My Little 2021 Mathematics A-to-Z: Tangent Space

And now, finally, I resume and hopefully finish what was meant to be a simpler and less stressful A-to-Z for last year. I’m feeling much better about my stress loads now and hope that I can soon enjoy the feeling of having a thing accomplished.

This topic is one of many suggestions that Elkement, one of my longest blog-friendships here, offered. It’s a creation that sent me back to my grad school textbooks, some of those slender paperback volumes with tiny, close-set type that turn out to be far more expensive than you imagine. Though not in this case: my most useful reference here was V I Arnold’s Ordinary Differential Equations, stamped inside as costing $18.75. The field is full of surprises. Another wonderful reference was this excellent set of notes prepared by Jodin Morey. They would have done much to help me through that class.

Tangent Space

Stand in midtown Manhattan, holding a map of midtown Manhattan. You have — not a tangent space, not yet. A tangent plane, representing the curved surface of the Earth with the flat surface of your map, though. But the tangent space is near: see how many blocks you must go, along the streets and the avenues, to get somewhere. Four blocks north, three west. Two blocks south, ten east. And so on. Those directions, of where you need to go, are the tangent space around you.

There is the first trick in tangent spaces. We get accustomed, early in learning calculus, to think of tangent lines and then of tangent planes. These are nice, flat approximations to some original curve. But while we’re introduced to the tangent space, and first learn examples of it, as tangent planes, we don’t stay there. There are several ways to define tangent spaces. One recasts tangent spaces in group theory terms, describing them as a ring based on functions that are equal to zero at the tangent point. (To be exact, it’s an ideal, based on a quotient group, based on two sets of such functions.)

That’s a description mathematicians are inclined to like, not only because it’s far harder to imagine than a map of the city is. But this ring definition describes the tangent space in terms of what we can do with it, rather than how to calculate finding it. That tends to appeal to mathematicians. And it offers surprising insights. Cleverer mathematicians than I am notice how this makes tangent spaces very close to Lagrange multipliers. Lagrange multipliers are a technique to find the maximum of a function subject to a constraint from another function. They seem to work by magic, and tangent spaces will echo that.

I’ll step back from the abstraction. There’s relevant observations to make from this map of midtown. The directions “four blocks north, three west” do not represent any part of Manhattan. It describes a way you might move in Manhattan, yes. But you could move in that direction from many places in the city. And you could go four blocks north and three west if you were in any part of any city with a grid of streets. It is a vector space, with elements that are velocities at a tangent point.

The tangent space is less a map showing where things are and more one of how to get to other places, closer to a subway map than a literal one. Still, the topic is steeped in the language of maps. I’ll find it a useful metaphor too. We do not make a map unless we want to know how to find something. So the interesting question is what do we try to find in these tangent spaces?

There are several routes to tangent spaces. The one I’m most familiar with is through dynamical systems. These are typically physics-driven, sometimes biology-driven, problems. They describe things that change in time according to ordinary differential equations. Physics problems particularly are often about things moving in space. Space, in dynamical systems, becomes “phase space”, an abstract universe spanned by all of the possible values of the variables. The variables are, usually, the positions and momentums of the particles (for a physics problem). Sometimes time and energy appear as variables. In biology variables are often things that represent populations. The role the Earth served in my first paragraph is now played by a manifold. The manifold represents whatever constraints are relevant to the problem. That’s likely to be conservation laws or limits on how often arctic hares can breed or such.

The evolution in time of this system, though, is now the tracing out of a path in phase space. An understandable and much-used system is the rigid pendulum. A stick, free to swing around a point. There are two useful coordinates here. There’s the angle the stick makes, relative to the vertical axis, . And there’s how fast the stick is changing, . You can draw these axes; I recommend as the horizontal and as the vertical axis but, you know, you do you.

If you give the pendulum a little tap, it’ll swing back and forth. It rises and moves to the right, then falls while moving to the left, then rises and moves to the left, then falls and moves to the right. In phase space, this traces out an ellipse. It’s your choice whether it’s going clockwise or anticlockwise. If you give the pendulum a huge tap, it’ll keep spinning around and around. It’ll spin a little slower as it gets nearly upright, but it speeds back up again. So in phase space that’s a wobbly line, moving either to the right or the left, depending what direction you hit it.

You can even imagine giving the pendulum just the right tap, exactly hard enough that it rises to vertical and balances there, perfectly aligned so it doesn’t fall back down. This is a special path, the dividing line between those ellipses and that wavy line. Or setting it vertically there to start with and trusting no truck driving down the street will rattle it loose. That’s a very precise dot, where is exactly zero. These paths, the trajectories, match whatever walking you did in the first paragraph to get to some spot in midtown Manhattan. And now let’s look again at the map, and the tangent space.

Within the tangent space we see what changes would change the system’s behavior. How much of a tap we would need, say, to launch our swinging pendulum into never-ending spinning. Or how much of a tap to stop a spinning pendulum. Every point on a trajectory of a dynamical system has a tangent space. And, for many interesting systems, the tangent space will be separable into two pieces. One of them will be perturbations that don’t go far from the original trajectory. One of them will be perturbations that do wander far from the original.

These regions may have a complicated border, with enclaves and enclaves within enclaves, and so on. This can be where we get (deterministic) chaos from. But what we usually find interesting is whether the perturbation keeps the old behavior intact or destroys it altogether. That is, how we can change where we are going.

That said, in practice, mathematicians don’t use tangent spaces to send pendulums swinging. They tend to come up when one is past studying such petty things as specific problems. They’re more often used in studying the ways that dynamical systems can behave. Tangent spaces themselves often get wrapped up into structures with names like tangent bundles. You’ll see them proving the existence of some properties, describing limit points and limit cycles and invariants and quite a bit of set theory. These can take us surprising places. It’s possible to use a tangent-space approach to prove the fundamental theorem of algebra, that every polynomial has at least one root. This seems to me the long way around to get there. But it is amazing to learn that is a place one can go.

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I am so happy to be finally finishing Little 2021 Mathematics A-to-Z. All of this project’s essays should be at this link. And all my glossary essays from every year should be at this link. Thank you for reading.

From my Third A-to-Z: Osculating Circle

With the third A-to-Z choice for the letter O, I finally set ortho-ness down. I had thought the letter might become a reference for everything described as ortho-. It has to be acknowledged that two or three examples gets you the general idea of what’s got at when something is named ortho-, though.

Must admit, I haven’t that I remember ever solved a differential equation using osculating circles instead of, you know, polynomials or sine functions (Fourier series). But references I trust say that would be a way to go.

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I’m happy to say it’s another request today. This one’s from HowardAt58, author of the Saving School Math blog. He’s given me some great inspiration in the past.

Osculating Circle.

It’s right there in the name. Osculating. You know what that is from that one Daffy Duck cartoon where he cries out “Greetings, Gate, let’s osculate” while wearing a moustache. Daffy’s imitating somebody there, but goodness knows who. Someday the mystery drives the young you to a dictionary web site. Osculate means kiss. This doesn’t seem to explain the scene. Daffy was imitating Jerry Colonna. That meant something in 1943. You can find him on old-time radio recordings. I think he’s funny, in that 40s style.

Make the substitution. A kissing circle. Suppose it’s not some playground antic one level up from the Kissing Bandit that plagues recess yet one or two levels down what we imagine we’d do in high school. It suggests a circle that comes really close to something, that touches it a moment, and then goes off its own way.

But then touching. We know another word for that. It’s the root behind “tangent”. Tangent is a trigonometry term. But it appears in calculus too. The tangent line is a line that touches a curve at one specific point and is going in the same direction as the original curve is at that point. We like this because … well, we do. The tangent line is a good approximation of the original curve, at least at the tangent point and for some region local to that. The tangent touches the original curve, and maybe it does something else later on. What could kissing be?

The osculating circle is about approximating an interesting thing with a well-behaved thing. So are similar things with names like “osculating curve” or “osculating sphere”. We need that a lot. Interesting things are complicated. Well-behaved things are understood. We move from what we understand to what we would like to know, often, by an approximation. This is why we have tangent lines. This is why we build polynomials that approximate an interesting function. They share the original function’s value, and its derivative’s value. A polynomial approximation can share many derivatives. If the function is nice enough, and the polynomial big enough, it can be impossible to tell the difference between the polynomial and the original function.

The osculating circle, or sphere, isn’t so concerned with matching derivatives. I know, I’m as shocked as you are. Well, it matches the first and the second derivatives of the original curve. Anything past that, though, it matches only by luck. The osculating circle is instead about matching the curvature of the original curve. The curvature is what you think it would be: it’s how much a function curves. If you imagine looking closely at the original curve and an osculating circle they appear to be two arcs that come together. They must touch at one point. They might touch at others, but that’s incidental.

Osculating circles, and osculating spheres, sneak out of mathematics and into practical work. This is because we often want to work with things that are almost circles. The surface of the Earth, for example, is not a sphere. But it’s only a tiny bit off. It’s off in ways that you only notice if you are doing high-precision mapping. Or taking close measurements of things in the sky. Sometimes we do this. So we map the Earth locally as if it were a perfect sphere, with curvature exactly what its curvature is at our observation post.

Or we might be observing something moving in orbit. If the universe had only two things in it, and they were the correct two things, all orbits would be simple: they would be ellipses. They would have to be “point masses”, things that have mass without any volume. They never are. They’re always shapes. Spheres would be fine, but they’re never perfect spheres even. The slight difference between a perfect sphere and whatever the things really are affects the orbit. Or the other things in the universe tug on the orbiting things. Or the thing orbiting makes a course correction. All these things make little changes in the orbiting thing’s orbit. The actual orbit of the thing is a complicated curve. The orbit we could calculate is an osculating — well, an osculating ellipse, rather than an osculating circle. Similar idea, though. Call it an osculating orbit if you’d rather.

That osculating circles have practical uses doesn’t mean they aren’t respectable mathematics. I’ll concede they’re not used as much as polynomials or sine curves are. I suppose that’s because polynomials and sine curves have nicer derivatives than circles do. But osculating circles do turn up as ways to try solving nonlinear differential equations. We need the help. Linear differential equations anyone can solve. Nonlinear differential equations are pretty much impossible. They also turn up in signal processing, as ways to find the frequencies of a signal from a sampling of data. This, too, we would like to know.

We get the name “osculating circle” from Gottfried Wilhelm Leibniz. This might not surprise. Finding easy-to-understand shapes that approximate interesting shapes is why we have calculus. Isaac Newton described a way of making them in the Principia Mathematica. This also might not surprise. Of course they would on this subject come so close together without kissing.

The End 2016 Mathematics A To Z: Osculating Circle

I’m happy to say it’s another request today. This one’s from HowardAt58, author of the Saving School Math blog. He’s given me some great inspiration in the past.

Osculating Circle.

It’s right there in the name. Osculating. You know what that is from that one Daffy Duck cartoon where he cries out “Greetings, Gate, let’s osculate” while wearing a moustache. Daffy’s imitating somebody there, but goodness knows who. Someday the mystery drives the young you to a dictionary web site. Osculate means kiss. This doesn’t seem to explain the scene. Daffy was imitating Jerry Colonna. That meant something in 1943. You can find him on old-time radio recordings. I think he’s funny, in that 40s style.

Make the substitution. A kissing circle. Suppose it’s not some playground antic one level up from the Kissing Bandit that plagues recess yet one or two levels down what we imagine we’d do in high school. It suggests a circle that comes really close to something, that touches it a moment, and then goes off its own way.

But then touching. We know another word for that. It’s the root behind “tangent”. Tangent is a trigonometry term. But it appears in calculus too. The tangent line is a line that touches a curve at one specific point and is going in the same direction as the original curve is at that point. We like this because … well, we do. The tangent line is a good approximation of the original curve, at least at the tangent point and for some region local to that. The tangent touches the original curve, and maybe it does something else later on. What could kissing be?

The osculating circle is about approximating an interesting thing with a well-behaved thing. So are similar things with names like “osculating curve” or “osculating sphere”. We need that a lot. Interesting things are complicated. Well-behaved things are understood. We move from what we understand to what we would like to know, often, by an approximation. This is why we have tangent lines. This is why we build polynomials that approximate an interesting function. They share the original function’s value, and its derivative’s value. A polynomial approximation can share many derivatives. If the function is nice enough, and the polynomial big enough, it can be impossible to tell the difference between the polynomial and the original function.

The osculating circle, or sphere, isn’t so concerned with matching derivatives. I know, I’m as shocked as you are. Well, it matches the first and the second derivatives of the original curve. Anything past that, though, it matches only by luck. The osculating circle is instead about matching the curvature of the original curve. The curvature is what you think it would be: it’s how much a function curves. If you imagine looking closely at the original curve and an osculating circle they appear to be two arcs that come together. They must touch at one point. They might touch at others, but that’s incidental.

Osculating circles, and osculating spheres, sneak out of mathematics and into practical work. This is because we often want to work with things that are almost circles. The surface of the Earth, for example, is not a sphere. But it’s only a tiny bit off. It’s off in ways that you only notice if you are doing high-precision mapping. Or taking close measurements of things in the sky. Sometimes we do this. So we map the Earth locally as if it were a perfect sphere, with curvature exactly what its curvature is at our observation post.

Or we might be observing something moving in orbit. If the universe had only two things in it, and they were the correct two things, all orbits would be simple: they would be ellipses. They would have to be “point masses”, things that have mass without any volume. They never are. They’re always shapes. Spheres would be fine, but they’re never perfect spheres even. The slight difference between a perfect sphere and whatever the things really are affects the orbit. Or the other things in the universe tug on the orbiting things. Or the thing orbiting makes a course correction. All these things make little changes in the orbiting thing’s orbit. The actual orbit of the thing is a complicated curve. The orbit we could calculate is an osculating — well, an osculating ellipse, rather than an osculating circle. Similar idea, though. Call it an osculating orbit if you’d rather.

That osculating circles have practical uses doesn’t mean they aren’t respectable mathematics. I’ll concede they’re not used as much as polynomials or sine curves are. I suppose that’s because polynomials and sine curves have nicer derivatives than circles do. But osculating circles do turn up as ways to try solving nonlinear differential equations. We need the help. Linear differential equations anyone can solve. Nonlinear differential equations are pretty much impossible. They also turn up in signal processing, as ways to find the frequencies of a signal from a sampling of data. This, too, we would like to know.

We get the name “osculating circle” from Gottfried Wilhelm Leibniz. This might not surprise. Finding easy-to-understand shapes that approximate interesting shapes is why we have calculus. Isaac Newton described a way of making them in the Principia Mathematica. This also might not surprise. Of course they would on this subject come so close together without kissing.

Theorem Thursday: One Mean Value Theorem Of Many

For this week I have something I want to follow up on. We’ll see if I make it that far.

The Mean Value Theorem.

My subject line disagrees with the header just above here. I want to talk about the Mean Value Theorem. It’s one of those things that turns up in freshman calculus and then again in Analysis. It’s introduced as “the” Mean Value Theorem. But like many things in calculus it comes in several forms. So I figure to talk about one of them here, and another form in a while, when I’ve had time to make up drawings.

Calculus can split effortlessly into two kinds of things. One is differential calculus. This is the study of continuity and smoothness. It studies how a quantity changes if someting affecting it changes. It tells us how to optimize things. It tells us how to approximate complicated functions with simpler ones. Usually polynomials. It leads us to differential equations, problems in which the rate at which something changes depends on what value the thing has.

The other kind is integral calculus. This is the study of shapes and areas. It studies how infinitely many things, all infinitely small, add together. It tells us what the net change in things are. It tells us how to go from information about every point in a volume to information about the whole volume.

They aren’t really separate. Each kind informs the other, and gives us tools to use in studying the other. And they are almost mirrors of one another. Differentials and integrals are not quite inverses, but they come quite close. And as a result most of the important stuff you learn in differential calculus has an echo in integral calculus. The Mean Value Theorem is among them.

The Mean Value Theorem is a rule about functions. In this case it’s functions with a domain that’s an interval of the real numbers. I’ll use ‘a’ as the name for the smallest number in the domain and ‘b’ as the largest number. People talking about the Mean Value Theorem often do. The range is also the real numbers, although it doesn’t matter which ones.

I’ll call the function ‘f’ in accord with a longrunning tradition of not working too hard to name functions. What does matter is that ‘f’ is continuous on the interval [a, b]. I’ve described what ‘continuous’ means before. It means that here too.

And we need one more thing. The function f has to be differentiable on the interval (a, b). You maybe noticed that before I wrote [a, b], and here I just wrote (a, b). There’s a difference here. We need the function to be continuous on the “closed” interval [a, b]. That is, it’s got to be continuous for ‘a’, for ‘b’, and for every point in-between.

But we only need the function to be differentiable on the “open” interval (a, b). That is, it’s got to be continuous for all the points in-between ‘a’ and ‘b’. If it happens to be differentiable for ‘a’, or for ‘b’, or for both, that’s great. But we won’t turn away a function f for not being differentiable at those points. Only the interior. That sort of distinction between stuff true on the interior and stuff true on the boundaries is common. This is why mathematicians have words for “including the boundaries” (“closed”) and “never minding the boundaries” (“open”).

As to what “differentiable” is … A function is differentiable at a point if you can take its derivative at that point. I’m sure that clears everything up. There are many ways to describe what differentiability is. One that’s not too bad is to imagine zooming way in on the curve representing a function. If you start with a big old wobbly function it waves all around. But pick a point. Zoom in on that. Does the function stay all wobbly, or does it get more steady, more straight? Keep zooming in. Does it get even straighter still? If you zoomed in over and over again on the curve at some point, would it look almost exactly like a straight line?

If it does, then the function is differentiable at that point. It has a derivative there. The derivative’s value is whatever the slope of that line is. The slope is that thing you remember from taking Boring Algebra in high school. That rise-over-run thing. But this derivative is a great thing to know. You could approximate the original function with a straight line, with slope equal to that derivative. Close to that point, you’ll make a small enough error nobody has to worry about it.

That there will be this straight line approximation isn’t true for every function. Here’s an example. Picture a line that goes up and then takes a 90-degree turn to go back down again. Look at the corner. However close you zoom in on the corner, there’s going to be a corner. It’s never going to look like a straight line; there’s a 90-degree angle there. It can be a smaller angle if you like, but any sort of corner breaks this differentiability. This is a point where the function isn’t differentiable.

There are functions that are nothing but corners. They can be differentiable nowhere, or only at a tiny set of points that can be ignored. (A set of measure zero, as the dialect would put it.) Mathematicians discovered this over the course of the 19th century. They got into some good arguments about how that can even make sense. It can get worse. Also found in the 19th century were functions that are continuous only at a single point. This smashes just about everyone’s intuition. But we can’t find a definition of continuity that’s as useful as the one we use now and avoids that problem. So we accept that it implies some pathological conclusions and carry on as best we can.

Now I get to the Mean Value Theorem in its differential calculus pelage. It starts with the endpoints, ‘a’ and ‘b’, and the values of the function at those points, ‘f(a)’ and ‘f(b)’. And from here it’s easiest to figure what’s going on if you imagine the plot of a generic function f. I recommend drawing one. Just make sure you draw it without lifting the pen from paper, and without including any corners anywhere. Something wiggly.

Draw the line that connects the ends of the wiggly graph. Formally, we’re adding the line segment that connects the points with coordinates (a, f(a)) and (b, f(b)). That’s coordinate pairs, not intervals. That’s clear in the minds of the mathematicians who don’t see why not to use parentheses over and over like this. (We are short on good grouping symbols like parentheses and brackets and braces.)

Per the Mean Value Theorem, there is at least one point whose derivative is the same as the slope of that line segment. If you were to slide the line up or down, without changing its orientation, you’d find something wonderful. Most of the time this line intersects the curve, crossing from above to below or vice-versa. But there’ll be at least one point where the shifted line is “tangent”, where it just touches the original curve. Close to that touching point, the “tangent point”, the shifted line and the curve blend together and can’t be easily told apart. As long as the function is differentiable on the open interval (a, b), and continuous on the closed interval [a, b], this will be true. You might convince yourself of it by drawing a couple of curves and taking a straightedge to the results.

This is an existence theorem. Like the Intermediate Value Theorem, it doesn’t tell us which point, or points, make the thing we’re interested in true. It just promises us that there is some point that does it. So it gets used in other proofs. It lets us mix information about intervals and information about points.

It’s tempting to try using it numerically. It looks as if it justifies a common differential-calculus trick. Suppose we want to know the value of the derivative at a point. We could pick a little interval around that point and find the endpoints. And then find the slope of the line segment connecting the endpoints. And won’t that be close enough to the derivative at the point we care about?

Well. Um. No, we really can’t be sure about that. We don’t have any idea what interval might make the derivative of the point we care about equal to this line-segment slope. The Mean Value Theorem won’t tell us. It won’t even tell us if there exists an interval that would let that trick work. We can’t invoke the Mean Value Theorem to let us get away with that.

Often, though, we can get away with it. Differentiable functions do have to follow some rules. Among them is that if you do pick a small enough interval then approximations that look like this will work all right. If the function flutters around a lot, we need a smaller interval. But a lot of the functions we’re interested in don’t flutter around that much. So we can get away with it. And there’s some grounds to trust in getting away with it. The Mean Value Theorem isn’t any part of the grounds. It just looks so much like it ought to be.

I hope on a later Thursday to look at an integral-calculus form of the Mean Value Theorem.

15,000 And A Half

I’d failed to mention the day it happened but I reached my 15,000th page view, just a couple days past the end of April. (If I haven’t added wrong, it was somebody who read something on the 5th of May.) So I like that my middling popularity is continuing, and, as I said in the review of April’s statistics, the blog-writing has felt particularly rich for me of late, for reasons I don’t consciously know. Meanwhile I’m already about a sixth of the way to 16,000, again, a gratifying touch. It’s horribly easy for a personality like mine to get worried about readership statistics; the flip side is when I’m not worried it feels so contented.

To cover the other half of my title, my dear love mentioned tripping over something in the tangent-plane article: “imagine the sphere sliced into a big and a small half by a plane. Imagine moving the plane in the direction of the smaller slice; this produces a smaller slice yet.” And how can there be a big and a small half?

Well, because I was sloppy in writing, is all. I should’ve said something like “a big and a small piece”. I failed to spend enough time editing and rereading before publishing. All I can say is this made me notice that apparently one can speak of two unequal halves of something without noticing that one is defying the literal meaning of the word. Maybe the ability to do so reflects an idea that a division of something might be equal in one way and unequal in others and the word “half” has to allow either sense. Maybe it just reflects that English is a supremely flexible language in that any word can mean pretty much anything, at any time, without any warning. Or I was just being sloppy.

Where Does A Plane Touch A Sphere?

Recently my dear love, the professional philosopher, got to thinking about a plane that just touches a sphere, and wondered: where does the plane just touch the sphere? I, the mathematician, knew just what to call that: it’s the “point of tangency”, or if you want a phrasing that’s a little less Law French, the “tangent point”. The tangent to a curve is a flat surface, of one lower dimension than the space has — on the two-dimensional plane the tangent’s a line; in three-dimensional space the tangent’s a plane; in four-dimensional space the tangent’s a pain to quite visualize perfectly — and, ordinarily, it touches the original curve at just the one point, locally anyway.

But, and this is a good philosophical objection, is a “point” really anywhere? A single point has no breadth, no width, it occupies no volume. Mathematically we’d say it has measure zero. If you had a glass filled to the brim and dropped a point into it, it wouldn’t overflow. If you tried to point at the tangent point, you’d miss it. If you tried to highlight the spot with a magic marker, you couldn’t draw a mark centered on that point; the best you could do is draw out a swath that, presumably, has the point, somewhere within it, somewhere.

This feels somehow like one of Zeno’s Paradoxes, although it’s not one of the paradoxes to have come down to us, at least so far as I understand them. Those are all about the problem that there seem to be conclusions, contrary to intuition, that result from supposing that space (and time) can be infinitely divided; but, there are at least as great problems from supposing that they can’t. I’m a bit surprised by that, since it’s so easy to visualize a sphere and a plane — it almost leaps into the mind as soon as you have a fruit and a table — but perhaps we just don’t happen to have records of the Ancients discussing it.

We can work out a good deal of information about the tangent point, and staying on firm ground all the way to the end. For example: imagine the sphere sliced into a big and a small half by a plane. Imagine moving the plane in the direction of the smaller slice; this produces a smaller slice yet. Keep repeating this ad infinitum and you’d have a smaller slice, volume approaching zero, and a plane that’s approaching tangency to the sphere. But then there is that slice that’s so close to the edge of the sphere that the sphere isn’t cut at all, and there is something curious about that point.