Mathematical Foundations · Multivariable Calculus

Vector Calculus · Computational Laboratory, Integrative Problems, and Curriculum Organization

Public introduction · full guide in Eikos

Introduction

What this guide covers

Implementation in Python of multivariate visualization, symbolic and automatic differentiation, first and second order numerical optimizers and Monte Carlo integration. Four major integrative problems with step-by-step mathematical deduction and complete curricular organization in 24 study blocks.

Overview

Topics covered

  • Introduction
  • Computational Laboratory, Integrative Problems and Curriculum
  • Multivariate Computational Laboratory with Python
  • 30.0. Reproducible Environment and a House Rule
  • 30.1. Visualization of Surfaces, Contours and Gradient Fields
  • 30.2. Symbolic and Automatic Differentiation

Related concepts

Main connections

  • Calculus & differentiation
  • Linear algebra & matrices
  • Maximum likelihood estimation
  • Monte Carlo simulation
  • Mathematical optimization & gradients
  • Bootstrap resampling

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

∬Df(𝐱)d𝐱≈|Ω|N∑i=1Nf(𝐗i)𝕀{𝐗i∈D}.
View LaTeX source\iint_D f(\mathbf{x}) d\mathbf{x} \approx \frac{|\Omega|}{N} \sum_{i=1}^N f(\mathbf{X}_i) \mathbb{I}_{\{\mathbf{X}_i \in D\}}.