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1 The Derivative Ernie Manes, University of Massachusetts Amherst, Massachusetts, USA FMCS 2018 May 20, 2018 2 0 SDG for physicists 1 From Lagrange to differential cat- egories 2 Lagrange and cotangents 3 A crisis with continuity 4


  1. 1 The Derivative Ernie Manes, University of Massachusetts Amherst, Massachusetts, USA FMCS 2018 May 20, 2018

  2. 2 0 SDG for physicists 1 From Lagrange to differential cat- egories 2 Lagrange and cotangents 3 A crisis with continuity 4 Derivatives via integrals 5 Complex analysis 6 Polynomials 1: Approximations 7 Polynomials 2: Operators 8 Variation of parameters

  3. 3 0. SDG for Physicists Forget categories. We need only add an axiom to the real numbers.

  4. 4 Axiom: If ǫ > 0 then ǫ 3 = 0.

  5. 5 Represent a non-abelian Lie group G = { g, h, . . . } by “infinitesimal ma- trix transformations” I + ǫA . We have ( I + ǫA ) − 1 = I − ǫA + ǫ 2 A 2 How will a group commutator ghg − 1 h − 1 map?

  6. 6 ( I + ǫA )( I + ǫB )( I − ǫA + ǫ 2 A 2 )( I − ǫB + ǫ 2 B 2 ) I + ǫ 2 [ A, B ] = so the bracket measures “failure to commute”.

  7. 7 1. From Lagrange to Differ- ential Categories Some early history of calculus • John Wallis, 1655 (Newton was 12, � π o sin n x dx , Leibniz was 9). By analyzing 2 = 2 2 4 4 6 6 8 8 10 10 π 11 · · · 1 3 3 5 5 7 7 9 9 • Newton 1687 Philosophi Naturalis Principia Mathematica • Taylor 1712. Sort of proved Tay- lor’s theorem. So neither Newton nor Leibniz in- vented calculus from scratch.

  8. 8 • Lagrange 1797 was Euler’s student and had Fourier as a student. At Age 61, Th´ eorie des Fonctions Analytiques . – A rigorous 600 page calculus text. – The “Lagrange remainder” for Taylor polynomials. – (With Euler) the Lagrangian in mechanics. – “Lagrange points” in the sun- Jupiter system predicted a con- centration of asteroids which was found in 1906. – Lagrange’s identity from vector calculus: ( a × b ) ( c × d ) = ( a · c )( b · d ) − ( b · c )( a · d )

  9. 9 A formal power series R R [ [ t ] ] is a model of a one-variable function. These form a commutative R R -algebra. � a k t k ) ( � b m t m ) = � c n t n , with ( n � c n = k =0 a k b n − k This algebra has a lot of structure (see Niven’s paper). Toward the end of the talk we will consider an operator-theoretic formu- lation of R R [ [ t ] ] which invites categor- ical axiomatization.

  10. 10 R [ [ t ] ] . Facts about R � a n t n is invertible ⇔ a 0 � = 0. La- • grange gave a recursive formula. • Can differentiate and integrate term- by-term. • Big problem: cannot always define f ( g ( t )) if g (0) = 0.

  11. 11 R [ [ t ] ] to Solve Problems Using R x ′ ( t ) = x ( t ) x (0) = 1 write x = ∞ x ′ ( t ) = ∞ n =1 na n t n − 1 n =0 a n t n , � � and equate coefficients to get t n ∞ � x = n ! n =0 See Exercises 1, 2 for other examples. Even if no solution in elementary func- tions exists, can still do this!

  12. 12 One of the great problems from New- ton to the twentieth century was the three-body problem. Our Colleague John Gray has a son Jeremy whose student June Barrow- Green has written a wonderful book Poincar´ e and the Three Body Prob- lem . It started with Newton’s attempts to predict moon position. He failed badly.

  13. 13 In 1860 and 1867, Delaunay found a Hamiltonian for the Sun-Earth-moon system and approximated it with a series. The results were encouraging. Modern calculations (see Meeus’ book) show it is more than a three body problem (Venus and Jupiter have big effects) and many hundred perturba- tions enter the algorithm.

  14. 14 In 1912, K. F. Sundman found an infinite series solution for a general three body problem. Precious little qualitative information resulted (but, see Barrow-Green pages 187–192). Sundman made extensive use of Com- plex variable theory.

  15. 15 A 1993 Precursor to Differen- tial Categories In his book Real and Functional Anal- ysis , Serge Lang explained how cal- culus fits into functional analysis. He used Banach spaces, both with smooth maps and continuous linear maps, the latter category being closed. It seems to me a reasonable expecta- tion of the differential categorists to precisely relate this example to their work.

  16. 16 Fundamental properties of Lang’s category: The derivative of f : E → F has form f ′ : E → [ E, F ]. A product rule holds for any prod- uct E ⊗ E → F . This includes the usual one-variable product rule as well as the rules for differentiating a dot product or a cross product. The usual chain rule holds for the derivative of the composition of two morphisms.

  17. 17 If f ′ = 0 on the convex hull [ x, y ] of x, y , f is constant on [ x, y ] (the proof uses Hahn-Banach). Taylor’s theorem: f ( x + a ) = f ( x ) + f ′ ( x ) a + f ′′ ( x )( a ⊗ a ) + 2 . . . + f ( n − 1) ( x )( a ⊗ . . . ⊗ a ) + . . . ( n − 1)!

  18. 18 Partial derivatives use × , not ⊗ . What seems to be called for is, at least, a closed category enriched over real or complex vector spaces together with • a cartesian structure • a “coalgebra modality” X → X ⊗ X

  19. 19 Should we ignore scalars? “It’s not a question of the max- imum generality but the right generality.” Saunders Mac Lane From Kelley and Namioka page 108 “This chapter, which begins our in- tensive use of scalar multiplication in the theory of linear topological spaces, marks the definite separation of this theory from that of topological groups.”

  20. 20 Is the Line the Same as the Plane? In the early twentieth century, topol- R m , R R n ogists strived to show that R are different if m � = n . This holds as real vector spaces. But not as abelian groups.

  21. 21 2. Lagrange and Cotangents In a paper in the Monthly on differ- ential geometry in mechanics, Mac Lane emphasized the cotangent bun- dle and its use as a model for the phase space. Let M be a manifold with tangent bundle π : TM → M . The fibre π − 1 r is { r }× M r with M r a vector space.

  22. 22 A (global) p -form is an alternating p -linear ( M r ) p → R R which varies over M in a C ∞ way. Alternating means if two arguments are equal the result is 0. The theory of the next slide depends on the Lagrangian, explaining the sec- tion title.

  23. 23 Conjecture: We can do the following in any tangent category if fibres are vector spaces. T ⋆ M is M ⋆ r on each fibre, the cotan- gent bundle . We have α = π T⋆M β = Tρ M T ⋆ M − TT ⋆ M ← − − − − − − − − − − − − − − → TM Then θx = ( αx ) ( βx ) is a 1-form on T ⋆ M .

  24. 24 dθ is a closed 2-form of maximal rank, i.e. is a symplectic form. See Mac Lane’s paper or Bishop and Goldberg, Chapter 6 for how to use T ⋆ M with this structure to do Hamil- tonian mechanics.

  25. 25 3. A crisis with continuity The Schr¨ odinger wave equation re- places Newton’s F = ma with a par- tial differential equation (see Griffith’s book). The story begins with D’Alembert in 1746 when Lagrange was 10: D’Alembert’s wave equation: ∂ 2 u ∂ 2 u ∂x 2 = 1 ∂t 2 , u (0 , t ) = 0 = u ( b, t ) a 2 He showed that u ( x, 0) can be any odd twice differentiable function. See Exercises 3, 4.

  26. 26 Fourier (1822, also Euler, Bernoulli): u ( x, 0) = ∞ � n =1 β n sin nax One discovers this by approaching D’Alembert’s equation by “separation of variables”, i.e. by assuming that u ( x, t ) = X ( x ) T ( t ) to get ∞ � u ( x, t ) = n =1 sin nx ( α n sin nat + β n cos nat ) For the Schr¨ odinger equation, the terms with separated variables are eigen- states.

  27. 27 So we have the crisis that any twice differentiable function has infinitely many derivatives. Here’s another cri- sis: f ( x ) = 4 π (sin x +1 3 sin 3 x +1 5 sin 5 x + · · · ) This converges pointwise to the Heav- iside function   − 1 : − π < x < 0          H ( x ) = 0 : x ∈ { 0 , π }       1 : 0 < x ≤ π     Thus the pointwise limit of a sequence of real-analytic functions need not be continuous.

  28. 28 So it’s not just a need to tighten up how we use series. Continuity itself behaves badly. This is one reason mathematicians were led to measure theory. A topological space X is a measur- able space whose measurable sets are the Borel sets , the σ -algebra gen- erated by the open sets. Continuous functions are measurable.

  29. 29 Theorem Unlike for continuous func- tions, if f n is a sequence of bounded real-valued measurable functions, its supremum and infimum are again mea- surable. Theorem (Lusin 1912) If f : [ a, b ] → R is measurable, µ is Lebesgue mea- R sure, and ǫ > 0, there exists contin- uous g such µ ( { x : fx � = gx } ) < ǫ

  30. 30 But new strangeness appears! A space with the topology of a sec- ond countable complete metric space is a Polish space . A standard Borel space has the Borel sets of a Polish space. We know the interval and the square are not homeomorphic. However, Theorem (J. von Neumann, 1932) [0 , 1] and [0 , 1] × [0 , 1] are isomorphic measure spaces. Indeed, any stan- dard Borel space X with µ ( X ) = 1 and µ ( { x } ) = 0 is isomorphic to Lebesgue measure on [0 , 1].

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