Manifolds cont’d

01 Theory - Local coordinates

Smooth map

A map φ:UV for open sets Un and Vd is smooth when all partial derivatives of all orders exist and are continuous.

A map φ is a diffeomorphism when it is a homeomorphism and both φ and φ1 are smooth.

Suppose we have φ:Ud a smooth map for Un open, nd, and we know φ is injective and [dpφ] has maximal rank for all pU.

Then the Inverse Function Theorem from multivariable real analysis implies that φ1 is also a smooth map from φ(U) to U.

Therefore the parametrizations (charts) of a smooth manifold are diffeomorphisms.

Local coordinates

Given a coordinate chart φ for a smooth manifold M, the coordinates of the images of the inverse φ1 provide local coordinates on M.

02 Illustration

Smooth injection φ but φ1 not smooth

Let f: given by f(x)=x3. Clearly f is infinitely differentiable and injective.

Notice f(0)=0. So the differential does not have maximal rank at x=0.

The inverse function x3 is not smooth, indeed it is not differentiable at x=0.

Circle requires two charts

Show that it is not possible to cover the unit circle 𝕊12 with a single coordinate chart.

Solution

Suppose the contrary, that φ:U2 for U is a coordinate chart covering 𝕊1.

(We assume this means U is connected.)


Let p𝕊1 be some point. Set A=𝕊1{p}.

  • Then A is connected.
  • Therefore φ1(A) is connected since φ1 is a homeomorphism.

Set q=φ1(p).

  • Then φ1(A)=U{q}.
  • U{q} is disconnected: the open sets U{x<q} and U{x>q} separate U{q}.
  • So φ1(A) is disconnected and connected, a contradiction.

Morse theory

03 Theory - Gradient, critical points; Hessian, non-degenerate points

Suppose we are given a smooth function f:d.

The differential matrix of f in this case is (the transpose of) the gradient of f:

f(p)=[dpf]𝖳=(fx1(p),fx2(p),,fxd(p))𝖳

By the definition of regular point, a point pd is regular for f when the gradient vector is not 0, i.e. when fxi(p)0 for some coordinate xi. The point p is called critical when it is not regular.

(Note: f is smooth by hypothesis, so the components of f are everywhere defined, and so critical points are points where f=0.)


The differential [dpf] of a smooth function f:d is itself a smooth function dd. We may thus take the differential of the differential, and we obtain the Hessian matrix of second partial derivatives:

[Hp(f)]=(2fx122fx1x22fx1xn2fxnx12fxnx22fxn2)

The Hessian matrix is always a symmetric square matrix because 2fxixj=2fxjxi. This implies that all eigenvalues are real numbers (a case of the Spectral Theorem).

Non-degenerate critical point

A critical point p for a function f:d is non-degenerate when [Hp(f)] is a non-singular matrix.

Equivalently, when:

  • det[Hp(f)]0
  • All eigenvalues of [Hpf] are nonzero

Index of a critical point

Given a non-degenerate critical point p, the index of p is the number of negative eigenvalues of [Hp(f)].

Isolated critical point

A critical point p for a function f:d is isolated when an open neighborhood of pd can be found such that p is the only critical point of f in this neighborhood.

04 Illustration

Same critical point, different index

Consider these functions from 2 to :

f(x,y)=x2+y2g(x,y)=x2y2h(x,y)=x2y2

The point p=(0,0) is the only critical point for each of these functions.

The Hessian matrices at p are:

[Hp(f)]=(2002)[Hp(g)]=(2002)[Hp(h)]=(2002)

So p has index 0 for f, index 1 for g, and index 2 for h.

05 Theory - Morse functions on manifolds

Morse theory is about the use of a function f:M to study the topology of the manifold M in terms of the critical points of f. One sets up a function f that has nondegenerate critical points with distinct critical values, called a Morse function. To make sense of this setup we need first to define smooth functions f:M.

Smooth function on a manifold

A function f:M on a smooth manifold Md is smooth if it is the restriction of a smooth function f~:U where U is an open set in d with MUd.

This means: f=f~|M and f~ has continuous partial derivatives of all orders.

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Recall local coordinates: For any pM there is a set Vp open in n and U open in M with

φ:VU

a parametrization (diffeomorphism to its image). The n-coordinates of images of the inverse φ1 give local coordinates on U.

Critical and non-degenerate, from a manifold

Let f:M be a smooth function on a smooth n-manifold in d, and φ:VU a parametrization of the open neighborhood U of p. So fφ:V for Vn.

Choose any qU. Set x=φ1(q).

We say q or x is regular when (fφ)(x)0 and critical when (fφ)(x)=0.

We say q or x is non-degenerate when [Hx(fφ)] is a non-singular matrix (and degenerate otherwise).

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Notice that this definition of regularity appears to depend on the parametrization φ. But in fact, the definition is independent of the choice of φ:

Proposition - Regularity is independent of parametrization

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Suppose we are given two parametrizations φ1 and φ2 of a coordinate patch UM.

Take an arbitrary qU and assume it is regular according to φ1.

We show it must be regular according to φ2.

This will complete the proof because if it is critical according to φ1, and not critical according to φ2, then it is regular according to φ2, and the same argument can be run after switching φ1φ2.


Define the ‘transition map’ ψ=φ11φ2.

This ψ is a map V1V2 where φ1:V1U and φ2:V2U for Vin open balls.

Notice that (fφ2)=(fφ1)ψ.


Apply chain rule:

(fφ2)=(fφ1ψ)=(fφ1)[dψ]

Here [dψ] is the Jacobi matrix of ψ.


Argue that [dψ] is invertible:

We have that [dφ1] and [dφ2] are both isomorphisms from n to the tangent space of M at q.

Then [dψ] is the composition of [dφ2] with the inverse of [dφ1] restricted to the tangent space of M at q. (Prior to restriction [dφ1] is not even a square matrix.)

Therefore [dψ] is invertible.

Therefore, at any point:

(fφ2)=0(fφ1ψ)=0

So a point is regular for φ1 if and only if it is regular for φ2.

Why define regularity using parametrizations?

Since the choice of parametrization has no effect on the classification of points as regular or critical, one may wonder why the parametrization is needed at all.

But the concept of regularity does involve the manifold’s embedding, and not just the values of f in the ambient space around the manifold.

A point qM is regular for f when there is some first-order infinitesimal deviation of q within M which causes a first-order deviation in f. When q is critical, the induced change in f is second order at most.

For example, given a smooth function f:n, a level surface M is (frequently) an (n1)-manifold every point of which is regular for f:n, but no point of which is regular for f|M:M.

Tangent space TpM

Given a manifold Md, we define the tangent space to M at pM, written TpM, as the image of [dpφ] in d for φ any parametrization of a neighborhood of p.

Comparing gradient functions

Notice:

  • f~ is a map from d, and has d coordinates
  • (fφ) is a map from n, and has n coordinates, one for each dimension of M

In general: p(fφ) is the restriction of pf~ to TpM using columns of [dφ] as a basis.

(Supposing Md and f~ an extension of f:M to U with MUd.)


Morse Lemma

Suppose q is a non-degenerate critical point of index i of a smooth function f:M.

Then:

fφ=x12++xni2xni+1xn2

for some parametrization φ whose local coordinates are x1,,xn.

Morse functions

A Morse function f:M is a smooth function from a manifold Md to which satisfies:

  1. All critical points of f are non-degenerate.
  2. The values of f at its critical points are all distinct.

Morse functions are dense

Morse functions are dense in the space of smooth functions.

There is a small perturbation of any smooth function that is a Morse function.

06 Illustration

Height function

Suppose f~:3 by f~(x,y,z)=z.

Then f~=(0,0,1). Since (fφ) is the restriction of f~ to TpM, we see that p is critical for f precisely when TpM is normal to (0,0,1).

In other words: critical points of f are points where the tangent space to M is a horizontal plane.

This reasoning generalizes to higher dimensions d where one dimension is chosen as ‘vertical’, and horizontal planes become hypersurfaces normal to the vertical unit vector.

07 Theory - Morse functions and topology

Given a Morse function f:M for a manifold M, define:

  • MC=f1(C) the level set at C
  • MC=f1((,C]) the sublevel set under C

By continuously increasing the value of C (starting at ), we find that the topology of MC changes exactly when C passes a critical point of f.

Sublevel set builds topology

Up to homotopy equivalence, as C passes through a critical point of index k, the sublevel set changes by the attachment of a k-ball along its boundary.

For example:

  • Pass a point of index 2 glue on a disk, a lid opening downwards
  • Pass a point of index 1 glue on an arc (up to homotopy)
  • Pass a point of index 0 create a new disk, a basket opening upwards

08 Illustration

Height function on a torus

Suppose f:3 is the height function f(x,y,z)=z, and M is topologically a torus, though not geometrically.

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As C passes through f(P1), a small disk is created in MC.

Passing through f(P2) is (up to homotopy) equivalent to adding a handle to the basket below C2:

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Passing through f(P3) adds a new basket, and passing through f(P4) adds a handle connecting the basket:

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Passing through f(P5) adds a handle creating a loop:

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Structures from point-cloud data

09 Theory - Gromov-Hausdorff distance

Hausdorff distance

Suppose A and B are subsets of a metric space (X,d).

The Hausdorff distance is:

dH(A,B)=max(supxAd(x,B),supyBd(A,y))

Here:

  • d(x,B)=infyBd(x,y) smallest distance x to B
  • d(A,y)=infxAd(x,y) smallest distance y to A

Therefore:

  • supxAd(x,B) within A, how far away can you get from B?
  • supyBd(A,y) within B, how far away can you get from A?

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Gromov-Hausdorff distance

Suppose A and B are compact metric spaces and (X,d) is some fixed compact metric space.

The Gromov-Hausdorff (GH) distance is:

dGH(A,B)=inff,gdH(f(A),g(b))

where f, g are isometric embeddings of A, B into X.

Notice that this definition is relative to (X,d).

10 Theory - Dendrogram

Persistent homology describes the clustering of point-cloud data.

The GH distance frequently serves as a pure math benchmark. Given finite sets of points P,Qd, the distance dGH(P,Q) is a measure of similarity of the shape of the point clouds P and Q.

The GH distance cannot be computed efficiently (if at all), so other measures of similarity for point clouds are useful.

Desiderata for measures of point-cloud similarity:

  • Quantifies topological and geometric features
  • Distinguishes features from noise
  • Is computable
  • Recognizes when features are close in the GH metric

Suppose we have a finite set of points PX for a metric space (X,d).

Fix r0. Define a relation x1rx2 when d(x1,x2)r.

Let r be the transitive closure of r. This is an equivalence relation (generated by r) which partitions P into equivalence classes. Members of each equivalence class can be obtained from one another by a sequence of “hops” between points no more than r apart.

Draw a tree diagram with a junction at each r where distinct clusters are joined:

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11 Theory - Filtrations

Filtered simplicial complex

A filtered simplicial complex is a complex 𝒦 with a collection:

𝒦a1𝒦a2𝒦an=𝒦

where each 𝒦ai is a simplicial complex which is a subcomplex of 𝒦ai+1.

(The vertices and simplices of a subcomplex must be vertices and simplices in the supercomplex.)

Filtered space

A filtered topological space is a collection Xt of spaces indexed by t[0,] with continuous maps:

fs,t:XsXteach st

and these maps satisfy a transitivity compatibility:

Xrfr,sXsfs,tXtfr,t=fs,tfr,s

It is sometimes convenient, if a little ungainly, to consider a filtered simplicial complex as a filtered space where 𝒦s is a simplicial subcomplex of 𝒦t whenever st. Such a filtered space changes only at discrete values of t.

12 Illustration

Čech complex as filtered complex

Let 𝒫={p1,,pn} be a finite set of points in a metric space (X,d).

Recall that the Čech complex of 𝒫, written 𝒫r for r[0,), is the nerve complex of the collection of open balls {Br(pi)}.

In other words, 𝒫r is the complex with vertices the points of 𝒫, and k-simplices the subsets σ𝒫 with k+1 points whose r-balls have nonempty mutual intersection.

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This is a filtered complex because Br(pi)Bs(pi) whenever rs. Once in, always in, for a simplex.

13 Theory - Vietoris-Rips complex

Vietoris-Rips complex

Let 𝒫={p1,,pn} be a finite set of points in a metric space (X,d).

The Vietoris-Rips complex VR(𝒫,r) is the complex whose vertices are the points 𝒫, and whose k-simplices are those subsets σ𝒫 with k+1 points all of which are pairwise less than 2r apart:

[pi0,,pik]k-simplex𝒫d(pj,p)<2rj,{i0,,ik}

The VR complex is a filtered space (filtered complex) because:

VR(𝒫,r)VR(𝒫,s)VR(𝒫,t)whenrst

Notice that the VR complex and the Čech complex include the same 1-simplices: a simplex σ=[pi,pj] is in the VR complex if d(pi,pj)<2r, and in the Čech complex if Br(pi)Br(pj). These conditions are equivalent, at least in d.

Pairwise vs. mutual intersection

  • The VR complex includes simplices for points which pairwise intersect.
  • The Čech complex includes simplices for points which mutually intersect.

For example:

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The three blue circles all intersect pairwise, so [p1,p2,p3] is in the VR complex, but they don’t mutually intersect so this simplex is not in the Čech complex.

On the other hand, the four green circles do not intersect pairwise. The VR complex and the Čech complex are the same in this case.

VR complex computability

Since the VR complex depends only on the data of pairwise distances between points, it is very easy to compute.


Čech and VR containments

For any point cloud 𝒫d, we have:

  1. Cˇech(𝒫,r)VR(𝒫,r) inclusion as subcomplex
  2. VR(𝒫,r)Cˇech(𝒫,2r) inclusion as subcomplex

The first is true because any mutual intersection implies the pairwise intersections.

The second is true because any pairwise intersection of Br balls implies that the B2r balls extend to cover other centers. So the centers of all points are in the 2r-balls of each of the others, thus the centers are in the mutual intersection.

14 Theory - Persistent homology, barcodes

Persistent homology

Let 𝒦t be a filtered simplicial complex.

Fix k. For any t[0,), define:

Vkt=Hk(𝒦t;)

Whenever st there is a map 𝒦s𝒦t and this induces linear maps on homology:

Lks,t:VksVkt

These satisfy Lkr,t=Lks,tLkr,s.

The persistent homology of 𝒦t is the collection of vector spaces Vkt and linear maps Lks,t.

Persistent homology is defined for any filtered simplicial complex. For example, we can take persistent homology of the Čech complex or of the Vietoris-Rips complex.

Persistent VR homology - Structure Theorem

Let Vkr=Hk(VR(𝒫,r)) for r[0,) be the persistent homology of the VR complex of a point cloud 𝒫.

Fix k. Then {Vkr}r>0 has a canonical decomposition as a direct sum of persistence intervals:

{Vkr}r>0iP(ai,bi)

Persistence interval

For any a<b with a[0,) and b[0,], define:

P(a,b)r={r[a,b){0}r[a,b)

with (linear) filtration maps Lr,s:P(a,b)rP(a,b)s given by Lr,s=Id when r,s[a,b).

15 Illustration

Barcode diagram:

  • Each P(ai,bi) receives a horizontal bar starting at ai, ending at bi.
  • Bar colored according to degree k in Hk(VR(𝒫,r))

Persistence diagram:

  • Each P(ai,bi) receives a dot placed at (ai,bi)
  • Horizontal ‘birth’ axis, vertical ‘death’ axis
  • Dots colored according to degree k in Hk(VR(𝒫,r))

Point cloud: square

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Basis:

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Decomposition:

H0(VR(𝒫),r)⊕︎3P(0,d/2)⊕︎P(0,)

Filtered complex

Abstract filtration:

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Barcode and persistence diagram:

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16 Theory - Barcode basis

We would like to understand the direct sum decompositions like the one in the example of the point cloud square:

H0(VR(𝒫),r)⊕︎3P(0,d/2)⊕︎P(0,)

Understanding such a decomposition amounts to determining a basis of homology classes that have lifespans described by the persistence intervals.

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We have:

H0(VR(𝒫,r2))ker(0)im(1)2

A basis for H0 is the equivalence class of all vectors in 2 which are not in the span v2v1. For example, v1 or v2 or v1+v2.

Barcode diagram for H0:

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Now consider H1. Cycles in H1 are generated by 1-simplices which are sets of two points that are 2r apart.

Consider again the square point cloud:

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For r<d2, we have VR(𝒫,r)=4 discrete points.

For r=d2+ε, we have VR(𝒫,r)=square𝕊1.

For r=d22, we have 4 additional 2-simplices (all combinations of 3 points).

The square will the boundary of the difference of two of the 2-simplices (complementary triangles), so the homology class of the square vanishes when r reaches d22.

Barcode diagram for H1:

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Thus:

H0P(0,1)⊕︎3⊕︎P(0,)H1P(d2,d22)