Metric derivative

Metric derivative

In mathematics, the metric derivative is a notion of derivative appropriate to parametrized paths in metric spaces. It generalizes the notion of "speed" or "absolute velocity" to spaces which have a notion of distance (i.e. metric spaces) but not direction (such as vector spaces).

Definition

Let (M,d) be a metric space. Let E \subseteq \mathbb{R} have a limit point at t \in \mathbb{R}. Let \gamma : E \to M be a path. Then the metric derivative of γ at t, denoted | γ' | (t), is defined by

| \gamma' | (t) := \lim_{s \to 0} \frac{d (\gamma(t + s), \gamma (t))}{| s |},

if this limit exists.

Properties

Recall that ACp(I; X) is the space of curves γ : IX such that

d \left( \gamma(s), \gamma(t) \right) \leq \int_{s}^{t} m(\tau) \, \mathrm{d} \tau \mbox{ for all } [s, t] \subseteq I

for some m in the Lp space Lp(I; R). For γ ∈ ACp(I; X), the metric derivative of γ exists for Lebesgue-almost all times in I, and the metric derivative is the smallest mLp(I; R) such that the above inequality holds.

If Euclidean space \mathbb{R}^{n} is equipped with its usual Euclidean norm \| - \|, and \dot{\gamma} : E \to V^{*} is the usual Fréchet derivative with respect to time, then

| \gamma' | (t) = \| \dot{\gamma} (t) \|,

where d(x, y) := \| x - y \| is the Euclidean metric.

References

  • Ambrosio, L., Gigli, N. & Savaré, G. (2005). Gradient Flows in Metric Spaces and in the Space of Probability Measures. ETH Zürich, Birkhäuser Verlag, Basel. ISBN 3-7643-2428-7. 

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