31

If $E, F$ are real finite dimensional vector spaces and $\mu\colon E \to F$, we can speak of a (total) derivative of $\mu$ in Fréchet sense: $D\mu$, if it exists, is the unique mapping from $E$ to $L(E; F)$, the vector space of linear $E\to F$ mappings, such that for all $x, x_0\in E$ we have

$$\mu(x)=\mu(x_0)+D\mu(x_0)(x-x_0)+o(\lvert x-x_0\rvert). $$

Now since $L(E;F)$ is a vector space itself, the construction can be iterated yielding higher-order derivatives $D^2\mu=D(D\mu), D^3\mu=D(D^2\mu)\ldots$


The concept of first derivative extends to maps $\mu\colon M \to N$ with $M, N$ smooth manifolds, in which case $D\mu\colon TM \to TN$ is defined by

$$D\mu(X_p)(f)=X_p(\mu \circ f), \qquad \forall p \in M,\ \forall X_p \in T_pM,\ \forall f \in C^\infty(N).$$

Question. What about second derivatives? How to generalize the above construction from vector spaces to smooth manifolds?

The obvious way, that of taking $D^2\mu=D(D\mu)$, seems a bit awkward because it involves the complicated tangent-bundle-of-tangent-bundle $T(TM)$. Also, if $\mu=f \colon M \to \mathbb{R}$, I would expect the definition to boil down to

$$D^2f(X_p, Y_p)=(X_pY_p)(f), \qquad \forall p \in M, \forall X_p, Y_p \in T_pM.$$

I would use some reference material on this question and its applications.

Thank you.

  • 6
    What's awkward about taking the tangent bundle of the tangent bundle? It's a pretty natural thing to do. – Qiaochu Yuan Mar 21 '12 at 19:32
  • 2
    higher derivatives are jets; see e.g. http://en.wikipedia.org/wiki/Jet_%28mathematics%29 – user8268 Mar 21 '12 at 19:40
  • 5
    Jets are more like Taylor polynomials, rather, no? – Mariano Suárez-Álvarez Mar 21 '12 at 19:48
  • 1
    @QiaochuYuan: It is that I find it hard to visualize a "vector tangent at a vector", while there should be (IMHO) something like "two vectors tangent at the same point". – Giuseppe Negro Mar 21 '12 at 19:49
  • 3
    @GiuseppeNegro: You can kind-of do that in synthetic differential geometry. There, the tangent bundle of a manifold $M$ is defined to be the function space $M^D$, where $D$ is the space of first-order infinitesimals, so the double tangent bundle is just $(M^D)^D$, which everyone knows is naturally isomorphic to $M^{D \times D}$ – which is exactly what you expect. The main thing is that an element of the double tangent bundle shouldn't really be thought of as a pair of tangent vectors, but rather as a kind of infinitesimal square... – Zhen Lin Mar 21 '12 at 21:14
  • @ZhenLin: Synthetic differential geometry is far too exotic for me to understand, however I got the intuition behind your comment and I find it very nice. Thank you. – Giuseppe Negro Mar 22 '12 at 12:34
  • 3
    To who's interested: I found some concise information on this on Warner's book Foundations of differentiable manifolds and Lie groups, §1.26 pagg. 20-22. – Giuseppe Negro Mar 22 '12 at 17:43
  • 1
    Here's a related question on MO: http://mathoverflow.net/q/159332/13042 – Giuseppe Negro Mar 04 '14 at 19:43
  • 1

1 Answers1

3

First of all, there are some possible ways to generalize higher order derivatives for smooth manifolds: Jets, Double/Triple/... Tangent bundle, exterior derivative, Connections.

Jets usually generalize Taylor expansion, and are useful for discussing partial differential equations on manifolds. But they produce abstract polynomials instead of real functions over the manifold.

If you think of the tangent bundle $TM$ as a manifold itself, the derivative of a smooth path $\gamma$ can be thought as a lift of $\gamma$ to a path on $TM$. In this sense double/triples/... tangent bundles can indeed generalize higher order derivatives. If you think of a class $C^r$ path on $M$, in this sense there exists a lift of this path to $T^rM$.

I think one of the reasons you may be felling uncomfortable with the above constructions is the following: they are either abstract or coordinate dependent. If I am correct the problem is that if you wish for a coordinate independent way to talk about higher order derivatives, such that it is a map from concrete function/vector-like fields. For this you need to choose a connection.

To illustrate this point, I will take an example from John Lee's introduction to riemannian manifolds. Consider a path $\gamma(t)=(\cos t,\sin t)$ in $\mathbb{R}^2$.

A circular path in standard coordinates, being mapped to a line in polar coordinates.

This path traces out a circle with constant velocity. You can truly calculate it's velocity $\gamma'(t)$. And if you were to change coordinates, say to Polar coordinates using a map $F$ getting a different path $\tilde{\gamma}(t)=F\circ\gamma(t)=(0,t)$, you could then map the velocity of this smooth path using $dF$.

This is in some sense what the derivative is, a map $dF$ that locally looks linear and tells you how to map velocities of smooth paths. But then what is the second derivative? It should be the acceleration of this path!

But while our path in the original coordinates clearly has an nonzero acceleration (centripetal) $\gamma''(t)=(-\cos t,-\sin t)$, in our second path it is zero $\tilde{\gamma}''(t)=(0,0)$. So there is no linear map relating both of them! The map $D^2$ you desired doesn't exist naturally!

The first order derivative is always coordinate independent but the higher order ones aren't. In a informal sense, this happens because the second derivative would be: $$ "\gamma''(t)=\lim_{\epsilon\rightarrow 0}\frac{1}{\epsilon}(\gamma'(t+\epsilon)+\gamma'(t))" $$ But $\gamma'(t+\epsilon)$ and $\gamma'(t)$ are vectors from different tangent spaces. We need some way to connect different tangent spaces, this is precisely what a connection is.

An affine connection can be defined as a $C^\infty(M)$ linear map: $$ \nabla: \Gamma(TM)\mapsto \Gamma(\text{End}(TM)) $$ Where $\Gamma(TM)$ is the space of vector fields and $\Gamma(\text{End}(TM))$ is the space of fields of linear transformations on the tangent space.

Usually you can define the exterior derivative as a map: $$ d:C^{\infty}(M)\rightarrow \Omega^{1}(M)\\ d:\Omega^{n}(M)\rightarrow \Omega^{n+1}(M) $$ From smooth functions to $1-forms$ (which is like the 1st order derivative), or $n$-forms to $(n+1)$-form (as two Lie derivatives doesn't satisfy Leibnitz rule, to obtain an higher order operator you need to antissymetrize it). This is similar to how you can canonically define first order derivatives.

Then equipped with a connection $\nabla$, you can extend the exterior derivative to a de Rham operator: $$ d_{\nabla}:\Omega^{n}(M,TM)\rightarrow\Omega^{n+1}(M,TM) $$ From vector-valued $n$-forms to vector-valued $(n+1)$-forms.

So this enables you concretely calculate higher order derivatives, not only of real functions, but also vector fields and differential forms. Then if you have a smooth function $F$, you can think of the 0th order as a pullback of functions, 1st order as a pullback of differential forms (given by $dF$), and higher order as a pullback of these higher tensor objects $\Omega^n(M)$ or $\Omega^n(M,TM)$.

  • Cool. I arrived at the same conclusion during my exploration of mathematics. Your nice answer would become great if you made the example more concrete. What would the connection be, for that circle in $\mathbb R^2$? Answer: the one induced by the standard Euclidean metric. (Which is the same I am implicitly using in the question, when I speak of vector spaces, provided they come with a scalar product). Can you possibly compute the second derivative of the circle path in terms of this connection, and show that it yields the result we expect (centripetal acceleration)? Boa! Agradeço desde já – Giuseppe Negro Apr 14 '25 at 16:21