Differentiable Manofolds
Differentiable Manofolds
Differentiable Manofolds
Henrik Schlichtkrull
Department of Mathematics
University of Copenhagen
i
ii
Preface
The purpose of these notes is to introduce and study differentiable mani-
folds. Differentiable manifolds are the central objects in differential geometry,
and they generalize to higher dimensions the curves and surfaces known from
Geometry 1. Together with the manifolds, important associated objects are
introduced, such as tangent spaces and smooth maps. Finally the theory
of differentiation and integration is developed on manifolds, leading up to
Stokes’ theorem, which is the generalization to manifolds of the fundamental
theorem of calculus.
These notes continue the notes for Geometry 1, about curves and surfaces.
As in those notes, the figures are made with Anders Thorup’s spline macros.
The notes are adapted to the structure of the course, which stretches over
9 weeks. There are 9 chapters, each of a size that it should be possible to
cover in one week. The notes were used for the first time in 2006. The
present version has been revised, but further revision is undoubtedly needed.
Comments and corrections will be appreciated.
Henrik Schlichtkrull
December, 2008
iii
Contents
1. Manifolds in Euclidean space. . . . . . . . . . . . . . . . . 1
1.1 Parametrized manifolds . . . . . . . . . . . . . . . . . 1
1.2 Embedded parametrizations . . . . . . . . . . . . . . . 3
1.3 Curves . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5 Chart and atlas . . . . . . . . . . . . . . . . . . . . 8
1.6 Manifolds . . . . . . . . . . . . . . . . . . . . . . . 10
1.7 The coordinate map of a chart . . . . . . . . . . . . . . 11
1.8 Transition maps . . . . . . . . . . . . . . . . . . . . 13
2. Abstract manifolds . . . . . . . . . . . . . . . . . . . . . 15
2.1 Topological spaces . . . . . . . . . . . . . . . . . . . 15
2.2 Abstract manifolds . . . . . . . . . . . . . . . . . . . 17
2.3 Examples . . . . . . . . . . . . . . . . . . . . . . . 18
2.4 Projective space . . . . . . . . . . . . . . . . . . . . 19
2.5 Product manifolds . . . . . . . . . . . . . . . . . . . 20
2.6 Smooth functions on a manifold . . . . . . . . . . . . . 21
2.7 Smooth maps between manifolds . . . . . . . . . . . . . 22
2.8 Lie groups . . . . . . . . . . . . . . . . . . . . . . . 25
2.9 Countable atlas . . . . . . . . . . . . . . . . . . . . 27
2.10 Whitney’s theorem . . . . . . . . . . . . . . . . . . . 28
3. The tangent space . . . . . . . . . . . . . . . . . . . . . 29
3.1 The tangent space of a parametrized manifold . . . . . . . 29
3.2 The tangent space of a manifold in Rn . . . . . . . . . . 30
3.3 The abstract tangent space . . . . . . . . . . . . . . . 31
3.4 The vector space structure . . . . . . . . . . . . . . . 33
3.5 Directional derivatives . . . . . . . . . . . . . . . . . 35
3.6 Action on functions . . . . . . . . . . . . . . . . . . . 36
3.7 The differential of a smooth map . . . . . . . . . . . . . 37
3.8 The standard basis . . . . . . . . . . . . . . . . . . . 40
3.9 Orientation . . . . . . . . . . . . . . . . . . . . . . 41
4. Submanifolds . . . . . . . . . . . . . . . . . . . . . . . 43
4.1 Submanifolds in Rk . . . . . . . . . . . . . . . . . . . 43
4.2 Abstract submanifolds . . . . . . . . . . . . . . . . . 43
4.3 The local structure of submanifolds . . . . . . . . . . . . 45
4.4 Level sets . . . . . . . . . . . . . . . . . . . . . . . 49
4.5 The orthogonal group . . . . . . . . . . . . . . . . . . 51
4.6 Domains with smooth boundary . . . . . . . . . . . . . 52
4.7 Orientation of the boundary . . . . . . . . . . . . . . . 54
4.8 Immersed submanifolds . . . . . . . . . . . . . . . . . 55
5. Topological properties of manifolds . . . . . . . . . . . . . . 57
5.1 Compactness . . . . . . . . . . . . . . . . . . . . . 57
iv
sets, and it is clear that τ is a homeomorphism onto its image if and only if
σ is a homeomorphism onto its image.
Example 1.2.1 The graph of a smooth function h: U → Rn−m , where
U ⊂ Rm is open, is an embedded parametrized manifold in Rn . It is regular
by Example 1.1.2, and it is clearly injective. The inverse map σ(x) → x is
the restriction to σ(U ) of the projection
Rn ∋ x 7→ (x1 , . . . , xm ) ∈ Rm
on the first m coordinates. Hence this inverse map is continuous. The open
set W in (1.1) can be chosen as W = V × Rn−m .
Example 1.2.2 Consider the parametrized curve γ(t) = (cos t, cos t sin t)
in R2 . It is easily seen to be regular, and it has a self-intersection in (0, 0),
which equals γ(k π2 ) for all odd integers k (see the figure below).
The interval I = ] − π2 , 3 π2 [ contains only one of the values k π2 , and the
restriction of γ to I is an injective regular curve. The image γ(I) is the full
set C in the figure below.
C = γ(I)
W
γ(V )
x
1.3 Curves
As mentioned in the introduction, we shall define a concept of manifolds
which applies to subsets of Rn rather than to parametrizations. In order
to understand the definition properly, we begin by the case of curves in R2 .
The idea is that a subset of R2 is a curve, if in a neighborhood of each of its
points it is the image of an embedded parametrized curve.
C p C ∩ W = γ(I)
W
x
C p W
γ(I) = C ∩ W
Example 1.3.3. An 8-shaped set like the one in Example 1.2.2 is not
a curve in R2 . In that example we showed that the parametrization by
(cos t, cos t sin t) was not embedded, but of course this does not rule out that
some other parametrization could satisfy the requirement in Definition 1.3.
That this is not the case can be seen from Lemma 1.3 below.
6 Chapter 1
is a curve in R2 .
Manifolds in Euclidean space 7
1.4 Surfaces
We proceed in the same fashion as for curves.
Definition 1.4. A surface in R3 is a non-empty set S ⊂ R3 satisfying the
following property for each point p ∈ S. There exists an open neighborhood
W ⊂ R3 of p and an embedded parametrized surface σ: U → R3 with image
σ(U ) = S ∩ W. (1.3)
z
W
S
σ(U ) = S ∩ W
is a surface in R3 .
Proof. The proof, which combines Geometry 1, Corollary 1.6, with Lemma
1.4 below, is entirely similar to that of Theorem 1.3.
Example 1.4.3. Let us verify for the sphere that it contains no critical
points for the function f (x, y, z) = x2 + y 2 + z 2 . The partial derivatives
are fx′ = 2x, fy′ = 2y, fz′ = 2z, and they vanish simultaneously only at
(x, y, z) = (0, 0, 0). This point does not belong to the sphere, hence it is a
surface. The verification for the cylinder is similar.
Lemma 1.4. Let S ⊂ R3 be non-empty. Then S is a surface if and only if
it satisfies the following condition for each p ∈ S:
There exist an open neighborhood W ⊂ R3 of p, such that S ∩ W is
the graph of a smooth function h, where one of the variables x1 , x2 , x3 is
considered a function of the other two variables.
Proof. The proof is entirely similar to that of Lemma 1.3.
where x = −1, and σ2 covers with the exception of a vertical line on the front
where x = 1. Together they cover the entire set and thus they constitute an
atlas.
z
y
x
are charts on the unit sphere. The restrictions on u and v ensure that they
are regular and injective. The chart σ covers the sphere except a half circle
(a meridian) in the xz-plane, on the back where x ≤ 0, and the chart σ̃
similarly covers with the exception of a half circle in the xy-plane, on the
front where x ≥ 0 (half of the ‘equator’). As seen in the following figure the
excepted half-circles are disjoint. Hence the two charts together cover the
full sphere and they constitute an atlas.
z
y
x
1.6 Manifolds
We now return to the general situation where m and n are arbitrary
integers with 0 ≤ m ≤ n.
Definition 1.6.1. An m-dimensional manifold in Rn is a non-empty set
S ⊂ Rn satisfying the following property for each point p ∈ S. There exists
an open neighborhood W ⊂ Rn of p and an m-dimensional embedded (see
Definition 1.2.2) parametrized manifold σ: U → Rn with image σ(U ) = S∩W.
The surrounding space Rn is said to be the ambient space of the manifold.
Clearly this generalizes Definitions 1.3 and 1.4, a curve is a 1-dimensional
manifold in R2 and a surface is a 2-dimensional manifold in R3 .
Example 1.6.1 The case m = 0. It was explained in Section 1.1 that a
0-dimensional parametrized manifold is a map R0 = {0} → Rn , whose image
consists of a single point p. An element p in a set S ⊂ Rn is called isolated
if it is the only point from S in some neighborhood of p, and the set S is
called discrete if all its points are isolated. By going over Definition 1.6.1 for
the case m = 0 it is seen that a 0-dimensional manifold in Rn is the same as
a discrete subset.
Example 1.6.2 If we identify Rm with the set {(x1 , . . . , xm , 0 . . . , 0)} ⊂ Rn ,
it is an m-dimensional manifold in Rn .
Example 1.6.3 An open set Ω ⊂ Rn is an n-dimensional manifold in Rn .
Indeed, we can take W = Ω and σ = the identity map in Definition 1.6.1.
Example 1.6.4 Let S ′ ⊂ S be a relatively open subset of an m-dimensional
manifold in Rn . Then S ′ is an m-dimensional manifold in Rn .
The following lemma generalizes Lemmas 1.3 and 1.4.
Lemma 1.6. Let S ⊂ Rn be non-empty. Then S is an m-dimensional
manifold if and only if it satisfies the following condition for each p ∈ S:
There exist an open neighborhood W ⊂ Rn of p, such that S ∩ W is the
graph of a smooth function h, where n − m of the variables x1 , . . . , xn are
considered as functions of the remaining m variables.
Proof. The proof is entirely similar to that of Lemma 1.3.
Theorem 1.6. Let f : Ω → Rk be a smooth function, where k ≤ n and where
Ω ⊂ Rn is open, and let c ∈ Rk . If it is not empty, the set
is an n−k-dimensional manifold in Rn .
Proof. Similar to that of Theorem 1.3 for curves, by means of the implicit
function theorem (Geometry 1, Corollary 1.6) and Lemma 1.6.
Manifolds in Euclidean space 11
Example 1.6.5 In analogy with Example 1.4.3 we can verify that the m-
sphere
S m = {x ∈ Rm+1 | x21 + · · · + x2m+1 = 1}
x21 + x22
f (x1 , x2 , x3 , x4 ) = ,
x23 + x24
then
2x1 2x2 0 0
Df (x) =
0 0 2x3 2x4
and it is easily seen that this matrix has rank 2 for all x ∈ S.
σ(V ) = S ∩ W, (1.5)
ϕ(σ(q)) = q (1.6)
for all q ∈ V .
σ̃(π(p)) = p
σ̃ ◦ (π ◦ σ) = σ. (1.7)
By the chain rule for smooth maps we have the matrix product equality
D(σ̃)D(π ◦ σ) = Dσ,
and since the n × m matrix Dσ on the right has independent columns, the
determinant of the m × m matrix D(π ◦ σ) must be non-zero in each x ∈ U1
(according to the rule from matrix algebra that rank(AB) ≤ rank(B)).
By the inverse function theorem, there exists open sets V ⊂ U1 and Ṽ ⊂ Ũ
around q0 and π(σ(q0 )), respectively, such that π ◦ σ restricts to a diffeomor-
phism of V onto Ṽ . Note that σ(V ) = σ̃(Ṽ ) by (1.7).
Manifolds in Euclidean space 13
σ(U ) S
σ̃(Ũ )
σ σ̃ π
π◦σ
V Ṽ
U Ũ
the transition map between the charts. We will show that such a change of
coordinates is just a reparametrization.
Let Ω ⊂ Rk be open and let f : Ω → Rn be a smooth map with f (Ω) ⊂ S.
Let σ: U → Rn be a chart on S, then the map σ −1 ◦ f , which is defined on
σ2−1 ◦ σ1 : V1 → V2 ⊂ Rm
is a diffeomorphism.
σ2 (U )
σ1 (U )
S ⊂ Rn
σ1 σ2
U1 ⊂ Rm U2 ⊂ Rm
V1 σ2−1 ◦ σ1 V2
Abstract manifolds
2.3 Examples
Example 2.3.1 Let M be an m-dimensional real vector space. Fix a basis
v1 , . . . , vm for M , then the map
σ: (x1 , . . . , xm ) 7→ x1 v1 + · · · + xm vm
τ : (x1 , . . . , xm ) 7→ x1 w1 + · · · + xm wm
when p = π[x]. The ratios xx21 and xx13 are continuous functions on R3 \ {x1 =
0}, hence σ −1 ◦ π is continuous.
2) The overlap between σi and σj satisfies smooth transition. For example
1 u2
σ1−1 ◦ σ2 (u) = ( , ),
u1 u1
which is smooth R2 \ {u | u1 = 0} → R2 .
is defined for all such sets. It is easily seen that that restriction f 7→ f |Ω
maps C ∞ (S) → C ∞ (Ω).
Example 2.6.1 The functions x 7→ xi where i = 1, . . . , n are smooth func-
tions on Rn . Hence they restrict to smooth functions on every manifold
S ⊂ Rn .
Example 2.6.2 Let S ⊂ R2 be the circle {x | x21 + x22 = 1}, and let
x2
Ω = S \ {(−1, 0)}. The function f : Ω → R defined by f (x1 , x2 ) = 1+x 1
is a
smooth function, since it is the restriction of the smooth function F : W → R
defined by the same expression for x ∈ W = {x ∈ R2 | x1 6= −1}.
Example 2.6.3 Let S ⊂ Rn be an m-dimensional manifold, and let σ: U →
S be a chart. It follows from Theorem 1.7 that σ −1 is smooth σ(U ) → Rm .
Lemma 2.6. Let X ⊂ Rn and Y ⊂ Rm . If f : X → Rm is smooth and maps
into Y , and if in addition g: Y → Rl is smooth, then so is g ◦ f : X → Rl .
Proof. Let p ∈ X be given, and let F : W → Rm be a local smooth extension
of f around p. Likewise let G: V → Rl be a local smooth extension of g
around f (p) ∈ Y . The set W ′ = F −1 (V ) is an open neighborhood of p, and
G ◦ (F |W ′ ) is a local smooth extension of g ◦ f at p.
The definition of smoothness that we have given for manifolds in Rn uses
the ambient space Rn . In order to prepare for the generalization to abstract
manifolds, we shall now give an alternative description.
Theorem 2.6. Let f : S → Rl be a map. If f is smooth, then f ◦ σ is smooth
for each chart σ on S. Conversely, if f ◦ σ is smooth for each chart in some
atlas of S, then f is smooth.
Proof. The first statement is immediate from Lemma 2.6. For the converse,
assume f ◦ σ is smooth and apply Lemma 2.6 and Example 2.6.3 to f |σ(U) =
(f ◦ σ) ◦ σ −1 . It follows that f |σ(U) is smooth. If this is the case for each
chart in an atlas, then f is smooth around all points p ∈ S.
σ̃ −1 ◦ f ◦ σ: x 7→ σ̃ −1 (f (σ(x))), (2.1)
σ −1 (f −1 (σ̃(Ũ))) ⊂ U, (2.2)
f
S ⊂ Rn S̃ ⊂ Rl
σ σ̃
U ⊂ Rm Ũ ⊂ Rk
σ̃ −1 ◦ f ◦ σ
24 Chapter 2
It follows from Corollary 1.7 that σ̃(Ũ) is open in S̃. Hence if f is contin-
uous, then f −1 (σ̃(Ũ )) is open in S by Lemma 2.1.1. Since σ is continuous,
the set (2.2), on which σ̃ −1 ◦ f ◦ σ is defined, is then open.
Theorem 2.7. Let f : S → S̃ be a map. If f is smooth (according to Defi-
nition 2.6.2) then it is continuous and σ̃ −1 ◦ f ◦ σ is smooth, for all charts σ
and σ̃ on S and S̃, respectively.
Conversely, assume that for each p ∈ S there exists a chart σ: U → S
around p, and a chart σ̃: Ũ → S̃ around f (p), such that f (σ(U )) ⊂ σ̃(Ũ ) and
such that the coordinate expression σ̃ −1 ◦ f ◦ σ is smooth, then f is smooth.
Proof. Assume that f is smooth. It was remarked below Definition 2.6.1 that
then it is continuous. Hence (2.2) is open. It follows from Theorem 2.6 that
f ◦ σ is smooth for all charts σ on S. Hence its restriction to the set (2.2)
is also smooth, and it follows from Lemma 2.6 and Example 2.6.3 that the
composed map σ̃ −1 ◦ f ◦ σ is smooth.
For the converse let p ∈ S be arbitrary and let σ and σ̃ be as stated, such
that σ̃ −1 ◦ f ◦ σ is smooth. The identity
f ◦ σ = σ̃ ◦ (σ̃ −1 ◦ f ◦ σ),
shows that f ◦ σ is smooth. Since the charts σ for all p comprise an atlas for
S this implies that f is smooth, according to Theorem 2.6.
By using the formulation of smoothness in Theorem 2.7, we can now gen-
eralize the notion. Let M and M̃ be abstract manifolds, and let f : M → M̃
be a continuous map. Assume σ: U → σ(U ) ⊂ M and σ̃: Ũ → σ̃(Ũ) ⊂ M̃ are
charts on the two manifolds, then as before
σ −1 (f −1 (σ̃(Ũ ))) ⊂ U
σ̃ −1 ◦ f ◦ σ,
which is defined on this set, the coordinate expression for f with respect to
the given charts.
Definition 2.7.2. Let f : M → M̃ be a map between abstract manifolds.
Then f is called smooth if for each p ∈ S there exists a chart σ: U → M
around p, and a chart σ̃: Ũ → M̃ around f (p), such that f (σ(U )) ⊂ σ̃(Ũ )
and such that the coordinate expression σ̃ −1 ◦ f ◦ σ is smooth.
A bijective map f : M → M̃ , is called a diffeomorphism if f and f −1 are
both smooth.
Notice that a smooth map M → M̃ is continuous. This follows immedi-
ately from the definition above, by writing f = σ̃ ◦ (σ̃ −1 ◦ f ◦ σ) ◦ σ −1 in a
neighborhood of each point.
Abstract manifolds 25
Again it should be checked that the notions are independent of the atlases
from which the charts are chosen, as long as each atlas is replaced by a
compatible one. The verification of this fact is straightforward.
It follows from Theorem 2.7 that the notion of smoothness is the same as
before if M = S ⊂ Rn and M̃ = S̃ ⊂ Rl . Likewise, there is no conflict with
Definition 2.7.1 in case M̃ = Rl , where in Definition 2.7.2 we can use the
identity map for σ̃: Rl → Rl .
It is easily seen that the composition of two smooth maps between abstract
manifolds is again smooth.
Example 2.7.2 Let M, N be finite dimensional vector spaces of dimension
m and n, respectively. These are abstract manifolds, according to Example
2.3.1. Let f : M → N be a linear map. If we choose a basis for each space
and define the corresponding charts as in Example 2.3.1, then the coordinate
expression for f is a linear map from Rm to Rn (given by the matrix that
represents f ), hence smooth. It follows from Definition 2.7.2 that f is smooth.
If f is bijective, its inverse is also linear, and hence in that case f is a
diffeomorphism.
Example 2.7.3 Let σ: U → M be a chart on an abstract m-dimensional
manifold M . It follows from the assumption of smooth transition on overlaps
that σ is smooth U → M , if we regard U as an m-dimensional manifold (with
the identity chart). By combining this observation with Example 2.7.1, we
see that σ is a diffeomorphism of U onto its image σ(U ) (which is open in
M by Definition 2.2.1).
Conversely, every diffeomorphism g of a non-empty open subset V ⊂ Rm
onto an open subset in M is a chart on M . Indeed, by the definition of
a chart given at the end of Section 2.2, this means that g should overlap
smoothly with all charts σ in an atlas of M , that is g −1 ◦ σ and σ −1 ◦ g
should both be smooth (on the sets where they are defined). This follows
from the preceding observation about compositions of smooth maps.
x1 − ix2
x−1 = (x1 + ix2 )−1 = .
x21 + x22
Example 2.8.3 Let G = SO(2), the group of all 2 × 2 real matrices which
are orthogonal, that is, they satisfy the relation AAt = I, and which have
determinant 1. The set G is in one-to-one correspondence with the unit circle
in R2 by the map
x1 x2
(x1 , x2 ) 7→ .
−x2 x1
If we give G the smooth structure so that this map is a diffeomorphism,
then it becomes a 1-dimensional Lie group, called the circle group. The
multiplication of matrices is given by a smooth expression in x1 and x2 , and
so is the inversion x 7→ x−1 , which only amounts to a change of sign on x2 .
Example 2.8.4 Let G = GL(n, R), the set of all invertible n × n matrices.
It is a group, with matrix multiplication as the operation. It is a manifold
in the following fashion. The set M(n, R) of all real n × n matrices is in
2
bijective correspondence with Rn and is therefore a manifold of dimension
n2 . The subset G = {A ∈ M(n, R) | det A 6= 0} is an open subset, because
the determinant function is continuous. Hence G is a manifold.
Furthermore, the matrix multiplication M(n, R) × M(n, R) → M(n, R) is
given by smooth expressions in the entries (involving products and sums),
hence it is a smooth map. It follows that the restriction to G × G is also
smooth.
Finally, the map x 7→ x−1 is smooth G → G, because according to
Cramer’s formula the entries of the inverse x−1 are given by rational func-
tions in the entries of x (with the determinant in the denominator). It follows
that G = GL(n, R) is a Lie group.
Example 2.8.5 Let G be an arbitrary group, equipped with the discrete
topology (see Example 2.3.4). It is a 0-dimensional Lie group.
Theorem 2.8. Let G ⊂ GL(n, R) be a subgroup which is also a manifold in
2
Rn . Then G is a Lie group.
Abstract manifolds 27
base for σ(U ). The collection of all these sets for all the charts in the atlas,
is then a countable base for the topology of M , since a countable union of
countable sets is again countable.
Assume conversely that there is a countable base (Vk )k∈I for the topology.
For each k ∈ I, we select a chart σ: U → M for which Vk ⊂ σ(U ), if such
a chart exists. The collection of selected charts is clearly countable. It
covers M , for if x ∈ M is arbitrary, there exists a chart σ (not necessarily
among the selected) around x, and there exists a member Vk in the base with
x ∈ Vk ⊂ σ(U ). This member Vk is contained in a chart, hence also in a
selected chart, and hence so is x. Hence the collection of selected charts is a
countable atlas.
Corollary 2.9. Let S be a manifold in Rn . There exists a countable atlas
for S.
Proof. According to Example 2.9 there is a countable base for the topol-
ogy.
In Example 2.3.4 we introduced a 0-dimensional smooth structure on an
arbitrary set X, with the discrete topology. Any basis for the topology must
contain all singleton sets in X. Hence if the set X is not countable, there
does not exist any countable atlas for this manifold.
for t close to 0 (so that x0 + tv ∈ U ). It then follows from the chain rule that
T σ: Rm → Tp S, v 7→ γv ′ (0) (3.2)
from Lemma 1.8 that µ is smooth, and since γ = σ ◦ µ, it follows from the
chain rule that
γ ′ (t0 ) = Dσ(x0 )µ′ (t0 ) ∈ Tx0 σ.
This proves the opposite inclusion.
We have described the tangent space as a space of tangent vectors to curves
on S. However, it should be emphasized that the correspondence between
curves and tangent vectors is not one-to-one. In general many different curves
give rise to the same tangent vector in Rn .
Example 3.2.1 Let Ω ⊂ Rn be an open subset, then Ω is an n-dimensional
manifold in Rn , with the identity map as a chart (see Example 1.6.3). The
tangent space is Rn , and the map (3.2) is the identity map, since the deriv-
ative of t 7→ x0 + tv at t = 0 is v.
Example 3.2.2 Suppose S ⊂ Rn is the n − k-dimensional manifold given
by an equation f (p) = c as in Theorem 1.6, where in addition it is required
that Df (p) has rank k for all p ∈ S. Then we claim that the tangent space
Tp S is the null space for the matrix Df (p), that is,
Tp S = {v ∈ Rn | Df (p)v = 0}.
σ̃ −1 ◦ γi = (σ̃ −1 ◦ σ) ◦ (σ −1 ◦ γi )
for each of the curves. Hence the relation (3.3) implies the similar relation
with σ replaced by σ̃.
We write the equivalence relation as γ1 ∼p γ2 , and we interprete it as an
abstract equality between the ‘tangent vectors’ of the two curves at p. In
spite of the fact that we have not yet defined the tangent vector of a curve on
M , we have thus accomplished to make sense out of the statement that that
two curves have the same tangent vector. This is exactly what is needed in
order to give an abstract version of Definition 3.2.
Definition 3.3. The tangent space Tp M is the set of ∼p -classes of parame-
trized curves on M through p.
The following observation is of importance, because it shows that the
abstract tangent space is a ‘local’ object, that is, it only depends on the
structure of M in a vicinity of p. If M ′ ⊂ M is an open subset, then M ′
is an abstract manifold in itself, according to Example 2.3.2. Obviously a
parametrized curve on M ′ can also be regarded as a parametrized curve
on M , and the notion of two curves being tangential at a point p ∈ M ′ is
independent of how we regard the curves. It follows that there is a natural
inclusion of Tp M ′ in Tp M . Conversely, a parametrized curve γ: I → M
through p is tangential at p to its own restriction γ|I ′ where I ′ = γ −1 (M ′ ),
The tangent space 33
d
DX (f ) = f (p + tX). (3.5)
dt t=0
The directional derivatives in the directions of the canonical basis vectors
e1 , . . . , en are the partial derivatives
∂f
Dei = (p)
∂xi
Observe that the left side of (3.7) is independent of the choice of local
smooth extension F of f , and the other side of is independent of the choice
of curve γ with γ ′ (t0 ) = X. We conclude that both sides only depend on f
and X, so that the following definition is valid.
Definition 3.5. The directional derivative of f at p in direction X ∈ Tp S
is
DX (f ) = (f ◦ γ)′ (t0 ),
where γ is chosen as above.
Notice that a tangent vector X ∈ Tp S is uniquely determined through its
action DX on smooth functions. For each i = 1, . . . , n we can determine the
i-th coordinate of X by letting it act on the function f (x) = xi (see Example
2.6.1), since it follows from (3.8) that DX f = Xi for this function. For this
reason it is quite common to identify X with the operator DX and simply
write Xf in place of DX f .
Example 3.5 Let S be the unit sphere in R3 , let p = (0, 0, 1) ∈ S and
let X ∈ Tp S denote the tangent vector X = (1, 3, 0). Consider the function
f (x, y, z) = xz on S. The directional derivative is
∂ ∂
DX f = [ + 3 ](xz)(p) = 1.
∂x ∂y
f ◦ γi = (f ◦ σ) ◦ (σ −1 ◦ γi ).
DX (f ) = (f ◦ γ)′ (t0 ),
d(τ −1 ◦f ◦σ)x
Rm −−−−−−−−−→
0
Rn
where the vertical maps are the isomorphisms of Theorem 3.4 for M and N
(see Example 3.7.2). Since the map in the bottom of this diagram is linear,
we conclude that dfp : Tp M → Tf (p) N is a linear map.
The differential of the identity map M → M is the identity map id: Tp M →
Tp M . Hence it follows from the chain rule that if f : M → N is a diffeomor-
phism, then
d(f −1 )f (p) ◦ dfp = d(f −1 ◦ f )p = id .
From this relation and the similar one with opposite order of f and f −1 , we
see that when f is a diffeomorphism, then dfp is bijective with (dfp )−1 =
d(f −1 )f (p) . We thus obtain that the differential of a diffeomorphism is a
linear isomorphism between tangent spaces. In particular, two manifolds
between which there exists a diffeomorphism, must have the same dimension.
40 Chapter 3
Notice that the diagram above implies that the matrix for dfp , with re-
spect to the standard bases for Tp M and Tf (p) N for the given charts, is the
Jacobian D(τ −1 ◦ f ◦ σ)(x0 ).
Example 3.7.3 Let f : V → W be a linear map between finite dimensional
vector spaces, as in Example 2.7.2. In Example 3.4.1 we have identified
the tangent space Tp V of a vector space V with V itself. By applying this
identification for both V and W , we shall see that the differential at p ∈ V
of a linear map f : V → W is the map f itself. An element v ∈ V = Tp V is
the tangent vector to the curve t 7→ p + tv at t = 0. This curve is mapped
to t 7→ f (p + tv) = f (p) + tf (v) by f , and the tangent vector at t = 0 of the
latter curve on W is exactly f (v). Hence dfp (v) = f (v) as claimed.
In Section 3.6 an action of tangent vectors by directional derivations was
defined. We will now determine the differential in this picture.
Lemma 3.7.2. Let X ∈ Tp M and let f : M → N be smooth. Then
for all ϕ ∈ C ∞ (N ).
Proof. Let γ be a representative of X. Then f ◦ γ is a representative of
dfp (X) and hence by Definition 3.6
σx′ 1 , σx′ 2
d ∂
Di f = |t=0 f (σ(x0 + tei )) = (f ◦ σ)(x0 ). (3.12)
dt ∂xi
∂
Because of (3.12) it is customary to denote Di by ∂xi .
3.9 Orientation
Let V be a finite dimensional vector space. Two ordered bases (v1 , . . . , vn )
and (ṽ1 , . . . , ṽn ) are said to be equally oriented if the transition matrix S,
whose columns are the coordinates of the vectors v1 , . . . , vn with respect
to the basis (ṽ1 , . . . , ṽn ), has positive determinant. Being equally oriented
is an equivalence relation among bases, for which there are precisely two
equivalence classes. The space V is said to be oriented if a specific class has
been chosen, this class is then called the orientation of V , and its member
bases are called positive. The Euclidean spaces Rn are usually oriented by the
class containing the standard basis (e1 , . . . , en ). For the null space V = {0}
we introduce the convention that an orientation is a choice between the signs
+ and −.
Example 3.9.1 For a two-dimensional subspace V of R3 it is customary
to assign an orientation by choosing a normal vector N . The positive bases
(v1 , v2 ) for V are those for which (v1 , v2 , N ) is a positive basis for R3 (in
other words, it is a right-handed triple).
Let σ be a chart on an abstract manifold M , then the tangent space is
equipped with the standard basis (see Section 3.6) with respect to σ. For
each p ∈ σ(U ) we say that the orientation of Tp M , for which the standard
basis is positive, is the orientation induced by σ.
Definition 3.9. An orientation of an abstract manifold M is an orientation
of each tangent space Tp M , p ∈ M , such that there exists an atlas of M in
which all charts induce the given orientation on each tangent space.
The manifold is called orientable if there exists an orientation. If an ori-
entation has been chosen we say that M is an oriented manifold and we call
a chart positive if it induces the proper orientation on each tangent space.
A diffeomorphism map f : M → N between oriented manifolds of equal di-
mension is said to be orientation preserving if for each p ∈ M , the differential
dfp maps positive bases for Tp M to positive bases for Tf (p) N .
Example 3.9.2 Every manifold M , of which there exists an atlas with only
one chart, is orientable. The orientation induced by that chart is of course
an orientation of M .
42 Chapter 3
Tp S = {X ∈ Rn | Df (p)X = 0}.
Not all manifolds are orientable however, the most famous example being
the two-dimensional Möbius band. A model for it in R3 can be made by
gluing together the ends of a strip which has been given a half twist. It is
impossible to make a consistent choice of orientations, because the band is
‘one-sided. Choosing an orientation in one point forces it by continuity to
be given in neighboring points, etcetera, and eventually we are forced to the
opposite choice in the initial point.
Chapter 4
Submanifolds
The notion of a submanifold of an abstract smooth manifold will now be
defined. In fact, there exist two different notions of submanifolds, ‘embed-
ded submanifolds’ and ‘immersed submanifolds’. Here we shall focus on the
stronger notion of embedded submanifolds, and for simplicity we will just
use the term ‘submanifold’.
4.1 Submanifolds in Rk
Recall from Lemma 2.1.2 that every subset of a topological space is equip-
ped as a topological space with the induced topology.
Definition 4.2. Let M be an abstract manifold. An abstract submanifold
of M is a subset N ⊂ M which is an abstract manifold on its own such that:
(i) the topology of N is induced from M ,
(ii) the inclusion map i: N → M is smooth, and
(iii) the differential dip : Tp N → Tp M is injective for each p ∈ N .
In this case, the manifold M is said to be ambient to N . In particular,
since dip is injective, the dimension of N must be smaller than or equal to
that of M . By Definition 3.7.2, the differential dip maps the equivalence
class of a curve γ through p on N to the equivalence class of the same curve,
now regarded as a curve on the ambient manifold (formally the new curve is
i ◦ γ). Based on the assumption in (iii) that this map is injective, we shall
often regard the tangent space Tp N as a subspace of Tp M .
Example 4.2.1 Let M be an m-dimensional real vector space, regarded as
an abstract manifold (see Example 2.3.1). Every linear subspace N ⊂ M is
then an abstract submanifold. The inclusion map N → M is linear, hence it
is smooth and has an injective differential in each point p ∈ N (see Examples
2.7.2 and 3.7.3).
Example 4.2.2 It follows directly from Lemma 4.1 that a submanifold T
of a manifold S in Rk is also an abstract submanifold of S, when S and T
are regarded as abstract manifolds.
Example 4.2.3 A non-empty open subset of an m-dimensional abstract
manifold M is an abstract submanifold. Indeed, as mentioned in Example
2.3.2 the subset is an abstract manifold of its own, also of dimension m. The
conditions (i)-(iii) are easily verified in this case. Conversely, it follows by
application of the inverse function theorem to the inclusion map i, that every
m-dimensional abstract submanifold of M is an open subset of M .
Example 4.2.4 Let M = R2 with the standard differential structure, and
let N ⊂ M be the x-axis, equipped with standard topology together with
the non-standard differential structure given by the chart τ (s) = (s3 , 0) (see
Example 2.3.3). The inclusion map i is smooth, since i ◦ τ : s 7→ (s3 , 0)
is smooth into R2 . Its differential at s = 0 is 0, hence (iii) fails, and N
(equipped with τ ) is not a submanifold of M .
Notice that the property of being an abstract submanifold is transitive,
that is, if N is a submanifold of M , and M is a submanifold of L, then N
is a submanifold of L. This follows from application of the chain rule to the
composed inclusion map.
The following lemma deals with the special case where the ambient mani-
fold is M = Rk .
Submanifolds 45
j(x1 , . . . , xn ) = (x1 , . . . , xn , 0, . . . , 0) ∈ Rm .
Rm
σ
M N
Rn p
of σ̃, and by shrinking the sets U and V . The modification will be of the
form σ = σ̃ ◦ Φ, with Φ a suitably defined diffeomorphism of a neighborhood
of 0 in Rm .
Let
Ψ = σ̃ −1 ◦ τ : Rn → Rm ,
then Ψ is defined in a neighborhood of 0, and we have Ψ(0) = 0. Notice that
we can view Ψ as the coordinate expression σ̃ −1 ◦ i ◦ τ for the inclusion map
in these coordinates around p.
The Jacobian matrix DΨ(0) of Ψ at 0 is an m × n matrix, and since dip
is injective this matrix has rank n. By a reordering of the coordinates in Rm
we may assume that
A
DΨ(0) =
B
where A is an n × n matrix with non-zero determinant, and B is an arbitrary
(m − n) × n matrix.
Define Φ: Rm → Rm on a neighborhood of 0 by Φ(x, y) = Ψ(x) + (0, y) for
x ∈ Rn , y ∈ Rm−n . The Jacobian matrix of Φ at 0 has the form
A 0
DΦ(0) =
B I
z
h 1 critical
h−1 (y) y regular
y 0
x
−1 critical
The height function on the sphere, see Example 4.4
Proof. The proof, which resembles that of Theorem 4.3, is again based on a
clever application of the inverse function theorem. Let P : Rm → Rn denote
the projection
P : (x1 , . . . , xm ) 7→ (x1 , . . . , xn )
50 Chapter 4
Ψ = τ −1 ◦ f ◦ σ: Rm → Rn ,
DΨ(0) = ( A B )
in a neighborhood of 0, as desired.
Only the statement about the tangent space remains to be proved. Since
f is a constant function on f −1 (y), its differential is zero on the tangent
space of f −1 (y). It follows that Tx (f −1 (y)) is contained in the null space of
dfx . That it is equal then follows by a comparison of dimensions.
Submanifolds 51
{(x, y, z) ∈ R3 | x2 + y 2 = 1}
in R3 . The half-cylinder
D = {(x, y, z) ∈ R3 | x2 + y 2 = 1, z > 0}
∂D
y
D = Hm = {x ∈ Rm | xm > 0}
D = {x ∈ Rm | kxk2 < 1}
W ∩ ∂D = {x ∈ W | f (x) = 0}.
u2 z
M
U+ σ
D
σ(U + ) = D ∩ σ(U )
◦
U u1 y
−
U
x
5.1 Compactness
Recall that in a metric space X, a subset K is said to be compact, if
every sequence from K has a subsequence which converges to a point in
K. Recall also that every compact set is closed and bounded, and that the
converse statement is valid for X = Rn with the standard metric, that is,
the compact subsets of Rn are precisely the closed and bounded ones.
The generalization of compactness to an arbitrary topological space X
does not invoke sequences. It originates from another important property
of compact sets in a metric space, called the Heine-Borel property, which
concerns coverings of K.
Let X be a Hausdorff topological space, and let K ⊂ X.
Definition 5.1.1. A covering of K is a collection of sets Ui ⊂ X, where
i ∈ I, whose union ∪i Ui contains K. A subcovering is a subcollection (Uj )j∈J ,
where J ⊂ I, which is again a covering of K. An open covering is a covering
by open sets Ui ⊂ X.
K1 ⊂ D1 ∪ D2 ∪ · · · ∪ Di1
K2 ⊂ D1 ∪ D2 ∪ · · · ∪ Di2
Assume conversely that the criterion holds for M . For each α ∈ A we can
cover the compact set Kα by finitely many charts σ, each of which maps into
the open set Wα . The combined collection of all these charts for all α is an
atlas because ∪α Kα = M . Each p ∈ M has a neighborhood which is disjoint
from all but finitely many Wα , hence also from all charts except the finite
collection of those which maps into these Wα ’s. Hence this atlas is locally
finite.
Corollary 5.3. Every abstract manifold with a countable atlas has a locally
finite atlas.
Proof. Follows immediately from the two lemmas (in fact, by going through
the proofs above, one can verify that there exists an atlas which is both
countable and locally finite).
x
r s
ψ(s − t)
h(t) =
ψ(s − t) + ψ(t − r)
is smooth, and it takes the value 1 for t ≤ r and 0 for t ≥ s. The function
ϕ(x) = h(|x|) has the required property.
y y
x x
y = ψ(x) y = h(x)
compact a finite collection of the images of the smaller balls σ(B(x, r)) cover
it. We choose such a finite collection of concentric balls for each β.
Since the sets Kβ have union M , the combined collection of all the images
of inner balls, over all β, covers M . Furthermore, for each p ∈ M there exists
a neighborhood which meets only finitely many of the images of the outer
balls, since the Wβ are locally finite. That is, the collection of the images of
the outer balls is locally finite.
The rest of the proof is based on Lemma 5.4. For each of the above men-
tioned pairs of concentric balls we choose a smooth function g ∈ C ∞ (M )
with the properties mentioned in this lemma. Let (gi )i∈I denote the collec-
tion of all these functions. By the remarks in the preceding paragraph, we
see that for each p ∈ M there exists some gi with gi (p) = 1, and only finitely
many of the functions P gi are non-zero at p.
Hence the sum g = i gi has only finitely many terms in a neighborhood
of each point p. It follows that the sum makes sense and defines a positive
smooth function. Let fi = gi /g, then this is a partition of unity. Moreover,
for each i there exists an α ∈ A such that gi , hence also fi , is supported
inside Ωα .
We need to fix the index set for the gi so that it is A. For each i choose αi
such that fi has support inside Ωαi . For each α ∈ A let fα denote the sum
of those fi for which αi = α, if there are any. Let fα = 0 otherwise. The
result follows easily.
Corollary 5.5. Let M be an abstract manifold with a locally finite atlas,
and let C0 , C1 be closed, disjoint subsets. There exists a smooth function
f ∈ C ∞ (M ) with values in [0, 1], which is 1 on C0 and 0 on C1 .
Proof. Apply the theorem to the covering of M by the complements of C1
and C0 .
for p ∈ σi (Ui ) and by hi (p) = 0 outside this set. Then hi is smooth since
the support of fi is entirely within σi (Ui ), so that every point in M has a
neighborhood either entirely inside σi (Ui ) or entirely inside the set where fi ,
and hence also hi , is 0.
We now define a smooth map F : M → RN = Rm × · · · × Rm × Rn by
5.7 Connectedness
In this section two different notions of connectedness for subsets of a topo-
logical space are introduced and discussed. Let X be a non-empty topological
space.
Definition 5.7. (1) X is said to be connected if it cannot be separated in
two disjoint non-empty open subsets, that is, if X = A1 ∪ A2 with A1 , A2
open and disjoint, then A1 or A2 is empty (and A2 or A1 equals X).
(2) X is called pathwise connected if for each pair of points a, b ∈ S there
exists real numbers α ≤ β and a continuous map γ: [α, β] → X such that
γ(α) = a and γ(β) = b (in which case we say that a and b can be joined by
a continuous path in X).
(3) A non-empty subset E ⊂ X is called connected or pathwise connected
if it has this property as a topological space with the induced topology.
The above definition of ”connected” is standard in the theory of topolog-
ical spaces. However, the notion of ”pathwise connected” is unfortunately
sometimes also referred to as ”connected”. The precise relation between the
two notions will be explained in this section and the following. The empty
set was excluded in the definition, let us agree to call it both connected and
pathwise connected.
Example 5.7.1 A singleton E = {x} ⊂ X is clearly both connected and
pathwise connected.
Example 5.7.2 A convex subset E ⊂ Rn is pathwise connected, since by
definition any two points from E can be joined by a straight line, hence a
continuous curve, inside E. It follows from Theorem 5.7.3 below that such a
subset is also connected.
Example 5.7.3 It is a well-known fact, called the intermediate value prop-
erty, that a continuous real function carries intervals to intervals. It follows
from this fact that a subset E ⊂ R is pathwise connected if and only if it is
an interval. We shall see below in Theorem 5.7.1 that likewise E is connected
if and only if it is an interval. Thus for subsets of R the two definitions agree.
Lemma 5.7. Let (Ei )i∈I be a collection of subsets of X, and let E0 ⊂ X be
a subset with the property that Ei ∩ E0 6= ∅ for all i.
If both E0 and all the sets Ei are connected, respectively pathwise con-
nected, then so is their union E = E0 ∪ (∪i Ei ).
Proof. Assume that E0 and the Ei are connected. and assume that E is
separated in a disjoint union E = A1 ∪ A2 where A1 , A2 are relatively open
in E. Then A1 = W1 ∩ E and A2 = W2 ∩ E, where W1 , W2 are open in
X. Hence the intersections A1 ∩ Ei = W1 ∩ Ei and A2 ∩ Ei = W2 ∩ Ei are
relatively open in Ei for all i (including i = 0).
Topological properties of manifolds 65
{(x, y, z) | x2 + y 2 − z 2 = 1}
H0 = {(x, 0, z) | x2 − z 2 = 1, x > 0} ⊂ H
Ct = {(x, y, t) | x2 + y 2 = 1 + t2 } ⊂ H.
z
Ct
y
x
H0
sin(1/x) x 6= 0
f (x) =
0 x=0
5.9 Components
Let X be topological space. We shall determine a decomposition of X as
a disjoint union of connected subsets. For example, the set R× = R \ {0} is
the disjoint union of the connected subsets ] − ∞, 0[ and ]0, ∞[.
68 Chapter 5
z
H+
x y
H−
where σ(u) = p, and where ei ∈ Rm are the canonical basis vectors. These
are the analogs of the vectors σu′ i (u) in (6.1).
Definition 6.1.2. A vector field on M is an assignment of a tangent vector
Y (p) ∈ Tp M to each p ∈ M . It is called a smooth vector field if the following
condition holds for each chart σ: U → M in a given atlas of M . There exist
a1 , . . . , am in C ∞ (U ) such that
m
X
Y (σ(u)) = ai (u)dσu (ei ) (6.3)
i=1
for all u ∈ U .
The space of smooth vector fields on M is denoted X(M ).
Vector fields and Lie algebras 73
ξi (σ(u)) = ui , u ∈ U.
Lemma 6.2.1. The coordinate functions ξi belong to C ∞ (σ(U )). For each
X ∈ Tp M the coordinates of X with respect to the standard basis (6.2) are
DX (ξ1 ), . . . , DX (ξm ).
Proof. The function ξi is equal to σ −1 composed with projection on the
i-th coordinate of Rm . Hence it is smooth (see Example 2.7.1). If X =
P
i ai dσu (ei ) ∈ Tp M we derive from (6.5)
X ∂ X ∂
DX (ξj ) = ai (ξj ◦ σ)(u) = ai (uj ) = aj .
i
∂ui i
∂ui
Notice that it follows from the preceding lemma, that a tangent vector
X ∈ Tp M is uniquely determined by its action DX on functions. If we know
DX f for all smooth functions f defined on arbitrary neighborhoods of p,
then we can determine X by taking f = ξ1 , . . . , f = ξm with respect to some
chart.
Lemma 6.2.2. Let Y be a vector field on an abstract manifold M . The
following conditions are equivalent:
(i) Y is smooth,
(ii) Y f ∈ C ∞ (M ) for all f ∈ C ∞ (M ),
(iii) Y f ∈ C ∞ (Ω) for all open sets Ω ⊂ M and all f ∈ C ∞ (Ω).
Proof. Let σ be a chart on M , and let (6.3) be the associated expression of
Y . It follows from (6.5) that
m m
X X ∂
Y f (σ(u)) = ai (u)Ddσu (ei ) f = ai (u) (f ◦ σ)(u). (6.6)
∂ui
i=1 i=1
Assume (i) and let f ∈ C ∞ (M ). Assume that σ belongs to the given atlas.
Then the ai are smooth functions of u, and it follows from (6.6) that Y f ◦ σ
is smooth. Since σ was arbitrary within an atlas, Y f is smooth. This proves
(ii).
We prove (ii)⇒(iii). Let Ω ⊂ M be open, and let f ∈ C ∞ (Ω). Let p ∈ Ω
be given, and chose a chart σ on M with p ∈ σ(U ) ⊂ Ω. Let g ∈ C ∞ (σ(U ))
be a smooth ‘bump’ function around p, as in Lemma 5.4 (more precisely,
g is the bump function composed with σ −1 ). Then, as g is zero outside a
closed subset of σ(U ), the function h on M defined by the product h = gf
on σ(U ) and h = 0 otherwise, belongs to C ∞ (M ). Furthermore h = f in a
neighborhood of p, and hence Y h = Y f in that neighborhood. Since Y h is
smooth by assumption (ii), it follows that Y f is smooth in a neighborhood
of p. Since p was arbitrary in Ω, (iii) follows,
For the last implication, (iii)⇒(i), we apply Lemma 6.2.1. Let σ be an
arbitrary chart on M , and let ξi be a coordinate function. It follows from
(iii) with Ω = σ(U ) that Y ξi is smooth on this set, and it follows from the
last statement in Lemma 6.2.1 that (6.3) holds with ai = Y ξi . Hence Y is
smooth.
Notice that in the preceding proof we determined the coefficient aj of the
vector field Y from the action of Y on the function ξj , in a neighborhood of
the given point p. In particular, it follows that the vector field is uniquely
determined by its action on functions. Because of this, it is quite customary
to identify a smooth vector field Y on M with its action on smooth functions,
and thus regard the operator f 7→ Y f as being the vector field itself.
is smooth. It follows from the chain rule that dσ1−1 ◦ dσ2 = d(σ1−1 ◦ σ2 ), and
thus the assertion follows from the smoothness of σ1−1 ◦σ2 (see the observation
before the theorem). This completes the verification that T M is an abstract
manifold. It is easily seen that π is smooth for this structure.
Let Y be a vector field on M , viewed as a map M → T M . Let p ∈ M
be given, and let σ be a chart around it. Then dσ is a chart on T M around
Y (p), and hence the map Y : M → T M is smooth at p = σ(u) if and only if
the coordinate expression dσ −1 ◦ Y ◦ σ is smooth at u. As remarked earlier
(see (6.4)), this is exactly the condition in Definition 6.1.2.
Let f : M → N be a smooth map between manifolds. It follows from the
chain rule that if σ is a chart on M and τ a chart on N , then dτ −1 ◦ df ◦ dσ =
d(τ −1 ◦ f ◦ σ). Using the atlas on T M as above, and the corresponding one
for T N , we now see that df is a smooth map between T M and T N .
reason being that the second order terms cancel with each other. This is
established in the following theorem.
Theorem 6.4. Let X, Y ∈ X(M ) be smooth vector fields on an abstract
manifold. The Lie bracket [X, Y ] is again a smooth vector field on M , that
is, there exist a unique element Z ∈ X(M ) such that [X, Y ]f = Zf for all
f ∈ C ∞ (Ω) and all open sets Ω ⊂ M .
Proof. Let p ∈ M . We will show that there exists a tangent vector Z(p) ∈
Tp M such that Z(p)f = ([X, Y ]f )(p) for all f ∈ C ∞ (Ω) where p ∈ Ω (as
remarked below Lemma 6.2.1 such a tangent vector, if it exists, is unique).
Choose a chart σ: U → M around p, and let
m
X m
X
X(σ(u)) = ai (u)dσu (ei ), Y (σ(u)) = bj (u)dσu (ej )
i=1 j=1
The following lemma shows that the Lie bracket of a pair of smooth vector
fields is transformed in a natural way by a smooth map.
Lemma 6.5.3. Let φ: M → N be a smooth map between abstract manifolds,
and let X, Y ∈ X(M ) and V, W ∈ X(N ). If
dφ ◦ X = V ◦ φ and dφ ◦ Y = W ◦ φ,
then
dφ ◦ [X, Y ] = [V, W ] ◦ φ,
where these are identities between maps M → T N .
Proof. By definition dφp (X(p))(f ) = X(f ◦φ)(p) for p ∈ M and f ∈ C ∞ (N ).
Hence the assumption on X and V amounts to
X(f ◦ φ) = (V f ) ◦ φ
for all f ∈ C ∞ (N ). Likewise the assumption on Y and W amounts to
Y (f ◦ φ) = (W f ) ◦ φ,
and the desired conclusion for the Lie brackets amounts to
[X, Y ](f ◦ φ) = ([V, W ]f ) ◦ φ,
for all f ∈ C ∞ (N ).
The proof is now a straightforward computation:
[X, Y ](f ◦ φ) = X(Y (f ◦ φ)) − Y (X(f ◦ φ))
= X((W f ) ◦ φ) − Y ((V f ) ◦ φ)
= (V (W f )) ◦ φ − (W (V f )) ◦ φ = ([V, W ]f ) ◦ φ.
80 Chapter 6
Proof. Let X, Y be left invariant vector fields with X(e) = A and Y (e) = B,
and let Z denote the left invariant vector field [X, Y ]. The claim is that
d
Xf (g) = f (g + tgA)|t=0 . (6.10)
dt
d
Xξ(g) = ξ(g) + tξ(gA)|t=0 = ξ(gA). (6.11)
dt
d d
XY ξ(e) = Y ξ(e + tA)|t=0 = ξ((e + tA)B)|t=0 = ξ(AB).
dt dt
Tensors
ξi (a1 e1 + · · · + an en ) = ai , a1 , . . . , an ∈ R.
(ii) The elements ξ1 , . . . , ξn form a basis for V ∗ (called the dual basis).
Proof. (i) is easy. For (ii), notice first that two linear forms on a vector space
are equal, if they agree on each element of a basis. Notice also that it follows
from the definition of ξi that ξi (ej ) = δij . Let ξ ∈ V ∗ , then
n
X
ξ= ξ(ei )ξi , (7.1)
i=1
Proof. For simplicity we assume dim V < ∞ (although the result is true in
general). Assume v 6= 0. Then there exists a basis e1 , . . . , en for V with
e1 = v. The element ξ1 of the dual basis satisfies ξ1 (v) = 1.
The dual space is useful for example in the study of subspaces of V . This
can be seen from the following theorem, which shows that the elements of V ∗
can be used to detect whether a given vector belongs to a given subspace.
Proof. The proof is similar to the previous one, which corresponds to the
special case U = {0}. As before we assume dim V < ∞. Let e1 , . . . , em be
a basis for U , let em+1 = v, and extend to a basis e1 , . . . , en for V . The
element ξm+1 of the dual basis satisfies ξm+1 |U = 0 and ξm+1 (v) = 1.
The term ‘dual’ suggests some kind of symmetry between V and V ∗ . The
following theorem indicates such a symmetry for the finite dimensional case.
We define V ∗∗ = (V ∗ )∗ as the dual of the dual space.
Φ(v)(ξ) = ξ(v)
Proof. It is easily seen that Φ maps into V ∗∗ , and that it is linear. If Φ(v) = 0
then ξ(v) = 0 for all ξ, hence v = 0 by Lemma 7.1.1. Thus Φ is injective.
If dim V < ∞ then dim V ∗∗ = dim V ∗ = dim V , and hence Φ is also surjec-
tive.
7.3 Tensors
We now proceed to define tensors. Let k ∈ N. Given a collection of
vector spaces V1 , . . . , Vk one can define a vector space V1 ⊗ · · · ⊗ Vk , called
their tensor product. The elements of this vector space are called tensors.
However, we do not need to work in this generality, and we shall be content
with the situation where the vector spaces V1 , . . . , Vk are all equal to the
same space. In fact, the tensor space T k V we define below corresponds to
V ∗ ⊗ · · · ⊗ V ∗ in the general notation.
Definition 7.3.1. Let V k = V × · · · × V be the Cartesian product of k
copies of V . A map ϕ from V k to a vector space U is called multilinear if it
is linear in each variable separately (i.e. with the other variables held fixed).
is a k-tensor.
(R ⊗ S) ⊗ T = R ⊗ (S ⊗ T )
0 = ϕ(v1 + v2 , v1 + v2 , . . . )
= ϕ(v1 , v1 , . . . ) + ϕ(v1 , v2 , . . . ) + ϕ(v2 , v1 , . . . ) + ϕ(v2 , v2 , . . . )
= ϕ(v1 , v2 , . . . ) + ϕ(v2 , v1 , . . . ).
Alt(T ) = T, T ∈ A0 (V ) = R or T ∈ A1 (V ) = V ∗ .
and hence
1
Alt(ηi1 ⊗ · · · ⊗ ηik )(v1 , . . . , vk ) = det[(ηi (vj ))ij ]. (7.6)
k!
Let e1 , . . . , en be a basis for V , and ξ1 , . . . , ξn the dual basis for V ∗ . We
saw in Theorem 7.3 that the elements ξi1 ⊗ · · · ⊗ ξik form a basis for T k (V ).
We will now exhibit a similar basis for Ak (V ). We have seen already that
Ak (V ) = 0 if k > n.
Theorem 7.4. Assume k ≤ n. For each subset I ⊂ {1, . . . , n} with k
elements, let 1 ≤ i1 < · · · < ik ≤ n be its elements, and let
Proof. It follows from the last statement in Lemma 7.4.2 that Alt: T k (V ) →
Ak (V ) is surjective. Applying Alt to all the basis elements ξi1 ⊗ · · · ⊗ ξik for
T k (V ), we therefore obtain a spanning set for Ak (V ). It follows from (7.6)
that Alt(ξi1 ⊗ · · · ⊗ ξik ) = 0 if there are repetitions among the i1 , . . . , ik .
Moreover, if we rearrange the order of the numbers i1 , . . . , ik , the element
Alt(ξi1 ⊗ · · · ⊗ ξik ) is unchanged, apart from a possible change of the sign.
Therefore Ak (V ) is spanned by the elements ξI in P (7.7).
Consider an arbitrary linear combination T = I aI ξI with coefficients
aI ∈ R. Let J = (j1 , . . . , jk ) where 1 ≤ j1 < · · · < jk ≤ n, then it follows
from (7.6) that
1/k! if I = J
ξI (ej1 , . . . , ejk ) =
0 otherwise
It follows that T (ej1 , . . . , ejk ) = aJ /k! for J = (j1 , . . . , jk ). Therefore, if
T = 0 we conclude aJ = 0 for all the coefficients. Thus the elements ξI are
independent.
Notice the special case k = n in the preceding theorem. It follows that
An (V ) is one-dimensional, and spanned by the map
Since the operator Alt is linear, the wedge product depends linearly on
the factors S and T . It is more cumbersome to verify the associative rule for
∧. In order to do this we need the following lemma.
Tensors 93
Alt(Alt(S) ⊗ T ) = Alt(S ⊗ T ).
T (vσ(k+1) , . . . , vσ(k+l) )
XX
1
= (k+l)!k! sgn(σ ◦ τ ) S(vσ(τ (1)) , . . . , vσ(τ (k)) )
σ∈G τ ∈H
T (vσ(τ (k+1)) , . . . , vσ(τ (k+l)) ).
(R ∧ S) ∧ T = R ∧ (S ∧ T ) = Alt(R ⊗ S ⊗ T ).
(R ∧ S) ∧ T = Alt(Alt(R ⊗ S) ⊗ T ) = Alt(R ⊗ S ⊗ T )
and
R ∧ (S ∧ T ) = Alt(R ⊗ Alt(S ⊗ T )) = Alt(R ⊗ S ⊗ T ).
T1 ∧ · · · ∧ Tr = Alt(T1 ⊗ · · · ⊗ Tr )
94 Chapter 7
T ∧ S = (−1)kl S ∧ T (7.10)
Proof. The identity (7.9) follows immediately from the fact that η ∧ ζ =
1
2 (η ⊗ ζ − ζ ⊗ η).
Since Ak (V ) is spanned by elements of the type S = η1 ∧ · · · ∧ ηk , and
Al (V ) by elements of the type T = ζ1 ∧ · · · ∧ ζl , where ηi , ζj ∈ V ∗ , it suffices
to prove (7.10) for these forms. In order to rewrite T ∧ S as S ∧ T we must
let each of the k elements ηi pass the l elements ζj . The total number of sign
changes is therefore kl.
Differential forms
m
R customary to write the integral of a real function f : R → R in the
It is
form f (x) dx1 . . . dxm . The quantity dx1 . . . dxn in the formula is regarded
just as formal notation, which reminds us of the fact that in the definition of
the Riemann integral (for functions of one variable), a limit is taken where
the increments ∆x tend to zero. Thus dx is regarded as an ‘infinitesimal’
version of ∆x. In the theory of differential forms the infinitesimal quantity
is replaced by an object dx1 ∧ · · · ∧ dxm which we shall see has a precise
meaning as a k-form, acting on elements of the tangent space.
The main motivation is to develop theories of differentiation and integra-
tion which are valid for smooth manifolds without reference to any particular
charts.
a covector
See also Lemma 6.2.1, where the same function was denoted ξi . The change
of notation is motivated by the desire to give dxi the precise meaning, which
it now obtains as the differential of xi at p. In order to avoid the double sub-
script of d(xi )p , we denote this differential by dxi (p). According to Example
8.1 it is a covector,
dxi (p) ∈ Tp∗ M
for each p ∈ σ(U ).
Lemma 8.1. Let σ: U → M be a chart on M , and let p = σ(u) ∈ σ(U ).
The tangent vectors
dσu (e1 ), . . . , dσu (em ) (8.1)
form a basis for Tp M . The dual basis for Tp∗ M is
Thus, dxi (p) is the linear form on Tp M , which carries a vector to its i-th
coordinate in the basis (8.1).
Proof. Recall from Section 3.8 that the standard basis for Tp M with respect
to σ consists of the vectors (8.1), so the first statement is just a repetition of
the fact that the standard basis is a basis.
For the second statement, we notice that by the chain rule
∂ui
dxi (p)(dσu (ej )) = d(xi ◦ σ)u (ej ) = = δij , (8.3)
∂uj
since xi ◦ σ(u) = ui .
a field of covectors
We will define what it means for a covector field to be smooth. The
definition is analogous to Definition 6.1.2.
Definition 8.2. A covector field ξ on M is an assignment of a covector
ξ(p) ∈ Tp∗ M
Conversely, assume that ξ(Y ) ∈ C ∞ (Ω) for all Ω and all Y ∈ X(Ω).
In particular, we can take Ω = σ(U ) and Y = dσ(ei ) for a given chart,
and conclude that the function ai defined by ai (p) = ξ(p)(dσu (ei )) depends
smoothly on p. By applying (7.1) to the covector ξ(p) and the dual bases
(8.1)-(8.2) in Lemma 8.1 we see that (8.4) holds. Hence ξ is smooth.
Notice that if ξ is a smooth covector field on M , and ϕ ∈ C ∞ (M ) a smooth
function, then the covector field ϕξ defined by the pointwise multiplication
(ϕξ)(p) = ϕ(p)ξ(p) for each p, is again smooth. This follows from Definition
8.2, since the coefficients of ϕξ in (8.4) are just those of ξ, multiplied by ϕ.
If f ∈ C ∞ (M ) then the differential df is a covector field, as it is explained
in Example 8.1.
Lemma 8.2.2. If f ∈ C ∞ (M ) then df is a smooth covector field on M . For
each chart σ on M , the expression for df by means of the basis (8.2) is
m
X ∂(f ◦ σ)
df = dxi . (8.5)
i=1
∂ui
∂(f ◦ σ)
dfp (dσu (ej )) = d(f ◦ σ)u (ej ) = (u).
∂uj
By applying (7.1) to the covector dfp and the dual bases (8.1)-(8.2) we obtain
the following expression from which (8.5) then follows
X
dfp = dfp (dσu (ei ))dxi (p).
i
∂f ∂f
df = dx1 + dx2 ,
∂x1 ∂x2
ξ = a1 dx1 + a2 dx2
Differential forms 99
with a1 , a2 ∈ C ∞ (R2 ). A covector field which has the form df for some
function f is said to be exact. It is a well-known result that ξ is exact if and
only if it is closed, that is, if and only if
∂a1 ∂a2
= . (8.6)
∂x2 ∂x1
That this is a necessary condition follows immediately from the fact that
∂ 2f ∂ 2f
= . (8.7)
∂x1 ∂x2 ∂x2 ∂x1
We will sketch the proof that (8.6) is also sufficient. Let a closed form
ξ = a1 dx1 + a2 dx2 on R2 be given. RChoose a function f1 ∈ C ∞ (R2 ) with
∂f1 x1
∂x1 = a1 (for example, f1 (x1 , x2 ) = 0 a1 (t, x2 ) dt). It follows from (8.6)
2
and (8.7) that ∂x∂a2
1
= ∂x∂1 ∂x
f1
2
. We deduce that a2 − ∂x ∂f1
2
does not depend on
∂f1
x1 , and choose a one-variable function f2 ∈ C (R) with f2′ = a2 − ∂x
∞
2
, as a
function of x2 . It is easily seen that f (x1 , x2 ) = f1 (x1 , x2 ) + f2 (x2 ) satisfies
∂f ∂f
both a1 = ∂x 1
and a2 = ∂x 2
.
The analogous result is not valid in an arbitrary 2-dimensional manifold
(for example, it fails on M = R2 \ {(0, 0)}).
ξi1 ∧ · · · ∧ ξik
ω(p) ∈ Ak (Tp M )
to each p ∈ M .
In particular, given a chart σ: U → M , the elements dxi1 ∧ · · · ∧ dxik ,
where 1 ≤ i1 < · · · < ik ≤ m, are k-forms on the open subset σ(U ) of M .
For each p ∈ σ(U ), a basis for Ak (Tp M ) is obtained from these elements.
Therefore, every k-form ω on M has a unique expression on σ(U ),
X
ω= aI dxi1 ∧ · · · ∧ dxik
I={i1 ,...,ik }
100 Chapter 8
where aI : σ(U ) → R.
Definition 8.3.2. We call ω smooth if all the functions aI are smooth, for
each chart σ in an atlas of M . A smooth k-form is also called a differential
k-form. The space of differential k-forms on M is denoted Ak (M ).
In particular, since A0 (Tp M ) = R, we have A0 (M ) = C ∞ (M ), that is, a
differential 0-form on M is just a smooth function ϕ ∈ C ∞ (M ). Likewise, a
differential 1-form is nothing but a smooth covector field.
It can be verified, analogously to Lemma 8.2.1, that a k-form ω is smooth if
and only if ω(X1 , . . . , Xk ) ∈ C ∞ (Ω) for all open sets Ω and all X1 , . . . , Xk ∈
X(M ). In particular, it follows that the notion of smoothness of a k-form is
independent of the chosen atlas for M .
Example 8.3 Let S be an oriented surface in R3 . The volume form on S
is the 2-form defined by ωp (X1 , X2 ) = (X1 × X2 ) · N for X, Y ∈ Tp S, where
N ∈ R3 is the positive unit normal. In the local coordinates of a chart, it is
given by
ω = (EG − F 2 )1/2 dx1 ∧ dx2
where E, F and G are the coefficients of the first fundamental form. The
volume form is smooth, since these coefficients are smooth functions.
Lemma 8.3. Let ω be a k-form on M and ϕ a real function on M , and
define the product ϕω pointwise by
ϕω(p) = ϕ(p)ω(p).
f ∗ (ϕω) = (ϕ ◦ f )f ∗ ω, (8.9)
∗ ∗ ∗
f (θ ∧ ω) = f (θ) ∧ f (ω), (8.10)
f ∗ (dϕ) = d(ϕ ◦ f ). (8.11)
for v1 , . . . , vk ∈ Tp M ⊂ Tp N .
The following result will be important later.
Lemma 8.4.2. Let f : M → N be a smooth map between two manifolds of
the same dimension k. Let x1 , . . . , xk denote the coordinate functions of a
102 Chapter 8
where the rule in Lemma 8.2.2 was applied in the second step.
104 Chapter 8
where the sign (−1)k in the last step comes from passing dbJ to the right
past the elements dxi1 up to dxik .
(e) is proved first for k = 1. In this case f ∈ C ∞ (M ) and
m
X ∂(f ◦ σ)
df = dxi .
i=1
∂xi
Hence
m m X m
X ∂(f ◦ σ) X ∂ 2 (f ◦ σ)
d(df ) = d ∧ dxi = dxj ∧ dxi .
i=1
∂x i i=1 j=1
∂x j ∂x i
Differential forms 105
2 2
◦σ) ◦σ)
The latter expression vanishes because the coefficient ∂∂x(fj ∂x i
= ∂∂x(fi ∂x j
oc-
curs twice with opposite signs.
The general case is now obtained by induction on k. It follows from
property (d) that d(df1 ∧ · · · ∧ dfk ) can be written as a sum of two terms each
of which involve a factor where d is applied to a wedge product with fewer
factors. Applying the induction hypothesis, we infer the statement.
(f) Let ω be given by (8.13). Then
X
d(dω) = d( daI ∧ dxi1 ∧ · · · ∧ dxik ) = 0
I
by property (e).
Having established these properties for the operator d on σ(U ), we proceed
with the definition of the global operator d. Let p ∈ M be given and choose
a chart σ around p. We define dω(p) for each ω ∈ Ak (M ) by the expression
in Definition 8.5. We need to prove that dω(p) is independent of the choice
of chart (this will also establish the independency of the atlas).
Suppose d′ ω is defined on σ ′ (U ′ ) for some other chart σ ′ . The claim is
that then d′ ω = dω on the overlap σ ′ (U ′ ) ∩ σ(U ) of the two charts.
Assume first that U ′ ⊂ U and σ ′ = σ|U ′ . In the expression (8.13) for
ω on σ ′ (U ′ ) we then have the restriction of each aI to this set, and since
d(aI |σ′ (U ′ ) ) = daI |σ′ (U ′ ) it follows that the expression (8.14) for d′ ω on σ ′ (U ′ )
is just the restriction of the same expression for dω. Hence d′ ω = dω on σ ′ (U ′ )
as claimed.
For the general case the observation we just made implies that we can
replace U by the open subset σ −1 (σ ′ (U ′ ) ∩ σ(U )) and σ by its restriction to
this subset, without affecting dω on σ ′ (U ′ ) ∩ σ(U ). Likewise, we can replace
U ′ by σ ′−1 (σ ′ (U ′ ) ∩ σ(U )). The result is that we may assume σ(U ) = σ ′ (U ′ ).
Moreover, we can replace M by the open subset σ(U ) = σ ′ (U ′ ), and ω by its
restriction to this set, since this has no effect on the expressions (8.13) and
(8.14). In conclusion, we may assume that σ(U ) = σ ′ (U ′ ) = M .
We now apply the rules (a)-(f) for d to the expression
X
ω= a′I dx′i1 ∧ · · · ∧ dx′ik
I
for ω with respect to the chart σ ′ . It follows from (b), (c) and (e) that
X
dω = d(a′I dx′i1 ∧ · · · ∧ dx′ik )
I
X
= da′I ∧ dx′i1 ∧ · · · ∧ dx′ik ,
I
A(M ) = A0 (M ) ⊕ A1 (M ) ⊕ · · · ⊕ Am (M )
where m = dim M . The elements of A(M ) are called differential forms. Thus
a differential form is a map which associates to each point p ∈ M a member
of the exterior algebra A(Tp M ), in a smooth manner. The operator d maps
the space of differential forms to itself.
∂f ∂f
df = dx1 + dx2
∂x1 ∂x2
∂f ∂f ∂f
df = dx1 + dx2 + dx3
∂x1 ∂x2 ∂x3
and
Furthermore,
and
d(a dx1 ∧ dx2 ∧ dx3 ) = 0.
108 Chapter 8
Integration
The purpose of this chapter is to define integration on smooth manifolds,
and establish its relation with the differentiation operator d of the previous
chapter.
9.2 Integration on Rn
Recall from Geometry 1, Chapter 3, that a non-empty subset D ⊂ R2 is
called an elementary domain if it is compact and if its boundary is a finite
Integration 111
where in the last line D1 and D2 are domains of integration with disjoint
interiors.
There is an important rule for change of variables, which reads as follows.
It will not be proved here.
112 Chapter 9
This integral is independent of the chart, for the same reason as before.
These considerations can be generalized to an m-dimensional smooth sur-
face in Rk . The factor (EG − F 2 )1/2 in the integral over D is generalized as
the square root of the determinant det(σu′ i · σu′ j ), i, j = 1, . . . , m, for a given
chart σ. The dot is the scalar product from Rn .
When trying to generalize further to an abstract m-dimensional manifold
M we encounter the problem that in general there is no dot product on Tp M ,
hence there is no way to generalize E, F and G. As a consequence, it is not
possible to define the integral of a function on M in a way that is invariant
under changes of of charts. One way out is to introduce the presence of an
inner product on tangent spaces as an extra axiom in the definition of the
concept of a manifold - this leads to so-called Riemannian geometry, which is
the proper abstract framework for the theory of the first fundamental form.
Another solution is to replace the integrand including (EG − F 2 )1/2 by a
differential form of the highest degree. This approach, which we shall follow
here, leads to a theory of integration for m-forms, but not for functions.
In particular, it does not lead to a definition of area, since that would be
obtained from the integration of the constant 1, which is a function, not a
form. However, we can still view the theory as a generalization to the theory
for surfaces, by defining the integral of a function f over a surface as the
integral of f times the volume form (see Example 8.3).
Integration 113
Proof. The open subset σ̃(Ũ ) ∩ g −1 (σ(U )) of σ̃(Ũ) contains R̃. Hence we can
replace σ̃ by its restriction to the preimage in Ũ of this set with no effect
on the integral over R̃. That is, we may assume that σ̃(Ũ) ⊂ g −1 (σ(U )), or
equivalently, g(σ̃(Ũ)) ⊂ σ(U ).
114 Chapter 9
where the integrals on the right are defined with respect to the charts σα , as
in Definition 9.3. The sum is finite, since only finitely many ϕα are non-zero
on R.
Theorem 9.4. The definition given above is independent of the choice of
the charts σα and the subsequent choice of a partition of unity.
and since ϕα ϕ̃α̃ ω is supported inside the intersection R ∩ σα (Dα ) ∩ σα̃ (Dα̃ ),
the latter expression equals
X XZ
ϕα ϕ̃α̃ ω
R∩σα (Dα )∩σ̃α̃ (Dα̃ )
α̃∈Ã α∈A
The integral over R ∩ σα (Dα ) ∩ σ̃α̃ (Dα̃ ) has the same value for the two charts
by Theorem 9.3. Hence the last expression above is symmetric with respect
to the partitions indexed by A and Ã, and hence the original sum has the
same value if the partition is replaced by the other one.
R
It is easily seen that M ω depends linearly on ω. Moreover, in analogy
with Lemma 9.3:
Lemma 9.4. Let g: M̃ → M be an orientation preserving diffeomorphism,
and R̃ ⊂ M̃ a domain of integration. Then R = g(R̃) ⊂ M is a domain
of integration. Furthermore, let ω be a continuous m-form with pull back
ω̃ = g ∗ ω. Then Z Z
ω̃ = ω.
R̃ R
Notice that the requirement on the map gi is just that its restriction to the
interior of Di is a chart. If gi itself is a chart, σ = gi , then the present
Rfunction φi is identical with the function φ ◦ σ in (9.2), and the formula for
∗
Ri
ω by means of gi ω is identical with the one in Definition 9.3.
For example, the unit sphere S 2 is covered in this fashion by a single map
g: D → S 2 of spherical coordinates
with D = [−π/2, π/2] × [−π, π], and thus we can compute the integral of a
2-form over S 2 by means of its pull-back by spherical coordinates, in spite of
the fact that this is only a chart on a part of the sphere (the point being, of
course, that the remaining part is a null set).
118 Chapter 9
the point being that the right hand side is independent of the choice of R.
Theorem 9.6. Stokes’ theorem. Let ω be a differential m − 1-form on
M , and assume that Ω̄ ∩ supp ω is compact. Then
Z Z
dω = ω. (9.7)
Ω ∂Ω
We may now assume that ω is supported inside σ(D◦ ) for one of these
charts. For if the result has been established in this generality, we can apply
it to ϕα ω for each element ϕα in a partition of unity as in Definition 9.4.2.
Since the set R is compact, only finitely many ϕα ’s are non-zero on it, and
as both sides of (9.7) depend linearly on ω, the general result then follows.
The equation (9.7) clearly holds if σ(U ) ⊂ M \ Ω̄, since then both sides
are 0. This leaves the other two cases, σ(U ) ∩ Ω = σ(U + ) and σ(U ) ⊂ Ω, to
be checked.
We may also assume that
∂f
dω = (−1)j−1 dx1 ∧ · · · ∧ dxm ,
∂xj
where the sign appears because dxj has been moved past the 1-forms from
dx1 up to dxj−1 .
Assume first that j < m. We will prove that then
Z Z
dω = ω = 0.
Ω ∂Ω
By definition
∂f ∂(f ◦ σ)
Z Z Z
j−1
dω = (−1) dx1 ∧ · · · ∧ dxm = (−1)j−1 dV,
Ω Ω ∂xj ∂uj
where the last integration takes place over the set {x ∈ D | σ(x) ∈ Ω̄}, that
is, over D ∩ U + or D, in the two cases.
In the integral over the rectangle D ∩ U + or D, we can freely interchange
the order of integrations over u1 , . . . , um . Let us take the integral over uj
first (innermost), and let us denote its limits by a and b. Notice that since
j < m these are the limits for the uj variable both in D ∩ U + and D. Now
by the fundamental theorem of calculus
b
∂(f ◦ σ)
Z
duj = f (σ(u1 , . . . , uj−1 , b, uj+1 , . . . , um ))
a ∂uj
− f (σ(u1 , . . . , uj−1 , a, uj+1 , . . . , um )).
However, since ω is supported in σ(D◦ ), it Rfollows that these values are zero
for all u1 , . . . uj−1 , uj+1 , . . . um , and hence Ω dω = 0 as claimed.
120 Chapter 9
On the other hand, if σ(U )∩Ω = σ(U + ), then xm = 0 along the boundary,
and it follows immediately
R that dxm , and hence also ω, restricts to zero on
∂Ω. Therefore also ∂Ω ω = 0. The same conclusion holds trivially in the
other case, σ(U ) ⊂ Ω.
Next we assume j = m. Again we obtain 0 on both sides of (9.7) in the
case σ(U ) ⊂ Ω, and we therefore assume the other case. We will prove that
then
Z Z Z
m
dω = ω = (−1) f (σ(u1 , . . . , um−1 , 0)) du1 . . . dum−1 ,
Ω ∂Ω
where the integral runs over the set of (u1 , . . . , um−1 ) ∈ Rm−1 for which
σ(u1 , . . . , um−1 , 0) ∈ ∂Ω R
Following the preceding computation of Ω dω, we take the integral over
uj = um first. This time, however, the lower limit a is replaced by the value
0 of xm on the boundary, and the previous conclusion fails, that f vanishes
here. Instead we obtain the value f (σ(u1 , . . . , um−1 , 0)), with a minus in
front because it is the lower limit in the integral. Recall that there was a
factor (−1)j−1 = (−1)m−1 in front. Performing the integral over the other
variables as well, we thus obtain the desired integral expression
Z
m
(−1) f (σ(u1 , . . . , um−1 , 0)) du1 . . . dum−1
R
for Ω
dω.
R
On the other hand, the integral ∂Ω ω can be computed by means of the
restricted chart σ|U∩Rm−1 on ∂Ω. However, we have to keep track of the
orientation of this chart. By definition (see Section 4.8), the orientation of
the basis
dσ(e1 ), . . . , dσ(em−1 )
as claimed.
Integration 121
and Z
ω = f (b) − f (a)
∂Ω
Thus we see that in this case Stokes’ theorem reduces to the fundamental
theorem of calculus.
Example 9.6.2. Let M = R2 , then m = 2 and ω is a 1-form. The boundary
of the open set Ω is a union of smooth curves, we assume for simplicity it
is a single simple closed curve. Write ω = f (x, y) dx + g(x, y) dy, then (see
Example 8.6.2)
∂f ∂g
dω = (− + ) dx ∧ dy
∂y ∂x
and hence
∂f ∂g
Z Z
dω = − + dA.
Ω Ω ∂y ∂x
R
On the other hand, the integral ∂Ω ω over the boundary can be computed
as follows. Assume γ: [0, T ] → ∂Ω is the boundary curve, with end points
γ(0) = γ(T ) (and no other self intersections). Theorem 9.5 can be applied
with D1 = [0, T ] and g1 = γ. Write γ(t) = (x(t), y(t)), then by definition
We thus see that in this case Stokes’ theorem reduces to the classical Green’s
theorem (which is equivalent with the divergence theorem for the plane):
∂f ∂g
Z Z
− + dA = f (x, y)dx + g(x, y)dy.
Ω ∂y ∂x γ
122 Chapter 9
∂f ∂g ∂h
dω = ( + + ) dx ∧ dy ∧ dz
∂x ∂y ∂z
and hence Z Z
dω = div(f, g, h) dV,
Ω Ω
where div(f, g, h) = ∂f
∂x
+ ∂g
∂y
+ ∂h
∂z
is the divergence of the vector field (f, g, h).
R
On the other hand, the integral ∂Ω ω over the boundary ∂Ω = S can
be computed as follows. Suppose D1 , .R. . , Dn P and gRi : Di → S are as in
n
Proposition 9.5 for the manifold S. Then S ω = i=1 Di gi∗ ω. Let σ(u, v) =
gi (u, v) be one of the functions gi . Then
Furthermore
∂σ2 ∂σ2 ∂σ3 ∂σ3
d(y ◦ σ) ∧ d(z ◦ σ) = ( du + dv) ∧ ( du + dv)
∂u ∂v ∂u ∂v
∂σ2 ∂σ3 ∂σ2 ∂σ3
=( − ) du ∧ dv
∂u ∂v ∂v ∂u
and similarly
∂σ3 ∂σ1 ∂σ1 ∂σ3
d(z ◦ σ) ∧ d(x ◦ σ) = ( − ) du ∧ dv
∂u ∂v ∂v ∂u
∂σ1 ∂σ2 ∂σ2 ∂σ1
d(x ◦ σ) ∧ d(y ◦ σ) = ( − ) du ∧ dv.
∂u ∂v ∂v ∂u
Notice that the three expressions in front of du∧dv are exactly the coordinates
of the normal vector σu′ × σv′ . Thus we see that
Let N(u, v) denote the outwardR unit normal vector in σ(u, v), then σu′ ×σv′ =
kσu′ × σv′ k N and we see that D σ ∗ ω is the surface integral of the function
Integration 123
where
∂h ∂g ∂f ∂h ∂g ∂f
curl F = ( − , − , − ).
∂y ∂z ∂z ∂x ∂x ∂y
tangential, 32
tensor, 87
contravariant, 89
covariant, 87
mixed, 89
product, 88
space, 87
topological space, 15
topology,
discrete, 16
Hausdorff, 17
trivial, 16
value,
critical, 49
regular, 49
variety, 11
vector,
cotangent, 95
field, 71
tangent, 32
volume form, 100
wedge product, 92
Whitney’s theorem, 28, 62