Directional derivative


In mathematics, the directional derivative of a multivariate differentiable function along a given vector v at a given point x intuitively represents the instantaneous rate of change of the function, moving through x with a velocity specified by v. It therefore generalizes the notion of a partial derivative, in which the rate of change is taken along one of the curvilinear coordinate curves, all other coordinates being constant.
The directional derivative is a special case of the Gateaux derivative.

Notation

Let f be a curve whose tangent vector at some chosen point is v. The directional derivative of a function f with respect to v may be denoted by any of the following:

Definition

The directional derivative of a scalar function
along a vector
is the function defined by the limit
This definition is valid in a broad range of contexts, for example where the norm of a vector is undefined.
If the function f is differentiable at x, then the directional derivative exists along any vector v, and one has
where the on the right denotes the gradient and is the dot product. This follows from defining a path and using the definition of the derivative as a limit which can be calculated along this path to get:
Intuitively, the directional derivative of f at a point x represents the rate of change of f, in the direction of v with respect to time, when moving past x.

Using only direction of vector

In a Euclidean space, some authors define the directional derivative to be with respect to an arbitrary nonzero vector v after normalization, thus being independent of its magnitude and depending only on its direction.
This definition gives the rate of increase of f per unit of distance moved in the direction given by v. In this case, one has
or in case f is differentiable at x,

Restriction to a unit vector

In the context of a function on a Euclidean space, some texts restrict the vector v to being a unit vector. With this restriction, both the above definitions are equivalent.

Properties

Many of the familiar properties of the ordinary derivative hold for the directional derivative. These include, for any functions f and g defined in a neighborhood of, and differentiable at, p:

In differential geometry

Let be a differentiable manifold and a point of. Suppose that is a function defined in a neighborhood of, and differentiable at. If is a tangent vector to at, then the directional derivative of along, denoted variously as , , , or , can be defined as follows. Let be a differentiable curve with and. Then the directional derivative is defined by
This definition can be proven independent of the choice of, provided is selected in the prescribed manner so that.

The Lie derivative

The Lie derivative of a vector field along a vector field is given by the difference of two directional derivatives :
In particular, for a scalar field, the Lie derivative reduces to the standard directional derivative:

The Riemann tensor

Directional derivatives are often used in introductory derivations of the Riemann curvature tensor. Consider a curved rectangle with an infinitesimal vector δ along one edge and δ′ along the other. We translate a covector S along δ then δ′ and then subtract the translation along δ′ and then δ. Instead of building the directional derivative using partial derivatives, we use the covariant derivative. The translation operator for δ is thus
and for δ′,
The difference between the two paths is then
It can be argued that the noncommutativity of the covariant derivatives measures the curvature of the manifold:
where R is the Riemann curvature tensor and the sign depends on the sign convention of the author.

In group theory

Translations

In the Poincaré algebra, we can define an infinitesimal translation operator P as
For a finite displacement λ, the unitary Hilbert space representation for translations is
By using the above definition of the infinitesimal translation operator, we see that the finite translation operator is an exponentiated directional derivative:
This is a translation operator in the sense that it acts on multivariable functions f as
Proof of the last equation

In standard single-variable calculus, the derivative of a smooth function f is defined by
This can be rearranged to find f:
It follows that is a translation operator. This is instantly generalized to multivariable functions f
Here is the directional derivative along the infinitesimal displacement ε. We have found the infinitesimal version of the translation operator:
It is evident that the group multiplication law UU=U takes the form
So suppose that we take the finite displacement λ and divide it into N parts, so that λ/N=ε. In other words,
Then by applying U N times, we can construct U:
We can now plug in our above expression for U:
Using the identity
we have
And since Uf=f we have
Q.E.D.
As a technical note, this procedure is only possible because the translation group forms an Abelian subgroup in the Poincaré algebra. In particular, the group multiplication law UU=U should not be taken for granted. We also note that Poincaré is a connected Lie group. It is a group of transformations T that are described by a continuous set of real parameters. The group multiplication law takes the form
Taking =0 as the coordinates of the identity, we must have
The actual operators on the Hilbert space are represented by unitary operators U. In the above notation we suppressed the T; we now write U as U. For a small neighborhood around the identity, the power series representation
is quite good. Suppose that U form a non-projective representation, i.e. that
The expansion of f to second power is
After expanding the representation multiplication equation and equating coefficients, we have the nontrivial condition
Since is by definition symmetric in its indices, we have the standard Lie algebra commutator:
with C the structure constant. The generators for translations are partial derivative operators, which commute:
This implies that the structure constants vanish and thus the quadratic coefficients in the f expansion vanish as well. This means that f is simply additive:
and thus for abelian groups,
Q.E.D.

Rotations

The rotation operator also contains a directional derivative. The rotation operator for an angle θ, i.e. by an amount θ=|θ| about an axis parallel to =θ/θ is
Here L is the vector operator that generates SO:
It may be shown geometrically that an infinitesimal right-handed rotation changes the position vector x by
So we would expect under infinitesimal rotation:
It follows that
Following the same exponentiation procedure as above, we arrive at the rotation operator in the position basis, which is an exponentiated directional derivative:

Normal derivative

A normal derivative is a directional derivative taken in the direction normal to some surface in space, or more generally along a normal vector field orthogonal to some hypersurface. See for example Neumann boundary condition. If the normal direction is denoted by, then the directional derivative of a function f is sometimes denoted as. In other notations,

In the continuum mechanics of solids

Several important results in continuum mechanics require the derivatives of vectors with respect to vectors and of tensors with respect to vectors and tensors. The directional directive provides a systematic way of finding these derivatives.
The definitions of directional derivatives for various situations are given below. It is assumed that the functions are sufficiently smooth that derivatives can be taken.

Derivatives of scalar-valued functions of vectors

Let be a real-valued function of the vector. Then the derivative of with respect to in the direction is defined as
for all vectors.
Properties:

Derivatives of vector-valued functions of vectors

Let be a vector-valued function of the vector. Then the derivative of with respect to in the direction is the second-order tensor defined as
for all vectors.
Properties:

Derivatives of scalar-valued functions of second-order tensors

Let be a real-valued function of the second order tensor. Then the derivative of with respect to in the direction
is the second order tensor defined as
for all second order tensors.
Properties:

Derivatives of tensor-valued functions of second-order tensors

Let be a second order tensor-valued function of the second order tensor. Then the derivative of with respect to
in the direction is the fourth order tensor defined as
for all second order tensors.
Properties: