A covariant derivative is a way to differentiate a vector field along a curve, and provides a generalization of the usual directional derivative in multivariable calculus.
Now assume is given a Koszul connection? . There is a unique operator sending vector fields along to vector fields along such that:
Note that , by definition.
If is the restriction of a vector field on , i.e. , then
This operator is called the covariant derivative along . It is in fact a generalization of the usual directional derivative of vector fields in multivariable calculus, which occurs when you take the connection on with all Christoffel symbols zero.
The first condition means we can, by multiplying by a cut-off function, assume is supported in some coordinate neighborhood with coordinates . In particular, we may even assume that the image of is contained in by shrinking and using local uniqueness (which we prove below). Moreover, we can assume that is one-to-one by shrinking further.
Now, in the local case, we can write , and , where . We can extend to . Let the Christoffel symbols of the connections be . By linearity
This equals by the derivation-like identity for connections
Shifting the indices, collecting terms, and using that is a restriction of gives that if we have such an operator , then
This expression depends only on . Thus we define this way in local coordinates; it is easily checked that the conditions are satisfied locally, and one pieces together the local covariant derivatives to get the global ones. The fact that patching is legal follows from the uniqueness assertion and a partition of unity argument.