Brian Beckman Micrsosoft 13 Oct 2009. Show up in math, physics, and programming Different ideas with...
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Transcript of Brian Beckman Micrsosoft 13 Oct 2009. Show up in math, physics, and programming Different ideas with...
Covariance and Contravariance Show up in math, physics, and
programming Different ideas with the same name? Or facets of one bigger idea? What's the common thread?
Seem to be slippery conceptsyou think you've got it, then *smack*
something goes backwards Why? Can we fix that?
Start with the "Devil I Know" Explore these concepts in physics
context
Later, tie them into similar concepts in programming (and maybe other math areas)
Ok, What are They in Physics? They arise from application of
"Differential Geometry on Manifolds"Foundation for General Relativity
GPS, Astrometry, Cosmology, Black holes, ...Most other areas of physics have been
Geometricized Mechanics, Electrodynamics, Quantum
physics, Statistical physics, ...Looks like String Theory or Loop Quantum
Gravity will "seal the deal" We think all of physics will be
Geometricized
Analyze the Words
"Co- and Contra-" imply dualityThey go together
"Variance" implies movementThey show up when something changes
A Running Example
Imagine a flight plan from Reykjavik to Johannesburg
Imagine two functions:Waypoint as a function of timeFuel as a function of waypoint
Two Functions
Call this FLIGHT PATH Call this FUEL
Give it a real-number time t, it gives you a location or point
Give it a point, it gives you a real-number fuel-spent value
Time Waypoint
t1 Belfast
t2 LeMans
t3 Perpignon
t4 Bejaia
...
Waypoint
Fuel
Belfast f1
LeMans f2
Perpignon f3
Bejaia f4
...
p t f p
Composition: fuel over time – give it a time, you get a fuel-
spent What's the fuel burn-rate? In 19th-century notation, plus “chain rule”
Great, but what are and ? Can’t compute them without coordinates
…
f p t f p t
df df dp
dt dp dt
df dp dp dt
f p t
Relate fuel & path to coordinates Let x be a coordinate function, that
gives to every point p on the globe a lat, lon, alt
Define a new function that delivers fuel-spent as a function of coordinates x
Use associative law Rename (because we will never
again separate x from p Our new fuel-over-time function
f fx x
fx
ppx x
f p f p f p x xx x
pf p f x x
Now compute fuel burn-rate Still sticking with "picturesque" 19th-century
notation:
You may recognize this as
The burn rate is a gradient times a velocity
The notation is broken, but before fixing it...
p pd f dd f p df
dt dt d dt x x
x x
x
p pp
d ddff f
d dt dt x
x x
x xx
x
Here's the Big Idea
The answer CAN'T depend on the choice of coordinate system
The anser MUST be invariant w.r.t. changes in coordinates
We can get this if one of the two factors is covariant and the other is contravariant w.r.t. coordinate change, but which is which?
p pd df ddf
d dt d dt yx
x y
x y
Intuition by Example
Let Coordinates are numbers relating to
geometry When x is 1, y is a, bigger than x y is a finer-grained coordinate
system It takes more y's than x's to get from
one point to another
, 1p t a p t a y x
Gradients are Covariant
The change in f for a unit change in y must therefore be smaller than the change in f for a unit change in x
Check this with the good-ol' chain rule again
When a>1, df/dy is smaller than df/dx when the coordinate spacing is smaller, the
changes in f are smaller The gradient co-varies with the coordinate
spacing
1df df dfd
d d d d a y x xx
y x y x
Velocities are Contravariant Chain rule again
When the coordinate spacing gets smaller, the velocity vector must cover more coordinates to represent the same velocity, so its numbers get bigger
The velocity varies contra to (against) the coordinate spacing
p p p p
p
d d d da
dt dt d dt
y x y x
x
Intuition versus Precision
That demonstration gives the intuition and the mnemonic
The chain rule gives the precise answer
In any number of dimensions For any differentiable coordinate
changesnon-linear, curved, twisted, ...with many kinds of singularitiesthis is where many interesting details
go…
The Notation is Broken
What is a derivative? It's the best linear approximation to a
function at a certain point Linear approximation means you give it a
change in inputs to the original function, it gives the approximate change in the output of the original function
The derivative is thus a function from points to linear approximations
The derivative operator converts a function of points to a function of points
Notation is Broken (cont...) With all that in mind, what could
mean? This must be a function of
time t that produces a linear approximation to
Let's write it like this
as an equality on linear approximations!
p pd f dd f p df
dt dt d dt x x
x x
x
d f p dt f p
p p pf t f t t x xx x x
The Better Notation
is linear approx to at
is linear approx to at
is linear approx to at
pf t x x pfx x t
pf t x x fx p tx
p tx px
p p pf t f t t x xx x x
t
Now Change Coordinatesp p
p p
p p p p
f f
f f
f p f x f f f
x y
y x
x x y y
x X y
y Y x
Y
X
X y y Y x
p p p
p p p p
p p
p p p p
f p t f t f t t
f t f t f t t
f t t
t t t t
y y
y x x
x
y y y
y X y X y X y
x X y
y Y x Y x x