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14:00
@AkivaWeinberger I find myself wondering how they made that. (From the color scheme, I'd say it's mathematica)
creating the half-bagels isn't so hard, I think
73
A: Cutting bagels into linked halves

HeikeHere's one way to slice the donut. To draw one half of the sliced donut I'm using a parameterisation of a torus similar to the one on wikipedia, but with v replaced with u + v and v running from 0 to Pi instead of 2 Pi. This means that the cut is actually a double twist loop. pl = ParametricPlot...

Here's a random thing taken out of context
"It turns out that engineers, scientists, and financial folks need to use calculus, but they don't need to understand calculus." Wow, what a clear statement of what seems implicitly to be the dominant position in the contemporary pedagogy of freshman calculus...and which I find to be alarming and pernicious bordering on repugnant. I wish we college math teachers could have an explicit discussion to see whether we really believe this and fully understand its implications. — Pete L. Clark Jan 13 '14 at 13:53
(Some context: They're discussing the epsilon–delta definition of continuity)
14:10
there's different ways to interpret "understanding calculus"
and I think equating "understands calculus" with "understands epsilon-delta definitions" is not a good idea
elevating that aspect of calculus above all others seems silly to me
Hi all, hi @Semiclassical
You were a physicist, right?
In a sense, calculus is just an easy-to-calculate approximation of discrete phenomena
I mean, it's literally the limit as $h$ goes to zero
14:16
struggling with simple proofs in my logic course
Continuous behavior is indistinguishable from discrete behavior as long as the discrete units are too small to be measured
eh. that's all calculus as a formalism may be
could someone pleasde help me with showing --> if a | b or a | c, then a | bc
but in terms of problem-solving, there's a lot more to life than that
I guess this ignores all the optimization stuff
14:18
@WillNjundong That's logically equivalent to its contrapositive: If a doesn't divide bc, then a doesn't divide b and a doesn't divide c.
@WillNjundong That's logically equivalent to "(if a | b then a | bc) or (if a | c then a | bc)"
(Or in less formal terms: If you can't divide one number by a second, then you also can't divide any factors of the first by the second.")
I'm fine to slag on how finance uses math as a tool without actually understanding what it's doing
so i can set it up as A = a|b , B = a|c
A --> B
but stuff like the Black-Scholes equation is certainly calculus
I don't actually know how finance uses calculus
@Semiclassical What's that?
14:20
@WillNjundong I don't think so
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price regardless of the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The formula led to a boom in options trading a...
whoops made a mistake hold on
@WillNjundong A = a|b, B = a|c, C = a|bc, you have if (A or B) then C
(I don't actually know what the Black-Scholes model is, to be sure)
okay there ^
thank you :)
14:21
with the Black-Scholes equation being: en.wikipedia.org/wiki/Black%E2%80%93Scholes_equation
@BuddhiniAngelika Cayley graphs of semidirect products of groups will look like a nontrivial bundle with basespace being Cayley graph of the normal subgroup and fiber space being Cayley graph of the subgroup that acts on the normal subgroup
@Semiclassical Why I have the impression that you're a British person?
i.e., at each point of $\Gamma(N)$, a $\Gamma(H)$ will stick out
whether or not one takes the widespread usage of B-S as being valid (which is apparently questionable, given the assumptions involved) it's still calculus while being very far distant from any sort of epsilon-delta questions
I don't know what a European option is
I don't understand options
I should figure this out at some point
14:23
@AbdullahUYU dunno. though given how random my hours here are, it's not an entirely absurd idea
Try drawing it for simple examples, like $D_{2n}$ (semidirect of $\Bbb Z_n$ with $\Bbb Z_2$)
The undirected graphs of $D_{2n}$ and $\Bbb Z_2 \times \Bbb Z_n$ will look the same.
@AkivaWeinberger finance, as a set of abstract rules and systems, is sorta interesting
@AkivaWeinberger I can give a brief explanation---I've been doing research lately on B-S.
finance as a real-world capitalistic system? pretty damn horrifying
@BalarkaSen !!!
14:25
Most of what I know about the stock market is from browsing /r/wallstreetbets, which is not a good way to learn about the stock market
@anakhro !!!
How are you?
(That's not really true, I know stuff from other places)
i should probably learn some stochastic calculus
14:25
When you purchase an option, you essentially purchase the right to buy/sell a collection of stocks at a pre-agreed price on or by a particular date.
For a call option, you buy the right to buy. For a put option, you buy the right to sell.
So if it's more than what the actual price ends up being, then you've lost?
and otherwise you've gained
You also have the right not to buy or sell.
so it's only fair if you've managed to predict the eventual cost and if the price of the option agrees with your prediction
@anakhro Not bad
How about you
@AkivaWeinberger Right, ideally that's what you want. But you are not obligated to transact anyway, so that you don't net an even further loss.
14:27
Not horrible. ;)
What have you been reading about lately.
Last time we really talked, it was about stratifolds.
but if I have secret knowledge that says the price is gonna skyrocket and the option is pretty low than I should buy the option
depends on if its a call or a put option, i guess. if it's a call option, you ideally want the market price to be higher than what you agreed on
Singularities, stratified spaces, h-principles, intersection homology. A mix of them
14:28
How is that different from just buying the stock normally?
@anakhro Yeah still sticking to that theme
There is further a division between American and European options: all options have an "exercise date". A European option must be exercised on this date and not before. An American option may be exercised at any time up to the date.
Or shorting it (which is buying negative stock or something)
Are you reading Kreck's book?
Nah
Kreck's theory is of a different flavor
14:29
@AkivaWeinberger The option itself becomes a financial object that can be traded.
@Fargle Why the names?
Are European options more common in Europe?
I should still read it at some point
I think they just refer to rules sets used in the stock exchanges in places, yeah.
Does the NYSE only have American options?
I don't know.
14:30
I know Mike liked it. He was the one who showed it to me
@Fargle As does the stock, no?
@fargle so you end up making wagers on whether the option was accurately priced or not
I need to learn at least a little about h-principles.
@Semiclassical Essentially.
OK hold on how about an example
14:31
(which effectively means you're making a wager on a wager)
Yeah Mike is a big fan of Kreck, can confirm
Let's say Tesla is at 350 and I think that by this time next month it'll be at 420 because I'm a delusional optimist
@anakhro Teach me symplectic topology fam
I am pretty sure you know as much as me
Naw bro
14:33
I only have a working knowledge of the basics, because I only ever use those things with contact geometry.
So what would an option look like in that scenario
In that case, you'd value any call option which would promise you the right to buy at a price less than 420.
What sort of option would I want to buy and what sort of option would I not want to buy
If $\ker\alpha = \xi$, your hyperplane field for your contact manifold, then $d\alpha\vert_{\xi}$ is a symplectic form.
@Semiclassical Mhm
But if I buy a stock today and hold on to it for a month
14:34
Then symplectic stuff pops up.
When you are merely working with contact manifolds.
then I'm essentially buying a stock for 350
so why would that be different than buying an option that lets me buy Tesla stock for 350 in a month
@anakhro $\alpha$ is a contact 1-form for $M^{2n+1}$ if $\alpha \wedge (d\alpha)^n \neq 0$, right?
I'd also get the benefit of getting dividends for that month
@AkivaWeinberger The difference is that if you outright buy the stock for 350, you may not be correct in that the price will go to 420 next month.
Yes.
Only locally defined usually, though.
14:36
So, if the stock actually tanks to 200 or whatever and I had bought the stock today, I'm stuck with the stock?
Yeah. Good luck selling it for the same price you bought it for, at least.
You can then show that $d\alpha\vert_\xi$ is non-degenerate.
So yeah, $(d\alpha)^n$ is nonvanishing on $\ker \alpha$
Whereas if there was an option and I bought it what would happen
Meaning $d\alpha|_{\xi}$ is symplectic on $\xi$
14:37
If you buy the option, and then the price tanks and you don't exercise, the only hit you've taken is the price of the option itself.
So like I'd buy a 400 dollar option for next month because that's less than the 420 I think it'll be, yeah?
Wait hold on
Yuppers.
Is the price of the option the same as the price it lets me buy the stock at?
I think that's where it gets tricky.
If the option lets me buy next month's stock at 400, does the option cost me 400?
14:38
And if I am not blinded to something trivial, I think this is equivalent to xi being a contact hyperplane field.
there's no obligation for the person selling you the option to set the price there
So it goes the other way.
they can sell it at whatever price they think they'll make money at
So it's cheaper if no one else thinks that the stock will be above 400
@AkivaWeinberger The price of the option is the estimated value of the risk that the option seller is taking by possibly being forced to obligate himself, I believe.
14:39
and it's more expensive if everyone else is a delusional optimist like me?
It's a wager on a wager.
That's very Hofstadtery
Maybe more accurately, the price of the option is what Black-Scholes and other models are trying to figure out.
(Incidentally, hofstadterophobia is the fear of hofstadterophobia)
This can all get pretty byzantine
14:41
@anakhro What's the best way to understand that $\alpha \wedge (d\alpha)^n \neq 0$ is equivalent to "complete nonintegrability" of $\xi$?
Okay so: there are two components to the valuation of the option. One is the "intrinsic value"---this is just the difference between the current value of the stock and the value you're buying the stock at (the "strike price"). If, say, you're doing your call option, and you agree to buy at 400 later and it's at 350 now, the value of the option is -50 for you or 50 for the seller.
I know integrability means $\Omega^\bullet(\xi)$ is $d$-closed
Then there's the "time value"---this refers to the risk incurred by the seller. Basically it's "the rest of the premium the buyer has to pay that isn't factored into intrinsic value".
That's the part that things like B-S are designed to approximate.
Which requires you make certain assumptions about how the stocks themselves are liable to vary
Well yeah it's just linear algebra with Frobenius's integrability theorem
14:43
Right.
e.g. volatility and the like
Like the case for n=1 can be seen easily from:
So you'd need to know things about the company and how well they're likely to do
So for example, if you knew something about how the stock price is changing and so on, then you might be aware of that this stock is going up, and might price the option you sell in such a way that covers you in case you end up selling the stock at a loss to yourself.
and like Tesla just made a new line of cars (I think) so they're doing pretty well now I think
14:45
"You" being the option seller now, rather than the option buyer.
$$d\alpha(v,w) = v(\alpha(w)) - w(\alpha(v)) - \alpha([v,w])$$
For integrability
and so if it all goes sideways, I've just transferred my losses to whoever bought the option
but if it all goes well then I don't make as much money as I would have otherwise
?
@anakhro That's the one which shows algebra of vector fields being bracket-closed is the same as algebra of differential forms being d-closed, I believe
14:47
So it's like I'm smoothing the stock price
that doesn't sound right, since whoever bought the option still has the right to not exercise their right to purchase
Fun fact: even though you can exercise early in an American call option, it is never optimal to do so unless the stock pays dividends.
@Semiclassical Oh that's true
@Semiclassical They still have the loss from the price of the option
@BalarkaSen involutive iff integrable
14:49
@AkivaWeinberger They do, but something to consider is that the money that they would actually pay for the stock can be invested in a place and accruing interest.
That seems to be a big assumption in a lot of these models: that money not being spent is usually having interest earned on it meantime.
I guess I should say completely integrable, but I think that's understood. :P
I've been told not to invest in individual stocks anyway since averages smooth out randomness
so groups of stocks are safer
(unless you just want to support the company)
I think im up against a trick question here...
It depends, as in all things, but that's probably a decent rule of thumb.
"WHat does a 60 second stopwatch read 82 seconds after it reads 27 seconds?"
am i supposed to assume it winds back to zero?
14:51
Stopwatch vs timer
Timers count up, stopwatches count down, right?
oh i was thinking of it as a timer haha
I mean, the question is still the same: What happens when you hit 0 (for a timer) or 60 (for a stopwatch)
So the stopwatch would say "zero" or "time completed" or "beep beep beep" or whatever
They have 2 such similar questions. Still unsure if i should respond to both with 0 lol
sorry 60
14:53
I suspect what they mean is that the number wraps around to 0 after 60
Wait wait
I might have had it backwards
so it'd go ...58, 59, 60, 1, 2, 3,...
well it says atfer it "reads" 27 seconds
and stopwatches count up and timers count down
@Semiclassical thats what i though initialy but not confident about it
14:54
That's how Apple's clock app does it anyway
yeah, I'm not either
i think a real-world stopwatch would be as likely to stop at 60
a better question imo would be: Suppose your stopwatch displays times as hours:minutes:seconds
Its a standalone question. Just as is
@anakhro Right, so $\alpha \wedge d\alpha = 0$ is equivalent to integrability of $\ker \alpha$. Because that means $d\alpha =0$ on $\ker \alpha$, so for all $X, Y \in \ker \alpha$, $0=d\alpha(X, Y) = X(\alpha(Y)) - Y(\alpha(X)) - \alpha([X, Y]) = -\alpha([X, Y])$.
So $[X, Y] \in \ker \alpha$ as well.
01:49
is what I'd say
If your stopwatch displays 27 seconds, what will your stopwatch display for seconds after waiting 82 seconds?
14:57
Hm, it might be paused :P
Yep!
The second similar one is "What does a 60-second stop watch read 54 seconds before it reads 19 seconds".

Now one scenario i have in mind is: it was just sitting there at 0 for 54 seconds before it was started then looked/stopped at 19 second?
And that convinced me enough that the general case works and I never did work out the linear algebra for that.
Ambiguous stuff here and very annoying
Yeah, that's even worse (for just the reason you said)
14:57
Still on my list of things to write down.
I guess the problematic this is to figure out, if $\omega$ and $\eta$ are $k$ and $\ell$-forms respectively, what $\omega \wedge \eta$ evaluates to on a $(k+\ell)$-tensor field
I need a stopwatch that count time nonlinearly, as recently I have strange memory problems where spacetime is completely scrambled
A non-ambiguous version: You leave your stopwatch running for at least 10 minutes. When you come back, it displays 19 seconds. How many seconds did it display 54 seconds prior to that?
For a logic course, these problems are remarkably lacking in clear assumptions.
yea i wish
I think $(\omega \wedge \eta)(v_1, \cdots, v_k, w_1, \cdots, w_\ell)$ should be a signed sum of $\omega(-, \cdots, -)\eta(-, \cdots, -)$ where the dashes are cyclic permutations of $v_1, \cdots, v_k, w_1, \cdots, w_\ell$
15:00
Its just those 2 before the chapter relevant questions begin. I guess theyre supposed to be warm up or brain teasers lol
I guess you should probably say 19-54 mod 60
Because $\omega \wedge \eta$ is the antisymmetrization of $\omega \otimes \eta$
whatever that happens to be
@akiva more broadly, there's a question of rational pricing
15:01
What's your favourite way of defining differential forms, @BalarkaSen?
@Semiclassical When it's an integer multiple of 1/n for some n?
(Sorry)
@anakhro Basis-wise, with the $dx_I$'s
who knows, that might be more rational than what they actually do
('Rational pricing' is only so good as your assumptions about future behavior. And, well, human beings are pretty bad at predicting the future.)
So it's the assumption that things cost what they should
and the "law of one price" that they mentioned says that things cost the same everywhere
the prlblem which the section at the bottom emphasizes is systemic risk due to financial interconnectedness
15:04
and that's not true if there are, like, tariffs, but the hope is that it holds in the absence of things like that
How do you define the exterior product @BalarkaSen
$dx_I \wedge dx_J = dx_{(I, J)}$ :3
well, I think that "the law of one price" is only ever intended to hold for a given market
if two markets don't interact, then there's no direct mechanism for their prices to be related
Things cost differently in different neighborhoods if the demographics have different amounts of money
they may be correlated, but there's no feedback
The tricky thing these days, of course, is that everything is so globalized
15:05
'cause the assumption is the richer people won't go to the poor neighborhoods for cheaper goods because inconvenient
@AkivaWeinberger thats actually... a very nice approach
So I'm guessing stuff will be cheaper in Bet Safafa than Talpiot but I haven't checked
I feel like the dream of financial math (or of people who use it, anyways) is to find a way to value objects independently of human beings
which seems like a mass delusion tbh
I've heard that stuff is cheaper in the Muslim Quarter of the Old City but I don't spend a lot of time in the Old City anyway so I dunno
(Talpiot was a bad comparison anyway 'cause it's not a residential area but whatever)
@anakhro The relevant $h$-principle in the contact world is that any open manifold admits a contact structure, right?
15:12
I have no idea anything about h-principles
I think this theorem is true
Hmmm.
What is an h-principle, exactly?
Economics (slash mathematical finance) is all fun and good until you realize it actually affects people's lives and then it's less fun
yep
It's all fun and games until someone loses their house
(I mean it's not really fun and games up to then either)
The best fun is something that never affect people
15:19
@BalarkaSen I think that might be just for "almost" contact structures.
War is fun in computer games, but horrifying in real life
I think in general it is hard to say whether a contact structure exists.
Or that might just be the case for tight contact structures.
@Secret A thermonuclear weapon is like the sun brought to earth, which is neat up until you remember why it's a good thing the sun is 93 million miles away from earth
indeed
@BalarkaSen it does have something similar to symplectic geometry on the 1-jet space
That is,
$$\omega\quad\colon\quad T^*M\quad\colon\colon\quad\alpha\quad\colon\quad T^*M\times\mathbb R$$
Heh, that looks horrible.
15:27
Same thing with politics
I was in the middle of the book The Dictator's Handbook which is about the political theory of leaders and why they do horrible stuff so often
@anakhro So suppose I have a 3-manifold $M$. Consider the bundle $\Lambda T^*M \oplus \Lambda^2 T^*M$ on it. A point in the total space of this bundle is a 3-tuple $(p, \omega_p, \eta_p)$ consisting of a point in the base, a 1-form at the tangent space of that point, and a 2-form at the tangent space of that point.
and it's interesting, it makes the case that there's no line between autocracies and democracies, only a vague sliding scale, and the leaders of those countries all operate under the same rules
but a lot of the examples it brings up are horrible incidents in horrible places
I should finish reading it
(C G P Grey did a video inspired by that book a little while ago)
This thing
Thank you @BalarkaSen so then what I thought is correct,
Consider the subset $\mathscr{R} \subset \Lambda T^*M \oplus \Lambda^2 T^*M$ cut out by the equation $\omega \wedge \eta \neq 0$. This is an open subset of the total space of the bundle consisting of "formal contact structures", i.e., a section $s : M \to \Lambda T^*M \oplus \Lambda^2 T^*M$ such that $s(M) \subset \mathscr{R}$ determines a 1-form $\omega$ on $M$ such that there is a 2-form $\eta$ on $M$ with $\omega \wedge \eta \neq 0$.
Economics and politics are kinda the same thing anyway, they both study power (the ability to make other people do what you want them to do)
I say this despite knowing very little about both fields
so I'm probably very wrong
15:34
Call the space of formal contact structures $\Gamma(\mathscr{R})$. Note that a contact structure on $M$ is a formal contact structure which is integrable, i.e., $\eta = d\omega$. Let's call $\text{Hol}(\mathscr{R})$ the subspace of integrable formal contact structures.
My guess is that the inclusion $\text{Hol}(\mathscr{R}) \to \Gamma(\mathscr{R})$ is a homotopy equivalence if $M$ is an open 3-manifold.
'Cuz this is the kind of setup which occurs in $h$-principles. $\mathscr{R}$ is like a differential relation on 1-forms on $M$, and we're saying if that differential relation has a formal solution, it also has an actual solution.
@anakhro What's an almost contact structure?
@anakhro Oh tell me about that
Okay, I will have to double check it later, but I think just having a non-degenerate 2-form on a hyperplane field.
Oh, that's precisely a formal contact structure
Because $\omega \wedge \eta \neq 0$ implies $\eta$ is nonvanishing on $\ker \omega$
But then this calls into question whether I had the reverse of the other thing before wrong
So my claim is that on an open 3-manifold every almost contact structure can be C^0-small perturbed to get an actual contact structure
Every odd dimensional manifold has an almost contact structure, right?
I am not sure.
I am trying to figure out the definition.
15:46
If $M$ is 3-dimensional, it's just a pair $(\omega, \eta)$ of a 1 and a 2-form such that $\omega \wedge \eta \neq 0$, equivalent to what you said.
I think it should follow from making a general section of $\Lambda T^*M \oplus \Lambda^2 T^*M$ transverse to the subset $\{\omega \wedge \eta = 0\}$.
Geiges uses the definition that an almost contact structure is a hyperplane field xi with a complex bundle structure J and a choice oriented line sub-bundle complementary to xi.
Oh he has the full definition earlier.
And he assumes coorientability.
So the line subbundle trivializes defines the coorientation.
@anakhro This should be equivalent because the space of fiberwise symplectic structures is homotopy equivalent to the space of fiberwise complex structures
An almost symplectic structure naturally gives rise to an almost complex structure, by using the symplectic matrix as your $J$, and vice versa
In appropriate coordinates the symplectic matrix looks like $[-I, O; O; I]$ by Darboux
I think the best you can get in cases is overtwisted contact structures.
I had written this up earlier here
@anakhro What's that again? There's an immersed disk with boundary transverse to the contact field such that the characteristic foliation looks like spirals emanating from the origin?
I think you told me before once
Yes.
They are the ugly contact manifolds.
Well, the characteristic foliations can look quite complex and nice, but are hellish to deal with.
16:06
@anakhro What's special about overtwisted contact structures?
They have some sort of stability, I presume? If you perturb an overtwisted contact structure it should still be overtwisted?
They are easier to deal with.
But for me in particular, they have singularities.
Given such a collision, how can we determine the type of collision?
In the case of a perfectly inelastic collision, the particles stick together. That's not the case, here.
But other than that, how can I say that it is elastic or inelastic, right? It can be either of those. I think it has to be said for us to determine it.
as ever in a collision, the relevant quantities are momentum and kinetic energy
the latter may or may not be conserved, but the former certainly is.
I realized that I should simply check whether if the kinetic energy is conserved or not.
16:22
But, there is a moot point in that procedure, I think.
But I can't properly phrase it.
What happened in the last line? My math box says that rewriting is based on the rule:

$$(a+b)^2=a^2+b^2+2ab$$

The equations: (these are from my math book)

$$(x^2+6x)+(y^2-2y)=-7$$
$$(x^2+6x+9)+(y^2-2y+1)-9-1=-7$$
$$(x+3)^2 +(y-1)^2=3$$
not really. you're given enough info to deduce whether it's elastic or not
The left side does not satisfy either $(a+b)^2$ or $a^2+b^2+2ab$, what am I missing?
@RyanCameron the entire left side doesn't, but $(x^2+6x+9)$ and $(y^2-2y+1)$ certainly do
I don't get it what is a and b equal to ? - if you were to apply the rule mentioned above
16:27
I am aware of that. That's not what I'm uneasy about.
Look at it and figure it out. Your book is telling you that $(x+3)^2=x^2+6x+9$.
uh ...
a=x, and b=3
And there you are.
Thank you Semiclassical, now I can happily continue my math journey :)
@AbdullahUYU Then I'm really not seeing what you're worried about.
16:30
OK. I concluded that it's not elastic because kinetic energy is not conserved.
Correct.
An interesting exercise is the following: If it were an elastic collision, resulting in particle 1 moving off at an angle of 90 degrees, what velocity would particle 1 end up with?
Effectively, in the first case, it's $v_1^2$ and after it's $\frac{7v_1^2}{8}$
Yeah, that's what I'll do immediately
(My intuition is that you'd end up with $v_{1x}'>v_1/2$)
@BalarkaSen I'm not sure if you saw my discussion with Mike yesterday, but to make things brief I was wondering if there are any nice representations of $Homeo^{+}(S^{1})$, the group of orientation preserving homeomorphisms of $S^1$.
16:49
$v_1'=\pm\sqrt{\frac{v_1}{3}}\hat{j}$
How's j hat written, by the way?
Should be \hat{j}
Test: $\hat{j}$
Hmmm, nope, that makes it offcenter
$||v_1'||=\pm\sqrt{\frac{v_1}{3}}\hat{\jmath}$
I gave up :)
Oh, what a shame!
Ok, you're right.
@AbdullahUYU that looks right
Ah, no. It's not comparable.
well. $\|v_1'\|=v_1/\sqrt{3}$ anyways
the magnitude is just a positive number, and $v_1$ is positive
and $1/\sqrt{3}=0.577\ldots >1/2$, so that lines up with intuition
17:02
I'm ok with taking the positive one.
squaring them gives: $\frac{v_1}{3}$, $\frac{v_1^2}{4}$
Doesn't it depend on $v_1$?
What?
I'm comparing $\|v_1'\|=v_1/2$ with $\|v_1\|=v_1/\sqrt{3}$
Little correction made
for that, it suffices to note that $1/2<1/\sqrt{3}$
Why are you squaring $v_1$ in the second one but not the first?
It's not $\frac{v_1}{\sqrt{3}}$ but $\sqrt{\frac{v_1}{3}}$
No, it isn't.
That wouldn't be a velocity, and $\|v_1'\|$ certainly must have units of velocity
17:06
Ah yes you're right again.
Ok, that looks fair.
Thanks @Semiclassical
17:23
relatively prime
whats that?
Two numbers are relatively prime if the largest factor they have in common is 1
4 is relatively prime to 9, but 4 is not relatively prime to 6
$n$ is always relatively prime to $n+1$
Another word for "relatively prime" is "coprime"
You'd write it as $\gcd(a,b)=1$
@WillNjundong
So as my exercise says, list all positive integers less than 30 that are relatively prime to 20, is my work correct?:
1, 3, 7, ,11, 13, 17, 19
You're missing some
it cant be more than 20 can it?
Yeah, it says positive integers less than $30$ that are prime to $20$
17:32
I'm trying to show a counter example of Converse lagrange's theorem in group theory.
i.e i need to give an example of a group G such that |G| = n and k|n and there's no group of size k , I thought about taking A_5 and k=30, I've seen before that A_5 is simple so if there a subgroup of order 30 , it means that it's index is 2 which implies that it is normal , contradiction. is my counterexample correct?
You're missing 9, as well as 21, 23, 27, 29 (since it says "all positive integers less than 30" and not "all positive integers less than 20")
@WillNjundong
oookay, got it thank you. man this stuff is so simple but confusing
18:06
@none Oh, I don't know much about this. @PaulPlummer might
I thought it's more interesting look for representations of finite groups to Homeo(S^1) than representations of Homeo(S^1) though
There are interesting subgroups of Homeo(S^1) which has interesting representations, I suppose. PSL_2(R) = Isom(H^2) sits as a subgroup of Homeo(S^1), as every hyperbolic isometry acts on the boundary of the Poincare disk by homeomorphisms
18:38
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Q: Problem about constructing extended ternary golay code from ternary golay code

LecterI have one problem about some construction I'm about to explain. I'm asked to construct $\mathcal{G}_{12}$ from $\mathcal{G}_{11}$. In my notes I'm using those generator matrices (respectively): $G_{12}=\begin{bmatrix} 1 & 0 & 0 & 0 & 0 & 0 & 0 & 1 & 1 & 1 & 1 & 1 \\ 0 & 1 & 0 & 0 & 0 & 0

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Hi everyone... how can I get $y^3=x$ into Matchad's plotter?

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