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1D box eigenfunctions
ψn(x)=L2sin(Lnπx)
Normalized stationary states of a particle confined to (0,L) with infinite walls. The textbook example of energy quantisation from boundary conditions.
particle-in-box-eigenfunctionquantum-mechanics
1D harmonic oscillator (atomic units)
−21dx2d2ψ+21ω2x2ψ=Eψ
Time-independent Schrödinger equation for the 1D harmonic oscillator in atomic units. Reference benchmark for finite-difference and spectral solvers.
harmonic-oscillator-1d-tisequantum-mechanics
1s Slater-type orbital
ψSTO(r)=(πζ3)1/2e−ζr
Hydrogen-like 1s orbital with adjustable exponent ζ. The variational wavefunction whose minimum gives ζ_opt(R) = 1 for the free hydrogen atom.
sto-1squantum-chemistry
2D Laplace finite-difference stencil
ui,j=41(ui+1,j+ui−1,j+ui,j+1+ui,j−1)
Discrete five-point Laplacian on a uniform grid. The fixed-point form of the discrete Poisson/Laplace problem and the basis for Jacobi and Gauss–Seidel iterations.
finite-difference-laplace-2dnumerical-methodspde
3D isotropic harmonic oscillator energies
Enl=ℏω(2n+l+23)
Spectrum of the 3D isotropic harmonic oscillator labelled by radial and orbital quantum numbers. The starting point of the nuclear shell model.
isotropic-3d-honuclear-physicsquantum-mechanics
3D isotropic harmonic oscillator levels
Enl=ℏω(2n+l+23)
Single-particle energy levels of the 3D isotropic oscillator labelled by radial n and orbital l. Foundation of the harmonic-oscillator shell-model basis.
Standard 7-point stencil for the Laplacian on a 3D Cartesian grid. The 3D analogue of the 5-point 2D star.
finite-difference-laplace-3dnumerical-methodspde
Adomian decomposition
L[u]+R[u]+N[u]=f(x)⟹u=L−1[−R[u]−N[u]+f(x)]
Splits an operator equation into linear, remainder, and nonlinear parts and solves it as a series in Adomian polynomials. Useful for nonlinear ODEs and PDEs.
adomian-decompositiondifferential-equationsseries
Adomian polynomial
An=n!1dλndn[q(x,k=0∑nvkλk)]λ=0
Generating-function definition of the n-th Adomian polynomial used to expand nonlinear operators in Adomian's decomposition.
adomian-recurrencedifferential-equationsseries
Antisymmetrized two-electron integral
⟨pq∣∣rs⟩=⟨pq∣rs⟩−⟨pq∣sr⟩
Direct minus exchange part of a two-electron integral in physicist notation; the natural object appearing in Slater–Condon rules and FCI matrix elements.
Inner product of two basis functions. Equal to the identity for orthonormal bases; appears as the right-hand side metric in the Roothaan–Hall generalized eigenvalue problem.
Augmented plane wave: atomic-like radial × spherical-harmonic inside muffin-tin spheres, plain plane wave between them. Backbone of the original APW method.
apw-basissolid-state-physics
Bernoulli differential equation
y′+p(x)y=g(x)yα
A nonlinear first-order ODE that linearizes under the substitution v = y^{1-α}, giving a closed-form solution in terms of an integrating factor.
bernoulli-equationdifferential-equations
Bernoulli equation
dxdy+p(x)y=g(x)yα
Nonlinear ODE that becomes linear after the substitution v = y^{1−α}. The textbook bridge from linear to nonlinear ODEs.
bernoulli-odedifferential-equations
Binder cumulant
UL=1−3⟨m2⟩L2⟨m4⟩L
Dimensionless ratio of magnetisation moments. Curves for different system sizes cross at the critical temperature, making it the standard finite-size estimator of phase transitions.
binder-cumulantstatistical-mechanics
Bisection error bound
∣xn−x∗∣≤2nb−a
Worst-case error of the bisection method on a sign-changing interval. Linear convergence — slow but utterly reliable.
Closed-form price of a European call option under geometric Brownian motion. The companion put follows from put–call parity.
black-scholes-callfinance
Black–Scholes d1
d1=σTln(S0/K)+(r+σ2/2)T
First standardized log-moneyness used in the Black–Scholes formula. Increases with moneyness, rate, and volatility.
black-scholes-d1finance
Black–Scholes d2
d2=d1−σT
Volatility-shifted d1. N(d_2) is the risk-neutral probability that the option finishes in the money.
black-scholes-d2finance
Black–Scholes PDE
∂t∂V+21σ2S2∂S2∂2V+rS∂S∂V−rV=0
Partial differential equation governing the price V of a European option under geometric Brownian motion of the underlying.
black-scholesfinancepde
Black–Scholes put price
P(S,K,T,r,σ)=Ke−rTN(−d2)−S0N(−d1)
Closed-form European put price under the Black–Scholes assumptions. The put-call parity counterpart of the call formula.
black-scholes-putfinance
Black–Scholes vega
ν=∂σ∂V=S0TN′(d1)
Sensitivity of a European option price to volatility. Drives the Newton step in implied-volatility solvers and is the headline risk hedged by volatility traders.
vegafinance
Bloch wave-vector translation
kn=k+Kn
Each plane-wave component in a periodic basis combines the crystal momentum k with a reciprocal-lattice vector K_n. The way Brillouin-zone folding shows up at the basis level.
lapw-bloch-momentumsolid-state-physics
Born probability density
ρ(r,t)=∣ψ(r,t)∣2
Probability density for finding a particle at position r at time t. The Born interpretation of the wavefunction.
wavefunction-probability-densityquantum-mechanics
Born probability density
ρ(r,t)=∣ψ(r,t)∣2
Born's interpretation: the modulus-squared of the wavefunction is the probability density for finding the particle at position r at time t.
born-probability-densityquantum-mechanics
Boys F0 function
F0(t)=∫01e−ts2ds=4tπerf(t)
Special function appearing in every Gaussian two-electron integral. Reduces to an error function and is the n=0 case of the Boys family F_m(t).
fermi-incomplete-gammaquantum-chemistry
Bravais lattice vectors
Rn=n1a1+n2a2+n3a3
Integer combinations of three primitive vectors generating the periodic point set of a crystal. The structural foundation of solid-state physics.
bravais-latticesolid-state-physics
Cartesian Gaussian basis function
ϕ(r)=xlymzne−αr2
Workhorse primitive of molecular electronic structure. Polynomial prefactor controls angular momentum; Gaussian width is set by α.
gto-cartesianquantum-chemistry
Central second-difference (psi notation)
dx2d2ψ≈(Δx)2ψi+1−2ψi+ψi−1
Three-point central stencil for the second derivative on a uniform grid. The discretization that turns a 1D Schrödinger equation into a tridiagonal eigenvalue problem.
The standard three-point second-derivative stencil. The workhorse of finite-difference discretizations for diffusion, Schrödinger, and Poisson problems.
Average of the first N partial Fourier sums. Recovers convergence at jump discontinuities where the raw Fourier series fails (Gibbs phenomenon).
cesaro-partial-sumseries
Cesàro mean
σN(x)=N+11k=0∑NSk(x)
Average of partial sums. Tames Gibbs oscillations and assigns sensible values to series that diverge in the ordinary sense.
cesaro-sumseries
Chebyshev expansion
P(x)=k=0∑nckTk(x)
Approximate a function as a finite sum of Chebyshev polynomials. Best near-minimax polynomial of its degree.
chebyshev-poly-expansionseries
Chebyshev polynomial recurrence
T0(x)=1,T1(x)=x,Tn+1(x)=2xTn(x)−Tn−1(x)
Three-term recurrence for the Chebyshev polynomials of the first kind. Underlies Chebyshev interpolation, near-minimax polynomial approximation, and spectral collocation.
chebyshev-recurrenceseries
Chebyshev polynomials of the first kind
T0(x)=1,T1(x)=x,Tn+1(x)=2xTn(x)−Tn−1(x)
Standard three-term recurrence generating the Chebyshev polynomials. Fundamental to Chebyshev interpolation and spectral methods on [-1, 1].
chebyshev-polynomials-tnseries
Chebyshev–Gauss–Lobatto nodes
xk=cos(N−1πk),k=0,1,…,N−1
Cosine-spaced collocation grid that clusters near the endpoints and avoids the Runge phenomenon. The natural mesh for Chebyshev spectral methods.
Configuration-interaction matrix element written in second quantisation. Gets reduced to one- and two-particle integrals via Slater–Condon / Wick contractions.
AO-basis one-electron density matrix for a restricted closed-shell wavefunction. Encodes the doubly occupied orbitals and is what the Fock build consumes each SCF iteration.
density-matrix-rhfquantum-chemistry
Closed-shell density matrix
Pμν=2i=1∑N/2CμiCνi∗
Restricted Hartree–Fock one-particle density matrix in the AO basis. The factor of 2 accounts for double occupancy of each spatial orbital.
Squared Pearson correlation written in the form a regression code computes it. Tells you what fraction of variance the linear fit explains.
r-squaredlinear-algebraoptimization
Composite trapezoidal rule
I≈2h[f(a)+2i=1∑N−1f(a+ih)+f(b)]
Uniform-grid extension of the basic trapezoidal rule. Endpoints get half weight; second-order accurate in the spacing h.
composite-trapezoidalnumerical-methods
Core Hamiltonian matrix element
Hμνcore=⟨ϕμ∣h^∣ϕν⟩
AO-basis matrix of the one-electron part of the Hamiltonian. Computed once at the start of an SCF run and reused every iteration.
core-hamiltonian-matrix-elementquantum-chemistry
Correlation energy
Ecorr=EFCI−EHF
Difference between the exact (FCI) and Hartree–Fock energies in a given basis. The quantity post-HF methods aim to recover.
fci-correlation-energyquantum-chemistry
Correlation-length critical scaling
ξ∼∣T−Tc∣−ν
Correlation length diverges at the critical point with exponent ν. ν = 1 for the 2D Ising model.
critical-correlation-lengthstatistical-mechanics
Coulomb operator
J^j(1)ψi(1)=[∫ψj∗(2)r121ψj(2)dr2]ψi(1)
Local mean-field operator capturing the classical Coulomb repulsion an electron feels from the charge density of orbital j. Direct part of the Hartree–Fock potential.
coulomb-operatorquantum-chemistry
Covariance matrix
Σij=Cov(Xi,Xj)=n1k=1∑n(xki−xˉi)(xkj−xˉj)
Symmetric positive-semidefinite matrix of pairwise covariances. The starting point for PCA, Mahalanobis distance, and Gaussian likelihoods.
covariance-matrixlinear-algebra
Covariance matrix entry
Σij=Cov(Xi,Xj)
Symmetric positive-semidefinite matrix collecting all pairwise covariances of a random vector.
covariance-matrix-entrylinear-algebra
Davidson correction equation
t=(μI−D)−1r
Diagonal-preconditioned correction vector that expands the Davidson subspace. Lets large, sparse, diagonally dominant eigenproblems converge an order of magnitude faster than Lanczos in quantum chemistry.
Terminal payoff of a vanilla long call: positive only when the underlying finishes above the strike.
option-payoff-callfinance
European put payoff
Payoff=max(K−ST,0)
Terminal payoff of a vanilla long put: positive only when the underlying finishes below the strike.
option-payoff-putfinance
Exchange operator
K^j(1)ψi(1)=[∫ψj∗(2)r121ψi(2)dr2]ψj(1)
Non-local one-body operator with no classical analogue; a direct consequence of antisymmetrizing fermionic wavefunctions and responsible for Pauli (Fermi) correlation between same-spin electrons.
exchange-operatorquantum-chemistry
Explicit (forward) Euler method
yn+1=yn+hf(tn,yn)
Simplest first-order time-stepping scheme for an initial-value ODE. Conditionally stable and the entry point to every more sophisticated integrator.
Number of Slater determinants in a full-CI expansion with M spatial orbitals and given α/β electron counts. Grows factorially and is the reason FCI is feasible only for tiny systems.
fci-dimensionquantum-chemistry
FFT spectral derivative
dxdfj=Re[IFFT(ikjFFT(fj))]
Compute the derivative of a periodic function in O(N log N) by multiplying its Fourier coefficients by ik. Spectrally accurate for smooth f.
AO-basis Fock matrix expressed as core Hamiltonian plus a density-weighted contraction of two-electron integrals. The object that gets diagonalized every SCF step.
fock-matrix-element-aoquantum-chemistry
Fock matrix in the AO basis
Fμν=Hμνcore+λσ∑Pλσ[(μν∣λσ)−21(μλ∣νσ)]
Closed-shell Fock matrix written from the density matrix and two-electron integrals. The object that gets diagonalized at every SCF cycle.
fock-matrix-elementsquantum-chemistry
Fock operator
F^(1)=h^(1)+j=1∑N/2[2J^j(1)−K^j(1)]
One-electron operator that defines the mean-field Hartree–Fock problem: core Hamiltonian plus a sum of Coulomb and exchange contributions from every other occupied orbital.
fock-operatorquantum-chemistryhartree-fock
Forward Euler step
yn+1=yn+hf(xn,yn)
Simplest explicit ODE integrator: take a step of size h along the slope at the current point. First-order accurate, conditionally stable.
Inner-product projections recovering the cosine and sine amplitudes of a periodic function. Orthogonality of the trigonometric basis makes them independent.
fourier-coefficientsseries
Fourier cosine coefficients
an=P2∫0Pf(x)cos(P2nπx)dx
Projection of f onto the n-th cosine mode of period P, normalized so the series formula carries no extra factor.
fourier-coeff-anseries
Fourier series
f(x)∼2a0+n=1∑∞[ancos(P2nπx)+bnsin(P2nπx)]
Decomposes a periodic function into orthogonal sinusoids. The mother of every spectral method and the language of signal processing.
fourier-seriesseries
Fourier sine coefficients
bn=P2∫0Pf(x)sin(P2nπx)dx
Projection of f onto the n-th sine mode of period P. Vanishes for even f, so symmetry kills half the work.
fourier-coeff-bnseries
Fourier spectral derivative
dxdf=F−1[ikF[f]]
Exponentially convergent differentiation for smooth periodic functions: multiply by ik in Fourier space. The basis for pseudospectral PDE solvers.
fourier-spectral-derivativeseries
Free-particle TISE in wavenumber form
dx2d2ψ(x)=−ℏ22mEψ(x)
Schrödinger equation for V = 0, written so that k^2 = 2mE/hbar^2 makes the dispersion relation explicit.
free-particle-wavenumberquantum-mechanics
Full configuration interaction expansion
∣ΨFCI⟩=I∑cI∣ΦI⟩
Exact wavefunction in a finite basis: a linear combination of every Slater determinant compatible with the spin and particle counts. The benchmark all approximate methods aim to recover.
Gauss–Seidel sweep for the discrete 2D Laplace equation. Uses already-updated neighbors in place, roughly doubling convergence speed over Jacobi.
gauss-seidel-laplacenumerical-methodspde
Gaussian product centre
Rp=α+βαRA+βRB
Centre of the Gaussian formed by multiplying two Gaussians sitting at R_A and R_B. Combined with the product-theorem prefactor it makes Gaussian integrals tractable.
A product of two Gaussians is a third Gaussian centred at the weighted midpoint, scaled by an exponential prefactor. The reason quantum chemistry abandoned Slater functions for Gaussian basis sets.
gaussian-product-theoremquantum-chemistry
GBM exact discrete update
St+Δt=Stexp((r−2σ2)Δt+σΔtZ)
Risk-neutral GBM step using a standard normal Z. Distribution-exact at any Δt, so no discretization error in Monte Carlo option pricing.
gbm-discrete-updatefinancealgorithms
Generalized eigenvalue problem
Av=λBv
Eigenvalue problem with a non-identity right-hand side metric. Arises whenever basis vectors are non-orthogonal (e.g. AO basis in HF).
generalized-eigenvaluelinear-algebraeigenvalue
Geometric Brownian motion SDE
dSt=μStdt+σStdWt
Stochastic differential equation for log-normal asset prices: drift μ plus volatility σ driven by a Wiener process. The reference dynamics for Black–Scholes and Monte Carlo option pricing.
gbm-sdefinancedifferential-equations
Geometric Brownian motion solution
St=S0exp((μ−2σ2)t+σWt)
Closed-form solution of the GBM SDE obtained from Itô's lemma. The −σ²/2 drift correction is the hallmark of stochastic calculus.
gbm-closed-formfinancedifferential-equations
Geometric series
Sn=a1−r1−rn
Closed form for the sum of a finite geometric progression. Converges to a/(1-r) for |r|<1 and is the analytic backbone of compound interest, perturbation series, and resolvent expansions.
geometric-seriesseries
Geometric series partial sum
Sn=a1−r1−rn
Closed form for the first n terms of a + ar + ar^2 + .... Letting n→∞ for |r|<1 gives the familiar a/(1−r).
geometric-series-partial-sumseries
H2 electronic Hamiltonian (clamped nuclei)
H^=i=1∑2h^(i)+r121+R1
Two-electron Born–Oppenheimer Hamiltonian for the hydrogen molecule: two one-electron operators, the e–e repulsion, and the (constant) nuclear repulsion.
electronic-hamiltonian-h2quantum-chemistry
H2+ bonding LCAO orbital
ψg(r)=Ng[ϕ1(r−Ra)+ϕ1(r−Rb)]
Symmetric combination of two atomic 1s orbitals — the simplest molecular orbital and the textbook illustration of LCAO and chemical bonding.
h2-mo-bondingquantum-chemistry
Harmonic oscillator energies
En=ℏω(n+21),n=0,1,2,…
Equally spaced eigenvalues of the quantum harmonic oscillator, including the irreducible zero-point energy. Recovers black-body spectra, vibrational modes, and field quantisation.
harmonic-oscillator-energiesquantum-mechanics
Hartree–Fock energy (orbital-energy form)
EHF=i=1∑N/2(ϵi+hii)+Vnuc
Compact expression of the closed-shell HF energy in terms of orbital eigenvalues and one-electron orbital integrals; useful sanity check after diagonalization.
Closed-shell HF total energy expressed entirely in terms of the AO density matrix and pre-computed integrals. The form actually evaluated each SCF iteration.
Defining property of the Householder reflector: it sends x to ±|x|e_1 in one shot, zeroing all entries below the first.
householder-vector-actionlinear-algebra
Householder rank-1 matrix update
A←A−τv(vTA)
How a Householder reflector is applied without ever forming H explicitly: a scaled outer product subtraction. Cost O(mn) instead of O(m^2 n).
householder-update-matrixlinear-algebraalgorithms
Householder reflection vector
v=x+sign(x1)∥x∥e1
Choice of v whose reflection sends x onto the first coordinate axis. The sign trick avoids cancellation when x already points along e_1.
householder-vectorlinear-algebraalgorithms
Householder reflector
H=I−τvvT,τ=vTv2
Orthogonal reflection that zeros all but one component of a target vector. The numerically stable building block of QR factorization and tridiagonalisation.
householder-reflectorlinear-algebra
Hubbard dimer ground-state energy
E0=2U−(2U)2+4t2
Closed-form lowest eigenvalue of the singlet block of the two-site Hubbard model. Smoothly interpolates the metallic (U≪t) and Mott (U≫t) limits.
Two-site, two-orbital Hubbard model. The minimal lattice toy that captures the competition between hopping (t) and on-site repulsion (U), and a standard test case for correlated-electron methods.
hubbard-dimersolid-state-physicsquantum-chemistry
Hubbard number operator
n^iσ=c^iσ†c^iσ
Counts the number of spin-σ electrons on site i. Building block of every interaction term in lattice fermion models.
Lattice spin model with nearest-neighbor exchange J and external field h. The simplest system showing a finite-temperature ferromagnetic phase transition and a workhorse of statistical mechanics.
ising-modelstatistical-mechanics
Ising single-spin flip energy
ΔE=2si(Jj∈nn∑sj+h)
Energy change when spin s_i is flipped, given its nearest-neighbor sum and external field h. The quantity tested by the Metropolis acceptance rule.
ising-energy-changestatistical-mechanics
Itô stochastic differential equation
dy=μ(y,t)dt+σ(y,t)dW
Generic Itô SDE: drift μ plus diffusion σ driving a Wiener increment. Common parent of GBM, Ornstein–Uhlenbeck, CIR, etc.
sde-generalfinancedifferential-equations
Jacobi update for 2D Laplace
ui,j=41(ui+1,j+ui−1,j+ui,j+1+ui,j−1)
Discrete mean-value property: at each interior node, the Laplace solution equals the average of its four neighbors. Yields the simplest iterative solver.
jacobi-laplace-updatenumerical-methodspde
Kahan compensated summation
ytcs=x−c=s+y=(t−s)−y=t
Tracks the running rounding error in a compensation variable to recover bits lost when adding numbers of vastly different magnitude.
kahan-summationnumerical-methods
Kahan compensated summation
ytcsum=x−c=sum+y=(t−sum)−y=t
Inner loop of compensated summation: the running correction c rescues the low-order bits that ordinary floating-point addition would discard.
kahan-loopnumerical-methodsalgorithms
Koopmans IP/EA
−ϵi≈IPi
Negative of an occupied orbital energy approximates the corresponding ionisation potential. Frozen-orbital, no-relaxation estimate from a single HF calculation.
koopmans-affinityquantum-chemistry
Koopmans’ theorem
−ϵi≈IPi
The negative of an occupied orbital energy approximates the ionization potential, neglecting orbital relaxation.
koopmansquantum-chemistry
l1 norm
∥w∥1=j∑∣wj∣
Sum of absolute values. Penalising it (Lasso) drives coefficients to exactly zero, producing sparse models.
Linearized augmented plane wave: adds the energy derivative of the radial solution so the basis no longer depends on a fixed linearization energy E_l.
lapw-basissolid-state-physics
LAPW energy-derivative equation
hlu˙l−Elu˙l=ul
Inhomogeneous equation defining the energy derivative used as the second LAPW basis component. Solved alongside the radial Schrödinger equation in each muffin-tin.
lapw-energy-derivativesolid-state-physics
LAPW radial-derivative coefficient
al=jl′(kR)u˙l(R)−jl(kR)u˙l′(R)
First LAPW matching coefficient — a 2×2 Wronskian-style determinant ensuring continuity of value and derivative at the muffin-tin radius.
lapw-coefficient-asolid-state-physics
LAPW value coefficient
bl=jl(kR)ul′(R)−jl′(kR)ul(R)
Second LAPW matching coefficient. Together with a_l it sets the basis function and its slope at the muffin-tin boundary.
lapw-coefficient-bsolid-state-physics
Lasso objective
w,bminm1i=1∑m(yi−wTxi−b)2+λ∥w∥1
Mean squared error plus an l1 penalty on the weights. The l1 term is what makes Lasso produce exactly-zero coefficients.
lasso-objectiveoptimizationlinear-algebra
Lasso regression
w,bminm1i=1∑m(yi−wTxi−b)2+λ∥w∥1
L1-regularized least squares, due to Tibshirani. The penalty drives many coefficients exactly to zero, performing simultaneous estimation and feature selection.
lasso-regressionlinear-algebraoptimization
LCAO bonding orbital normalization
Ng=2(1+S)1
Normalization constant for the symmetric two-centre LCAO orbital, S being the overlap integral between the two atomic orbitals.
h2-mo-normalizationquantum-chemistry
LCAO molecular orbital expansion
ψi(r)=μ∑Cμiϕμ(r)
Linear combination of atomic orbitals: expand each MO in a finite atomic-orbital basis. Reduces the differential Hartree–Fock problem to a matrix eigenproblem.
lcao-expansionquantum-chemistry
Legendre polynomial recurrence
Pn(x)=n(2n−1)xPn−1(x)−(n−1)Pn−2(x)
Bonnet's recurrence, the stable way to compute Legendre polynomials of any degree starting from P_0 = 1, P_1 = x.
legendre-polynomials-pnseries
Legendre polynomial recurrence (Bonnet)
Pn(x)=n(2n−1)xPn−1(x)−(n−1)Pn−2(x)
Bonnet's three-term recurrence for the Legendre polynomials. The numerically stable way to evaluate them and the basis for Gauss–Legendre quadrature.
legendre-recurrenceseries
Magnetisation critical scaling
M∼∣T−Tc∣β
Order-parameter power law near a continuous phase transition. β = 1/8 for the 2D Ising universality class.
critical-magnetisationstatistical-mechanics
Matrix eigenvalue equation
Avi=λivi
Definition of an eigenpair of a square matrix. Generalizes to the operator equation that anchors much of physics and numerical linear algebra.
Born–Oppenheimer electronic Hamiltonian in atomic units. Kinetic energy, electron–nucleus attraction, electron–electron repulsion, and nuclear repulsion — every method in quantum chemistry starts here.
electronic-hamiltonianquantum-chemistry
Monte Carlo error scaling
Error∼Nσ
Statistical error of any Monte Carlo estimate decays as N^{-1/2}. Sets the iconic "halve the error costs four times the work" rule.
mc-error-scalingnumerical-methodsalgorithms
Monte Carlo estimate of π
π≈4total pointspoints inside circle
Classic dart-throwing estimator: ratio of points landing inside the unit-quarter circle scales linearly with π. Toy benchmark for sampling and parallelism.
mc-pi-estimatornumerical-methodsalgorithms
Monte Carlo integration
∫abf(x)dx≈Nb−ai=1∑Nf(xi),Error∼Nσ
Estimate an integral by sampling the integrand at random points. Convergence is dimension-independent at the cost of slow N^{-1/2} accuracy.
monte-carlo-integrationnumerical-methodsfinance
Monte Carlo option price
V0=e−rTN1i=1∑NPayoffi
Risk-neutral price as a discounted sample mean of simulated payoffs. The fallback when no closed form exists, especially for path-dependent or high-dimensional options.
monte-carlo-option-pricefinancenumerical-methods
Monte Carlo option price
V0=e−rTN1i=1∑NPayoffi
Risk-neutral expectation of the payoff, discounted to present value and estimated as a simple average over N path simulations.
Three-term recurrence at the heart of Numerov's method for y'' = g(x)y + s(x). Achieves O(h^6) accuracy by absorbing the leading truncation error into the auxiliary variable w.
Closed-form least-squares slope for one-dimensional linear regression. Equivalent to Cov(x,y)/Var(x).
normal-equations-slopelinear-algebraoptimization
One-electron core operator
h^(i)=−21∇i2−A∑riAZA
Sum of kinetic energy and electron–nucleus attraction for a single electron — the non-interacting building block of the molecular electronic Hamiltonian.
one-electron-core-operatorquantum-chemistry
Operator matrix element
Mij=⟨ϕi∣O^∣ϕj⟩=∫ϕi∗(r)[O^ϕj](r)dr
Generic Dirac-notation matrix element written as a configuration-space integral; the everyday object of basis-set quantum mechanics.
Defining geometric property of orthogonal matrices Q (Q^T Q = I). Why QR factorization is numerically stable for least-squares.
orthogonal-preserves-normlinear-algebra
Orthogonality condition
QTQ=I
Defining algebraic property of an orthogonal matrix: columns are orthonormal, so Q^{-1} = Q^T.
orthogonal-conditionlinear-algebra
Particle in a box energies
En=2mL2n2π2ℏ2,ψn(x)=L2sin(Lnπx)
Stationary states of a non-relativistic particle in a 1D infinite square well. The textbook eigenvalue problem and the simplest illustration of energy quantisation.
particle-in-a-boxquantum-mechanics
Picard integral equation
y(x)=y(x0)+∫x0xf(t,y(t))dt
Integral form of an ODE initial-value problem. Picard iteration solves it by repeated substitution and converges for Lipschitz f.
Rayleigh expansion of a plane wave in spherical Bessel functions and spherical harmonics. The bridge between plane-wave and atomic-sphere descriptions in APW/LAPW methods.
Repeated multiplication by A with renormalisation converges to the dominant eigenvector. The simplest member of the Krylov-iteration family and the seed of Arnoldi and Lanczos.
power-iterationlinear-algebraeigenvalue
Power iteration step
vk+1=∥Avk∥Avk
Rescales A v to unit norm at every step. Converges to the dominant eigenvector at rate |λ_2|/|λ_1|.
Mean-squared difference between two consecutive iterates in the power-method neural network. Driving the loss to zero realizes convergence of the underlying eigenvector iteration.
pmnn-lossnumerical-methodsoptimizationeigenvalue
Put–call parity
C−P=S−Ke−rT
Model-free no-arbitrage relation linking European call and put prices with the same strike and maturity. Fix any three of the prices and the fourth follows.
put-call-parityfinance
QR factorization via Householder
Q=H1H2⋯Hn
Composing Householder reflections produces an orthogonal Q such that QA = R is upper-triangular. The standard route to least-squares solutions and the QR eigenvalue algorithm.
qr-householder-productlinear-algebra
QR least-squares back-substitution
Rx=(QTb)1:n
Final step of QR-based least-squares: apply Q^T to b and triangular-solve against the n×n top block of R.
qr-back-substitutionlinear-algebraalgorithms
Radial Hamiltonian in atomic sphere
hl=−r1dr2d2r+r2l(l+1)+V(r)
Spherical Hamiltonian acting on radial functions inside a muffin-tin. Solving h_l u_l = E u_l generates the APW/LAPW radial parts.
Schrödinger equation reduced to one dimension after separating angular variables; the centrifugal term l(l+1)/r^2 is the angular-momentum barrier.
radial-schrodingerquantum-mechanics
Rayleigh plane-wave expansion
eik⋅r=4πℓ=0∑∞m=−ℓ∑ℓiℓjℓ(kr)Yℓm(r^)Yℓm∗(k^)
Decomposition of a plane wave into spherical Bessel functions and spherical harmonics. The matching trick that connects interstitial plane waves to muffin-tin partial waves in APW/LAPW methods.
rayleigh-plane-wavesolid-state-physicsseries
Rayleigh quotient
R(v)=vTvvTAv
Stationary points of the Rayleigh quotient are eigenvectors and the values are eigenvalues. The variational principle behind power iteration, Lanczos, and electronic-structure methods.
rayleigh-quotientlinear-algebraeigenvalue
Real Fourier series expansion
f(x)∼2a0+n=1∑∞[ancos(P2nπx)+bnsin(P2nπx)]
Standard real-valued Fourier expansion of a P-periodic function. The basis is mutually orthogonal on [0,P] and the expansion converges in L^2.
fourier-series-realseries
Real-space lattice vector
Rn=n1a1+n2a2+n3a3
A general translation vector of a Bravais lattice — integer combinations of the three primitive vectors a_i.
real-space-lattice-vectorsolid-state-physics
Reciprocal lattice vectors
Gm=m1b1+m2b2+m3b3
Dual lattice in momentum space whose primitive vectors satisfy a_i·b_j = 2π δ_{ij}. Defines Brillouin zones, Bloch states, and diffraction conditions.
reciprocal-latticesolid-state-physics
Reciprocal-lattice vector
Gm=m1b1+m2b2+m3b3
General reciprocal-lattice vector built from integer combinations of the primitive reciprocal vectors. Indexes the diffraction conditions and Fourier components of periodic functions.
reciprocal-vector-expansionsolid-state-physics
Roothaan–Hall equations
FC=SCϵ
Generalized eigenvalue problem solved at every step of the Hartree–Fock SCF loop. F is the Fock matrix, S the overlap matrix.
Schematic statement that nuclear two-body matrix elements factor into angular-momentum coupling coefficients times Slater radial integrals.
shell-model-two-bodynuclear-physics
Single-particle level degeneracy
gl=2(2l+1)
Number of magnetic sublevels (with spin) accommodated by a single-particle orbital of angular momentum l. Used to fill shells and locate magic numbers.
nuclear-shell-degeneracynuclear-physics
Slater determinant
∣Φ⟩=N!1det[χi(j)]i,j=1N
Antisymmetrized product of one-electron spin-orbitals. The minimal wavefunction that satisfies the Pauli principle and the building block of Hartree–Fock and post-HF expansions.
Antisymmetric many-body wavefunction built from single-particle orbitals. The starting point of independent-particle models in nuclear and electronic structure.
Pople-style fit of a Slater-type orbital by a fixed contraction of n Gaussians. Recovers the qualitative behavior of an STO while keeping integrals analytic.
sto-ng-fitquantum-chemistry
STO-nG fit objective
R(p)=j∑[ψSTO-nG(rj;p)−ψSTO(rj)]2
Sum-of-squares residual minimized when fitting a contracted-Gaussian basis to a reference Slater orbital on a radial grid.
sto-ng-objectivequantum-chemistryoptimization
Susceptibility critical scaling
χ∼∣T−Tc∣−γ
Magnetic susceptibility diverges with critical exponent γ near T_c. γ = 7/4 in the 2D Ising model.
critical-susceptibilitystatistical-mechanics
Symmetric orthogonalisation
X=S−1/2
Löwdin's symmetric transformation that turns a non-orthogonal AO basis into an orthogonal one. Lets the generalized eigenvalue problem be reduced to a standard one.
Composite quadrature rule built from straight-line interpolants on a uniform grid. Second-order accurate and the baseline against which fancier integrators are measured.
trapezoidal-rulenumerical-methods
Trapezoidal rule error
E=−12N2(b−a)3f′′(ξ)
Composite-trapezoidal error term, scaling like 1/N² and proportional to the second derivative. Vanishes for linear integrands and motivates Simpson and Romberg refinements.
Repulsion integral over four basis functions in chemist's (11|22) ordering. The scaling bottleneck (M^4) of conventional Hartree–Fock and post-HF methods.
Coulomb-repulsion integrals over four basis functions. Their evaluation and storage dominate the cost of every Gaussian-basis quantum-chemistry program.
two-electron-integralquantum-chemistry
Two-electron singlet state
∣Ψsinglet⟩=21(∣1↑2↓⟩−∣1↓2↑⟩)
Antisymmetric (S=0, S_z=0) spin combination of two electrons in distinct spatial orbitals. The minimal example of entangled spin pair.
Minimal lattice model with kinetic hopping t and on-site repulsion U. Captures the competition between delocalisation and Coulomb correlation in two orbitals.
Any normalizable trial wavefunction gives an upper bound on the ground-state energy. The justification for Hartree–Fock, configuration interaction, and the entire variational toolbox.
Rayleigh–Ritz inequality: the expectation value of H in any trial state bounds the true ground-state energy from above. Backbone of every variational method.
Sum of pairwise products — the canonical BLAS Level-1 dot routine. Foundation of inner products, norms, and projections.
dot-productlinear-algebra
Woods–Saxon potential
V(r)=−1+exp(ar−R)V0
Smoothed mean-field potential approximating the nuclear interior. Used together with a spin-orbit term to reproduce the magic numbers in the nuclear shell model.