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Introduction to Discrete Calculus

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Discrete Calculus

Abstract

In this chapter we review conventional vector calculus from the standpoint of a generalized exposition in terms of exterior calculus and the theory of forms. This generalization allows us to distill the important elements necessary to operate the basic machinery of conventional vector calculus. This basic machinery is then redefined in a discrete setting to produce appropriate definitions of the domain, boundary, functions, integrals, metric and derivative. These definitions are then employed to demonstrate how the structure of the discrete calculus behaves analogously to the conventional vector calculus in many different ways.

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Notes

  1. 1.

    The familiar integration by parts formula,

    $$\int_{a}^{b}u\,\mathrm{d}{v}=uv\Bigm |_{a}^{b}-\int_a^bv\,\mathrm{d}{u}$$

    is simply a corollary to the Fundamental Theorem that uses the product rule of differentiation.

  2. 2.

    In this section we will denote elements of general vector spaces with the common “overbar” notation, as in \(\bar {\boldsymbol {x}}\). This is to distinguish them from vectors in ℝ3 encountered in standard vector calculus, which will be denoted as \(\vec {F}\). We will adopt similar convention for forms, using the “tilde” notation, as in \(\tilde{\boldsymbol{\omega}}\).

  3. 3.

    The distinction between a “differential form” and a “form” (a.k.a. an “algebraic” form or a “linear” form) stems from whether the vector space V is viewed as the tangent space to a manifold, i.e., if , in which case the elements of are the differential operators for curves along . Indeed the exterior algebra of forms and many of their geometrical interpretations hold even if V is not considered as a tangent space.

  4. 4.

    As a simple, illustrative example, consider a one-dimensional coordinate system defined in units of centimeters with a position vector at the origin extending to the location at 500 centimeters. If the unit of measurement were to change from centimeters to meters, the basis vectors will become longer and our position vector, if it physically represents the same position, will now extend only 5 meters. Therefore, the coordinate increments are larger in the new system, but the value of the coefficient describing the contravariant vector is smaller.

  5. 5.

    A Riemannian metric on a manifold is a family of positive definite inner products defined at each that is differentiable over all . A manifold equipped with a Riemannian metric is called a Riemannian manifold.

  6. 6.

    In the differential forms literature this same process is sometimes described by the so-called musical isomorphisms, and , where \(\tilde{\boldsymbol{\alpha}}^{\sharp}\) is the contravariant version of the form \(\tilde{\boldsymbol{\alpha}}\), and \(\bar {\boldsymbol {v}}^{\flat}\) is the covariant version of the vector \(\bar {\boldsymbol {v}}\).

  7. 7.

    Note that subsets of exist on which \(\tilde{\boldsymbol{\omega }}\) is exact. For example, within the unit disk with the point at the origin removed and a “cut” along the positive x axis θ is single-valued. Changing the topology of the region in this way is analogous to branch cuts that are defined in complex analysis and the theory of Riemann surfaces.

  8. 8.

    When dealing with complicated, non-orientable spaces, it is often noted that the Hodge star operator maps p-forms to pseudo-(np)-forms. Pseudoforms are forms who change sign whenever the orientation specified for the underlying manifold reverses [142]. We will not make the distinction between forms and pseudoforms here, although the concept of pseudoforms may help conceptualize the operation of the discrete Hodge star that maps between the primal and dual complexes (see Sect. 2.3.4). Note that the distinction between forms and pseudoforms is closely related to that of straight and twisted forms, polar and axial vectors, and across and through variables [48].

  9. 9.

    Here the Hodge star is defined as operating only on p-forms, however the Hodge star operator has been recently extended to operate also on p-vectors [189], with several interesting implications.

  10. 10.

    It is also possible to phrase the inner product between two arbitrary p-forms expressed as the exterior product of p individual 1-forms in terms of the inner product defined on 1-forms [99] with the expression

    $$ \left\langle {\tilde u^1 \wedge \cdots \wedge \tilde u^p ,\tilde \upsilon ^1 \wedge \cdots \wedge \tilde \upsilon ^p } \right\rangle _p = \det \left( {\left[ {\begin{array}{*{20}c} {\left\langle {\tilde u^1 ,\tilde \upsilon ^1 } \right\rangle } & \cdots & {\left\langle {\tilde u^1 ,\tilde \upsilon ^p } \right\rangle } \\ \vdots & \ddots & \vdots \\ {\left\langle {\tilde u^p ,\tilde \upsilon ^1 } \right\rangle } & \cdots & {\left\langle {\tilde u^p ,\tilde \upsilon ^p } \right\rangle } \\ \end{array}} \right]} \right). $$
  11. 11.

    Here the notation ⇔ is meant to convey that these forms and vectors correspond. Oftentimes the vectorfield corresponding to a form is termed a “proxy” field [48]. Of course it is possible to map a form to its corresponding vector using the metric tensor, but for this discussion we do not require this level of detail.

  12. 12.

    The Laplace–Beltrami operator is a special case of the Laplace–de Rham operator restricted to p=0 and defined on Riemannian manifolds.

  13. 13.

    Cliques play an important role in Markov Random Fields (due to the Hammersley–Clifford Theorem [31]) and the identification of cliques with simplices allows us to consider p-cliques as geometric objects with dimension p.

  14. 14.

    These boundary cells are sometimes referred to as the faces of the p-cell, which can be confused with the usage of the term face to describe a 2-cell. We shall reserve the term “face” for a 2-cell only.

  15. 15.

    We define the incidence matrix as the transpose of \(\boldsymbol {\mathsf {A}}\) and \(\boldsymbol {\mathsf {B}}\) since we will see in the next section that \(\boldsymbol {\mathsf {A}}\) and \(\boldsymbol {\mathsf {B}}\) play a more prominent role than the incidence matrices \(\boldsymbol {\mathsf {A}}^{\mathsf{T}}\) and \(\boldsymbol {\mathsf {B}}^{\mathsf{T}}\).

  16. 16.

    In the remainder of the book, we will adopt Strang’s [360] notation and adopt \(\boldsymbol {\mathsf {x}}\) to represent 0-cochains while using \(\boldsymbol {\mathsf {y}}\) to represent 1-cochains. However, in this chapter we will continue to use \(\boldsymbol {\mathsf {c}}^{p}\) to represent a p-cochain.

  17. 17.

    Recall that integration is a pairing of chains and cochains that does not require any metric information whatsoever.

  18. 18.

    The (oriented) cycle double cover conjecture [340] postulates that every bridgeless graph has a cycle set which admits the type of duality discussed here. See Sect. 4.1.2.1 for more discussion.

  19. 19.

    In the context of finite elements, the search for a definitive discrete Hodge star operator has been elusive [47, 178, 199, 248]. In other discrete calculus formulations—in which the goal is to provide a discretized version of calculus (e.g., [102])—several formulations of the Hodge star operator have been suggested, including the Galerkin–Hodge star operator that has many advantageous properties [248]. However a fundamental difficulty arises in defining an operator that converges in the limit of finer mesh sizes to the continuum operator. In the present framework (i.e., the discrete formulation of calculus) the definition of the Hodge star is straightforward and is provided by the well-defined inner product on any cochain basis, all of which are finite-dimensional.

  20. 20.

    So as to not deviate completely from the literature, we forgo cumbersome but explicit notation, e.g., ⋆ p and \(\star_{n-p}^{-1}\), that could be employed to help limit the ambiguity of this overloaded operator.

  21. 21.

    Throughout the applications sections of the book, multiple scalar (data) fields associated with a node will be referred to as a tuple and denoted as \(\tilde{x}\). In contrast, the word vector will be reserved for either conventional (continuous) vectors denoted as \(\vec{x}\) or column vectors denoted as \(\boldsymbol {\mathsf {x}}\).

  22. 22.

    We employ the term flow field to represent a 1-cochain throughout the text. This term is used because flows are common 1-cochains (e.g., the maximum flow problem optimizes a 1-cochain) and the term instills a sense of direction for the flow through each edge.

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Grady, L.J., Polimeni, J.R. (2010). Introduction to Discrete Calculus. In: Discrete Calculus. Springer, London. https://doi.org/10.1007/978-1-84996-290-2_2

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