In mathematics, the covariant derivative is a way of specifying a derivative along tangent vectors of a manifold. Alternatively, the covariant derivative is a way of introducing and working with a connection on a manifold by means of a differential operator, to be contrasted with the approach given by a principal connection on the frame bundle – see affine connection. In the special case of a manifold isometrically embedded into a higher-dimensional Euclidean space, the covariant derivative can be viewed as the orthogonal projection of the Euclidean directional derivative onto the manifold's tangent space. In this case the Euclidean derivative is broken into two parts, the extrinsic normal component (dependent on the embedding) and the intrinsic covariant derivative component.
The name is motivated by the importance of changes of coordinate in physics: the covariant derivative transforms covariantly under a general coordinate transformation, that is, linearly via the Jacobian matrix of the transformation.[1]
This article presents an introduction to the covariant derivative of a vector field with respect to a vector field, both in a coordinate-free language and using a local coordinate system and the traditional index notation. The covariant derivative of a tensor field is presented as an extension of the same concept. The covariant derivative generalizes straightforwardly to a notion of differentiation associated to a connection on a vector bundle, also known as a Koszul connection.
Historically, at the turn of the 20th century, the covariant derivative was introduced by Gregorio Ricci-Curbastro and Tullio Levi-Civita in the theory of Riemannian and pseudo-Riemannian geometry.[2] Ricci and Levi-Civita (following ideas of Elwin Bruno Christoffel) observed that the Christoffel symbols used to define the curvature could also provide a notion of differentiation which generalized the classical directional derivative of vector fields on a manifold.[3] [4] This new derivative – the Levi-Civita connection – was covariant in the sense that it satisfied Riemann's requirement that objects in geometry should be independent of their description in a particular coordinate system.
It was soon noted by other mathematicians, prominent among these being Hermann Weyl, Jan Arnoldus Schouten, and Élie Cartan,[5] that a covariant derivative could be defined abstractly without the presence of a metric. The crucial feature was not a particular dependence on the metric, but that the Christoffel symbols satisfied a certain precise second-order transformation law. This transformation law could serve as a starting point for defining the derivative in a covariant manner. Thus the theory of covariant differentiation forked off from the strictly Riemannian context to include a wider range of possible geometries.
In the 1940s, practitioners of differential geometry began introducing other notions of covariant differentiation in general vector bundles which were, in contrast to the classical bundles of interest to geometers, not part of the tensor analysis of the manifold. By and large, these generalized covariant derivatives had to be specified ad hoc by some version of the connection concept. In 1950, Jean-Louis Koszul unified these new ideas of covariant differentiation in a vector bundle by means of what is known today as a Koszul connection or a connection on a vector bundle.[6] Using ideas from Lie algebra cohomology, Koszul successfully converted many of the analytic features of covariant differentiation into algebraic ones. In particular, Koszul connections eliminated the need for awkward manipulations of Christoffel symbols (and other analogous non-tensorial objects) in differential geometry. Thus they quickly supplanted the classical notion of covariant derivative in many post-1950 treatments of the subject.
The covariant derivative is a generalization of the directional derivative from vector calculus. As with the directional derivative, the covariant derivative is a rule,
\nablau{v}
\nablau{v}(P)
\nablau{v}
A vector may be described as a list of numbers in terms of a basis, but as a geometrical object the vector retains its identity regardless of how it is described. For a geometric vector written in components with respect to one basis, when the basis is changed the components transform according to a change of basis formula, with the coordinates undergoing a covariant transformation. The covariant derivative is required to transform, under a change in coordinates, by a covariant transformation in the same way as a basis does (hence the name).
In the case of Euclidean space, one usually defines the directional derivative of a vector field in terms of the difference between two vectors at two nearby points.In such a system one translates one of the vectors to the origin of the other, keeping it parallel, then taking their difference within the same vector space. With a Cartesian (fixed orthonormal) coordinate system "keeping it parallel" amounts to keeping the components constant. This ordinary directional derivative on Euclidean space is the first example of a covariant derivative.
Next, one must take into account changes of the coordinate system. For example, if the Euclidean plane is described by polar coordinates, "keeping it parallel" does not amount to keeping the polar components constant under translation, since the coordinate grid itself "rotates". Thus, the same covariant derivative written in polar coordinates contains extra terms that describe how the coordinate grid itself rotates, or how in more general coordinates the grid expands, contracts, twists, interweaves, etc.
Consider the example of a particle moving along a curve in the Euclidean plane. In polar coordinates, may be written in terms of its radial and angular coordinates by . A vector at a particular time [8] (for instance, a constant acceleration of the particle) is expressed in terms of
(er,e\theta)
er
e\theta
In a curved space, such as the surface of the Earth (regarded as a sphere), the translation of tangent vectors between different points is not well defined, and its analog, parallel transport, depends on the path along which the vector is translated. A vector on a globe on the equator at point Q is directed to the north. Suppose we transport the vector (keeping it parallel) first along the equator to the point P, then drag it along a meridian to the N pole, and finally transport it along another meridian back to Q. Then we notice that the parallel-transported vector along a closed circuit does not return as the same vector; instead, it has another orientation. This would not happen in Euclidean space and is caused by the curvature of the surface of the globe. The same effect occurs if we drag the vector along an infinitesimally small closed surface subsequently along two directions and then back. This infinitesimal change of the vector is a measure of the curvature, and can be defined in terms of the covariant derivative.
\nablavu
Suppose an open subset
U
d
M
(\Rn,\langle ⋅ , ⋅ \rangle)
\vec\Psi:\Rd\supsetU\to\Rn
\vec\Psi(p)
\left\langle ⋅ , ⋅ \right\rangle
\Rn
(Since the manifold metric is always assumed to be regular, the compatibility condition implies linear independence of the partial derivative tangent vectors.)
For a tangent vector field, one has
The last term is not tangential to, but can be expressed as a linear combination of the tangent space base vectors using the Christoffel symbols as linear factors plus a vector orthogonal to the tangent space:
In the case of the Levi-Civita connection, the covariant derivative
\nabla | |
ei |
\vecV
To obtain the relation between Christoffel symbols for the Levi-Civita connection and the metric, first we must note that, since
\vecn
Second, the partial derivative of a component of the metric is:
implies for a basis using the symmetry of the scalar product and swapping the order of partial differentiation: adding first row to second and subtracting third one:
and yields the Christoffel symbols for the Levi-Civita connection in terms of the metric:
Which if
g
For a very simple example that captures the essence of the description above, draw a circle on a flat sheet of paper. Travel around the circle at a constant speed. The derivative of your velocity, your acceleration vector, always points radially inward. Roll this sheet of paper into a cylinder. Now the (Euclidean) derivative of your velocity has a component that sometimes points inward toward the axis of the cylinder depending on whether you're near a solstice or an equinox. (At the point of the circle when you are moving parallel to the axis, there is no inward acceleration. Conversely, at a point (1/4 of a circle later) when the velocity is along the cylinder's bend, the inward acceleration is maximum.) This is the (Euclidean) normal component. The covariant derivative component is the component parallel to the cylinder's surface, and is the same as that before you rolled the sheet into a cylinder.
A covariant derivative is a (Koszul) connection on the tangent bundle and other tensor bundles: it differentiates vector fields in a way analogous to the usual differential on functions. The definition extends to a differentiation on the dual of vector fields (i.e. covector fields) and to arbitrary tensor fields, in a unique way that ensures compatibility with the tensor product and trace operations (tensor contraction).
Given a point
p\inM
M
f:M\to\R
v\inTpM
\left(\nablavf\right)p
\phi:[-1,1]\toM
\phi(0)=p
\phi'(0)=v
When
v:M\toTpM
M
\nablavf:M\to\R
\left(\nablavf\right)p
For a scalar function and vector field, the covariant derivative
\nablavf
Lv(f)
df(v)
Given a point
p
M
u:M\toTpM
v\inTpM
(\nablavu)p
\left(\nablavu\right)p
v
\left(\nablavu\right)p
u
(\nablavu)p
\nablavf
Note that
\left(\nablavu\right)p
If and are both vector fields defined over a common domain, then
\nablavu
\left(\nablavu\right)p
Given a field of covectors (or one-form)
\alpha
(\nablav\alpha)p
(\nablav\alpha)p
The covariant derivative of a covector field along a vector field is again a covector field.
Once the covariant derivative is defined for fields of vectors and covectors it can be defined for arbitrary tensor fields by imposing the following identities for every pair of tensor fields
\varphi
\psi
\varphi
\psi
Explicitly, let be a tensor field of type . Consider to be a differentiable multilinear map of smooth sections of the cotangent bundle and of sections of the tangent bundle, written into . The covariant derivative of along is given by the formula
Given coordinate functions any tangent vector can be described by its components in the basis
The covariant derivative of a basis vector along a basis vector is again a vector and so can be expressed as a linear combination
\Gammakek
ei
ej
the coefficients
k | |
\Gamma | |
ij |
Then using the rules in the definition, we find that for general vector fields
v=vjej
u=uiei
so
The first term in this formula is responsible for "twisting" the coordinate system with respect to the covariant derivative and the second for changes of components of the vector field . In particular
In words: the covariant derivative is the usual derivative along the coordinates with correction terms which tell how the coordinates change.
For covectors similarly we have
where
{e*}i(ej)=
i} | |
{\delta | |
j |
The covariant derivative of a type tensor field along
ec
Or, in words: take the partial derivative of the tensor and add:
ai | |
+{\Gamma |
ai
d} | |
-{\Gamma | |
bic |
bi
If instead of a tensor, one is trying to differentiate a tensor density (of weight +1), then one also adds a termIf it is a tensor density of weight, then multiply that term by .For example, is a scalar density (of weight +1), so we get:
where semicolon ";" indicates covariant differentiation and comma "," indicates partial differentiation. Incidentally, this particular expression is equal to zero, because the covariant derivative of a function solely of the metric is always zero.
In textbooks on physics, the covariant derivative is sometimes simply stated in terms of its components in this equation.
Often a notation is used in which the covariant derivative is given with a semicolon, while a normal partial derivative is indicated by a comma. In this notation we write the same as:In case two or more indexes appear after the semicolon, all of them must be understood as covariant derivatives:
In some older texts (notably Adler, Bazin & Schiffer, Introduction to General Relativity), the covariant derivative is denoted by a double pipe and the partial derivative by single pipe:
j |
For a scalar field
\phi
For a contravariant vector field
λa
For a covariant vector field
λa
For a type (2,0) tensor field
\taua
For a type (0,2) tensor field
\taua
For a type (1,1) tensor field
{\taua
The notation above is meant in the sense
In general, covariant derivatives do not commute. By example, the covariant derivatives of vector field
λa;bc ≠ λa;cb
d} | |
{R | |
abc |
or, equivalently,
The covariant derivative of a (2,0)-tensor field fulfills:
The latter can be shown by taking (without loss of generality) that
\tauab=λa\mub
Since the covariant derivative
\nablaXT
T
p
X
p
\gamma(t)
T
\gamma(t)
In particular,
\gamma |
(t)
\gamma
\nabla | |||
|
\gamma(t) |
The derivative along a curve is also used to define the parallel transport along the curve.
Sometimes the covariant derivative along a curve is called absolute or intrinsic derivative.
A covariant derivative introduces an extra geometric structure on a manifold that allows vectors in neighboring tangent spaces to be compared: there is no canonical way to compare vectors from different tangent spaces because there is no canonical coordinate system.
There is however another generalization of directional derivatives which is canonical: the Lie derivative, which evaluates the change of one vector field along the flow of another vector field. Thus, one must know both vector fields in an open neighborhood, not merely at a single point. The covariant derivative on the other hand introduces its own change for vectors in a given direction, and it only depends on the vector direction at a single point, rather than a vector field in an open neighborhood of a point. In other words, the covariant derivative is linear (over) in the direction argument, while the Lie derivative is linear in neither argument.
Note that the antisymmetrized covariant derivative, and the Lie derivative differ by the torsion of the connection, so that if a connection is torsion free, then its antisymmetrization is the Lie derivative.
\partial