Math 2.0

statement proposition

Laplacian as a sum of second partial derivatives

Statement

Let U⊆RnU \subseteq \mathbb{R}^n be open, and let f ⁣:U→Rf \colon U \to \mathbb{R} be twice differentiable on UU. Then Δf=∂2f∂x12+∂2f∂x22+⋯+∂2f∂xn2.\Delta f = \frac{\partial^2 f}{\partial x_1^2} + \frac{\partial^2 f}{\partial x_2^2} + \dots + \frac{\partial^2 f}{\partial x_n^2}.

Remarks

Proof: ∇f=(∂f/∂x1,…,∂f/∂xn)\nabla f = (\partial f / \partial x_1, \dots, \partial f / \partial x_n), and the divergence adds the derivative of the ii-th component with respect to xix_i. So Δf\Delta f is the trace of the Hessian matrix of ff. The trace does not change under a rotation of coordinates, so neither does Δf\Delta f. Examples: Δ(x2+y2)=4\Delta (x^2 + y^2) = 4, Δ(x2−y2)=0\Delta (x^2 - y^2) = 0 and Δ∥x∥2=2n\Delta \|x\|^2 = 2n on Rn\mathbb{R}^n. In polar coordinates in the plane, Δf=frr+1rfr+1r2fθθ\Delta f = f_{rr} + \tfrac{1}{r} f_r + \tfrac{1}{r^2} f_{\theta\theta} for r>0r > 0.

Explanations

L1 human

In Cartesian coordinates, the Laplacian adds up the second derivatives of ff in the nn coordinate directions. Only the unmixed second partial derivatives appear, not mixed ones like fxyf_{xy}.

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Euclidean space, object, no evidence levelEuclidean spaceobjectFunction, concept, no evidence levelFunctionconceptFréchet derivative, definition, no evidence levelFréchet derivativedefinitionFunction of several variables, concept, no evidence levelFunction of several v…conceptVector-valued function, concept, no evidence levelVector-valued functionconceptLimit of a function of several variables, concept, no evidence levelLimit of a function o…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptContinuity in R^n, definition, no evidence levelContinuity in R^ndefinitionDifferentiable function of several variables, definition, no evidence levelDifferentiable functi…definitionPartial derivative, definition, no evidence levelPartial derivativedefinitionGradient, definition, no evidence levelGradientdefinitionDifferentiable on an open set, definition, no evidence levelDifferentiable on an …definitionJacobian matrix, definition, no evidence levelJacobian matrixdefinitionHigher partial derivatives, definition, no evidence levelHigher partial deriva…definitionIterated derivative, definition, no evidence levelIterated derivativedefinitionHessian matrix, definition, no evidence levelHessian matrixdefinitionC^k function characterised by continuous derivatives, statement, no evidence levelC^k function characte…statementVector field, definition, no evidence levelVector fielddefinitionDivergence, definition, no evidence levelDivergencedefinitionLaplacian, definition, no evidence levelLaplaciandefinitionLaplacian as a sum of second partial derivatives, statement, no evidence levelLaplacian as a sum of…statement
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  14. Higher partial derivatives definition
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  21. Laplacian as a sum of second partial derivatives statement

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Sources

  1. Web https://en.wikipedia.org/wiki/Laplace_operator, Definition
  2. Web https://en.wikipedia.org/wiki/Laplace_operator, N dimensions
  3. Web https://en.wikipedia.org/wiki/Laplace_operator, Two dimensions