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Wikipedia

Gradient

In vector calculus, the gradient of a scalar-valued differentiable function f of several variables is the vector field (or vector-valued function) whose value at a point is the "direction and rate of fastest increase". If the gradient of a function is non-zero at a point p, the direction of the gradient is the direction in which the function increases most quickly from p, and the magnitude of the gradient is the rate of increase in that direction, the greatest absolute directional derivative.[1] Further, a point where the gradient is the zero vector is known as a stationary point. The gradient thus plays a fundamental role in optimization theory, where it is used to maximize a function by gradient ascent. In coordinate-free terms, the gradient of a function may be defined by:

The gradient, represented by the blue arrows, denotes the direction of greatest change of a scalar function. The values of the function are represented in greyscale and increase in value from white (low) to dark (high).

where df is the total infinitesimal change in f for an infinitesimal displacement , and is seen to be maximal when is in the direction of the gradient . The nabla symbol , written as an upside-down triangle and pronounced "del", denotes the vector differential operator.

When a coordinate system is used in which the basis vectors are not functions of position, the gradient is given by the vector[a] whose components are the partial derivatives of at .[2] That is, for , its gradient is defined at the point in n-dimensional space as the vector[b]

The gradient is dual to the total derivative : the value of the gradient at a point is a tangent vector – a vector at each point; while the value of the derivative at a point is a cotangent vector – a linear functional on vectors.[c] They are related in that the dot product of the gradient of f at a point p with another tangent vector v equals the directional derivative of f at p of the function along v; that is, . The gradient admits multiple generalizations to more general functions on manifolds; see § Generalizations.

Motivation

 
Gradient of the 2D function f(x, y) = xe−(x2 + y2) is plotted as arrows over the pseudocolor plot of the function.

Consider a room where the temperature is given by a scalar field, T, so at each point (x, y, z) the temperature is T(x, y, z), independent of time. At each point in the room, the gradient of T at that point will show the direction in which the temperature rises most quickly, moving away from (x, y, z). The magnitude of the gradient will determine how fast the temperature rises in that direction.

Consider a surface whose height above sea level at point (x, y) is H(x, y). The gradient of H at a point is a plane vector pointing in the direction of the steepest slope or grade at that point. The steepness of the slope at that point is given by the magnitude of the gradient vector.

The gradient can also be used to measure how a scalar field changes in other directions, rather than just the direction of greatest change, by taking a dot product. Suppose that the steepest slope on a hill is 40%. A road going directly uphill has slope 40%, but a road going around the hill at an angle will have a shallower slope. For example, if the road is at a 60° angle from the uphill direction (when both directions are projected onto the horizontal plane), then the slope along the road will be the dot product between the gradient vector and a unit vector along the road, namely 40% times the cosine of 60°, or 20%.

More generally, if the hill height function H is differentiable, then the gradient of H dotted with a unit vector gives the slope of the hill in the direction of the vector, the directional derivative of H along the unit vector.

Notation

The gradient of a function   at point   is usually written as  . It may also be denoted by any of the following:

  •   : to emphasize the vector nature of the result.
  • grad f
  •   and   : Einstein notation.

Definition

 
The gradient of the function f(x,y) = −(cos2x + cos2y)2 depicted as a projected vector field on the bottom plane.

The gradient (or gradient vector field) of a scalar function f(x1, x2, x3, …, xn) is denoted f or f where (nabla) denotes the vector differential operator, del. The notation grad f is also commonly used to represent the gradient. The gradient of f is defined as the unique vector field whose dot product with any vector v at each point x is the directional derivative of f along v. That is,

 

where the right-side hand is the directional derivative and there are many ways to represent it. Formally, the derivative is dual to the gradient; see relationship with derivative.

When a function also depends on a parameter such as time, the gradient often refers simply to the vector of its spatial derivatives only (see Spatial gradient).

The magnitude and direction of the gradient vector are independent of the particular coordinate representation.[3][4]

Cartesian coordinates

In the three-dimensional Cartesian coordinate system with a Euclidean metric, the gradient, if it exists, is given by:

 

where i, j, k are the standard unit vectors in the directions of the x, y and z coordinates, respectively. For example, the gradient of the function

 

is

 

In some applications it is customary to represent the gradient as a row vector or column vector of its components in a rectangular coordinate system; this article follows the convention of the gradient being a column vector, while the derivative is a row vector.

Cylindrical and spherical coordinates

In cylindrical coordinates with a Euclidean metric, the gradient is given by:[5]

 

where ρ is the axial distance, φ is the azimuthal or azimuth angle, z is the axial coordinate, and eρ, eφ and ez are unit vectors pointing along the coordinate directions.

In spherical coordinates, the gradient is given by:[5]

 

where r is the radial distance, φ is the azimuthal angle and θ is the polar angle, and er, eθ and eφ are again local unit vectors pointing in the coordinate directions (that is, the normalized covariant basis).

For the gradient in other orthogonal coordinate systems, see Orthogonal coordinates (Differential operators in three dimensions).

General coordinates

We consider general coordinates, which we write as x1, …, xi, …, xn, where n is the number of dimensions of the domain. Here, the upper index refers to the position in the list of the coordinate or component, so x2 refers to the second component—not the quantity x squared. The index variable i refers to an arbitrary element xi. Using Einstein notation, the gradient can then be written as:

 
(Note that its dual is  ),

where   and   refer to the unnormalized local covariant and contravariant bases respectively,   is the inverse metric tensor, and the Einstein summation convention implies summation over i and j.

If the coordinates are orthogonal we can easily express the gradient (and the differential) in terms of the normalized bases, which we refer to as   and  , using the scale factors (also known as Lamé coefficients)   :

 
(and  ),

where we cannot use Einstein notation, since it is impossible to avoid the repetition of more than two indices. Despite the use of upper and lower indices,  ,  , and   are neither contravariant nor covariant.

The latter expression evaluates to the expressions given above for cylindrical and spherical coordinates.

Relationship with derivative

Relationship with total derivative

The gradient is closely related to the total derivative (total differential)  : they are transpose (dual) to each other. Using the convention that vectors in   are represented by column vectors, and that covectors (linear maps  ) are represented by row vectors,[a] the gradient   and the derivative   are expressed as a column and row vector, respectively, with the same components, but transpose of each other:

 
 

While these both have the same components, they differ in what kind of mathematical object they represent: at each point, the derivative is a cotangent vector, a linear form (covector) which expresses how much the (scalar) output changes for a given infinitesimal change in (vector) input, while at each point, the gradient is a tangent vector, which represents an infinitesimal change in (vector) input. In symbols, the gradient is an element of the tangent space at a point,  , while the derivative is a map from the tangent space to the real numbers,  . The tangent spaces at each point of   can be "naturally" identified[d] with the vector space   itself, and similarly the cotangent space at each point can be naturally identified with the dual vector space   of covectors; thus the value of the gradient at a point can be thought of a vector in the original  , not just as a tangent vector.

Computationally, given a tangent vector, the vector can be multiplied by the derivative (as matrices), which is equal to taking the dot product with the gradient:

 

Differential or (exterior) derivative

The best linear approximation to a differentiable function

 

at a point x in Rn is a linear map from Rn to R which is often denoted by dfx or Df(x) and called the differential or total derivative of f at x. The function df, which maps x to dfx, is called the total differential or exterior derivative of f and is an example of a differential 1-form.

Much as the derivative of a function of a single variable represents the slope of the tangent to the graph of the function,[6] the directional derivative of a function in several variables represents the slope of the tangent hyperplane in the direction of the vector.

The gradient is related to the differential by the formula

 

for any vRn, where   is the dot product: taking the dot product of a vector with the gradient is the same as taking the directional derivative along the vector.

If Rn is viewed as the space of (dimension n) column vectors (of real numbers), then one can regard df as the row vector with components

 

so that dfx(v) is given by matrix multiplication. Assuming the standard Euclidean metric on Rn, the gradient is then the corresponding column vector, that is,

 

Linear approximation to a function

The best linear approximation to a function can be expressed in terms of the gradient, rather than the derivative. The gradient of a function f from the Euclidean space Rn to R at any particular point x0 in Rn characterizes the best linear approximation to f at x0. The approximation is as follows:

 

for x close to x0, where (∇f )x0 is the gradient of f computed at x0, and the dot denotes the dot product on Rn. This equation is equivalent to the first two terms in the multivariable Taylor series expansion of f at x0.

Relationship with Fréchet derivative

Let U be an open set in Rn. If the function f : UR is differentiable, then the differential of f is the Fréchet derivative of f. Thus f is a function from U to the space Rn such that

 
where · is the dot product.

As a consequence, the usual properties of the derivative hold for the gradient, though the gradient is not a derivative itself, but rather dual to the derivative:

Linearity
The gradient is linear in the sense that if f and g are two real-valued functions differentiable at the point aRn, and α and β are two constants, then αf + βg is differentiable at a, and moreover
 
Product rule
If f and g are real-valued functions differentiable at a point aRn, then the product rule asserts that the product fg is differentiable at a, and
 
Chain rule
Suppose that f : AR is a real-valued function defined on a subset A of Rn, and that f is differentiable at a point a. There are two forms of the chain rule applying to the gradient. First, suppose that the function g is a parametric curve; that is, a function g : IRn maps a subset IR into Rn. If g is differentiable at a point cI such that g(c) = a, then
 
where ∘ is the composition operator: (f ∘ g)(x) = f(g(x)).

More generally, if instead IRk, then the following holds:

 
where (Dg)T denotes the transpose Jacobian matrix.

For the second form of the chain rule, suppose that h : IR is a real valued function on a subset I of R, and that h is differentiable at the point f(a) ∈ I. Then

 

Further properties and applications

Level sets

A level surface, or isosurface, is the set of all points where some function has a given value.

If f is differentiable, then the dot product (∇f )xv of the gradient at a point x with a vector v gives the directional derivative of f at x in the direction v. It follows that in this case the gradient of f is orthogonal to the level sets of f. For example, a level surface in three-dimensional space is defined by an equation of the form F(x, y, z) = c. The gradient of F is then normal to the surface.

More generally, any embedded hypersurface in a Riemannian manifold can be cut out by an equation of the form F(P) = 0 such that dF is nowhere zero. The gradient of F is then normal to the hypersurface.

Similarly, an affine algebraic hypersurface may be defined by an equation F(x1, ..., xn) = 0, where F is a polynomial. The gradient of F is zero at a singular point of the hypersurface (this is the definition of a singular point). At a non-singular point, it is a nonzero normal vector.

Conservative vector fields and the gradient theorem

The gradient of a function is called a gradient field. A (continuous) gradient field is always a conservative vector field: its line integral along any path depends only on the endpoints of the path, and can be evaluated by the gradient theorem (the fundamental theorem of calculus for line integrals). Conversely, a (continuous) conservative vector field is always the gradient of a function.

Generalizations

Jacobian

The Jacobian matrix is the generalization of the gradient for vector-valued functions of several variables and differentiable maps between Euclidean spaces or, more generally, manifolds.[7][8] A further generalization for a function between Banach spaces is the Fréchet derivative.

Suppose f : RnRm is a function such that each of its first-order partial derivatives exist on n. Then the Jacobian matrix of f is defined to be an m×n matrix, denoted by   or simply  . The (i,j)th entry is  . Explicitly

 

Gradient of a vector field

Since the total derivative of a vector field is a linear mapping from vectors to vectors, it is a tensor quantity.

In rectangular coordinates, the gradient of a vector field f = ( f1, f2, f3) is defined by:

 

(where the Einstein summation notation is used and the tensor product of the vectors ei and ek is a dyadic tensor of type (2,0)). Overall, this expression equals the transpose of the Jacobian matrix:

 

In curvilinear coordinates, or more generally on a curved manifold, the gradient involves Christoffel symbols:

 

where gjk are the components of the inverse metric tensor and the ei are the coordinate basis vectors.

Expressed more invariantly, the gradient of a vector field f can be defined by the Levi-Civita connection and metric tensor:[9]

 

where c is the connection.

Riemannian manifolds

For any smooth function f on a Riemannian manifold (M, g), the gradient of f is the vector field f such that for any vector field X,

 

that is,

 

where gx( , ) denotes the inner product of tangent vectors at x defined by the metric g and Xf is the function that takes any point xM to the directional derivative of f in the direction X, evaluated at x. In other words, in a coordinate chart φ from an open subset of M to an open subset of Rn, (∂Xf )(x) is given by:

 

where Xj denotes the jth component of X in this coordinate chart.

So, the local form of the gradient takes the form:

 

Generalizing the case M = Rn, the gradient of a function is related to its exterior derivative, since

 

More precisely, the gradient f is the vector field associated to the differential 1-form df using the musical isomorphism

 

(called "sharp") defined by the metric g. The relation between the exterior derivative and the gradient of a function on Rn is a special case of this in which the metric is the flat metric given by the dot product.

See also

Notes

  1. ^ a b This article uses the convention that column vectors represent vectors, and row vectors represent covectors, but the opposite convention is also common.
  2. ^ Strictly speaking, the gradient is a vector field  , and the value of the gradient at a point is a tangent vector in the tangent space at that point,  , not a vector in the original space  . However, all the tangent spaces can be naturally identified with the original space  , so these do not need to be distinguished; see § Definition and relationship with the derivative.
  3. ^ The value of the gradient at a point can be thought of as a vector in the original space  , while the value of the derivative at a point can be thought of as a covector on the original space: a linear map  .
  4. ^ Informally, "naturally" identified means that this can be done without making any arbitrary choices. This can be formalized with a natural transformation.

References

  1. ^
  2. ^
  3. ^ Kreyszig (1972, pp. 308–309)
  4. ^ Stoker (1969, p. 292)
  5. ^ a b Schey 1992, pp. 139–142.
  6. ^ Protter & Morrey (1970, pp. 21, 88)
  7. ^ Beauregard & Fraleigh (1973, pp. 87, 248)
  8. ^ Kreyszig (1972, pp. 333, 353, 496)
  9. ^ Dubrovin, Fomenko & Novikov 1991, pp. 348–349.
  • Bachman, David (2007), Advanced Calculus Demystified, New York: McGraw-Hill, ISBN 978-0-07-148121-2
  • Beauregard, Raymond A.; Fraleigh, John B. (1973), A First Course In Linear Algebra: with Optional Introduction to Groups, Rings, and Fields, Boston: Houghton Mifflin Company, ISBN 0-395-14017-X
  • Downing, Douglas, Ph.D. (2010), Barron's E-Z Calculus, New York: Barron's, ISBN 978-0-7641-4461-5
  • Dubrovin, B. A.; Fomenko, A. T.; Novikov, S. P. (1991). Modern Geometry—Methods and Applications: Part I: The Geometry of Surfaces, Transformation Groups, and Fields. Graduate Texts in Mathematics (2nd ed.). Springer. ISBN 978-0-387-97663-1.
  • Harper, Charlie (1976), Introduction to Mathematical Physics, New Jersey: Prentice-Hall, ISBN 0-13-487538-9
  • Kreyszig, Erwin (1972), Advanced Engineering Mathematics (3rd ed.), New York: Wiley, ISBN 0-471-50728-8
  • "McGraw Hill Encyclopedia of Science & Technology". McGraw-Hill Encyclopedia of Science & Technology (10th ed.). New York: McGraw-Hill. 2007. ISBN 978-0-07-144143-8.
  • Moise, Edwin E. (1967), Calculus: Complete, Reading: Addison-Wesley
  • Protter, Murray H.; Morrey, Charles B. Jr. (1970), College Calculus with Analytic Geometry (2nd ed.), Reading: Addison-Wesley, LCCN 76087042
  • Schey, H. M. (1992). Div, Grad, Curl, and All That (2nd ed.). W. W. Norton. ISBN 0-393-96251-2. OCLC 25048561.
  • Stoker, J. J. (1969), Differential Geometry, New York: Wiley, ISBN 0-471-82825-4
  • Swokowski, Earl W.; Olinick, Michael; Pence, Dennis; Cole, Jeffery A. (1994), Calculus (6th ed.), Boston: PWS Publishing Company, ISBN 0-534-93624-5

Further reading

  • Korn, Theresa M.; Korn, Granino Arthur (2000). Mathematical Handbook for Scientists and Engineers: Definitions, Theorems, and Formulas for Reference and Review. Dover Publications. pp. 157–160. ISBN 0-486-41147-8. OCLC 43864234.

External links

gradient, this, article, about, generalized, derivative, multivariate, function, another, mathematics, slope, similarly, spelled, unit, angle, gradian, other, uses, disambiguation, this, article, needs, additional, citations, verification, please, help, improv. This article is about a generalized derivative of a multivariate function For another use in mathematics see Slope For a similarly spelled unit of angle see Gradian For other uses see Gradient disambiguation This article needs additional citations for verification Please help improve this article by adding citations to reliable sources Unsourced material may be challenged and removed Find sources Gradient news newspapers books scholar JSTOR January 2018 Learn how and when to remove this template message In vector calculus the gradient of a scalar valued differentiable function f of several variables is the vector field or vector valued function f displaystyle nabla f whose value at a point p displaystyle p is the direction and rate of fastest increase If the gradient of a function is non zero at a point p the direction of the gradient is the direction in which the function increases most quickly from p and the magnitude of the gradient is the rate of increase in that direction the greatest absolute directional derivative 1 Further a point where the gradient is the zero vector is known as a stationary point The gradient thus plays a fundamental role in optimization theory where it is used to maximize a function by gradient ascent In coordinate free terms the gradient of a function f r displaystyle f bf r may be defined by The gradient represented by the blue arrows denotes the direction of greatest change of a scalar function The values of the function are represented in greyscale and increase in value from white low to dark high d f f d r displaystyle df nabla f cdot d bf r where df is the total infinitesimal change in f for an infinitesimal displacement d r displaystyle d bf r and is seen to be maximal when d r displaystyle d bf r is in the direction of the gradient f displaystyle nabla f The nabla symbol displaystyle nabla written as an upside down triangle and pronounced del denotes the vector differential operator When a coordinate system is used in which the basis vectors are not functions of position the gradient is given by the vector a whose components are the partial derivatives of f displaystyle f at p displaystyle p 2 That is for f R n R displaystyle f colon mathbb R n to mathbb R its gradient f R n R n displaystyle nabla f colon mathbb R n to mathbb R n is defined at the point p x 1 x n displaystyle p x 1 ldots x n in n dimensional space as the vector b f p f x 1 p f x n p displaystyle nabla f p begin bmatrix frac partial f partial x 1 p vdots frac partial f partial x n p end bmatrix The gradient is dual to the total derivative d f displaystyle df the value of the gradient at a point is a tangent vector a vector at each point while the value of the derivative at a point is a cotangent vector a linear functional on vectors c They are related in that the dot product of the gradient of f at a point p with another tangent vector v equals the directional derivative of f at p of the function along v that is f p v f v p d f p v textstyle nabla f p cdot mathbf v frac partial f partial mathbf v p df p mathbf v The gradient admits multiple generalizations to more general functions on manifolds see Generalizations Contents 1 Motivation 2 Notation 3 Definition 3 1 Cartesian coordinates 3 2 Cylindrical and spherical coordinates 3 3 General coordinates 4 Relationship with derivative 4 1 Relationship with total derivative 4 1 1 Differential or exterior derivative 4 1 2 Linear approximation to a function 4 2 Relationship with Frechet derivative 5 Further properties and applications 5 1 Level sets 5 2 Conservative vector fields and the gradient theorem 6 Generalizations 6 1 Jacobian 6 2 Gradient of a vector field 6 3 Riemannian manifolds 7 See also 8 Notes 9 References 10 Further reading 11 External linksMotivation Edit Gradient of the 2D function f x y xe x2 y2 is plotted as arrows over the pseudocolor plot of the function Consider a room where the temperature is given by a scalar field T so at each point x y z the temperature is T x y z independent of time At each point in the room the gradient of T at that point will show the direction in which the temperature rises most quickly moving away from x y z The magnitude of the gradient will determine how fast the temperature rises in that direction Consider a surface whose height above sea level at point x y is H x y The gradient of H at a point is a plane vector pointing in the direction of the steepest slope or grade at that point The steepness of the slope at that point is given by the magnitude of the gradient vector The gradient can also be used to measure how a scalar field changes in other directions rather than just the direction of greatest change by taking a dot product Suppose that the steepest slope on a hill is 40 A road going directly uphill has slope 40 but a road going around the hill at an angle will have a shallower slope For example if the road is at a 60 angle from the uphill direction when both directions are projected onto the horizontal plane then the slope along the road will be the dot product between the gradient vector and a unit vector along the road namely 40 times the cosine of 60 or 20 More generally if the hill height function H is differentiable then the gradient of H dotted with a unit vector gives the slope of the hill in the direction of the vector the directional derivative of H along the unit vector Notation EditThe gradient of a function f displaystyle f at point a displaystyle a is usually written as f a displaystyle nabla f a It may also be denoted by any of the following f a displaystyle vec nabla f a to emphasize the vector nature of the result grad f i f displaystyle partial i f and f i displaystyle f i Einstein notation Definition Edit The gradient of the function f x y cos2x cos2y 2 depicted as a projected vector field on the bottom plane The gradient or gradient vector field of a scalar function f x1 x2 x3 xn is denoted f or f where nabla denotes the vector differential operator del The notation grad f is also commonly used to represent the gradient The gradient of f is defined as the unique vector field whose dot product with any vector v at each point x is the directional derivative of f along v That is f x v D v f x displaystyle big nabla f x big cdot mathbf v D mathbf v f x where the right side hand is the directional derivative and there are many ways to represent it Formally the derivative is dual to the gradient see relationship with derivative When a function also depends on a parameter such as time the gradient often refers simply to the vector of its spatial derivatives only see Spatial gradient The magnitude and direction of the gradient vector are independent of the particular coordinate representation 3 4 Cartesian coordinates Edit In the three dimensional Cartesian coordinate system with a Euclidean metric the gradient if it exists is given by f f x i f y j f z k displaystyle nabla f frac partial f partial x mathbf i frac partial f partial y mathbf j frac partial f partial z mathbf k where i j k are the standard unit vectors in the directions of the x y and z coordinates respectively For example the gradient of the function f x y z 2 x 3 y 2 sin z displaystyle f x y z 2x 3y 2 sin z is f 2 i 6 y j cos z k displaystyle nabla f 2 mathbf i 6y mathbf j cos z mathbf k In some applications it is customary to represent the gradient as a row vector or column vector of its components in a rectangular coordinate system this article follows the convention of the gradient being a column vector while the derivative is a row vector Cylindrical and spherical coordinates Edit Main article Del in cylindrical and spherical coordinates In cylindrical coordinates with a Euclidean metric the gradient is given by 5 f r f z f r e r 1 r f f e f f z e z displaystyle nabla f rho varphi z frac partial f partial rho mathbf e rho frac 1 rho frac partial f partial varphi mathbf e varphi frac partial f partial z mathbf e z where r is the axial distance f is the azimuthal or azimuth angle z is the axial coordinate and er ef and ez are unit vectors pointing along the coordinate directions In spherical coordinates the gradient is given by 5 f r 8 f f r e r 1 r f 8 e 8 1 r sin 8 f f e f displaystyle nabla f r theta varphi frac partial f partial r mathbf e r frac 1 r frac partial f partial theta mathbf e theta frac 1 r sin theta frac partial f partial varphi mathbf e varphi where r is the radial distance f is the azimuthal angle and 8 is the polar angle and er e8 and ef are again local unit vectors pointing in the coordinate directions that is the normalized covariant basis For the gradient in other orthogonal coordinate systems see Orthogonal coordinates Differential operators in three dimensions General coordinates Edit We consider general coordinates which we write as x1 xi xn where n is the number of dimensions of the domain Here the upper index refers to the position in the list of the coordinate or component so x2 refers to the second component not the quantity x squared The index variable i refers to an arbitrary element xi Using Einstein notation the gradient can then be written as f f x i g i j e j displaystyle nabla f frac partial f partial x i g ij mathbf e j Note that its dual is d f f x i e i textstyle mathrm d f frac partial f partial x i mathbf e i where e i x x i displaystyle mathbf e i partial mathbf x partial x i and e i d x i displaystyle mathbf e i mathrm d x i refer to the unnormalized local covariant and contravariant bases respectively g i j displaystyle g ij is the inverse metric tensor and the Einstein summation convention implies summation over i and j If the coordinates are orthogonal we can easily express the gradient and the differential in terms of the normalized bases which we refer to as e i displaystyle hat mathbf e i and e i displaystyle hat mathbf e i using the scale factors also known as Lame coefficients h i e i g i i 1 e i displaystyle h i lVert mathbf e i rVert sqrt g ii 1 lVert mathbf e i rVert f f x i g i j e j g j j i 1 n f x i 1 h i e i displaystyle nabla f frac partial f partial x i g ij hat mathbf e j sqrt g jj sum i 1 n frac partial f partial x i frac 1 h i mathbf hat e i and d f i 1 n f x i 1 h i e i textstyle mathrm d f sum i 1 n frac partial f partial x i frac 1 h i mathbf hat e i where we cannot use Einstein notation since it is impossible to avoid the repetition of more than two indices Despite the use of upper and lower indices e i displaystyle mathbf hat e i e i displaystyle mathbf hat e i and h i displaystyle h i are neither contravariant nor covariant The latter expression evaluates to the expressions given above for cylindrical and spherical coordinates Relationship with derivative EditRelationship with total derivative Edit The gradient is closely related to the total derivative total differential d f displaystyle df they are transpose dual to each other Using the convention that vectors in R n displaystyle mathbb R n are represented by column vectors and that covectors linear maps R n R displaystyle mathbb R n to mathbb R are represented by row vectors a the gradient f displaystyle nabla f and the derivative d f displaystyle df are expressed as a column and row vector respectively with the same components but transpose of each other f p f x 1 p f x n p displaystyle nabla f p begin bmatrix frac partial f partial x 1 p vdots frac partial f partial x n p end bmatrix d f p f x 1 p f x n p displaystyle df p begin bmatrix frac partial f partial x 1 p amp cdots amp frac partial f partial x n p end bmatrix While these both have the same components they differ in what kind of mathematical object they represent at each point the derivative is a cotangent vector a linear form covector which expresses how much the scalar output changes for a given infinitesimal change in vector input while at each point the gradient is a tangent vector which represents an infinitesimal change in vector input In symbols the gradient is an element of the tangent space at a point f p T p R n displaystyle nabla f p in T p mathbb R n while the derivative is a map from the tangent space to the real numbers d f p T p R n R displaystyle df p colon T p mathbb R n to mathbb R The tangent spaces at each point of R n displaystyle mathbb R n can be naturally identified d with the vector space R n displaystyle mathbb R n itself and similarly the cotangent space at each point can be naturally identified with the dual vector space R n displaystyle mathbb R n of covectors thus the value of the gradient at a point can be thought of a vector in the original R n displaystyle mathbb R n not just as a tangent vector Computationally given a tangent vector the vector can be multiplied by the derivative as matrices which is equal to taking the dot product with the gradient d f p v f x 1 p f x n p v 1 v n i 1 n f x i p v i f x 1 p f x n p v 1 v n f p v displaystyle df p v begin bmatrix frac partial f partial x 1 p amp cdots amp frac partial f partial x n p end bmatrix begin bmatrix v 1 vdots v n end bmatrix sum i 1 n frac partial f partial x i p v i begin bmatrix frac partial f partial x 1 p vdots frac partial f partial x n p end bmatrix cdot begin bmatrix v 1 vdots v n end bmatrix nabla f p cdot v Differential or exterior derivative Edit The best linear approximation to a differentiable function f R n R displaystyle f colon mathbb R n to mathbb R at a point x in Rn is a linear map from Rn to R which is often denoted by dfx or Df x and called the differential or total derivative of f at x The function df which maps x to dfx is called the total differential or exterior derivative of f and is an example of a differential 1 form Much as the derivative of a function of a single variable represents the slope of the tangent to the graph of the function 6 the directional derivative of a function in several variables represents the slope of the tangent hyperplane in the direction of the vector The gradient is related to the differential by the formula f x v d f x v displaystyle nabla f x cdot v df x v for any v Rn where displaystyle cdot is the dot product taking the dot product of a vector with the gradient is the same as taking the directional derivative along the vector If Rn is viewed as the space of dimension n column vectors of real numbers then one can regard df as the row vector with components f x 1 f x n displaystyle left frac partial f partial x 1 dots frac partial f partial x n right so that dfx v is given by matrix multiplication Assuming the standard Euclidean metric on Rn the gradient is then the corresponding column vector that is f i d f i T displaystyle nabla f i df i mathsf T Linear approximation to a function Edit The best linear approximation to a function can be expressed in terms of the gradient rather than the derivative The gradient of a function f from the Euclidean space Rn to R at any particular point x0 in Rn characterizes the best linear approximation to f at x0 The approximation is as follows f x f x 0 f x 0 x x 0 displaystyle f x approx f x 0 nabla f x 0 cdot x x 0 for x close to x0 where f x0 is the gradient of f computed at x0 and the dot denotes the dot product on Rn This equation is equivalent to the first two terms in the multivariable Taylor series expansion of f at x0 Relationship with Frechet derivative Edit Let U be an open set in Rn If the function f U R is differentiable then the differential of f is the Frechet derivative of f Thus f is a function from U to the space Rn such thatlim h 0 f x h f x f x h h 0 displaystyle lim h to 0 frac f x h f x nabla f x cdot h h 0 where is the dot product As a consequence the usual properties of the derivative hold for the gradient though the gradient is not a derivative itself but rather dual to the derivative Linearity The gradient is linear in the sense that if f and g are two real valued functions differentiable at the point a Rn and a and b are two constants then af bg is differentiable at a and moreover a f b g a a f a b g a displaystyle nabla left alpha f beta g right a alpha nabla f a beta nabla g a Product rule If f and g are real valued functions differentiable at a point a Rn then the product rule asserts that the product fg is differentiable at a and f g a f a g a g a f a displaystyle nabla fg a f a nabla g a g a nabla f a Chain rule Suppose that f A R is a real valued function defined on a subset A of Rn and that f is differentiable at a point a There are two forms of the chain rule applying to the gradient First suppose that the function g is a parametric curve that is a function g I Rn maps a subset I R into Rn If g is differentiable at a point c I such that g c a then f g c f a g c displaystyle f circ g c nabla f a cdot g c where is the composition operator f g x f g x More generally if instead I Rk then the following holds f g c D g c T f a displaystyle nabla f circ g c big Dg c big mathsf T big nabla f a big where Dg T denotes the transpose Jacobian matrix For the second form of the chain rule suppose that h I R is a real valued function on a subset I of R and that h is differentiable at the point f a I Then h f a h f a f a displaystyle nabla h circ f a h big f a big nabla f a Further properties and applications EditLevel sets Edit See also Level set Level sets versus the gradient A level surface or isosurface is the set of all points where some function has a given value If f is differentiable then the dot product f x v of the gradient at a point x with a vector v gives the directional derivative of f at x in the direction v It follows that in this case the gradient of f is orthogonal to the level sets of f For example a level surface in three dimensional space is defined by an equation of the form F x y z c The gradient of F is then normal to the surface More generally any embedded hypersurface in a Riemannian manifold can be cut out by an equation of the form F P 0 such that dF is nowhere zero The gradient of F is then normal to the hypersurface Similarly an affine algebraic hypersurface may be defined by an equation F x1 xn 0 where F is a polynomial The gradient of F is zero at a singular point of the hypersurface this is the definition of a singular point At a non singular point it is a nonzero normal vector Conservative vector fields and the gradient theorem Edit Main article Gradient theorem The gradient of a function is called a gradient field A continuous gradient field is always a conservative vector field its line integral along any path depends only on the endpoints of the path and can be evaluated by the gradient theorem the fundamental theorem of calculus for line integrals Conversely a continuous conservative vector field is always the gradient of a function Generalizations EditJacobian Edit Main article Jacobian matrix and determinant The Jacobian matrix is the generalization of the gradient for vector valued functions of several variables and differentiable maps between Euclidean spaces or more generally manifolds 7 8 A further generalization for a function between Banach spaces is the Frechet derivative Suppose f Rn Rm is a function such that each of its first order partial derivatives exist on ℝn Then the Jacobian matrix of f is defined to be an m n matrix denoted by J f x displaystyle mathbf J mathbb f mathbb x or simply J displaystyle mathbf J The i j th entry is J i j f i x j displaystyle mathbf J ij frac partial f i partial x j ExplicitlyJ f x 1 f x n T f 1 T f m f 1 x 1 f 1 x n f m x 1 f m x n displaystyle mathbf J begin bmatrix dfrac partial mathbf f partial x 1 amp cdots amp dfrac partial mathbf f partial x n end bmatrix begin bmatrix nabla mathsf T f 1 vdots nabla mathsf T f m end bmatrix begin bmatrix dfrac partial f 1 partial x 1 amp cdots amp dfrac partial f 1 partial x n vdots amp ddots amp vdots dfrac partial f m partial x 1 amp cdots amp dfrac partial f m partial x n end bmatrix Gradient of a vector field Edit See also Covariant derivative Since the total derivative of a vector field is a linear mapping from vectors to vectors it is a tensor quantity In rectangular coordinates the gradient of a vector field f f1 f2 f3 is defined by f g j k f i x j e i e k displaystyle nabla mathbf f g jk frac partial f i partial x j mathbf e i otimes mathbf e k where the Einstein summation notation is used and the tensor product of the vectors ei and ek is a dyadic tensor of type 2 0 Overall this expression equals the transpose of the Jacobian matrix f i x j f 1 f 2 f 3 x 1 x 2 x 3 displaystyle frac partial f i partial x j frac partial f 1 f 2 f 3 partial x 1 x 2 x 3 In curvilinear coordinates or more generally on a curved manifold the gradient involves Christoffel symbols f g j k f i x j G i j l f l e i e k displaystyle nabla mathbf f g jk left frac partial f i partial x j Gamma i jl f l right mathbf e i otimes mathbf e k where gjk are the components of the inverse metric tensor and the ei are the coordinate basis vectors Expressed more invariantly the gradient of a vector field f can be defined by the Levi Civita connection and metric tensor 9 a f b g a c c f b displaystyle nabla a f b g ac nabla c f b where c is the connection Riemannian manifolds Edit For any smooth function f on a Riemannian manifold M g the gradient of f is the vector field f such that for any vector field X g f X X f displaystyle g nabla f X partial X f that is g x f x X x X f x displaystyle g x big nabla f x X x big partial X f x where gx denotes the inner product of tangent vectors at x defined by the metric g and X f is the function that takes any point x M to the directional derivative of f in the direction X evaluated at x In other words in a coordinate chart f from an open subset of M to an open subset of Rn X f x is given by j 1 n X j f x x j f f 1 f x displaystyle sum j 1 n X j big varphi x big frac partial partial x j f circ varphi 1 Bigg varphi x where Xj denotes the j th component of X in this coordinate chart So the local form of the gradient takes the form f g i k f x k e i displaystyle nabla f g ik frac partial f partial x k textbf e i Generalizing the case M Rn the gradient of a function is related to its exterior derivative since X f x d f x X x displaystyle partial X f x df x X x More precisely the gradient f is the vector field associated to the differential 1 form df using the musical isomorphism g T M T M displaystyle sharp sharp g colon T M to TM called sharp defined by the metric g The relation between the exterior derivative and the gradient of a function on Rn is a special case of this in which the metric is the flat metric given by the dot product See also Edit Wikimedia Commons has media related to Gradient fields Curl Divergence Four gradient Hessian matrix Skew gradientNotes Edit a b This article uses the convention that column vectors represent vectors and row vectors represent covectors but the opposite convention is also common Strictly speaking the gradient is a vector field f R n T R n displaystyle f colon mathbb R n to T mathbb R n and the value of the gradient at a point is a tangent vector in the tangent space at that point T p R n displaystyle T p mathbb R n not a vector in the original space R n displaystyle mathbb R n However all the tangent spaces can be naturally identified with the original space R n displaystyle mathbb R n so these do not need to be distinguished see Definition and relationship with the derivative The value of the gradient at a point can be thought of as a vector in the original space R n displaystyle mathbb R n while the value of the derivative at a point can be thought of as a covector on the original space a linear map R n R displaystyle mathbb R n to mathbb R Informally naturally identified means that this can be done without making any arbitrary choices This can be formalized with a natural transformation References Edit Bachman 2007 p 77 Downing 2010 pp 316 317 Kreyszig 1972 p 309 McGraw Hill 2007 p 196 Moise 1967 p 684 Protter amp Morrey 1970 p 715 Swokowski et al 1994 pp 1036 1038 1039 Bachman 2007 p 76 Beauregard amp Fraleigh 1973 p 84 Downing 2010 p 316 Harper 1976 p 15 Kreyszig 1972 p 307 McGraw Hill 2007 p 196 Moise 1967 p 683 Protter amp Morrey 1970 p 714 Swokowski et al 1994 p 1038 Kreyszig 1972 pp 308 309 Stoker 1969 p 292 a b Schey 1992 pp 139 142 Protter amp Morrey 1970 pp 21 88 Beauregard amp Fraleigh 1973 pp 87 248 Kreyszig 1972 pp 333 353 496 Dubrovin Fomenko amp Novikov 1991 pp 348 349 Bachman David 2007 Advanced Calculus Demystified New York McGraw Hill ISBN 978 0 07 148121 2 Beauregard Raymond A Fraleigh John B 1973 A First Course In Linear Algebra with Optional Introduction to Groups Rings and Fields Boston Houghton Mifflin Company ISBN 0 395 14017 X Downing Douglas Ph D 2010 Barron s E Z Calculus New York Barron s ISBN 978 0 7641 4461 5 Dubrovin B A Fomenko A T Novikov S P 1991 Modern Geometry Methods and Applications Part I The Geometry of Surfaces Transformation Groups and Fields Graduate Texts in Mathematics 2nd ed Springer ISBN 978 0 387 97663 1 Harper Charlie 1976 Introduction to Mathematical Physics New Jersey Prentice Hall ISBN 0 13 487538 9 Kreyszig Erwin 1972 Advanced Engineering Mathematics 3rd ed New York Wiley ISBN 0 471 50728 8 McGraw Hill Encyclopedia of Science amp Technology McGraw Hill Encyclopedia of Science amp Technology 10th ed New York McGraw Hill 2007 ISBN 978 0 07 144143 8 Moise Edwin E 1967 Calculus Complete Reading Addison Wesley Protter Murray H Morrey Charles B Jr 1970 College Calculus with Analytic Geometry 2nd ed Reading Addison Wesley LCCN 76087042 Schey H M 1992 Div Grad Curl and All That 2nd ed W W Norton ISBN 0 393 96251 2 OCLC 25048561 Stoker J J 1969 Differential Geometry New York Wiley ISBN 0 471 82825 4 Swokowski Earl W Olinick Michael Pence Dennis Cole Jeffery A 1994 Calculus 6th ed Boston PWS Publishing Company ISBN 0 534 93624 5Further reading EditKorn Theresa M Korn Granino Arthur 2000 Mathematical Handbook for Scientists and Engineers Definitions Theorems and Formulas for Reference and Review Dover Publications pp 157 160 ISBN 0 486 41147 8 OCLC 43864234 External links Edit Look up gradient in Wiktionary the free dictionary Gradient Khan Academy Kuptsov L P 2001 1994 Gradient Encyclopedia of Mathematics EMS Press Weisstein Eric W Gradient MathWorld Retrieved from https en wikipedia org w index php title Gradient amp oldid 1132421611, wikipedia, wiki, book, books, library,

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