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Directional Derivatives in Differential Geometry 📂Geometry

Directional Derivatives in Differential Geometry

Definition1

Let XTpM\mathbf{X} \in T_{p}M be a tangent vector, and let α(t)\alpha (t) be a curve on the surface MM. Then, we have α:(ϵ,ϵ)M\alpha : (-\epsilon, \epsilon) \to M and it satisfies α(0)=p\alpha (0) = p. In other words, X=dαdt(0)\mathbf{X} = \dfrac{d \alpha}{d t} (0). Now, let’s say the function ff is a differentiable function defined in some neighborhood of point pMp \in M on the surface MM. Then, the directional derivative Xf\mathbf{X}f of ff in the direction of X\mathbf{X} is defined as follows.

Xf:=ddt(fα)(0) \mathbf{X} f := \dfrac{d}{dt_{}} (f \circ \alpha) (0)

Explanation

The reason we use such notation is that whenever there is a fixed tangent vector X\mathbf{X}, a unique Xf\mathbf{X}f is determined every time ff is given, considering the tangent vector as an operator. Therefore, in differential geometry, we think of “tangent vector = function = differentiation”. In other words, the tangent vector is treated as a functional.

X:DR,where D is set of all differentiable functions near p \mathbf{X} : \mathcal{D} \to \mathbb{R}, \quad \text{where } \mathcal{D} \text{ is set of all differentiable functions near } p

The following notations are commonly used. When denoting the tangent vector as X,v\mathbf{X}, \mathbf{v},

Xf,Xpf,vf,vpf,vp[f],α(0)f \mathbf{X}f,\quad \mathbf{X}_{p}f,\quad \nabla_{\mathbf{v}}f, \quad \mathbf{v}_{p}f, \quad \mathbf{v}_{p}\left[ f \right], \quad \alpha^{\prime}(0)f

From the theorem below, such directional derivatives can be represented through the given coordinate chart mapping x\mathbf{x}.

Theorem

Let x:UR2M\mathbf{x} : U \subset \mathbb{R}^{2} \to M be a coordinate chart mapping, and let p=x(0,0)Mp=\mathbf{x}(0,0) \in M. Let (u1,u2)(u^{1}, u^{2}) be the coordinates of UU. The tangent vector XTpM\mathbf{X} \in T_{p}M is expressed as X=X1x1+X2x2\mathbf{X} = X^{1}\mathbf{x}_{1} + X^{2}\mathbf{x}_{2}. Then, the directional derivative of ff is as follows.

Xf=i=12Xi(fx)ui(0,0) \mathbf{X}f = \sum \limits_{i=1}^{2} X^{i} \dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0)

Especially, if the curve α\alpha is X=α(0)\mathbf{X} = \alpha^{\prime}(0) and satisfies α(0)=p\alpha (0) = p, then Xf\mathbf{X}f does not depend on the choice of any curve.


In vector analysis,

uf=fu=fx1u1+fx2u2++fxnun \nabla _{\mathbf{u}} f = \nabla f \cdot \mathbf{u} = \dfrac{\partial f}{\partial x_{1}} u_{1} + \dfrac{\partial f}{\partial x_{2}} u_{2} + \dots + \dfrac{\partial f}{\partial x_{n}} u_{n}

the formula is as shown.

Proof

Since α\alpha is a curve on the coordinate chart x\mathbf{x}, let’s denote it as α(t)=x(α1(t),α2(t))\alpha (t) = \mathbf{x}(\alpha^{1}(t), \alpha^{2}(t)). Then, the following holds.

(fα)(t)=(fx)(α1(t),α2(t)) (f \circ \alpha) (t) = ( f \circ \mathbf{x} ) (\alpha^{1}(t), \alpha^{2}(t))

Consider the above formula as a composition of the function fx:R2Rf \circ \mathbf{x} : \mathbb{R}^{2} \to \mathbb{R} and the function that maps as t(α1(t),α2(t))t\mapsto (\alpha^{1}(t), \alpha^{2}(t)). Differentiating this, according to the chain rule, results in the following.

ddt(fα)(t)=ddt(fx)(α1(t),α2(t))=i(fx)uidαidt \begin{equation} \dfrac{d}{dt}(f \circ \alpha)(t) = \dfrac{d}{dt} ( f \circ \mathbf{x} ) (\alpha^{1}(t), \alpha^{2}(t)) = \sum \limits_{i} \dfrac{\partial ( f \circ \mathbf{x} ) }{\partial u^{i}} \dfrac{d \alpha^{i}}{dt} \end{equation}

Note that the variable in (fx)ui\dfrac{\partial ( f \circ \mathbf{x} ) }{\partial u^{i}} is (u1,u2)(u^{1}, u^{2}), and (fx)ui(u1,u2)\dfrac{\partial ( f \circ \mathbf{x} ) }{\partial u^{i}} (u^{1}, u^{2}) is simply shorthand notation. Similarly, dαidt(t)\dfrac{d \alpha^{i}}{dt}(t) is also shortened by omitting variables.

Continuing similarly, by applying the chain rule to differentiate α(t)=x(α1(t),α2(t))\alpha (t) = \mathbf{x}(\alpha^{1}(t), \alpha^{2}(t)), we obtain the following.

α(t)= dxdu1dα1dt(t)+dxdu2dα2dt(t)= x1(α1(t),α2(t))(α1)(t)+x2(α1(t),α2(t))(α2)(t)= (α1)(t)x1+(α2)(t)x2 \begin{align*} \alpha^{\prime} (t) =&\ \dfrac{d \mathbf{x}}{d u^{1}} \dfrac{d \alpha^{1}}{d t}(t) + \dfrac{d \mathbf{x}}{d u^{2}} \dfrac{ d \alpha^{2}}{dt}(t) \\ =&\ \mathbf{x}_{1}(\alpha^{1}(t), \alpha^{2}(t)) (\alpha^{1})^{\prime}(t) + \mathbf{x}_{2}(\alpha^{1}(t), \alpha^{2}(t)) (\alpha^{2})^{\prime}(t) \\ =&\ (\alpha^{1})^{\prime}(t) \mathbf{x}_{1} + (\alpha^{2})^{\prime}(t) \mathbf{x}_{2} \end{align*}

By substituting t=0t=0, we obtain the following.

α(0)=X=X1x1+X2x2 \alpha^{\prime}(0) = \mathbf{X} = X^{1}\mathbf{x}_{1} + X^{2}\mathbf{x}_{2}

Therefore, Xi=dαidt(0)X^{i} = \dfrac{d\alpha^{i}}{dt} (0) holds. Moreover, when t=0t=0, since α(0)=p=x(0,0)\alpha (0) = p = \mathbf{x}(0,0) then by substituting t=0t=0 into (1)(1)d, we obtain the following.

Xf=ddt(fα)(0)= i(fx)ui(0,0)dαidt(0)= iXi(fx)ui(0,0) \begin{align*} \mathbf{X} f = \dfrac{d}{dt_{}} (f \circ \alpha) (0) =&\ \sum \limits_{i} \dfrac{\partial ( f \circ \mathbf{x} ) }{\partial u^{i}}(0,0) \dfrac{d \alpha^{i}}{dt}(0) \\ =&\ \sum \limits_{i} X^{i}\dfrac{\partial ( f \circ \mathbf{x} ) }{\partial u^{i}}(0,0) \end{align*}

Corollary

Let’s say X,YTpM\mathbf{X}, \mathbf{Y} \in T_{p}M. Suppose f,gf, g is a differentiable function in the neighborhood of pMp \in M. Let’s denote rR3r \in \mathbb{R}^{3}. Then, the following formula holds.

(rX+Y)f=rXf+YfX(rf+g)=rXf+XgXp(fg)=Xp(f)g(p)+f(p)Xp(g) \left( r\mathbf{X} + \mathbf{Y} \right) f = r\mathbf{X}f + \mathbf{Y} f \\ \mathbf{X}(rf+g) = r\mathbf{X}f + \mathbf{X}g \\ \mathbf{X}_{p}(fg) = \mathbf{X}_{p}(f) g(p) + f(p)\mathbf{X}_{p}(g)

The third formula implies differentiation of products (fg)=fg+fg(fg)^{\prime} = f^{\prime}g +fg^{\prime}.

Proof

This can be easily shown by definition.

(rX+Y)f= i=12(rXi+Yi)(fx)ui(0,0)= ri=12Xi(fx)ui(0,0)+i=12Yi(fx)ui(0,0)= rXf+Yf \begin{align*} \left( r\mathbf{X} + \mathbf{Y} \right) f =&\ \sum \limits_{i=1}^{2} (rX^{i} + Y^{i}) \dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0) \\ =&\ r\sum \limits_{i=1}^{2} X^{i}\dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0) + \sum \limits_{i=1}^{2}Y^{i}\dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0) \\ =&\ r\mathbf{X}f + \mathbf{Y} f \end{align*}

Since fg(p)=f(p)g(p)fg(p)= f(p)g(p), the following holds.

(fg)x(u1,u2)=f(x(u1,u2))g(x(u1,u2))=fx(u1,u2)gx(u1,u2) (fg)\circ \mathbf{x} (u^{1}, u^{2}) = f(\mathbf{x}(u^{1}, u^{2})) g(\mathbf{x}(u^{1}, u^{2})) = f\circ \mathbf{x}(u^{1}, u^{2}) g\circ \mathbf{x}(u^{1}, u^{2})

Therefore, by the product differentiation rule, we obtain the following.

Xp(fg)= i=12Xi((fg)x)ui(0,0)= i=12Xi((fx)(gx))ui(0,0)= i=12Xi[(fx)ui(0,0)(gx)(0,0)+(fx)(0,0)(gx)ui(0,0)]= i=12Xi(fx)ui(0,0)g(p)+f(p)i=12Xi(gx)ui(0,0)= Xp(f)g(p)+f(p)Xp(g) \begin{align*} \mathbf{X}_{p}(fg) =&\ \sum \limits_{i=1}^{2} X^{i} \dfrac{\partial ((fg)\circ \mathbf{x})}{\partial u^{i}} (0,0) \\ =&\ \sum \limits_{i=1}^{2} X^{i} \dfrac{\partial ((f\circ \mathbf{x}) (g \circ \mathbf{x}) )}{\partial u^{i}} (0,0) \\ =&\ \sum \limits_{i=1}^{2} X^{i} \left[ \dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0) (g \circ \mathbf{x}) (0,0) + (f \circ \mathbf{x}) (0,0)\dfrac{\partial (g\circ \mathbf{x})}{\partial u^{i}} (0,0) \right] \\ =&\ \sum \limits_{i=1}^{2} X^{i} \dfrac{\partial (f\circ \mathbf{x})}{\partial u^{i}} (0,0) g(p) + f(p) \sum \limits_{i=1}^{2} X^{i} \dfrac{\partial (g\circ \mathbf{x})}{\partial u^{i}} (0,0) \\ =&\ \mathbf{X}_{p}(f) g(p) + f(p) \mathbf{X}_{p}(g) \end{align*}

See Also


  1. Richard S. Millman and George D. Parker, Elements of Differential Geometry (1977), p124 ↩︎