measurable function, allowing an infinite value, and for real or complex measurable functions satisfying $|f(x)|<\infty$, which are precisely the integrable functions for ${\delta }_x$. For a nonnegative simple function, only the cell containing $x$ contributes to its integral; increasing simple functions and the monotone convergence theorem extend the identity. Splitting into positive and negative parts, and then real and imaginary parts, gives the remaining cases. This is why a Dirac measure turns integration into a point query.

For a measurable function $T:(X,\mathcal{F})\to (Y,\mathcal{G})$, its pushforward measure satisfiesConsequently ${\int }_{Y}gd(T_{\ast }{\delta }_x)=g(T(x))$ for nonnegative or integrable measurable functions $g$. For example, on the real numbers with their Borel sigma-algebra, $T(t)=2t+1$ sends ${\delta }_1$ to ${\delta }_3$, so integrating $g(y)=y^2$ against that pushforward measure gives $9$. ^[ref]

Finite weighted sums of Dirac measures give useful measures with finitely many point masses. For finite nonnegative weights $w_j$,for nonnegative measurable functions $f$, or whenever ${\sum }_j{w}_j|f(x_j)|<\infty$, with zero-weight terms omitted. Repeated locations have their weights added. On the real numbers, this is the finite version of the measure underlying the left-continuous cumulative function of an atomic measure; a positive-weight singleton is an atom of a measure. Unit weights at the distinct points of a finite set recover counting measure on that set. ^[ref]

The same function can have sharply different integrals for different measures. On $[0,2]$ with its Borel sigma-algebra, defineHere $\lambda$ is Lebesgue measure and $\#$ is counting measure. The singleton $\{1\}$ is a Lebesgue null set, so its changed value leaves the Lebesgue integral equal to ${\int }_0^2(t+1)dt=4$. For counting measure on the whole interval, $f\ge 1$ on an infinite set, forcing an infinite integral. On the smaller measure space $D=\{0,1,2\}$ with its power set and counting measure, the restricted function instead has integral $1+5+3=9$.

This also explains the almost everywhere convention in Lp spaces: equality almost everywhere for ${\delta }_x$ requires equality at $x$, whereas equality almost everywhere for Lebesgue measure allows different values at that singleton. A point value therefore cannot be read unambiguously from an equivalence class in an Lp space formed using Lebesgue measure.

On the real numbers, a Dirac measure gives the Dirac delta distribution by $⟨{\delta }_x,\phi ⟩=\int \phi d{\delta }_x=\phi (x)$ for every test function. The name Dirac delta function does not mean an ordinary function that is zero away from $x$ and infinitely high at $x$. Such a nonnegative measurable function still has Lebesgue integral zero, because its nonzero values occur on a Lebesgue null set. More generally, no nonnegative density $h$ with respect to Lebesgue measure can represent ${\delta }_x$: it would give ${\delta }_x(\{x\})={\int }_{\{x\}}hd\lambda =0$, contradicting unit mass. The measure and its associated distribution act on different kinds of inputs, namely measurable sets and test functions, but express the same point evaluation. ^[ref]

A directed system of first-order structures and coherent elementary embeddings has a direct limit into which every member embeds elementarily. Represent an element by a pair consisting of a stage and an element at that stage; identify two representatives when their images agree at a common later stage. Interpret functions and relations at a common stage. Mathematical induction on first-order formulas proves elementarity: for an existential first-order formula true at the limit, its witness and parameters occur at a common stage, and elementarity pulls truth back to the stage containing the original parameters. This generalizes the elementary chain theorem beyond linearly ordered diagrams.

The directional derivative tests a function along a chosen straight line, including lines that follow neither coordinate axis. For a fixed vector $v$ and a point $a$ in an open subset of ${\mathbb{R}}^n$, defineif the limit exists. With a unit vector $v$, the parameter $t$ measures signed distance in the input Euclidean space, so the directional derivative is change per unit distance. For a general $v$, it is change per unit parameter; the norm of $v$ also sets the rate of travel.^[ref]

For a differentiable real-valued function, the multivariable chain rule givesThus one gradient predicts the local response in every direction. This formula requires differentiability, rather than merely separate partial derivatives.^[ref]

Return to $f(x,y)=x^2+xy+2y^2$ at $a=(1,1)$. Its gradient is $(3,5)$. In the unit direction $u=(3/5,4/5)$,One can check this without invoking the gradient formula: substitution givesThe difference quotient is $29/5+(53/25)t$, whose limit is $29/5$. This calculation separates the exact change along a finite path from its first-order rate at the starting point.

Changing the travel speed changes the parameter rate. Taking $v=(3,4)=5u$ gives $D_{v}f(a)=29$, because the input travels five distance units per parameter unit. For a differentiable function, $D_{cv}f(a)=c{D}_{v}f(a)$ for any real $c$: negative $c$ reverses the orientation as well as scaling the rate. Normalizing $v$ before comparing different slopes avoids confusing direction with speed.

The Cauchy-Schwarz inequality bounds the rate in any unit direction by $\Vert \nabla f(a)\Vert$. Here the largest rate is $\sqrt{34}\approx 5.831$, attained in the direction $(3,5)/\sqrt{34}$; the chosen $(3/5,4/5)$ gives the slightly smaller rate $5.8$. The perpendicular unit direction $(-5,3)/\sqrt{34}$ gives zero. That means no first-order height change, rather than no change at all: along this direction the example has $f(a+tu)=4+(28/34)t^2$.

This is useful for following a height or temperature scalar field, choosing a local search direction in mathematical optimization, and distinguishing a coordinate sensitivity from a response along an actual path. For a curved path, derivative along a curve uses its instantaneous tangent vector. Even existence of all directional derivatives does not guarantee one common linear approximation; directional derivatives do not imply differentiability gives a concrete counterexample.

A function is discontinuous at a point in its domain of a function when it fails the epsilon-delta definition of continuity there. Two basic failures are an incorrect assigned value and unequal one-sided limits. They demand different repairs.

For a removable discontinuity, considerThe limit at zero is $0$, but $r(0)=1$. Replacing that one value by $0$ gives the continuous square function. The sequence $x_n=1/n$ makes the mismatch visible: $r(x_n)=1/n^2\to 0\ne r(0)$. A removable discontinuity can also describe an expression with a missing value, in which case the question is whether a continuous extension to the missing input exists.

For a jump discontinuity, take $j(x)=0$ for $x<0$ and $j(x)=1$ for $x\ge 0$. The left and right one-sided limits at zero are $0$ and $1$. No assignment to $j(0)$ can equal both, so changing only the point value cannot make the function continuous there. Contrast both examples with the corner of $|x|$: that function is continuous at zero even though its derivative is absent.

The discrete Fourier transform turns a finite list of samples into the weights of its discrete Fourier modes. The goal is to reveal a simple oscillatory recipe hidden in complicated-looking data, while retaining enough information to reconstruct every sample exactly. In signal processing, those weights identify sampled frequencies and wave phases; in numerical analysis, they simplify circular convolution and the discrete sine transform Poisson solver.

Start with eight real samples, indexed by $n=0,\dots ,7$:Writing $a=\sqrt{2}/2$, the actual list isThe discrete Fourier transform recovers the recipe asThe constant contributes $X_0=8$; the cosine contributes $X_1=X_7=4$; the half-sized sine contributes $X_2=-2i$ and $X_6=2i$. All other coefficients vanish exactly. The imaginary coefficients carry the sine's wave phase, which a plot of absolute values alone would hide.

Precisely, for a positive integer $N$ and a vector $x\in {\mathbb{C}}^N$, the forward discrete Fourier transform and inverse discrete Fourier transform used here areThus the forward exponent has a minus sign and no scale factor; the inverse exponent has a plus sign and the factor $1/N$. The coefficients in the reconstruction are $X_k/N$, rather than $X_k$. In the example, $X_0/8=1$, the pair $4/8$ reconstructs the cosine, and the pair $-2i/8,2i/8$ reconstructs the half-sized sine. These conventions agree with the scaled Fourier coefficients in MIT's authored notes.^[ref]

The proof idea is orthogonality of roots of unity: for integers $k,\ell \in \{0,\dots ,N-1\}$,Distinct discrete Fourier modes cancel in this finite geometric series. Substituting the forward formula into the inverse discrete Fourier transform leaves only the desired sample. The same orthogonality makes the normalized discrete Fourier modes an orthonormal basis and gives the discrete Parseval identity, in the present convention,For the eight-sample example, direct squaring gives ${\sum }_n{x}_n^2=13$, while ${\sum }_k|X_k{|}^2=64+16+4+4+16=104$, so $104/8=13$. This identity preserves the squared L2 norm after accounting for normalization. The existing discrete Parseval identity instead scales the forward discrete Fourier transform by $N^{-1/2}$, producing a unitary matrix and equal squared L2 norms without the factor $1/N$.

For real input, discrete Fourier conjugate symmetry pairs positive and negative frequencies. The label $k$ is a residue modulo $N$: $k=7$ when $N=8$ represents the same discrete Fourier mode as $k=-1$, since $e^{2\pi i7n/8}=e^{-2\pi in/8}$. It therefore represents negative frequency $-1/8$ cycles per sample. If samples are $\Delta t$ seconds apart, the corresponding signed frequency is $-1/(8\Delta t)$ cycles per second. Similarly, index $6$ represents $-2$, while index $4$ is its own negative modulo $8$.

The discrete Fourier transform is an invertible map between two finite vectors. The continuous Fourier transform instead describes a function on the real line by an integral over a continuous frequency variable. A finite list of samples does not determine the full continuous frequency spectrum: aliasing of discrete Fourier modes already supplies distinct waveforms with identical observations. Applying the inverse formula at arbitrary integer indices gives the periodic extension of a finite sequence, repeating the recorded block every $N$ samples. This is a property of that representation, rather than evidence that the physical signal repeats beyond the recording. Laurent Demanet's MIT notes place the discrete Fourier transform alongside the continuous Fourier transform and Fourier series to explain the role of sampling and repetition.^[ref]

The beauty is that a change of basis exposes cancellation and structure without losing data. Direct evaluation needs $N$ sums of $N$ terms; a Fast Fourier transform computes the same discrete Fourier transform with far less work. Computational speed and the mathematical meaning of the coefficients are separate questions.