Functional derivative
Template:Short description In the calculus of variations, a field of mathematical analysis, the functional derivative (or variational derivative)[1] relates a change in a functional (a functional in this sense is a function that acts on functions) to a change in a function on which the functional depends.
In the calculus of variations, functionals are usually expressed in terms of an integral of functions, their arguments, and their derivatives. In an integrand LScript error: No such module "Check for unknown parameters". of a functional, if a function fScript error: No such module "Check for unknown parameters". is varied by adding to it another function δfScript error: No such module "Check for unknown parameters". that is arbitrarily small, and the resulting integrand is expanded in powers of δfScript error: No such module "Check for unknown parameters"., the coefficient of δfScript error: No such module "Check for unknown parameters". in the first order term is called the functional derivative.
For example, consider the functional where f ′(x) ≡ df/dxScript error: No such module "Check for unknown parameters".. If fScript error: No such module "Check for unknown parameters". is varied by adding to it a function δfScript error: No such module "Check for unknown parameters"., and the resulting integrand L(x, f +δf, f ′+δf ′)Script error: No such module "Check for unknown parameters". is expanded in powers of δfScript error: No such module "Check for unknown parameters"., then the change in the value of JScript error: No such module "Check for unknown parameters". to first order in δfScript error: No such module "Check for unknown parameters". can be expressed as follows:[1][Note 1] where the variation in the derivative, δf ′Script error: No such module "Check for unknown parameters". was rewritten as the derivative of the variation (δf) ′Script error: No such module "Check for unknown parameters"., and integration by parts was used in these derivatives.
Definition
In this section, the functional differential (or variation or first variation)[Note 2] is defined. Then the functional derivative is defined in terms of the functional differential.
Functional differential
Suppose is a Banach space and is a functional defined on . The differential of at a point is the linear functional on defined[2] by the condition that, for all , where is a real number that depends on in such a way that as . This means that is the Fréchet derivative of at .
However, this notion of functional differential is so strong it may not exist,[3] and in those cases a weaker notion, like the Gateaux derivative is preferred. In many practical cases, the functional differential is defined[4] as the directional derivative Note that this notion of the functional differential can even be defined without a norm.
In a more general case the function space appearing as the domain of is not a vector space, and therefore variations of the form do not make sense. In this case we consider a variation of to be a -family of functions such that .[Note 3] Denoting the space of all such variations as , the functional differential is the functional
where . The above then becomes the special case .[5]
Functional derivative
In many applications, the domain of the functional is a space of differentiable functions defined on some space and is of the form for some function that may depend on , the value and the derivative . If this is the case and, moreover, can be written as the integral of times another function (denoted δF/δρScript error: No such module "Check for unknown parameters".) then this function δF/δρScript error: No such module "Check for unknown parameters". is called the functional derivative of FScript error: No such module "Check for unknown parameters". at ρScript error: No such module "Check for unknown parameters"..[6][7] If is restricted to only certain functions (for example, if there are some boundary conditions imposed) then is restricted to functions such that continues to satisfy these conditions.
Heuristically, is the change in , so we 'formally' have , and then this is similar in form to the total differential of a function , where are independent variables. Comparing the last two equations, the functional derivative has a role similar to that of the partial derivative , where the variable of integration is like a continuous version of the summation index .[8] One thinks of δF/δρScript error: No such module "Check for unknown parameters". as the gradient of FScript error: No such module "Check for unknown parameters". at the point ρScript error: No such module "Check for unknown parameters"., so the value δF/δρ(x)Script error: No such module "Check for unknown parameters". measures how much the functional FScript error: No such module "Check for unknown parameters". will change if the function ρScript error: No such module "Check for unknown parameters". is changed at the point xScript error: No such module "Check for unknown parameters".. Hence the formula is regarded as the directional derivative at point in the direction of . This is analogous to vector calculus, where the inner product of a vector with the gradient gives the directional derivative in the direction of .
Properties
Like the derivative of a function, the functional derivative satisfies the following properties, where F[ρ]Script error: No such module "Check for unknown parameters". and G[ρ]Script error: No such module "Check for unknown parameters". are functionals:[Note 4]
- Linearity:[9] where λ, μScript error: No such module "Check for unknown parameters". are constants.
- Product rule:[10]
- Chain rules:
- If FScript error: No such module "Check for unknown parameters". is a functional and GScript error: No such module "Check for unknown parameters". another functional, then[11]
- If GScript error: No such module "Check for unknown parameters". is an ordinary differentiable function (local functional) gScript error: No such module "Check for unknown parameters"., then this reduces to[12]
Determining functional derivatives
A formula to determine functional derivatives for a common class of functionals can be written as the integral of a function and its derivatives. This is a generalization of the Euler–Lagrange equation: indeed, the functional derivative was introduced in physics within the derivation of the Lagrange equation of the second kind from the principle of least action in Lagrangian mechanics (18th century). The first three examples below are taken from density functional theory (20th century), the fourth from statistical mechanics (19th century).
Formula
Given a functional and a function that vanishes on the boundary of the region of integration, from a previous section Definition,
The second line is obtained using the total derivative, where ∂f /∂∇ρScript error: No such module "Check for unknown parameters". is a derivative of a scalar with respect to a vector.[Note 5]
The third line was obtained by use of a product rule for divergence. The fourth line was obtained using the divergence theorem and the condition that on the boundary of the region of integration. Since is also an arbitrary function, applying the fundamental lemma of calculus of variations to the last line, the functional derivative is
where ρ = ρ(r)Script error: No such module "Check for unknown parameters". and f = f (r, ρ, ∇ρ)Script error: No such module "Check for unknown parameters".. This formula is for the case of the functional form given by F[ρ]Script error: No such module "Check for unknown parameters". at the beginning of this section. For other functional forms, the definition of the functional derivative can be used as the starting point for its determination. (See the example Coulomb potential energy functional.)
The above equation for the functional derivative can be generalized to the case that includes higher dimensions and higher order derivatives. The functional would be,
where the vector r ∈ RnScript error: No such module "Check for unknown parameters"., and ∇(i)Script error: No such module "Check for unknown parameters". is a tensor whose niScript error: No such module "Check for unknown parameters". components are partial derivative operators of order iScript error: No such module "Check for unknown parameters"., [Note 6]
An analogous application of the definition of the functional derivative yields
In the last two equations, the niScript error: No such module "Check for unknown parameters". components of the tensor are partial derivatives of fScript error: No such module "Check for unknown parameters". with respect to partial derivatives of ρ, where , and the tensor scalar product is, [Note 7]
Examples
Thomas–Fermi kinetic energy functional
The Thomas–Fermi model of 1927 used a kinetic energy functional for a noninteracting uniform electron gas in a first attempt of density-functional theory of electronic structure: Since the integrand of TTF[ρ]Script error: No such module "Check for unknown parameters". does not involve derivatives of ρ(r)Script error: No such module "Check for unknown parameters"., the functional derivative of TTF[ρ]Script error: No such module "Check for unknown parameters". is,[13]
Coulomb potential energy functional
The electron-nucleus potential energy is
Applying the definition of functional derivative, So,
The functional derivative of the classical part of the electron-electron interaction (often called Hartree energy) is From the definition of the functional derivative, The first and second terms on the right hand side of the last equation are equal, since rScript error: No such module "Check for unknown parameters". and r′Script error: No such module "Check for unknown parameters". in the second term can be interchanged without changing the value of the integral. Therefore, and the functional derivative of the electron-electron Coulomb potential energy functional JScript error: No such module "Check for unknown parameters".[ρ] is,[14]
The second functional derivative is
von Weizsäcker kinetic energy functional
In 1935 von Weizsäcker proposed to add a gradient correction to the Thomas-Fermi kinetic energy functional to make it better suit a molecular electron cloud: where Using a previously derived formula for the functional derivative, and the result is,[15]
Entropy
The entropy of a discrete random variable is a functional of the probability mass function.
Thus, Thus,
Exponential
Let
Using the delta function as a test function,
Thus,
This is particularly useful in calculating the correlation functions from the partition function in quantum field theory.
Functional derivative of a function
A function can be written in the form of an integral like a functional. For example, Since the integrand does not depend on derivatives of ρ, the functional derivative of ρ(r)Script error: No such module "Check for unknown parameters". is,
Functional derivative of iterated function
The functional derivative of the iterated function is given by: and
In general:
Putting in N = 0Script error: No such module "Check for unknown parameters". gives:
Using the delta function as a test function
In physics, it is common to use the Dirac delta function in place of a generic test function , for yielding the functional derivative at the point (this is a point of the whole functional derivative as a partial derivative is a component of the gradient):[16]
This works in cases when formally can be expanded as a series (or at least up to first order) in . The formula is however not mathematically rigorous, since is usually not even defined.
The definition given in a previous section is based on a relationship that holds for all test functions , so one might think that it should hold also when is chosen to be a specific function such as the delta function. However, the latter is not a valid test function (it is not even a proper function).
In the definition, the functional derivative describes how the functional changes as a result of a small change in the entire function . The particular form of the change in is not specified, but it should stretch over the whole interval on which is defined. Employing the particular form of the perturbation given by the delta function has the meaning that is varied only in the point . Except for this point, there is no variation in .
Notes
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- ↑ According to Template:Harvp, this notation is customary in physical literature.
- ↑ Called first variation in Script error: No such module "Footnotes"., variation or first variation in Script error: No such module "Footnotes"., variation or differential in Script error: No such module "Footnotes". and differential in Script error: No such module "Footnotes"..
- ↑ cf. homotopy.
- ↑ Here the notation is introduced.
- ↑ For a three-dimensional Cartesian coordinate system, where and , , are unit vectors along the x, y, z axes.
- ↑ For example, for the case of three dimensions (n = 3Script error: No such module "Check for unknown parameters".) and second order derivatives (i = 2Script error: No such module "Check for unknown parameters".), the tensor ∇(2)Script error: No such module "Check for unknown parameters". has components, where and can be .
- ↑ For example, for the case n = 3Script error: No such module "Check for unknown parameters". and i = 2Script error: No such module "Check for unknown parameters"., the tensor scalar product is, where .
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Footnotes
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References
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External links
Template:Functional analysis Template:Analysis in topological vector spaces