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Physicists infinitesimals versus mathematicians


differentials
J. Tolksdorf
Max-Planck Institute of Mathematics in the Sciences
Leipzig
November 21, 2013

In the sequel, let (a, b) R be an open interval and


f : R
x

y = f (x)

(1)

be a differentiable function.
Using Leibnizs notation
dy
f 0 (x)
dx

(2)

for the derivative of f at x , it is common in physics to interpret the left-hand side of


the above identity as the quotient of infinitesimals. Further, by formal multiplication
of both sides with dx, one gets
dy = f 0 (x)dx .

(3)

Usually physicists interpret this by saying that the physical quantity y only changes
infinitesimally with the infinitesimal change of the physical quantity x. The following remarks are intended to somewhat clarify this use of terminology.
To have a specific physical example in mind we consider the physical analogue of the
above Leibniz form dy/dx of the derivative f 0 (x) of a function y = f (x) with respect
to the notion of an electromagnetic current.
The notion of an (instantaneous) electromagnetic current I is defined by physicists as the quotient of an infinitesimal amount of charge dq moving during an infinitesimal time lapse dt. This is usually expressed as
dq
=I.
dt

(4)

Like any physical quantity, the electric charge q is a quantity which carries a physical
unit (in SI-units this is the Coulomb). This unit is defined by a procedure that fixes
a typical scale. Let the latter be denoted by Q, i. e. q/Q R.
Also, the notion of time t can be made precise only with respect to a fixed time
scale T , say. The corresponding SI-unit is called the second.
Both units allow to introduce dimensionless quantities:
x := t/T , y := q/Q R .

(5)

From this one may also introduce the dimensionless quantity A := I/Io R, where
Io := Q/T > 0 is the standard of current (SI-unit is the Ampere).
With respect to these dimensionless quantities, the above expression (4) of an electromagnetic current then mathematically expresses the assumption that there is a
differentiable function f , such that
I = f 0 (x)Io .

(6)

Let, respectively
pr1 : R2 R
(x, y)

(7)

and
pr2 : R2 R
(x, y)

(8)

be the linear projections onto the first and second variable. The corresponding differentials are usually denoted by dx and dy, i.e.
dx Dpr1 (x, y) (R2 ) ,
dy Dpr2 (x, y) (R2 ) .

(9)

They build the dual of the standard basis on R2 .


Also, let
: R2
x

(x, f (x))

(10)

be the curve that is defined by the graph of the function f , i.e.


() = {(x, y) R2 | x , y = f (x)} R2 .

(11)

For every fixed x , the differential of is given by the linear mapping:


D(x) : R R2
h

(h, f 0 (x)h) .

(12)

Let us call in mind that the differentiability of the function f actually means the
existence of a mapping:
A : End(R) ' R ,

(13)

such that for all h R with x + h :


f (x + h) = f (x) + A(x + h)h ,

(14)

whereby A is continuous at x . In this case, one defines the differential of f at


x as
Df (x) := lim A(x + h) .

(15)

h0

Note that (15) means that for all 0 < |h| < 
A(x + h)h = Df (x)h + o(h) ,

(16)

Also note that Df (x) = f 0 (x)dx End(R), where dx is the differential of the
identity on R (i. e. the dual of 1 R). In particular, Df (x)1 = f 0 (x) R is but the
ordinary derivative of f at x . Whence, f is differentiable in x if and only if
f (x + h) = f (x) + f 0 (x)h + o(h)

(h 0) .

(17)

Every physical system, which evolves in time, has a characteristic time scale , say.
Let
h := /T << 1 .

(18)

We put
dt := T dx(D(x)h) = ,
dq := Q dy(D(x)h) = I .

(19)

Thus, the quotient of the two finite quantities of charge dq = I = Idt and time
lapse dt = equals the current I:
dq
=I.
dt

(20)

Further, the relative quantities:


dt

=
T
T
dq
I
=
Q
Q

= h,
=

I
h
Io

(21)
(22)

may be regarded as being infinitesimal with respect to the considered time-scale, for
h << 1 << T .
Since,
dq
Q
dt
T

I
,
I0

(23)

the right-hand side is independent of h and thus not necessarily a small quantity.
Since the finite dt = is supposed to be much smaller than the time unit T , the
small but finite amount of electric charge dq = I is regarded as being infinitesimal
(more precisely, dq/T = Ih).
Finally,
dq
= f 0 (x)h = Df (x)h ,
Q

(24)

which clarifies the interpretation of the infinitesimal charge dq as a differential.


Note that formally: dq/Q = d(q/Q) = dy and dt/T = d(t/T ) = dx. Hence,
dy = f 0 (x)dx and we are back to Leibnizs notation: dy/dx = f 0 (x), for the equation
(23). However, one should not confound these infinitesimals dx = dt/T = /T and
dy = dq/Q with the differentials of the coordinate projections.
According to this interpretation, physicists simply write for q = q(t):
q(t + dt) = q + Idt ,

(25)

instead of (14) where on the right-hand side an o(dt)00 is usually omitted.


Note that o(dt)00 does not make sense, anyway. This is because
o(h) = h(h) ,

lim (h) = 0 .

h0

(26)

Whence, o(dt)00 expresses something of order dt2 , at least. However, for dimensional
reasons, this cannot be added to a term that is linear in dt. Again, dt = is a finite
quantity carrying a physical dimension. Of course, what physicists have in mind is
dt/T = /T = h << 1.

With respect to the identification f (x) q(xT )/Q, it follows that


q(t + dt) = q + Idt + o(dt/T )

(27)

is indeed equivalent to (14):


q

t+dt
T
T

q ((x + h)T )
Q
I dt
q
+
T + o(dt/T )
=
Q QT
I
= y + h + o(h)
Io
=

f (x) + f 0 (x)h + o(h)


= f (x + h) .

(28)

Furthermore, for 4q q(t + dt) q, one obtains


4q
= O(h)
Q

(h 0) .

(29)

In physicists terms:
4q hQ << Q .

(30)

Thus, the finite difference 4q itself is considered as being infinitesimal (when seen
on the scale fixed by Q). This is what is formally expressed by (25) because 4q = dq,
neglecting higher order terms in the finite but small time duration dt = hT << T .

Upshot: In the physics context, Leibnizs notation


dy
f 0 (x) = Df (x)1
dx

(31)

has indeed the meaning of the quotient of two finite quantities, which are small (infinitesimal) with respect to some characteristic scales defined by the physical situation
at hand. Whence, the formal multiplication with dx, such that
dy = f 0 (x)dx = Df (x) ,

(32)

coincides with the ordinary multiplication of nonzero real numbers and the physicists
infinitesimal dy of a physical quantity y coincides with the mathematicians differential Df (x). In particular, within this physical context the d has no operational
meaning, as opposed to the differentials of the coordinate projections.

Mathematics
y = f (x)

Physics
q = f (x)Q
dq = QDf (x)h
= Io f 0 (x)dt
=
Idt

dy = Df (x)
= f 0 (x)dx

(33)

Once more, this indicates the following correspondence already mentioned:


x = t/T ,

y = q/Q ,

dx = dt/T = h ,

dy = dq/Q h ,

(34)

which apparently looks suggestive and very familiar. Yet, the correspondence is only
formal, for the physicists infinitesimal dt = << T is not the differential of the
physics symbol of time t as opposed to the mathematicians dx, which is the differential
of the identity on R (or the differential of the projection pr1 : R2 R onto the first
coordinate: dx = Dpr1 (x, y)). Similarly, the physicists infinitesimal dq >> Q is not
the differential of the physics symbol of charge q as opposed to the mathematicians
differential dy = Dpr2 (x, y).
Nonetheless, using the above (formal) correspondence, it is very tempting to write
dy
=
dx

dq
Q
dt
T

dq
dt
Q
T

I
= f 0 (x) ,
Io

(35)

to obtain what Leibniz may have had in mind with his quotient of infinitesimals.

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