To first order in the weak fluctuation, , so
For
introduce the signs . The product rule gives
Assume that is a zero-mean stationary Gaussian random field, that its longitudinal correlation length is short compared with the envelope's evolution scale, and that the propagation distance is long compared with that correlation length. The forward Markov approximation then neglects diffraction during one correlation length. Applying the Furutsu–Novikov formula closes the last average at second order in . Define the integrated longitudinal autocorrelation function of a random field
Then
where
Writing and using the evenness of the covariance gives the equivalent expression
The derivation also assumes paraxial propagation, weak scattering, sufficient regularity to interchange differentiation and expectation, and statistical homogeneity in both coordinates. Without the short-correlation approximation, the Gaussian identity produces a nonlocal longitudinal memory integral rather than this local closed equation.
The chain rule and
give
Applying the same rule to and in the Euler-Lagrange field equation yields the exact modulated equation
Multiply this equation by . Since and are independent of the fast phase,
The product rule then rearranges the field equation into the exact modulated-wave first integral
Average this identity over one period in . Periodicity kills the first term, while differentiation of the averaged Lagrangian gives
Consequently
The same two equations follow directly from the modulated variational principle. Varying gives
which is the exact field equation above. For a variation of , use and . Integration by parts in and gives the averaged equation. Thus variation with respect to the periodic profile reproduces the local wave equation, whereas variation with respect to its slow phase gives the Whitham modulation equation for wave action.
Write
Divide by and let . Differentiability implies continuity, so . Therefore the product rule gives
To say that is twice differentiable at means that is defined in a neighbourhood of and is differentiable at ; its derivative is .
By the chain rule, near ,
Since is differentiable and is differentiable at , another use of the chain rule shows that is differentiable at . The product rule then proves that the displayed product is differentiable. Hence is twice differentiable, with the second derivative chain rule
Use the Polynomial representation of the Heisenberg Lie algebra on the infinite-dimensional polynomial ring :
The product rule gives , so this is a Lie algebra representation. It is a Faithful Lie algebra representation: if is the zero operator, applying it first to gives , and then applying the remaining operator to gives .
To prove irreducibility, let be a nonzero invariant subspace and choose a nonzero polynomial in of least degree. If its degree were positive, repeated differentiation would produce a nonzero element of smaller degree, so contains a nonzero constant. Invariance under multiplication by then puts every monomial in , and hence .
Because is a divergence-free vector field, the product rule gives
The integral of a divergence over the periodic domain vanishes. Hence integration by parts yields
This is the skew-symmetry of incompressible transport.
The regularity from part (i) makes and its first weak derivatives square-integrable. The product rule therefore holds in the distributional derivative sense:
Since , equality of mixed weak derivatives gives . Both remaining expressions belong to , so their distributional equality is an equality in that space:
On , the product rule and chain rule give . On , the function is constant and has derivative zero. At zero,
Its absolute value is at most , so the squeeze theorem gives . Therefore
For , we have but for every . This differs from , so is not continuous at zero. Indeed, gives , so the right-hand limit of a function does not exist. Thus is differentiable everywhere on , while is discontinuous at zero.
Choose in the preceding product rule and apply the divergence theorem. Since , this gives the first of Green's identities:
Here is the outward normal derivative. Interchange and , then subtract. The gradient dot products cancel, yielding the second of Green's identities:
For example, with the needed extensions suffice for these applications of the divergence theorem.
Apply the product rule to each vector component and sum:
Thus the divergence of a scalar field times a vector field contains a divergence term and a dot product with the gradient of the scalar field.
In Cartesian coordinates, write the constant vector as . The product rule and constancy of its components give
The last expression is the dot product with the gradient, so
No. On take and
At zero, its difference quotient has absolute value , so . Away from zero, the product rule and chain rule apply. Define
These are distinct positive inputs tending to zero. Since and ,
The even-indexed subsequence tends to , whereas the odd-indexed subsequence tends to . Thus the limit of a sequence does not exist. The two points lie on the same side of , so the nonnegative-weight estimate in part (b) is unavailable. This is a concrete instance of differentiability does not imply continuity of the derivative.
In Cartesian coordinates, a parametrization of the curve is
Differentiate using the product rule:
Squaring and adding cancels the mixed terms, giving . The arc length is the integral of the speed, so
This assumes the parametrization is piecewise continuously differentiable and counts length with multiplicity if the curve is retraced.
For any fixed subregion , with no internal heat generation, conservation of energy says that the rate of stored thermal energy equals the incoming heat flux:
The minus sign is needed because denotes outgoing heat flux. Substitute Fourier's law and apply the divergence theorem:
Here differentiation under the integral uses a fixed region and sufficient regularity of . Since the identity holds for every , continuity of the integrands gives the local heat equation
For spatially varying thermal conductivity, the product rule gives ; the second term cannot generally be discarded.
Suppose and are two sufficiently regular steady state solutions with the same prescribed temperature on the boundary. Their difference satisfies
The identical PDE source terms cancel. Apply the product rule and the divergence theorem to ; this is the weighted form of Green's first identity:
Since , the nonnegative integrand must vanish, so . Hence is constant on each connected component of , and its zero Dirichlet boundary condition makes each constant zero. Therefore : the solution, if it exists, is unique. This proves Dirichlet uniqueness for variable-conductivity heat conduction; it does not require a constant thermal conductivity.
For , the chain rule gives . Applying the product rule to the components of the vector field yields
The calculation is pointwise away from the origin; any extension of the vector field to the origin must be considered separately.
Write and use for the paper's wedge notation, which denotes the cross product. The given expression for the curl and the product rule give
Apply the vector triple product identity separately to the two terms:
Summing over the Cartesian basis vectors identifies the two directional derivatives and the two divergences:
Here, for example, . This proves the curl of a cross product directly from the formula supplied.
Apply the product rule inside the Cartesian expression for the curl:
The first sum is the gradient of the scalar field and the second is the curl of the vector field. Thus the curl product rule for a scalar field is
All time derivatives in this part are taken relative to the rotating reference frame, so its basis is held fixed during differentiation. Put and . The chain rule and product rule give
Explicitly,
The separate Coriolis force and centrifugal force terms in the stated equation account for the motion of the basis relative to an inertial observer.
For polar coordinates, the rotating unit vectors satisfy and . Applying the product rule twice to gives the velocity and acceleration
Newton's second law for a central force now gives
Multiplying the azimuthal force equation by yields
This is conservation of specific angular momentum. Here is the signed radial component of the force; a negative value points inward.
When , is a valid local parameter along the trajectory. Put and let primes denote derivatives with respect to . The chain rule yields
Substituting into the radial Newton's second law equation and dividing by proves the Binet equation: