Connecting the Shift and Differential Operator to Dynamical Systems

I recently came across a podcast called My Favorite Theorem, which (3 episodes in) is just gold for math nerds. Each show they bring one professor to talk about, as you’d guess, their favorite math theorem. In the latest episode, Professor Robert Ghrist described his theorem, which didn’t have a name, and in fact was so short that he described it in about 3 sentences. The theorem goes like this:

Let $f(x)$ be a single variable function. If we call call the differential operator $D$:

\[Df(x) = \frac{df}{dx}\]

and call the “shift” operator E:

\[Ef(x) = f(x+1)\]


\[e^{D} = E.\]

That is, exponentiating the differential operator is equivalent to the shift operator.

Despite the simplicity, he pointed out it was his favorite because it has given many engineering students he’s taught a big “aha” moment, and I definitely fell into that category.

It’s relatively easy prove (as far as math theorems go). To clarify what $e^D$ means, we will use the same definition that makes $e^x$ sensible for both imaginary numbers and for matrices: the Taylor series expansion:

\[e^D = 1 + D + \frac{D^2}{2!} + \frac{D^3}{3!} + \ldots\]

Here, $D^2$ means applying the D operator two times in a row, $D^2 = \frac{d^2f}{dx^2} = f^{''}(x)$, a.k.a. the second derivative, so

\[(e^D)f(x) = f(x) + f^{ ' }(x) + \frac{f^{' '}(x)}{2} + \ldots\]

Now the only thing left to the proof is recognizing that $e^D f(x)$ is already the Taylor series expansion of $f(x + 1)$ in disguise.

Since the expansion of a function $g(y)$ at the point $a$ is:

\[g(y) = g(a) + g^{ ' }(a)(y-a) + \frac{g^{' '}(a)}{2} (y-a)^2 + \ldots\]

then if we Taylor expand $f(x + 1) $ about the point $x$, we substitute $x$ for $a$ and $(x+1)$ for $y$ above:

\[E f(x) = f(x + 1) \\ = f(x) + f^{ ' }(x)[(x+1)-x] + \frac{f^{' '}(x)}{2} [(x+1)-x]^2 + \ldots \\ = f(x) + f^{ ' }(x) + \frac{f^{' '}(x)}{2} + \ldots \\ = e^D f(x)\]

Connection to stable dynamical systems

This fact is weird and unexpected on its own, but it also has a great connection to material from dynamical systems classes. We’re usually taught two separate facts about the stability of continuous time and discrete time systems, and we’re rarely given a good reason why they should connect.

A system is stable if, as time goes on indefinitely, the value of $x$ will never blow up to infinity. For continuous time system, with $x$ is being a scalar function of $t$, the system looks like:

\[\frac{dx}{dt} = A x(t)\]

This is stable if $A$ has real part less than 0, $Re(A) < 0$. The stable region for this system is in the left half of the complex plane: Alternatively, if $x$ is a vector and $A$ a matrix, the eigenvalues of $A$ must all be in the left half of the plane.

Once discrete systems are introduced,

\[x[k+1] = A x[k]\]

stability occurs if the magnitude of A (which could be complex), is less than one (or, if A is a matrix, the eigenvalues all must have magnitude less than one). So the stable region for this system is within the unit circle.

How do these connect? Usually the justification is just to solve each of these differential equations and see what comes out: The continuous time solution looks like $C_0 e^{At}$, so any real part of $A$ above zero makes this go to infinity as $t \rightarrow \infty $. Likewise, you solve the discrete version by repeatedly multiplying the starting $x[0]$ by $A$ until you get something like $x[n] = A^n x[0] $. Thus, an $A$ that has absolute value above 1 will go to infinity as n grows.

However, I think the theorem gives a much more satisfying connection between these two systems. We see that the evolution of the continuous system (that is, how it moves from one time instant to the next), is given by the differential operator $D$:

\[Dx(t) = \frac{dx}{dt} = Ax(t)\]

The discrete system moves forward with the shift operator $E$:

\[Ex[k] = x[k+1] = A x[k]\]

Once we see this, we can guess how we might connect the stable region of the continuous time system to the discrete one: exponentiate it!

Using 3blue1brown plotting library, manim, we can visualize this this in the nicest way possible: take every point in the plane $a + bi $, transform it to $ e^{a + bi}$, and see where it lands.

Demonstration with manim
Demonstration with manim

Thus, all stable points that evolve by the $ D$ operator (in continuous time) are in the same region as stable points that evolve by the $E$ operator (in discrete time) once they’re exponentiated.