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Lie bracket of vector fields

From Wikipedia, the free encyclopedia
Operator in differential topology

In the mathematical field ofdifferential topology, theLie bracket of vector fields, also known as theJacobi–Lie bracket or thecommutator of vector fields, is an operator that assigns to any twovector fieldsX{\displaystyle X} andY{\displaystyle Y} on asmooth manifoldM{\displaystyle M} a third vector field denoted[X,Y]{\displaystyle [X,Y]}.

Conceptually, the Lie bracket[X,Y]{\displaystyle [X,Y]} is the derivative ofY{\displaystyle Y} along theflow generated byX{\displaystyle X}, and is sometimes denotedLXY{\displaystyle {\mathcal {L}}_{X}Y} ("Lie derivative of Y along X"). This generalizes to theLie derivative of anytensor field along the flow generated byX{\displaystyle X}.

The Lie bracket is anR-bilinear operation and turns the set of allsmooth vector fields on the manifoldM{\displaystyle M} into an (infinite-dimensional)Lie algebra.

The Lie bracket plays an important role indifferential geometry anddifferential topology, for instance in theFrobenius integrability theorem, and is also fundamental in the geometric theory ofnonlinear control systems.[1]

V. I. Arnold refers to this as the "fisherman derivative", as one can imagine being a fisherman, holding a fishing rod, sitting in a boat. Both the boat and thefloat are flowing according to vector fieldX{\displaystyle X}, and the fisherman lengthens/shrinks and turns the fishing rod according to vector fieldY{\displaystyle Y}. The Lie bracket is the amount of dragging on the fishing float relative to the surrounding water.[2]

Definitions

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There are three conceptually different but equivalent approaches to defining the Lie bracket:

Vector fields as derivations

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Each smooth vector fieldX:MTM{\displaystyle X:M\rightarrow TM} on a manifoldM{\displaystyle M} may be regarded as adifferential operator acting on smooth functionsf(p){\displaystyle f(p)} (wherepM{\displaystyle p\in M} andf{\displaystyle f} of classC(M){\displaystyle C^{\infty }(M)}) when we defineX(f){\displaystyle X(f)} to be another function whose value at a pointp{\displaystyle p} is thedirectional derivative off{\displaystyle f} atp{\displaystyle p} in the directionX(p){\displaystyle X(p)}. In this way, each smooth vector fieldX{\displaystyle X} becomes aderivation onC(M){\displaystyle C^{\infty }(M)}. Furthermore, any derivation onC(M){\displaystyle C^{\infty }(M)} arises from a unique smooth vector fieldX{\displaystyle X}.

In general, thecommutatorδ1δ2δ2δ1{\displaystyle \delta _{1}\circ \delta _{2}-\delta _{2}\circ \delta _{1}} of any two derivationsδ1{\displaystyle \delta _{1}} andδ2{\displaystyle \delta _{2}} is again a derivation, where{\displaystyle \circ } denotes composition of operators. This can be used to define the Lie bracket as the vector field corresponding to the commutator derivation:

[X,Y](f)=X(Y(f))Y(X(f)) for all fC(M).{\displaystyle [X,Y](f)=X(Y(f))-Y(X(f))\;\;{\text{ for all }}f\in C^{\infty }(M).}

Flows and limits

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LetΦtX{\displaystyle \Phi _{t}^{X}} be theflow associated with the vector fieldX{\displaystyle X}, and letD{\displaystyle D} denote thetangent map derivative operator. Then the Lie bracket ofX{\displaystyle X} andY{\displaystyle Y} at the pointxM{\displaystyle x\in M} can be defined as theLie derivative:

[X,Y]x = (LXY)x := limt0(DΦtX)YΦtX(x)Yxt = ddt|t=0(DΦtX)YΦtX(x).{\displaystyle [X,Y]_{x}\ =\ ({\mathcal {L}}_{X}Y)_{x}\ :=\ \lim _{t\to 0}{\frac {(\mathrm {D} \Phi _{-t}^{X})Y_{\Phi _{t}^{X}(x)}\,-\,Y_{x}}{t}}\ =\ \left.{\tfrac {\mathrm {d} }{\mathrm {d} t}}\right|_{t=0}(\mathrm {D} \Phi _{-t}^{X})Y_{\Phi _{t}^{X}(x)}.}

This also measures the failure of the flow in the successive directionsX,Y,X,Y{\displaystyle X,Y,-X,-Y} to return to the pointx{\displaystyle x}:

[X,Y]x = 12d2dt2|t=0(ΦtYΦtXΦtYΦtX)(x) = ddt|t=0(ΦtYΦtXΦtYΦtX)(x).{\displaystyle [X,Y]_{x}\ =\ \left.{\tfrac {1}{2}}{\tfrac {\mathrm {d} ^{2}}{\mathrm {d} t^{2}}}\right|_{t=0}(\Phi _{-t}^{Y}\circ \Phi _{-t}^{X}\circ \Phi _{t}^{Y}\circ \Phi _{t}^{X})(x)\ =\ \left.{\tfrac {\mathrm {d} }{\mathrm {d} t}}\right|_{t=0}(\Phi _{\!-{\sqrt {t}}}^{Y}\circ \Phi _{\!-{\sqrt {t}}}^{X}\circ \Phi _{\!{\sqrt {t}}}^{Y}\circ \Phi _{\!{\sqrt {t}}}^{X})(x).}

In coordinates

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Though the above definitions of Lie bracket areintrinsic (independent of the choice of coordinates on the manifoldM{\displaystyle M}), in practice one often wants to compute the bracket in terms of a specific coordinate system{xi}{\displaystyle \{x^{i}\}}. We writei=xi{\displaystyle \partial _{i}={\tfrac {\partial }{\partial x^{i}}}} for the associated local basis of the tangent bundle, so that general vector fields can be writtenX=i=1nXii{\displaystyle \textstyle X=\sum _{i=1}^{n}X^{i}\partial _{i}}andY=i=1nYii{\displaystyle \textstyle Y=\sum _{i=1}^{n}Y^{i}\partial _{i}}for smooth functionsXi,Yi:MR{\displaystyle X^{i},Y^{i}:M\to \mathbb {R} }. Then the Lie bracket can be computed as:

[X,Y]:=i=1n(X(Yi)Y(Xi))i=i=1nj=1n(XjjYiYjjXi)i.{\displaystyle [X,Y]:=\sum _{i=1}^{n}\left(X(Y^{i})-Y(X^{i})\right)\partial _{i}=\sum _{i=1}^{n}\sum _{j=1}^{n}\left(X^{j}\partial _{j}Y^{i}-Y^{j}\partial _{j}X^{i}\right)\partial _{i}.}

IfM{\displaystyle M} is (an open subset of)Rn{\displaystyle \mathbb {R} ^{n}}, then the vector fieldsX{\displaystyle X} andY{\displaystyle Y} can be written as smooth maps of the formX:MRn{\displaystyle X:M\to \mathbb {R} ^{n}} andY:MRn{\displaystyle Y:M\to \mathbb {R} ^{n}}, and the Lie bracket[X,Y]:MRn{\displaystyle [X,Y]:M\to \mathbb {R} ^{n}} is given by:

[X,Y]:=JYXJXY{\displaystyle [X,Y]:=J_{Y}X-J_{X}Y}

whereJY{\displaystyle J_{Y}} andJX{\displaystyle J_{X}} aren×n{\displaystyle n\times n}Jacobian matrices (jYi{\displaystyle \partial _{j}Y^{i}} andjXi{\displaystyle \partial _{j}X^{i}} respectively using index notation) multiplying then×1{\displaystyle n\times 1} column vectorsX{\displaystyle X} andY{\displaystyle Y}.

Properties

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The Lie bracket of vector fields equips the real vector spaceV=Γ(TM){\displaystyle V=\Gamma (TM)} of all vector fields onM{\displaystyle M} (i.e., smooth sections of the tangent bundleTMM{\displaystyle TM\to M}) with the structure of aLie algebra, which means [ • , • ] is a mapV×VV{\displaystyle V\times V\to V} with:

An immediate consequence of the second property is that[X,X]=0{\displaystyle [X,X]=0} for anyX{\displaystyle X}.

Furthermore, there is a "product rule" for Lie brackets. Given a smooth (scalar-valued) functionf{\displaystyle f} onM{\displaystyle M} and a vector fieldY{\displaystyle Y} onM{\displaystyle M}, we get a new vector fieldfY{\displaystyle fY} by multiplying the vectorYx{\displaystyle Y_{x}} by the scalarf(x){\displaystyle f(x)} at each pointxM{\displaystyle x\in M}. Then:

where we multiply the scalar functionX(f){\displaystyle X(f)} with the vector fieldY{\displaystyle Y}, and the scalar functionf{\displaystyle f} with the vector field[X,Y]{\displaystyle [X,Y]}.This turns the vector fields with the Lie bracket into aLie algebroid.

Vanishing of the Lie bracket ofX{\displaystyle X} andY{\displaystyle Y} means that following the flows in these directions defines a surface embedded inM{\displaystyle M}, withX{\displaystyle X} andY{\displaystyle Y} as coordinate vector fields:

Theorem:[X,Y]=0{\displaystyle [X,Y]=0\,} iff the flows ofX{\displaystyle X} andY{\displaystyle Y} commute locally, meaning(ΦtYΦsX)(x)=(ΦsXΦtY)(x){\displaystyle (\Phi _{t}^{Y}\Phi _{s}^{X})(x)=(\Phi _{s}^{X}\,\Phi _{t}^{Y})(x)} for allxM{\displaystyle x\in M} and sufficiently smalls{\displaystyle s},t{\displaystyle t}.

This is a special case of theFrobenius integrability theorem.

Examples

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For aLie groupG{\displaystyle G}, the correspondingLie algebrag{\displaystyle {\mathfrak {g}}} is the tangent space at the identityTeG{\displaystyle T_{e}G}, which can be identified with the vector space ofleft invariant vector fields onG{\displaystyle G}. The Lie bracket of two left invariant vector fields is also left invariant, which defines the Jacobi–Lie bracket operation[,]:g×gg{\displaystyle [\,\cdot \,,\,\cdot \,]:{\mathfrak {g}}\times {\mathfrak {g}}\to {\mathfrak {g}}}.

For a matrix Lie group, whose elements are matricesgGMn×n(R){\displaystyle g\in G\subset M_{n\times n}(\mathbb {R} )}, each tangent space can be represented as matrices:TgG=gTIGMn×n(R){\displaystyle T_{g}G=g\cdot T_{I}G\subset M_{n\times n}(\mathbb {R} )}, where{\displaystyle \cdot } means matrix multiplication andI{\displaystyle I} is the identity matrix. The invariant vector field corresponding toXg=TIG{\displaystyle X\in {\mathfrak {g}}=T_{I}G} is given byXg=gXTgG{\displaystyle X_{g}=g\cdot X\in T_{g}G}, and a computation shows the Lie bracket ong{\displaystyle {\mathfrak {g}}} corresponds to the usualcommutator of matrices:

[X,Y] = XYYX.{\displaystyle [X,Y]\ =\ X\cdot Y-Y\cdot X.}

Generalizations

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As mentioned above, theLie derivative can be seen as a generalization of the Lie bracket. Another generalization of the Lie bracket (tovector-valued differential forms) is theFrölicher–Nijenhuis bracket.

References

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  1. ^Isaiah 2009, pp. 20–21,nonholonomic systems;Khalil 2002, pp. 523–530,feedback linearization.
  2. ^Arnolʹd, V. I.; Khesin, Boris A. (1999).Topological methods in hydrodynamics. Applied mathematical sciences (Corr. 2. printing ed.). New York Berlin Heidelberg: Springer. p. 6.ISBN 978-0-387-94947-5.
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