Differential Geometry 2015-16 Lecture Notes
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The Directional Derivative the Derivative of a Real Valued Function (Scalar field) with Respect to a Vector
Math 253 The Directional Derivative The derivative of a real valued function (scalar field) with respect to a vector. f(x + h) f(x) What is the vector space analog to the usual derivative in one variable? f 0(x) = lim − ? h 0 h ! x -2 0 2 5 Suppose f is a real valued function (a mapping f : Rn R). ! (e.g. f(x; y) = x2 y2). − 0 Unlike the case with plane figures, functions grow in a variety of z ways at each point on a surface (or n{dimensional structure). We'll be interested in examining the way (f) changes as we move -5 from a point X~ to a nearby point in a particular direction. -2 0 y 2 Figure 1: f(x; y) = x2 y2 − The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point . z -5 -2 0 y 2 Figure 2: f(x; y) = x2 y2 − y If we give the direction by using a second vector, say ~u, then for →u X→ + h any real number h, the vector X~ + h~u represents a change in X→ position from X~ along a line through X~ parallel to ~u. →u →u h x Figure 3: Change in position along line parallel to ~u The Directional Derivative x -2 0 2 5 We'll be interested in examining the way (f) changes as we move ~ in a particular direction 0 from a point X to a nearby point . -
Notes for Math 136: Review of Calculus
Notes for Math 136: Review of Calculus Gyu Eun Lee These notes were written for my personal use for teaching purposes for the course Math 136 running in the Spring of 2016 at UCLA. They are also intended for use as a general calculus reference for this course. In these notes we will briefly review the results of the calculus of several variables most frequently used in partial differential equations. The selection of topics is inspired by the list of topics given by Strauss at the end of section 1.1, but we will not cover everything. Certain topics are covered in the Appendix to the textbook, and we will not deal with them here. The results of single-variable calculus are assumed to be familiar. Practicality, not rigor, is the aim. This document will be updated throughout the quarter as we encounter material involving additional topics. We will focus on functions of two real variables, u = u(x;t). Most definitions and results listed will have generalizations to higher numbers of variables, and we hope the generalizations will be reasonably straightforward to the reader if they become necessary. Occasionally (notably for the chain rule in its many forms) it will be convenient to work with functions of an arbitrary number of variables. We will be rather loose about the issues of differentiability and integrability: unless otherwise stated, we will assume all derivatives and integrals exist, and if we require it we will assume derivatives are continuous up to the required order. (This is also generally the assumption in Strauss.) 1 Differential calculus of several variables 1.1 Partial derivatives Given a scalar function u = u(x;t) of two variables, we may hold one of the variables constant and regard it as a function of one variable only: vx(t) = u(x;t) = wt(x): Then the partial derivatives of u with respect of x and with respect to t are defined as the familiar derivatives from single variable calculus: ¶u dv ¶u dw = x ; = t : ¶t dt ¶x dx c 2016, Gyu Eun Lee. -
Tensor Calculus and Differential Geometry
Course Notes Tensor Calculus and Differential Geometry 2WAH0 Luc Florack March 10, 2021 Cover illustration: papyrus fragment from Euclid’s Elements of Geometry, Book II [8]. Contents Preface iii Notation 1 1 Prerequisites from Linear Algebra 3 2 Tensor Calculus 7 2.1 Vector Spaces and Bases . .7 2.2 Dual Vector Spaces and Dual Bases . .8 2.3 The Kronecker Tensor . 10 2.4 Inner Products . 11 2.5 Reciprocal Bases . 14 2.6 Bases, Dual Bases, Reciprocal Bases: Mutual Relations . 16 2.7 Examples of Vectors and Covectors . 17 2.8 Tensors . 18 2.8.1 Tensors in all Generality . 18 2.8.2 Tensors Subject to Symmetries . 22 2.8.3 Symmetry and Antisymmetry Preserving Product Operators . 24 2.8.4 Vector Spaces with an Oriented Volume . 31 2.8.5 Tensors on an Inner Product Space . 34 2.8.6 Tensor Transformations . 36 2.8.6.1 “Absolute Tensors” . 37 CONTENTS i 2.8.6.2 “Relative Tensors” . 38 2.8.6.3 “Pseudo Tensors” . 41 2.8.7 Contractions . 43 2.9 The Hodge Star Operator . 43 3 Differential Geometry 47 3.1 Euclidean Space: Cartesian and Curvilinear Coordinates . 47 3.2 Differentiable Manifolds . 48 3.3 Tangent Vectors . 49 3.4 Tangent and Cotangent Bundle . 50 3.5 Exterior Derivative . 51 3.6 Affine Connection . 52 3.7 Lie Derivative . 55 3.8 Torsion . 55 3.9 Levi-Civita Connection . 56 3.10 Geodesics . 57 3.11 Curvature . 58 3.12 Push-Forward and Pull-Back . 59 3.13 Examples . 60 3.13.1 Polar Coordinates in the Euclidean Plane . -
Matrix Calculus
Appendix D Matrix Calculus From too much study, and from extreme passion, cometh madnesse. Isaac Newton [205, §5] − D.1 Gradient, Directional derivative, Taylor series D.1.1 Gradients Gradient of a differentiable real function f(x) : RK R with respect to its vector argument is defined uniquely in terms of partial derivatives→ ∂f(x) ∂x1 ∂f(x) , ∂x2 RK f(x) . (2053) ∇ . ∈ . ∂f(x) ∂xK while the second-order gradient of the twice differentiable real function with respect to its vector argument is traditionally called the Hessian; 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂x1 ∂x1∂x2 ··· ∂x1∂xK 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 2 K f(x) , ∂x2∂x1 ∂x2 ··· ∂x2∂xK S (2054) ∇ . ∈ . .. 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂xK ∂x1 ∂xK ∂x2 ∂x ··· K interpreted ∂f(x) ∂f(x) 2 ∂ ∂ 2 ∂ f(x) ∂x1 ∂x2 ∂ f(x) = = = (2055) ∂x1∂x2 ³∂x2 ´ ³∂x1 ´ ∂x2∂x1 Dattorro, Convex Optimization Euclidean Distance Geometry, Mεβoo, 2005, v2020.02.29. 599 600 APPENDIX D. MATRIX CALCULUS The gradient of vector-valued function v(x) : R RN on real domain is a row vector → v(x) , ∂v1(x) ∂v2(x) ∂vN (x) RN (2056) ∇ ∂x ∂x ··· ∂x ∈ h i while the second-order gradient is 2 2 2 2 , ∂ v1(x) ∂ v2(x) ∂ vN (x) RN v(x) 2 2 2 (2057) ∇ ∂x ∂x ··· ∂x ∈ h i Gradient of vector-valued function h(x) : RK RN on vector domain is → ∂h1(x) ∂h2(x) ∂hN (x) ∂x1 ∂x1 ··· ∂x1 ∂h1(x) ∂h2(x) ∂hN (x) h(x) , ∂x2 ∂x2 ··· ∂x2 ∇ . -
Math 1320-9 Notes of 3/30/20 11.6 Directional Derivatives and Gradients
Math 1320-9 Notes of 3/30/20 11.6 Directional Derivatives and Gradients • Recall our definitions: f(x0 + h; y0) − f(x0; y0) fx(x0; y0) = lim h−!0 h f(x0; y0 + h) − f(x0; y0) and fy(x0; y0) = lim h−!0 h • You can think of these definitions in several ways, e.g., − You keep all but one variable fixed, and differentiate with respect to the one special variable. − You restrict the function to a line whose direction vector is one of the standard basis vectors, and differentiate that restriction with respect to the corresponding variable. • In the case of fx we move in the direction of < 1; 0 >, and in the case of fy, we move in the direction for < 0; 1 >. Math 1320-9 Notes of 3/30/20 page 1 How about doing the same thing in the direction of some other unit vector u =< a; b >; say. • We define: The directional derivative of f at (x0; y0) in the direc- tion of the (unit) vector u is f(x0 + ha; y0 + hb) − f(x0; y0) Duf(x0; y0) = lim h−!0 h (if this limit exists). • Thus we restrict the function f to the line (x0; y0) + tu, think of it as a function g(t) = f(x0 + ta; y0 + tb); and compute g0(t). • But, by the chain rule, d f(x + ta; y + tb) = f (x ; y )a + f (x ; y )b dt 0 0 x 0 0 y 0 0 =< fx(x0; y0); fy(x0; y0) > · < a; b > • Thus we can compute the directional derivatives by the formula Duf(x0; y0) =< fx(x0; y0); fy(x0; y0) > · < a; b > : • Of course, the partial derivatives @=@x and @=@y are just directional derivatives in the directions i =< 0; 1 > and j =< 0; 1 >, respectively. -
Derivatives Along Vectors and Directional Derivatives
DERIVATIVES ALONG VECTORS AND DIRECTIONAL DERIVATIVES Math 225 Derivatives Along Vectors Suppose that f is a function of two variables, that is, f : R2 → R, or, if we are thinking without coordinates, f : E2 → R. The function f could be the distance to some point or curve, the altitude function for some landscape, or temperature (assumed to be static, i.e., not changing with time). Let P ∈ E2, and assume some disk centered at p is contained in the domain of f, that is, assume that P is an interior point of the domain of f.This allows us to move in any direction from P , at least a little, and stay in the domain of f. We want to ask how fast f(X) changes as X moves away from P , and to express it as some kind of derivative. The answer clearly depends on which direction you go. If f is not constant near P ,then f(X) increases in some directions, and decreases in others. If we move along a level curve of f,thenf(X) doesn’t change at all (that’s what a level curve means—a curve on which the function is constant). The answer also depends on how fast you go. Suppose that f measures temperature, and that some particle is moving along a path through P . The particle experiences a change of temperature. This happens not because the temperature is a function of time, but rather because of the particle’s motion. Now suppose that a second particle moves along the same path in the same direction, but faster. -
3. Introducing Riemannian Geometry
3. Introducing Riemannian Geometry We have yet to meet the star of the show. There is one object that we can place on a manifold whose importance dwarfs all others, at least when it comes to understanding gravity. This is the metric. The existence of a metric brings a whole host of new concepts to the table which, collectively, are called Riemannian geometry.Infact,strictlyspeakingwewillneeda slightly di↵erent kind of metric for our study of gravity, one which, like the Minkowski metric, has some strange minus signs. This is referred to as Lorentzian Geometry and a slightly better name for this section would be “Introducing Riemannian and Lorentzian Geometry”. However, for our immediate purposes the di↵erences are minor. The novelties of Lorentzian geometry will become more pronounced later in the course when we explore some of the physical consequences such as horizons. 3.1 The Metric In Section 1, we informally introduced the metric as a way to measure distances between points. It does, indeed, provide this service but it is not its initial purpose. Instead, the metric is an inner product on each vector space Tp(M). Definition:Ametric g is a (0, 2) tensor field that is: Symmetric: g(X, Y )=g(Y,X). • Non-Degenerate: If, for any p M, g(X, Y ) =0forallY T (M)thenX =0. • 2 p 2 p p With a choice of coordinates, we can write the metric as g = g (x) dxµ dx⌫ µ⌫ ⌦ The object g is often written as a line element ds2 and this expression is abbreviated as 2 µ ⌫ ds = gµ⌫(x) dx dx This is the form that we saw previously in (1.4). -
Directional Derivatives
Directional Derivatives The Question Suppose that you leave the point (a, b) moving with velocity ~v = v , v . Suppose further h 1 2i that the temperature at (x, y) is f(x, y). Then what rate of change of temperature do you feel? The Answers Let’s set the beginning of time, t = 0, to the time at which you leave (a, b). Then at time t you are at (a + v1t, b + v2t) and feel the temperature f(a + v1t, b + v2t). So the change in temperature between time 0 and time t is f(a + v1t, b + v2t) f(a, b), the average rate of change of temperature, −f(a+v1t,b+v2t) f(a,b) per unit time, between time 0 and time t is t − and the instantaneous rate of f(a+v1t,b+v2t) f(a,b) change of temperature per unit time as you leave (a, b) is limt 0 − . We apply → t the approximation f(a + ∆x, b + ∆y) f(a, b) fx(a, b) ∆x + fy(a, b) ∆y − ≈ with ∆x = v t and ∆y = v t. In the limit as t 0, the approximation becomes exact and we have 1 2 → f(a+v1t,b+v2t) f(a,b) fx(a,b) v1t+fy (a,b) v2t lim − = lim t 0 t t 0 t → → = fx(a, b) v1 + fy(a, b) v2 = fx(a, b),fy(a, b) v , v h i·h 1 2i The vector fx(a, b),fy(a, b) is denoted ~ f(a, b) and is called “the gradient of the function h i ∇ f at the point (a, b)”. -
Symbol Table for Manifolds, Tensors, and Forms Paul Renteln
Symbol Table for Manifolds, Tensors, and Forms Paul Renteln Department of Physics California State University San Bernardino, CA 92407 and Department of Mathematics California Institute of Technology Pasadena, CA 91125 [email protected] August 30, 2015 1 List of Symbols 1.1 Rings, Fields, and Spaces Symbol Description Page N natural numbers 264 Z integers 265 F an arbitrary field 1 R real field or real line 1 n R (real) n space 1 n RP real projective n space 68 n H (real) upper half n-space 167 C complex plane 15 n C (complex) n space 15 1.2 Unary operations Symbol Description Page a¯ complex conjugate 14 X set complement 263 jxj absolute value 16 jXj cardinality of set 264 kxk length of vector 57 [x] equivalence class 264 2 List of Symbols f −1(y) inverse image of y under f 263 f −1 inverse map 264 (−1)σ sign of permutation σ 266 ? hodge dual 45 r (ordinary) gradient operator 73 rX covariant derivative in direction X 182 d exterior derivative 89 δ coboundary operator (on cohomology) 127 δ co-differential operator 222 ∆ Hodge-de Rham Laplacian 223 r2 Laplace-Beltrami operator 242 f ∗ pullback map 95 f∗ pushforward map 97 f∗ induced map on simplices 161 iX interior product 93 LX Lie derivative 102 ΣX suspension 119 @ partial derivative 59 @ boundary operator 143 @∗ coboundary operator (on cochains) 170 [S] simplex generated by set S 141 D vector bundle connection 182 ind(X; p) index of vector field X at p 260 I(f; p) index of f at p 250 1.3 More unary operations Symbol Description Page Ad (big) Ad 109 ad (little) ad 109 alt alternating map -
Lecture Notes of Thomas' Calculus Section 11.5 Directional Derivatives
Lecture Notes of Thomas’ Calculus Section 11.5 Directional Derivatives, Gradient Vectors and Tangent Planes Instructor: Dr. ZHANG Zhengru Lecture Notes of Section 11.5 Page 1 OUTLINE • Directional Derivatives in the Plane • Interpretation of the Directional Derivative • Calculation • Properties of Directional Derivatives • Gradients and Tangents to Level Curves • Algebra Rules for Gradients • Increments and Distances • Functions of Three Variables • Tangent Panes and Normal Lines • Planes Tangent to a Surface z = f(x, y) • Other Applications Why introduce the directional derivatives? • Let’s start from the derivative of single variable functions. Consider y = f(x), its ′ ′ derivative f (x0) implies the rate of change of f. f (x0) > 0 means f increasing as x ′ becomes large. f (x0) < 0 means f decreasing as x becomes large. • Consider two-variable function f(x, y). The partial derivative fx(x0,y0) implies the rate of change in the direction of~i while keep y as a constant y0. fx(x0,y0) > 0 implies increasing in x direction. Another interpretation, the vertical plane passes through (x0,y0) and parallel to x-axis intersects the surface f(x, y) in the curve C. fx(x0,y0) means the slope of the curve C. Similarly, The partial derivative fy(x0,y0) implies the rate of change in the direction of ~j while keep x as a constant x0. • It is natural to consider the rate of change of f(x, y) in any direction ~u instead of ~i and ~j. Therefore, directional derivatives should be introduced. ... Lecture Notes of Section 11.5 Page 2 Definition 1 The derivative of f at P0(x0,y0) in the direction of the unit vector ~u = u1~i + u2~j is the number df f(x0 + su1,y0 + su2) − f(x0,y0) = lim , ds s→0 s ~u,P0 provided the limit exists. -
A Mathematica Package for Doing Tensor Calculations in Differential Geometry User's Manual
Ricci A Mathematica package for doing tensor calculations in differential geometry User’s Manual Version 1.32 By John M. Lee assisted by Dale Lear, John Roth, Jay Coskey, and Lee Nave 2 Ricci A Mathematica package for doing tensor calculations in differential geometry User’s Manual Version 1.32 By John M. Lee assisted by Dale Lear, John Roth, Jay Coskey, and Lee Nave Copyright c 1992–1998 John M. Lee All rights reserved Development of this software was supported in part by NSF grants DMS-9101832, DMS-9404107 Mathematica is a registered trademark of Wolfram Research, Inc. This software package and its accompanying documentation are provided as is, without guarantee of support or maintenance. The copyright holder makes no express or implied warranty of any kind with respect to this software, including implied warranties of merchantability or fitness for a particular purpose, and is not liable for any damages resulting in any way from its use. Everyone is granted permission to copy, modify and redistribute this software package and its accompanying documentation, provided that: 1. All copies contain this notice in the main program file and in the supporting documentation. 2. All modified copies carry a prominent notice stating who made the last modifi- cation and the date of such modification. 3. No charge is made for this software or works derived from it, with the exception of a distribution fee to cover the cost of materials and/or transmission. John M. Lee Department of Mathematics Box 354350 University of Washington Seattle, WA 98195-4350 E-mail: [email protected] Web: http://www.math.washington.edu/~lee/ CONTENTS 3 Contents 1 Introduction 6 1.1Overview.............................. -
Multivariable Calculus Review
Outline Multi-Variable Calculus Point-Set Topology Compactness The Weierstrass Extreme Value Theorem Operator and Matrix Norms Mean Value Theorem Multivariable Calculus Review Multivariable Calculus Review Outline Multi-Variable Calculus Point-Set Topology Compactness The Weierstrass Extreme Value Theorem Operator and Matrix Norms Mean Value Theorem Multi-Variable Calculus Point-Set Topology Compactness The Weierstrass Extreme Value Theorem Operator and Matrix Norms Mean Value Theorem Multivariable Calculus Review n I ν(x) ≥ 0 8 x 2 R with equality iff x = 0. n I ν(αx) = jαjν(x) 8 x 2 R α 2 R n I ν(x + y) ≤ ν(x) + ν(y) 8 x; y 2 R We usually denote ν(x) by kxk. Norms are convex functions. lp norms 1 Pn p p kxkp := ( i=1 jxi j ) ; 1 ≤ p < 1 kxk1 = maxi=1;:::;n jxi j Outline Multi-Variable Calculus Point-Set Topology Compactness The Weierstrass Extreme Value Theorem Operator and Matrix Norms Mean Value Theorem Multi-Variable Calculus Norms: n n A function ν : R ! R is a vector norm on R if Multivariable Calculus Review n I ν(αx) = jαjν(x) 8 x 2 R α 2 R n I ν(x + y) ≤ ν(x) + ν(y) 8 x; y 2 R We usually denote ν(x) by kxk. Norms are convex functions. lp norms 1 Pn p p kxkp := ( i=1 jxi j ) ; 1 ≤ p < 1 kxk1 = maxi=1;:::;n jxi j Outline Multi-Variable Calculus Point-Set Topology Compactness The Weierstrass Extreme Value Theorem Operator and Matrix Norms Mean Value Theorem Multi-Variable Calculus Norms: n n A function ν : R ! R is a vector norm on R if n I ν(x) ≥ 0 8 x 2 R with equality iff x = 0.