Derivatives and trees Michael Anshelevich January 20, 2005 All know (F G)′ = F ′ G + F G′ (product rule) (F ◦ G)′ = F ′(G)G′ 1 −1 ′ (F ) = ′ −1 F (F ) (chain rule) (inverse function rule) What about (F G)′′′′ (F ◦ G)′′′′ (F −1)′′′′? Use Taylor series (invented by Newton) Once have the answer, can check it even if don’t have Taylor expansions. 1 F ′(0) F ′′(0) 2 F (3)(0) 3 F (x) = F (0) + x+ x + x + ... 1! 2! 3! = a0 + a1x + a2x2 + a3x3 + · · · , F (n)(0) an = . n! Problem: find the coefficients in the power series expansions of F G, F ◦ G, F −1. 2 P RODUCT RULE . F (x) = a0 + a1x + a2x2 + . . . G(x) = b0 + b1x + b2x2 + . . . (a0 + a1x + a2x2 + . . .)(b0 + b1x + b2x2 + . . .) = a0b0 + (a0b1 + a1b0)x + (a0b2 + a1b1 + a2b0)x2 + . . . F (x)G(x) = ∞ X anxn n=0 = ∞ X ∞ X anbk x ∞ X b k xk = ∞ X k=0 n+k n=0 k=0 m X anbm−nxm. m=0 n=0 Thus F (x)G(x) = ∞ X cmxm, m=0 cm = m X anbm−n. n=0 3 (m) (F G) = m!cm = m! m X F (n) G(m−n) n=0 n! (m − n)! m X m! = F (n)G(m−n) n=0 n!(m − n)! m X m (n) (m−n) (m) (F G) = F G . n=0 n Binomial coefficients: m X m n m−n m (s + t) = s t . n=0 n 4 C HAIN RULE Assume a0 = b0 = 0, F (x) = a1x + a2x2 + a3x3 + . . . G(x) = b1x + b2x2 + b3x3 . . . F (G(x)) = a1G + a2G2 + a3G3 + . . . X X X u u = a1 bux + a2 bux bv xv + . . . = a1 u X + a3 buxu + a2 X u X v bu1 bu2 xu1+u2 bu1 bu2 bu3 xu1+u2+u3 + . . . . c1 = a1b1, c2 = a1b2 + a2b1b1, c3 = a1b3 + a2b1b2 + a2b2b1 + a3b1b1b1, cm = m X n=1 an X bu1 bu2 . . . bun . u1 ,u2,...,un≥1 u1+u2 +...+un=m 5 (F ◦ G)(m) = m! m X F (n) X G(u1) G(u2) n! n=1 m X = F n=1 m X (n) = u1 ! G(un) ... u2 ! un ! X 1 F (n) n=1 m! G(u1)G(u2) . . . G(un) n! u1!u2! . . . un! X 1 m G(u1) . . . G(un). n! u1, u2, . . . , un Multinomial coefficients: (s1 + s2 + . . . + sn)m = X u1 ,u2,...,un≥0 u1+u2 +...+un=m m u u n s11 s22 . . . su n . u1 , u2 , . . . , u n Ugly! Reformulate. 6 Back to product rule. cm = m X anbm−n. n=0 1 2 3 (m) (F G) m n n n+1 m m X m (n) (m−n) = F G . n n=0 = # of n-element subsets in an m-element set. (F G)(m) = X F |S|Gm−|S|. S⊂[m] 7 F’’’’ F’’’ G’ F’’ G’’ F’ G’’’ G’’’’ 8 What is the combinatorial structure for the chain rule? cm = m X n=1 an X bu1 bu2 . . . bun . u1 ,u2,...,un≥1 u1+u2 +...+un=m bushes. m leaves u_1 u_2 u_n u_3 n 9 For a shrubbery P A(P) = a# bushes Y b# leaves on a bush bushes cm = X A(P) shrubberies with m leaves a_4 b_1 b_1 b_1 b_1 a_3 b_1 b_1 b_2 a_2 b_1 b_3 a_2 b_2 b_2 a_1 b_4 10 (m) (F ◦ G) = X = ordered shrubberies X . partitions F’’’’ G’ G’ G’ G’ F’’ G’ G’’’ F’’ G’’ G’’ F’’’ G’ G’ G’’ F’ G’’’’ 11 (F −1)(n). F −1 ◦ F = x (F −1 ◦ F )′ = 1, (F −1 ◦ F )(n) = 0. 1 = a1b1 0 = a1b2 + a2b1b1 0 = a1b3 + a2b1b2 + a2b2b1 + a3b1b1b1. Let b1 = 1. a1 = 1 a2 = −a1b2 a3 = −a1b3 − a2b1b2 − a2b2b1 12 am = − m−1 X n=1 X an bu1 bu2 . . . bun . u1 ,u2,...,un≥1 u1 +u2+...+un=m In its turn an = − n−1 X k=1 ak X v1 ,v2 ,...,vk bv1 bv2 . . . bvk . 13 am = − m−1 X n=1 X an bu1 bu2 . . . bun . u1 ,u2,...,un≥1 u1 +u2+...+un=m m leaves (−1) u_1 u_n u_3 u_2 v_1 v_2 v_k (−1) k Decorated tree, on each level at least one branch splits. 14 B(T ) = bk bv1 . . . bvk bu1 . . . bun . am = X (−1)# levelsB(T ) splitting trees with m leaves −b_2 b_2 b_2 b_2 b_3 b_2 b_2 b_2 b_3 b_2 −b_4 15 Used combinatorics to find derivatives. Can also use derivatives for combinatorics. What is the sum of binomial coefficients? Many ways. One of them: Let F (x) = G(x) = ex. Then F (n)(0) = G(n)(0) = 1. Use the product rule: (m) (F G) = m X m n=0 n F (n) G (m−n) = m X m n=0 n . But (F G)(x) = e2x and (F G)(m) (0) = 2m. 16 How many partitions of a set of n elements are there? Called Bell numbers, no easy formula. But: Let F (x) = eax − 1, G(x) = ebx − 1. F (n)(0) = an, G(n)(0) = bn. Use the chain rule: (F ◦ G)(m) = X a# classesbm. partitions But a(ebx −1) F ◦G=e − 1. Thus # partitions of m with k classes bx = coefficient of ak bm in ea(e −1) − 1. bx # partitions of m = coefficient of bm in ee −1 − 1. 17