Difference between revisions of "Gradient"
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:''This article deals with the advanced concept of gradient in a vector field'' | :''This article deals with the advanced concept of gradient in a vector field'' | ||
| − | :''For the two point gradient used in early high school See:[[Gradient (two | + | :''For the two point gradient used in early high school See:[[Gradient (two points)]]'' |
In [[mathematics]], the gradient of a real-valued differentiable function <math>f(x_1,...,x_n)</math> at a point <math>p</math> is a vector in <math>R^n</math> which points in the direction in which <math>f</math> increases most rapidly at <math>p</math>. The magnitude of the gradient at <math>p</math> is equal to the maximum directional derivative of <math>f</math> at <math>p</math>. | In [[mathematics]], the gradient of a real-valued differentiable function <math>f(x_1,...,x_n)</math> at a point <math>p</math> is a vector in <math>R^n</math> which points in the direction in which <math>f</math> increases most rapidly at <math>p</math>. The magnitude of the gradient at <math>p</math> is equal to the maximum directional derivative of <math>f</math> at <math>p</math>. | ||
Revision as of 04:04, July 3, 2008
| This article/section deals with mathematical concepts appropriate for a student in late university or graduate level. |
- This article deals with the advanced concept of gradient in a vector field
- For the two point gradient used in early high school See:Gradient (two points)
In mathematics, the gradient of a real-valued differentiable function at a point is a vector in which points in the direction in which increases most rapidly at . The magnitude of the gradient at is equal to the maximum directional derivative of at .
More precisely, we define the gradient, of to be the vector-field:
If is a unit vector in , then, by the chain rule, the directional derivative of in the direction of is simply the dot product:
Evidently by the Cauchy-Schwartz inequality, the directional derivative in the direction is maximal in the direction of the gradient, and equal to for a unit vector in the direction of the gradient.
Properties of the Gradient
If is a differentiable function with smooth level sets , then the gradient vector field is perpendicular to the level sets of . For fix a level set , and let be a vector tangent to at . Then we can find a curve on with . Now
since is a level set. Taking derivatives of both sides and applying the chain rule, we get that
Thus, is perpendicular to at , i.e., the gradient of is perpendicular to the level sets of .