All Topics  
Monotonic function

 

   Email Print
   Bookmark   Link






 

Monotonic function



 
 
In mathematics
Mathematics

Mathematics is the study of quantity, structure, space, change, and related topics of pattern and form. Mathematicians seek out patterns whether found in numbers, space, natural science, computers, imaginary abstractions, or elsewhere....
, a monotonic function (or monotone function) is a function
Function (mathematics)

The mathematical concept of a function expresses dependence between two quantities, one of which is known and the other which is produced. A function associates a single output to each input element drawn from a fixed Set , such as the real numbers , although different inputs may have the same output....
 which preserves the given order. This concept first arose in calculus
Calculus

Calculus is a branch of mathematics that includes the study of limit , derivatives, integrals, and infinite series, and constitutes a major part of modern university education....
, and was later generalized to the more abstract setting of order theory
Order theory

Order theory is a branch of mathematics that studies various kinds of binary relations that capture the intuitive notion of ordering, providing a framework for saying when one thing is "less than" or "precedes" another....
.

a class="link1" onMouseover='showByLink("m84651",this)' onMouseout='hide("m84651")'href="http://www.absoluteastronomy.com/topics/Calculus">calculus
Calculus

Calculus is a branch of mathematics that includes the study of limit , derivatives, integrals, and infinite series, and constitutes a major part of modern university education....
, a function f defined on a subset
Subset

In mathematics, especially in set theory, a Set A is a subset of a set B if A is "contained" inside B. Notice that A and B may coincide....
 of the real numbers with real values is called monotonic (also monotonically increasing or non-decreasing), if for all x and y such that x = y one has f(x) = f(y), so f preserves the order.






Discussion
Ask a question about 'Monotonic function'
Start a new discussion about 'Monotonic function'
Answer questions from other users
Full Discussion Forum



Encyclopedia


In mathematics
Mathematics

Mathematics is the study of quantity, structure, space, change, and related topics of pattern and form. Mathematicians seek out patterns whether found in numbers, space, natural science, computers, imaginary abstractions, or elsewhere....
, a monotonic function (or monotone function) is a function
Function (mathematics)

The mathematical concept of a function expresses dependence between two quantities, one of which is known and the other which is produced. A function associates a single output to each input element drawn from a fixed Set , such as the real numbers , although different inputs may have the same output....
 which preserves the given order. This concept first arose in calculus
Calculus

Calculus is a branch of mathematics that includes the study of limit , derivatives, integrals, and infinite series, and constitutes a major part of modern university education....
, and was later generalized to the more abstract setting of order theory
Order theory

Order theory is a branch of mathematics that studies various kinds of binary relations that capture the intuitive notion of ordering, providing a framework for saying when one thing is "less than" or "precedes" another....
.

Monotonicity in calculus and analysis

In calculus
Calculus

Calculus is a branch of mathematics that includes the study of limit , derivatives, integrals, and infinite series, and constitutes a major part of modern university education....
, a function f defined on a subset
Subset

In mathematics, especially in set theory, a Set A is a subset of a set B if A is "contained" inside B. Notice that A and B may coincide....
 of the real numbers with real values is called monotonic (also monotonically increasing or non-decreasing), if for all x and y such that x = y one has f(x) = f(y), so f preserves the order. In layman's terms, the sign of the slope is always positive (the curve tending upwards) or zero (i.e., non-decreasing, or asymptotic, or depicted as a horizontal, flat line) (see Figure 1). Likewise, a function is called monotonically decreasing (non-increasing) if, whenever x = y, then f(x) = f(y), so it reverses the order. Again, in layman's terms, the sign of the slope is always negative (the curve tending downwards) or zero (i.e., non-increasing, or asymptotic, or depicted as a horizontal, flat line) (see Figure 2).

If the order = in the definition of monotonicity is replaced by the strict order <, then one obtains a strongest requirement. A function with this property is called strictly increasing (or in simple language, the curve is always tending to increase, not having even a slope of zero). Again, by inverting the order symbol, one finds a corresponding concept called strictly decreasing (the slope always decreasing, and does not even have a zero sign). Functions that are strictly increasing or decreasing are one-to-one (because for x not equal to y, either x < y or x > y and so, by monotonicity, either f(x) < f(y) or f(x) > f(y), thus f(x) is not equal to f(y)).

The terms non-decreasing and non-increasing avoid any possible confusion with strictly increasing and strictly decreasing, respectively, see also strict
Strict

In mathematics writing, the adjective strict is used to modify technical terms which have multiple meanings. It indicates that the exclusive meaning of the term is to be understood....
.

The term monotonic transformation can also possibly cause some confusion because it refers to a transformation by a strictly increasing function. Notably, this is the case in Economics with respect to the ordinal properties of a utility function being preserved across a monotonic transform (see also monotone preferences
Monotone preferences

In economics, a consumer's preferences are said to be weakly monotone if adding more of a good to the consumer's consumption bundle does not make him/her worse off....
).

Some basic applications and results


The following properties are true for a monotonic function f : R ? R:
  • f has limits
    Limit of a function

    In mathematics, the limit of a function is a fundamental concept in calculus and mathematical analysis concerning the behavior of that Function near a particular independent variable....
     from the right and from the left at every point of its domain
    Domain (mathematics)

    In mathematics, the domain of a given function is the set of "input" values for which the function is defined. For instance, the domain of cosine would be all real numbers, while the domain of the square root would be only numbers greater than or equal to 0 ....
    ;
  • f has a limit at infinity (either 8 or −8) of either a real number, 8, or −8.
  • f can only have jump discontinuities;
  • f can only have countably many discontinuities in its domain.


These properties are the reason why monotonic functions are useful in technical work in analysis
Mathematical analysis

Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of calculus. It is the branch of mathematics most explicitly concerned with the notion of a limit , whether the limit of a sequence or the limit of a function....
. Two facts about these functions are:
  • if f is a monotonic function defined on an interval
    Interval (mathematics)

    In mathematics, a interval is a set of real numbers with the property that any number that lies between two numbers in the set is also included in the set....
     I, then f is differentiable
    Derivative

    In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much a quantity is changing at a given point....
     almost everywhere
    Almost everywhere

    In measure theory , one says that a property holds almost everywhere if the set of elements for which the property does not hold is a null set, i.e....
     on I, i.e. the set of numbers x in I such that f is not differentiable in x has Lebesgue
    Lebesgue measure

    In mathematics, the Lebesgue measure, named after Henri Lebesgue, is the standard way of assigning a length, area or volume to subsets of Euclidean space....
     measure zero.
  • if f is a monotonic function defined on an interval [a, b], then f is Riemann integrable
    Riemann integral

    In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an Interval ....
    .


An important application of monotonic functions is in probability theory
Probability theory

Probability theory is the branch of mathematics concerned with analysis of Statistical randomness phenomena. The central objects of probability theory are random variables, stochastic processes, and event s: mathematical abstractions of determinism events or measured quantities that may either be single occurrences or evolve over time in an a...
. If X is a random variable
Random variable

In mathematics, random variables are used in the study of Randomness and probability. They were developed to assist in the analysis of Game of chance, stochastic events, and the results of experiment by capturing only the mathematical properties necessary to answer probability questions....
, its cumulative distribution function
Cumulative distribution function

In probability theory and statistics, the cumulative distribution function or just distribution function, completely describes the probability distribution of a real-valued random variable X....
FX(x) = Prob(Xx)
is a monotonically increasing function.

A function is unimodal
Unimodal function

In mathematics, a function f between two ordered sets is unimodal if for some value m , it is monotonically increasing for x = m and monotonically decreasing for x = m....
 if it is monotonically increasing up to some point (the mode
Mode (statistics)

In statistics, the mode is the value that occurs the most frequently in a data set or a probability distribution. In some fields, notably education, sample data are often called scores, and the sample mode is known as the modal score....
) and then monotonically decreasing.

Monotonicity in functional analysis


In functional analysis
Functional analysis

Functional analysis is the branch of mathematics, and specifically of mathematical analysis, concerned with the study of vector spaces and operators acting upon them....
 on a topological vector space
Topological vector space

In mathematics, a topological vector space is one of the basic structures investigated in functional analysis. As the name suggests the space blends a topology with the algebraic concept of a vector space....
 X, a (possibly non-linear) operator T : X ? X* is said to be a monotone operator if

Kachurovskii's theorem
Kachurovskii's theorem

In mathematics, Kachurovskii's theorem is a theorem relating the convex function of a function on a Banach space to the monotone operator of its Fr?chet derivative....
 shows that convex function
Convex function

In mathematics, a real-valued function f defined on an interval is called convex, concave upwards, concave up or convex cup, if for any two points x and y in its domain C and any t in [0,1], we have...
s on Banach space
Banach space

In mathematics, Banach spaces are one of the central objects of study in functional analysis. They are topological vector spaces that have many interesting properties associated with them....
s have monotonic operators as their derivatives.

A subset G of X × X* is said to be a monotone set if for every pair [u1,w1] and [u2,w2] in G,

G is said to be maximal monotone if it is maximal among all monotone sets in the sense of set inclusion. The graph of a monotone operator G(T) is a monotone set. A monotone operator is said to be maximal monotone if its graph is a maximal monotone set.

Monotonicity in order theory


In order theory, one does not restrict to real numbers, but one is concerned with arbitrary partially ordered set
Partially ordered set

In mathematics, especially order theory, a partially ordered set formalizes the intuitive concept of an ordering, sequencing, or arrangement of the elements of a Set ....
s or even with preordered sets
Preorder

In mathematics, especially in order theory, preorders are binary relations that satisfy certain conditions. For example, all partial orders and equivalence relations are preorders....
. In these cases, the above definition of monotonicity is relevant as well. However, the terms "increasing" and "decreasing" are avoided, since they lose their appealing pictorial motivation as soon as one deals with orders that are not total
Total order

In mathematics and set theory, a total order, linear order, simple order, or ordering is a binary relation on some Set X....
. Furthermore, the strict relations < and > are of little use in many non-total orders and hence no additional terminology is introduced for them.

A monotone function is also called isotone, or order-preserving. The dual
Duality (order theory)

In the mathematics area of order theory, every partially ordered set P gives rise to a dual partially ordered set which is often denoted by Pop or Pd....
 notion is often called antitone, anti-monotone, or order-reversing. Hence, an antitone function f satisfies the property

xy implies f(x) ≥ f(y),


for all x and y in its domain. It is easy to see that the composite of two monotone mappings is also monotone.

A constant function
Constant function

In mathematics, a constant function is a function whose values do not vary and thus are constant. For example, if we have the function f = 4, then f is constant since f maps any value to 4....
 is both monotone and antitone; conversely, if f is both monotone and antitone, and if the domain of f is a lattice
Lattice (order)

In mathematics, a lattice is a partially ordered set in which subsets of any two elements have a unique supremum and an infimum . Lattices can also be characterized as algebraic structures satisfying certain Axiom identity ....
, then f must be constant.

Monotone functions are central in order theory. They appear in most articles on the subject and examples from special applications are to be found in these places. Some notable special monotone functions are order embeddings (functions for which x = y if and only if
If and only if

If and only if, in logic and fields that rely on it such as mathematics and philosophy, is a biconditional logical connective between statements....
 f(x) = f(y)) and order isomorphism
Order isomorphism

In the mathematics field of order theory an order isomorphism is a special kind of monotone function that constitutes a suitable notion of isomorphism for partially ordered sets ....
s (surjective order embeddings).

Boolean functions


In Boolean algebra, a monotonic function is one such that for all ai and bi in such that a1 = b1, a2 = b2, ... , an = bn

it is true that

f(a1, ... , an) = f(b1, ... , bn).


The monotonic Boolean functions are precisely those which can be defined as a composition
Function composition

In mathematics, a composite function represents the application of one function to the results of another. For instance, the functions and can be composed by first computing a f and then applying a function g to the output of f....
 of ands (conjunction
Logical conjunction

In logic and/or mathematics, logical conjunction or and is a two-place logical operation that results in a value of true if both of its operands are true, otherwise a value of false....
) and ors (disjunction
Logical disjunction

File:ORGate2.pngIn logic and mathematics, or, also known as logical disjunction or inclusive disjunction is a logical operator that results in true whenever one or more of its operands are true....
), but no nots (negation).

The number of such functions on n variables is known as the Dedekind number
Dedekind number

The Dedekind number M is the number of monotonic function#Boolean functions of n variables or, equivalently, the Antichain#Integer sequences of subsets of an n set....
 of n.

Monotonic logic

Monotonicity of entailment is a property of many logic systems that states that the hypotheses of any derived fact may be freely extended with additional assumptions. Any true statement in a logic with this property, will continue to be true even after adding any new axiom
Axiom

In traditional logic, an axiom or postulate is a proposition that is not proved or demonstrated but considered to be either self-evidence, or subject to necessary decision....
s. Logics with this property may be called monotonic in order to differentiate them from non-monotonic logic
Non-monotonic logic

A non-monotonic logic is a formal logic whose Logical consequence Relation is not Monotonic#Monotonic_logic. Most studied formal logics have a monotonic consequence relation, meaning that adding a formula to a theory never produces a reduction of its set of consequences....
.

See also

  • Monotone cubic interpolation
    Monotone cubic interpolation

    In the mathematics subfield of numerical analysis, monotone cubic interpolation is a variant of cubic interpolation that preserves Monotone function of the data set being interpolated....
  • Pseudo-monotone operator
    Pseudo-monotone operator

    In mathematics, a pseudo-monotone operator from a reflexive space Banach space into its continuous dual space is one that is, in some sense, almost as well-behaved as a monotone operator....
  • Total monotonicity


External links

  • by Anik Debnath and Thomas Roxlo (The Harker School), Wolfram Demonstrations Project
    Wolfram Demonstrations Project

    The Wolfram Demonstrations Project is a website developed by Wolfram Research, whose stated goal is to bring computational exploration to the widest possible audience....
    .