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Applications of Functional Analysis

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Applications of Functional Analysis

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cheemaabdullah1212
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© © All Rights Reserved
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Applications of Functional Analysis

Functional analysis:

Functional analysis is a branch of mathematical analysis, the core of which is formed by the
study of vector spaces endowed with some kind of limit-related structure and the linear
functions defined on these spaces and respecting these structures in a suitable sense.
Functional analysis is an abstract branch of mathematics that originated from classical analysis.

Applications

Functional analysis plays an important role in the applied sciences as well as in mathematics
itself.

Vector Spaces

 It is easy to highlight the need for linear algebra for physicists - Quantum Mechanics is entirely
based on it. Also important for time domain (state space), control theory and stresses in
materials using tensors.
 In circuit theory, matrices are used to solve for current or voltage. In electromagnetic field
theory which is a fundamental course for communication engineering, conception of
divergence, curl is important. For other fields of engineering, computer memory extensively
uses the conception of partition of matrices. If the matrices size gets larger than the space of
computer memory it divides the matrices into sub matrices and does calculation.
 Linear operator plays a key role in computer graphics. For many CAD software generates
drawing using linear operators, and don't forget about cryptography.
 Matrices can be cleverly used in cryptography. Exchanging secret information using matrix is
very robust and easy in one sense. How about MATLAB? This software is widely used in
engineering fields and MATLAB's default data type is matrix. And, of course, Linear Algebra is
the underlying theory for all of linear differential equations. In electrical engineering filed, vector
spaces and matrix algebra come up often.
 Least square estimation has a nice subspace interpretation. Many linear algebra texts show this.
This kind of estimation is used a lot in digital filter design, tracking, control systems, etc.
 The discrete Fourier transform is a nice finite dimensional example, and the FFT algorithm is
just fun to learn about. Continuous time is nice too, but then you are in infinite dimensional
space of course.

Inner Product Space


 Find the linear or quadratic least squares approximation of a function
 Find the nth order Fourier approximation of a function
 Quadratic Forms

Metric space:
Metric space methods are best employed to analyze and interpret a group
(ensemble) of reservoir models and are attractive methods for uncertainty
studies or sensitivity analysis when a (large) ensemble of reservoir models is
used.

A metric space (MS) in reservoir modeling is defined by a dissimilarity distance


which measures the dissimilarity between pairs of reservoir models, shown
schematically in the figure below (left). The distance measure applied over all
model pairs forms a distance matrix shown in the figure below (center). The
distance matrix defines the metric space. The metric space can be visualized
using multi-dimensional scaling (MDS), whose output is shown in the figure
below (right). MDS takes the distance matrix, and translates the models into
points in a Euclidean space that can be visualized. The locations of the points
(models) in Euclidean space are optimized to best approximate the distances in
the distance matrix. The MDS plot is a visual and diagnostic tool. MDS is a
dimensionality reduction technique, similar to PCA.

The distribution of the models in Euclidean space provides a visualization of the model
similarity - models close to each other in MDS space are similar in terms of the distance
measure. Those models far from each other are dissimilar in terms of the distance measure.
Another important step for sensitivity analysis and screening of reservoir models is clustering of
the reservoir models. Clustering of the models allows for a classification of models into discrete
groups. This is useful for sensitivity analysis (comparing model properties within each cluster
and between clusters), and screening (selection of models based upon cluster).

The models in the MDS plot are colored by cluster. The clustering has grouped together models
with similar cumulative oil production, as seen in the figures above the MDS plot. Given this
information, one can examine the model properties in each cluster and understand which
properties have a significant impact on the cumulative oil.

The technology page on sensitivity analysis and screening provides additional information on
the application of metric spaces to reservoir engineering.

Hahn Banach Theorem:


The fundamental theorem of asset pricing has a very neat proof invoking the Hahn Banach
Theorem, which lies at the heart of Functional Analysis. The theorem says that for a financial
market these two features are equivalent:

 The market allows no arbitrage


 The original probability measure governing the risk can be changed to and
equivalent one under which the stochastic process of asset price formation is a
martingale.

Theory of Banach manifolds

Functional analysis is used in the Theory of Banach manifolds which come up naturally
in a lot of geometric or topological settings. Basically the set of maps between two
objects can sometimes be thought of as an infinite dimensional manifold and Banach
spaces serve as local charts.

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