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I have a question about the combinatorial Laplacian $\Delta$ which is defined by $$\Delta(u,v)=c(u)1_{u=v}-c(u,v)$$ where $u, v$ are some vertices in the graph $G=(V, E)$, and $c(u,v)$ is a conductance function defined on the edge $uv$ (i.e. weighted functions).

If I define a function $F: V\to \mathbb{R}$, we can define the gradient $\nabla F(e)$ by $$\nabla F(uv):=c(u,v)(F(v)-F(u))$$. But how to understand the $\Delta F(uv)$ by the combinatorial Laplacian $\Delta$? Actually, textbook claims that $$\nabla \cdot \nabla F= -\Delta F$$

I have no idea to prove that.

The divergence $\nabla\cdot f$ is defined by $$\nabla\cdot f(v)=\sum_{e} f(e).$$ So $\nabla\cdot \nabla F(v)=\sum_{xy} c(x, y)(F(y)-F(x))$.

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    $\begingroup$ Given $F:V\to\mathbb R$, if I understand correctly, $\nabla F$ would be a function on the set of edges. How do you define $\nabla\cdot \nabla F$ then? $\endgroup$
    – kneidell
    Commented Apr 17, 2020 at 13:41
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    $\begingroup$ For the gradient the graph needs to be a digraph, whereas the Laplacian does not need oriented edges. $\endgroup$ Commented Apr 17, 2020 at 14:13
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    $\begingroup$ @kneidell The divergence is defined by $\nabla\cdot f(v)=\sum_{e} f(e).$ So $\nabla\cdot \nabla F(v)=\sum_{xy} c(x, y)(F(y)-F(x))$. $\endgroup$
    – Hermi
    Commented Apr 17, 2020 at 14:26

2 Answers 2

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Just to add an (in my opinion important) piece of information. Say $F$ is a function on the vertices of a graph, so $F:V \to \mathbb{R}$. Then $\nabla F$ is a function from the edges to $\mathbb{R}$ (here I see an edge as a pair of vertices $(x,y)$, so edges are oriented): $$\nabla F (x,y) := F(y) - F(x)$$ Now this definition is very natural in many ways. For example, you would expect that the integral of the gradient of a function along a path is just the difference of the values of the function at the end of this path. And this holds here: if $\vec{p}$ is an oriented path (say from $a$ to $b$) then $\sum_{\vec{e} \in \vec{p}} \nabla F(\vec{e}) = F(b) - F(a)$. You can add a weight to the edges, but this is (in my opinion) not the important point for intuition.

Here is the important piece of information: if your graph has bounded degree$^*$, $\nabla$ defines an operator from $\ell^2V$ to $\ell^2E$. (The pairing on $\ell^2V$ is just $\langle f \mid g \rangle_V = \sum_{v \in V} f(v)g(v)$. Same pairing on $\ell^2E$ just that the sum is over the edges) So you may ask, what is the adjoint of this operator? Well the defining property can be tested on Dirac masses (which are a nice basis of our spaces): $$ \langle \nabla^* \delta_{\vec{e}} \mid \delta_x \rangle = \langle \delta_{\vec{e}} \mid \nabla\delta_x \rangle $$ So this is $+1$ if $\vec{e}$ has $x$ as target, $-1$ if $x$ is the source and 0 otherwise. Extended by linearity this gives: (here $G(x,y)$ is a function on the edges) $$ \nabla^* G(x) = \sum_{y \in N(x)} G(x,y) - \sum_{y \in N(x)} G(y,x) $$ where $y \in N(x)$ means $y$ is a neighbour of $x$. (If your edges are not oriented, it is natural to consider only alternating functions on the edges, that is $G(x,y) = -G(y,x)$; the above expression simplifies then a bit)

The rest is just a computation: $$ \begin{array}{rl} \nabla^* \nabla F(x) &= \displaystyle \sum_{y \in N(x)} \nabla F(x,y) - \sum_{y \in N(x)} \nabla F(y,x) \\ &= \displaystyle \bigg( \sum_{y \in N(x)} [F(y) - F(x)] \bigg) - \bigg( \sum_{y \in N(x)} [F(x) - F(y)] \bigg) \\ &= \displaystyle 2 \bigg( \sum_{y \in N(x)} [F(y) - F(x)] \bigg) \\ &= \displaystyle 2 \bigg( \big[ \sum_{y \in N(x)} F(y) \big] - \deg(x) F(x) \bigg) \\ \end{array} $$ And that's the formula for the Laplacian (when the conductance is 1). Note that I got a difference of a factor of 2 (because my definition of divergence is a bit different). But having a divergence which is the adjoint of the gradient, is a very important point, in my opinion.

If you add a weight to the edges, the computation are slightly more complicated, but it's just [possibly painful] bookkeeping.

$^*$ if you have weighted edges you could have an infinite number of edges as long as their weight is bounded

EDIT: a small addendum, for the case where the edge have a weight, as I realised there are many ways to add a weight in the above setup:

  • you can add it to the definition of the gradient (but then the property that the integral along a curve is the difference of the values at the ends fail)

  • you can add it to the definition of the divergence

  • you can add it to the norm on $\ell^2E$

I would recommend doing using the third one (which is the most natural: since the edge have a weight, incorporate it the norm in $\ell^2E$). This means the inner product on $\ell^2E$ is $$\langle f \mid g \rangle = \sum_{\vec{e} \in E} c(\vec{e}) f(\vec{e}) g(\vec{e}) $$ Because edges can be written as pair of vertices $(x,y)$ this reads $$\langle f \mid g \rangle = \sum_{(x,y) \in E} c(x,y) f(x,y) g(x,y) $$ [In your context, you probably want $c(x,y) = c(y,x)$.]

Now if you look at $$ \langle \nabla^* \delta_{\vec{e}} \mid \delta_x \rangle = \langle \delta_{\vec{e}} \mid \nabla\delta_x \rangle $$ then this is $c(y,x)$ if $\vec{e}$ has $x$ as target, $-c(x,y)$ if $x$ is the source and 0 otherwise. Extended by linearity this gives: (here $G(x,y)$ is a function on the edges) $$ \nabla^* G(x) = \sum_{y \in N(x)} c(x,y) G(x,y) - \sum_{y \in N(x)} c(y,x) G(y,x) $$ If you assume $c(x,y) = c(y,x)$ and $G(x,y) = -G(y,x)$ (as you should in the unoriented case), you get: $$ \nabla^* G(x) = 2 \sum_{y \in N(x)} c(x,y) G(x,y) $$ Then, direct computation yields $$ \begin{array}{rl} \nabla^* \nabla F(x) &= \displaystyle 2 \sum_{y \in N(x)} c(x,y) \nabla F(x,y) \\ &= \displaystyle 2 \bigg( \sum_{y \in N(x)} c(x,y) [F(y) - F(x)] \bigg) \\ &= \displaystyle 2 \bigg( \sum_{y \in N(x)} [ c(x,y) F(y) - c(x,y) F(x)] \bigg) \\ &= \displaystyle 2 \bigg( \big[ \sum_{y \in N(x)} c(x,y) F(y) \big] - \big[ \sum_{y \in N(x)} c(x,y) \big] F(x) \bigg) \\ &= \displaystyle 2 \bigg( \big[ \sum_{y \in N(x)} c(x,y) F(y) \big] - c(x) F(x) \bigg) \\ \end{array} $$ where $c(x)$ is a short-hand for $\sum_{y \in N(x)} c(x,y)$.

This is the Laplacian (up to a sign). The fact that you put a "$-$" sign or not depends entirely on your taste: if you want a Laplacian with negative spectrum, you should put a "$-$", otherwise don't (it's a standard trick to see that $A^*A$ has positive spectrum).

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  • $\begingroup$ One can get rid of the factor of 2 (which appears in my computation). This factor comes in my construction just because I see $(x,y) $ and $(y,x)$ as two separate edges. To get rid of it, just set for every edge an orientation (that is, either $(x,y) \in E$ or $(y,x) \in E$ but not both). The notation is sometimes a bit more clumsy, but you get the exact same thing (without the factor of 2). $\endgroup$
    – ARG
    Commented Jul 11, 2020 at 13:29
  • $\begingroup$ See this post for interpretation of the Laplacian $\endgroup$
    – ARG
    Commented Aug 15, 2020 at 10:15
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    $\begingroup$ Very nice answer, that I am still digesting. However I think there's a minor mistake concerning a minus sign, in that MINUS the divergence is the adjoint of the gradient, and that this leads to the nice formula for the discrete divergence that you give... right? $\endgroup$
    – ThighCrush
    Commented Nov 14, 2023 at 12:33
  • $\begingroup$ @ThighCrush thanks! yes, switched the sign just after the sentence "extending by linearity" because it fits with what the OP was asking. But basically, if you define the divergence as the adjoint of the gradient (which is not what I did here) you get that $\nabla^* \nabla$ is positive definite. I could edit the post, but that might make your comment seem strange... $\endgroup$
    – ARG
    Commented Nov 15, 2023 at 18:56
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Fix a vertex $v$. Then $$ \nabla F(uv) = c(u,v)\big(F(v)-F(u)\big) $$ for $u$ adjacent to $v$. Now \begin{align*} \nabla\cdot\nabla F(v) &= \sum_{uv} c(v,u)\big(F(u)-F(v)\big)\\ &= -F(v)\left(\sum_u c(v,u)\right) + \sum_u c(v,u) F(u)\\ &= -\sum_u \big(c(u)\mathbb{1}_{u=v}-c(v,u)\big)F(u)\\ &=-\sum_u \Delta(v,u)F(u) \end{align*} where the sums are always over $u$ adjacent to $v$, and I assume $c(u)=\sum_u c(v,u)$.

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  • $\begingroup$ Thanks for your answer. But I am still confused about how to say $\nabla \cdot \nabla F= -\Delta F$ by your final result? What is the $\sum \Delta(v,u)$? $\endgroup$
    – Hermi
    Commented Apr 17, 2020 at 21:26
  • $\begingroup$ Consider $\Delta$ to be a matrix and $F$ to be a vector. Then the final line is just $-\Delta F(v)$. $\endgroup$
    – gmvh
    Commented Apr 18, 2020 at 4:41
  • $\begingroup$ Well, that is my question what is the $\Delta F(v)$? Why the final line is $\Delta F(v)$? We define the $\Delta(u,v)$ but how to define $\Delta F(v)$. $\endgroup$
    – Hermi
    Commented Apr 19, 2020 at 0:41
  • $\begingroup$ I mean why $\sum_u \Delta(v,u)F(u)= \Delta F(u)$? $\endgroup$
    – Hermi
    Commented Apr 19, 2020 at 0:50
  • $\begingroup$ If one defines a linear operator by a kernel (a matrix in this case), I'd think that it is generally understood that it operates on a function by convolution (matrix multiplication in this case). $\endgroup$
    – gmvh
    Commented Apr 19, 2020 at 6:38

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