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Wednesday, November 15, 2017

Category Theory and Sheaves

Category Theory and Sheaves Guest post by PhD Student Matthew Broussard.

Motivation

In this post, we plan to explore the basic language of category theory with an eye towards defining sheaves, mathematical constructs which formalize the transition between local and global data on a space. In future posts we will explore the theory and application of sheaves in more detail, but first we need to lay the groundwork for our later discussion.

There is quite a bit of background and vocabulary necessary to make sense of sheaves. We could argue that sheaves are mathematical entities with rich structure in themselves, and thus are of interest to abstract mathematicians. Still, generally if one puts in the effort to learn any mathematical concept technical enough to be called "theory," one wishes to get something from the work. It is disappointing to go to all the work to learn such a discipline only to find that it doesn't actually give you a way to approach new problems!

Sheaves give us powerful tools which make many generalizations possible. For example, homology and cohomology can both be expanded from their purely topological roots into the world of sheaves, and the more general framework allows the topological results to fall out as special cases (as one hopes from a generalization). Viewed over graphs, sheaves show the topological underpinnings of certain graph and network theoretic problems.

But what new avenues do these open? Sheaves give us better insight into the structure of spaces. For instance, Joel Friedman [2] showed that morphisms from graphs Gi to a graph G can be viewed as sheaves S(Gi) over G, and that morphisms between Gi and Gj induce morphisms between their respective sheaves. However, there are sheaf morphisms between these induced sheaves which are not the result of graph morphisms. These extra morphisms capture aspects of the structure of G which have not been well captured in graph theory alone. This refinement of structural detection allows sheaf theory to address questions about graphs which have been intractable to normal graph theoretic approaches.

Category Theory

When one studies various structures in mathematics, one often encounters similar patterns in different constructs. For instance, cycles in topological spaces behave in some ways like abelian groups. As another example, there are some properties of a structure drawn from the base set on which the structure is imposed. Category theory is a language which makes such correspondences more rigorous, as well as the tools to turn these correspondences into a mathematical structure of their own.

We will explore an introduction to category theory with a focus in topology, both due to the personal interest of the author and because topology is the historical origin of categories. We will focus particularly on the categories of presheaves and sheaves. These categories are of particular interest to topological data processing and analysis, as we will explore more deeply in a future post.

Categories

First, though, we must understand the language of category theory. What exactly is a category? (We mostly follow the construction found in Elements of Algebraic Topology by Munkres, though with fewer, but more detailed examples).

We define a category to consist of three things:

  1. A class of objects
  2. For each ordered pair of objects (X,Y), a set hom(X,Y) of morphisms
  3. A composition function on the morphisms such that (f,g)=gf:hom(X,Y)×hom(Y,Z)hom(X,Z) for all objects X,Y,Z where gf is associative and has identities — that is
    • If fhom(W,X),hhom(X,Y), and ghom(Y,Z), then h(gf)=(hg)f
    • There exists 1Xhom(X,X) such that 1Xf=f and g1X=g

There are several categories which we use in the study of algebraic topology. Most ubiquitous are the category of topological spaces with continuous maps and standard composition and the category of abelian groups under homomorphism (with standard composition, which we will take as implied henceforth unless a particular composition rule is stated). The category of chain complexes and chain maps is also a fairly common sight, though there are others — later, for instance, we will discuss the category of topological spaces with restriction maps as morphisms, as well as the category of finite semimodules with quotient maps.

Usually the objects in a category are the things we study in a particular branch of mathematics (topological spaces, groups, rings, manifolds, etc.) and the morphisms are maps between members of our chosen object which are sufficient to preserve some aspect or aspects of our object (for instance, if we only wish to discuss topological invariants, we could consider the category of topological spaces under homeomorphism. If we cared about properties preserved by continuous maps, we would instead equip our category with morphisms of continuous maps).

Thus far, category theory hasn't given us anything new. It has only provided a slightly different way to talk about maps between structural elements. The theory's utility arises from functors, a type of map between categories.

Functors

A functor is a function G:CD where C and D are categories such that

  1. for each object X of C,G(C) is an object of D;
  2. for each morphism F:XY of C,G(f):G(X)G(Y) is a morphism of D;
  3. G(1X)=1G(X) for all X; and
  4. G(gf)=G(g)G(f) for all g,f.
(It is of interest to note that the categories with functor morphisms is an admissible category, though we will not use this fact.)

There are several basic functors, with the identity functor and the forgetful functor perhaps foremost among them. The identity functor maps from a category to itself and, as with most identity maps, takes objects and morphisms back to themselves. The forgetful functor, a map that takes a structured space to its underlying set and its morphisms to their underlying set maps.

However, there are also some functors which we use regularly in algebraic topology without realizing their functorial nature. Perhaps the most common one we use is homology. Hn:TopAb is a functor from the category of topological spaces to the category of abelian groups by assigning to each topological space (that is, the objects of Top) its nth homology group (an object of the category of abelian groups). Then given a continuous map f, the following diagram commutes:

\begin{CD}               H_n(X) @>{\rm Pushforward}>> H_n(Y)\\ @AAA @AAA\\ X@>>{f}> Y \end{CD}

The morphism f between Hn(X) and Hn(Y) is known as the pushforward. Its construction is discussed in detail in [4], but the relevant results for our purposes are that (i) the identity map induces the identity homomorphism, and (ii) for f:KL and g:LM, we have (gf)=gf.

Clearly the first requirement holds: every space has an nth homology group. Likewise, we noted that each map induces a homomorphism, so if we say Hn takes f to f the second requirement is filled. The third and fourth requirements follow from the results we noted about induced homomorphisms.

Whether explicitly or implicitly stated, the functoriality of the homology construction is an integral part of the proof that homology is a topological invariant.

Likewise, there is a functor from the category of simplicial complexes and simplicial maps to that of chain complexes and chain maps which assigns KC(K) and ff#. Again, every simplicial complex has a chain complex associated with it, and every simplicial map f induces a chain map f#, so the first two conditions are upheld. The latter two arise from the verification that the identity simplicial map ι induces the identity chain map and that (gf)#=g#f#, both of which follow from the definition of f#.

Other functors appear in topological studies. Homotopy relies on the fundamental group, for instance, which also exhibits functorial properties. While the fact that these are functors is an important and useful point, these results are generally used independently of category theory. Our interest, however, will lie with a form of functor that is rarely discussed outside of the context of category theory: sheaves.

What is a Sheaf?

N.B.: The information we present here on sheaf theory is largely drawn from [1], with some clarifications from [4].

A sheaf is a means to keep track of data over a space. Data sources are required to agree on comparable data when they overlap in space, and local data is required to be sufficient to recover global data.

Formally, a presheaf is a functor F:Openop(X)Alg from the category of open sets on the topological space X with restriction morphisms to an algebraic category. A sheaf is a presheaf with additional structure:

  1. Given an open cover {Ui} of an open set U, if s,tF(U) with s|Ui=t|Ui for each i, then s=t.
  2. Given an open cover {Ui} of an open set U, with an siF(Ui) for each i such that si|UiUj=sj|UiUj for all i,j, then there is an element sF(U) such that s|Ui=si for all i.

The first condition (called the locality condition) requires that two pieces of global data that look the same locally are in fact the same globally. The second (called the gluing condition) requires that data which agrees can be glued together into a global structure. We think of s and t (called sections) as particular choices of data with the assigned algebraic structures as all possible data.
(Note that locality demands that F()=0, since iUi is an open cover of , and any two distinct sections agree on all elements of the cover yet are not equal. This requirement will generally be implied.)

Example 1

Let's look at a specific example of a sheaf built on a space X composed of two disjoint open sets A and B.

We want to build a sheaf that works as much like a constant function as we can. Let's define a functor F:Top(X)Grp from the category of open sets of X with restriction maps to the category of groups with group homomorphisms by F(U)=G for each non-empty open set U for a fixed group G and F(g)=ι for all restriction maps except those to , which all map to 0. Is this a sheaf?

That this is a presheaf (that is, that F is a functor) is easy to show. For locality, suppose there is an open set U with open cover {Ui}. Given two sections s,tG with st, since restriction maps induce the identity homomorphism s=s|Ui and t=t|Ui. Thus s|Uit|Ui for some i (indeed for all i), so by the contrapositive if s,tF(U) with s|Ui=t|Ui for each i, then s=t, so locality holds.

Finally, the gluing condition. Take G={0,1} and the open cover A,B. Choose the local sections s1=F(A)=0 and s2=F(B)=1. Since they don't intersect, s1|AB=0=s2|AB, yet there is no value in sF(X)=G with sA=s1 and sB=s2, so there is no global section which works.

The closest we can get to what we would think of intuitively as a constant sheaf on this space is to assign F(U)=G×G if U intersects both A and B, F(U)=G× if U only intersects A, and F(U)=×G if U only intersects B, rendering the following diagram:

\begin{CD}              G @<{\pi_1}<< G\times G @>{\pi_2}>> G\\ @AA{F}A @AA{F}A @AA{F}A\\ V_2@<<{\rm Containment}< V_1 @>>{\rm Containment}>V_3 \end{CD}

Here, V1 is the set of open subsets of X which intersect A and B, V2 those that intersect only A, and V3 those that intersect only B. Containments within one of these classes induces the identity map, and all containments of the null set induce the zero map, though we don't include these details in the diagram.

Note that again this is a presheaf and locality holds, but now the gluing condition is fulfilled, and hence it is a sheaf. We call this the constant sheaf on this space.
(See [1] section 3.1 for more information on when constant sheaves are possible and when locally constant sheaves are required)


Example 2

In the previous example, we explored how locally consistent data can fail to produce a global section, where the data that we allow for the entire space is too restrictive to capture the variety of local data. Now we will explore the opposite problem: what happens when the global data isn't restrictive enough?

Consider the discrete two point space {a,b} where we assign R3 to {a,b} and R to both {a} and {b}, with the restriction map from {a,b} to {a} given by the projection π1 onto its first coordinate and the restriction from {a,b} to {b} given by the projection π2 onto its second coordinate, as shown in the diagram below.

\begin{CD}              \mathbb{R} @<{\pi_1}<< \mathbb{R}^3 @>{\pi_2}>> \mathbb{R}\\ @AA{F}A @AA{F}A @AA{F}A\\ \{a\}@<<{\rm Containment}< \{a,b\} @>>{\rm Containment}>\{b\} \end{CD}

Clearly any compatible local sections one chooses can be glued together as a global section. Indeed, given s1 the local section over {a} and s2 over {b}, choosing any (s1,s2,s3) will be a global section consistent with both local sections. However, that very ease of choice makes this construction fail to be a sheaf. Two different global sections (any two distinct s3 and s3 will do) agree on all local sections of the space, a violation on the condition of locality. In order to create a sheaf from this structure, we must either reduce the vector space attached to {a,b} from R3 to R2 or we must introduce a third point in the space onto which we project the third coordinate from the full space, as illustrated below.



(See [1] section 2.1 for the development of where the original scenario might arise)

Conclusion

Thus far we have discussed the basic terms required to understand sheaf theory. However, the intuition behind the construction still isn't clear. We claimed at the beginning that sheaves were a method of, among other things, keeping track of data. One might ask how the construction we've created corresponds with data in the normal sense.

In the next post, we will show how we might understand the way sheaves track data in the context of pictures. Though sheaves are not usually applied in the case of image reconstruction (since it is easy enough to keep track of the involved information without going to the trouble of constructing a sheaf!), it will still give us an intuitive idea of what, exactly, a sheaf does, and what restriction morphisms, the gluing condition, and locality actually mean in a more concrete sense.

Works Cited

[1] Curry, Justin M., "Sheaves, Cosheaves and Applications," University of Pennsylvania, 2014. arXiv
[2] Friedman, Joel, "Sheaves on Graphs, Their Homological Invariants, and a Proof of the Hanna Neumann Conjecture" University of British Columbia, 2011. arXiv
[3] Munkres, James R. "Elements of Algebraic Topology," Perseus Publishing, 1984
[4] R. Ghrist, Elementary Applied Topology, ed. 1.0, Createspace, 2014

Tuesday, October 31, 2017

De Rham Cohomology

Guest post by Phd student  Enrique Alvarado


In the following, we will take a look at the motivation for considering closed and exact forms on manifolds. This will lead us to look for the closed forms which are not exact -- which to put crudely, is what de Rham cohomology studies.

Let's first take an intuitive look at what differential forms are.

1.

Definition. A differential k-form on R3 is a differentiable mapping, φ:R3Λk, that takes a point in 3-space to a k-covector.

So, what are k-covectors?

Definition. A k-covector is a funciton, λ:ΛkR, that takes objects called k-vectors to real numbers.

In other words, Λk is the dual space of Λk.

Now, to understand the vector space of k-vectors, denoted Λk, let's take a little trip into Intuitionland by considering the cases for k=0,1,2,  and 3.

A 0-vector in R3 can be thought to be a real number, a 1-vector in R3 can be thought to be a vector in R3, and a 2-vector in R3 can be pictured as the wedge of two linearly independent vectors, as shown below.



Similarly, a 3-vector in R3 can be pictured as a wedge of three linearly independent vectors as shown below.


Now, although there is no geometric difference between k-vectors and k-covectors, there is an algebraic one. This reason can be intuitively explained by considering the difference between a 1-vector and a 1-covector. Notice that we are just saying that we are considering the difference between a vector, and a covector in 3-space.

If we think of 1-vectors as column vectors, (x1y1z1), we can then think about 1-covectors as row vectors (x2,y2,z2) since we can then operate on the column vectors to get a real number as follows.

(x2,y2,z2)(x1y1z1)=x1x2+y1y3+z1z3.

So what a differential k-form φ does is that to every point p in R3, we have an associated k-covector. The figure below is a mapping pφΛ3.



Another way of defining a differential k-form on R3, is by saying that it is a k-covector field on R3. We will denote the space of all k-forms on a manifold M as Ck(M).

As we have seen, 0-forms can be identified to be scalar functions. In R3, 1-forms can be identified with vector fields, 2-forms can also be identified with vector fields via the right-hand rule, and 3-forms can be identified with scalar functions via a similar rule. There is a generalization of the gradient operator that is applied to forms.

d:Ck(M)Ck+1(M)

Keeping in mind the ways we can identify 0-forms, 1-forms, and 2-forms, ωdω is then identifiable to:

(1) The gradient operator ωω when ω is a 0-form.

(2) The curl operation ω×ω when ω is a 1-form.

(3) The divergence operation ωω when ω is a 2-form.

2.

Now, differential forms may be used to give us global information about manifolds, rather than local. For example, let's consider the manifold M:=R2B, where B is some open ball centered about the origin. If we take any point in M, we can find a sufficiently small open ball that looks identical to some open ball in R2. Therefore, all local properties of M are the same as those in R2. But the fact that the origin is missing is a global property.

Certain differential forms are interesting for the purpose of detecting these types of global properties. The interesting ones have their exterior derivative zero. Such differential forms are called closed. That is, a differential form φ is closed if dφ=0.

So why are closed forms interesting when trying to investigate global properties? 

Let ω be a closed k-form, and let's integrate it over a closed smooth k-chain C (a chain C is closed if it has no boundary) in a manifold M that is at least k-dimensional. If S is the boundary of an orientable, compact, smooth submanifold S (i.e S=C) of M, then Stokes' Theorem states

Cω=Sdω=S0=0.

Therefore, if we have a closed k-form ω on a submanifold C of M for which

Cω0,

we then know that C must not be the boundary of any oriented, compact, smooth submanifold of M! The fact that there exists such a submanifold C tells us about the global information of the manifold M.

If we want to be able to detect these global properties, we have to find reasonable forms to integrate over S. There might be forms which always integrate to 0, no matter what S is!

Such forms are called exact.

Definition A k-form, ω is exact if there exists a (k1)-form such that ω=dφ.

Note that d:CkCk+1 is an operator that takes k-forms and gives us (k+1)-forms, so the above definition makes sense.

Integrating exact forms over closed chains will always evaluate to 0. Let's prove this result for exact 1-forms and 1-chains.

Let's consider a 1-form ω and a 0-form φ for which ω=dφ, and let C be any closed 1-chain. If we pick any two points p,qC, we may then say that C=A+B where A is the curve that goes from p to q, and B is the curve that goes from q to p.

 We can now compute the following,

Cω=A+Bω=Bω+Aω=Bdφ+Adφ=pqdφ+qpdφ=0.

So yes, integrating an exact 1-from over a closed 1-chain always gives us zero, and this result holds in general as well. You may however say that the only reason that we were able to find global properties of a manifold was by applying Stokes' Theorem to closed forms. So this would only be bad if all exact forms are closed. This is in fact true!

Theorem. If ωCk is exact, then it is also closed. That is, for any differential form φ, ddφ=0.

What this means is that we cannot just integrate any closed form. We must choose closed forms which are not exact. Do there exists such closed forms? What does exactness depend on?

To investigate these questions a little further, let's take a look at a 1-form on the punctured plane, and then a 1-form on the half plane. 

Example. Let M:=R2{0}, and consider the 1-form on M

ω=xdyydxx2+y2.

Let γ:[0,2π]M be the curve defined by γ(t)=(cost,sint), whose trace is the unit circle. By substituting x=cost and y=sint everywhere in the formula for ω, we get that

γω=[0,2π]cost(cost dt)sint(sint dt)sin2t+cos2t=2π0dt=2π.

This implies that ω is not exact; because if it were, then integrating it over any closed curve would give us 0.

However, ω is exact on some smaller domains such as the right half-plane H:={(x,y)R2:x>0}. In the right half-plane, we get that ω=d(tan1(y/x)). In polar coordinates, we would get that ω=dθ.

This in fact is true in general, as the following theorem describes.

Theorem. Let M be a smooth manifold with or without boundary. Each point of M has a neighborhood on which every closed form is exact.

What this tells us is that a form being exact is not a local property. So if our objective is to investigate global properties of manifolds, we must then find out which closed forms are not exact. This is precisely what de Rham cohomology studies!

3.
The way we do this is by constructing the following equivalence relation among closed k-forms.

Two closed k-forms φ and ω are equivalent if their difference, ωφ is an exact form. That is, if

ωφ=dϕ

for some ϕCk1(M).

This will partition our space of closed k-forms into equivalence classes. So instead of talking about a specific form ω, we will consider the equivalence class

[ω]:={φCk:ωφ=dϕ for some ϕCk1}.

We can then say that [ω]=[φ] for such forms φ.

Notice that constructing this equivalence relation is exactly what we get when we define the following quotient group.

Let's first define a couple of subspaces of Ck(M) when M is a smooth manifold with or without boundary.

Zk(M):={closed kforms on M},Bk(M):={exact kforms on M}.


Because d:Ck(M)Ck+1(M) is linear, its kernel and image are linear subspaces. Together with the fact that every exact form is closed, we may define the de Rham cohomology group in degree k as the following.

Definition. (de Rham cohomology group) We define the pth de Rham group of M to be the quotient vector space

HkdR(M)=Zk(M)/Bk(M).

Notice that the diference between an exact form and the form which always returns the number 0 is an exact form. Thus, if ωCk is exact, then ω is equivalent to zero in HkdR(M).

To get our hands a little dirty, let's try to reason out what we can get for H0(M) when M is a smooth manifold. So let's begin by asking, when is a 0-form closed? Recall that 0-forms on M are just functions φ:MR which assign to every point in M a real number.

Thus, in local coordinates,

df=φx1dx1+...+φxndxn.

Hence, a 0-form φ is closed if and only if its first partial derivatives vanish. That is, if it is locally constant. The only way for a locally constant function M to not be constant on M is for M to have multiple connected components, say, M1,M2,...,Mm. The most general such functions are φi which take on the constant values ci on Mi and 0 elsewhere, for each 1im.

Now, if we are trying to find exact 0-forms, we must be able to have (1)-forms, which do not exist! Therefore we have B0(M)={0}, the trivial group.

Hence,

H0dR(M)=Z0(M)/B0(M)=Z0(M)/{0}Z0.

This implies that H0dR(M) is isomorphic (i.e., algebraically the same) to the space of locally constant functions on M. This space has dimension equal to the number of components M has; in our case, dimension m.

Then, how do we know if a closed k-form is exact if it depends on the underlying space? We do have the following wonderful theorem!

Theorem. Let S be a k-dimensional manifold, M a smooth manifold, and let ω be a differential k-form on M.  If

Sϕω=0

for every map ϕ:SM, then ω is exact.

Let's investigate what this theorem is saying by first looking at a slight variation of its statement for k=1. Let φ be a 1-form on M. If γφ=0 for all closed curves γ, then φ is exact.

If we consider some k-dimensional smooth manifold S and a smooth manifold M, what the theorem is saying is that ω is exact only if its pullback by all  maps ϕ:SM integrate to zero.

The pullback by ϕ is a k-form ϕω on S. The intuition for considering different ϕ's is that they move S around in M, and considering ϕω, let's us look at the form ω on these different images of S in M. This is very much like considering all different k-dimensional manifolds S in M, and looking at what ω integrates to over all these different manifolds.