"lambda" term usage in programming could any one please let me know what is the relation between "lambda" and anonymous functions in programming?

in other words why we say lambda function to an anonymous function?

I am here trying to understand the reason for use of the term
There is a popular formal system called Lambda calculus. It is Turing complete and has great importance in the theory of programming languages. Lambda calculus is based on anonymous functions with very simple syntax. You start a new function with a $\lambda$, list the arguments, place a dot, and write down the return value. For example, $\lambda x.x$ is the identity function, $\lambda x.xx$ applies the functional argument $x$ to itself. 

Since programming language designers know Lambda calculus very well, it seemed like a good idea to call anonymous functions in their language lambdas.