Learning to Learn Gradient Aggregation by Gradient Descent

Total Page:16

File Type:pdf, Size:1020Kb

Learning to Learn Gradient Aggregation by Gradient Descent Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19) Learning to Learn Gradient Aggregation by Gradient Descent Jinlong Ji1 , Xuhui Chen1;2 , Qianlong Wang1 , Lixing Yu1 and Pan Li1∗ 1Case Western Reserve University 2Kent State University fjxj405, qxw204, lxy257, [email protected], [email protected] Abstract in a geographically distributed manner. Such scenarios with distributed computing power and datasets have spurred the In the big data era, distributed machine learning study of distributed machine learning techniques, such as emerges as an important learning paradigm to mine multi-agent optimization [Nedic and Ozdaglar, 2009], multi- large volumes of data by taking advantage of dis- party learning [Hamm et al., 2016], and federated learning tributed computing resources. In this work, mo- [Konecnˇ y` et al., 2016]. tivated by learning to learn, we propose a meta- The most typical distributed machine learning paradigm learning approach to coordinate the learning pro- is the master-slave pattern, and has been adopted in many cess in the master-slave type of distributed sys- industrial-level applications [Abadi et al., 2016; Chen et al., tems. Specifically, we utilize a recurrent neural net- 2018b]. Particularly, each worker (the slave) in the system is work (RNN) in the parameter server (the master) a computing node, which has access to its own share of the to learn to aggregate the gradients from the work- data. All workers learn parallelly and only send their local ers (the slaves). We design a coordinatewise pre- model information (e.g., gradients of the model) to a param- processing and postprocessing method to make the eter server, which can significant reduce the communication neural network based aggregator more robust. Be- cost, while the parameter server (the master) aggregates all sides, to address the fault tolerance, especially the the received information with hand-designed methods so as to Byzantine attack, in distributed machine learning update the global model. This training procedure is applica- systems, we propose an RNN aggregator with ad- ble to a rich diversity of machine learning algorithms, such as ditional loss information (ARNN) to improve the linear regression/classification, support vector machine and system resilience. We conduct extensive experi- deep neural network. ments to demonstrate the effectiveness of the RNN aggregator, and also show that it can be easily gen- As mentioned above, the aggregation method plays a vital eralized and achieve remarkable performance when role in the distributed learning process. So far, the aggrega- [ transferred to other distributed systems. Moreover, tion methods are linear combination like averaging Polyak ] [ under majoritarian Byzantine attacks, the ARNN and Juditsky, 1992 and its variants Zhang et al., 2015; ] aggregator outperforms the Krum, the state-of-art Lian et al., 2015 . However, it still requires study on how fault tolerance aggregation method, by 43.14%. In to make the aggregators more robust in distributed learning. addition, our RNN aggregator enables the server Particularly, distributed systems are vulnerable to computing to aggregate gradients from variant local models, error from the workers, especially when adversarial attackers which significantly improve the scalability of dis- compromise one or more computing nodes to launch Byzan- tributed learning. tine attacks. In such scenarios, the distributed learning pro- cess may not converge and the system may crash [Blanchard et al., 2017]. In addition, traditionally, in master-slave type of 1 Introduction distributed machine learning systems, the linear combination aggregator in the parameter server can only work when all With the onset of the big data era, governments, companies workers hold the same local model. However, in many dis- and research institutions for the first time have the oppor- tributed systems, the workers may vary in computing power tunity to gain deep insight into their problems and develop and memory, and hence can only afford models of different better solutions by leveraging massive available data [Dean complexities. Therefore, the current aggregators impede the et al., 2012; Chen et al., 2017]. However, developing ma- large-scale implementation of distributed machine learning. chine learning algorithms to analyze a huge amount of data usually requires intensive computing resources, which may In this paper, we take the learning to learn approach to co- not be provided by any single user. Moreover, the massive ordinate the distributed learning among the workers. Particu- data are typically generated by multiple parties and stored larly, Learning to learn is a meta-learning strategy [Thrun and Pratt, 1998], where the abstract knowledge extracted from the ∗Contact Author learning (or optimization) process can enable fast and effi- 2614 Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI-19) cient learning. We develop a deep meta-learning aggregation human beings are born to be able to learn new skills via pre- method for distributed machine learning. Specifically, we vious learning experiences. The idea of learning to learn model the aggregation process in distributed learning as a ma- has been widely explored in various machine learning sys- chine learning task. Then we use a recurrent neural network tems such as meta-learning, life-long learning and contin- (RNN) to aggregate the gradients collected from the workers. uous learning, as well as many optimization problems, in- To learn this neural network based aggregator, we choose to cluding learning to optimize hyperparameters [Maclaurin et optimize it along the horizontal direction (i.e., the number of al., 2015], learning to optimize neural networks [Ge et al., steps) of the distributed learning process. To make the aggre- 2017] and learning to optimize loss functions [Houthooft et gator robust, we design a coordinatewise preprocessing and al., 2018]. postprocessing method. Once the aggregator is well-trained, Particularly, learning to learn provides an efficient ap- it makes decisions on how to aggregate the scattered local proach to designing learning systems through learning. For gradients by the information learned from its previous opti- instances, Bengio et al. proposed learning local Hebbian up- mization process. Moreover, in order to address the Byzan- dates by gradient descent [Bengio et al., 1992], which uti- tine attacks, we improve the RNN aggregator with additional lizes supervised learning to learn unsupervised learning al- loss information to make the system robust and stable. gorithms. Moreover, learning to learn by gradient descent The contributions of our work are summarized as follows: by gradient descent [Andrychowicz et al., 2016] and learning • To the best of our knowledge, this is the first study to learn without gradient descent by gradient descent [Chen proposing a learning to learn approach to coordinate a et al., 2016] employ supervised learning at the meta level distributed learning process. Instead of adopting a pre- to learn supervised learning algorithms and Bayesian opti- defined deterministic aggregation rule, we model the ag- mization algorithms, respectively. In this paper, motivated by gregating process as a learning problem and utilize a re- these previous works, we utilize supervised learning at the current neural network to optimize it. In addition, we meta level to learn an aggregation method for distributed ma- design a preprocessing and postprocessing method to en- chine learning. hance the stability of the optimization process. We also investigate the robustness and stability of distributed 2.2 Aggregation Methods learning, and propose an improved RNN aggregator with The study of aggregation methods has drawn intensive at- additional information loss to address the fault tolerance tention from researchers in machine learning. For example, issues, especially Byzantine attacks. some researchers study the aggregation of gradients with re- • The experiment results demonstrate that the proposed duced communication and computation costs [Chen et al., RNN aggregators outperforms the classical averaging 2018a], and some others focus on accelerating the conver- aggregator by a large margin on both the MNIST and gence process [Tsitsiklis et al., 1986]. There are also some the CIFAR-10 datasets. Our experiments also demon- works that develop aggregation schemes aiming to improve strate that the proposed aggregators can be easily gener- the stability and robustness of the learning process [Scardovi alized and achieves remarkable performance when trans- and Leonard, 2009]. Note that most aggregation methods are ferred to other distributed systems with different learn- pre-defined and deterministic, and hence are difficult to be ing models and different datasets, respectively. In ad- generalized. They are also generally sensitive to errors in the dition, compared to the state-of-the-art fault tolerance learning system. algorithm Krum, the proposed ARNN aggregator shows In this work, we propose a deep meta-learning system, i.e., its competitive performance and outperforms Krum in an RNN aggregator that can achieve better optimization per- the majoritarian Byzantine attacks. formance compared with existing deterministic approaches like the averaging aggregator, as proposed by [Konecnˇ y` et al., • The empirical results prove that the proposed scheme 2015]. We also address the fault tolerance issue, especially
Recommended publications
  • The Matrix Calculus You Need for Deep Learning
    The Matrix Calculus You Need For Deep Learning Terence Parr and Jeremy Howard July 3, 2018 (We teach in University of San Francisco's MS in Data Science program and have other nefarious projects underway. You might know Terence as the creator of the ANTLR parser generator. For more material, see Jeremy's fast.ai courses and University of San Francisco's Data Institute in- person version of the deep learning course.) HTML version (The PDF and HTML were generated from markup using bookish) Abstract This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this material before you start learning to train and use deep learning in practice; rather, this material is for those who are already familiar with the basics of neural networks, and wish to deepen their understanding of the underlying math. Don't worry if you get stuck at some point along the way|just go back and reread the previous section, and try writing down and working through some examples. And if you're still stuck, we're happy to answer your questions in the Theory category at forums.fast.ai. Note: There is a reference section at the end of the paper summarizing all the key matrix calculus rules and terminology discussed here. arXiv:1802.01528v3 [cs.LG] 2 Jul 2018 1 Contents 1 Introduction 3 2 Review: Scalar derivative rules4 3 Introduction to vector calculus and partial derivatives5 4 Matrix calculus 6 4.1 Generalization of the Jacobian .
    [Show full text]
  • A Brief Tour of Vector Calculus
    A BRIEF TOUR OF VECTOR CALCULUS A. HAVENS Contents 0 Prelude ii 1 Directional Derivatives, the Gradient and the Del Operator 1 1.1 Conceptual Review: Directional Derivatives and the Gradient........... 1 1.2 The Gradient as a Vector Field............................ 5 1.3 The Gradient Flow and Critical Points ....................... 10 1.4 The Del Operator and the Gradient in Other Coordinates*............ 17 1.5 Problems........................................ 21 2 Vector Fields in Low Dimensions 26 2 3 2.1 General Vector Fields in Domains of R and R . 26 2.2 Flows and Integral Curves .............................. 31 2.3 Conservative Vector Fields and Potentials...................... 32 2.4 Vector Fields from Frames*.............................. 37 2.5 Divergence, Curl, Jacobians, and the Laplacian................... 41 2.6 Parametrized Surfaces and Coordinate Vector Fields*............... 48 2.7 Tangent Vectors, Normal Vectors, and Orientations*................ 52 2.8 Problems........................................ 58 3 Line Integrals 66 3.1 Defining Scalar Line Integrals............................. 66 3.2 Line Integrals in Vector Fields ............................ 75 3.3 Work in a Force Field................................. 78 3.4 The Fundamental Theorem of Line Integrals .................... 79 3.5 Motion in Conservative Force Fields Conserves Energy .............. 81 3.6 Path Independence and Corollaries of the Fundamental Theorem......... 82 3.7 Green's Theorem.................................... 84 3.8 Problems........................................ 89 4 Surface Integrals, Flux, and Fundamental Theorems 93 4.1 Surface Integrals of Scalar Fields........................... 93 4.2 Flux........................................... 96 4.3 The Gradient, Divergence, and Curl Operators Via Limits* . 103 4.4 The Stokes-Kelvin Theorem..............................108 4.5 The Divergence Theorem ...............................112 4.6 Problems........................................114 List of Figures 117 i 11/14/19 Multivariate Calculus: Vector Calculus Havens 0.
    [Show full text]
  • Policy Gradient
    Lecture 7: Policy Gradient Lecture 7: Policy Gradient David Silver Lecture 7: Policy Gradient Outline 1 Introduction 2 Finite Difference Policy Gradient 3 Monte-Carlo Policy Gradient 4 Actor-Critic Policy Gradient Lecture 7: Policy Gradient Introduction Policy-Based Reinforcement Learning In the last lecture we approximated the value or action-value function using parameters θ, V (s) V π(s) θ ≈ Q (s; a) Qπ(s; a) θ ≈ A policy was generated directly from the value function e.g. using -greedy In this lecture we will directly parametrise the policy πθ(s; a) = P [a s; θ] j We will focus again on model-free reinforcement learning Lecture 7: Policy Gradient Introduction Value-Based and Policy-Based RL Value Based Learnt Value Function Implicit policy Value Function Policy (e.g. -greedy) Policy Based Value-Based Actor Policy-Based No Value Function Critic Learnt Policy Actor-Critic Learnt Value Function Learnt Policy Lecture 7: Policy Gradient Introduction Advantages of Policy-Based RL Advantages: Better convergence properties Effective in high-dimensional or continuous action spaces Can learn stochastic policies Disadvantages: Typically converge to a local rather than global optimum Evaluating a policy is typically inefficient and high variance Lecture 7: Policy Gradient Introduction Rock-Paper-Scissors Example Example: Rock-Paper-Scissors Two-player game of rock-paper-scissors Scissors beats paper Rock beats scissors Paper beats rock Consider policies for iterated rock-paper-scissors A deterministic policy is easily exploited A uniform random policy
    [Show full text]
  • High Order Gradient, Curl and Divergence Conforming Spaces, with an Application to NURBS-Based Isogeometric Analysis
    High order gradient, curl and divergence conforming spaces, with an application to compatible NURBS-based IsoGeometric Analysis R.R. Hiemstraa, R.H.M. Huijsmansa, M.I.Gerritsmab aDepartment of Marine Technology, Mekelweg 2, 2628CD Delft bDepartment of Aerospace Technology, Kluyverweg 2, 2629HT Delft Abstract Conservation laws, in for example, electromagnetism, solid and fluid mechanics, allow an exact discrete representation in terms of line, surface and volume integrals. We develop high order interpolants, from any basis that is a partition of unity, that satisfy these integral relations exactly, at cell level. The resulting gradient, curl and divergence conforming spaces have the propertythat the conservationlaws become completely independent of the basis functions. This means that the conservation laws are exactly satisfied even on curved meshes. As an example, we develop high ordergradient, curl and divergence conforming spaces from NURBS - non uniform rational B-splines - and thereby generalize the compatible spaces of B-splines developed in [1]. We give several examples of 2D Stokes flow calculations which result, amongst others, in a point wise divergence free velocity field. Keywords: Compatible numerical methods, Mixed methods, NURBS, IsoGeometric Analyis Be careful of the naive view that a physical law is a mathematical relation between previously defined quantities. The situation is, rather, that a certain mathematical structure represents a given physical structure. Burke [2] 1. Introduction In deriving mathematical models for physical theories, we frequently start with analysis on finite dimensional geometric objects, like a control volume and its bounding surfaces. We assign global, ’measurable’, quantities to these different geometric objects and set up balance statements.
    [Show full text]
  • 1 Space Curves and Tangent Lines 2 Gradients and Tangent Planes
    CLASS NOTES for CHAPTER 4, Nonlinear Programming 1 Space Curves and Tangent Lines Recall that space curves are de¯ned by a set of parametric equations, x1(t) 2 x2(t) 3 r(t) = . 6 . 7 6 7 6 xn(t) 7 4 5 In Calc III, we might have written this a little di®erently, ~r(t) =< x(t); y(t); z(t) > but here we want to use n dimensions rather than two or three dimensions. The derivative and antiderivative of r with respect to t is done component- wise, x10 (t) x1(t) dt 2 x20 (t) 3 2 R x2(t) dt 3 r(t) = . ; R(t) = . 6 . 7 6 R . 7 6 7 6 7 6 xn0 (t) 7 6 xn(t) dt 7 4 5 4 5 And the local linear approximation to r(t) is alsoRdone componentwise. The tangent line (in n dimensions) can be written easily- the derivative at t = a is the direction of the curve, so the tangent line is given by: x1(a) x10 (a) 2 x2(a) 3 2 x20 (a) 3 L(t) = . + t . 6 . 7 6 . 7 6 7 6 7 6 xn(a) 7 6 xn0 (a) 7 4 5 4 5 In Class Exercise: Use Maple to plot the curve r(t) = [cos(t); sin(t); t]T ¼ and its tangent line at t = 2 . 2 Gradients and Tangent Planes Let f : Rn R. In this case, we can write: ! y = f(x1; x2; x3; : : : ; xn) 1 Note that any function that we wish to optimize must be of this form- It would not make sense to ¯nd the maximum of a function like a space curve; n dimensional coordinates are not well-ordered like the real line- so the fol- lowing statement would be meaningless: (3; 5) > (1; 2).
    [Show full text]
  • Integrating Gradients
    Integrating gradients 1 dimension The \gradient" of a function f(x) in one dimension (i.e., depending on only one variable) is just the derivative, f 0(x). We want to solve f 0(x) = k(x); (1) where k(x) is a known function. When we find a primitive function K(x) to k(x), the general form of f is K plus an arbitrary constant, f(x) = K(x) + C: (2) Example: With f 0(x) = 2=x we find f(x) = 2 ln x + C, where C is an undetermined constant. 2 dimensions We let the function depend on two variables, f(x; y). When the gradient rf is known, we have known functions k1 and k2 for the partial derivatives: @ f(x; y) = k (x; y); @x 1 @ f(x; y) = k (x; y): (3) @y 2 @f To solve this, we integrate one of them. To be specific, we here integrate @x over x. We find a primitive function with respect to x (thus keeping y constant) to k1 and call it k3. The general form of f will be k3 plus an arbitrary term whose x-derivative is zero. In other words, f(x; y) = k3(x; y) + B(y); (4) where B(y) is an unknown function of y. We have made some progress, because we have replaced an unknown function of two variables with another unknown function depending only on one variable. @f The best way to come further is not to integrate @y over y. That would give us a second unknown function, D(x).
    [Show full text]
  • Mean Value Theorem on Manifolds
    MEAN VALUE THEOREMS ON MANIFOLDS Lei Ni Abstract We derive several mean value formulae on manifolds, generalizing the clas- sical one for harmonic functions on Euclidean spaces as well as the results of Schoen-Yau, Michael-Simon, etc, on curved Riemannian manifolds. For the heat equation a mean value theorem with respect to `heat spheres' is proved for heat equation with respect to evolving Riemannian metrics via a space-time consideration. Some new monotonicity formulae are derived. As applications of the new local monotonicity formulae, some local regularity theorems concerning Ricci flow are proved. 1. Introduction The mean value theorem for harmonic functions plays an central role in the theory of harmonic functions. In this article we discuss its generalization on manifolds and show how such generalizations lead to various monotonicity formulae. The main focuses of this article are the corresponding results for the parabolic equations, on which there have been many works, including [Fu, Wa, FG, GL1, E1], and the application of the new monotonicity formula to the study of Ricci flow. Let us start with the Watson's mean value formula [Wa] for the heat equation. Let U be a open subset of Rn (or a Riemannian manifold). Assume that u(x; t) is 2 a C solution to the heat equation in a parabolic region UT = U £ (0;T ). For any (x; t) de¯ne the `heat ball' by 8 9 jx¡yj2 < ¡ 4(t¡s) = e ¡n E(x; t; r) := (y; s) js · t; n ¸ r : : (4¼(t ¡ s)) 2 ; Then Z 1 jx ¡ yj2 u(x; t) = n u(y; s) 2 dy ds r E(x;t;r) 4(t ¡ s) for each E(x; t; r) ½ UT .
    [Show full text]
  • Gradient Sparsification for Communication-Efficient Distributed
    Gradient Sparsification for Communication-Efficient Distributed Optimization Jianqiao Wangni Jialei Wang University of Pennsylvania Two Sigma Investments Tencent AI Lab [email protected] [email protected] Ji Liu Tong Zhang University of Rochester Tencent AI Lab Tencent AI Lab [email protected] [email protected] Abstract Modern large-scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as stochastic gradients among different workers. In this paper, to reduce the communi- cation cost, we propose a convex optimization formulation to minimize the coding length of stochastic gradients. The key idea is to randomly drop out coordinates of the stochastic gradient vectors and amplify the remaining coordinates appropriately to ensure the sparsified gradient to be unbiased. To solve the optimal sparsification efficiently, a simple and fast algorithm is proposed for an approximate solution, with a theoretical guarantee for sparseness. Experiments on `2-regularized logistic regression, support vector machines and convolutional neural networks validate our sparsification approaches. 1 Introduction Scaling stochastic optimization algorithms [26, 24, 14, 11] to distributed computational architectures [10, 17, 33] or multicore systems [23, 9, 19, 22] is a crucial problem for large-scale machine learning. In the synchronous stochastic gradient method, each worker processes a random minibatch of its training data, and then the local updates are synchronized by making an All-Reduce step, which aggregates stochastic gradients from all workers, and taking a Broadcast step that transmits the updated parameter vector back to all workers.
    [Show full text]
  • Divergence, Gradient and Curl Based on Lecture Notes by James
    Divergence, gradient and curl Based on lecture notes by James McKernan One can formally define the gradient of a function 3 rf : R −! R; by the formal rule @f @f @f grad f = rf = ^{ +| ^ + k^ @x @y @z d Just like dx is an operator that can be applied to a function, the del operator is a vector operator given by @ @ @ @ @ @ r = ^{ +| ^ + k^ = ; ; @x @y @z @x @y @z Using the operator del we can define two other operations, this time on vector fields: Blackboard 1. Let A ⊂ R3 be an open subset and let F~ : A −! R3 be a vector field. The divergence of F~ is the scalar function, div F~ : A −! R; which is defined by the rule div F~ (x; y; z) = r · F~ (x; y; z) @f @f @f = ^{ +| ^ + k^ · (F (x; y; z);F (x; y; z);F (x; y; z)) @x @y @z 1 2 3 @F @F @F = 1 + 2 + 3 : @x @y @z The curl of F~ is the vector field 3 curl F~ : A −! R ; which is defined by the rule curl F~ (x; x; z) = r × F~ (x; y; z) ^{ |^ k^ = @ @ @ @x @y @z F1 F2 F3 @F @F @F @F @F @F = 3 − 2 ^{ − 3 − 1 |^+ 2 − 1 k:^ @y @z @x @z @x @y Note that the del operator makes sense for any n, not just n = 3. So we can define the gradient and the divergence in all dimensions. However curl only makes sense when n = 3. Blackboard 2. The vector field F~ : A −! R3 is called rotation free if the curl is zero, curl F~ = ~0, and it is called incompressible if the divergence is zero, div F~ = 0.
    [Show full text]
  • List of Mathematical Symbols by Subject from Wikipedia, the Free Encyclopedia
    List of mathematical symbols by subject From Wikipedia, the free encyclopedia This list of mathematical symbols by subject shows a selection of the most common symbols that are used in modern mathematical notation within formulas, grouped by mathematical topic. As it is virtually impossible to list all the symbols ever used in mathematics, only those symbols which occur often in mathematics or mathematics education are included. Many of the characters are standardized, for example in DIN 1302 General mathematical symbols or DIN EN ISO 80000-2 Quantities and units – Part 2: Mathematical signs for science and technology. The following list is largely limited to non-alphanumeric characters. It is divided by areas of mathematics and grouped within sub-regions. Some symbols have a different meaning depending on the context and appear accordingly several times in the list. Further information on the symbols and their meaning can be found in the respective linked articles. Contents 1 Guide 2 Set theory 2.1 Definition symbols 2.2 Set construction 2.3 Set operations 2.4 Set relations 2.5 Number sets 2.6 Cardinality 3 Arithmetic 3.1 Arithmetic operators 3.2 Equality signs 3.3 Comparison 3.4 Divisibility 3.5 Intervals 3.6 Elementary functions 3.7 Complex numbers 3.8 Mathematical constants 4 Calculus 4.1 Sequences and series 4.2 Functions 4.3 Limits 4.4 Asymptotic behaviour 4.5 Differential calculus 4.6 Integral calculus 4.7 Vector calculus 4.8 Topology 4.9 Functional analysis 5 Linear algebra and geometry 5.1 Elementary geometry 5.2 Vectors and matrices 5.3 Vector calculus 5.4 Matrix calculus 5.5 Vector spaces 6 Algebra 6.1 Relations 6.2 Group theory 6.3 Field theory 6.4 Ring theory 7 Combinatorics 8 Stochastics 8.1 Probability theory 8.2 Statistics 9 Logic 9.1 Operators 9.2 Quantifiers 9.3 Deduction symbols 10 See also 11 References 12 External links Guide The following information is provided for each mathematical symbol: Symbol: The symbol as it is represented by LaTeX.
    [Show full text]
  • Phys 234 Vector Calculus and Maxwell's Equations Prof. Alex
    Prof. Alex Small Phys 234 Vector Calculus and Maxwell's [email protected] This document starts with a summary of useful facts from vector calculus, and then uses them to derive Maxwell's equations. First, definitions of vector operators. 1. Gradient Operator: The gradient operator is something that acts on a function f and produces a vector whose components are equal to derivatives of the function. It is defined by: @f @f @f rf = ^x + ^y + ^z (1) @x @y @z 2. Divergence: We can apply the gradient operator to a vector field to get a scalar function, by taking the dot product of the gradient operator and the vector function. @V @V @V r ⋅ V~ (x; y; z) = x + y + z (2) @x @y @z 3. Curl: We can take the cross product of the gradient operator with a vector field, and get another vector that involves derivatives of the vector field. @V @V @V @V @V @V r × V~ (x; y; z) = ^x z − y + ^y x − z + ^z y − x (3) @y @z @z @x @x @y 4. We can also define a second derivative of a vector function, called the Laplacian. The Laplacian can be applied to any function of x, y, and z, whether the function is a vector or a scalar. The Laplacian is defined as: @2f @2f @2f r2f(x; y; z) = r ⋅ rf = + + (4) @x2 @y2 @z2 Notes that the Laplacian of a scalar function is equal to the divergence of the gradient. Second, some useful facts about vector fields: 1. If a vector field V~ (x; y; z) has zero curl, then it can be written as the gradient of a scalar function f(x; y; z).
    [Show full text]
  • Differential Forms: Unifying the Theorems of Vector Calculus
    Differential Forms: Unifying the Theorems of Vector Calculus In class we have discussed the important vector calculus theorems known as Green's Theorem, Divergence Theorem, and Stokes's Theorem. Interestingly enough, all of these results, as well as the fundamental theorem for line integrals (so in particular the fundamental theorem of calculus), are merely special cases of one and the same theorem named after George Gabriel Stokes (1819-1903). This all-including theorem is stated in terms of differential forms. Without giving exact definitions, let us use the language of differential forms to unify the theorems we have learned. A striking pattern will emerge. 0-forms. A scalar field (i.e. a real-valued function) is also called a 0-form. 1-forms. Recall the following notation for line integrals (in 3-space, say): Z Z b Z F(r) · dr = P x0(t)dt +Q y0(t)dt +R z0(t)dt = P dx + Qdy + Rdz; C a | {z } | {z } | {z } C dx dy dz where F = P i + Qj + Rk. The expression P (x; y; z)dx + Q(x; y; z)dy + R(x; y; z)dz is called a 1-form. 2-forms. In evaluating surface integrals we can introduce similar notation: ZZ F · n dS S ZZ @r × @r @r @r @u @v = F · × dudv Γ @r @r @u @v @u × @v ZZ @y @y ZZ @x @x ZZ @x @x @u @v @u @v @u @v = P @z @z dudv − Q @z @z dudv + R @y @y dudv Γ @u @v Γ @u @v Γ @u @v | {z } | {z } | {z } dy^dz dx^dz dx^dy ZZ = P dy ^ dz − Qdx ^ dz + Rdx ^ dy: S We call P (x; y; z)dy ^ dz − Q(x; y; z)dx ^ dz + R(x; y; z)dx ^ dy a 2-form.
    [Show full text]