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1. Introduction
In [6], the following class of closed Riemannian manifolds Md,k,D with prescribed
geometric constrains is considered:
where Ric is the Ricci curvature and diam is the diameter. The authors embed M ∈
Md,k,D into the space 2 of real-valued, square integrable series by considering the heat
http://dx.doi.org/10.1016/j.aim.2016.05.023
0001-8708/© 2016 Published by Elsevier Inc.
1056 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
The results of this paper are organized in the following way. In Section 2 the back-
ground material and notations are provided.
In Section 3, the VDM and VDD are defined and we discuss the embedding property of
VDM in Theorem 3.1 and the local geodesic estimation property of VDD in Theorem 3.2.
Indeed, VDM is a diffeomorphic embedding of a manifold M ∈ Md,k,D into the Hilbert
space 2 , and if x, y ∈ M are close enough in the sense of geodesic distance, then the
VDD of these two points are closely related to the geodesic distance.
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1057
In Section 4 we define VSD in the manifold set Md,k,D . The key ingredients in this
section are the generalized Kato’s type inequality comparing the trace of the heat ker-
nel of the Laplace–Beltrami operator and the trace of the heat kernel of the connection
Laplacian and a nice isoperimetric inequality for heat kernel comparisons. In brief, al-
though the behavior of the heat kernel of the connection Laplacian might be intricate,
we may control its trace simply by the trace of the heat kernel of the Laplace–Beltrami
operator. With these key ingredients, in Theorem 4.6 we show that the newly defined
metric, the VSD, is really a distance between isometry classes of Riemannian manifolds
in Md,k,D . In Section 5, with the help of the VSD, the pre-compactness of the manifold
set Md,k,D is derived in Theorem 5.1 from the Rellich’s Theorem. To show this Theorem,
we also need the following Lemma:
Lemma 1.1. [6, Lemma 15] Let (E, δ) be a metric space. Let F(E) denote the set of
non-empty closed subsets of E, equipped with the Hausdorff distance hδ associated with δ.
If the metric space (E, δ) is precompact, so is the metric space (F(E), hδ ).
In fact, we view the VDM of a given manifold in Md,k,D as a point in the set consisting
of embeddings of all manifolds in Md,k,D , and then apply Lemma 1.1 to show the
pre-compactness of Md,k,D with related to the VSD. The main theorems are summarized
here for the reader’s convenience:
• Theorem 4.6: For any fixed t > 0, dt , the VSD defined in (43), is a distance between
isometry classes of Riemannian manifolds in Md,k,D . In particular, two Riemannian
manifolds (M, g), (M , g ) ∈ Md,k,D satisfy dt (M, M ) = 0 if and only if M and M
are isometric.
• Theorem 5.1: For any t > 0, the space of the isometry classes in Md,k,D is
dt -precompact.
In Section 6, we discuss the application of VDM and this new pre-compactness result
from the viewpoint of manifold learning.
2. Background material
Let (M, g) be a closed Riemannian manifold and T M the tangent bundle. Denote
C ∞ (T M ) the smooth vector fields and L2 (T M ) the vector fields satisfying
X, X(x)dV (x) ≤ ∞, (2)
M
where dV is the volume form associated with g and X, X(x) := g(X(x), X(x)). Denote
∇ the Levi-Civita connection of M and Px,y the parallel transport from y to x via
the geodesic linking them. Denote ΔTM the connection Laplacian associated with ∇ on
1058 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
the tangent bundle T M [15]. The connection Laplacian ΔTM is a self-adjoint, second
order elliptic operator [15]. From the classical elliptic theory [15] we know that the heat
TM
semigroup, etΔ , t > 0, with the infinitesimal generator ΔTM is a family of self-adjoint
operators with the heat kernel kT M (t, x, y) so that
tΔTM
e X(x) = kT M (t, x, y)X(y)dV (y). (3)
M
∞
kT M (t, x, y) = e−λn t Xn (x) ⊗ Xn (y). (4)
n=1
kT M (t, x, y)
2HS = Tr kT M (t, x, y)kT M (t, x, y)
∞
= e−(λn +λm )t Xn (x), Xm (x)Xn (y), Xm (y). (5)
n,m=1
On the other hand, the classical elliptic theory [15] allows us to decompose L2 (T M ) as
L (T M ) = ⊕∞
2
k=1 Ek , where Ek is the eigenspace of Δ
TM
corresponding to the eigenvalue
−λk . Denote by m(−λk ) the multiplicity of −λk . It is also well known that m(−λk ) is
finite. Denote B(Ek ) the set of bases of Ek , which is identical to the orthogonal group
O(m(−λk )). Denote the set of the corresponding orthonormal bases of L2 (T M ) by
B(M, g) = Π∞
k=1 B(Ek ). (6)
Based on these observations, given a ∈ B(M, g) and t > 0, the authors in [23] define
the VDM Vta which maps x ∈ M to the Hilbert space 2 by1 :
∞
Vta : x → Vol(M ) e−(λn +λm )t/2 Xn (x), Xm (x) , (7)
n,m=1
where a = {Xn }∞
n=1 . A direct calculation shows that
1
kT M (t, x, y)
2HS = V a (x), Vta (y)2 . (8)
Vol(M )2 t
Fix a ∈ B(M, g). For all t > 0, the following Theorem states that the VDM Vta is an
embedding of the compact Riemannian manifold M into 2 . The proof of the theorem is
given in [23, Theorem 8.1].
Theorem 3.1. Given a d-dim closed Riemannian manifold (M, g) and an orthonormal ba-
sis a = {Xk }∞ 2
k=1 of L (T M ) composed of the eigenvector-fields of the connection Laplace
Δ , then for any t > 0, the VDM Vta is a diffeomorphic embedding of M into 2 .
TM
It is Theorem 3.1 that allows the authors to define the VDD between x, y ∈ M ,
denoted as dVDM,t (x, y), in [23]:
dVDM,t (x, y) :=
Vta (x) − Vta (y)
2 , (9)
which is clearly a distance function over M . We mention that by the following expansion
d2VDM,t (x, y) =
Vta (x) − Vta (y)
22
∞
= Vol(M )2 e−(λn +λm )t (Xn (x), Xm (x) − Xn (y), Xm (y))2
n,m=1 (10)
= Vol(M )2 Tr(kT M (t, x, x)kT M (t, x, x)∗ )+
Tr(kT M (t, y, y)kT M (t, y, y)∗ ) − 2 Tr(kT M (t, x, y)kT M (t, x, y)∗ ) ,
the defined VDD dVDM,t does not depend on the choice of the basis a. The following
theorem shows that in this asymptotic limit the vector diffusion distance behaves like
the geodesic distance. The proof of the theorem is given in [23, Theorem 8.2].
Theorem 3.2. Let (M, g) be a smooth d-dim closed Riemannian manifold. Suppose x, y ∈
M so that x = expy v, where v ∈ Ty M . For any t > 0, when
v
2 t 1 we have the
following asymptotic expansion of the VDD:
1
Note that the basis a and the volume of M are not taken into consideration in the definition of the
VDM in [23]. To prove the precompactness theorem, we need to take them into consideration.
1060 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
v
2
d2VDM,t (x, y) = dVol(M )2 (4π)−d + O(t−d
v
2 ). (11)
td+1
In this section and the next, we show that based on the VDM Vta , we can define a
family of VSD dt , t > 0, on the space of the isometry classes in Md,k,D so that for any
t > 0 the space of the isometry classes in Md,k,D is dt -precompact.
Denote the Laplace–Beltrami operator over (M, g) by ΔM and its eigenvalues and
eigenfunctions by −μk and φk , where k ∈ {0} ∪ N, that is, ΔM φk = −μk φk , so that
μ0 = 0 < μ1 ≤ μ2 . . . . Define the following partition functions
∞
ZT M (t) := e−λj t (12)
j=1
and
∞
ZM (t) := e−μj t , (13)
j=0
which are related by the following generalized Kato’s type inequality [5, p. 135]:
Theorem 4.1. [5, p. 108 C. 26] Let (M, g) be an d-dimensional closed Riemannian man-
ifold. Define
rmin (M ) = inf{Ric(v, v) :
v
= 1} (15)
and the diameter of M by D(M ). If (M, g) satisfies rmin (M )D(M )2 ≥ (d − 1)α2 for
∈ {−1, 0, 1} and α > 0, then
Vol(M )kM (t, x, x) ≤ Vol(S d (R))kS d (t, y, y) = ZS d (R) (t) = ZS d (1) (t/R2 ), (16)
where y ∈ S d (R), S d (R) is the standard d-dim sphere in Rd+1 with center 0 and radius
R, R = D(M )/a(d, , α) and
⎧ −1/d
⎪
⎪ 1/d α/2
⎨ αωd 2 0 cosd−1 (t)dt if = 1
a(d, , α) = (1 + dωd ) 1/d
−1 if = 0 (17)
⎪
⎪
⎩ αc(α) if = −1,
where ωd = Vol(S d )/Vol(S d−1 ) and c(α) is the unique positive root z > 0 of the equation
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1061
α
z (cosh(t) + z sinh(t))d−1 dt = ωd . (18)
0
With inequalities (14) and (16), we prove the following lemmas, which is essential
in showing the pre-compactness result. We omit the dependence on M to simplify the
statement of the lemmas and the proof.
Lemma 4.2. With the above notations, there exist positive constants A(d, k, D), B(d, k, D)
and E(d, k, D) that depend only on d, k and D such that for any (M, g) ∈ Md,k,D :
(a) λj ≥ A(d, k, D)j 2/d ;
(b) N (λ) := #{j | j ≥ 0, λj ≤ λ} ≤ ed + B(d, k, D)λd/2 ;
(c) for all x ∈ M and α ≥ 0, we have
E(d, k, D)
(λn + λm )α e−t(λn +λm ) Xn (x), Xm (x)2 ≤ F (α, d)t−α−d , (19)
Vol(M )2
n,m≥1
where
∞ ∞
F (α, d) := [(x + y)2 − 2α(x + y) + α(α − 1)](x + y)α+d−2 e−(x+y) dxdy. (20)
0 0
Proof. The proofs for (a) and (b) are almost the same as the proofs of Theorem 3 in
[6] except that we apply (14). We provide the proofs here for completion. If k ≥ 0,
rmin D2 ≥ 0 and if k < 0, rmin D2 ≥ (d − 1)kD. Thus we can apply Theorem 4.1 with
and α depending only on k and D. Thus,
ZT M (t) ≤ dZM (t) = d kM (t, x, x)dx ≤ dVol(M ) sup kM (t, x, x)
x∈M
M
≤dVol(S d (R))kS d (R) (t, y, y) = dZS d (R) (t) = dZS d (1) (t/R2 ), (21)
where y ∈ S d (R). The trace of the heat kernel ZT M is thus uniformly bounded on the
Md,k,D eigenvalue is −j(j + d − 1) with multiplicity
d
set . Note that for
S (1), the
j-th
d+j d+j−2 m
− , where is the number of ways of choosing n from m,
d d n
so by a direct calculation, there exists a constant b(d), depending on d only, such that
for any t > 0,
Also note that j ≤ N (λj ), j ∈ N ∪ {0}, in general, and j = N (λj ) when all eigenvalues
are simple. As a consequence, we have
1062 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
j ≤ N (λj ) ≤ e e−λi /λj ≤ eZT M (1/λj )
0≤λi ≤λj
1 d/2
≤ edZS d (1) ≤ ed + edb(d)Rd λj (23)
λj R 2
and hence
2/d
j − ed
λj ≥ ≥ (edb(d)Rd )−2/d j 2/d . (24)
edb(d)Rd
Since R = a(d, , α)D(M ) ≤ a(d, , α)D and a(d, , α) only depends on d, k and D, this
proves (a) and (b).
Next we prove (c). Define the positive measure μx , where x ∈ M , on R × R by
dμx = Xn (x), Xm (x)2 δλn × δλm (25)
n,m≥1
where δλn is the Dirac measure at λn ∈ R. The left hand side of (19) becomes:
(λn + λm )α e−t(λn +λm ) Xn (x), Xm (x)2
n,m≥1
= (λ + ν)α e−t(λ+ν) dμx (λ, ν), (26)
R R
where the equality holds since when t > 0, (λ + ν)e−t(λ+ν) is smooth and decays fast
enough; that is, (λ + ν)e−t(λ+ν) χ[0,∞)×[0,∞) is a Schwartz function defined on R2 . To
study (26), consider the following L1loc (R2 ) function:
ψ(λ, ν) := Xn (x), Xm (x)2 , (27)
n: 0≤λn ≤λ, m: 0≤λm ≤ν
which is supported on [0, ∞) × [0, ∞). Note that by the definition of the derivative in
the sense of distribution, for any Schwartz function φ we have
φ(λ, ν) Xn (x), Xm (x)2 δλn × δλm = ∂λ ∂ν φ(λ, ν)ψ(λ, ν)dλdν. (28)
n≥1, m≥1
∞ ∞
2
= t (λ + ν)2 − 2αt(λ + ν) + α(α − 1) ×
0 0
To finish the proof, we bound ψ(λ, ν) when λ, ν > 0. By (16) and the fact that
kT M (t, x, x)
HS ≤ kM (t, x, x) [6, p. 137] for all t > 0 and x ∈ M , we have
ψ(λ, ν) = Xn (x), Xm (x)2
n: 0≤λn ≤λ, m: 0≤λm ≤ν
≤e e−(λn +λm )/(λ+ν) Xn (x), Xm (x)2
n: 0≤λn ≤λ, m: 0≤λm ≤ν
≤e e−(λn +λm )/(λ+ν) Xn (x), Xm (x)2
n=1,...,∞, m=1,...,∞
2 1 2
1
= ekT M , x, x ≤ ekM , x, x
λ+ν HS λ+ν
e 1 C(d, k, D)
≤ ZS n ≤ (λ + ν)d , (30)
Vol(M )2 (λ + ν)R2 Vol(M )2
∞ ∞
C(d, k, D)2
≤ t2 (λ + ν)2 − 2αt(λ + ν) + α(α − 1) ×
Vol(M )2
0 0
where E(d, k, D) is an universal positive constant that depends only on d, k and D, and
F is defined in (20). 2
Recall that the VDM Vta depends on the choice of an orthonormal basis a of eigen-
vector fields. Given a finite dimensional Euclidean space E, we can define the distance
between R1 , R2 ∈ O(dimE) by
dE (R1 , R2 ) =
R1−1 R2 − I
HS . (32)
√
It is clear that dE (R1 , R2 ) ≤ 2 dimE. As we discussed above, B(M, g) is a compact set
with respect to the product topology. This topology can be described by the distance
dB(M,g) between a, b ∈ B(M, g) defined as
1064 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
∞
dB(M,g) (a, b)2 := λ−N
i dEi (a|Ei , b|Ei )2 , (33)
i=1
where a|Ei ∈ B(Ei ) means a basis of the eigenspace associated with the i-th eigenvalue
and dEi (a|Ei , b|Ei ) is defined by (32). The series on the right hand side of (33) con-
verges when N > d/2 due to Lemma 4.2(a). The following Lemma is a generalization of
Theorem 8 in [6] to the tangent bundle we have interest.
Lemma 4.3. Let (M, g) be a smooth d-dim closed Riemannian manifold. The map V :
R+ × B(M, g) × M → 2 defined by V (t, a, x) := Vta (x) is continuous and satisfies:
Vta (x) − Vsb (y)
22 ≤ Vol(M )2
kT M (t, x, x)
HS +
kT M (s, y, y)
HS
t+s
− 2 kT M , x, y + 2d (a, b)k
(N )
(t, x, x)1/2 (N )
k (s, y, y) 1/2
(34)
2 B(M,g) TM TM
HS
∞
(N ) −t(λn +λm )
kT M (t, x, x) = (λN/2
n + λN/2
m )e Xna (x), Xm
a
(x)2 . (35)
n,m=1
Vta (x) − Vsb (y)
22
∞ 2
= Vol(M )2 e−t(λn +λm )/2 Xna (x), Xm
a
(x) − e−s(λn +λm )/2 Xnb (y), Xm
b
(y)
n,m=1
= Vol(M )2
kT M (t, x, x)
2HS +
kT M (s, y, y)
2HS
∞
−2 e−(t+s)(λn +λm )/2 Xna (x), Xm
a
(x)Xnb (y), Xm
b
(y)
n,m=1
2
t+s
= Vol(M ) 2
kT M (t, x, x)
2HS +
kT M (s, y, y)
2HS −
kT M , x, y
2 HS
∞
−2 e−(t+s)(λn +λm )/2 Xna (x), Xm
a
(x) Xnb (y), Xm
b
(y) − Xna (y), Xm
a
(y) ,
n,m=1
where we denote the last summation on the right hand side as A. Denote the eigen-vector
b
fields inside the eigenspace En by Xn(j) (y), where j = 1, ..., m(νn ), when the basis of
L (T M ) is chosen to be b ∈ B(M, g). By definition, we have the following relationship:
2
m(νn )
b a
Xn(j) (y) = αj,k (b, a)Xn(k) (y) (36)
k=1
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1065
m(ν ) m(ν )
j
where the matrix [αj,k (b, a)]k,j=1 ∈ O(m(νn )). Here the orthogonal matrix [αj,k (b, a)]k,j=1
j
is the relationship between two bases, a|Ej and b|Ej , associated with the eigenspace of
the j-th eigenvalue. Thus we can rewrite A as
∞
m(νn ) m(νm )
−(t+s)(νn +νm )/2
A= e Xn(k)
a a
(x), Xm(l) (x)×
n,m=1 k=1 l=1
⎛ ⎞
m(νn ) m(νm )
⎝Xn(k)
a a
(y), Xm(l) (y) − a
αk,i (b, a)αl,l (b, a)Xn(i) a
(y), Xn(j) (y)⎠
i=1 j=1
∞
m(νn ) m(νm )
= e−(t+s)(νn +νm )/2 Xn(k)
a a
(x), Xm(l) (x)×
n,m=1 i,k=1 j,l=1
Xn(i)
a a
(y), Xm(j) (y) δk,i δl,j − αk,i (b, a)αl,j (b, a) , (37)
m(ν )
j
where [δk,l ]k,l=1 is an m(νj ) × m(νj ) identity matrix. Note that
(δk,i δl,j − αk,i (b, a)αl,j (b, a)) = δk,i (δl,j − αl,j (b, a)) + αl,j (b, a)(δk,i − αk,i (b, a)) (38)
which is bounded by dEn (a|En , b|En ) +dEm (a|Em , b|Em ). Hence, by the Cauchy–Schwartz
inequality, A is bounded by
⎛ ⎞1/2
∞
m(νn ) m(νm )
|A| ≤ e−(t+s)(νn +νm )/2 ⎝ Xn(k)
a a
(x), Xm(l) (x)2 ⎠ ×
n,m=1 k=1 l=1
⎛ ⎞1/2
m(νn ) m(νm )
⎝ Xn(i)
a a
(y), Xm(j) (y)2 ⎠ dEn (a|En , b|En ) + dEm (a|Em , b|Em )
i=1 j=1
∞
N/2 −(t+s)(νn +νm )/2
≤ 2dB(M,g) (a, b) (νnN/2 + νm )e ×
n,m=1
⎛ ⎞1/2 ⎛ ⎞1/2
m(νn ) m(νm )
m(νn ) m(νm )
⎝ Xn(k)
a a
(x), Xm(l) (x)2 ⎠ ⎝ Xn(i)
a a
(y), Xm(j) (y)2 ⎠
k=1 l=1 i=1 j=1
∞
1/2
−t(λn +λm )
≤ 2dB(M,g) (a, b) (λN/2
n + λN/2
m )e Xna (x), Xm
a
(x)2 ×
n,m=1
∞
1/2
−s(λn +λm )
(λN/2
n + λN/2
m )e Xna (y), Xm
a
(y)2
n,m=1
(N ) (N )
= 2dB(M,g) (a, b)kT M (t, x, x)1/2 kT M (s, y, y)1/2 ,
1066 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
(N ) (N )
where kT M (t, x, x) is defined in (35). Due to Lemma 4.2(c), kT M (t, x, x) is bounded, and
thus the proof is finished. 2
With the above preparation, we are ready to introduce the VSD. Recall the following
definitions. Suppose (X, δ) is s metric space, where δ is the metric, and A, B ⊂ X. The
distance between A and B is defined as:
Given two subsets A, B ⊂ X, we can define the Hausdorff distance, denoted as HD,
associated with δ by
or equivalently
HD(A, B) = max sup inf δ(x, y), sup inf δ(x, y) . (42)
x∈A y∈B y∈B x∈A
We have to justify that dt , t > 0, is a distance function defined on the set consisting of
the isometry classes in Md,k,D , and then call it VSD. The following lemmas are needed
for the justification.
Lemma 4.4. Let (M, g) be a smooth d-dim closed Riemannian manifold and {Xn }n∈N be
an orthonormal basis of L2 (T M ) constituted of the eigen-vector fields of the connection
Laplacian. Then
Proof. Fix f ∈ L2 (M ). If M Xn , Xm (x)f (x)dx = M f Xn , Xm (x)dx = 0 for all
n = m, we show that f is constant. Since {Xn }n∈N is an orthonormal basis of L2 (T M ),
we can rewrite f Xn = k∈N αn,k Xk , and hence we have
0= f Xn , Xm dx = αn,k Xk , Xm dx = αn,m (45)
M k∈N M
Lemma 4.5. Let (M, g) be a smooth d-dim closed Riemannian manifold and {Xn }n∈N is
an orthonormal basis of L2 (T M ) constituted of the eigen-vector fields of the connection
Laplacian. For any x0 ∈ M , there exist d pairs of {(ni , mi )}di=1 , where ni , mi ∈ N, so
that the gradient vectors ∇Xni , Xmi (x0 ) span Tx0 M .
∞
v= vi ∇φi (x0 ) (46)
i=K
∞
∞
v= vi wi,n,m ∇Xn , Xm (x0 )
i=K n,m=1
∞
∞
= vi wi,n,m ∇Xn , Xm (x0 ), (47)
n,m=1 i=K
Theorem 4.6. For any fixed t > 0, dt is a distance between isometry classes of Riemannian
manifolds in Md,k,D . In particular, two Riemannian manifolds (M, g), (M , g ) ∈ Md,k,D
satisfy dt (M, M ) = 0 if and only if (M, g) and (M , g ) are isometric.
is trivial to see that dt (M, M ) = 0. Now we consider the opposite direction. Fix t > 0.
If dt (M, M ) = 0, we claim that M is isometric to M . By the definition of dt , we know
inf HD(Vta (M ), Vta (M )) = 0 (48)
a∈B(M,g)
and it follows that HD(Vta0 (M ), Vta (M )) = 0.
Let a0 = {Xn }n∈N and a = {Xn }n∈N . From the definition of Hausdorff distance and
the compactness of Vta0 (M ) and Vta (M ), we have
(4π)d/2 d+1
dg (x, x̄) = 1/2
t 2 dVDM,t (x, x̄)(1 + O(t))
d Vol(M )
(4π)d/2
t 2 dVDM,t (yt , ȳt )(1 + O(t)) = dg (yt , ȳt )(1 + O(t)), (52)
d+1
=
d1/2 Vol(M )
which implies the continuity of ft . Similarly we get the continuity of ht . Then, we show
that ft and ht are C ∞ diffeomorphism. Define a map F : M × M → Rd by
2
A set {
Xn (x), Xm (x)}∞
n,m=1 separates points provided that for x = y there exists f ∈ {
Xn (x),
Xm (x)}∞
n,m=1 such that f (x) = f (y).
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1069
where
Note that F (ht (y ), y ) = 0. Let y0 = ft (x0 ). From Lemma 4.5, it follows that the partial
differentiation of F with related to the first variable at (x0 , y0 ) is an isomorphism and
hence ht is locally smooth at y0 by the implicit function theorem. It follows that ht is
smooth. The same proof shows that ft is smooth, too.
Next, we show that Vol(M ) = Vol(M ). Denote the induced volume form (ft )∗ dVM
by at dVM , where at is smooth. Integrating the relation (51), we obtain for n = m,
n, m ∈ N:
0 = Vol(M )e−(λn +λm )t/2 Xn (x), Xm (x)dVM (x)
M
= Vol(M )e−(λn +λm )t/2 Xn (ft (x)), Xm
(ft (x))dVM (x)
M
= Vol(M )e−(λn +λm )t/2 Xn (y), Xm
(y)at (y)dVM (y), (55)
M
and when n = m,
Xn (y), Xn (y)at (y)dVM (y) = 1. (58)
M
1070 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
We claim that from (57) and (58), at = 1. Indeed, since at is smooth and {Xk }∞ k=1
form an orthonormal basis of L2 (T M ), by Lemma 4.4 and (57) we conclude that at (y)
is constant from (57). From (58), we know at (y) = 1. Hence,
Vol(M ) = dVM (x) = (ft )∗ dVM (y) = Vol(M ). (59)
M M
Plug Vol(M ) = Vol(M ) into (51). Integrating (51) gives e−(λn +λm )t/2 = e−(λn +λm )t/2 ,
which implies e−λn t = e−λn t for all n ≥ 1 and hence λn = λn for all n ≥ 1.
So far, (51) becomes: for all n, m = 1, 2, . . . , λn = λn and
⎧
⎪
⎪ Z(p) = 0, ∇Z(p) = 0,
⎪
⎪
⎪
⎨ ∇2
E1 ,E1 Z(p) = 0,
(61)
⎪
⎪ ∇2E1 ,E1 Z(p) + ∇2E2 ,E2 Z(p) = 0,
⎪
⎪
⎪
⎩ ∇2
El ,El Z(p) = 0 for all l = 3, . . . , d .
∞
Since Z ∈ C ∞ (T M ), we have Z = n=1 αn Xn . Also, by the construction, we have
ΔTM Z(p) = 0. To show the existence of this vector field, we could consider, for example,
Z = (x21 −x22 )(∂/∂x1 ) +(x21 −x22 )(∂/∂x2 ), where {xi }di=1 is the normal coordinate around
p so that (∂/∂xi )(p) = Ei (p) for i = 1, . . . , d. Note that we have xi (p) = 0, locally near p
we have ∂/∂xj (x) = Ej (x) − 16 i xk xl Rkilj (p)Ei (x) +. . . , where Rkilj is the Riemannian
curvature, and ∇Ei (∂/∂xj )(p) = 0.
Denote the Levi-Civita connection of M as ∇ and the associated connection Lapla-
∞
cian as Δ . Construct Z ∈ C ∞ (T M ) by Z =
n=1 αn Xn , where {Xn } is the
TM
TM
eigen-vector fields of Δ . We claim that
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1071
⎧
⎪
⎪ Z (ft (p)) = 0, ∇ Z (ft (p)) = 0,
⎪
⎪
⎪
⎨ ∇ 2 Z (ft (p)) = 0,
E1 ,E1
(62)
⎪
⎪ ∇ E1 ,E1 Z (ft (p)) + ∇ E2 ,E2 Z (ft (p)) = 0,
2 2
⎪
⎪
⎪
⎩ ∇ 2 Z (f (p)) = 0 for all l = 3, . . . , d .
El ,El t
∞
Z (ft (p)), Z (ft (p)) = αk αl Xk (ft (p)), Xl (ft (p))
k,l=1
∞
= αk αl Xk (p), Xl (p) = Z(p), Z(p) = 0 (63)
k,l=1
and
∞
Δ Z (ft (p)), Δ Z (ft (p)) = αk λk αl λl Xk (ft (p)), Xl (ft (p))
TM TM
k,l=1
∞
= αk λk αl λl Xk (p), Xl (p) = ΔTM Z(p), ΔTM Z(p) = 0, (64)
k,l=1
which implies Z (ft (p)) = 0 and Δ Z (ft (p)) = 0. Take v ∈ Tp M and a curve γ :
TM
d2 d
|t=0 Z, Z(γ(t)) = 2 |t=0 ∇V Z, Z(γ(t))
dt2 dt
= 2 ∇V ∇V Z, Z(p) + ∇V Z, ∇V Z(p) = 2∇V Z, ∇V Z(p), (65)
where the last equality holds since Z(p) = 0. On the other hand, by (60) we have
d2
|t=0 Z, Z(γ(t))
dt2
d2
= 2 |t=0 Z , Z (ft ◦ γ(t))
dt
d
= 2 |t=0 ∇ft ∗ V Z , Z (ft ◦ γ(t))
dt
= 2 ∇ft ∗ V ∇ft ∗ V Z , Z (ft (p)) + ∇ft ∗ V Z , ∇ft ∗ V Z (ft (p))
= 2∇ft ∗ V Z , ∇ft ∗ V Z (ft (p)),
where the last equality comes from the fact that Z (ft (p)) = 0. Thus, we have
which implies ∇ft ∗ v Z (ft (p)) = 0. Since ft is diffeomorphic and v is arbitrary, we con-
clude that ∇ Z (ft (p)) = 0.
Next choose the same curve γ and take the fourth order derivative:
d4
|t=0 Z, Z(γ(t))
dt4
= 2∇V ∇V ∇V ∇V Z, Z(p)
+ 8∇V ∇V ∇V Z, ∇V Z(p)
+ 6∇V ∇V Z, ∇V ∇V Z(p)
= 6∇V ∇V Z, ∇V ∇V Z(p)
where the second and the fourth equalities come from the fact that Z(p) = 0 and
∇Z(p) = 0. Similarly, by the fact that Z (ft (p)) = 0 and ∇ Z (ft (p)) = 0 we have
d4
|t=0 Z, Z(γ(t))
dt4
d4
= 4 |t=0 Z , Z (ft ◦ γ(t))
dt
= 2∇ ft ∗ V ∇ ft ∗ V ∇ ft ∗ V ∇ ft ∗ V Z , Z (ft (p))
∇2Ei ,Ei Z, ∇2Ei ,Ei Z(p) = ∇ ft ∗ Ei ,ft ∗ Ei Z , ∇ ft ∗ Ei ,ft ∗ Ei Z (ft (p)).
2 2
(67)
∞
Y = γn Xn . (69)
n=1
d2
|t=0 Z, Y (γ(t))
dt2
= ∇Ei ∇Ei Z, Y (p) + 2∇Ei Z, ∇Ei Y (p) + Z, ∇Ei ∇Ei Y (p)
= ∇2Ei ,Ei Z + ∇∇Ei Ei Z, Y (p)
= ∇2Ei ,Ei Z, Y (p) (70)
since Z(p) = 0 and ∇Z(p) = 0. On the other hand, by the same arguments as those for
(70), the construction of Z and Ei , we have
d2
|t=0 Z, Y (γ(t))
dt2
d2
= 2 |t=0 Z , Y (f ◦ γ(t))
dt
= ∇ ft ∗ Ei ,ft ∗ Ei Z , Y (ft (p))
2
= a1 (p)2 ∇ E1 ,E1 Z , Y (ft (p)) + a2 (p)2 ∇ E2 ,E2 Z , Y (ft (p))
2 2
(73)
a1 (p)2 ∇ E1 ,E1 Z (ft (p)) + a2 (p)2 ∇ E2 ,E2 Z (ft (p)) = 0.
2 2
(74)
d2
|t=0 W, Y (γ(t)) = ∇2Ei ,Ei W, Y (p) (77)
dt2
and
d2 d2
|t=0 W, Y (γ(t)) = |t=0 W , Y (f ◦ γ(t))
dt2 dt2
= ∇ ft ∗ Ei ,ft ∗ Ei W , Y (ft (p)) = a(p)2 ∇ Ei ,Ei W , Y (ft (p)).
2 2
(78)
Thus we have
d
a(p)2 Δ W , Y = a(p)2 ∇ Ei ,Ei W , Y
TM 2
i=1
d
= ∇2Ei ,Ei W, Y = ΔTM W, Y . (79)
i=1
On the other hand, the following equality holds due to the definition of W and Y :
∞ ∞
∞
Δ W , Y = βl λl Xl , γk Xk = βl λl γk Xl , Xk
TM
which gives us a(p) = 1 and hence ft is an isometry. We have thus finished the proof. 2
5. Precompactness of Md,k,D
By Theorem 4.6, we have a distance, referred to as the VSD, in the space of the
isometry classes in Md,k,D . We finally can state the pre-compactness theorem. We need
Lemma 1.1 to finish the proof.
Theorem 5.1. For any t > 0, the space of the isometry classes in Md,k,D is dt -precompact.
H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079 1075
Proof. Denote h1 to be the Hilbert space consisting of infinite sequences {xi }i=1,2,... so
∞
that
{xi }i=1,2,...
h1 := i=1 (1 + i2/d )|xi |2 < ∞. Consider a one-to-one map N × N → N
which maps (i, j) to (i+j−1)(i+j−2)
2 + j. Thus we could view the double indexed sequence
−(λi +λj )t 2 ∞
{e Xi (x), Xj (x) }i,j=1 as an infinite sequence. Fix t > 0. For any M ∈ Md,k,D ,
a ∈ B(M, g) and x ∈ M , we have
(i + j − 1)(i + j − 2) 2/d
Vta (x)
2h1 = Vol(M )2 1+ +j
2
i,j≥1
Vol(M )2
≤ (A(d, k, D)2 + c(d)(λi + λj )2 )e−(λi +λj )t Xi (x), Xj (x)2
A(d, k, D)2
i,j≥1
c(d)E(d, k, D)
≤ E(d, k, D)F (0, d)t−d + F (2, d)t−2−d ,
A(d, k, D)2
where c(d) is a universal constant depending on d, the first inequality holds by a simple
bound (i+j−1)(i+j−2)
2 + j ≤ (i + j)2 , the second inequality follows from Lemma 4.2(a)
and the third inequality follows from Lemma 4.2(c). Since c(d), A(d, k, D), E(d, k, D),
F (0, d) and F (2, d) are universal constants, we know that the set
Note that E is precompact with related to the distance HD since a subset of a compact
set is precompact. Given M ∈ Md,k,D , define a subset Vt (M ) of E consisting of Vta (M )
for all a ∈ B(M, g), that is,
Here we view Vta (M ) as a point in the set E. By Lemma 4.3, Vt (M ) is a closed subset
of E with related to the Hausdorff distance HD. Indeed, by the closeness of B(M, g) and
Lemma 4.3 we have
1076 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
(N )
HD(Vta (M ), Vtb (M )) ≤ 2Vol(M )2 dB(M,g) (a, b) sup |KT M (t, x, x)|, (84)
x∈M
which implies the closeness of Vt (M ). Then, consider F(E) the set of non-empty closed
subsets of E, equipped with the Hausdorff distance hHD associated with the distance HD.
By Lemma 1.1 again, we conclude that F(E) is precompact with related to the distance
hHD . Finally, the set {Vt (M )}M ∈Md,k,D , which is a subset of F(E), is precompact with
related to the Hausdorff distance hHD .
Notice that by the definition of the Hausdorff distance in (42) and Theorem 4.6, (43)
is nothing but the Hausdorff distance hHD , that is,
6. Manifold learning
Over the last couple of decades, explosive technological advances lead to exponential
growth of massive datasets in almost all fields. In addition to the big size, the data is often
high dimensional and difficult to quantify its hidden structure. In order to deal with this
kind of data, several new techniques and algorithms were proposed in the applied math-
ematics and statistics literature. The geometric object, in particular the differentiable
manifold, is commonly considered as a candidate model to capture or approximate the
nonlinear structure inside the massive dataset, and several techniques based on spectral
graph theory [9] are extensively studied in order to capture this structure [3,10]. Here
we summarize the algorithm and the relevant theory.
Suppose we have a dataset X = {xi }ni=1 independently and uniformly sampled from
a random variable. The first challenge to data scientists is finding a suitable metric
to quantify the relationship among data points. Consider the special case that X is
located on a d-dim closed and smooth manifold M embedded in Rp . Clearly we may
use the canonical distance of Rp to study the relationship. Once we have the pairwise
relationship among data points, we are able to build up an affinity graph and study the
dataset by studying its associated graph Laplacian. Precisely, set the vertices V = X , the
edges E = {(xi , xj )} and the affinity function w : E → R+ by w(xi , xj ) := e−
xi −xj
Rp / ,
2
where > 0 is chosen by the user. Here w could be defined with other suitable kernels,
but we present the algorithm with the Gaussian kernel for the simplicity. Second, build
up a n × n matrix W and a n × n diagonal matrix D by
n
Wij = w(xi , xj ), Dii = Wij , (86)
j=1
Pxi ,xj is the parallel transport from xj to xi , and bi : Rd → Txi M can be viewed as a
chosen basis of the tangent plane Txi M . In this case, we can establish the GCL in the
following way. Recall that GCL stands for graph connection Laplacian. First, build up
a n × n block matrix S and a n × n block diagonal matrix D with d × d blocks:
n
Sij = w(xi , xj )g(xi , xj ) ∈ Rd×d , Dii = w(xi , xj )Id ∈ Rd×d , (88)
j=1
and hence the GCL by C = Ind −D−1 S. By the construction of g, we know S is symmetric.
As is shown in [24], under this setup, as n → ∞ and → 0 depending on n, C converges
to the connection Laplacian in the spectral sense in probability. Furthermore, in [23,
Theorem B1 and Theorem B2], it has been shown that via the techniques including
local principal component analysis and rotational alignment, we are able to estimate
the parallel transport between two close points directly from the point clouds. In other
words, even if the parallel transport information among two close points is missing, we
are able to extract it directly from the point clouds. We refer the reader to [10,23,24,13,
14] for more mathematical details as well as their practical algorithms. Note that all the
above discussions are limited to one manifold.
Now one consider a different scenario – what happens if the dataset X is more abstract
than a subset of vectors? Take a set of 2-dim shapes embedded in R3 for example. In
this setup, there has been several metrics proposed in the literature to compare two
different shapes, for example [8,26,20] and the abundant literature summarized there.
In general, the idea is that we view a shape as a manifold and the discretization of the
shape as a set of point cloud sampled from the shape, and study its graph Laplacian or
GCL. As is proved in [6] and this paper, if all the shapes in X are of fixed dimension,
bounded diameter and Ricci curvature, that is, X ⊂ Md,k,D , then the SD and VSD
among these shapes are indeed metrics distinguishing isometric classes inside X . We can
then take these metrics to define the affinity function w in the affinity graph with V = X
and E = {(xi , xj )}, and study the dataset by the graph Laplacian or other relevant
techniques.
One immediate question we might ask when we take a new metric into account in
the analysis – what is the property of X under the SD or VSD? The pre-compactness
theorem proved in [6] and this paper provide a partial answer. Indeed, we know that
even these shapes might have quite diverse geometric and topological profiles, under
1078 H.-T. Wu / Advances in Mathematics 304 (2017) 1055–1079
the SD or VSD the relationship among these manifolds is fairly restricted. Furthermore,
since Md,k,D is pre-compact under these metrics, we have control over several graph
quantities. For example, if the constructed affinity graph is connected, we know the
graph diameter is finite, and hence the first non-trivial eigenvalue is also non-trivial [9,
Lemma 1.9]. A further study about the pre-compactness property and its application to
the data analysis will be reported in the future work. Also, the main difference between
the VSD and SD deserves a further study. In particular, since the connection Laplacian is
intimately related to the Hodge Laplacian, the topological properties might be reflected
in the VSD.
Acknowledgments
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