Lie Derivatives On Manifolds
Lie Derivatives On Manifolds
Lie Derivatives On Manifolds
William C. Schulz
Department of Mathematics and Statistics,
Northern Arizona University, Flagstaff, AZ 86011
1. INTRODUCTION
This module gives a brief introduction to Lie derivatives and how they act
on various geometric objects. The principal difficulty in taking derivatives of
sections of vector bundles is that the there is no cannonical way of comparing
values of sections over different points. In general this problem is handled by
installing a connection on the manifold, but if one has a tangent vector field
then its flow provides another method of identifying the points in nearby fibres,
and thus provides a method (which of course depends on the vector field) of
taking derivatives of sections in any vector bundle. In this module we develop
this theory. 1
∂
Xp = X i (p) i
∂u p
17 Oct 2011
1
and
∂f
Xp (f ) = X i (p)
∂ui p
∂Y i ∂X i ∂f
X(Y (f )) − Y (X(f )) = X j j − Y j j
∂u ∂u ∂ui
which is a first order operator and hence a tangent vector. We now introduce
new notation
∂Y i ∂X i
∂
[X, Y ] = X(Y (·)) − Y (X(·)) = X j j − Y j j
∂u ∂u ∂ui
∂Y i ∂X i
[X, Y ]i = Xj j − Y j j
∂u ∂u
For practise the user may wish to verify that [X, Y ]i transforms properly under
coordinate change.
∂ ∂
X and Y are said to commute if [X, Y ] = 0. For example ∂u i and ∂uj
commute.
It is obvious that [X, Y ] is linear in each variable.
2
Next we form
Let us abbreviate this by surpressing the f and the parentheses and then per-
mute cyclically.
Now if we add the three equations the terms cancel in pairs and we have the
important Jacobi Identity
φ∗ f = f ◦ φ
3
for X ∈ Tp (M ) and φ∗ : Tp (M ) → Tφ(p) (N ).
In local coordinates we describe φ as follows: p has coodinates u1 , . . . , un
and φ(p) has coodinates v 1 , . . . , v n and thus p → φ(p) is given by
v i (u1 , . . . , un ) i = 1, . . . , n
Then, if
∂ ∂
X = Xi Y = Yi j
∂ui ∂v
and Yφ(p) = φ∗ (Xp ) we have, (surpressing some p subscripts)
∂f ∂f ◦ φ ∂ui
Yφ(p) (f ) = Y j j
= Yj
∂v ∂ui ∂v j
and
∂f ◦ φ
Yφ(p) (f ) = Xp (f ◦ φ) = X i
∂ui
from which we see that
∂ui
Xi = Y j
∂v j
and symmetrically
∂v j
Y j = Xi
∂ui
which resembles the coordinate change rules. This is for the best of reasons;
because φ is a diffeomorphism a coordinate patch on N becomes, via φ, a
coordinate patch on M . Thus, locally, a diffeomorphism looks like a coordinate
change. This is not particularly helpful in keeping things straight in ones mind,
although occasionally technically useful.
Now if φ were just a differentiable mapping then it could not be used to
map vector fields on M to vector fields on N . The obvious way to do this is as
follows: given q ∈ N , select p ∈ M so that φ(p) = q and then let Yq = φ∗ Xp .
This won’t work for two reasons. First, there might be q ∈ N not in the range
of φ, and even if q is in the range of φ we might have φ(p1 ) = φ(p2 ) = q for
p1 6= p2 so that Yq would not be uniquely defined. However, neither of these is
a problem for diffeomorphisms so that
Def If X is a vector field on M and φ : M → N is a diffeomormorphism then
we can define a vector field Y = φ∗ (X) on N by
(φ∗ X)q = Xφ−1 q ◦ φ = φ∗ (Xφ−1 q )
If f : N → R then (recall φ∗ (f ) = f ◦ φ)
= Xφ−1 q ◦ φ (f ) = Xφ−1 q (φ∗ f )
(φ∗ X)q (f )
= Xφ−1 q (f ◦ φ)
Expressed slightly differently
if Y = φ∗ X
then Yq (f ) = Xφ−1 q (f ◦ φ)
4
Notice that if φ1 : M1 → M2 and φ2 : M2 → M3 are diffeomorphisms then
This is just an abstract expression of the chain rule, but we can say it really
fancy: ∗ is a covariant functor from the category of Manifolds and Diffeomor-
phisms to the category of vector bundles and isomorphisms.
Now we want to show that the Lie Bracket is preserved under diffeomor-
phisms. First we note that if φ : M → N is a diffeomorphism then it can be
regarded locally as a coordinate change. Those persons who verified that the
Lie Bracket was invariant under coordinate change when I requested them to
do so need not read the following.
Let φ : M → N be a diffeomorphism and let u1 , . . . , un be coordinates
around p ∈ M and v 1 , . . . , v n be coordinates around q = φ(p) ∈ N . Then we
have, for f : N → R,
∂ Ỹ i j ∂ X̃
i
[X̃, Ỹ ]i = X̃ j − Ỹ
∂v j ∂v j
j
∂v ∂ ∂v i ∂uℓ k ∂v
j
∂ m ∂v i ∂uℓ
= Xk k ℓ Y m m − Y X
∂u ∂u ∂u ∂v j ∂uk ∂uℓ ∂um ∂v j
m ℓ j i j 2 i ℓ
∂Y ∂u ∂v ∂v ∂v ∂ v ∂v
= Xk + X k m
Y
∂uℓ ∂v j ∂uk ∂um ∂uk ∂ui ∂um ∂uj
m
∂X ∂u ∂v ∂v ℓ j i
k m ∂v
j
∂ 2 v i ∂v ℓ
− Yk − Y X
∂uℓ ∂v j ∂uk ∂um ∂uk ∂ui ∂um ∂uj
m i m i
∂Y ∂v ∂X ∂v
= Xk δ ℓ
− Y k
δ ℓ
∂uℓ k ∂um ∂uℓ k ∂um
2 i
∂ v ∂ 2 vi
+ X k Y m δkℓ ℓ m − Y k X m δkℓ ℓ m
∂u ∂u ∂u ∂u
∂Y m m i 2 i 2 i
∂X ∂v k m ∂ v k m ∂ v
= Xℓ − Y ℓ
+ X Y − Y X
∂uℓ ∂uℓ ∂um ∂uk ∂um ∂uk ∂um
i
∂v
= [X, Y ]m m + 0
∂u
i
^
= [X, Y]
5
5. FLOWS
A vector field (section of T (M )) gives rise to a flow φt (p) = φ(p, t) : M × I → M
where the φt are diffeomorphisms and the interval I is (−ǫ, ǫ), where ǫ may, in
general, depend on the value of p. Let {u1 , . . . , un } be local coordinates and the
vector field be given locally by
∂
X = Xi
∂ui
The φt also have a local expression where φt (p) is given by {u1 (t), . . . , un (t)}
(where p corresponds to ui (0) = ui0 ). Then φ(t) is determined by differential
equations with initial conditions. We denote the ui (t) with initial conditions
ui (0) = ui0 ) by ui (uk0 , t). The differential equations are:
duk (ui0 , t)
= X k (uj (ui0 , t)) uk (ui0 , 0) = uk0
dt
The ui0 function as parameters in these equations. The flowline begins with the
point p that has these coordinates and flows out of p to points with the coor-
dinates uj (ui0 , t). The Picard-Lindelöf theorem guarantees that the solutions
will be as differentiable as the input data and depend as differentiably on the
parameters as the X i do. Solutions will exist for some interval (−ǫ, ǫ) where
ǫ > 0. However, in general the ǫ will depend on the intial point p. This won’t
do us any harm. Uniqueness of the solutions guarantees that
6. LIE DERIVATIVES
Here is the idea of the Lie Derivative. Given a tangent vector field X on M , the
derivative in the X direction of an object is the rate of change along the flowline
φt (p) if this makes sense. Unfortunately, it only makes sense for functions. To
find derivatives of objects that live in bundles we must change the game slightly,
since objects in neighboring fibres cannot be directly compared. Let E be a
bundle over M . To compare an object Wq in the fibre Eq over q to an object
Wp in the fibre Ep over p we need an isomorphism from Eq to Ep . This is not
generally available, but if q is on the flowline out of p determined by the vector
field X then we may be able to find such an isomorphism and this suffices to
define the Lie Derivative. Indeed if q = φt (p) then p = φ−1 t (q) = φ−t (q) and if
we can find (φ−t )∗ : π −1 [q] → π −1 [p] then we can compare (φ−t )∗ Wq with Wp .
In fact
(φ−t )∗ Wφt (p) ∈ π −1 [p]
6
is, for small t, a curve in π −1 [p] and hence can be differentiated at t = 0, yielding
an object in Tp (π −1 [p]) = Tp Wp . This is the Lie Derivative for the bundle E.
The importance of understanding this construction is easy to underesti-
mate. If we understand it we understand a) where the Lie Derivative lives (in
the tangent space to the fibre of the bundle). If the fibre is a vector space it is
possible to identify the tangent space with the fibre itself, and this is often done.
b) Knowing that we are dealing with a curve in the fibre Wp focuses our atten-
tion properly when we are doing the technical calculations. c) it prepares us for
the idea of connections in vector bundles and principal fibre bundles where the
ideas are somewhat similar.
Naturally for different bundles (φ−t )∗ will have a different form, but this is
just technical stuff; the basic idea is given above.
First we will deal with the Lie Derivative of a function. In this case (φ−t )∗ =
Identity and (φ−t )∗ f = f . Hence
d
£X (f ) = (f ◦ φt )t=0
dt
d
(f (ui (t)))t=0
=
dt
∂f dui
=
∂ui dt t=0
∂f i
= X
∂ui
= X(f )
where p = φ0 (p) and q = φt (p). The rest is mere intricate calculation. Let p
have coordinates u1 (0), . . . , un (0) and q have coordinates u1 (t), . . . , un (t). For
ease of presentation we will use v i = ui (t). Then (φt )∗ : Tp (M ) → Tq (M ) is
given in coordinates, with Yq = (φt )∗ Zp , by
∂v i j
Yqi = Z
∂uj p
and then (φ−t )∗ = (φ−1
t )∗ is given by
1 1
i −1 Yq Zp
∂v .. ..
. = . ∈ Tp (M )
∂uj
Yqn Zpn
Notice that
∂v i ∂ui (t)
= = Id
∂uj ∂uj
t=0 t=0
7
We are going to need
−1 −2
∂v i ∂v i ∂v i
d d
= (−1)
dt ∂uj ∂uj dt ∂uj
t=0 t=0
i −2
∂v ∂ d i
= (−1) u (t)
∂uj ∂uj dt t=0
∂
= (−1)(Id) Xi
∂uj
∂X i
= −
∂uj
∂ i ∂
£X (Y )i = X j Y − Y j j X i = [X, Y ]i
∂uj ∂u
and we have proved
£X (Y ) = [X, Y ]
8
We note that £X (Y ) has two terms because it is the derivative of (φ−t )∗ Yφt (p)
both factors of which depend on t, and the origin of the negative sign lies in the
inverse: φ−t = φ−1
t . We also note that the above derivation is highly dependent
on the continuity of the second derivatives.
Next we want to derive a formula for the Lie Derivative of the Lie Bracket
of two Vector Fields. This is immediate from the Jacobi Identity. Indeed recall
is the pullback and we set, for this bundle, (φ−t )∗ = φ∗t . (Remember, to get a
Lie Derivative on a bundle we must have an isomorphism (φ−t )∗ from π −1 [q] to
π −1 [p]. We hope to find such an isomorphism which makes sense for the bundle.
In the sequel we will also have to worry about whether the Lie Derivatives for
the various bundles fit together well. For T ∗ (M ) the above turns out to be
a good choice, as well as the only obvious choice.) Let’s now recall how φ∗
works. If φ : M → N and u1 , . . . , un are coordinates on M and v 1 , . . . , v n are
coordinates on N and φ is given locally by v i (u1 , . . . , un ) and a section ω is
given locally on N by ωi dv i then ω̃ = φ∗ (ω) is given locally on M by
∂v j i
ω̃i (uj ) dui = ωj (v k (uj )) du
∂ui
In our case φt is expressed by v i = v i (uj ), and we know that
dv k
= Xk
dt t=0
since
dφt
=X
dt t=0
Thus
d
£X (ω) = [(φ−t )∗ ω(φt (p))]t=0
dt
d
= [(φt )∗ ω(φt (p))]t=0
dt
9
∂v i j
d
= ωi j du
dt ∂u t=0
k i
d ∂v i j
∂ωi du ∂v j
= du + ω i du
∂uk dt ∂uj dt ∂uj
t=0
∂ dv i j
∂ωi k i j
= X δj du + ωi j du
∂uk ∂u dt t=0
∂ωi k i ∂ i j
= k
X du + ωi j X du
∂u ∂u
∂ωi j ∂X j
= X + ωj dui
∂uj ∂ui
= X(ωi ) dui + ωi dX i
This last is an interesting formula and we will find use for it from time to time.
The following calculations are not strictly necessary; they can be derived
abstractly from the fact that (φt )∗ and d commute. However, the formulas may
come in handy and and there is (for me) a certain amusement in the formulas.
We first derive
£X (df ) = d£X (f )
by computing both sides.
∂f
df = j
duj
∂u
∂f ∂X j
∂ ∂f j
£X (df ) = X + dui
∂ui ∂uj ∂uj ∂ui
2
∂f ∂X j
∂ f j
= X + dui
∂uj ∂ui ∂uj ∂ui
∂f j
d£X (f ) = d(Xf ) = d X
∂uj
2
∂f ∂X j
∂ f j
= X + dui
∂ui ∂uj ∂uj ∂ui
Next I want
k
k k j ∂u
d£X (u ) = d(X(u )) = d X
∂uj
= d(X j δjk ) = dX k
and then
10
= £X (ωi ) dui + ωi £X (dui )
= X(ωi ) dui + ωi dX i
which coincides with our previous formula. We can read this in two ways; if we
have Leibniz’ formula for products then this says the general formula for £X (ω)
is derivable from the formulas for £X (f ) and £X (duk ), or we can view it as a
justification for Leibniz’s formula given our previous work.
We can sweat a little more out of the formula
11
This interesting formula explicitly gives the value of dω evaluated on vec-
tors. It is even possible to use it to define dω, as Godbillion[2], does instead of
determining dω by the three rules
∂f
df = dui
∂ui
d(ω 1 ∧ ω 2 ) = dω 1 ∧ ω 2 + (−1)deg(ω1 ) ω 1 ∧ dω 2
ddω = 0
However, we will follow the classical route which requires us to prove this for-
mula.
It is worth doing the special case of a one-form first to get the feel for the
situation. We have ω ∈ Λ1 (M ) and X0 and X1 are two vector fields on M .
Then locally
ω =ωi dui
∂ωi j
dω(X0 , X1 ) = du ∧ dui (X0 , X1 )
∂uj
∂ωi j i i j
= du (X 0 )du (X 1 ) − du (X 0 )du (X 1 )
∂uj
∂ωi j i i j
= X X
0 1 − X 0 1X
∂uj
∂ωi ∂ωi
= X0j j X1i − X1j j X0i
∂u ∂u
∂ ∂X i
= X0j j ωi X1i − X0j ωi j1
∂u ∂u
i
∂ ∂X
− X1j j ωi X0i + X1j ωi j0
∂u ∂u
∂X i i
j ∂X0
= X0 (ω(X1 ) − X1 (ω(X0 ) − ωi X0j 1
− X 1
∂uj ∂uj
= X0 (ω(X1 ) − X1 (ω(X0 ) − ωi [X0 , X1 ]i
= X0 (ω(X1 ) − X1 (ω(X0 ) − ω [X0 , X1 ]
This verifies the formula for the case r = 1. Unfortunately for r > 1 the situation
is not so simple. As Helgason[3] remarks, this formula is essentially trivial but
it is a bit tricky to push through in detail. In fact, it’s not too easy to find a
source where this is done. The steps are, in the big picture, the same as those
for r = 1 but there are so many things to keep straight that the proof is a bit
unwieldy.
Before starting we remind the reader of the formula for diffentiating a
determinant. It is, for r = 3, simply
f g h ∂f g h f ∂g h f g ∂h
∂ ∂u
∂i
∂u
∂j
∂u
∂k
i j k = ∂u j k + i ∂u k + i j ∂u
∂u
l m n ∂u ∂l
m n l ∂m ∂u n l m ∂n ∂u
12
as is immediate from the formula
1
a1 a12 a13
π(1) π(2) π(3)
2 X
a1 a22 a23 =
3 sgn(π) a1 a2 a3
3 3
a1 a2 a3 π∈S3
We also remind the reader that the hat on an expression means that it is omitted,
so that for example
f g ĥ i f g i
j k l̂ m = j k m
n o p̂ q n o q
ω = f dui1 ∧ . . . ∧ duir
This is in some sense straightforward, and there is only one substantive step;
everything else is cosmetic rearrangement. I will point out the substantive step
when we get there. For ease of reading I will leave out the wedges in the
calculation. Here we go....
r
X ∂f
dω(X0 , . . . , Xr ) = j
duj dui1 . . . duir (X0 , X1 , . . . , Xr )
j=1
∂u
13
duj (X0 ) duj (X1 ) . . . duj (Xr )
X ∂f dui1 (X0 ) dui1 (X1 ) . . . dui1 (Xr )
=
∂uj ··· ··· ··· ···
j
duir (X0 ) duir (X1 ) . . . duir (Xr )
X0j X1j
... Xrj
X0i1 X1i1
X ∂f ... Xri1
=
∂uj ··· ··· ··· · · ·
j
X0ir X1ir ... Xrir
Now comes the one substantive step; we use X(f )g = X(f g) − f X(g):
i1
X0 . . . X̂ii1 . . . Xri1
r
X i2 . . . X̂ i2 . . . X i2
X
i 0 i r
= (−1) Xi f
· · · · · · · · · · · · · · ·
i=0
X ir . . . X̂ ir . . . X ir
0 i r
i1 i
. . . Xri1
X0 . . . X̂i 1
r
X X i2 . . . X̂ i2 . . . X i2
− (−1)i f Xi 0 i
· · · · · · · · · · · · · · ·
r
i=0
X ir . . . X̂ ir . . . X ir
0 i r
dui1 (X ) . . . du\
i1 (X ) . . . dui1 (X )
0 i r
r
i2 \i2 i2
(−1)i Xi f du (X0 ) . . . du (Xi ) . . . du (Xr )
X
=
i=0
· · · · · · · · · · · · · · ·
duir (X ) . . . du\
ir (X ) . . . duir (X )
0 i r
i1
X0 . . . Xi (Xki1 ) · · · X̂ii1 . . . Xri1
r
X i2 . . . Xi (X i2 ) · · · X̂ i2 . . . X i2
XX
− (−1)i f 0 k i r
14
X0i1 . . . Xi (Xki1 ) · · · X̂ii1 . . . Xri1
r X
X0i2 . . . Xi (Xki2 ) · · · X̂ii2
X . . . Xri2
(−1)i f
−
··· ··· ··· ··· ··· · · · · · ·
i=0 k<i
X0ir . . . Xi (Xkir ) · · · X̂iir . . . Xrir
X0i1 . . . X̂ii1 . . . Xi (Xki1 ) . . . Xri1
r X
X
i
X0i2 . . . X̂ii2 . . . Xi (Xki2 ) . . . Xri2
− (−1) f
··· ··· ··· ···
i=0 k>i
X0ir . . . X̂iir . . . Xi (Xkir ) . . . Xr ir
r
X
= (−1)i Xi (ω(X0 , . . . , X̂i , . . . , Xr )
i=0
Xi (Xki1 ) X0i1 · · · X̂ki1 · · · X̂ii1 · · · Xri1
r i−1 i2 i2
XX
i k Xi (Xk ) X0
· · · X̂ki2 · · · X̂ii2 · · · Xri2
− (−1) f (−1)
··· ··· ··· ··· ··· ··· ··· ···
i=0 k=0
X (X ir ) X ir · · · X̂kir · · · X̂iir · · · Xrir
i k 0
Xi (Xki1 ) X0i1 · · · X̂ii1 · · · X̂ki1 · · · Xri1
r r i2
X0i2 · · · X̂ii2 · · · X̂ki2
X X
i k−1 Xi (Xk )
· · · Xri2
− (−1) f (−1) ··· ··· ··· ··· ··· ··· · · · · · ·
i=0 k=i+1
X (X ir ) X0ir · · · X̂iir · · · X̂kir · · · Xrir
i k
Xr
= (−1)i Xi (ω(X0 , . . . , X̂i , . . . , Xr )
i=0
Xi (Xki1 ) − Xk (Xii1 ) X0i1 · · · X̂ii1 · · · X̂ki1 · · · Xri1
i2 i2
X0i2 · · · X̂ii2 · · · X̂ki2
X
i+k Xi (Xk ) − Xk (Xi )
· · · Xri2
− (−1) f
··· ··· ··· ··· ··· ··· · · · · · ·
0≤i<k≤r
X (X ir ) − X (X ir )
i k k i X0ir · · · X̂iir · · · X̂kir · · · Xrir
r
X
= (−1)i Xi (ω(X0 , . . . , X̂i , . . . , Xr )
i=0
· · · du\ · · · du\
dui1 ([X , X ]) dui1 (X ) i1 (X ) i1 (X ) · · · dui1 (Xr )
i k 0 i k
i
i+k du 2 ([Xi , Xk ]) du 2 (X0 )
i
· · · du\
i2 (X ) · · · du\
i2 (X ) · · · dui2 (Xr )
X
− (−1) f i k
··· ··· ··· ··· ··· ··· ··· ···
0≤i<k≤r
· · · du\ · · · du\
duir ([Xi , Xk ]) duir (X0 ) ir (X )
i
ir (X )
k
ir
· · · du (Xr )
Xr
= (−1)i Xi (ω(X0 , . . . , X̂i , . . . , Xr )
i=0
X
− (−1)i+k f dui1 dui2 · · · duir ([Xi , Xk ], X0 , . . . , X̂i , . . . , X̂k . . . , Xr )
0≤i<k≤r
r
X
= (−1)i Xi (ω(X0 , . . . , X̂i , . . . , Xr )
i=0
15
X
− (−1)i+k ω([Xi , Xk ], X0 , . . . , X̂i , . . . , X̂k . . . , Xr )
0≤i<k≤r
xi xj = (−1)ij xj xi xi ∈ Ai , xj ∈ Aj
[xi , xj ] = xi xj − (−1)ij xj xi
and of course the algebra is graded communtative if and only if the commutator
vanishes.
The case of interest to us is when the graded algebra A is generated by
the elements of degrees 0 and 1. In the case of A = Λ(M ) this would be the
functions and 1−forms. Abstractly we say
A is generated by A0 ⊕ A1
a: Ar → Ar+p
a(xy) = a(x)y + (−1)rp xa(y) for x ∈ Ar
16
We also define a bracket [a, b] of two graded derivations of degrees p and q
respectively by
[a, b] = ab − (−1)pq ba
The theorem is then
Theorem If a and b are graded derivations of degrees p and q respectively then
[a, b] is a graded derivation of degree p + q.
Proof The proof is straightforward if a trifle intricate. Recall that
a : Ar → Ar+p
b : Ar → Ar+q
a(xy) = a(x)y + (−1)rp xa(y) x ∈ Ar
b(xy) = b(x)y + (−1)rq xb(y) x ∈ Ar
[a, b] = ab − (−1)pq ba
Hence
because the 3rd and 4th terms in the penultimate equation are 0 due to cancel-
lation of the powers of -1 in the coefficients.
The popular terminology for derivations is as follows.
If p is even a graded derivation is called a derivation
If p is odd a graded derivation is called an antiderivation
Let a1 and a2 be antiderivations with odd degrees p1 and p2
Let b1 and b2 be derivations with even degrees q1 and q2
Then our result about brackets of graded derivations tell us that
17
The following theorem is almost obvious.
L
Theorem Suppose that the graded algebra A = Ai is generated by A0 ⊕ A1
as an algebra and suppose a and b are graded derivations of degree p and suppose
that they agree on A0 ⊕ A1 (that
L is, on scalars and ”vectors”). Then they agree
on the whole graded algebra Ai .
Proof Since the elements of Ai are generated by products of vectors from A1
and scalars from A0 , the value of a on an element of Ai is determined by the
values on A0 and A1 . Since a and b coincide on A0 and A1 , they coincide on
the entire algebra.
Now the obvious next question is whether one can create a graded derivation
on an algebra generated by A0 ⊕ A1 by specifying it it on the elements of A0
and A1 and requiring it to satisfy the graded derivation law. The answer, in
general, is NO because an element of Ai may be a product of elements of A0
and A1 in many different ways, and the different ways may lead to inconsistent
values of the graded derivation on that element. Algebraically this means that
the graded algebra has relations.
But suppose the algebra A is a FREE graded Algebra, which means there
are no relations between the elements except those that are forced by being
a graded algebra. Then indeed the construction of the derivation is possible.
An example of such a free graded algebra is the Exterior Algebra of Forms
Λ(M ) on a manifold M . It is for precisely this reason that the operator d may
be uniquely determined by its value on functions f and one forms ω and the
law d(ωη) = d(ω)η + (−1)deg ω ωd(η) which says precisely that d is a graded
derivation of degree 1. This bit of trickery works because Λ(M ) is free.
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(φ∗t (ω1 ) − ω1 ) ∧ φ∗t (ω2 ) + ω1 ∧ (φ∗t (ω2 ) − ω2 )
= lim
t→0 t
= £X (ω1 ) ∧ ω2 + ω1 ∧ £X (ω2 )
as we would expect for a reasonable product.
In a similar way, since φ∗t (d ω) = d φ∗t (ω) we have
φ∗t (dω) − d ω d φ∗t (ω) − d ω
£X (d ω) = lim = lim = d £X (ω)
t→0 t t→0 t
Note that t is not one of the variables involved in d. We previously proved the
formula above for 1−forms but this proof is valid for r−forms. A different proof
of this is possible using methods we are about to introduce.
Next notice that £X is a graded derivation of degree 0 and d is a graded
derivation of degree 1. Hence by the theorem in the previous section,
[d, £X ] = d ◦ £X − (−1)−1·0 £X ◦ d = d ◦ £X − £X ◦ d
is a graded derivation of degree 1. We have just shown it is identically 0. How-
ever, note that this fact could be proved by showing that [d, £X ] is identically
0 on functions and 1−forms. It would then follow that it is 0 on all forms, by
the discussion at the end of the previous section. We will call this the French
Method.
Clearly there is no fun to be had here with d and £X because they commute.
For real fun we need another graded derivation which does NOT commute with
d or £X .
Our first example is simply to use two Lie Derivatives, £X and £Y . We
will show that
[£X , £Y ] = £[X,Y ]
Since these are graded derivations of degree 0, it suffices to show that they
coincide on functions and one forms. Note that we have
[£X , £Y ] = £X ◦ £Y − (−1)0·0 £Y ◦ £X = £X ◦ £Y − £Y ◦ £X
On functions this gives
[£X , £Y ](f ) = £X ◦ £Y (f ) − £Y ◦ £X (f ) = £X (Y (f )) − £Y (X(f ))
= X(Y (f )) − Y (X(f )) = (XY − Y X)(f ) = [X, Y ](f )
= £[X,Y ] (f )
For one-forms it is perfectly possible to perform a direct attack and fill a page
with computations that establish that the two derivations coincide on one forms.
However, we would like to do this in a smarter way. The miminal one-form we
can work with is dui and we can use the commutativity of £X and d effectively
here; we don’t even need to look at the formula for £X on one-forms.
(£X £Y − £Y £X )(dui ) = d(£X £Y − £Y £X )(ui )
= d £[X,Y ] (ui )
= £[X,Y ] (dui )
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Since the two derivations £X £Y − £Y £X and £[X,Y ] agree on functions f and
the special one forms dui , they will agree on all one forms ω = fi dui , as required.
Another very important example is the inner product of a vector field and
a differential form. This is defined by
Def
X |f = 0 for f ∈ Λ0 (M )
X |ω = ω(X) for ω ∈ Λ1 (M )
X | is a graded derivation of degree − 1
X | ω(Y2 , Y3 , . . . , Yr ) = ω(X, Y2 , Y3 , . . . , Yr )
However, in order not to break up the derivation we will prove the general
formula in appendix 1 of this section. The case r = 2 we need below.
We now want to use all our equipment to prove Cartan’s Homotopy formula
Theorem For X a vector field on M and ω ∈ Λr (M ).
£X ω = d(X | ω) + X | (dω)
[d, X | ] = d ◦ X | + X | ◦ d
d(X | f ) + X | (d f ) = X | (d f )
= d f (X) = X(f ) = £X (f )
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Since we have three graded derivations, d, X | and £X , we should be able
to find formulas using any two of them. We just did the first two, and the pair
d, £X is dull since the two commute, so the remaining possibility is £X and
X | . The commutator of these two should give us a graded derivation of degree
-1. Let us see if we can turn it up and simultaneously prove the formula. For
f ∈ Λ0 (M )
£X (Y | f ) − Y | £X (f ) = 0
No help there. For ω ∈ Λ1 (M )
[£X , Y | ] = £X ◦ Y | − Y | ◦ £X = [X, Y ] |
which is the formula we were seeking. The formula is true on functions and
1−forms, and since it is a graded derivation is true on all r−forms.
We have now exhasted our supply of graded derivations. However, I wish
to present one more formula which has a slightly different feel to it and is not
proved in the same way. For this formula we must define the Outer Product or
Exterior Product.
Def Let ω ∈ Λ1 (M ). Then the Outer Product ǫ(ω) is defined by
ǫ(ω)(η) = ω ∧ η for η ∈ Λr (M )
Note that ǫ(ω) is not a derivation. However, it does have an interesting formula
which looks a little like a derivation formula. First, recall that X | is a graded
derivation of degree -1 so we have for ω ∈ Λ1 (M )
X | (ω ∧ η) = (X | ω) ∧ η − ω ∧ (X | η)
and so we have
X | ◦ ǫ(ω) + ǫ(ω) ◦ X | = ω(X)
where the right hand side is to be interpreted as the operator of scalar multi-
plication by ω(X).
Appendix 1 Here we prove the formula for the inner product
(X | ω)(Y2 , . . . , Yr ) = ω(X, Y2 , . . . , Yr )
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for ω ∈ Λr (M ). We begin in a leisurely manner by proving the formula for
r = 2. For this we have
X | (ω1 ∧ ω2 ) = (X | ω1 )ω2 − ω1 (X | ω2 )
= ω1 (X)ω2 − ω2 (X)ω1
|
(X (ω1 ∧ ω2 ))(Y ) = ω1 (X)ω2 (Y ) − ω2 (X)ω1 (Y )
= (ω1 ∧ ω2 )(X, Y )
For the general case we remind the reader of some formulae. First
ω1 (Y1 ) ω1 (Y2 ) · · · ω1 (Yr )
ω2 (Y1 ) ω2 (Y2 ) · · · ω2 (Yr )
ω1 ∧ ω2 ∧ . . . ∧ ωr (Y1 , . . . , Yr ) = det
··· ··· ··· ···
ωr (Y1 ) ωr (Y2 ) · · · ωr (Yr )
r
X
ω1 ∧ ω2 ∧ . . . ∧ ωr (Y1 , . . . , Yr ) = (−1)i−1 ω1 (Yi )ω2 ∧ . . . ∧ ωr (Y1 , . . . , Ŷi , . . . , Yr )
i=1
r−1
Thus for ω ∈ Λ
r
X
ω1 ∧ ω(Y1 , . . . , Yr ) = (−1)i−1 ω1 (Yi )ω(Y1 , . . . , Ŷi , . . . , Yr )
i=1
Now we begin our proof by induction. Assume the formula is true for r − 1.
Then for ω1 ∈ Λ1 (M ) and ω ∈ Λr (M )
Y1 | (ω1 ∧ ω)(Y2 , . . . , Yr )
= (Y1 | ω1 )ω(Y2 , . . . , Yr ) − (ω1 ∧ (Y1 | ω))(Y2 , . . . , Yr )
r
X
= ω1 (Y1 )ω(Y2 , . . . , Yr ) − (−1)i ω1 (Yi )(Y1 | ω)(Y2 , . . . , Ŷi , . . . , Yr )
i=2
Y1 | (ω1 ∧ ω)(Y2 , . . . , Yr )
r
X
= ω1 (Y1 )ω(Y2 , . . . , Yr ) − (−1)i ω1 (Yi )ω(Y1 , . . . , Ŷi , . . . , Yr )
i=2
r
X
= (−1)i−1 ω1 (Yi )ω(Y1 , . . . , Ŷi , . . . , Yr )
i=1
= (ω1 ∧ ω)(Y1 , . . . , Yr )
22
References
[1] Berline,N; Getzler, E. & Vergne, M. Heat Kernals and Dirac Operators
Springer Verlag, Berlin, 1992
[2] Godbillon, Claude ; Géométrie Différentielle et Méchanique Analytique
Hermann Paris 1969
[3] Helgason, Sigurdur; Differential Geometry and Symmetric Spaces Ameri-
can Mathematical Society, Tel Aviv, 2000
[4] Loomis, Lynn H.; Advanced Calculus 2nd edition, Jones and Bartlett,
Boston, 1990
[5] Morrey, Charles B.; Multiple Integrals in the Calculus of Variations,
Springer Verlag, Berlin, 1966
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