Lecture3.

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A Brief Introduction to Infinitesimal Calculus

Lecture 3: Local Linearity
Explicit Graphs z = f @x, yD & dz = dx + dy !x !y
!f !f

The differential approximation in 2 variables

!f !f f @x + dx, y + dyD - f @ x, yD = @ x, yD dx + @x, yD dy + ! dX !x !y

means an explicit graph looks like the local linear graph under infinite magnification:

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dz z

dz

dx x

dy y

dx

dy

Figure 1.1.1: A Tangent to a Paraboloid

Implicit Graphs Implicit Tangents

There is a small twist in the microscopic view of an implicit graph.

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dy 2 -10 1 1 dz 0 -1 -1 0 1 dx dy dy 2 dy dy

dz

dz

dz

dz

dx

dx

dx

dx

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y x

The contour graph of the local linear approximation

!f @ x, !x

yD dx +

!f @x, !y

at a fixed H x, yL where the gradient is not zero appears the same as a highly magnified view of the nonlinear graph focused at the specific point Hx, yL. y

!f i @ x, yD y j z !x j z j z yD dy = 0 with gradient f @ x, yD = j ! f z j @ x, yD z k !y {

x If f @ x, yD = 0 , the implicit graph of 0 dx + 0 dy = 0 is the whole Hdx, dyL-plane. The microscope is broken!

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Example 1.2.1: A non-smooth implicit set

y The function g@x , yD = x y is smooth for all x and y, with g@ x, yD = J N . The implicitly defined solution set g[x,y] = x 0 consists of the x-axis (y=0) and the y-axis (x=0). The gradient g[x,y] is nonzero everywhere except at (x,y) = (0,0). The solution set is not a smooth curve at this point, but two crossing curves. y xy = 0 x

The Implicit Function Theorem Theorem 1.2.1: The Implicit Function Theorem
The system of m smooth equations in m + n unknowns, for a constant vector C, defines Y = g@ZD as a smooth explicit function of Z near HY0 , Z0 L provided F@Y0 , Z0 D = C and the m linear equations in m + n unknowns Hd Y, d ZL given by the total differential, DF@Y0 , Z0 D Hd Y, d ZL = 0 S fi @Y0 , Z0 D dy j + S fik @Y0 , Z0 D dzk = 0 , i = 1, !, m
m j n j= 1 k= 1

F@Y, ZD = C

m m matrix B = H fi @Y0 , Z0 DLi=1,!,m is invertible. Then there is an open neighborhood ! of HY0 , Z0 L (in m + n-space), an open neighborhood " of Z0 in m-space, coordinate functions gi @ZD, i = 1, !, m, smooth on ", such that
j j= 1,! ,m

can be solved uniquely for d Y as a linear function of d Z (where Y0 and Z0 are fixed.) In other words, suppose the

{HY, ZL! : F@Y, ZD = K } = {HY, ZL : Z" & Y = G@ZD}

Parametric Graphs Curves

Parametric graphs are only the image 8Hx@tD, y@t D, z@t DL : a t b <, I Smoothness of the vector function is the approximation X@t + dtD = X@t D + X '@t D dt + ! dt

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where ! 0 uniformly in the fixed value of t when dt 0. On an explicit plot, this is equivalent to the magnified image of X @t + dtD - X @tD appearing to coincide with X '@t D dt.

Click here to animate

dz dx dy 1 dt

x x @tD y dx y i i j z j z j z j z j j j z j z y @tD z dy z = j z dt j z j j z j z j z z k dz { k z @t D {

The local linear graph has parametric equation

The X '@t D " 0 Condition

i dx z y j i0 z y j j z j z j z j z j z j z dt dy 0 = j z j z j z j z k dz { k 0 {

with t fixed and the Hdx, dy, dzL-origin at the point of tangency X @tD. ! However, this magnified limit need not happen on a parametric graph when X '@t D = 0. Teh graph of

is a point, not a line. For example, consider the 2D smooth function !y i t !!!! x@t D t2 z j j Y @t D = J N=j j 2 z z z y@t D k t {

! ! i 2 !!!! t2 y z j z has Y '@0D = 0 . We will show that this function does not smoothly parametrize its 2D image. Notice that Y '@tD = j k 2t { Also notice that y@t D = x@t D , the parametric graph is the graph y = x with a right angle corner and no derivative at x = 0. !!!!! t t y 0y i 2 t2 z y i i j j z j j z x@tD j z j z z j z j z j t2 z z with X '@t D = j j z 0z X @tD = J N=j j z and X ' @ 0 D = j z 2 t j j z j z j z z j z y@tD j z j z 1 k { k t { k 1 {

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X'@tD Dt !Dt

X@DtD

y x

Zooming in on the explicit graph of Y @t D at t = 0 or X[0], we see ! tend to zero and the magnified increment of the curve tend to X '@0D dt.

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z dz ! dy

dx

1 Looking straight down the z-axis at the same curve, we see y = x and d no t matter how much we magnify the curve, the 2D appearance does not change.

y dy z x dz dx 1 dt On a scale of dt the increment HY @0 + dtD - Y @0DL dt 0 = Y '@0D dt dt. A sufficiently magnified 2D increment and derivative are both just a point. They don't give us tangency and in this specific example, the 2D parametric curve does not have a tangent. The fuction IS still smooth, but the GRAPH is NOT.

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Coordinate Systems in 2D
General coordinate systems can be viewed as parametric graphs in the same dimension. In 2D we have a vector function of two parameters or "coordinates" such as x i st X @s, t D = J N = j j 2 2 y ks -t y z z {

Smoothness is still the conditon

! X @s,t D ! X @s,t D X @s + ds, t + dtD - X @s, t D = ds + dt + Hds, dtL ! !s !t

where the vector ! 0 is small when the changes in input are small, dr 0 and dq 0.

! X @s,tD ! X @s,t D The term L@ds, dtD = ds + dt is a linear parametric equation with paramters ds and dt. We plot linear !s !t ! X @s,t D !X @s,t D coordinates by drawing the vectors ! s and !t and then filling in parallel lines in the directions of these vectors,

!X !s

!X !t The derivative approximation says that changes in the general coordinates equal a linear term plus a term that is small compared with the change, ! 0, when ds 0 and dt 0, If we magnify to make the norm of the input change, Hds, dtL , appear unit size the equation becomes,
X @s+ds,t +dt D- X @s,t D L@ds,dt D = + ! Hds,dtL Hds,dtL

X @s + ds, t + dtD - X @s, t D = L@ds, dtD + Hds, dtL !

!X !s

Ds X X1d

!X d !s X1d

! X @s,t D Under sufficient magnification,the difference Ds X = X @s + ds, tD - X @s, t D appears the same as the vector ds and !s ! X @s,t D the magnified difference Dt X = X @s, t + dtD - X @s, t D appears the same as the vector d t. !t

!X !t

Dt X

!X d !t

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!X d !s

X8

X8

!X d !t Unit scale Nonnlinear mag Linear & nonlinear mag

The area of the parallelogram with sides A and B is the determinant Det@HA, BLD, so the oriented area of the linear sector is
! X @s,tD !X @s,t D !X @s,t D ! X @s,t D Det@H ds, dtLD = ds dt Det@H , LD !s !t !s !t ! X @s,t D ! X @s,tD dA@s, t D = Det@H ! s , !t LD ds dt + ! ds dt

The nonlinear area increment is related to this by

where ! 0 when ds 0 and dt 0. (When the microscope is powerful enough, the linear and nonlinear increments appear to coincide and we don't see !.) This can all be done geometrically in the case of polar coordinates:

X@r0 ,q0 +dqD X@r0 +dr,q0 D dr

rdq X@r 0 ,q 0 D

Surfaces in 3D
A DtDs-increment of a parametric surface Following are s-varies curves for t = t0 fixed and a nearby fixed t0 + Dt, then t -varies curves for s = s0 fixed and a nearby s0 + Ds:

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dz dz z !X Dt !t dx !X Ds !s

dy dx x y

dy

The portion of the surface between these curves is the set 8 X @s, tD : s s s + Ds , t t t + Dt<

We want to compare this small patch of the surface with its "best local linear" approximation as the size of the patch gets smaller. The linear case: geometric meaning of cross product A linear parallelogram with sides U and V is shown below with the cross product U V . dz UV V dx dy

The cross product U V is perpendicular to the parallelogram with edges U and V and has area U V . We can think of the vector U V as measuring both the area and orientation of the parallelogram by giving the direction perpendicular to it with length equal to the area. The differential approximation of a smooth function is
! X @s,t D !X @s,t D X @s + ds, t + dtD - X @s, t D = ! s ds + !t dt + !

"######## ########## ds2 + dt2

with ! 0, when ds 0 and dt 0. This says that if we magnify a sufficiently small piece of a parametric surface by "######## ########## !X @s,t D ! X @s,t D ds2 + dt2 , then the linear combination ds + dt appears the same as the displacement !s !t X @s + ds, t + dtD - X @s, tD on the surface.

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Click here to Zoom in

dz z dz

dx x

dy y dx

!X dt !t dy !X ds !s

"######## ########## As long as the partial derivatives are linearly independent, this approximation says that on a scale of ds2 + dt2 , each point in the image of the s-t-rectangle 8Hs, tL : s s s + ds, t t t + dt<, under the nonlinear map, dsdt-SurfaceIncrement = 8 X : X = X @s + s, t + tD, 0 s ds, 0 t dt< "######## ########## ds2 + dt2 (or ! after magnification by

differs from the image under the linear map Z = M s + N t + C by a term ! "################## !X @s,t D ! X @s,t D 1 ds2 + dt2 ) where M = , N = , C = X @s, tD. !s !t

dsdt-LinearIncrement = 8 X : X = M s + N t + C, 0 s ds, 0 t dt<

We can re-scale the linear map and express the image in local coordinates by
! X @s,t D ! X @s,tD m = Hds !s L, n = Hdt !t L

dsdt-LinearIncrement = 8 Z + C : Z = m s + n t, 0 s 1, 0 t 1<,
!X @s,t D ! X @s,t D dsdt-LinearIncrement = 8 Z + C : Z = Hds L s + Hdt !s !t L t, 0 s 1, 0 t 1<

dz ! X@s, tD ! X@s, tD ds dt !s !t

dx

! X@s, tD dt !t dy

! X@s, tD ds !s

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The scalar and vector area differentials da[s,t] & dA[s,t] We summarize this approximation by saying that the vector area differential is
! X @s,t D ! X @s,t D dA@s, t D = ds dt !s !t

and the scalar area differential is

! X @s,tD !X @s,t D da@s, tD = ds dt !s !t

Example 1.3.1: A surface with a crease and points

x = 1 - s2 z = s3

The portion of the implicit x-z-curve, H1 - xL3 = z2 where x 0 can be parametrized by , -1 s 1

We can rotate this curve about the z-axis by letting r = 1 - s2 and z = s3 in the cylindrical coordinate equations and using t as the other parameter. H1 - s2 L Cos@tD y i j z j z j z 2 L Sin@t D z j z X@s,tD=j H 1 s j z j z j z j z 3 s k {

This parametrization gives

- 2 s Cos@t D y i 3 s2 Hs2 - 1L Cos@t D z y Hs2 - 1L Sin@t D y i i j j z j z j z j z j z z z ! X @s,tD j ! X @s,t D j ! X @s,t D !X @s,t D j z j z 2 2 j z 2 j z 2 s Sin @ t D j z = , = j z , & = 3 s H s 1 L Sin @ t D j z H 1 s L Cos @ t D j z j z !s ! t ! s ! t j z j z j z j z j z j z j z 2 2 3s k { 0 2 s Hs - 1L k { k {

The surface has "sharp points" at s = " 1 and a "crease" at s = 0.

0 i j y z z ! X @s,t D j j z j z at s = 0 . The collapsed magnified view of the surface can be seen by double clicking on the next Notice that = j !s j0z z 0 k { graph. z dz dz

Click here to Zoom in

dx

y dy

!X ds dx ! s

!X dt ! t dy

0 i j y z z ! X @s,t D j j j z at s = " 1. The collapsed magnified view of the surface can be seen by double clicking on the next 0z Notice that = j !t j z z 0 k { graph.

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Click here to Zoom in

dz z

dx

dy dy y !X dt !t dx

dz

Coordinate Systems in 3D

A small spherical increment: 1 r 1 + dr, p 6 f p 6 + df, p 4 q p 4 + dq dr = df = dq = 1 8 with a magnified view !X ds !s

z r Sin@fD dr r x y rdf rSin@fDdq

Derivation of dV = |DetAI , , ME| dr ds dt !r !s !t

! X @s,t D !X @s,t D ! X @ s,t D

We partition r-s-t-space into smal rectangles and look at the image of one of them:

drdsdt-VolumeIncrement = 8 X : X = X @r + r, s + s, t + tD, 0 r dr, 0 s ds, 0 t dt<

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z x

!X !X ! s !t y

!X ds !s !X !r !X dt !t

!X dr !r

The edges of the volume increment are the following segments with their differential approximations:
!X @r,s, tD X @r, s + ds, t D - X @r, s, t D = ds + !s ds !s ! X @r,s ,t D X @r, s, t + dtD - X @r, s, t D = dt + !t dt !t !X @r,s, tD X @r + dr, s, t D - X @r, s, t D = dr + !r dr !r

The volume of the box with these edges is given by the determinant:
! X @r,s,t D ! X @r,s,t D !X @r,s,t D = Det@8 , , <D dr ds dt + ! dr ds dt !r !s !t

Det@8X @r + dr, s, tD - X @r, s, t D, X @r, s + ds, tD - X @r, s, t D, X @r, s, t + dtD - X @r, s, t<DD =

with ! 0, when dr 0, ds 0, dt 0 (compute using properties of determinants.)

!X !X !X The approximating parallelopiped with sides dr, ds, dt, !r !s !t !X @r,s,t D !X @r, s,t D !X @r,s ,tD has volume Det@8 , , <D dr ds dt. !r !s !t ! X @s,t D ! X @s,tD ! X @s,tD drdsdt-LinearIncrement = 8 Z + C : Z = Hds L r + Hds L s + Hdt L t, 0 r 1, 0 s 1, 0 t 1< !s !s !t

We summarize this approximation by the volume differential formula:

! X @r,s,t D ! X @r,s,t D !X @r,s,t D dV@r, s, t D = Det@8 , , <D dr ds dt !r !s !t

In the limit as the size of a drdsdt-partition of a r-s-t-domain tends to zero, for any compact parameter domain , f V = r,s,t$ f @r, s, t D vol@drdsdt - IncrementD
step dr,ds,dt

step dr,ds,dt

r ,s,t $

! X @r,s,t D ! X @r,s,t D ! X @r,s,t D f @r, s, t D Det@8 , , <D dr ds dt !r !s !t

because

r,q ,z$ ! dr ds dt !max step dr,dq,dz

r,q ,z$ dr ds dt = !max vol@ D 0 step dr,dq,dz

This means that volume integrals are given in coordinates by the formula Det@8 !X @r,s, tD ! X @r,s,t D ! X @r,s,t D , , <D r s t f V = f @ X @r, s, tDD V @r, s, tD = f @ X @r, s, t DD ! r ! s ! t #

Vector Fields 2D
Suppose that F is a constant vector field (defined at every point) and dX is a fixed vector.

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dX y x If we magnify a small increment of the parametric curve (and scale F[X] to the same magnitude) we see approximately a constant flow along a straight line segment. X'@tD X@t+dtD y x A small increment X[t+dt]-X[t] is approximately X'[t]dt on a scale of dt (assuming X '@t D # 0). The flow along this segment is thus approximately F[X[t]]X'[t]dt and if we add all the segments along the curve we obtain the flow along the curve,
b-Dt t =a

F F F F F F

F F F F X'@tD dt F F

X@tD

F@X@tDD X '@tD dt + ! dt

b a

F@X@tDD X '@tD dt , as dt 0

step dt

Rate of Flow Across a Straight Segment Suppose that F is a constant vector field (defined at every point) and dX is a fixed vector. F dX F F F F F x In one second the fluid particles that have crossed the dX segment form a parallelogram,

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dX

F F F F F

y x

F f dx NE = f dy - g dx g dy

Flow of F across dX to the right = Det@F, dXD = DetAJ Microscopic Rate of Flow Across: F F F F F F

F F F F X@t+dtD X@t+dtD-X@tD X'@tD dt F F

X'@tD X@t+dtD y x
b-Dt t =a

X@tD

Det@F@X@tDD, X '@tDD dt + ! dt

Det@F@X@tDD, X '@tDD dt , as dt 0

X@tD

step dt

3D
Magnetic Field or Winding xy i j z j z 1 j z zE = W Aj j x2 + y2 jyz z kz{ -yy i j z j z j z j z swirls around cylinders centered on the z-axis. j j x z z k 0 {

Click to open a live view of "swirl around cylinders" Inverse Square Law
1 1 1 G@ X D = R, has zero divergence, G = 0, except at the origin where it is undefined. X 2 X X = r2

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Torus Invariant

!!!!!!!!!!!!!!! i x I- R + x2 + y2 M y j z j z j z j z 1 1 j z !!!!!!!! ! !!!!!! j z T@ x, y, zD = T @ r, q, fD = 2 2 j z 2 !!!!!!!! !!!! !! y I R + x + y M r HR +r Cos@ fDL j z 2 2 2 2 2 z Hx + y L JI x + y - R M +z N j j z j z z k {

Cos@qD Cos@fD y i j z j z j z j j Cos@fD Sin@qD z z j z Sin@fD k {

z x y

Surface Flux
Above we showed that smoothness
! X @s,t D ! X @ s ,t D X @s + ds, t + dtD = X @s, t D + ! s ds + !t dt + !

"######## ########## ds2 + dt2

with ! 0, when ds 0 and dt 0, means that a small portion of the surface,

dsdt-SurfaceIncrement = 8 X : X = X @s + s, t + tD, 0 s ds, 0 t dt< dsdt-LinearIncrement = 8 Z : Z = M s + N t + C, 0 s ds, 0 t dt<

looks like the graph of a small portion of the linear equation

! X @s,tD ! X @s,t D ! X @s,t D ! X @s,t D where M = , N = , C = X @s, t D. Provided and are not scalar multiples. !s !t !s !t

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Click here to Zoom in

dz z dz !X dt !t dy !X ds !s

dx x

dy y dx

dz z dz !X dt !t dy !X ds !s

dx x

dy y dx

Flux of a constant velocity flow F across a linear parallelogram with sides m and n is given by the cross product:

dz ! X@s, tD ! X@s, tD ds dt !s !t ! X@s, tD dt !t dy dx

dz F

F dy F

dx

! X@s, tD ds !s

! X@s, tD ! X@s, tD FH Lds dt !s !t

!X !X !X !X N ds dt = DetAF@X @s, tDD , @s, t D, @s, tDE ds dt Fd A = F@X @s, t DD J !s !t !s !t

%

Stokes' Theorem & deRahm Cohomology

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Differential Equations A Theorem in the F & M Deiner Style Theorem 1.5.1: Microscopic Stability
dx = f @x, yD dt dy = g@ x, yD dt

Let f @ x, yD and g@ x, yD be smooth functions with f @ xe , ye D = g@ xe , ye D = 0. The flow of

under infinite magnification at Hxe , ye L appears the same as the flow of its linearization
du i y i ax a y y u j dt z j z=j j z J N, j dv z z jb b z v k dt { k x y {

Specifically, if our magnification is 1 d,for d 0, and our solution starts in our view, for limited a and b and if Hu@t D, v@t DL satisfies the linear equation and starts at Hu@0D, v@0DL = Ha, bL,then where H!x @t D, !y @t DL H0, 0L for all limited t . Hx@t D - xe , y@t D - ye L = d Hu@t D, v@t DL + d H!x @t D, !y @t DL Hx@0D - xe , y@0D - ye L = d Ha, bL

!f !f !g !g ax = @ xe , ye D, a y = @ xe , ye D, b x = @ xe , ye D, by = @ xe , ye D !x !y !x !y

This is a fun and easy theorem - the pictures work even when the eigenvalues of the linear system are zero! where nothing moves in the linear view. For more details see Foundations of Infinitesimal Calculus p.136.