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Directional derivative

In mathematics, the directional derivative of a multivariate differentiable function along a given vector v at a given point x intuitively represents the instantaneous rate of change of the function, moving through x with a velocity specified by v. It therefore generalizes the notion of a partial derivative, in which the rate of change is taken along one of the curvilinear coordinate curves, all other coordinates being constant.

The directional derivative is a special case of the Gâteaux derivative.

Contents

NotationEdit

Let τ be a curve whose tangent vector at some chosen point is v. The directional derivative of a function f with respect to v may be denoted by any of the following[1]:

  •  
  •  
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DefinitionEdit

 
A contour plot of  , showing the gradient vector in black, and the unit vector   scaled by the directional derivative in the direction of   in orange. The gradient vector is longer because the gradient points in the direction of greatest rate of increase of a function.

The directional derivative of a scalar function

 

along a vector

 

is the function   defined by the limit[2]

 

This definition is valid in a broad range of contexts, for example where the norm of a vector (and hence a unit vector) is undefined.[3]

If the function f is differentiable at x, then the directional derivative exists along any vector v, and one has

 

where the   on the right denotes the gradient and   is the dot product.[4] This follows from defining a path   and using the definition of the derivative as a limit which can be calculated along this path to get:

 

Intuitively, the directional derivative of f at a point x represents the rate of change of f, in the direction of v with respect to time, when moving past x.

Using only direction of vectorEdit

 
The angle α between the tangent A and the horizontal will be maximum if the cutting plane contains the direction of the gradient A.

In a Euclidean space, some authors[5] define the directional derivative to be with respect to an arbitrary nonzero vector v after normalization, thus being independent of its magnitude and depending only on its direction.[6]

This definition gives the rate of increase of f per unit of distance moved in the direction given by v. In this case, one has

 

or in case f is differentiable at x,

 

Restriction to a unit vectorEdit

In the context of a function on a Euclidean space, some texts restrict the vector v to being a unit vector. With this restriction, both the above definitions are equivalent.[7]

PropertiesEdit

Many of the familiar properties of the ordinary derivative hold for the directional derivative. These include, for any functions f and g defined in a neighborhood of, and differentiable at, p:

  1. sum rule:
     
  2. constant factor rule: For any constant c,
     
  3. product rule (or Leibniz's rule):
     
  4. chain rule: If g is differentiable at p and h is differentiable at g(p), then
     

In differential geometryEdit

Let M be a differentiable manifold and p a point of M. Suppose that f is a function defined in a neighborhood of p, and differentiable at p. If v is a tangent vector to M at p, then the directional derivative of f along v, denoted variously as df(v) (see Exterior derivative),   (see Covariant derivative),   (see Lie derivative), or   (see Tangent space § Definition via derivations), can be defined as follows. Let γ : [−1, 1] → M be a differentiable curve with γ(0) = p and γ′(0) = v. Then the directional derivative is defined by

 

This definition can be proven independent of the choice of γ, provided γ is selected in the prescribed manner so that γ′(0) = v.

The Lie derivativeEdit

The Lie derivative of a vector field   along a vector field   is given by the difference of two directional derivatives (with vanishing torsion):

 

In particular, for a scalar field  , the Lie derivative reduces to the standard directional derivative:

 

The Riemann tensorEdit

Directional derivatives are often used in introductory derivations of the Riemann curvature tensor. Consider a curved rectangle with an infinitesimal vector δ along one edge and δ′ along the other. We translate a covector S along δ then δ′ and then subtract the translation along δ′ and then δ. Instead of building the directional derivative using partial derivatives, we use the covariant derivative. The translation operator for δ is thus

 

and for δ′,

 

The difference between the two paths is then

 

It can be argued[8] that the noncommutativity of the covariant derivatives measures the curvature of the manifold:

 

where R is the Riemann curvature tensor and the sign depends on the sign convention of the author.

In group theoryEdit

TranslationsEdit

In the Poincaré algebra, we can define an infinitesimal translation operator P as

 

(the i ensures that P is a self-adjoint operator) For a finite displacement λ, the unitary Hilbert space representation for translations is[9]

 

By using the above definition of the infinitesimal translation operator, we see that the finite translation operator is an exponentiated directional derivative:

 

This is a translation operator in the sense that it acts on multivariable functions f(x) as

 

RotationsEdit

The rotation operator also contains a directional derivative. The rotation operator for an angle θ, i.e. by an amount θ=|θ| about an axis parallel to  =θ/θ is

 

Here L is the vector operator that generates SO(3):

 

It may be shown geometrically that an infinitesimal right-handed rotation changes the position vector x by

 

So we would expect under infinitesimal rotation:

 

It follows that

 

Following the same exponentiation procedure as above, we arrive at the rotation operator in the position basis, which is an exponentiated directional derivative:[13]

 

Normal derivativeEdit

A normal derivative is a directional derivative taken in the direction normal (that is, orthogonal) to some surface in space, or more generally along a normal vector field orthogonal to some hypersurface. See for example Neumann boundary condition. If the normal direction is denoted by  , then the directional derivative of a function f is sometimes denoted as  . In other notations,

 

In the continuum mechanics of solidsEdit

Several important results in continuum mechanics require the derivatives of vectors with respect to vectors and of tensors with respect to vectors and tensors.[14] The directional directive provides a systematic way of finding these derivatives.

The definitions of directional derivatives for various situations are given below. It is assumed that the functions are sufficiently smooth that derivatives can be taken.

Derivatives of scalar-valued functions of vectorsEdit

Let   be a real-valued function of the vector  . Then the derivative of   with respect to   (or at  ) in the direction   is defined as

 

for all vectors  .

Properties:

  1. If   then  
  2. If   then  
  3. If   then  

Derivatives of vector-valued functions of vectorsEdit

Let   be a vector-valued function of the vector  . Then the derivative of   with respect to   (or at  ) in the direction   is the second-order tensor defined as

 

for all vectors  .

Properties:

  1. If   then  
  2. If   then  
  3. If   then  

Derivatives of scalar-valued functions of second-order tensorsEdit

Let   be a real-valued function of the second order tensor  . Then the derivative of   with respect to   (or at  ) in the direction   is the second order tensor defined as

 

for all second order tensors  .

Properties:

  1. If   then  
  2. If   then  
  3. If   then  

Derivatives of tensor-valued functions of second-order tensorsEdit

Let   be a second order tensor-valued function of the second order tensor  . Then the derivative of   with respect to   (or at  ) in the direction   is the fourth order tensor defined as

 

for all second order tensors  .

Properties:

  1. If   then  
  2. If   then  
  3. If   then  
  4. If   then  

See alsoEdit

NotesEdit

  1. ^ https://xkcd.com/927/
  2. ^ R. Wrede; M.R. Spiegel (2010). Advanced Calculus (3rd ed.). Schaum's Outline Series. ISBN 978-0-07-162366-7.
  3. ^ The applicability extends to functions over spaces without a metric and to differentiable manifolds, such as in general relativity.
  4. ^ If the dot product is undefined, the gradient is also undefined; however, for differentiable f, the directional derivative is still defined, and a similar relation exists with the exterior derivative.
  5. ^ Thomas, George B. Jr.; and Finney, Ross L. (1979) Calculus and Analytic Geometry, Addison-Wesley Publ. Co., fifth edition, p. 593.
  6. ^ This typically assumes a Euclidean space – for example, a function of several variables typically has no definition of the magnitude of a vector, and hence of a unit vector.
  7. ^ Hughes-Hallet, Deborah; McCallum, William G.; Gleason, Andrew M. (2012-01-01). Calculus : Single and multivariable. John wiley. p. 780. ISBN 9780470888612. OCLC 828768012.
  8. ^ Zee, A. (2013). Einstein gravity in a nutshell. Princeton: Princeton University Press. p. 341. ISBN 9780691145587.
  9. ^ Weinberg, Steven (1999). The quantum theory of fields (Reprinted (with corr.). ed.). Cambridge [u.a.]: Cambridge Univ. Press. ISBN 9780521550017.
  10. ^ Zee, A. (2013). Einstein gravity in a nutshell. Princeton: Princeton University Press. ISBN 9780691145587.
  11. ^ Mexico, Kevin Cahill, University of New (2013). Physical mathematics (Repr. ed.). Cambridge: Cambridge University Press. ISBN 978-1107005211.
  12. ^ Edwards, Ron Larson, Robert, Bruce H. (2010). Calculus of a single variable (9th ed.). Belmont: Brooks/Cole. ISBN 9780547209982.
  13. ^ Shankar, R. (1994). Principles of quantum mechanics (2nd ed.). New York: Kluwer Academic / Plenum. p. 318. ISBN 9780306447907.
  14. ^ J. E. Marsden and T. J. R. Hughes, 2000, Mathematical Foundations of Elasticity, Dover.

ReferencesEdit

  • Hildebrand, F. B. (1976). Advanced Calculus for Applications. Prentice Hall. ISBN 0-13-011189-9.
  • K.F. Riley; M.P. Hobson; S.J. Bence (2010). Mathematical methods for physics and engineering. Cambridge University Press. ISBN 978-0-521-86153-3.

External linksEdit