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Brownian Motions and Quantifying Randomness in Physical Systems

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Stochastic calculus has come a long way since Robert Brown described the motion of pollen through a microscope in 1827. It’s now a key player in data science, quant finance, and mathematical biology. This article is drawn from notes I wrote for an undergraduate statistical physics course a few months ago. There won’t be any…

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Views On Complex Numbers

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Abstract Why do we need yet another article about complex numbers? This is a valid question and I have asked it myself. I could mention that I wanted to gather the many different views that can be found elsewhere – Euler’s and Gauß’s perspectives, i.e. various historical views in the light of the traditionally parallel…

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The Lambert W Function in Finance

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Preamble The classical mathematician practically by instinct views the continuous process as the “real” process, and the discrete process as an approximation to it. The mathematics of finance and certain topics in the modern theory of stochastic processes suggest that, in some cases at least, the opposite is true. Continuous processes are, generally speaking, the…

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Why Division by Zero is a Bad Idea

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A division by zero is primarily an algebraic question. The reasoning therefore follows the indirect pattern of most algebraic proofs: What if it was allowed? Then we would get a contradiction, and a contradiction is the greatest enemy of mathematical rigor. Many students tried to find a way to divide by zero once in their…

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Series in Mathematics: From Zeno to Quantum Theory

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Introduction Series play a decisive role in many branches of mathematics. They accompanied mathematical developments from Zeno of Elea (##5##-th century BC) and Archimedes of Syracuse (##3##-th century BC), to the fundamental building blocks of calculus from the ##17##-th century on, up to modern Lie theory which is crucial for our understanding of quantum theory….

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Differential Equation Systems and Nature

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Abstract “Mathematics is the native language of nature.” is a phrase that is often used when it comes to explaining why mathematics is all around in natural sciences, especially in physics. What does that mean? A closer look shows us that it primarily means that we describe nature by differential equations, a lot of differential…

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Beginners Guide to Precalculus, Calculus and Infinitesimals

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Introduction I am convinced students learn Calculus far too late.   In my view, there has never been a good reason for this. In the US, they go through this sequence of Pre-Algebra, Algebra 1, Geometry, Algebra 2, Precalculus, Calculus 1, and Calculus 2.  But is this required?   Recently I came across two books that turned…

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What Are Numbers?

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Introduction When doing mathematics,  we usually take for granted what natural numbers, integers, and rationals are. They are pretty intuitive.   Going from rational numbers to reals is more complicated.   The easiest way at the start is probably infinite decimals.  Dedekind Cuts can be used to get a bit more fancy.  A Dedekind cut is a…

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Introduction to the World of Algebras

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Abstract Richard Pierce describes the intention of his book [2] about associative algebras as his attempt to prove that there is algebra after Galois theory. Whereas Galois theory might not really be on the agenda of physicists, many algebras are: from tensor algebras as the gown for infinitesimal coordinates over Graßmann and Banach algebras for…

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