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Laplace–Beltrami operator

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Operator generalizing the Laplacian in differential geometry
Not to be confused withBeltrami operator.

Indifferential geometry, theLaplace–Beltrami operator is a generalization of theLaplace operator to functions defined onsubmanifolds inEuclidean space and, even more generally, onRiemannian andpseudo-Riemannian manifolds. It is named afterPierre-Simon Laplace andEugenio Beltrami.

For any twice-differentiable real-valued functionf defined on Euclidean spaceRn, the Laplace operator (also known as theLaplacian) takesf to thedivergence of itsgradient vector field, which is the sum of then pure second derivatives off with respect to each vector of anorthonormal basis forRn. Like the Laplacian, the Laplace–Beltrami operator is defined as the divergence of the gradient, and is alinear operator taking functions into functions. The operator can be extended to operate on tensors as the divergence of the covariant derivative. Alternatively, the operator can be generalized to operate ondifferential forms using the divergence andexterior derivative. The resulting operator is called the Laplace–de Rham operator (named afterGeorges de Rham).

Details

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The Laplace–Beltrami operator, like the Laplacian, is the (Riemannian)divergence of the (Riemannian)gradient:

Δf=div(f).{\displaystyle \Delta f={\rm {div}}(\nabla f).}

An explicit formula inlocal coordinates is possible.

Suppose first thatM is anorientedRiemannian manifold. The orientation allows one to specify a definitevolume form onM, given in an oriented coordinate systemxi by

voln:=|g|dx1dxn{\displaystyle \operatorname {vol} _{n}:={\sqrt {|g|}}\;dx^{1}\wedge \cdots \wedge dx^{n}}

where|g| := |det(gij)| is theabsolute value of thedeterminant of themetric tensor, and thedxi are the1-forms forming thedual frame to the frame

i:=xi{\displaystyle \partial _{i}:={\frac {\partial }{\partial x^{i}}}}

of the tangent bundleTM{\displaystyle TM} and{\displaystyle \wedge } is thewedge product.

The divergence of a vector fieldX{\displaystyle X} on the manifold is then defined as the scalar functionX{\displaystyle \nabla \cdot X} with the property

(X)voln:=LXvoln{\displaystyle (\nabla \cdot X)\operatorname {vol} _{n}:=L_{X}\operatorname {vol} _{n}}

whereLX is theLie derivative along thevector fieldX. In local coordinates, one obtains

X=1|g|i(|g|Xi){\displaystyle \nabla \cdot X={\frac {1}{\sqrt {|g|}}}\partial _{i}\left({\sqrt {|g|}}X^{i}\right)}

where here and below theEinstein notation is implied, so that the repeated indexi is summed over.

The gradient of a scalar function ƒ is the vector field gradf that may be defined through theinner product,{\displaystyle \langle \cdot ,\cdot \rangle } on the manifold, as

gradf(x),vx=df(x)(vx){\displaystyle \langle \operatorname {grad} f(x),v_{x}\rangle =df(x)(v_{x})}

for all vectorsvx anchored at pointx in thetangent spaceTxM of the manifold at pointx. Here,dƒ is theexterior derivative of the function ƒ; it is a 1-form taking argumentvx. In local coordinates, one has

(gradf)i=if=gijjf{\displaystyle \left(\operatorname {grad} f\right)^{i}=\partial ^{i}f=g^{ij}\partial _{j}f}

wheregij are the components of the inverse of themetric tensor, so thatgijgjk = δik with δik theKronecker delta.

Combining the definitions of the gradient and divergence, the formula for the Laplace–Beltrami operator applied to a scalar function ƒ is, in local coordinates

Δf=1|g|i(|g|gijjf).{\displaystyle \Delta f={\frac {1}{\sqrt {|g|}}}\partial _{i}\left({\sqrt {|g|}}g^{ij}\partial _{j}f\right).}

IfM is not oriented, then the above calculation carries through exactly as presented, except that the volume form must instead be replaced by avolume element (adensity rather than a form). Neither the gradient nor the divergence actually depends on the choice of orientation, and so the Laplace–Beltrami operator itself does not depend on this additional structure.

Formal self-adjointness

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The exterior derivatived{\displaystyle d} and{\displaystyle -\nabla } are formal adjoints, in the sense that for a compactly supported functionf{\displaystyle f}

Mdf(X)voln=MfXvoln{\displaystyle \int _{M}df(X)\operatorname {vol} _{n}=-\int _{M}f\nabla \cdot X\operatorname {vol} _{n}}     (proof)

where the last equality is an application ofStokes' theorem. Dualizing gives

MfΔhvoln=Mdf,dhvoln{\displaystyle \int _{M}f\,\Delta h\,\operatorname {vol} _{n}=-\int _{M}\langle df,dh\rangle \,\operatorname {vol} _{n}}2

for all compactly supported functionsf{\displaystyle f} andh{\displaystyle h}. Conversely, (2) characterizes the Laplace–Beltrami operator completely, in the sense that it is the only operator with this property.

As a consequence, the Laplace–Beltrami operator is negative and formally self-adjoint, meaning that for compactly supported functionsf{\displaystyle f} andh{\displaystyle h},

MfΔhvoln=Mdf,dhvoln=MhΔfvoln.{\displaystyle \int _{M}f\,\Delta h\operatorname {vol} _{n}=-\int _{M}\langle df,dh\rangle \operatorname {vol} _{n}=\int _{M}h\,\Delta f\operatorname {vol} _{n}.}

Because the Laplace–Beltrami operator, as defined in this manner, is negative rather than positive, often it is defined with the opposite sign.

Eigenvalues of the Laplace–Beltrami operator (Lichnerowicz–Obata theorem)

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Let M denote a compact Riemannian manifold without boundary. We want to consider the eigenvalue equation,

Δu=λu,{\displaystyle -\Delta u=\lambda u,}

whereu{\displaystyle u} is theeigenfunction associated with the eigenvalueλ{\displaystyle \lambda }. It can be shown using the self-adjointness proved above that the eigenvaluesλ{\displaystyle \lambda } are real. The compactness of the manifoldM{\displaystyle M} allows one to show that the eigenvalues are discrete and furthermore, the vector space of eigenfunctions associated with a given eigenvalueλ{\displaystyle \lambda }, i.e. theeigenspaces are all finite-dimensional. Notice by taking the constant function as an eigenfunction, we getλ=0{\displaystyle \lambda =0} is an eigenvalue. Also since we have consideredΔ{\displaystyle -\Delta } an integration by parts shows thatλ0{\displaystyle \lambda \geq 0}. More precisely if we multiply the eigenvalue equation through by the eigenfunctionu{\displaystyle u} and integrate the resulting equation onM{\displaystyle M} we get (using the notationdV=voln{\displaystyle dV=\operatorname {vol} _{n}}):

MΔu u dV=λMu2 dV{\displaystyle -\int _{M}\Delta u\ u\ dV=\lambda \int _{M}u^{2}\ dV}

Performing an integration by parts or what is the same thing as using thedivergence theorem on the term on the left, and sinceM{\displaystyle M} has no boundary we get

MΔu u dV=M|u|2 dV{\displaystyle -\int _{M}\Delta u\ u\ dV=\int _{M}|\nabla u|^{2}\ dV}

Putting the last two equations together we arrive at

M|u|2 dV=λMu2 dV{\displaystyle \int _{M}|\nabla u|^{2}\ dV=\lambda \int _{M}u^{2}\ dV}

We conclude from the last equation thatλ0{\displaystyle \lambda \geq 0}.

A fundamental result ofAndré Lichnerowicz[1] states that: Given a compactn-dimensional Riemannian manifold with no boundary withn2{\displaystyle n\geq 2}. Assume theRicci curvature satisfies the lower bound:

Ric(X,X)κg(X,X),κ>0,{\displaystyle \operatorname {Ric} (X,X)\geq \kappa g(X,X),\kappa >0,}

whereg(,){\displaystyle g(\cdot ,\cdot )} is the metric tensor andX{\displaystyle X} is any tangent vector on the manifoldM{\displaystyle M}. Then the first positive eigenvalueλ1{\displaystyle \lambda _{1}} of the eigenvalue equation satisfies the lower bound:

λ1nn1κ.{\displaystyle \lambda _{1}\geq {\frac {n}{n-1}}\kappa .}

This lower bound is sharp and achieved on the sphereSn{\displaystyle \mathbb {S} ^{n}}. In fact onS2{\displaystyle \mathbb {S} ^{2}} the eigenspace forλ1{\displaystyle \lambda _{1}} is three dimensional and spanned by the restriction of the coordinate functionsx1,x2,x3{\displaystyle x_{1},x_{2},x_{3}} fromR3{\displaystyle \mathbb {R} ^{3}} toS2{\displaystyle \mathbb {S} ^{2}}. Using spherical coordinates(θ,ϕ){\displaystyle (\theta ,\phi )}, onS2{\displaystyle \mathbb {S} ^{2}} the two dimensional sphere, set

x3=cosϕ=u1,{\displaystyle x_{3}=\cos \phi =u_{1},}

we see easily from the formula for the spherical Laplacian displayed below that

ΔS2u1=2u1{\displaystyle -\Delta _{\mathbb {S} ^{2}}u_{1}=2u_{1}}

Thus the lower bound in Lichnerowicz's theorem is achieved at least in two dimensions.

Conversely it was proved byMorio Obata,[2] that if then-dimensional compact Riemannian manifold without boundary were such that for the first positive eigenvalueλ1{\displaystyle \lambda _{1}} one has,

λ1=nn1κ,{\displaystyle \lambda _{1}={\frac {n}{n-1}}\kappa ,}

then the manifold is isometric to then-dimensional sphereSn(n1κ){\displaystyle \mathbb {S} ^{n}{\bigg (}{\sqrt {\frac {n-1}{\kappa }}}{\bigg )}}, the sphere of radiusn1κ{\displaystyle {\sqrt {\frac {n-1}{\kappa }}}}. Proofs of all these statements may be found in the book by Isaac Chavel.[3] Analogous sharp bounds also hold for other Geometries and for certain degenerate Laplacians associated with these geometries like theKohn Laplacian (afterJoseph J. Kohn) on a compactCR manifold. Applications there are to the global embedding of such CR manifolds inCn.{\displaystyle \mathbb {C} ^{n}.}[4]

Tensor Laplacian

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The Laplace–Beltrami operator can be written using thetrace (or contraction) of the iteratedcovariant derivative associated with theLevi-Civita connection. TheHessian (tensor) of a functionf{\displaystyle f} is the symmetric 2-tensor

HessfΓ(TMTM){\displaystyle \displaystyle {\mbox{Hess}}f\in \mathbf {\Gamma } ({\mathsf {T}}^{*}M\otimes {\mathsf {T}}^{*}M)},Hessf:=2ffdf{\displaystyle {\mbox{Hess}}f:=\nabla ^{2}f\equiv \nabla \nabla f\equiv \nabla \mathrm {d} f},

wheredf denotes the(exterior) derivative of a functionf.

LetXi be a basis of tangent vector fields (not necessarily induced by a coordinate system). Then the components ofHess f are given by

(Hessf)ij=Hessf(Xi,Xj)=XiXjfXiXjf{\displaystyle ({\mbox{Hess}}f)_{ij}={\mbox{Hess}}f(X_{i},X_{j})=\nabla _{X_{i}}\nabla _{X_{j}}f-\nabla _{\nabla _{X_{i}}X_{j}}f}

This is easily seen to transform tensorially, since it is linear in each of the argumentsXi,Xj. The Laplace–Beltrami operator is then the trace (orcontraction) of the Hessian with respect to the metric:

Δf:=trdfC(M){\displaystyle \displaystyle \Delta f:=\mathrm {tr} \nabla \mathrm {d} f\in {\mathsf {C}}^{\infty }(M)}.

More precisely, this means

Δf(x)=i=1ndf(Xi,Xi){\displaystyle \displaystyle \Delta f(x)=\sum _{i=1}^{n}\nabla \mathrm {d} f(X_{i},X_{i})},

or in terms of the metric

Δf=ijgij(Hessf)ij.{\displaystyle \Delta f=\sum _{ij}g^{ij}({\mbox{Hess}}f)_{ij}.}

Inabstract indices, the operator is often written

Δf=aaf{\displaystyle \Delta f=\nabla ^{a}\nabla _{a}f}

provided it is understood implicitly that this trace is in fact the trace of the Hessiantensor.

Because the covariant derivative extends canonically to arbitrarytensors, the Laplace–Beltrami operator defined on a tensorT by

ΔT=gij(XiXjTXiXjT){\displaystyle \Delta T=g^{ij}\left(\nabla _{X_{i}}\nabla _{X_{j}}T-\nabla _{\nabla _{X_{i}}X_{j}}T\right)}

is well-defined.

Laplace–de Rham operator

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More generally, one can define a Laplaciandifferential operator on sections of the bundle ofdifferential forms on apseudo-Riemannian manifold. On aRiemannian manifold it is anelliptic operator, while on aLorentzian manifold it ishyperbolic. TheLaplace–de Rham operator is defined by

Δ=dδ+δd=(d+δ)2,{\displaystyle \Delta =\mathrm {d} \delta +\delta \mathrm {d} =(\mathrm {d} +\delta )^{2},\;}

where d is theexterior derivative or differential andδ is thecodifferential, acting as(−1)kn+n+1∗d∗ onk-forms, where ∗ is theHodge star. The first order operatord+δ{\displaystyle \mathrm {d} +\delta } is the Hodge–Dirac operator.[5]

When computing the Laplace–de Rham operator on a scalar functionf, we haveδf = 0, so that

Δf=δdf.{\displaystyle \Delta f=\delta \,\mathrm {d} f.}

Up to an overall sign, the Laplace–de Rham operator is equivalent to the previous definition of the Laplace–Beltrami operator when acting on a scalar function; see the proof for details. On functions, the Laplace–de Rham operator is actually the negative of the Laplace–Beltrami operator, as the conventional normalization of thecodifferential assures that the Laplace–de Rham operator is (formally)positive definite, whereas the Laplace–Beltrami operator is typically negative. The sign is merely a convention, and both are common in the literature. The Laplace–de Rham operator differs more significantly from the tensor Laplacian restricted to act on skew-symmetric tensors. Apart from the incidental sign, the two operators differ by aWeitzenböck identity that explicitly involves theRicci curvature tensor.

Examples

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Many examples of the Laplace–Beltrami operator can be worked out explicitly.

Euclidean space

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In the usual (orthonormal)Cartesian coordinatesxi onEuclidean space, the metric is reduced to the Kronecker delta, and one therefore has|g|=1{\displaystyle |g|=1}. Consequently, in this case

Δf=1|g|i|g|if=iif{\displaystyle \Delta f={\frac {1}{\sqrt {|g|}}}\partial _{i}{\sqrt {|g|}}\partial ^{i}f=\partial _{i}\partial ^{i}f}

which is the ordinary Laplacian. Incurvilinear coordinates, such asspherical orcylindrical coordinates, one obtainsalternative expressions.

Similarly, the Laplace–Beltrami operator corresponding to theMinkowski metric withsignature(− + + +) is thed'Alembertian.

Spherical Laplacian

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The spherical Laplacian is the Laplace–Beltrami operator on the(n − 1)-sphere with its canonical metric of constant sectional curvature 1. It is convenient to regard the sphere as isometrically embedded intoRn as theunit sphere centred at the origin. Then for a functionf onSn−1, the spherical Laplacian is defined by

ΔSn1f(x)=Δf(x/|x|){\displaystyle \Delta _{S^{n-1}}f(x)=\Delta f(x/|x|)}

wheref(x/|x|) is the degree zero homogeneous extension of the functionf toRn − {0}, andΔ{\displaystyle \Delta } is the Laplacian of the ambient Euclidean space. Concretely, this is implied by the well-known formula for the Euclidean Laplacian in spherical polar coordinates:

Δf=r1nr(rn1fr)+r2ΔSn1f.{\displaystyle \Delta f=r^{1-n}{\frac {\partial }{\partial r}}\left(r^{n-1}{\frac {\partial f}{\partial r}}\right)+r^{-2}\Delta _{S^{n-1}}f.}

More generally, one can formulate a similar trick using thenormal bundle to define the Laplace–Beltrami operator of any Riemannian manifold isometrically embedded as a hypersurface of Euclidean space.

One can also give an intrinsic description of the Laplace–Beltrami operator on the sphere in anormal coordinate system. Let(ϕ,ξ) be spherical coordinates on the sphere with respect to a particular pointp of the sphere (the "north pole"), that is geodesic polar coordinates with respect top. Hereϕ represents the latitude measurement along a unit speed geodesic fromp, andξ a parameter representing the choice of direction of the geodesic inSn−1. Then the spherical Laplacian has the form:

ΔSn1f(ξ,ϕ)=(sinϕ)2nϕ((sinϕ)n2fϕ)+(sinϕ)2Δξf{\displaystyle \Delta _{S^{n-1}}f(\xi ,\phi )=(\sin \phi )^{2-n}{\frac {\partial }{\partial \phi }}\left((\sin \phi )^{n-2}{\frac {\partial f}{\partial \phi }}\right)+(\sin \phi )^{-2}\Delta _{\xi }f}

whereΔξ{\displaystyle \Delta _{\xi }} is the Laplace–Beltrami operator on the ordinary unit(n − 2)-sphere. In particular, for the ordinary 2-sphere using standard notation for polar coordinates we get:

ΔS2f(θ,ϕ)=(sinϕ)1ϕ(sinϕfϕ)+(sinϕ)22θ2f{\displaystyle \Delta _{S^{2}}f(\theta ,\phi )=(\sin \phi )^{-1}{\frac {\partial }{\partial \phi }}\left(\sin \phi {\frac {\partial f}{\partial \phi }}\right)+(\sin \phi )^{-2}{\frac {\partial ^{2}}{\partial \theta ^{2}}}f}

Hyperbolic space

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A similar technique works inhyperbolic space. Here the hyperbolic spaceHn−1 can be embedded into then dimensionalMinkowski space, a real vector space equipped with the quadratic form

q(x)=x12x22xn2.{\displaystyle q(x)=x_{1}^{2}-x_{2}^{2}-\cdots -x_{n}^{2}.}

ThenHn is the subset of the future null cone in Minkowski space given by

Hn={xq(x)=1,x1>1}.{\displaystyle H^{n}=\{x\mid q(x)=1,x_{1}>1\}.\,}

Then

ΔHn1f=f(x/q(x)1/2)|Hn1{\displaystyle \Delta _{H^{n-1}}f=\left.\Box f\left(x/q(x)^{1/2}\right)\right|_{H^{n-1}}}

Heref(x/q(x)1/2){\displaystyle f(x/q(x)^{1/2})} is the degree zero homogeneous extension off to the interior of the future null cone and is thewave operator

=2x122xn2.{\displaystyle \Box ={\frac {\partial ^{2}}{\partial x_{1}^{2}}}-\cdots -{\frac {\partial ^{2}}{\partial x_{n}^{2}}}.}

The operator can also be written in polar coordinates. Let(t,ξ) be spherical coordinates on the sphere with respect to a particular pointp ofHn−1 (say, the center of thePoincaré disc). Heret represents the hyperbolic distance fromp andξ a parameter representing the choice of direction of the geodesic inSn−2. Then the hyperbolic Laplacian has the form:

ΔHn1f(t,ξ)=sinh(t)2nt(sinh(t)n2ft)+sinh(t)2Δξf{\displaystyle \Delta _{H^{n-1}}f(t,\xi )=\sinh(t)^{2-n}{\frac {\partial }{\partial t}}\left(\sinh(t)^{n-2}{\frac {\partial f}{\partial t}}\right)+\sinh(t)^{-2}\Delta _{\xi }f}

whereΔξ{\displaystyle \Delta _{\xi }} is the Laplace–Beltrami operator on the ordinary unit (n − 2)-sphere. In particular, for the hyperbolic plane using standard notation for polar coordinates we get:

ΔH2f(r,θ)=sinh(r)1r(sinh(r)fr)+sinh(r)22θ2f{\displaystyle \Delta _{H^{2}}f(r,\theta )=\sinh(r)^{-1}{\frac {\partial }{\partial r}}\left(\sinh(r){\frac {\partial f}{\partial r}}\right)+\sinh(r)^{-2}{\frac {\partial ^{2}}{\partial \theta ^{2}}}f}

See also

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Notes

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  1. ^Lichnerowicz, Andre (1958).Geometrie des groupes de transformations. Paris: Dunod.
  2. ^Obata, Morio (1962)."Certain conditions for a Riemannian manifold to be isometric with a sphere".J. Math. Soc. Jpn.14 (3):333–340.doi:10.2969/jmsj/01430333.
  3. ^Chavel, Isaac (1984),Eigenvalues in Riemannian Geometry, Pure and Applied Mathematics, vol. 115 (2nd ed.), Academic Press,ISBN 978-0-12-170640-1
  4. ^Chanillo, Sagun, Chiu, Hung-Lin and Yang, Paul C. (2012). "Embeddability for 3-dimensional CR manifolds and CR Yamabe Invariants".Duke Mathematical Journal.161 (15):2909–2921.arXiv:1007.5020.doi:10.1215/00127094-1902154.S2CID 304301.{{cite journal}}: CS1 maint: multiple names: authors list (link)
  5. ^McIntosh, Alan; Monniaux, Sylvie (2018). "Hodge–Dirac, Hodge–Laplacian and Hodge–Stokes operators in $L^p$ spaces on Lipschitz domains".Revista Matemática Iberoamericana.34 (4):1711–1753.arXiv:1608.01797.doi:10.4171/RMI/1041.S2CID 119123242.

References

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