Let , and , where is the local flow of with nonnegative . The formula uses common oriented BV traces on a hypersurface; the trace difference of is zero almost everywhere on . It also holds for both negative-time increments with denominator positive .
The BV slicing theorem reduces the calculation to one dimension. With a right-continuous representative of and , Fubini's theorem yields
The inner factor tends to and is bounded in absolute value by . Dominated convergence against leaves only its measure atoms at the countable slice jumps of . That same bound times permits integration over the transverse coordinates. No essential bound on is used, even if its slice values grow without bound. The formula is useful for opposite-flow fidelity identity for quadratic data with unbounded data and a bounded comparison function.
Complete vector field 2026-10-06
A smooth vector field is complete if its maximal integral curves of a vector field exist for every real time. Its local flow is then a global one-parameter group of diffeomorphisms; uniqueness of ordinary differential equations proves the group law and the inverse-time identity. On a compact manifold without boundary, every smooth vector field is complete: compactness gives a uniform positive local existence interval through every point, so a curve can be successively extended past any proposed finite endpoint. On , is not complete because its solution has finite-time blowup for .
On , the vector fields and are complete, since their local flows are and . Their Lie bracket of vector fields is . Its integral curve of a vector field starting at is , which cannot continue through . The sum has an integral curve of a vector field
that cannot continue through . Thus neither operation preserves complete vector fields on a general noncompact smooth manifold. This contrasts with a compact manifold without boundary, where every smooth vector field is complete.
The chain rule shows that is the local flow of the pushforward of a vector field . If this equals , uniqueness of integral curves of a vector field gives commutation. Conversely, differentiate the commuting identity at to obtain . All identities hold on their common domains; the vector field need not be complete.
For the local flow of a smooth vector field , pull a tensor field back to the fixed base point before differentiating. Pullback uses on vector factors and the dual of on covector factors. The chain rule gives . In coordinates, , so . Differentiation of pullback preserves tensor contractions and obeys the Leibniz rule for tensor products; hence this is the tensor derivation defining the Lie derivative of a tensor field.
Integral curve of a vector field Created 2026-10-05 Updated 2026-10-14
An integral curve follows a vector field by solving the displayed ordinary differential equation. For a smooth vector field, integral curves through initial points assemble into its local flow.
Assume minimizes scalar total variation denoising for . The data may be unbounded. For the local flow of , use as two competitors. The total variation under opposite smooth flows and convexity of the total variation seminorm bound the sum of regularizer changes by . Minimality and the opposite-flow fidelity identity for quadratic data, evaluated using the BV jump-product limit with one bounded factor, imply
Let . The integrands define finite signed Radon measures, since is bounded and the jump variation of is finite. Arbitrary nonnegative smooth make their densities nonnegative. Testing every coordinate direction removes the factor and proves the stated inequality.
Left-invariant vector field Created 2026-09-28 Updated 2026-10-14
For in the Lie algebra of , the left-invariant vector field is . Its global flow is right translation .
Lie derivative of a differential form Created 2026-09-24 Updated 2026-11-05
Let be a smooth vector field with local flow . The Lie derivative of a differential form is
Pulling back before taking the derivative compares forms in the same cotangent space. The Lie derivative of a differential form preserves degree and obeys the Leibniz rule for the wedge product of differential forms.
Cartan's magic formula expresses it using two intrinsic operations:
where is the exterior derivative and is the interior product. In particular, it commutes with the exterior derivative.
On the real line, has local flow . Hence and . The vector field vanishes at zero, but its differential still stretches the one-form there. For a volume form , the equation defines a volume-preserving vector field.
For a smooth function and a vector field , the Lie derivative is . It is the derivative of along the local flow of .
For vector fields , the Lie derivative is the Lie bracket of vector fields . Pulling back by the local flow of and differentiating gives . No affine connection is needed.
Let and on a bounded domain, , and for a smooth compactly supported local flow. The displayed formula is exact to an remainder, and need not be bounded. Writing , its cross-term identity is
The remainder is because and weighted convergence follows from
First let , then . The mass change of under opposite flows is . Combined with the BV jump-product limit with one bounded factor, this evaluates the jump contribution without a bounded fidelity derivative.
A Riemannian isometry is a diffeomorphism satisfying . A local isometry is a local diffeomorphism with the same pullback identity; equivalently is an isometric linear isomorphism for every . An isometric immersion into a higher-dimensional manifold does not satisfy this local-diffeomorphism requirement.
Let be the local flow of the generating vector field . The identity differentiates to , where is the Lie derivative of a tensor field. For arbitrary vector fields , metric compatibility and the torsion-free connection give
This proves the Killing equation. Conversely, a smooth Killing field has a local flow, and
Since is the identity, wherever the flow is defined. Its inverse is locally, so the local flow consists of local isometries. Neither direction assumes that is complete.
Put and . These expressions are tensorial in . Take the covariant derivative in direction of the Killing equation, subtracting the terms from differentiating and . It follows that
With the curvature convention of Solution 1, the torsion-free connection also gives
Define . It is skew in by skew-adjointness of the Riemann curvature tensor. The first Bianchi identity gives
so has the same antisymmetrization in as . Consequently is symmetric in its first two slots and skew in its last two. These symmetries force it to vanish:
We have proved the second covariant derivative of a Killing vector identity, including its sign:
The printed identity uses the opposite curvature-sign convention in Killing derivative identities. If , namely , the same result reads , exactly as printed. The convention must change with the sign; under , writing would be incorrect.
Finally let have zero value and zero first covariant derivative at . Along any geodesic issuing from , the identity just proved says
Thus is a Jacobi field with zero initial value and derivative. Uniqueness for this linear ordinary differential equation implies on each such geodesic, hence on a convex normal neighborhood of . Consider the set of points where both and vanish. It is closed by continuity and open by this same local argument; on the resulting neighborhood vanishes identically, so its derivative does too. It is nonempty, and is connected, therefore it is all of . This proves everywhere and the general statement that a Killing field is determined by its value and first covariant derivative.
An integral curve of a vector field through is a smooth curve , on an interval containing zero, satisfying and . The local flow is the smoothly varying family of these integral curves of a vector field:
Here is an open neighborhood of ; for the maximal local flow, its fibre over is the maximal existence interval of . Local existence, uniqueness and smooth dependence for a smooth ordinary differential equation give this family. Uniqueness also gives whenever the relevant curves and compositions are defined, and on their common domains.
Reparametrizing the integral curves of a vector field gives
Thus the flow of is , with domain .
Commutation of the two local flows means for all sufficiently small independent parameters , on their common local domains. Differentiate this identity in at zero. The chain rule gives
In a coordinate chart, differentiating again in at zero gives . But the Lie bracket of vector fields has coordinate expression
so commuting local flows imply .
For the converse, suppose the Lie bracket of vector fields vanishes. Write in a coordinate chart, and put . Differentiating the local flow equation with respect to the initial point gives the variational ordinary differential equation
Consequently satisfies
where the zero Lie bracket of vector fields was used in the second equality. Uniqueness for this linear ordinary differential equation gives . This is a local argument and can be continued through successive coordinate charts, proving wherever the local flow is defined.
For fixed , the curve therefore has derivative at its current point and starts at . Uniqueness of the integral curve of a vector field identifies it with . Hence locally. No complete vector field hypothesis is needed.
Using the coordinate formula for the Lie bracket of vector fields, the two components are
Thus , which is not the zero vector field.
The integral curves of a vector field solve , , whereas those of solve , . Their local flows are
Both formulas exist for all real parameters, so both are complete vector fields. Direct composition gives
At their first coordinates differ by . Hence these local flows do not commute when are nonzero.
For the Lie bracket of vector fields, start at . An integral curve of a vector field is
It solves , , but diverges as . It cannot extend through that finite time as a curve in . Complete vector fields are therefore not closed under the Lie bracket.
For the sum , its integral curves of a vector field obey , . Substitution of and requires
Choosing gives the integral curve of a vector field
It starts at and escapes to infinity at the finite time . Complete vector fields are not closed under addition either. Both failures use the same pair of complete vector fields.
The local flow of is the smooth map , where is the maximal open domain of initial-point/time pairs, whose curve is the maximal integral curve of a vector field through , with . Smooth dependence in the ordinary differential equation theorem gives joint smoothness and openness of . Each time slice is a diffeomorphism between its domain and image, with inverse .
Here is the group law, including its domain qualification. Fix where the relevant trajectories exist. Both curves
solve the same autonomous ordinary differential equation and have value at . The uniqueness from the first part therefore gives
on their common interval. These are local identities; neither the vector field nor its local flow has been assumed complete.
For the commuting local flows and , differentiate with respect to at zero. The chain rule gives
Thus the pushforward of a vector field by the flow equals . Interchanging the two fields gives the analogous identity for under .
Now let . Pointwise linear independence makes this a rank-two smooth distribution. The identity just proved implies : in coordinates, differentiating at gives , precisely the vanishing Lie bracket of vector fields. The bracket of two local sections is also in , since
and the analogous terms for and remain in the same span. Therefore is an involutive distribution.
The Frobenius theorem says that a smooth constant-rank involutive distribution has local coordinates in which it is spanned by , and has unique maximal connected integral manifolds through its points. These are the leaves of a regular foliation. Let be the maximal leaf through . The global confinement to an immersed leaf gives the answer: is a two-dimensional immersed integral manifold and every smooth -tangent curve starting at stays in .
For the curve assertion, in each Frobenius chart the transverse coordinate functions have zero derivative along such a curve. Hence its segment in that chart stays in one plaque. On any compact subinterval of the curve's parameter interval, a finite chain of overlapping such segments connects the initial plaque to the last; all belong to the same maximal leaf. Exhausting the parameter interval proves the assertion for every time.
The two commuting local flows also give the leaf parametrization directly near :
Its partial derivatives are and , by the pushforward identity. Its differential has rank two. The constant rank theorem makes a sufficiently small image an embedded local plaque with tangent plane . This is a concrete local construction of the integral manifold.
There is a global distinction in the word “submanifold”. If it is required to mean an embedded submanifold, the assertion for all times is not valid in general. On the three-dimensional torus , take
The fields are independent and commute, and their dense immersed cylinder in a three-dimensional torus through zero is
It is an injectively immersed cylinder and is dense in the torus. Indeed, fixing and varying by integers makes dense by an irrational rotation of the circle; is unrestricted. Every point of this leaf is reached by a tangent curve . An embedded surface containing it would, in a submanifold chart near one of its points, be a closed coordinate plane containing a dense subset of the ambient open chart, an impossibility. Thus the global conclusion uses an immersed leaf; the embedded conclusion is local, for curve segments remaining in a suitable chart.
Let be the local flow of the smooth vector field , with and . The flow definition of the Lie derivative of a tensor field is
For a tensor field of type , the mixed tensor pullback transports the tensor at back to : it applies to every contravariant factor and to every covariant factor. Thus every difference quotient belongs to the same tensor space at . This definition gives another tensor field of the same type and uses no choice of affine connection. The tensor Lie derivative is defined wherever the local flow exists, including points where vanishes.
The literal assumptions suffice for the scalar quadratic fidelity problem. One can avoid regularity of level-set boundaries by moving only a clipped part of the minimizer. We prove the stronger jump-amplitude inequality for total variation denoising:
Comparison with the zero function gives finite energy and hence . Here , and both differences use the same oriented BV traces on a hypersurface. Reversing the normal reverses both differences and leaves the inequality unchanged. Outside , the two traces of agree, so the inequality would read at a jump of . It therefore gives the requested no-new-jumps property of total variation denoising in every dimension.
First use residual-preserving clipping of an ROF minimizer. For an integer , put
The coarea formula for BV functions gives scalar total variation splitting under clipping:
Indeed the levels in contribute to , while the levels outside that interval contribute to . This uses the full signed coarea formula. For any , minimality of and the triangle inequality for the total variation seminorm give
Cancel the tail variation. Thus is a bounded ROF denoising minimizer for . The data may still be unbounded. This is an exact reduction preserving ; it does not truncate the data and then pass to a limit of different reconstructions.
We next prove the jump-amplitude inequality for a bounded ROF minimizer, allowing its data to be unbounded. Fix a coordinate , a nonnegative , and let be the local flow of the smooth vector field . The flow is the identity near the domain boundary, preserves each line parallel to , and satisfies . Write
These maps are diffeomorphisms, with and uniformly.
The useful trace calculation is the BV jump-product limit with one bounded factor. For and ,
The right side is integrable: and only the common jump part of contributes. The same limit holds with both increments replaced by their negative-time increments, still dividing by positive .
Here is why this calculation needs only one bounded factor. By the BV slicing theorem, almost every coordinate slice of and has one-sided representatives. On one such interval let and use its right-continuous representative. Since ,
Fubini's theorem rewrites the slice integral as
At each interior , the inner expression tends to ; if , it is zero. Its absolute value is at most . Dominated convergence against therefore leaves just the measure atoms common to the two slices. The bound is also integrable over the transverse coordinates, by the BV slicing theorem. Integrating the slice jump sums gives the surface integral and its factor . Negative-time increments give the same product, because both slice differences reverse sign. At no point is a uniform bound on across the slices required.
For , use the mixed competitors
The total variation under opposite smooth flows satisfies
To see this for the entire vector Radon measure , the change of variables formula gives
For , the two cofactor matrices expand as , with the same and opposite signs. Their norm expansions on have cancelling linear terms. Integrating proves the estimate, including the absolutely continuous, jump and Cantor parts. The BV transformation formula is also given in Lemma 4.2 on differentiable regularizers; that lemma does not assume bounded data. The total variation seminorm is a convex function, so
Thus minimality forces the sum of the two fidelity changes to have nonnegative limit after division by .
It remains to evaluate that sum without bounding . Put . Exact expansion of the quadratic fidelity, together with change of variables, gives the opposite-flow fidelity identity for quadratic data:
For completeness, the cross-term identity fixing its sign is
The last integral is : , while
Take first, then . Here and the local flow is strongly continuous in . The remaining Jacobian mass term is . This argument avoids multiplying an unbounded fidelity derivative by an uncontrolled derivative measure.
Apply the BV jump-product limit with one bounded factor with and , and use minimality. For every nonnegative and every coordinate ,
Let . These are inequalities for finite signed Radon measures, so arbitrary nonnegative smooth tests imply nonnegativity of their densities. Since at least one coordinate of a unit normal is nonzero,
This proves the bounded-minimizer lemma with arbitrary data.
Finally return to and . At almost every finite approximate jump point of , choose an integer . The BV traces on a hypersurface commute with clipping, so , and there. It is consequently a jump point of , and its inequality is exactly . A countable union over removes all exceptional surface-null sets. Outside , the BV traces on a hypersurface of agree almost everywhere. We conclude
The mechanism is exact scalar coarea splitting, paired smooth-flow variations, a one-bounded-factor BV trace limit, and localization through integer clipping levels. It works in every dimension under the printed hypotheses, without essential boundedness of or and without regularity of their level-set boundaries.
In total variation calibration notation, . Since this divergence is itself in the BV space, the proved inequality equivalently reads
Thus an upward output jump forces the appropriate nonpositive jump of the calibrated divergence. This is a consequence of the variational argument above, with common oriented BV traces on a hypersurface; no curvature of the rectifiable interface or differentiability of its normal is assumed.
Choose local coordinates on the hypersurface , and let be the local flow of the vector field . The map follows the integral curves of a vector field starting at . At , its differential maps the direction to and the remaining directions to a basis of . Transversality makes these vectors linearly independent, so the inverse function theorem makes a local manifold chart.
Set and transport the unchanged along each integral curve of a vector field. Then the adapted coordinates satisfy
The flow-box theorem gives this construction locally. The parameter is the flow parameter, and need not be arc length; a global manifold chart would require additional hypotheses.