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FUNCTIONAL DERIVATIVES


DEFINITION


In much the same way as functionals are generalizations of multivariate functions, functional derivatives are generalizations of partial derivatives. The total differential of Element of an output vector, eq. (3) in the page on functionals, is


Total differential of a multivariate function

(1)


which can be rewritten as


Total differential as a sum

(2)


where Time increment is the time increment between points of the discretized Continuous input and Continuous output. As the number of discrete-time points increases, total differentials tend to functional differentials, Functional differential of the input and Functional differential of the output, the time increment tends to the differential of time and, after introducing the notation


Functional derivative

(3)


eq. (2) becomes


Differential of a functional

(4)


where the time interval has been defined as in the page on functionals [eq. (5)]. Note that, for the sake of simplicity, the differential of time has been omitted in the notation of functional derivatives.


There exists an alternative, more useful way of defining functional derivatives. First, consider the fact that


Definition of partial derivatives

(5)


or, introducing the change of variable Lambda = Epsilon times delta t,


Partial derivative - Changed variable

(6)



The figure below shows how, as the time increment tends to zero, the variation of the k-th variable in partial derivative eq. (6) [dashed lines] becomes a Dirac's delta [arrow].


Functional derivatives as limits of impulse-variations

Hence, functional derivatives can also be defined as


Limit of an impulse-variation

(7)


which gives a convenient way of calculating the functional derivative from a partial derivative, even in the continuous limit:


Functional derivative from partial derivatives

(8)


In addition, this shows that functional derivatives quantify by how much a functional varies when its argument (the excitation) varies infinitesimally at a given time. However, this time is not fixed and, as a consequence, a new variable is introduced in the derivative that was not present in the functional itself (see examples). This variable can obviously be interpreted as a pertubation time corresponding to impulse perturbations.



DIMENSIONS


It is worth noting that the dimensions of functional derivatives are those of the functional over those of the function over those of the variable of the function. The latter is hidden in standard notation. However, analysis of eqs. (2), (3) and (4) makes it clear.


In a typical situation, the functional has the same dimensions as its argument and thus its functional derivative has dimensions of time to the minus one. This has computational implications. Consider eq. (6) for a biochemical system. If both the input and the output are fluxes, i.e. they have units of concentration over time, then Lambda must be a concentration. Therefore, in order to calculate the functional derivative of the response (a flux) with respect to the excitation (another flux), we must perturb a concentration.



EXAMPLES


Functional derivative of a function


Let


Functional = Function

(9)


From eq. (8), we have


Derivative = Delta

(10)


In other words, the functional derivative of a function is a Dirac's delta. Note that, although the original functional is a function of real time only, its derivative also depends on the perturbation time Perturbation time.



Functional derivative of a the integral of a function


Let


Functional = Integral of a function

(11)


Taking into account that the area under a delta is one,


Derivative = 1

(12)


This is analogous to the usual derivative of a first-degree polynomial.



Functional derivative of a linear superposition law


Remember that the response of any linear system is


Functional = Linear superposition

(13)


Substituting in eq. (8), changing the dummy variable under the integral to Alternate name for perturbation time, eliminating terms that do not depend on Lambda and applying the sifting property of a delta we recover the response to impulses:


Derivative = Response to impulses

(14)



Functional derivative of quadratic functionals


Let


Quadratic functional - Function evaluated at one time

(15)


Operating on eq. (8), eliminating quadratic and independent terms on Lambda and applying the sifting property yields


Derivative = Twice the response to impulses times a function

(16)



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