A (challenging?) question around the Jacobian matrix

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    Jacobian Matrix
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Discussion Overview

The discussion revolves around the properties of a matrix-valued function derived from the Jacobian matrix of a diffeomorphism on R^n. Participants explore whether this function, defined as an integral of the partial derivatives of the diffeomorphism, is invertible for any point x in R^n. The scope includes theoretical considerations and potential counterexamples in various dimensions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant poses the question of whether the matrix \( H_{i,j}(x) \) is invertible, suggesting that the answer might be negative but lacking counterexamples.
  • Another participant proposes a specific diffeomorphism in three dimensions as a potential counterexample, noting that \( H((0,0,1)) \) is singular.
  • A subsequent reply confirms that \( H(x,y,1) \) is singular for any \( x,y \), and questions the validity of the theorem in two dimensions.
  • Some participants express uncertainty about finding a counterexample in two dimensions and discuss the implications of the problem, hinting at possible topological considerations.
  • One participant attempts to provide a proof that \( H \) must be non-singular in two dimensions, using arguments related to linear dependence and the properties of diffeomorphisms, while acknowledging a lack of rigor in their explanation.
  • There is a suggestion that in higher dimensions, the situation may differ due to the possibility of some coefficients being zero, which could affect the diffeomorphic properties.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the invertibility of \( H_{i,j}(x) \) in two dimensions, with some proposing it might be true while others remain skeptical. The discussion includes competing views and unresolved questions regarding the theorem's validity across different dimensions.

Contextual Notes

Participants note that the problem may depend on the dimensionality of the space, with specific examples provided in three dimensions and ongoing uncertainty in two dimensions. The discussion highlights the complexity of the relationships between the Jacobian matrix and the proposed function.

Aleph-0
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Here is the problem:

Suppose that g is a diffeomorphism on R^n. Then we know that its jacobian matrix is everywhere invertible.
Let us define the following matrix valued function on R^n
[tex] H_{i,j} (x) = \int_0^1 \partial_i g^j(tx) dt [/tex]
where [tex]g^j[/tex] are the components of g.
Question : Is [tex](H_{i,j}(x))_{i,j}[/tex] (which could be interpreted as a mean of the Jacobian matrix of g) invertible for any x ?

My guess is that the answer is negative, but I find no counter-examples.
Any Help ?
 
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I believe you may have to move into three dimensions to obtains a counterexample. It is possible that this theorem is in fact true.

Edit:
Actually, I believe that a counterexample is provided by;

[tex]\mathbf{g}((x,y,z))=(x \cos(2\pi z)-y \sin(2\pi z),x \sin(2\pi z)+y \cos(2\pi z),z)[/tex]
with
[tex]H((0,0,1))[/tex] being singular.

Can anyone else check this?
 
Last edited:
Indeed, we even have H(x,y,1) singular for any x,y !
Thank you !
I wonder if the theorem is true in dimension 2...
(it is trivially true in dimension 1).
 
Interesting problem. I thought about this for awhile, and couldn't come up with a counter in D =2. Can anyone prove this statement? Its not clear to me why it should be true, and there seems to be something interesting (maybe topological) lurking behind it.
 
Last edited:
Haelfix said:
Interesting problem. I thought about this for awhile, and couldn't come up with a counter in D =2. Can anyone prove this statement? Its not clear to me why it should be true, and there seems to be something interesting (maybe topological) lurking behind it.
I believe it is true because of the nature of coordinate lines and their tangents in 2D.

Firstly, assume that we can find a H in 2D that is singular. Therefore the columns of H, which we'll denote [tex]\mathbf{h}_i[/tex] are linearly dependent. So there exist non zero [tex]\alpha_i[/tex] such that

[tex]\Sigma \alpha_i \mathbf{h}_i = \mathbf{0}[/tex]

Now by the definition

[tex]\mathbf{h}_i = \int_0^1 \frac{\partial \mathbf{g}}{\partial x_i}(t \mathbf{x}) dt[/tex]
Therefore

[tex]\Sigma \alpha_i \mathbf{h}_i =\int_0^1 \Sigma \alpha_i \frac{\partial \mathbf{g}}{\partial x_i}(t \mathbf{x}) dt = \mathbf{0}[/tex]

Now looking at the integral along this curve. We let
[tex]\mathbf{v}(t)=\Sigma \alpha_i \frac{\partial \mathbf{g}}{\partial x_i}(t(1,0)) = \alpha_1 \frac{\partial \mathbf{g}}{\partial x_1}(t(1,0)) + \alpha_2 \frac{\partial \mathbf{g}}{\partial x_2}(t(1,0))[/tex]
And so we have
[tex]\int_0^1 \mathbf{v}(t) dt = \mathbf{0}[/tex]
We cannot have [tex]\mathbf{v}=\mathbf{0}[/tex], because the jacobian is always fully ranked, and hence any linear combination of its columns cannot be zero.

So [tex]\mathbf{v}(t)[/tex] is non zero everywhere, and its integral is zero. But if we let [tex]\mathbf{v}(t)=\frac{d \mathbf{z}}{dt}(t)[/tex], we can see that

[tex]\int_0^1 \mathbf{v}(t) dt = \int_0^1 \frac{d \mathbf{z}}{dt}(t) dt = \mathbf{z}(1)-\mathbf{z}(0) = \mathbf{0}[/tex]

Which means that [tex]\mathbf{v}[/tex] is the tangent vector to some closed curve [tex]\mathbf{z}(t)[/tex]

We now make a change of variables by letting
[tex]\mathbf{x}(\mathbf{u}) = \left( \begin{array}{cc}<br /> \alpha_1 & -\alpha_2 \\<br /> \alpha_2 & \alpha_1 <br /> \end{array} \right) \mathbf{u}[/tex]

Then it can be shown that [tex]\mathbf{v}(t) = \frac{d \mathbf{g}}{d u_1}(t(1,0))[/tex], i.e. [tex]v[/tex] is the tangent vector to the [tex]u_2=0[/tex] coordinate curve. But this means that this coordinate curve is closed. Since the mapping from u to x is a diffeomorphism, and the function g is a diffeomorphism, the function from u to g is a diffeomorphism on R^2. This means that it cannot have any closed coordinate curves. Therefore we have a contridiction, and so H must be non singular.

I hope this is OK. I'm not being especially rigorous here.

In higher dimensions, some of the [tex]\alpha_i[/tex] can be zero, and hence the mapping from u to x may not be a diffeomorphism. Essentially you have some wiggle room once you move into higher dimensions.
 

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