Lie derivative

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Template:Short description Template:Use dmy dates In differential geometry, the Lie derivative (Template:IPAc-en Template:Respell), named after Sophus Lie by Władysław Ślebodziński,[1][2] evaluates the change of a tensor field (including scalar functions, vector fields and one-forms), along the flow defined by another vector field. This change is coordinate invariant and therefore the Lie derivative is defined on any differentiable manifold.

Functions, tensor fields and forms can be differentiated with respect to a vector field. If T is a tensor field and X is a vector field, then the Lie derivative of T with respect to X is denoted XT. The differential operator TXT is a derivation of the algebra of tensor fields of the underlying manifold.

The Lie derivative commutes with contraction and the exterior derivative on differential forms.

Although there are many concepts of taking a derivative in differential geometry, they all agree when the expression being differentiated is a function or scalar field. Thus in this case the word "Lie" is dropped, and one simply speaks of the derivative of a function.

The Lie derivative of a vector field Y with respect to another vector field X is known as the "Lie bracket" of X and Y, and is often denoted [X,Y] instead of XY. The space of vector fields forms a Lie algebra with respect to this Lie bracket. The Lie derivative constitutes an infinite-dimensional Lie algebra representation of this Lie algebra, due to the identity

[X,Y]T=XYTYXT,

valid for any vector fields X and Y and any tensor field T.

Considering vector fields as infinitesimal generators of flows (i.e. one-dimensional groups of diffeomorphisms) on M, the Lie derivative is the differential of the representation of the diffeomorphism group on tensor fields, analogous to Lie algebra representations as infinitesimal representations associated to group representation in Lie group theory.

Generalisations exist for spinor fields, fibre bundles with a connection and vector-valued differential forms.

Motivation

A 'naïve' attempt to define the derivative of a tensor field with respect to a vector field would be to take the components of the tensor field and take the directional derivative of each component with respect to the vector field. However, this definition is undesirable because it is not invariant under changes of coordinate system, e.g. the naive derivative expressed in polar or spherical coordinates differs from the naive derivative of the components in Cartesian coordinates. On an abstract manifold such a definition is meaningless and ill defined.

In differential geometry, there are three main coordinate independent notions of differentiation of tensor fields:

  1. Lie derivatives,
  2. derivatives with respect to connections,
  3. the exterior derivative of totally antisymmetric covariant tensors, i.e. differential forms.

The main difference between the Lie derivative and a derivative with respect to a connection is that the latter derivative of a tensor field with respect to a tangent vector is well-defined even if it is not specified how to extend that tangent vector to a vector field. However, a connection requires the choice of an additional geometric structure (e.g. a Riemannian metric in the case of Levi-Civita connection, or just an abstract connection) on the manifold. In contrast, when taking a Lie derivative, no additional structure on the manifold is needed, but it is impossible to talk about the Lie derivative of a tensor field with respect to a single tangent vector, since the value of the Lie derivative of a tensor field with respect to a vector field X at a point p depends on the value of X in a neighborhood of p, not just at p itself. Finally, the exterior derivative of differential forms does not require any additional choices, but is only a well defined derivative of differential forms (including functions), thus excluding vectors and other tensors that are not purely differential forms.

Lie transport of a vector vy from point y to point x along the vector flow field u.

The idea of Lie derivatives is to use a vector field to define a notion of transport (Lie transport). A smooth vector field defines a smooth flow on the manifold, which allows vectors to be transported between two points on the same line of flow (This contrasts with connections, which allows transport between arbitrary points). Intuitively, a vector Y(p) based at point p is transported by flowing its base point to p, while flowing its tip point p+Y(p)δ to p+δp.

Definition

The Lie derivative may be defined in several equivalent ways. To keep things simple, we begin by defining the Lie derivative acting on scalar functions and vector fields, before moving on to the definition for general tensors.

The (Lie) derivative of a function

Defining the derivative of a function f:M on a manifold is problematic because the difference quotient (f(x+h)f(x))/h cannot be determined while the displacement x+h is undefined.

The Lie derivative of a function f:M with respect to a vector field X at a point pM is the function

(Xf)(p)=ddt|t=0(fΦXt)(p)=limt0f(ΦXt(p))f(p)t

where ΦXt(p) is the point to which the flow defined by the vector field X maps the point p at time instant t. In the vicinity of t=0, ΦXt(p) is the unique solution of the system

ddt|tΦXt(p)=X(ΦXt(p))

of first-order autonomous (i.e. time-independent) differential equations, with ΦX0(p)=p.

Setting Xf=Xf identifies the Lie derivative of a function with the directional derivative, which is also denoted by X(f):=Xf=Xf.

The Lie derivative of a vector field

If X and Y are both vector fields, then the Lie derivative of Y with respect to X is also known as the Lie bracket of X and Y, and is sometimes denoted [X,Y]. There are several approaches to defining the Lie bracket, all of which are equivalent. We list two definitions here, corresponding to the two definitions of a vector field given above:

Template:Unordered list

The Lie derivative of a tensor field

Definition in terms of flows

The Lie derivative is the speed with which the tensor field changes under the space deformation caused by the flow.

Formally, given a differentiable (time-independent) vector field X on a smooth manifold M, let ΦXt:MM be the corresponding local flow. Since ΦXt is a local diffeomorphism for each t, it gives rise to a pullback of tensor fields. For covariant tensors, this is just the multi-linear extension of the pullback map

(ΦXt)p*:TΦXt(p)*MTp*M,((ΦXt)p*α)(X)=α(TpΦXt(X)),αTΦXt(p)*M,XTpM For contravariant tensors, one extends the inverse

(TpΦXt)1:TΦXt(p)MTpM

of the differential TpΦXt. For every t, there is, consequently, a tensor field (ΦXt)*T of the same type as T's.

If T is an (r,0)- or (0,s)-type tensor field, then the Lie derivative XT of T along a vector field X is defined at point pM to be

XT(p)=ddt|t=0((ΦXt)*T)p=ddt|t=0(ΦXt)p*TΦXt(p)=limt0(ΦXt)*TΦXt(p)Tpt.

The resulting tensor field XT is of the same type as T's.


More generally, for every smooth 1-parameter family Φt of diffeomorphisms that integrate a vector field X in the sense that ddt|t=0Φt=XΦ0, one hasXT=(Φ01)*ddt|t=0Φt*T=ddt|t=0(Φt1)*Φ0*T.

Algebraic definition

We now give an algebraic definition. The algebraic definition for the Lie derivative of a tensor field follows from the following four axioms:

Axiom 1. The Lie derivative of a function is equal to the directional derivative of the function. This fact is often expressed by the formula
Yf=Y(f)
Axiom 2. The Lie derivative obeys the following version of Leibniz's rule: For any tensor fields S and T, we have
Y(ST)=(YS)T+S(YT).
Axiom 3. The Lie derivative obeys the Leibniz rule with respect to contraction:
X(T(Y1,,Yn))=(XT)(Y1,,Yn)+T((XY1),,Yn)++T(Y1,,(XYn))
Axiom 4. The Lie derivative commutes with exterior derivative on functions:
[X,d]=0

If these axioms hold, then applying the Lie derivative X to the relation df(Y)=Y(f) shows that

XY(f)=X(Y(f))Y(X(f)),

which is one of the standard definitions for the Lie bracket.

The Lie derivative acting on a differential form is the anticommutator of the interior product with the exterior derivative. So if α is a differential form,

Yα=iYdα+diYα.

This follows easily by checking that the expression commutes with exterior derivative, is a derivation (being an anticommutator of graded derivations) and does the right thing on functions. This is Cartan's magic formula. See interior product for details.

Explicitly, let T be a tensor field of type Template:Nowrap. Consider T to be a differentiable multilinear map of smooth sections α1, α2, ..., αp of the cotangent bundle TM and of sections X1, X2, ..., Xq of the tangent bundle TM, written T(α1, α2, ..., X1, X2, ...) into R. Define the Lie derivative of T along Y by the formula

(YT)(α1,α2,,X1,X2,)=Y(T(α1,α2,,X1,X2,))
T(Yα1,α2,,X1,X2,)T(α1,Yα2,,X1,X2,)
T(α1,α2,,YX1,X2,)T(α1,α2,,X1,YX2,)

The analytic and algebraic definitions can be proven to be equivalent using the properties of the pushforward and the Leibniz rule for differentiation. The Lie derivative commutes with the contraction.

The Lie derivative of a differential form

Template:See also A particularly important class of tensor fields is the class of differential forms. The restriction of the Lie derivative to the space of differential forms is closely related to the exterior derivative. Both the Lie derivative and the exterior derivative attempt to capture the idea of a derivative in different ways. These differences can be bridged by introducing the idea of an interior product, after which the relationships falls out as an identity known as Cartan's formula. Cartan's formula can also be used as a definition of the Lie derivative on the space of differential forms.

Let M be a manifold and X a vector field on M. Let ωΛk(M) be a k-form, i.e., for each pM, ω(p) is an alternating multilinear map from (TpM)k to the real numbers. The interior product of X and ω is the Template:Nowrap-form iXω defined as

(iXω)(X1,,Xk1)=ω(X,X1,,Xk1)

The differential form iXω is also called the contraction of ω with X, and

iX:Λk(M)Λk1(M)

is a -antiderivation where is the wedge product on differential forms. That is, iX is R-linear, and

iX(ωη)=(iXω)η+(1)kω(iXη)

for ωΛk(M) and η another differential form. Also, for a function fΛ0(M), that is, a real- or complex-valued function on M, one has

ifXω=fiXω

where fX denotes the product of f and X. The relationship between exterior derivatives and Lie derivatives can then be summarized as follows. First, since the Lie derivative of a function f with respect to a vector field X is the same as the directional derivative X(f), it is also the same as the contraction of the exterior derivative of f with X:

Xf=iXdf

For a general differential form, the Lie derivative is likewise a contraction, taking into account the variation in X:

Xω=iXdω+d(iXω).

This identity is known variously as Cartan formula, Cartan homotopy formula or Cartan's magic formula. See interior product for details. The Cartan formula can be used as a definition of the Lie derivative of a differential form. Cartan's formula shows in particular that

dXω=X(dω).

The Lie derivative also satisfies the relation

fXω=fXω+dfiXω.

Coordinate expressions

Template:Einstein summation convention

In local coordinate notation, for a type Template:Nowrap tensor field T, the Lie derivative along X is

(XT)a1arb1bs=Xc(cTa1arb1bs)(cXa1)Tca2arb1bs(cXar)Ta1ar1cb1bs+(b1Xc)Ta1arcb2bs++(bsXc)Ta1arb1bs1c

here, the notation a=xa means taking the partial derivative with respect to the coordinate xa. Alternatively, if we are using a torsion-free connection (e.g., the Levi Civita connection), then the partial derivative a can be replaced with the covariant derivative which means replacing aXb with (by abuse of notation) aXb=X;ab:=(X)a b=aXb+ΓacbXc where the Γbca=Γcba are the Christoffel coefficients.

The Lie derivative of a tensor is another tensor of the same type, i.e., even though the individual terms in the expression depend on the choice of coordinate system, the expression as a whole results in a tensor

(XT)a1arb1bsa1ardxb1dxbs

which is independent of any coordinate system and of the same type as T.

The definition can be extended further to tensor densities. If T is a tensor density of some real number valued weight w (e.g. the volume density of weight 1), then its Lie derivative is a tensor density of the same type and weight.

(XT)a1arb1bs=Xc(cTa1arb1bs)(cXa1)Tca2arb1bs(cXar)Ta1ar1cb1bs++(b1Xc)Ta1arcb2bs++(bsXc)Ta1arb1bs1c+w(cXc)Ta1arb1bs

Notice the new term at the end of the expression.

For a linear connection Γ=(Γbca), the Lie derivative along X is[3]

(XΓ)bca=XddΓbca+bcXaΓbcddXa+ΓdcabXd+ΓbdacXd

Examples

For clarity we now show the following examples in local coordinate notation.

For a scalar field ϕ(xc)(M) we have:

(Xϕ)=X(ϕ)=Xaaϕ.

Hence for the scalar field ϕ(x,y)=x2sin(y) and the vector field X=sin(x)yy2x the corresponding Lie derivative becomes Xϕ=(sin(x)yy2x)(x2sin(y))=sin(x)y(x2sin(y))y2x(x2sin(y))=sin(x)cos(y)2xy2

For an example of higher rank differential form, consider the 2-form ω=(x2+y2)dxdz and the vector field X from the previous example. Then, Xω=d(isin(x)yy2x((x2+y2)dxdz))+isin(x)yy2x(d((x2+y2)dxdz))=d(y2(x2+y2)dz)+isin(x)yy2x(2ydydxdz)=(2xy2dx+(2yx24y3)dy)dz+(2ysin(x)dxdz+2y3dydz)=(2xy2+2ysin(x))dxdz+(2yx22y3)dydz

Some more abstract examples.

X(dxb)=diX(dxb)=dXb=aXbdxa.

Hence for a covector field, i.e., a differential form, A=Aa(xb)dxa we have:

XA=X(Aa)dxa+AbX(dxb)=(XbbAa+Aba(Xb))dxa

The coefficient of the last expression is the local coordinate expression of the Lie derivative.

For a covariant rank 2 tensor field T=Tab(xc)dxadxb we have: (XT)=(XT)abdxadxb=X(Tab)dxadxb+TcbX(dxc)dxb+TacdxaX(dxc)=(XccTab+TcbaXc+TacbXc)dxadxb

If T=g is the symmetric metric tensor, it is parallel with respect to the Levi-Civita connection (aka covariant derivative), and it becomes fruitful to use the connection. This has the effect of replacing all derivatives with covariant derivatives, giving

(Xg)=(Xcgab;c+gcbX;ac+gacX;bc)dxadxb=(Xb;a+Xa;b)dxadxb

Properties

The Lie derivative has a number of properties. Let (M) be the algebra of functions defined on the manifold M. Then

X:(M)(M)

is a derivation on the algebra (M). That is, X is R-linear and

X(fg)=(Xf)g+fXg.

Similarly, it is a derivation on (M)×𝒳(M) where 𝒳(M) is the set of vector fields on M:[4]

X(fY)=(Xf)Y+fXY

which may also be written in the equivalent notation

X(fY)=(Xf)Y+fXY

where the tensor product symbol is used to emphasize the fact that the product of a function times a vector field is being taken over the entire manifold.

Additional properties are consistent with that of the Lie bracket. Thus, for example, considered as a derivation on a vector field,

X[Y,Z]=[XY,Z]+[Y,XZ]

one finds the above to be just the Jacobi identity. Thus, one has the important result that the space of vector fields over M, equipped with the Lie bracket, forms a Lie algebra.

The Lie derivative also has important properties when acting on differential forms. Let α and β be two differential forms on M, and let X and Y be two vector fields. Then

  • X(αβ)=(Xα)β+α(Xβ)
  • [X,Y]α:=XYαYXα=[X,Y]α
  • [X,iY]α=[iX,Y]α=i[X,Y]α, where i denotes interior product defined above and it is clear whether [·,·] denotes the commutator or the Lie bracket of vector fields.

Generalizations

Various generalizations of the Lie derivative play an important role in differential geometry.

The Lie derivative of a spinor field

A definition for Lie derivatives of spinors along generic spacetime vector fields, not necessarily Killing ones, on a general (pseudo) Riemannian manifold was already proposed in 1971 by Yvette Kosmann.[5] Later, it was provided a geometric framework which justifies her ad hoc prescription within the general framework of Lie derivatives on fiber bundles[6] in the explicit context of gauge natural bundles which turn out to be the most appropriate arena for (gauge-covariant) field theories.[7]

In a given spin manifold, that is in a Riemannian manifold (M,g) admitting a spin structure, the Lie derivative of a spinor field ψ can be defined by first defining it with respect to infinitesimal isometries (Killing vector fields) via the André Lichnerowicz's local expression given in 1963:[8]

Xψ:=Xaaψ14aXbγaγbψ,

where aXb=[aXb], as X=Xaa is assumed to be a Killing vector field, and γa are Dirac matrices.

It is then possible to extend Lichnerowicz's definition to all vector fields (generic infinitesimal transformations) by retaining Lichnerowicz's local expression for a generic vector field X, but explicitly taking the antisymmetric part of aXb only.[5] More explicitly, Kosmann's local expression given in 1972 is:[5]

Xψ:=Xaaψ18[aXb][γa,γb]ψ=Xψ14(dX)ψ,

where [γa,γb]=γaγbγbγa is the commutator, d is exterior derivative, X=g(X,) is the dual 1 form corresponding to X under the metric (i.e. with lowered indices) and is Clifford multiplication.

It is worth noting that the spinor Lie derivative is independent of the metric, and hence also of the connection. This is not obvious from the right-hand side of Kosmann's local expression, as the right-hand side seems to depend on the metric through the spin connection (covariant derivative), the dualisation of vector fields (lowering of the indices) and the Clifford multiplication on the spinor bundle. Such is not the case: the quantities on the right-hand side of Kosmann's local expression combine so as to make all metric and connection dependent terms cancel.

To gain a better understanding of the long-debated concept of Lie derivative of spinor fields one may refer to the original article,[9][10] where the definition of a Lie derivative of spinor fields is placed in the more general framework of the theory of Lie derivatives of sections of fiber bundles and the direct approach by Y. Kosmann to the spinor case is generalized to gauge natural bundles in the form of a new geometric concept called the Kosmann lift.

Covariant Lie derivative

If we have a principal bundle over the manifold M with G as the structure group, and we pick X to be a covariant vector field as section of the tangent space of the principal bundle (i.e. it has horizontal and vertical components), then the covariant Lie derivative is just the Lie derivative with respect to X over the principal bundle.

Now, if we're given a vector field Y over M (but not the principal bundle) but we also have a connection over the principal bundle, we can define a vector field X over the principal bundle such that its horizontal component matches Y and its vertical component agrees with the connection. This is the covariant Lie derivative.

See connection form for more details.

Nijenhuis–Lie derivative

Another generalization, due to Albert Nijenhuis, allows one to define the Lie derivative of a differential form along any section of the bundle Ωk(M, TM) of differential forms with values in the tangent bundle. If K ∈ Ωk(M, TM) and α is a differential p-form, then it is possible to define the interior product iKα of K and α. The Nijenhuis–Lie derivative is then the anticommutator of the interior product and the exterior derivative:

Kα=[d,iK]α=diKα(1)k1iKdα.

History

In 1931, Władysław Ślebodziński introduced a new differential operator, later called by David van Dantzig that of Lie derivation, which can be applied to scalars, vectors, tensors and affine connections and which proved to be a powerful instrument in the study of groups of automorphisms.

The Lie derivatives of general geometric objects (i.e., sections of natural fiber bundles) were studied by A. Nijenhuis, Y. Tashiro and K. Yano.

For a quite long time, physicists had been using Lie derivatives, without reference to the work of mathematicians. In 1940, Léon Rosenfeld[11]—and before him (in 1921) Wolfgang Pauli[12]—introduced what he called a ‘local variation’ δA of a geometric object A induced by an infinitesimal transformation of coordinates generated by a vector field X. One can easily prove that his δA is X(A).

See also

Notes

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References

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