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math121b:02-07

2020-02-07, Friday

Today, we talk about Laplacian operator.

The formula

Take Rn\R^n to be our space. Let x1,,xnx_1, \cdots, x_n be the standard coordinates. Let u1,,unu_1, \cdots, u_n be a general curvilinear coordinates. Then, we have vector basis transformation rule ui=jxjuixi. \frac{\d}{\d u_i} = \sum_j \frac{\d x_j}{\d u_i}\frac{\d}{\d x_i}.

We can then compute the component of metric tensor in uiu_i coordinates gij=g(ui,uj)=kxkuixkujg_{ij} = g (\frac{\d}{\d u_i}, \frac{\d}{\d u_j}) = \sum_k \frac{\d x_k}{\d u_i} \frac{\d x_k}{\d u_j}

If we view gijg_{ij} as entries of a matrix [gij][g_{ij}], then we denote gijg^{ij} the entries of the inverse matrix. Let g=det([gij])|g| = \det( [g_{ij}] ) be the determinant of the matrix. Then, our formula for the Laplacian operator is (where i=/ui\d_i = \d / \d u_i)

Δf=i,j1gi(gijgj(f)) \Delta f = \sum_{i,j} \frac{1}{\sqrt{|g|}} \d_i (g^{ij} \sqrt{|g|} \d_j(f))

Testing the formula

Let's consider spherical coordinates, we have x=rsinθcosϕ,y=rsinθ,sinϕ,z=rcosθ. x = r \sin \theta \cos \phi, \quad y = r \sin \theta, \sin \phi, \quad z = r \cos \theta.

Denote u1=r,u2=θ,u3=ϕu_1 = r, u_2 = \theta, u_3 = \phi. Then we have g11=1=r2,g22=r2=θ2,g33=r2sin2θ=ϕ2. g_{11} = 1 = \| \d_r \|^2, \quad g_{22} = r^2 = \| \d_\theta \|^2, \quad g_{33} = r^2 \sin^2 \theta = \| \d_\phi\|^2. The g=r2sin(θ)\sqrt{|g|} = r^2 \sin(\theta)

This is an example of ortho-curvilinear coordinate, which means idj\d_i \perp d_j , i.e. gij=0g_{ij}=0, for iji \neq j, This simplifie the expression tremendorsly, because gii=1/giig^{ii} = 1 / g_{ii}.

Δf=1r2sinθr(r2sinθr(f))+1r2sinθθ(r2sinθr2θ(f))+1r2sinθϕ(r2sinθr2sin2θϕ(f))\Delta f = \frac{1}{r^2 \sin \theta} \d_r (r^2 \sin \theta \d_r(f)) + \frac{1}{r^2 \sin \theta} \d_\theta ( \frac{r^2 \sin \theta}{ r^2} \d_\theta(f)) + \frac{1}{r^2 \sin \theta} \d_\phi (\frac{r^2 \sin \theta}{r^2 \sin^2 \theta} \d_\phi(f)) =1r2r(r2r(f))+1r2sinθθ(sinθθ(f))+1r2sin2θϕ2f = \frac{1}{r^2 } \d_r (r^2 \d_r(f)) + \frac{1}{r^2 \sin \theta} \d_\theta ( \sin \theta \d_\theta(f)) + \frac{1}{r^2 \sin^2 \theta} \d^2_\phi f

Where does it come from?

Let ff be any smooth function on Rn\R^n and φ\varphi be a “compactly supported” function, which means φ(x)\varphi(x) vanishes if x|x| is sufficently large. We define Δf\Delta f such that the following is true for all φ\varphi

I=Rn(df(x),dφ(x))gdVolg(x)=Rn(Δf(x))φ(x)dVolg(x) I = \int_{\R^n} (df(x), d \varphi(x))_g d\z{Vol}_g(x) = \int_{\R^n} (-\Delta f(x)) \varphi(x) d\z{Vol}_g(x)

(1) If we use Cartesian coordinate, then the above formula translates into

I=ixifxiφdx1dxn=(ixi2f)φdx1dxn I = \int \sum_i \d_{x_i} f \cdot \d_{x_i} \varphi dx_1 \cdots d x_n = \int (- \sum_i \d_{x_i}^2 f) \cdot \varphi dx_1 \cdots d x_n where we used integration by part. Thus, we get Δf(x)=ixi2f(x) \Delta f(x) = \sum_i\d_{x_i}^2 f(x) So this definition makes sense.

(2) If we use curvilinear cooridnate , then we claim that dVolg(u)=gdu1dun(1) d Vol_g(u) = \sqrt{|g|} du_1\cdots du_n \tag{1} and that (df,dφ)g=i,jgijuifujφ(2) (df, d\varphi)_g = \sum_{i,j} g^{ij} \d_{u_i} f \d_{u_j} \varphi \tag{2}.

Given these two claim, we get I=i,jgijuifujφgdu1dun=i,juj(gijguif)φdu1dun I = \int \sum_{i,j} g^{ij} \d_{u_i} f \d_{u_j} \varphi \sqrt{|g|} du_1\cdots du_n = \int -\sum_{i,j} \d_{u_j}(g^{ij} \sqrt{|g|} \d_{u_i} f) \varphi du_1\cdots du_n =1gi,juj(gijguif)φgdu1dun = \int -\frac{1}{\sqrt{|g|}}\sum_{i,j} \d_{u_j}(g^{ij} \sqrt{|g|} \d_{u_i} f) \varphi \sqrt{|g|} du_1\cdots du_n Hence, we have Δf=1gi,juj(gijguif) \Delta f = \frac{1}{\sqrt{|g|}}\sum_{i,j} \d_{u_j}(g^{ij} \sqrt{|g|} \d_{u_i} f)

Tying up the loose ends

We will prove the two claims above. The first is about volume element.

Volume Element

I will motivate this using vector space. Suppose we are in Rn\R^n, and we have a new basis e~1,,e~n\gdef\t\tilde \t e_1, \cdots, \t e_n. We are interested in getting the volume spanned by the skewed cube with sides given by these basis vectors.

You say, this is easy! Suppose we know the components of e~i\t e_i in the standard basis, then we can write e~i=jaijej \t e_i = \sum_j a_{ij} e_j and detaij| \det a_{ij} | is our desired volume.

The fancy way of saying this is that detaij=e~1e~ne1en \det a_{ij} = \frac{\t e_1 \wedge \cdots \wedge \t e_n }{e_1 \wedge \cdots \wedge e_n} We take the volume of e1ene_1 \wedge \cdots \wedge e_n to be one. Then take the absolute number of detaij\det a_{ij}, just in case it is a negative number.

However, we are not given aija_{ij}! We are only given the gijg_{ij}, which are gij=g(e~i,e~j) g_{ij} = g(\t e_i, \t e_j) Fortunately, we can obtain gijg_{ij} from aija_{ij}, and their determinants are also related. Concretely, we have gij=kaikajk g_{ij} = \sum_k a_{ik} a_{jk} Hence, if you view GG as the matrix with entry gijg_{ij} and AA as a matrix with entries aija_{ij}, we get G=AATdetG=det(AAT)=detAdetAT=(detA)2G = A A^T \Rightarrow \det G = \det (A A^T) = \det A \cdot \det A^T = (\det A)^2 Thus, to get detA|\det A|, we can just do detA=detG |\det A| = \sqrt{\det G} and don't worry, GG is positive definite, hence detG>0\det G > 0, so the square-root make sense.

Cotangent Vector

For pRnp \in \R^n, we define TpRnT_p \R^n to be the dual vector space of TpRnT_p \R^n, and an element of it is called a covector, or cotangnet vector.

If ff is a function, then df(p)df(p) is an element of TpRnT^*_p \R^n. In Cartesian coordiante, we can write df=ifxidxi df = \sum_i \frac{\d f}{\d x_i} d x_i

Actually, if we are given any coordinate system (u1,,un)(u_1, \cdots, u_n), then we have a basis of TpRnT^*_p \R^n, given by du1,,dundu_1, \cdots, d u_n. And any dfdf can be written as df=ifuidui. df = \sum_i \frac{\d f}{\d u_i} d u_i.

Inner product of Covector

But, you wrote (df,dφ)g (df, d\varphi)_g, what is that? It means, I am taking inner product of two co-vectors, using information of gg.

Wait, gg is only inner product on TpRnT_p \R^n, how do you get inner product on TpRnT^*_p \R^n.

Well, in general, if VV has an inner product, we can equip VV^* with an inner product in the following way. Take eie_i an orthonormal basis of VV, and hih^i the dual basis of VV^*. We declare hih^i to be an orthonormal basis of VV^*. This declaration defines an inner product on VV^*, sometimes denoted as gg^*.

That is still kind of abstract, let us use basis. Say, you pick a basis eie_i of VV, and you know that gij=g(ei,ej)g_{ij} = g(e_i, e_j). You want to find out gg^* on VV^* using the dual basis hih^i. We then know that gij:=g(hi,hj)g^{ij} : = g^*(h^i, h^j) forms a matrix, and it is the inverse matrix for the one formed by gijg_{ij}. (Warning, we do not have $g^{ij} = \frac{1}{g_{ij}$, we should take the matrix inverse.)

That's it. Hence, we write (df,dφ)g=g(ifduidui,jφdujduj)=i,jfduiφdujg(dui,duj)=i,jfduiφdujgij (df, d\varphi)_g = g^*( \sum_i \frac{\d f}{d u_i} d u_i, \sum_j \frac{\d \varphi}{d u_j} d u_j) = \sum_{i,j } \frac{\d f}{d u_i}\frac{\d \varphi}{d u_j} g^* (d u_i, d u_j) =\sum_{i,j } \frac{\d f}{d u_i}\frac{\d \varphi}{d u_j} g^{ij}

math121b/02-07.txt · Last modified: 2020/02/07 01:36 by pzhou