Let M be a simple Riemannian manifold with boundary ∂M. For (x,v)∈SM, let τ(x,v) denote the exit time of the geodesic starting at x with tangent vector v, i.e. τ(x,v) is the (necessarily unique, and finite) time at which expx(tv)∈∂M.
We let ∂+(SM) denote the set
∂+(SM)={(x,v)∈SM | x∈∂M,⟨v,ν⟩>0}
where ν denotes the inward unit normal to ∂M in M. The exponential map identifies SM with the set
Ω={(x,v,t)∈∂+(SM)×R | 0≤t≤τ(x,v)},
via (x,v,t)↦expx(tv). Let Φ:Ω→M denote this diffeomorphism. Then we have, for all f∈C∞(SM)
∫SMfdvol(SM)=∫Ω(Φ∗f)(Φ∗dvol(SM))=∫∂+(SM)∫τ(x,v)0f(ϕt(x,v))Φ∗dvol(SM).
Therefore, we can compute integrals of functions over SM by integrating along geodesics, provided that we can cmopute Φ∗dvol(SM). This is the content of the Santalo formula.
Theorem (Santalo formula). For all f∈C∞(SM), we have
∫SMfdvol(SM)=∫∂+(SM)∫τ(x,v)0f(ϕt(x,v))⟨v,ν⟩dtdvol(∂(SM))
Proof. Necessarily, we must have
Φ∗(dvol(SM))=a(x,v)dt∧dvol(∂(SM))),
for some function a(x,v). The reason we can assume that a is independent of t is that Φ is defined via geodesic flow, and geodesic flow preserves the volume form on SM. To compute the factor a(x,v), we just need to compute
i∂/∂tΦ∗(dvol(SM))=Φ∗(iΦ∗(∂/∂t)dvol(SM))
From the definition of Φ, we have that Φ∗(∂/∂t) is the Reeb vector field on SM, i.e. the vector field generating geodesic flow. Therefore, Φ∗(∂/∂t) is equal, at a point (x,v) to the horizontal lift of the vector v. Therefore, using the definition of the induced volume form on a hypersurface of a Riemannian manifold, we find
i∂/∂tΦ∗(dvol(SM))=⟨v,ν⟩dvol(∂(SM))
where ν is the inward pointing unit normal to ∂(SM) in SM. This shows that a(x,v)=⟨v,ν⟩ and completes the proof.
Tuesday, September 15, 2015
Friday, September 11, 2015
The Index Form
Let f:[0,T]×(−ϵ,ϵ)→M be a family of parametrized curves in a Riemannian manifold (M,g). To simplify this calculation, we assume that f(0,s)=p,f(T,s)=q for some p,q∈M and all s∈(−ϵ,ϵ). (This assumption is not necessary, but without it our variational formulae will have additional boundary terms.)
For convenience, set ˙f=∂f/∂t and f′=∂f/∂s. For each s∈(−ϵ,ϵ) we define the energy functional E=E(s) to be
E(s)=12∫T0|˙f|2dt.
The first variation is
dEds=∫T0⟨∇f′˙f,˙f⟩dt =∫T0⟨∇˙ff′,˙f⟩dt =−∫T0⟨f′,∇˙f˙f⟩dt
Set γ(t):=f(t,0) and X(t)=f′(t) (thought of as a vector field supported on γ). Evaluating the above at s=0 we obtain
dEds|s=0=−∫T0⟨X,∇˙γ˙γ⟩dt,
which shows immediately that
Theorem. γ is a critical point of the energy functional if and only if ∇˙γ˙γ=0.
The second variation is
d2Eds2=−∫T0⟨∇f′f′,∇˙f˙f⟩+⟨f′,∇f′∇˙f˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩+⟨f′,∇˙f∇f′˙f⟩dt+⟨f′,R(f′,˙f)˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩−⟨∇˙ff′,∇f′˙f⟩dt+⟨f′,R(f′,˙f)˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩−⟨∇˙ff′,∇˙ff′⟩dt+⟨f′,R(f′,˙f)˙f⟩dt
Assume now that γ is a geodesic, i.e. ∇˙γ˙γ=0. Then evaluating the above at s=0, we obtain
d2Eds2=∫T0|∇˙γX|2−⟨X,R(X,˙γ)˙γ⟩dt.
Definition. Let γ be a geodesic. The index form associated to variations X,Y of γ is
I(X,Y)=∫T0⟨∇˙γX,∇˙γY⟩dt−⟨Y,R(X,˙γ)˙γ⟩ =−∫T0⟨Y,∇2˙γX+R(X,˙γ)˙γ⟩
It follows from symmetries of the Riemann tensor that I(X,Y)=I(Y,X) and also I(X,X)=E″ as above.
Theorem. Suppose that X is the infinitesimal variation of a family of affine geodesics about a fixed geodesic \gamma. Then
\nabla_{\dot \gamma}^2 X + R(X, \dot\gamma)\dot\gamma = 0.
In particular, I(X, -) = 0.
Proof. Let f(t,s) denote the family as above. By hypothesis, we have that \nabla_{\dot f} \dot f = 0 for all s, so that
\nabla_{f'} \nabla_{\dot f} \dot f = 0.
Commuting the derivatives using the curvature tensor, we have
0 = \nabla_{\dot f} \nabla_{f'} \dot f + R(f', \dot f) \dot f.
Now use \nabla_{\dot f} f' = \nabla_{f'} \dot f and evaluate at s=0 to obtain
0 = \nabla_{\dot \gamma}^2 X + R(X, \dot \gamma)\dot\gamma.
For convenience, set ˙f=∂f/∂t and f′=∂f/∂s. For each s∈(−ϵ,ϵ) we define the energy functional E=E(s) to be
E(s)=12∫T0|˙f|2dt.
The first variation is
dEds=∫T0⟨∇f′˙f,˙f⟩dt =∫T0⟨∇˙ff′,˙f⟩dt =−∫T0⟨f′,∇˙f˙f⟩dt
Set γ(t):=f(t,0) and X(t)=f′(t) (thought of as a vector field supported on γ). Evaluating the above at s=0 we obtain
dEds|s=0=−∫T0⟨X,∇˙γ˙γ⟩dt,
which shows immediately that
Theorem. γ is a critical point of the energy functional if and only if ∇˙γ˙γ=0.
The second variation is
d2Eds2=−∫T0⟨∇f′f′,∇˙f˙f⟩+⟨f′,∇f′∇˙f˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩+⟨f′,∇˙f∇f′˙f⟩dt+⟨f′,R(f′,˙f)˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩−⟨∇˙ff′,∇f′˙f⟩dt+⟨f′,R(f′,˙f)˙f⟩dt =−∫T0⟨∇f′f′,∇˙f˙f⟩−⟨∇˙ff′,∇˙ff′⟩dt+⟨f′,R(f′,˙f)˙f⟩dt
Assume now that γ is a geodesic, i.e. ∇˙γ˙γ=0. Then evaluating the above at s=0, we obtain
d2Eds2=∫T0|∇˙γX|2−⟨X,R(X,˙γ)˙γ⟩dt.
Definition. Let γ be a geodesic. The index form associated to variations X,Y of γ is
I(X,Y)=∫T0⟨∇˙γX,∇˙γY⟩dt−⟨Y,R(X,˙γ)˙γ⟩ =−∫T0⟨Y,∇2˙γX+R(X,˙γ)˙γ⟩
It follows from symmetries of the Riemann tensor that I(X,Y)=I(Y,X) and also I(X,X)=E″ as above.
Theorem. Suppose that X is the infinitesimal variation of a family of affine geodesics about a fixed geodesic \gamma. Then
\nabla_{\dot \gamma}^2 X + R(X, \dot\gamma)\dot\gamma = 0.
In particular, I(X, -) = 0.
Proof. Let f(t,s) denote the family as above. By hypothesis, we have that \nabla_{\dot f} \dot f = 0 for all s, so that
\nabla_{f'} \nabla_{\dot f} \dot f = 0.
Commuting the derivatives using the curvature tensor, we have
0 = \nabla_{\dot f} \nabla_{f'} \dot f + R(f', \dot f) \dot f.
Now use \nabla_{\dot f} f' = \nabla_{f'} \dot f and evaluate at s=0 to obtain
0 = \nabla_{\dot \gamma}^2 X + R(X, \dot \gamma)\dot\gamma.
Thursday, September 3, 2015
Boundary Distance
Recently, I've been learning some topics related to machine learning, and especially manifold learning. These both fall under the general notion of inverse problems: given some mathematical object X (it could be a function f: A \to B, or a Riemannian manifold (M,g), or a probability measure d\mu on a space X, etc.), can we effectively reconstruct X given only the information of some auxiliary measurements? What if we can only perform finitely many measurements? What if the measurements are noisy? Can we reconstruct X at least approximately? Can we measure in some precise way, how close our approximate reconstruction is to the unknown object X? And so on, and so forth.
Anyway, this post is about a cute observation, which I was reminded of while reading a paper on the inverse Gel'fand problem. Let M be a compact manifold with smooth boundary \partial M. Then with no additional data required, we have a Banach space L^\infty(\partial M) consisting of the essentially bounded measureable functions on the boundary. Since it is a Banach space, it comes with a complete metric d_\infty(f,g) := \|f-g\|_{L^\infty(\partial M)}.
Now, suppose that g is a Riemannian metric on M. Then we have the Riemannian distance function d_g(x,y) which is defined to be the infimum of arclengths of all smooth paths connecting x and y. For any x \in M, we obtain a function r_x \in L^\infty(\partial M) defined by
r_x(z) = d_g(x,z), \forall z \in \partial M.
This gives a map \phi_g: M \to L^\infty(\partial M), defined by x \mapsto r_x.
Theorem. Suppose that for any two distinct x,y \in M, there is a unique length-minimizing geodesic connecting x and y. Then \phi_g: M \to L^\infty(\partial M) is an isometric embedding, i.e. d_g(x,y) = d_\infty(r_x, r_y) for all x,y \in M.
Proof. Let x,y be distinct and let \gamma be the unique geodesic from x to y. For any point z on the boundary, we have
|d_g(x,z) - d_g(y,z)| \leq d_g(x,y).
which is the triangle inequality. Now let \gamma be the unique geodesic from x to y, and extend \gamma until it hits some boundary point z_\ast. Then since x,y,z_\ast all lie on a length-minimizing geodesic, we have
d_g(x,z_\ast) - d_g(y,z_\ast) = d_g(x,y).
Therefore, the bound above is always saturated, and we find
\sup_{z \in \partial M} |d_g(x,z) - d_g(y,z)| = d_g(x,y).
But the expression on the left is nothing but the L^\infty(\partial M)-norm of r_x-r_y, so the theorem is proved.
Anyway, this post is about a cute observation, which I was reminded of while reading a paper on the inverse Gel'fand problem. Let M be a compact manifold with smooth boundary \partial M. Then with no additional data required, we have a Banach space L^\infty(\partial M) consisting of the essentially bounded measureable functions on the boundary. Since it is a Banach space, it comes with a complete metric d_\infty(f,g) := \|f-g\|_{L^\infty(\partial M)}.
Now, suppose that g is a Riemannian metric on M. Then we have the Riemannian distance function d_g(x,y) which is defined to be the infimum of arclengths of all smooth paths connecting x and y. For any x \in M, we obtain a function r_x \in L^\infty(\partial M) defined by
r_x(z) = d_g(x,z), \forall z \in \partial M.
This gives a map \phi_g: M \to L^\infty(\partial M), defined by x \mapsto r_x.
Theorem. Suppose that for any two distinct x,y \in M, there is a unique length-minimizing geodesic connecting x and y. Then \phi_g: M \to L^\infty(\partial M) is an isometric embedding, i.e. d_g(x,y) = d_\infty(r_x, r_y) for all x,y \in M.
Proof. Let x,y be distinct and let \gamma be the unique geodesic from x to y. For any point z on the boundary, we have
|d_g(x,z) - d_g(y,z)| \leq d_g(x,y).
which is the triangle inequality. Now let \gamma be the unique geodesic from x to y, and extend \gamma until it hits some boundary point z_\ast. Then since x,y,z_\ast all lie on a length-minimizing geodesic, we have
d_g(x,z_\ast) - d_g(y,z_\ast) = d_g(x,y).
Therefore, the bound above is always saturated, and we find
\sup_{z \in \partial M} |d_g(x,z) - d_g(y,z)| = d_g(x,y).
But the expression on the left is nothing but the L^\infty(\partial M)-norm of r_x-r_y, so the theorem is proved.
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