Differential operators of finite order #
Let A be a commutative R-algebra and M, N modules over A. Grothendieck's algebraic
definition of differential operators uses only commutators with multiplication by elements of
A. For an R-linear map D : M →ₗ[R] N and a : A, the commutator
smulCommutator R a D is x ↦ D (a • x) - a • D x. The R-submodule
differentialOperators R A M N m of operators of order at most m is defined recursively:
order at most 0 means A-linear, and D has order at most m + 1 when every commutator
smulCommutator R a D has order at most m.
For the algebra of smooth functions on a manifold acting on spaces of smooth sections of vector
bundles, this is the classical characterisation of linear differential operators of order at
most m by the vanishing of (m + 1)-fold commutators with multiplication by functions, and
the iterated commutator [⋯[P, f], …, f] with m copies of f is m! times the principal
symbol of P evaluated at df. This file develops the algebraic theory:
mem_differentialOperators_iff_forall_list_prod: order at mostmmeans that every(m + 1)-fold iterated commutator vanishes; the commutators with different elements commute (smulCommutator_comm).differentialOperators_monoandcomp_mem_differentialOperators: the orders are increasing and add under composition, so the operators onMform a filtered ring (SetLike.GradedMonoid).Derivation.mem_differentialOperators_oneanddifferentialOperatorsOneEquiv: an operatorD : A →ₗ[R] Mhas order at most one exactly whenD = δ + (· • m)for a derivationδandm : M, and this splitting is unique, withm = D 1.AlgEquiv.conjDifferentialOperators: conjugationD ↦ e ∘ D ∘ e⁻¹by an algebra isomorphisme : A ≃ Bpreserves the order of operators on the algebra itself.apply_mem_smul_top_of_mem_pow_smul_top: an operator of order at mostmsendsI ^ (m + 1) • MintoI • Nfor every idealI, so the value ofD xmoduloIdepends only onxmoduloI ^ (m + 1). For the vanishing ideal of a point this is the statement that a differential operator of ordermfactors throughm-jets.smulCommutator_pow_comp_of_mem: the top iterated commutators of a composition multiply,ad_a ^ (m + k) (P ∘ Q) = (m + k).choose m • (ad_a ^ m P ∘ ad_a ^ k Q). Dividing by factorials over aℚ-algebra, this is multiplicativity of principal symbols.derivative_comp_derivative_notMem_differentialOperators_one: the second derivative onR[X]does not have order one when2 ≠ 0inR, since[[∂², X], X] = 2.
References #
- A. Grothendieck, Éléments de géométrie algébrique IV, Quatrième partie, §16.8.
- I. Kolář, P. W. Michor, J. Slovák, Natural Operations in Differential Geometry, §§12, 19.
Commutators with scalar multiplication #
The commutator x ↦ D (a • x) - a • D x of an R-linear map D : M →ₗ[R] N with
multiplication by a : A, as an R-linear operator on M →ₗ[R] N.
Instances For
For endomorphisms, smulCommutator R a is the Lie bracket with multiplication by a in the
associative algebra Module.End R N.
Commutators with multiplication by two elements commute: both iterated commutators equal
x ↦ D ((a * b) • x) - a • D (b • x) - b • D (a • x) + (a * b) • D x.
The commutator with a product: [D, a * b] = a • [D, b] + b • [D, a] + [[D, a], b].
The commutator with a commutes with multiplying the values of an operator by g : A.
An iterated commutator commutes with each further commutator.
Iterated commutators commute with multiplying the values of an operator by g : A.
The Leibniz rule for commutators of a composition:
[P ∘ Q, a] = P ∘ [Q, a] + [P, a] ∘ Q.
The general Leibniz rule for iterated commutators of a composition.
Adapted from LieModule.toEnd_pow_lie and LieAlgebra.ad_pow_lie in Mathlib.
The order filtration #
The R-submodule of differential operators M → N of order at most m, in the sense of
Grothendieck: order at most 0 means commuting with multiplication by every a : A, and D
has order at most m + 1 when every commutator smulCommutator R a D has order at most m.
Instances For
An operator has order at most 0 exactly when it is A-linear.
An A-linear map is a differential operator of order 0.
Multiplying the values of a differential operator by g : A preserves its order.
A differential operator has order at most m exactly when all its (m + 1)-fold iterated
commutators with multiplication by elements of A vanish.
An m-fold iterated commutator lowers the order by m.
The j-fold commutator of an operator of order at most m vanishes when m < j.
Orders add under composition.
The differential operators on N form a filtered ring under composition.
The top iterated commutators of a composition multiply: for P of order at most m and
Q of order at most k, the (m + k)-fold commutator of P ∘ Q with a is
(m + k).choose m times the composition of the m-fold commutator of P with the k-fold
commutator of Q.
Locality: differential operators factor through jets #
A differential operator of order at most m sends I ^ (m + 1) • M into I • N. Thus the
class of D x modulo I • N depends only on the class of x modulo I ^ (m + 1) • M.
First-order operators on the algebra #
A derivation is a differential operator of order at most one: its commutator with
multiplication by a is multiplication by D a.
For D : A →ₗ[R] M of order at most one, f ↦ D f - f • D 1 is a derivation.
Instances For
The first-order operators A → M are exactly the sums δ + (· • m) of a derivation δ
and multiplication by m : M, with δ and m = D 1 determined by D.
Instances For
An operator D : A →ₗ[R] M has order at most one exactly when it is a derivation plus
multiplication by D 1.
Transport along algebra isomorphisms #
Conjugating an operator D on A by an algebra isomorphism e : A ≃ B carries its commutator
with a to the commutator of the conjugate with e a.
Conjugation by an algebra isomorphism preserves the order of a differential operator.
Iterated commutators commute with conjugation by an algebra isomorphism e, the entries
being transported by e.
Conjugation D ↦ e ∘ D ∘ e⁻¹ by an algebra isomorphism e : A ≃ B, as a linear equivalence
between the differential operators of order at most m on A and on B.
Instances For
The second derivative on polynomials #
The second derivative on R[X] has order at most two, as a composition of two
derivations.
The second derivative on R[X] does not have order at most one when 2 ≠ 0 in R: its
double commutator with multiplication by X sends 1 to 2.