Gradient

Gradient
In simple terms, the variation in space of any quantity can be represented (eg graphically) by a slope. The gradient represents the steepness and direction of that slope. In vector calculus, the gradient of a scalar field is a vector field that points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is that rate of increase.

A generalization of the gradient for functions on a Euclidean space that have values in another Euclidean space is the Jacobian. A further generalization for a function from one Banach space to another is the Frchet derivative.

In the above two images, the scalar field is in black and white, black representing higher values, and its corresponding gradient is represented by blue arrows.

Interpretations
Consider a room in which the temperature is given by a scalar field, , so at each point the temperature is . (We will assume that the temperature does not change over time.) At each point in the room, the gradient of at that point will show the direction the temperature rises most quickly. The magnitude of the gradient will determine how fast the temperature rises in that direction. Consider a surface whose height above sea level at a point is . The gradient of at a point is a
Gradient of the 2-d function the pseudocolor plot [1] is plotted as blue arrows over of the function

vector pointing in the direction of the steepest slope or grade at that point. The steepness of the slope at that point is given by the magnitude of the gradient vector.

The gradient can also be used to measure how a scalar field changes in other directions, rather than just the direction of greatest change, by taking a dot product. Suppose that the steepest slope on a hill is 40%. If a road goes directly up the hill, then the steepest slope on the road will also be 40%. If, instead, the road goes around the hill at an angle, then it will have a shallower slope. For example, if the angle between the road and the uphill direction, projected onto the horizontal plane, is 60, then the steepest slope along the road will be 20%, which is 40% times the cosine of 60.

Gradient This observation can be mathematically stated as follows. If the hill height function gradient of when derivative of is differentiable, the dot product of the gradient of in the direction of that unit vector. is differentiable, then the

dotted with a unit vector gives the slope of the hill in the direction of the vector. More precisely, with a given unit vector is equal to the directional

Definition
The gradient (or gradient vector field) of a scalar function is denoted or where (the nabla

symbol) denotes the vector differential operator, del. The notation is also commonly used for the gradient. The gradient of f is defined as the unique vector field whose dot product with any unit vector v at each point x is the directional derivative of f along v. That is, In a rectangular coordinate system, the gradient is the vector field whose components are the partial derivatives of f:

The gradient of the function f(x,y)=(cos2x+cos2y)2 depicted as a projected vector field on the bottom plane

where the ei are the orthogonal unit vectors pointing in the coordinate directions. When a function also depends on a parameter such as time, the gradient often refers simply to the vector of its spatial derivatives only. In the three-dimensional Cartesian coordinate system, this is given by

where

are the standard unit vectors. For example, the gradient of the function

is:

In some applications it is customary to represent the gradient as a row vector or column vector of its components in a rectangular coordinate system.

Gradient

Gradient and the derivative or differential

Linear approximation to a function
The gradient of a function close to , where from the Euclidean space to at any particular point x0 in characterizes the for . best linear approximation to f at x0. The approximation is as follows: is the gradient of f computed at , and the dot denotes the dot product on This equation is equivalent to the first two terms in the multi-variable Taylor Series expansion of f at x0.

Differential or (exterior) derivative

The best linear approximation to a function which is often denoted by function , which maps to or at a point in is a linear map from at for any to . The . The and called the differential or (total) derivative of , is called the differential or exterior derivative of

gradient is therefore related to the differential by the formula differential 1-form. If is viewed as the space of (length vector

and is an example of a as the row

) column vectors (of real numbers), then one can regard

so that .

is given by matrix multiplication. The gradient is then the corresponding column vector, i.e.,

Gradient as a derivative
Let U be an open set in Rn. If the function f:UR is differentiable, then the differential of f is the (Frchet) derivative of f. Thus is a function from U to the space R such that

where is the dot product. As a consequence, the usual properties of the derivative hold for the gradient: Linearity The gradient is linear in the sense that if f and g are two real-valued functions differentiable at the point aRn, and and are two constants, then f+g is differentiable at a, and moreover

Product rule If f and g are real-valued functions differentiable at a point aRn, then the product rule asserts that the product (fg)(x) = f(x)g(x) of the functions f and g is differentiable at a, and

Chain rule Suppose that f:AR is a real-valued function defined on a subset A of Rn, and that f is differentiable at a point a. There are two forms of the chain rule applying to the gradient. First, suppose that the function g is a parametric curve; that is, a function g : I Rn maps a subset I R into Rn. If g is differentiable at a point c I such that g(c) = a, then is the composition operator. More generally, if instead IRk, then the following holds:

where

Gradient

where (Dg)T denotes the transpose Jacobian matrix. For the second form of the chain rule, suppose that h : I R is a real valued function on a subset I of R, and that h is differentiable at the point c = f(a) I. Then

Further properties and applications

Level sets
If the partial derivatives of f are continuous, then the dot product of the gradient at a point x with a vector v gives the directional derivative of f at x in the direction v. It follows that in this case the gradient of f is orthogonal to the level sets of f. For example, a level surface in three-dimensional space is defined by an equation of the form F(x,y,z)=c. The gradient of F is then normal to the surface. More generally, any embedded hypersurface in a Riemannian manifold can be cut out by an equation of the form F(P)=0 such that dF is nowhere zero. The gradient of F is then normal to the hypersurface. Let us consider a function f at a point P. If we draw a surface through this point P and the function has the same value at all points on this surface,then this surface is called a 'level surface'.

Conservative vector fields and the gradient theorem

The gradient of a function is called a gradient field. A (continuous) gradient field is always a conservative vector field: its line integral along any path depends only on the endpoints of the path, and can be evaluated by the gradient theorem (the fundamental theorem of calculus for line integrals). Conversely, a (continuous) conservative vector field is always the gradient of a function.

Riemannian manifolds
For any smooth function f on a Riemannian manifold (M,g), the gradient of f is the vector field any vector field where , (sometimes such that for

denotes the inner product of tangent vectors at x defined by the metric g and

denoted X(f)) is the function that takes any point xM to the directional derivative of f in the direction X, evaluated at x. In other words, in a coordinate chart from an open subset of M to an open subset of Rn, is given by:

where Xj denotes the jth component of X in this coordinate chart. So, the local form of the gradient takes the form:

Generalizing the case M=Rn, the gradient of a function is related to its exterior derivative, since . More precisely, the gradient is the vector field associated to the differential 1-form df using the musical isomorphism (called "sharp") defined by the metric g. The relation between the exterior derivative and the gradient of a function on Rn is a special case of this in which the metric is the flat metric given by the dot product.

Gradient

Cylindrical and spherical coordinates

In cylindrical coordinates, the gradient is given by (Schey 1992, pp.139142):

where

is the azimuthal angle,

is the axial coordinate, and e, e and ez are unit vectors pointing along the

coordinate directions. In spherical coordinates (Schey 1992, pp.139142):

where

is the azimuth angle and

is the zenith angle.

For the gradient in other orthogonal coordinate systems, see Orthogonal coordinates#Differential operators in three dimensions.

Gradient of a vector
In rectangular coordinates, the gradient of a vector or the Jacobian matrix . is defined by

In curvilinear coordinates, the gradient involves Christoffel symbols.

References
[1] http:/ / www. mathworks. com/ help/ techdoc/ ref/ pcolor. html

Korn, Theresa M.; Korn, Granino Arthur (2000), Mathematical Handbook for Scientists and Engineers: Definitions, Theorems, and Formulas for Reference and Review, New York: Dover Publications, pp.157160, ISBN0-486-41147-8, OCLC43864234. Schey, H.M. (1992), Div, Grad, Curl, and All That (2nd ed.), W.W. Norton, ISBN0-393-96251-2, OCLC25048561. Dubrovin, B.A.; A.T. Fomenko, S.P. Novikov (1991), Modern Geometry--Methods and Applications: Part I: The Geometry of Surfaces, Transformation Groups, and Fields (Graduate Texts in Mathematics) (2nd ed.), Springer, pp.1417, ISBN978-0-387-97663-1

External links
Khan Academy Gradient lesson 1 (http://www.khanacademy.org/video/gradient-1?playlist=Calculus) Kuptsov, L.P. (2001), "Gradient" (http://www.encyclopediaofmath.org/index.php?title=G/g044680), in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4 Weisstein, Eric W., " Gradient (http://mathworld.wolfram.com/Gradient.html)" from MathWorld.

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