math and physics play

Curvilinear coordinates and gradient in spacetime, and reciprocal frames.

December 1, 2020 math and physics play , , , , , , , , , , , , , , , , , , , , , , , , , , , , ,

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Motivation.

I started pondering some aspects of spacetime integration theory, and found that there were some aspects of the concepts of reciprocal frames that were not clear to me. In the process of sorting those ideas out for myself, I wrote up the following notes.

In the notes below, I will introduce the many of the prerequisite ideas that are needed to express and apply the fundamental theorem of geometric calculus in a 4D relativistic context. The focus will be the Dirac’s algebra of special relativity, known as STA (Space Time Algebra) in geometric algebra parlance. If desired, it should be clear how to apply these ideas to lower or higher dimensional spaces, and to plain old Euclidean metrics.

On notation.

In Euclidean space we use bold face reciprocal frame vectors \( \Bx^i \cdot \Bx_j = {\delta^i}_j \), which nicely distinguishes them from the generalized coordinates \( x_i, x^j \) associated with the basis or the reciprocal frame, that is
\begin{equation}\label{eqn:reciprocalblog:640}
\Bx = x^i \Bx_i = x_j \Bx^j.
\end{equation}
On the other hand, it is conventional to use non-bold face for both the four-vectors and their coordinates in STA, such as the following standard basis decomposition
\begin{equation}\label{eqn:reciprocalblog:660}
x = x^\mu \gamma_\mu = x_\mu \gamma^\mu.
\end{equation}
If we use non-bold face \( x^\mu, x_\nu \) for the coordinates with respect to a specified frame, then we cannot also use non-bold face for the curvilinear basis vectors.

To resolve this notational ambiguity, I’ve chosen to use bold face \( \Bx^\mu, \Bx_\nu \) symbols as the curvilinear basis elements in this relativistic context, as we do for Euclidean spaces.

Basis and coordinates.

Definition 1.1: Standard Dirac basis.

The Dirac basis elements are \(\setlr{ \gamma_0, \gamma_1, \gamma_2, \gamma_3 } \), satisfying
\begin{equation}\label{eqn:reciprocalblog:1940}
\gamma_0^2 = 1 = -\gamma_k^2, \quad \forall k = 1,2,3,
\end{equation}
and
\begin{equation}\label{eqn:reciprocalblog:740}
\gamma_\mu \cdot \gamma_\nu = 0, \quad \forall \mu \ne \nu.
\end{equation}

A conventional way of summarizing these orthogonality relationships is \( \gamma_\mu \cdot \gamma_\nu = \eta_{\mu\nu} \), where \( \eta_{\mu\nu} \) are the elements of the metric \( G = \text{diag}(+,-,-,-) \).

Definition 1.2: Reciprocal basis for the standard Dirac basis.

We define a reciprocal basis \( \setlr{ \gamma^0, \gamma^1, \gamma^2, \gamma^3} \) satisfying \( \gamma^\mu \cdot \gamma_\nu = {\delta^\mu}_\nu, \forall \mu,\nu \in 0,1,2,3 \).

Theorem 1.1: Reciprocal basis uniqueness.

This reciprocal basis is unique, and for our choice of metric has the values
\begin{equation}\label{eqn:reciprocalblog:1960}
\gamma^0 = \gamma_0, \quad \gamma^k = -\gamma_k, \quad \forall k = 1,2,3.
\end{equation}

Proof is left to the reader.

Definition 1.3: Coordinates.

We define the coordinates of a vector with respect to the standard basis as \( x^\mu \) satisfying
\begin{equation}\label{eqn:reciprocalblog:1980}
x = x^\mu \gamma_\mu,
\end{equation}
and define the coordinates of a vector with respect to the reciprocal basis as \( x_\mu \) satisfying
\begin{equation}\label{eqn:reciprocalblog:2000}
x = x_\mu \gamma^\mu,
\end{equation}

Theorem 1.2: Coordinates.

Given the definitions above, we may compute the coordinates of a vector, simply by dotting with the basis elements
\begin{equation}\label{eqn:reciprocalblog:2020}
x^\mu = x \cdot \gamma^\mu,
\end{equation}
and
\begin{equation}\label{eqn:reciprocalblog:2040}
x_\mu = x \cdot \gamma_\mu,
\end{equation}

Start proof:

This follows by straightforward computation
\begin{equation}\label{eqn:reciprocalblog:840}
\begin{aligned}
x \cdot \gamma^\mu
&=
\lr{ x^\nu \gamma_\nu } \cdot \gamma^\mu \\
&=
x^\nu \lr{ \gamma_\nu \cdot \gamma^\mu } \\
&=
x^\nu {\delta_\nu}^\mu \\
&=
x^\mu,
\end{aligned}
\end{equation}
and
\begin{equation}\label{eqn:reciprocalblog:860}
\begin{aligned}
x \cdot \gamma_\mu
&=
\lr{ x_\nu \gamma^\nu } \cdot \gamma_\mu \\
&=
x_\nu \lr{ \gamma^\nu \cdot \gamma_\mu } \\
&=
x_\nu {\delta^\nu}_\mu \\
&=
x_\mu.
\end{aligned}
\end{equation}

End proof.

Derivative operators.

We’d like to determine the form of the (spacetime) gradient operator. The gradient can be defined in terms of coordinates directly, but we choose an implicit definition, in terms of the directional derivative.

Definition 1.4: Directional derivative and gradient.

Let \( F = F(x) \) be a four-vector parameterized multivector. The directional derivative of \( F \) with respect to the (four-vector) direction \( a \) is denoted
\begin{equation}\label{eqn:reciprocalblog:2060}
\lr{ a \cdot \grad } F = \lim_{\epsilon \rightarrow 0} \frac{ F(x + \epsilon a) – F(x) }{ \epsilon },
\end{equation}
where \( \grad \) is called the space time gradient.

Theorem 1.3: Gradient.

The standard basis representation of the gradient is
\begin{equation}\label{eqn:reciprocalblog:2080}
\grad = \gamma^\mu \partial_\mu,
\end{equation}
where
\begin{equation}\label{eqn:reciprocalblog:2100}
\partial_\mu = \PD{x^\mu}{}.
\end{equation}

Start proof:

The Dirac gradient pops naturally out of the coordinate representation of the directional derivative, as we can see by expanding \( F(x + \epsilon a) \) in Taylor series
\begin{equation}\label{eqn:reciprocalblog:900}
\begin{aligned}
F(x + \epsilon a)
&= F(x) + \epsilon \frac{dF(x + \epsilon a)}{d\epsilon} + O(\epsilon^2) \\
&= F(x) + \epsilon \PD{\lr{x^\mu + \epsilon a^\mu}}{F} \PD{\epsilon}{\lr{x^\mu + \epsilon a^\mu}} \\
&= F(x) + \epsilon \PD{\lr{x^\mu + \epsilon a^\mu}}{F} a^\mu.
\end{aligned}
\end{equation}
The directional derivative is
\begin{equation}\label{eqn:reciprocalblog:920}
\begin{aligned}
\lim_{\epsilon \rightarrow 0}
\frac{F(x + \epsilon a) – F(x)}{\epsilon}
&=
\lim_{\epsilon \rightarrow 0}\,
a^\mu
\PD{\lr{x^\mu + \epsilon a^\mu}}{F} \\
&=
a^\mu
\PD{x^\mu}{F} \\
&=
\lr{a^\nu \gamma_\nu} \cdot \gamma^\mu \PD{x^\mu}{F} \\
&=
a \cdot \lr{ \gamma^\mu \partial_\mu } F.
\end{aligned}
\end{equation}

End proof.

Curvilinear bases.

Curvilinear bases are the foundation of the fundamental theorem of multivector calculus. This form of integral calculus is defined over parameterized surfaces (called manifolds) that satisfy some specific non-degeneracy and continuity requirements.

A parameterized vector \( x(u,v, \cdots w) \) can be thought of as tracing out a hypersurface (curve, surface, volume, …), where the dimension of the hypersurface depends on the number of parameters. At each point, a bases can be constructed from the differentials of the parameterized vector. Such a basis is called the tangent space to the surface at the point in question. Our curvilinear bases will be related to these differentials. We will also be interested in a dual basis that is restricted to the span of the tangent space. This dual basis will be called the reciprocal frame, and line the basis of the tangent space itself, also varies from point to point on the surface.

Fig 1a. One parameter curve, with illustration of tangent space along the curve.

Fig 1b. Two parameter surface, with illustration of tangent space along the surface.

One and two parameter spaces are illustrated in fig. 1a, and 1b.  The tangent space basis at a specific point of a two parameter surface, \( x(u^0, u^1) \), is illustrated in fig. 1. The differential directions that span the tangent space are
\begin{equation}\label{eqn:reciprocalblog:1040}
\begin{aligned}
d\Bx_0 &= \PD{u^0}{x} du^0 \\
d\Bx_1 &= \PD{u^1}{x} du^1,
\end{aligned}
\end{equation}
and the tangent space itself is \( \mbox{Span}\setlr{ d\Bx_0, d\Bx_1 } \). We may form an oriented surface area element \( d\Bx_0 \wedge d\Bx_1 \) over this surface.

Fig 2. Two parameter surface.

Tangent spaces associated with 3 or more parameters cannot be easily visualized in three dimensions, but the idea generalizes algebraically without trouble.

Definition 1.5: Tangent basis and space.

Given a parameterization \( x = x(u^0, \cdots, u^N) \), where \( N < 4 \), the span of the vectors
\begin{equation}\label{eqn:reciprocalblog:2120}
\Bx_\mu = \PD{u^\mu}{x},
\end{equation}
is called the tangent space for the hypersurface associated with the parameterization, and it’s basis is
\( \setlr{ \Bx_\mu } \).

Later we will see that parameterization constraints must be imposed, as not all surfaces generated by a set of parameterizations are useful for integration theory. In particular, degenerate parameterizations for which the wedge products of the tangent space basis vectors are zero, or those wedge products cannot be inverted, are not physically meaningful. Properly behaved surfaces of this sort are called manifolds.

Having introduced curvilinear coordinates associated with a parameterization, we can now determine the form of the gradient with respect to a parameterization of spacetime.

Theorem 1.4: Gradient, curvilinear representation.

Given a spacetime parameterization \( x = x(u^0, u^1, u^2, u^3) \), the gradient with respect to the parameters \( u^\mu \) is
\begin{equation}\label{eqn:reciprocalblog:2140}
\grad = \sum_\mu \Bx^\mu
\PD{u^\mu}{},
\end{equation}
where
\begin{equation}\label{eqn:reciprocalblog:2160}
\Bx^\mu = \grad u^\mu.
\end{equation}
The vectors \( \Bx^\mu \) are called the reciprocal frame vectors, and the ordered set \( \setlr{ \Bx^0, \Bx^1, \Bx^2, \Bx^3 } \) is called the reciprocal basis.It is convenient to define \( \partial_\mu \equiv \PDi{u^\mu}{} \), so that the gradient can be expressed in mixed index representation
\begin{equation}\label{eqn:reciprocalblog:2180}
\grad = \Bx^\mu \partial_\mu.
\end{equation}
This introduces some notational ambiguity, since we used \( \partial_\mu = \PDi{x^\mu}{} \) for the standard basis derivative operators too, but we will be careful to be explicit when there is any doubt about what is intended.

Start proof:

The proof follows by application of the chain rule.
\begin{equation}\label{eqn:reciprocalblog:960}
\begin{aligned}
\grad F
&=
\gamma^\alpha \PD{x^\alpha}{F} \\
&=
\gamma^\alpha
\PD{x^\alpha}{u^\mu}
\PD{u^\mu}{F} \\
&=
\lr{ \grad u^\mu } \PD{u^\mu}{F} \\
&=
\Bx^\mu \PD{u^\mu}{F}.
\end{aligned}
\end{equation}

End proof.

Theorem 1.5: Reciprocal relationship.

The vectors \( \Bx^\mu = \grad u^\mu \), and \( \Bx_\mu = \PDi{u^\mu}{x} \) satisfy the reciprocal relationship
\begin{equation}\label{eqn:reciprocalblog:2200}
\Bx^\mu \cdot \Bx_\nu = {\delta^\mu}_\nu.
\end{equation}

Start proof:

\begin{equation}\label{eqn:reciprocalblog:1020}
\begin{aligned}
\Bx^\mu \cdot \Bx_\nu
&=
\grad u^\mu \cdot
\PD{u^\nu}{x} \\
&=
\lr{
\gamma^\alpha \PD{x^\alpha}{u^\mu}
}
\cdot
\lr{
\PD{u^\nu}{x^\beta} \gamma_\beta
} \\
&=
{\delta^\alpha}_\beta \PD{x^\alpha}{u^\mu}
\PD{u^\nu}{x^\beta} \\
&=
\PD{x^\alpha}{u^\mu} \PD{u^\nu}{x^\alpha} \\
&=
\PD{u^\nu}{u^\mu} \\
&=
{\delta^\mu}_\nu
.
\end{aligned}
\end{equation}

End proof.

It is instructive to consider an example. Here is a parameterization that scales the proper time parameter, and uses polar coordinates in the \(x-y\) plane.

Problem: Compute the curvilinear and reciprocal basis.

Given
\begin{equation}\label{eqn:reciprocalblog:2360}
x(t,\rho,\theta,z) = c t \gamma_0 + \gamma_1 \rho e^{i \theta} + z \gamma_3,
\end{equation}
where \( i = \gamma_1 \gamma_2 \), compute the curvilinear frame vectors and their reciprocals.

Answer

The frame vectors are all easy to compute
\begin{equation}\label{eqn:reciprocalblog:1180}
\begin{aligned}
\Bx_0 &= \PD{t}{x} = c \gamma_0 \\
\Bx_1 &= \PD{\rho}{x} = \gamma_1 e^{i \theta} \\
\Bx_2 &= \PD{\theta}{x} = \rho \gamma_1 \gamma_1 \gamma_2 e^{i \theta} = – \rho \gamma_2 e^{i \theta} \\
\Bx_3 &= \PD{z}{x} = \gamma_3.
\end{aligned}
\end{equation}
The \( \Bx_1 \) vector is radial, \( \Bx^2 \) is perpendicular to that tangent to the same unit circle, as plotted in fig 3.

Fig3: Tangent space direction vectors.

All of these particular frame vectors happen to be mutually perpendicular, something that will not generally be true for a more arbitrary parameterization.

To compute the reciprocal frame vectors, we must express our parameters in terms of \( x^\mu \) coordinates, and use implicit integration techniques to deal with the coupling of the rotational terms. First observe that
\begin{equation}\label{eqn:reciprocalblog:1200}
\gamma_1 e^{i\theta}
= \gamma_1 \lr{ \cos\theta + \gamma_1 \gamma_2 \sin\theta }
= \gamma_1 \cos\theta – \gamma_2 \sin\theta,
\end{equation}
so
\begin{equation}\label{eqn:reciprocalblog:1220}
\begin{aligned}
x^0 &= c t \\
x^1 &= \rho \cos\theta \\
x^2 &= -\rho \sin\theta \\
x^3 &= z.
\end{aligned}
\end{equation}
We can easily evaluate the \( t, z \) gradients
\begin{equation}\label{eqn:reciprocalblog:1240}
\begin{aligned}
\grad t &= \frac{\gamma^1 }{c} \\
\grad z &= \gamma^3,
\end{aligned}
\end{equation}
but the \( \rho, \theta \) gradients are not as easy. First writing
\begin{equation}\label{eqn:reciprocalblog:1260}
\rho^2 = \lr{x^1}^2 + \lr{x^2}^2,
\end{equation}
we find
\begin{equation}\label{eqn:reciprocalblog:1280}
\begin{aligned}
2 \rho \grad \rho = 2 \lr{ x^1 \grad x^1 + x^2 \grad x^2 }
&= 2 \rho \lr{ \cos\theta \gamma^1 – \sin\theta \gamma^2 } \\
&= 2 \rho \gamma^1 \lr{ \cos\theta – \gamma_1 \gamma^2 \sin\theta } \\
&= 2 \rho \gamma^1 e^{i\theta},
\end{aligned}
\end{equation}
so
\begin{equation}\label{eqn:reciprocalblog:1300}
\grad \rho = \gamma^1 e^{i\theta}.
\end{equation}
For the \( \theta \) gradient, we can write
\begin{equation}\label{eqn:reciprocalblog:1320}
\tan\theta = -\frac{x^2}{x^1},
\end{equation}
so
\begin{equation}\label{eqn:reciprocalblog:1340}
\begin{aligned}
\inv{\cos^2 \theta} \grad \theta
&= -\frac{\gamma^2}{x^1} – x^2 \frac{-\gamma^1}{\lr{x^1}^2} \\
&= \inv{\lr{x^1}^2} \lr{ – \gamma^2 x^1 + \gamma^1 x^2 } \\
&= \frac{\rho}{\rho^2 \cos^2\theta } \lr{ – \gamma^2 \cos\theta – \gamma^1 \sin\theta } \\
&= -\frac{1}{\rho \cos^2\theta } \gamma^2 \lr{ \cos\theta + \gamma_2 \gamma^1 \sin\theta } \\
&= -\frac{\gamma^2 e^{i\theta} }{\rho \cos^2\theta },
\end{aligned}
\end{equation}
or
\begin{equation}\label{eqn:reciprocalblog:1360}
\grad\theta = -\inv{\rho} \gamma^2 e^{i\theta}.
\end{equation}
In summary,
\begin{equation}\label{eqn:reciprocalblog:1380}
\begin{aligned}
\Bx^0 &= \frac{\gamma^0}{c} \\
\Bx^1 &= \gamma^1 e^{i\theta} \\
\Bx^2 &= -\inv{\rho} \gamma^2 e^{i\theta} \\
\Bx^3 &= \gamma^3.
\end{aligned}
\end{equation}

Despite being a fairly simple parameterization, it was still fairly difficult to solve for the gradients when the parameterization introduced coupling between the coordinates. In this particular case, we could have solved for the parameters in terms of the coordinates (but it was easier not to), but that will not generally be true. We want a less labor intensive strategy to find the reciprocal frame. When we have a full parameterization of spacetime, then we can do this with nothing more than a matrix inversion.

Theorem 1.6: Reciprocal frame matrix equations.

Given a spacetime basis \( \setlr{\Bx_0, \cdots \Bx_3} \), let \( [\Bx_\mu] \) and \( [\Bx^\nu] \) be column matrices with the coordinates of these vectors and their reciprocals, with respect to the standard basis \( \setlr{\gamma_0, \gamma_1, \gamma_2, \gamma_3 } \). Let
\begin{equation}\label{eqn:reciprocalblog:2220}
A =
\begin{bmatrix}
[\Bx_0] & \cdots & [\Bx_{3}]
\end{bmatrix}
,\qquad
X =
\begin{bmatrix}
[\Bx^0] & \cdots & [\Bx^{3}]
\end{bmatrix}.
\end{equation}
The coordinates of the reciprocal frame vectors can be found by solving
\begin{equation}\label{eqn:reciprocalblog:2240}
A^\T G X = 1,
\end{equation}
where \( G = \text{diag}(1,-1,-1,-1) \) and the RHS is an \( 4 \times 4 \) identity matrix.

Start proof:

Let \( \Bx_\mu = {a_\mu}^\alpha \gamma_\alpha, \Bx^\nu = b^{\nu\beta} \gamma_\beta \), so that
\begin{equation}\label{eqn:reciprocalblog:140}
A =
\begin{bmatrix}
{a_\nu}^\mu
\end{bmatrix},
\end{equation}
and
\begin{equation}\label{eqn:reciprocalblog:160}
X =
\begin{bmatrix}
b^{\nu\mu}
\end{bmatrix},
\end{equation}
where \( \mu \in [0,3]\) are the row indexes and \( \nu \in [0,N-1]\) are the column indexes. The reciprocal frame satisfies \( \Bx_\mu \cdot \Bx^\nu = {\delta_\mu}^\nu \), which has the coordinate representation of
\begin{equation}\label{eqn:reciprocalblog:180}
\begin{aligned}
\Bx_\mu \cdot \Bx^\nu
&=
\lr{
{a_\mu}^\alpha \gamma_\alpha
}
\cdot
\lr{
b^{\nu\beta} \gamma_\beta
} \\
&=
{a_\mu}^\alpha
\eta_{\alpha\beta}
b^{\nu\beta} \\
&=
{[A^\T G B]_\mu}^\nu,
\end{aligned}
\end{equation}
where \( \mu \) is the row index and \( \nu \) is the column index.

End proof.

Problem: Matrix inversion reciprocals.

For the parameterization of \ref{eqn:reciprocalblog:2360}, find the reciprocal frame vectors by matrix inversion.

Answer

We expanded \( \Bx_1 \) explicitly in \ref{eqn:reciprocalblog:1200}. Doing the same for \( \Bx_2 \), we have
\begin{equation}\label{eqn:reciprocalblog:1201}
\Bx_2 =
-\rho \gamma_2 e^{i\theta}
= -\rho \gamma_2 \lr{ \cos\theta + \gamma_1 \gamma_2 \sin\theta }
= – \rho \lr{ \gamma_2 \cos\theta + \gamma_1 \sin\theta}.
\end{equation}
Reading off the coordinates of our frame vectors, we have
\begin{equation}\label{eqn:reciprocalblog:1400}
X =
\begin{bmatrix}
c & 0 & 0 & 0 \\
0 & C & -\rho S & 0 \\
0 & -S & -\rho C & 0 \\
0 & 0 & 0 & 1 \\
\end{bmatrix},
\end{equation}
where \( C = \cos\theta \) and \( S = \sin\theta \). We want
\begin{equation}\label{eqn:reciprocalblog:1420}
Y =
{\begin{bmatrix}
c & 0 & 0 & 0 \\
0 & -C & S & 0 \\
0 & \rho S & \rho C & 0 \\
0 & 0 & 0 & -1 \\
\end{bmatrix}}^{-1}
=
\begin{bmatrix}
\inv{c} & 0 & 0 & 0 \\
0 & -C & \frac{S}{\rho} & 0 \\
0 & S & \frac{C}{\rho} & 0 \\
0 & 0 & 0 & -1 \\
\end{bmatrix}.
\end{equation}
We can read off the coordinates of the reciprocal frame vectors
\begin{equation}\label{eqn:reciprocalblog:1440}
\begin{aligned}
\Bx^0 &= \inv{c} \gamma_0 \\
\Bx^1 &= -\cos\theta \gamma_1 + \sin\theta \gamma_2 \\
\Bx^2 &= \inv{\rho} \lr{ \sin\theta \gamma_1 + \cos\theta \gamma_2 } \\
\Bx^3 &= -\gamma_3.
\end{aligned}
\end{equation}
Factoring out \( \gamma^1 \) from the \( \Bx^1 \) terms, we find
\begin{equation}\label{eqn:reciprocalblog:1460}
\begin{aligned}
\Bx^1
&= -\cos\theta \gamma_1 + \sin\theta \gamma_2 \\
&= \gamma^1 \lr{ \cos\theta + \gamma_1 \gamma_2 \sin\theta } \\
&= \gamma^1 e^{i\theta}.
\end{aligned}
\end{equation}
Similarly for \( \Bx^2 \),
\begin{equation}\label{eqn:reciprocalblog:1480}
\begin{aligned}
\Bx^2
&= \inv{\rho} \lr{ \sin\theta \gamma_1 + \cos\theta \gamma_2 } \\
&= \frac{\gamma^2}{\rho} \lr{ \sin\theta \gamma_2 \gamma_1 – \cos\theta } \\
&= -\frac{\gamma^2}{\rho} e^{i\theta}.
\end{aligned}
\end{equation}
This matches \ref{eqn:reciprocalblog:1380}, as expected, but required only algebraic work to compute.

There will be circumstances where we parameterize only a subset of spacetime, and are interested in calculating quantities associated with such a surface. For example, suppose that
\begin{equation}\label{eqn:reciprocalblog:1500}
x(\rho,\theta) = \gamma_1 \rho e^{i \theta},
\end{equation}
where \( i = \gamma_1 \gamma_2 \) as before. We are now parameterizing only the \(x-y\) plane. We will still find
\begin{equation}\label{eqn:reciprocalblog:1520}
\begin{aligned}
\Bx_1 &= \gamma_1 e^{i \theta} \\
\Bx_2 &= -\gamma_2 \rho e^{i \theta}.
\end{aligned}
\end{equation}
We can compute the reciprocals of these vectors using the gradient method. It’s possible to state matrix equations representing the reciprocal relationship of \ref{eqn:reciprocalblog:2200}, which, in this case, is \( X^\T G Y = 1 \), where the RHS is a \( 2 \times 2 \) identity matrix, and \( X, Y\) are \( 4\times 2\) matrices of coordinates, with
\begin{equation}\label{eqn:reciprocalblog:1540}
X =
\begin{bmatrix}
0 & 0 \\
C & -\rho S \\
-S & -\rho C \\
0 & 0
\end{bmatrix}.
\end{equation}
We no longer have a square matrix problem to solve, and our solution set is multivalued. In particular, this matrix equation has solutions
\begin{equation}\label{eqn:reciprocalblog:1560}
\begin{aligned}
\Bx^1 &= \gamma^1 e^{i\theta} + \alpha \gamma^0 + \beta \gamma^3 \\
\Bx^2 &= -\frac{\gamma^2}{\rho} e^{i\theta} + \alpha’ \gamma^0 + \beta’ \gamma^3.
\end{aligned}
\end{equation}
where \( \alpha, \alpha’, \beta, \beta’ \) are arbitrary constants. In the example we considered, we saw that our \( \rho, \theta \) parameters were functions of only \( x^1, x^2 \), so taking gradients could not introduce any \( \gamma^0, \gamma^3 \) dependence in \( \Bx^1, \Bx^2 \). It seems reasonable to assert that we seek an algebraic method of computing a set of vectors that satisfies the reciprocal relationships, where that set of vectors is restricted to the tangent space. We will need to figure out how to prove that this reciprocal construction is identical to the parameter gradients, but let’s start with figuring out what such a tangent space restricted solution looks like.

Theorem 1.7: Reciprocal frame for two parameter subspace.

Given two vectors, \( \Bx_1, \Bx_2 \), the vectors \( \Bx^1, \Bx^2 \in \mbox{Span}\setlr{ \Bx_1, \Bx_2 } \) such that \( \Bx^\mu \cdot \Bx_\nu = {\delta^\mu}_\nu \) are given by
\begin{equation}\label{eqn:reciprocalblog:2260}
\begin{aligned}
\Bx^1 &= \Bx_2 \cdot \inv{\Bx_1 \wedge \Bx_2} \\
\Bx^2 &= -\Bx_1 \cdot \inv{\Bx_1 \wedge \Bx_2},
\end{aligned}
\end{equation}
provided \( \Bx_1 \wedge \Bx_2 \ne 0 \) and
\( \lr{ \Bx_1 \wedge \Bx_2 }^2 \ne 0 \).

Start proof:

The most general set of vectors that satisfy the span constraint are
\begin{equation}\label{eqn:reciprocalblog:1580}
\begin{aligned}
\Bx^1 &= a \Bx_1 + b \Bx_2 \\
\Bx^2 &= c \Bx_1 + d \Bx_2.
\end{aligned}
\end{equation}
We can use wedge products with either \( \Bx_1 \) or \( \Bx_2 \) to eliminate the other from the RHS
\begin{equation}\label{eqn:reciprocalblog:1600}
\begin{aligned}
\Bx^1 \wedge \Bx_2 &= a \lr{ \Bx_1 \wedge \Bx_2 } \\
\Bx^1 \wedge \Bx_1 &= – b \lr{ \Bx_1 \wedge \Bx_2 } \\
\Bx^2 \wedge \Bx_2 &= c \lr{ \Bx_1 \wedge \Bx_2 } \\
\Bx^2 \wedge \Bx_1 &= – d \lr{ \Bx_1 \wedge \Bx_2 },
\end{aligned}
\end{equation}
and then dot both sides with \( \Bx_1 \wedge \Bx_2 \) to produce four scalar equations
\begin{equation}\label{eqn:reciprocalblog:1640}
\begin{aligned}
a \lr{ \Bx_1 \wedge \Bx_2 }^2
&= \lr{ \Bx^1 \wedge \Bx_2 } \cdot \lr{ \Bx_1 \wedge \Bx_2 } \\
&=
\lr{ \Bx_2 \cdot \Bx_1 } \lr{ \Bx^1 \cdot \Bx_2 }

\lr{ \Bx_2 \cdot \Bx_2 } \lr{ \Bx^1 \cdot \Bx_1 } \\
&=
\lr{ \Bx_2 \cdot \Bx_1 } (0)

\lr{ \Bx_2 \cdot \Bx_2 } (1) \\
&= – \Bx_2 \cdot \Bx_2
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:reciprocalblog:1660}
\begin{aligned}
– b \lr{ \Bx_1 \wedge \Bx_2 }^2
&=
\lr{ \Bx^1 \wedge \Bx_1 } \cdot \lr{ \Bx_1 \wedge \Bx_2 } \\
&=
\lr{ \Bx^1 \cdot \Bx_2 } \lr{ \Bx_1 \cdot \Bx_1 }

\lr{ \Bx^1 \cdot \Bx_1 } \lr{ \Bx_1 \cdot \Bx_2 } \\
&=
(0) \lr{ \Bx_1 \cdot \Bx_1 }

(1) \lr{ \Bx_1 \cdot \Bx_2 } \\
&= – \Bx_1 \cdot \Bx_2
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:reciprocalblog:1680}
\begin{aligned}
c \lr{ \Bx_1 \wedge \Bx_2 }^2
&= \lr{ \Bx^2 \wedge \Bx_2 } \cdot \lr{ \Bx_1 \wedge \Bx_2 } \\
&=
\lr{ \Bx_2 \cdot \Bx_1 } \lr{ \Bx^2 \cdot \Bx_2 }

\lr{ \Bx_2 \cdot \Bx_2 } \lr{ \Bx^2 \cdot \Bx_1 } \\
&=
\lr{ \Bx_2 \cdot \Bx_1 } (1)

\lr{ \Bx_2 \cdot \Bx_2 } (0) \\
&= \Bx_2 \cdot \Bx_1
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:reciprocalblog:1700}
\begin{aligned}
– d \lr{ \Bx_1 \wedge \Bx_2 }^2
&= \lr{ \Bx^2 \wedge \Bx_1 } \cdot \lr{ \Bx_1 \wedge \Bx_2 } \\
&=
\lr{ \Bx_1 \cdot \Bx_1 } \lr{ \Bx^2 \cdot \Bx_2 }

\lr{ \Bx_1 \cdot \Bx_2 } \lr{ \Bx^2 \cdot \Bx_1 } \\
&=
\lr{ \Bx_1 \cdot \Bx_1 } (1)

\lr{ \Bx_1 \cdot \Bx_2 } (0) \\
&= \Bx_1 \cdot \Bx_1.
\end{aligned}
\end{equation}
Putting the pieces together we have
\begin{equation}\label{eqn:reciprocalblog:1740}
\begin{aligned}
\Bx^1
&= \frac{ – \lr{ \Bx_2 \cdot \Bx_2 } \Bx_1 + \lr{ \Bx_1 \cdot \Bx_2 } \Bx_2
}{\lr{\Bx_1 \wedge \Bx_2}^2} \\
&=
\frac{
\Bx_2 \cdot \lr{ \Bx_1 \wedge \Bx_2 }
}{\lr{\Bx_1 \wedge \Bx_2}^2} \\
&=
\Bx_2 \cdot \inv{\Bx_1 \wedge \Bx_2}
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:reciprocalblog:1760}
\begin{aligned}
\Bx^2
&=
\frac{ \lr{ \Bx_1 \cdot \Bx_2 } \Bx_1 – \lr{ \Bx_1 \cdot \Bx_1 } \Bx_2
}{\lr{\Bx_1 \wedge \Bx_2}^2} \\
&=
\frac{ -\Bx_1 \cdot \lr{ \Bx_1 \wedge \Bx_2 } }
{\lr{\Bx_1 \wedge \Bx_2}^2} \\
&=
-\Bx_1 \cdot \inv{\Bx_1 \wedge \Bx_2}
\end{aligned}
\end{equation}

End proof.

Lemma 1.1: Distribution identity.

Given k-vectors \( B, C \) and a vector \( a \), where the grade of \( C \) is greater than that of \( B \), then
\begin{equation}\label{eqn:reciprocalblog:2280}
\lr{a \wedge B} \cdot C = a \cdot \lr{ B \cdot C }.
\end{equation}

See [1] for a proof.

Theorem 1.8: Higher order tangent space reciprocals.

Given an \(N\) parameter tangent space with basis \( \setlr{ \Bx_0, \Bx_1, \cdots \Bx_{N-1} } \), the reciprocals are given by
\begin{equation}\label{eqn:reciprocalblog:2300}
\Bx^\mu = (-1)^\mu
\lr{ \Bx_0 \wedge \cdots \check{\Bx_\mu} \cdots \wedge \Bx_{N-1} } \cdot I_N^{-1},
\end{equation}
where the checked term (\(\check{\Bx_\mu}\)) indicates that all terms are included in the wedges except the \( \Bx_\mu \) term, and \( I_N = \Bx_0 \wedge \cdots \Bx_{N-1} \) is the pseudoscalar for the tangent space.

Start proof:

I’ll outline the proof for the three parameter tangent space case, from which the pattern will be clear. The motivation for this proof is a reexamination of the algebraic structure of the two vector solution. Suppose we have a tangent space basis \( \setlr{\Bx_0, \Bx_1} \), for which we’ve shown that
\begin{equation}\label{eqn:reciprocalblog:1860}
\begin{aligned}
\Bx^0
&= \Bx_1 \cdot \inv{\Bx_0 \wedge \Bx_1} \\
&= \frac{\Bx_1 \cdot \lr{\Bx_0 \wedge \Bx_1} }{\lr{ \Bx_0 \wedge \Bx_1}^2 }.
\end{aligned}
\end{equation}
If we dot with \( \Bx_0 \) and \( \Bx_1 \) respectively, we find
\begin{equation}\label{eqn:reciprocalblog:1800}
\begin{aligned}
\Bx_0 \cdot \Bx^0
&=
\Bx_0 \cdot \frac{ \Bx_1 \cdot \lr{ \Bx_0 \wedge \Bx_1 } }{\lr{ \Bx_0 \wedge \Bx_1}^2 } \\
&=
\lr{ \Bx_0 \wedge \Bx_1 } \cdot \frac{ \Bx_0 \wedge \Bx_1 }{\lr{ \Bx_0 \wedge \Bx_1}^2 }.
\end{aligned}
\end{equation}
We end up with unity as expected. Here the
“factored” out vector is reincorporated into the pseudoscalar using the distribution identity \ref{eqn:reciprocalblog:2280}.
Similarly, dotting with \( \Bx_1 \), we find
\begin{equation}\label{eqn:reciprocalblog:0810}
\begin{aligned}
\Bx_1 \cdot \Bx^0
&=
\Bx_1 \cdot \frac{ \Bx_1 \cdot \lr{ \Bx_0 \wedge \Bx_1 } }{\lr{ \Bx_0 \wedge \Bx_1}^2 } \\
&=
\lr{ \Bx_1 \wedge \Bx_1 } \cdot \frac{ \Bx_0 \wedge \Bx_1 }{\lr{ \Bx_0 \wedge \Bx_1}^2 }.
\end{aligned}
\end{equation}
This is zero, since wedging a vector with itself is zero. We can perform such an operation in reverse, taking the square of the tangent space pseudoscalar, and factoring out one of the basis vectors. After this, division by that squared pseudoscalar will normalize things.

For a three parameter tangent space with basis \( \setlr{ \Bx_0, \Bx_1, \Bx_2 } \), we can factor out any of the tangent vectors like so
\begin{equation}\label{eqn:reciprocalblog:1880}
\begin{aligned}
\lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 }^2
&= \Bx_0 \cdot \lr{ \lr{ \Bx_1 \wedge \Bx_2 } \cdot \lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } } \\
&= (-1) \Bx_1 \cdot \lr{ \lr{ \Bx_0 \wedge \Bx_2 } \cdot \lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } } \\
&= (-1)^2 \Bx_2 \cdot \lr{ \lr{ \Bx_0 \wedge \Bx_1 } \cdot \lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } }.
\end{aligned}
\end{equation}
The toggling of sign reflects the number of permutations required to move the vector of interest to the front of the wedge sequence. Having factored out any one of the vectors, we can rearrange to find that vector that is it’s inverse and perpendicular to all the others.
\begin{equation}\label{eqn:reciprocalblog:1900}
\begin{aligned}
\Bx^0 &= (-1)^0 \lr{ \Bx_1 \wedge \Bx_2 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } \\
\Bx^1 &= (-1)^1 \lr{ \Bx_0 \wedge \Bx_2 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } \\
\Bx^2 &= (-1)^2 \lr{ \Bx_0 \wedge \Bx_1 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 }.
\end{aligned}
\end{equation}

End proof.

In the fashion above, should we want the reciprocal frame for all of spacetime given dimension 4 tangent space, we can state it trivially
\begin{equation}\label{eqn:reciprocalblog:1920}
\begin{aligned}
\Bx^0 &= (-1)^0 \lr{ \Bx_1 \wedge \Bx_2 \wedge \Bx_3 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 \wedge \Bx_3 } \\
\Bx^1 &= (-1)^1 \lr{ \Bx_0 \wedge \Bx_2 \wedge \Bx_3 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 \wedge \Bx_3 } \\
\Bx^2 &= (-1)^2 \lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_3 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 \wedge \Bx_3 } \\
\Bx^3 &= (-1)^3 \lr{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 } \cdot \inv{ \Bx_0 \wedge \Bx_1 \wedge \Bx_2 \wedge \Bx_3 }.
\end{aligned}
\end{equation}
This is probably not an efficient way to compute all these reciprocals, since we can utilize a single matrix inversion to solve them in one shot. However, there are theoretical advantages to this construction that will be useful when we get to integration theory.

On degeneracy.

A small mention of degeneracy was mentioned above. Regardless of metric, \( \Bx_0 \wedge \Bx_1 = 0 \) means that this pair of vectors are colinear. A tangent space with such a pseudoscalar is clearly undesirable, and we must construct parameterizations for which the area element is non-zero in all regions of interest.

Things get more interesting in mixed signature spaces where we can have vectors that square to zero (i.e. lightlike). If the tangent space pseudoscalar has a lightlike factor, then that pseudoscalar will not be invertible. Such a degeneracy will will likely lead to many other troubles, and parameterizations of this sort should be avoided.

This following problem illustrates an example of this sort of degenerate parameterization.

Problem: Degenerate surface parameterization.

Given a spacetime plane parameterization \( x(u,v) = u a + v b \), where
\begin{equation}\label{eqn:reciprocalblog:480}
a = \gamma_0 + \gamma_1 + \gamma_2 + \gamma_3,
\end{equation}
\begin{equation}\label{eqn:reciprocalblog:500}
b = \gamma_0 – \gamma_1 + \gamma_2 – \gamma_3,
\end{equation}
show that this is a degenerate parameterization, and find the bivector that represents the tangent space. Are these vectors lightlike, spacelike, or timelike? Comment on whether this parameterization represents a physically relevant spacetime surface.

Answer

To characterize the vectors, we square them
\begin{equation}\label{eqn:reciprocalblog:1080}
a^2 = b^2 =
\gamma_0^2 +
\gamma_1^2 +
\gamma_2^2 +
\gamma_3^2
=
1 – 3
= -2,
\end{equation}
so \( a, b \) are both spacelike vectors. The tangent space is clearly just \( \mbox{Span}\setlr{ a, b } = \mbox{Span}\setlr{ e, f }\) where
\begin{equation}\label{eqn:reciprocalblog:1100}
\begin{aligned}
e &= \gamma_0 + \gamma_2 \\
f &= \gamma_1 + \gamma_3.
\end{aligned}
\end{equation}
Observe that \( a = e + f, b = e – f \), and \( e \) is lightlike (\( e^2 = 0 \)), whereas \( f \) is spacelike (\( f^2 = -2 \)), and \( e \cdot f = 0 \), so \( e f = – f e \). The bivector for the tangent plane is
\begin{equation}\label{eqn:reciprocalblog:1120}
\gpgradetwo{
a b
}
=
\gpgradetwo{
(e + f) (e – f)
}
=
\gpgradetwo{
e^2 – f^2 – 2 e f
}
= -2 e f,
\end{equation}
where
\begin{equation}\label{eqn:reciprocalblog:1140}
e f = \gamma_{01} + \gamma_{21} + \gamma_{23} + \gamma_{03}.
\end{equation}
Because \( e \) is lightlike (zero square), and \( e f = – f e \),
the bivector \( e f \) squares to zero
\begin{equation}\label{eqn:reciprocalblog:1780}
\lr{ e f }^2
= -e^2 f^2
= 0,
\end{equation}
which shows that the parameterization is degenerate.

This parameterization can also be expressed as
\begin{equation}\label{eqn:reciprocalblog:1160}
x(u,v)
= u ( e + f ) + v ( e – f )
= (u + v) e + (u – v) f,
\end{equation}
a linear combination of a lightlike and spacelike vector. Intuitively, we expect that a physically meaningful spacetime surface involves linear combinations spacelike vectors, or combinations of a timelike vector with spacelike vectors. This beastie is something entirely different.

Final notes.

There are a few loose ends above. In particular, we haven’t conclusively proven that the set of reciprocal vectors \( \Bx^\mu = \grad u^\mu \) are exactly those obtained through algebraic means. For a full parameterization of spacetime, they are necessarily the same, since both are unique. So we know that \ref{eqn:reciprocalblog:1920} must equal the reciprocals obtained by evaluating the gradient for a full parameterization (and this must also equal the reciprocals that we can obtain through matrix inversion.) We have also not proved explicitly that the three parameter construction of the reciprocals in \ref{eqn:reciprocalblog:1900} is in the tangent space, but that is a fairly trivial observation, so that can be left as an exercise for the reader dismissal. Some additional thought about this is probably required, but it seems reasonable to put that on the back burner and move on to some applications.

References

[1] Peeter Joot. Geometric Algebra for Electrical Engineers. Kindle Direct Publishing, 2019.

Deriving the nth Fibonacci number formula.

November 20, 2020 math and physics play , , , ,

[If mathjax doesn’t display properly for you, click here for a PDF of this post]

My last three posts:

  1. The nth term of a Fibonacci series.
  2. More on that cool Fibonacci formula.
  3. Guessing the nth Fibonacci number formula.

were all about a cool formula for the n-th term of the Fibonacci series.  Here’s the final chapter of the story of that play.  A recap:

Definition 1.1: Fibonacci series.

With \( F_0 = 0 \), and \( F_1 = 1 \), the nth term \( F_n \) in the Fibonacci series is the sum of the previous two terms
\begin{equation*}
F_n = F_{n-2} + F_{n-1}.
\end{equation*}

Theorem 1.1: Nth term of the Fibonacci series.

\begin{equation*}
F_n = \frac{ \lr{ 1 + \sqrt{5} }^n – \lr{ 1 – \sqrt{5} }^n }{ 2^n \sqrt{5} }.
\end{equation*}

Deriving the nth Fibonacci formula.

There was a particularly unsatisfactory aspect of the guess that we made in the last post. In particular, we didn’t have any reason to guess the form of that solution, except for the fact that we already knew the answer. Now we will attempt to attack this in a more systematic fashion, so that each step along the way seems logical. First, we need to put a couple goodies in our toolbox.

Definition 1.1: Discrete sum.

Given a set of discrete values \( \setlr{G_a, G_{a+1}, \cdots, G_n } \) we define a discrete sum of \( n – a + 1 \) of these terms as \( F_n \)
\begin{equation}\label{eqn:fibonacciblog:1540}
F_n = \sum_{k = a}^n G_k + C,
\end{equation}
where \( C \) is an arbitrary boundary value constant.

Definition 1.2: Difference operators.

Define a backwards difference operator \( \Delta \), operating on \( X_n \) as
\begin{equation}\label{eqn:fibonacciblog:1560}
\Delta X_n = X_n – X_{n-1}.
\end{equation}

The difference operator is a discrete analogue of a differential operator. It is also possible to define a (forward) difference operator as \( \Delta X_n = X_{n+1} – X_{n} \), but the choice is arbitary, and we can find the same results either way.

Lemma 1.1: Antidifference of discrete sum.

Given a sum \( F_n \) of the form \ref{eqn:fibonacciblog:1540}, the difference operation is just the highest \( n \) term of the sum
\begin{equation}\label{eqn:fibonacciblog:1580}
\Delta F_n = G_n.
\end{equation}

Start proof:

\begin{equation}\label{eqn:fibonacci:960}
\Delta F_n =
\sum_{k = a}^n G_k + C
– \lr{ \sum_{k = a}^{n-1} G_k + C }
= G_n.
\end{equation}

End proof.

Computing differences is pretty easy. What we want to do is the inverse operation (analogous to integration), where we find a closed form representation of \( F_n \) given a difference equation \( \Delta F_n = G_n \). Just as we can compute antiderivatives for \( x^n \), we may do the same for \( n^k \) antidifferences, but the results are messier. The first few such antidifferences are

Theorem 1.1: Antidifferences for powers of \(n\).

\begin{equation}\label{eqn:fibonacciblog:1600}
\begin{aligned}
1 &= \Delta n \\
n &= \Delta \lr{ \frac{n}{2}\lr{ n + 1} } \\
n^2 &= \Delta \lr{ \frac{n}{6}\lr{2 n + 1}\lr{n + 1} } \\
n^3 &= \Delta \lr{ \frac{n^2}{4}\lr{n + 1}^2 }.
\end{aligned}
\end{equation}

Start proof:

The \( \Delta n \) identity is easily verified
\begin{equation}\label{eqn:fibonacci:1000}
\Delta n = n – (n-1) = 1.
\end{equation}
For higher orders it is a bit tedious to verify directly, but we can iteratively build up those results by evaluating the difference operator on each of the powers of \( n \).
\begin{equation}\label{eqn:fibonacci:660}
\begin{aligned}
\Delta n^2
&= n^2 – (n-1)^2 \\
&= n^2 – (n^2 – 2 n + 1) \\
&= 2 n – 1, \\
&= 2 n – \Delta n.
\end{aligned}
\end{equation}
Because the difference operator is linear, we can rearrange to find
\begin{equation}\label{eqn:fibonacci:1020}
\Delta \lr{ n^2 + n } = 2 n.
\end{equation}
Dividing through by \( 2 \) and factoring out an \( n \), recovers the desired result.

For the next power, we have
\begin{equation}\label{eqn:fibonacci:680}
\begin{aligned}
\Delta n^3
&= n^3 – (n-1)^3 \\
&= n^3 – (n^3 – 3 n^2 + 3 n – 1) \\
&= 3 n^2 – 3 n + 1 \\
&= 3 n^2 – 3 \Delta \frac{n}{2}\lr{ n + 1 } + \Delta n,
\end{aligned}
\end{equation}
or
\begin{equation}\label{eqn:fibonacci:1040}
\begin{aligned}
3 n^2
&=
\Delta \lr{n} \lr{ n^2 + \frac{3}{2}\lr{ n + 1} – 1 } \\
&=
\Delta \frac{n}{2} \lr{ 2 n^2 + 3\lr{ n + 1} – 2} \\
&=
\Delta \frac{n}{2} \lr{ 2 n^2 + 3 n + 1 } \\
&=
\Delta \frac{n}{2} \lr{ 2 n + 1}\lr{ n + 1 }
\end{aligned}
\end{equation}
Dividing through by \( 3 \) recovers the desired result.

The final result is left to the reader. It can be derived or verified easily with a couple lines of Mathematica code.

End proof.

Problem: Sum some series.

Find the sums \( \sum_{k = 1}^n k^m \), for \( m = 1, 2, 3 \).

Answer

  • \( m = 1 \). This is the (probably apocryphal) sum of Gauss’s grade school classroom:
    \begin{equation}\label{eqn:fibonacci:1060}
    F_n = \sum_{k = 1}^n k = 1 + 2 + \cdots n,
    \end{equation}
    satisfying
    \begin{equation}\label{eqn:fibonacci:1080}
    \begin{aligned}
    \Delta F_n
    &= F_n – F_{n-1} \\
    &=
    (n + (n-1) + \cdots + 1)

    ((n-1) + \cdots + 1) \\
    &= n \\
    &= \Delta \frac{n}{2}(n + 1).
    \end{aligned}
    \end{equation}
    We must have
    \begin{equation}\label{eqn:fibonacci:1100}
    F_n = \frac{n}{2}\lr{ n + 1} + C.
    \end{equation}
    To fix \( C \) consider \( F_1 \)
    \begin{equation}\label{eqn:fibonacci:1180}
    F_1 = \inv{2}(1 + 1) + C = 1,
    \end{equation}
    so \( C = 0 \), so we find Gauss’s summation formula
    \begin{equation}\label{eqn:fibonacci:1200}
    \sum_{k = 1}^n k = \frac{n}{2}\lr{ n + 1},
    \end{equation}
    as expected.
  • \( m = 2 \). Now let’s do the sum of squares
    \begin{equation}\label{eqn:fibonacci:1120}
    F_n = \sum_{k = 1}^n k^2,
    \end{equation}
    for which we have
    \begin{equation}\label{eqn:fibonacci:1140}
    \Delta F_n = n^2 = \Delta \frac{n}{6}( 2 n + 1 )(n+1),
    \end{equation}
    so
    \begin{equation}\label{eqn:fibonacci:1160}
    F_n = \frac{n}{6}( 2 n + 1 )(n+1) + C.
    \end{equation}
    Clearly \( C = 0 \) satisfies the boundary condition, leaving
    \begin{equation}\label{eqn:fibonacci:1220}
    \sum_{k = 1}^n k^2 =
    \frac{n}{6}( 2 n + 1 )(n+1).
    \end{equation}
  • \( m = 3 \). We see the pattern, so for the sum of cubes, we can just write down the answer
    \begin{equation}\label{eqn:fibonacci:1240}
    \sum_{k = 1}^n k^3 =
    \frac{n^2}{4}\lr{n + 1}^2
    .
    \end{equation}

Now that we have some basic comfort with the ideas of difference equations, and their solutions,
let’s get back to the Fibonacci problem. In that case, we have
\begin{equation}\label{eqn:fibonacci:1260}
F_n = F_{n-1} + F_{n-2}.
\end{equation}
Stated as a difference equation, this is
\begin{equation}\label{eqn:fibonacci:1280}
\Delta F_n = F_{n-2}.
\end{equation}
Before tackling the Fibonacci problem, let’s try one that slightly simpler.

Problem: A simpler problem.

Solve \( \Delta F_n = F_{n-1} \), where \( F_0 = 0, F_1 = 1 \).

Answer

The problem to solve is just
\begin{equation}\label{eqn:fibonacci:1300}
F_n = 2 F_{n-1}.
\end{equation}
This sequence is \( \setlr{ 1, 2, 4, 8, \cdots } \), so we can solve it by inspection, and the answer is just \( F_n = 2^{n-1} \). We want inspiration for the Fibonacci problem, so let’s pretend that we can’t see the answer, but that we can guess something close, and see if it works. Namely, let’s guess:
\begin{equation}\label{eqn:fibonacci:1320}
F_n = \alpha a^n + C.
\end{equation}
If we plug this trial solution into our difference equation, we get
\begin{equation}\label{eqn:fibonacci:1340}
\begin{aligned}
\alpha a^{n-1} + C
&=
\Delta F_n \\
&= \alpha \lr{ a^n – a^{n-1} } \\
&= \alpha a^{n-1} \lr{ a – 1 }
\end{aligned}
\end{equation}
This can be satisfied by setting \( C = 0 \) and \( a – 1 = 1 \), or \( a = 2 \), as we already knew. To fix the constant \( \alpha \) we utilize our boundary constraints, namely
\begin{equation}\label{eqn:fibonacci:1400}
F_1 = 1 = \alpha 2
\end{equation}
so \(\alpha = 1/2 \).

Compared to just seeing the answer, the procedure above was a lot of work. However, a side effect of this work is discovery of a guessing strategy that is somewhat like using \( f(t) = e^{s t} \) to generate a characteristic equation when solving a differential equation. For a difference equation of this form, it appears we can substitute \( F_n = \alpha a^n + C \) and use the differences to determine the values of \( \alpha, a, C \). Now let’s try this with the Fibonacci difference equation.

Problem: Find a solution to the Fibonacci difference equation.

Without worrying about boundary constraints, find the solutions to \( \Delta F_n = F_{n-2} \), using a trial solution of \( F_n = \alpha a^n \).

Answer

Inserting our trial solution, we have
\begin{equation}\label{eqn:fibonacci:1420}
\begin{aligned}
\alpha a^n
&=
F_n \\
&= F_{n-1} + F_{n-2} \\
&= \alpha \lr{ a^{n-1} + a^{n-2} } \\
&= \alpha a^{n-2} \lr{ a + 1 },
\end{aligned}
\end{equation}
so our “characteristic equation” is
\begin{equation}\label{eqn:fibonacci:1440}
a + 1 = a^2.
\end{equation}
Completing the square yields
\begin{equation}\label{eqn:fibonacci:1460}
\lr{ a – \inv{2} }^2 = 1 + \inv{4},
\end{equation}
or
\begin{equation}\label{eqn:fibonacci:1480}
a = \inv{2} \pm \frac{\sqrt{5}}{2}.
\end{equation}
Bamn. There’s our golden ratio, and it’s buddy!
We find that
\begin{equation}\label{eqn:fibonacci:1500}
F_n = \alpha \lr{\frac{1 \pm \sqrt{5}}{2} }^n,
\end{equation}
are solutions to the difference equation \ref{eqn:fibonacci:1280}.

Since we have a second order difference equation, we need a superposition of both solutions to try to satisfy the boundary conditions. In particular, we want to find the constants
\begin{equation}\label{eqn:fibonacci:1520}
F_n =
\alpha_{+} \lr{\frac{1 + \sqrt{5}}{2} }^n
+
\alpha_{-} \lr{\frac{1 – \sqrt{5}}{2} }^n + C.
\end{equation}
However, we already did this when we guessed used \( F_n = \alpha a^n + \beta b^n \) as a trial solution. When we did that, it was just to see if we could find the end result, knowing only the structure of the solution, but none of the specific constants. Now we have justified why that was a reasonable trial solution, since exactly this structure follows naturally from the difference equation itself.

This train of thought, makes me want to dig out my little Dover book on difference equations [1] that I’ve had since I was a kid. I think I only worked through the first chapter of that book. I have a lot of little sad neglected Dover books on mathematics and physics that I bought super cheap at the World’s Biggest Bookstore when I was back in school. It will be interesting to see how to tackle problems such as this, in a still more systematic fashion.

References

[1] Hyman Levy and Freda Lessman. Finite difference equations. Courier Corporation, 1992.

Guessing the nth Fibonacci number formula

November 17, 2020 math and physics play , , , ,

[If mathjax doesn’t display properly for you, click here for a PDF of this post]

My last two posts:

  1. The nth term of a Fibonacci series.
  2. More on that cool Fibonacci formula.

were both about a cool formula for the n-th term of the Fibonacci series.  Looks like I’m not done playing with this beastie.  A recap:

Definition 1.1: Fibonacci series.

With \( F_0 = 0 \), and \( F_1 = 1 \), the nth term \( F_n \) in the Fibonacci series is the sum of the previous two terms
\begin{equation*}
F_n = F_{n-2} + F_{n-1}.
\end{equation*}

Theorem 1.1: Nth term of the Fibonacci series.

\begin{equation*}
F_n = \frac{ \lr{ 1 + \sqrt{5} }^n – \lr{ 1 – \sqrt{5} }^n }{ 2^n \sqrt{5} }.
\end{equation*}

 

The guess.

We can rearrange the formula for the nth Fibonacci number as a difference equation
\begin{equation}\label{eqn:fibonacci:260}
F_n – F_{n-1} = F_{n-2}.
\end{equation}
This is a second order difference equation, so my naive expectation is that there are two particular solutions involved. We know the answer, so it’s not too hard to guess that the particular form of the solution has the following form
\begin{equation}\label{eqn:fibonacci:280}
F_n = \alpha a^n + \beta b^n.
\end{equation}
Given this guess, can we take some of the magic out of the formula, by just solving for \( \alpha, \beta, a, b \)? Let’s try that
\begin{equation}\label{eqn:fibonacci:300}
F_0 = \alpha + \beta = 0,
\end{equation}
\begin{equation}\label{eqn:fibonacci:320}
\begin{aligned}
F_1 &= \alpha a + \beta b \\
&= \alpha \lr{ a – b } \\
&= 1,
\end{aligned}
\end{equation}
and
\begin{equation}\label{eqn:fibonacci:340}
\begin{aligned}
F_n
&= F_{n-1} + F_{n-2} \\
&=
\alpha \lr{ a^{n-1} + a^{n-2} }
-\alpha \lr{ b^{n-1} + b^{n-2} } \\
&=
\alpha a^{n-2} \lr{ 1 + a }
-\alpha b^{n-2} \lr{ 1 + b },
\end{aligned}
\end{equation}
so
\begin{equation}\label{eqn:fibonacci:360}
\begin{aligned}
a^2 &= a + 1 \\
b^2 &= b + 1.
\end{aligned}
\end{equation}
If we complete the square we find
\begin{equation}\label{eqn:fibonacci:380}
\lr{ a – \inv{2} }^2 = 1 + \inv{4} = \frac{5}{4},
\end{equation}
or
\begin{equation}\label{eqn:fibonacci:400}
a, b = \inv{2} \pm \frac{\sqrt{5}}{2}.
\end{equation}
Out pop the golden ratio and it’s complement. Clearly we need to pick alternate roots for \( a \) and \( b \) or else we’d have zero for every value of \( n > 0 \). Suppose we pick the positive root for \( a \), then to find the scaling constant \( \alpha \), we just compute
\begin{equation}\label{eqn:fibonacci:420}
\begin{aligned}
1
&=
\alpha \lr{ \frac{ 1 + \sqrt{5}}{2} – \frac{ 1 – \sqrt{5} }{2} } \\
&= \alpha \sqrt{5},
\end{aligned}
\end{equation}
so our system \ref{eqn:fibonacci:280} has the solution:
\begin{equation}\label{eqn:fibonacci:520}
\begin{aligned}
a &= \frac{1 + \sqrt{5}}{2} \\
b &= \frac{1 – \sqrt{5}}{2} \\
\alpha &= \inv{\sqrt{5}} \\
\beta &= -\inv{\sqrt{5}}.
\end{aligned}
\end{equation}

We now see a path that will systematically lead us from the Fibonacci difference equation to the final result, and have only to fill in a few missing steps to understand how this could be discovered from scratch.

Motivating the root-fives.

I showed this to Sofia, and she came up with a neat very direct way to motivate the \( \sqrt{5} \). It follows naturally (again knowing the answer), by assuming the Fibonacci formula has the following form:
\begin{equation}\label{eqn:fibonacci:440}
F_n = \inv{x} \lr{
\lr{ \frac{1 + x}{2}}^n

\lr{ \frac{1 – x}{2}}^n
}.
\end{equation}
We have only to plug in \( n = 3 \) to find
\begin{equation}\label{eqn:fibonacci:460}
\begin{aligned}
2 x
&= \inv{4} \lr{ 1 + 3 x + 3 x^2 + x^3 – \lr{ 1 – 3 x + 3 x^2 – x^3 } } \\
&= \inv{2} \lr{ 3 x + x^3 },
\end{aligned}
\end{equation}
or
\begin{equation}\label{eqn:fibonacci:480}
8 = 3 + x^2,
\end{equation}
so
\begin{equation}\label{eqn:fibonacci:500}
x = \pm \sqrt{5}.
\end{equation}
Again the \( \sqrt{5} \)’s pop out naturally, taking away some of the mystery of the cool formula.

More on that cool Fibonacci formula

November 15, 2020 math and physics play

[If mathjax doesn’t display properly for you, click here for a PDF of this post]

In my previous post, I explored the following cool formula for the nth term of the Fibonacci series. In this post, I’ll show why there are no square root fives after evaluation. A recap:

Definition 1.1: Fibonacci series.

With \( F_0 = 0 \), and \( F_1 = 1 \), the nth term \( F_n \) in the Fibonacci series is the sum of the previous two terms
\begin{equation*}
F_n = F_{n-2} + F_{n-1}.
\end{equation*}

Theorem 1.1: Nth term of the Fibonacci series.

\begin{equation*}
F_n = \frac{ \lr{ 1 + \sqrt{5} }^n – \lr{ 1 – \sqrt{5} }^n }{ 2^n \sqrt{5} }.
\end{equation*}

How the square root fives cancel out.

One of the interesting things in this Fibonacci formula, is the \( \sqrt{5} \)’s that are all over the place, while the formula represents only integer values. Expanding the formula in binomial series shows us exactly why those terms all vanish. Consider the first few values of \( n \) explicitly.
\begin{equation}\label{eqn:fibonacci:160}
\begin{aligned}
F_1
&= \frac{ 1 + \sqrt{5} – \lr{ 1 – \sqrt{5} } }{ 2^1 \sqrt{5} } \\
&= \frac{ 2 \sqrt{5} }{ 2^1 \sqrt{5} } \\
&= 1,
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:fibonacci:180}
\begin{aligned}
F_2
&= \frac{ 1 + 2 \sqrt{5} + 5 – \lr{ 1 – 2 \sqrt{5} + 5 } }{ 2^2 \sqrt{5} } \\
&= \frac{ 4 \sqrt{5} }{ 2^2 \sqrt{5} } \\
&= 1,
\end{aligned}
\end{equation}
\begin{equation}\label{eqn:fibonacci:200}
\begin{aligned}
F_3
&= \frac{ 1 + 3 \sqrt{5} + 3 (5) + \sqrt{5} 5 – \lr{ 1 – 3 \sqrt{5} + 3(5) – \sqrt{5} 5 } }{ 2^3 \sqrt{5} } \\
&= \frac{ 2 \lr{ 3 \sqrt{5} + \sqrt{5} 5 } }{ 2^3 \sqrt{5} } \\
&= \frac{ 3 + 5 }{ 2^2 } \\
&= 2.
\end{aligned}
\end{equation}
In the general case, we have
\begin{equation}\label{eqn:fibonacci:220}
\begin{aligned}
2^n \sqrt{5} F_n
&=
\sum_{k = 0}^n
\binom{n}{k}
{\sqrt{5}}^k

\sum_{k = 0}^n \binom{n}{k} (-\sqrt{5})^k \\
&=
2 \sum_{1 \le k \le n, \mbox{$k$ is odd}} \binom{n}{k} (\sqrt{5})^k \\
&=
2 \sqrt{5} \sum_{m = 0}^{\lfloor (n-1)/2 \rfloor} \binom{n}{2 m + 1} 5^m,
\end{aligned}
\end{equation}

so (for any \( n > 0 \)),
\begin{equation}\label{eqn:fibonacci:240}
F_n =
\inv{2^{n-1}} \sum_{m = 0}^{\lfloor (n-1)/2 \rfloor } \binom{n}{2 m + 1} 5^m.
\end{equation}
Since only the odd powers of \( \sqrt{5} \) in the binomial expansions survive, the root in the basement is obliterated every time, leaving only integers upstairs, and a power of two factor downstairs. It is still somewhat remarkable seeming that there is always a perfect cancellation of all the factors of two in the basement.

The nth term of a Fibonacci series.

November 13, 2020 math and physics play , , , ,

[If mathjax doesn’t display properly for you, click here for a PDF of this post.]

I’ve just started reading [1], but already got distracted from the plot by a fun math fact. Namely, a cute formula for the nth term of a Fibonacci series. Recall

Definition 1.1: Fibonacci series.

With \( F_0 = 0 \), and \( F_1 = 1 \), the nth term \( F_n \) in the Fibonacci series is the sum of the previous two terms
\begin{equation*}
F_n = F_{n-2} + F_{n-1}.
\end{equation*}

We can quickly find that the series has values \( 0, 1, 1, 2, 3, 5, 8, 13, \cdots \). What’s really cool, is that there’s a closed form expression for the nth term in the series that doesn’t require calculation of all the previous terms.

Theorem 1.1: Nth term of the Fibonacci series.

\begin{equation*}
F_n = \frac{ \lr{ 1 + \sqrt{5} }^n – \lr{ 1 – \sqrt{5} }^n }{ 2^n \sqrt{5} }.
\end{equation*}

This is a rather miraculous and interesting looking equation. Other than the \(\sqrt{5}\) scale factor, this is exactly the difference of the nth powers of the golden ratio \( \phi = (1+\sqrt{5})/2 \), and \( 1 – \phi = (1-\sqrt{5})/2 \). That is:
\begin{equation}\label{eqn:fibonacci:60}
F_n = \frac{\phi^n – (1 -\phi)^n}{\sqrt{5}}.
\end{equation}

How on Earth would somebody figure this out? According to Tattersal [2], this relationship was discovered by Kepler.

Understanding this from the ground up looks like it’s a pretty deep rabbit hole to dive into. Let’s save that game for another day, but try the more pedestrian task of proving that this formula works.

Start proof:

\begin{equation}\label{eqn:fibonacci:80}
\begin{aligned}
\sqrt{5} F_n
&=
\sqrt{5} \lr{ F_{n-2} + F_{n-1} } \\
&=
\phi^{n-2} – \lr{ 1 – \phi}^{n-2}
+ \phi^{n-1} – \lr{ 1 – \phi}^{n-1} \\
&=
\phi^{n-2} \lr{ 1 + \phi }
-\lr{1 – \phi}^{n-2} \lr{ 1 + 1 – \phi } \\
&=
\phi^{n-2}
\frac{ 3 + \sqrt{5} }{2}
-\lr{1 – \phi}^{n-2}
\frac{ 3 – \sqrt{5} }{2}.
\end{aligned}
\end{equation}
However,
\begin{equation}\label{eqn:fibonacci:100}
\begin{aligned}
\phi^2
&= \lr{ \frac{ 1 + \sqrt{5} }{2} }^2 \\
&= \frac{ 1 + 2 \sqrt{5} + 5 }{4} \\
&= \frac{ 3 + \sqrt{5} }{2},
\end{aligned}
\end{equation}
and
\begin{equation}\label{eqn:fibonacci:120}
\begin{aligned}
(1-\phi)^2
&= \lr{ \frac{ 1 – \sqrt{5} }{2} }^2 \\
&= \frac{ 1 – 2 \sqrt{5} + 5 }{4} \\
&= \frac{ 3 – \sqrt{5} }{2},
\end{aligned}
\end{equation}
so
\begin{equation}\label{eqn:fibonacci:140}
\sqrt{5} F_n = \phi^n – (1-\phi)^n.
\end{equation}

End proof.

References

[1] Steven Strogatz and Don Joffray. The calculus of friendship: What a teacher and a student learned about life while corresponding about math. Princeton University Press, 2009.

[2] James J Tattersall. Elementary number theory in nine chapters. Cambridge University Press, 2005.