In my notes, I have $\langle F, \nabla f\rangle_{L^2(\mathcal{TX})} = \langle \nabla^* F, f\rangle_{L^2(\mathcal{X})} = \langle -\operatorname{div} F, f\rangle_{L^2(\mathcal{X})}$, where $f$ is a scalar field, $F$ is a vector field, $\mathcal X$ is a manifold and $T\mathcal X$ is a tangent plane. My question is why is negative divergence an adjoint of gradient?
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See my edits to this question for proper MathJax usage. – Michael Hardy Nov 07 '17 at 17:06
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1$$\begin{align} F(x,y,z) = {} & (F_1(x,y,z), F_2(x,y,z), F_3(x,y,z)) \ \ \operatorname{div} F(x,y,z) = {} & \frac{\partial F_1}{\partial x} + \frac{\partial F_1}{\partial y} + \frac{\partial F_1}{\partial z} \ \ \nabla f(x,y,z) = {} & \left( \frac{\partial f}{\partial x}, \frac{\partial f}{\partial y}, \frac{\partial f}{\partial z}, \right) \end{align}$$ – Michael Hardy Nov 07 '17 at 17:53
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$$ \begin{align} & F_1 \frac{\partial f}{\partial x} + F_2 \frac{\partial f}{\partial y} + F_3\frac{\partial f}{\partial z} \ \ \overset{\Large\text{?}}= {} & -f\frac{\partial F_1}{\partial x} -f\frac{\partial F_2}{\partial y} - f\frac{\partial F_3}{\partial z} \end{align} $$ – Michael Hardy Nov 07 '17 at 17:53
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$$ \begin{align} & \left( F_1 \frac{\partial f}{\partial x} + f\frac{\partial F_1}{\partial x} \right) + \left( F_2 \frac{\partial f}{\partial y} + f\frac{\partial F_2}{\partial y} \right) + \left( F_3 \frac{\partial f}{\partial z} + f\frac{\partial F_3}{\partial z} \right) \ \ = {} & \frac \partial {\partial x} (F_1 f) + \frac \partial {\partial y} (F_2 f) + \frac \partial {\partial z} (F_3 f) \qquad \text{by the product rule} \end{align} $$ – Michael Hardy Nov 07 '17 at 17:54
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@MichaelHardy Thanks for edit. – user10024395 Nov 08 '17 at 05:24
2 Answers
In general, for a function $f$ and a vector field $F$, we have the following easily verified formula, see for example this wikipedia page:
$$\nabla \cdot (fF) = \langle \nabla f, F \rangle + f \,\nabla \cdot F; \tag 1$$
then if $\Omega \subset \mathcal X$ is an open set of finite measure with a sufficiently nice boundary $\partial \Omega$,
$$ \int_\Omega \nabla \cdot (fF) \, dV = \int_\Omega (\langle \nabla f, F \rangle + f \, \nabla \cdot F) \, dV = \int_\Omega \langle \nabla f, F \rangle \, dV + \int_\Omega f \, \nabla \cdot F \, dV; \tag 2$$
by the divergence theorem,
$$ \int_\Omega \nabla \cdot (fF) \, dV = \int_{\partial \Omega} (fF)\cdot \vec n \, dS, \tag 3$$
where $\vec n$ is an outward pointing unit vector field on $\partial \Omega$; using (3) in (2) yields
$$ \int_{\partial \Omega} (fF)\cdot \vec n \, dS = \int_\Omega \langle \nabla f, F \rangle \, dV + \int_\Omega f \, \nabla \cdot F \, dV; \tag 4$$
if we now make an additional assumption such as $\Omega$ is without boundary, i.e. $\partial \Omega = \emptyset$ or that $f$ or $F$ vanish on $\partial \Omega$, we have
$$ \int_{\partial \Omega} (fF)\cdot \vec n \, dS = 0, \tag 5$$
and then (4) immediately becomes
$$ \int_\Omega \langle \nabla f, F \rangle \, dV = -\int_\Omega f \, \nabla \cdot F \, dV = \int_\Omega (-\nabla \cdot F) f \, dV. \tag 6$$
Note: Though the above argument uses a slightly different notation than that of our OP Aha, it establishes the desired result with the caveat that some assumptions on the behavior of $f$ and $F$ on $\partial \Omega$ must be made. In fact, $\nabla$ and $\nabla \cdot$ require such an assumption if they are to be adjoints of one another, as indicated by (4). We are essentially performing integration by parts on $\bar \Omega = \Omega \cup \partial \Omega \subset \mathcal X$. End of Note.
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1@Michael Hardy: I always learn something useful from your edits; unfortunately I haven't yet put much of it into regular practice. Thanks. – Robert Lewis Nov 07 '17 at 18:01
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1I took the liberty of changing $f dV$ to $f,dV$ and $\vec n dS$ to $\vec n , dS,$ etc. I also put a bit of space between $f$ and $\nabla\cdot F,$ for the same reason. – Michael Hardy Nov 07 '17 at 18:01
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@MichaelHardy: yes it looks better now. Also I didn't know one could use double dollar signs to avoid the "\displaystyle" command. – Robert Lewis Nov 07 '17 at 18:03
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Can I know why if "we now make an additional assumption such as $\Omega$ is without boundary, i.e. $\partial \Omega = \emptyset$ or that $f$ or $F$ vanish on $\partial \Omega$"? – user10024395 Nov 08 '17 at 05:20
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@Aha: as explained in my *Note*, (6) does not follow from (4) without an assumption such as (5). That is, $\nabla$ and $\nabla \cdot$ won't be adjoints of one another unless something like (5) binds. I freely admit that making an assumption such as (5) simply "because it works" is not necessarily the best way to see what is happening, but a more refined statement of the situation would include some qualification on the function spaces for which (6) holds. $\nabla$ and $\nabla \cdot$ are not, in fact, adjoints unless $f$ and/or $F$ exhibit the right kind of boundary behavior. – Robert Lewis Nov 08 '17 at 06:34
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@Aha: to continue, this boundary behavior is expressed by restricting the space of functions in which $f$ and $F$ lie; on such spaces, $\nabla$ and $\nabla \cdot$ are adjoints. I expect your professor probably assumed $\partial \mathcal X = \emptyset.$ Hope this helps . . . – Robert Lewis Nov 08 '17 at 06:36
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Thank you, @RobertLewis. This is an extremely friendly-to-newcomer answer. Important for understanding the connection between spectral embeddings/Laplacian eigenmaps and locally-linear embeddings. – Boris Burkov Dec 09 '22 at 11:46
That is because of the identity $ \operatorname{div}(f F) =\langle \operatorname{grad}f, F \rangle +f \operatorname{div} F$, so in a (compact , orientable) (semi-)Riemannian $n$-manifold without boundary you have $$\int_{M}\langle \operatorname{grad}f, F \rangle\, dV= \int_M \operatorname{div}(f F)\, dV - \int_M f \operatorname{div} F \, dV = - \int_M f \operatorname{div} F \, dV $$ because Stokes imples that $\int_M \operatorname{div}(f F)\, dV = \int_M d \big( \iota_{f F}\, dV \big)= \int_{\partial M} \iota_{fF} \, dV = 0$
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The contraction of a form by a vector field. if $\omega$ is a $k$-form $\iota_X \omega$ is a $k-1$-form such that $(\iota_X\omega)(Y_1,\dots,Y_{k-1}) = \omega(X,Y_1,\dots,Y_{k-1})$. It holds that $d \iota_X dV = \operatorname{div}_X dV$ where $dV$ is the Riemannian volume form. – Overflowian Nov 08 '17 at 09:01
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( to be precise, actually it is sufficient to be a volume form, it can be also not a Riemannian one) – Overflowian Nov 08 '17 at 09:29