The Pantheon of Derivatives - Part II - Comments

In summary: The following formula holds$$\frac{d}{dt}\Big|_{t=0}\int_{g^t_v(S)}\omega =\int_SL_v\omega$$This very simple theorem remains true in all dimensions, not only in ##\mathbb{R}^3##.For example, let ##\rho(x)## be a density of the fluid and let ##\Omega =\sqrt gdx^1\wedge dx^2\wedge dx^3,\quad g=\mathrm {det}(g_{ij}(x))## be the volume
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The Pantheon of Derivatives - Part II
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the space ##C^\infty_{\mathbb{R}}([0,1])## equipped with the uniform norm is not complete. That is not the point but above it is written that all the spaces are Banach

The definition of a vector field on a manifold is very bad. It looks like one implicitly assumes that the manifold is embedded into ##\mathbb{R}^m##.

the gradient of a function is not a vector field, it is an 1-form at least until the manifold is not equipped with a metric tensor

the operation rotor as well as cross product give pseudo vectors
 
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  • #3
zwierz said:
the space ##C^\infty_{\mathbb{R}}([0,1])## equipped with the uniform norm is not complete. That is not the point but above it is written that all the spaces are Banach
... which (is not claimed and) emphasizes my point to watch out the definitions made in the relating contexts.
The definition of a vector field on a manifold is very bad. It looks like one implicitly assumes that the manifold is embedded into ##\mathbb{R}^m##.
True. I removed ##\mathbb{R}^n##.
the gradient of a function is not a vector field, it is an 1-form at least until the manifold is not equipped with a metric tensor
It is a line bundle, and the set ##\{(x,\nabla_xf)\,\vert \,x \in M\}## is a vector field.
the operation rotor as well as cross product give pseudo vectors
##\vec{a} \times \vec{b}## is a vector in ##\mathbb{R}^3##.
 
  • #4
In principle I can dig textbooks up and show you corresponding paragraphs but what for?
It would be great if you ask a specialist in differential geometry whom you trust in , to read your text carefully.
 
  • #5
zwierz said:
In principle I can dig textbooks up and show you corresponding paragraphs but what for?
It would be great if you ask a specialist in differential geometry whom you trust in , to read your text carefully.
So can I. But what for? Your goal is apparently one which I'm not interested in.
 
  • #6
Is the "material derivative" of fluid mechanics a special case of a Lie derivative? Or is it yet another kind of derivative?
 
  • #7
Stephen Tashi said:
Is the "material derivative" of fluid mechanics a special case of a Lie derivative? Or is it yet another kind of derivative?
I'll have it in the fourth part (where I also included an example from Wiki): The material derivative is a special case of a derivative in order to describe the flow of fluids or gases. It is more of a special tool for these currents rather than a special concept of a differentiation process.

\begin{equation*}
D_v\Phi = \frac{d_v}{dt} \Phi = \frac{\partial \Phi}{\partial t}+ (v \cdot \nabla)(\Phi) = \left(\,\frac{\partial}{\partial t}+v_x\,\frac{\partial}{\partial x}+v_x\,\frac{\partial}{\partial x}+v_x\,\frac{\partial}{\partial x}\,\right)\,(\Phi)
\end{equation*}
where ##v## represents the velocity of the flow at point ##x## and time ##t##. The first summand is the local behavior in time at a fixed point, the second is the convective change of a particle in the flow.

I would rather call it by its name Euler operator (cp. http://www.math.nyu.edu/faculty/childres/fluidsbook.pdf ; p.8 f.) because the two summands are treated differently: the time dependent part keeps a particle location fixed, whereas the second is to analyze the velocity (flow, integral curve) of a fluid. So strictly speaking I'd say no, since I cannot imagine how to combine this in a single view of a vector field (spacetime aside), will say it's an operator that combines two Lie derivatives. It is also called a total derivative. As I understand it, are Lie derivatives directional derivatives.
 
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  • #8
Stephen Tashi said:
Is the "material derivative" of fluid mechanics a special case of a Lie derivative? Or is it yet another kind of derivative?
Good question.

For simplicity sake let's consider a stationary flow of a fluid with velocity field ##v=v(x),\quad v=(v^1,\ldots,v^3)(x).##
Let ##g_v^t(x)## stand for corresponding one-parametric group:
$$\frac{d}{dt}g_v^t(x)=v(g_v^t(x)),\quad g_v^0(x)
=x.$$
Then take a smooth manifold ##S\subset \mathbb{R}^3,\quad \mathrm{dim}\,S=k##. The manifold ##S## can be a curve (k=1), a surface (k=2), or a domain of ##\mathbb{R}^3## (k=3) and let ##\omega## stand for a ##k-##form in ##\mathbb{R}^3##.
Theorem. The following formula holds
$$\frac{d}{dt}\Big|_{t=0}\int_{g^t_v(S)}\omega =\int_SL_v\omega,$$ here ##L_v## is the Lie derivative.

This very simple theorem remains true in all dimensions, not only in ##\mathbb{R}^3##.
For example, let ##\rho(x)## be a density of the fluid and let ##\Omega =\sqrt gdx^1\wedge dx^2\wedge dx^3,\quad g=\mathrm {det}(g_{ij}(x))## be the volume form; ##g_{ij}## is a metric tensor. Then the mass conservation law is written as follows
$$\int_{g^t_v(D)}\rho\Omega =const,$$ here ##D## is an arbitrary volume and the constant does not depend on time but it surely depends on ##D##.
Applying the above theorem we get
$$\frac{d}{dt}\Big|_{t=0}\int_{g^t_v(D)}\rho\Omega=\int_DL_v(\rho\Omega)=0.\qquad (*)$$
It is not hard to show that ##L_v(\rho\Omega)=\mathrm{div}\,(\rho v) \Omega## and sinse ##D## is an arbitrary volume, formula (*) gives the standard continuity equation: ##\mathrm{div}\,(\rho v)=0.##
In the same way Helmholtz's theorems https://en.wikipedia.org/wiki/Helmholtz's_theorems and many other useful things from Hamiltonian dynamics follow.

(I have dropped math details such as smoothness of ##v##, finite measure of ##S,D## etc)
 
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1. What is the Pantheon of Derivatives?

The Pantheon of Derivatives is a term used to describe the collection of all the different types of financial derivatives that exist in the market. These derivatives are financial instruments that derive their value from an underlying asset, such as stocks, bonds, commodities, or currencies.

2. What is the purpose of Part II - Comments in the Pantheon of Derivatives?

Part II - Comments is a section within the Pantheon of Derivatives that allows for discussion and analysis of the various types of derivatives. It provides a platform for experts and individuals to share their thoughts, opinions, and insights on the different derivatives and their impact on the market.

3. How are derivatives used in the financial market?

Derivatives are used in the financial market for a variety of purposes, such as hedging against risk, speculating on future market movements, and managing portfolio risk. They can also be used to create leverage and increase potential returns on investments.

4. What are some common types of derivatives?

Some common types of derivatives include options, futures, forwards, swaps, and credit derivatives. Options give the holder the right, but not the obligation, to buy or sell an underlying asset at a predetermined price. Futures are contracts to buy or sell an asset at a specified price on a future date. Forwards are similar to futures, but they are not traded on an exchange. Swaps involve the exchange of cash flows between two parties based on the performance of an underlying asset. Credit derivatives allow investors to hedge against credit risk.

5. What are the risks associated with derivatives?

Derivatives can involve significant risks, such as market risk, credit risk, liquidity risk, and counterparty risk. Market risk refers to the potential for losses due to changes in the market value of the underlying asset. Credit risk is the risk of default by the counterparty in a derivative transaction. Liquidity risk is the risk of not being able to sell a derivative quickly at a fair price. Counterparty risk is the risk of the other party in a derivative transaction not fulfilling their obligations.

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