DIFFERENTIAL GEOMETRY WITH APPLICATIONS TO MECHANICS AND PHYSICS

DIFFERENTIAL GEOMETRY WITH APPLICATIONS TO MECHANICS AND PHYSICS
Yves Talpaert
Ouagadougou University Ouagadougou, Burkina Faso

M A R C E L

Library of Congress Cataloging-in-Publication Data

Talpaert, Yves. Differential geometry : with applications to mechanics and physics / Yves Talpaert. p. cm. - (Monographs and textbooks in pure and applied mathematics ; 237) Includes bibliographical references and index. ISBN: 0-8247-0385-5 (alk. paper) 1. Geometry, Differential. I. Title II.Series

French edition published by CepaduCs Editions: Yves Talpaert, Leqons et Applications de Ghmitrie Diffirentiale et de Mkcanique Analytique, 1993. ISBN 2-85428-325-9.

This book is printed on acid-fiee paper.
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CONTENTS
Preface

.............................................................................................. v

Lecture 0

.

TOPOLOGY AND DIF'F'ERENTIAL CALCULUS REQUIREMENTS
1 Topology

1

.

Topological space basis ..................................... ............. .. Haussdorff space ............................... ........................... . 1.4 Homeomorphism .............................................................. 1.5 Connected spaces .................................................... 1.6 Compact spaces .................................. ......................... . . 1.7 Partition of unity ............................................................. 2 Differential calculus in Banach spaces ............................... .......

1.1 1.2 1.3

........................................................................... 1 Topological space ...................... ................................ . .

.

2.1
2.2 2.3 2.4 2.5

Banach space .................................................................8 Differential calculus in Banach spaces ................................... 10 Differentiation of R " into Banach ........................................ 17 Differentiation of R into R ............................................. 19 .......................................... Differentiation of R into R 22

3 Exercises ..........................................................................30

.

Lecture 1

.

MANIFOLDS

37

Introduction ................................ . . ....................................... 37
1

.

Differentiable manifolds

............................ .........................40 .

1.1 1.2 1.3

Chart and local coordinates ................................................ 40 Differentiablemanifold structure ......................................... 41 Differentiable manifolds ................................................... 43

2 Differentiable mappings ........................................................ 50 2.1 2.2 2.3 Generalities on differentiable mappings ................................. 50 Particular differentiable mappings ........................................ 55 Pull-back of function ........................................................57

.
.

3 Submanifolds

.................................................................. 59

3.1 3.2
4

Submanifolds of R ........................................................ 59 Submanifold of manifold ................................................... 64 Exercises .......................................................................... 65

.

viii

Contents

Lecture 2. TANGENT VECTOR SPACE
1 Tangent vector 1.1 1.2

71

.

................................................................... 71 Tangent curves ................................ . , .......................... 71 Tangent vector .............................................................. 74

2 Tangent space

.

2.1 2.2 2.3

.................................................................... 80 Definition of a tangent space ............................................. 80 Basis of tangent space ................................ .................... 81 Change ofbasis ........................................................... 82

3 Differential at a point ........................................................ 83
3.1

.

3.2 3.3
4

Definitions ................................................................. 84 The image in local coordinates .......................................... 85 Diferential of a function ................................................... 86

.

Exercises ..........................................................................

87

Lecture 3

.

TANGENT BUNDLE VECTOR FIELD ONE-PARAMETER . . GROUP LIE ALGEBRA 91 Introduction ........................................................................... 91
1 Tangent bundle 1.1 1.2

.

................................................................. 93

Natural manifold TM ................................................... 93 94 Extension and commutative diagram .................................

2 Vector field on manifold 2.1 2.2

.

.......................................................96 Definitions ................................................................... 96 Properties of vector fields ............................................... 96

3 Lie algebra structure 3.1 3.2 3.3
4

.

Bracket Lie algebra .......................... . . ...................................100 Lie derivative ............................................................... 101

............................................................ 97 ........................................................................ 97
................................ 102

.

One-parameter group of diffeomorphisms

4.1 4.2

Differential equations in Banach ........................................ 102 One-parameter group of diffeomorphisms ............................ 104

5 Exercises

.

......................................................................... 111
125

Lecture 4

.

COTANGENT BUNDLE -VECTOR BUNDLE OF TENSORS
1 Cotangent bundle and covector field
1.1 1.2 1.3

.

1-form Cotangent bundle .......................................................... 129 Field of covectors ......................................................... 130

....................................... 125 ....................................................................... 125

Contents

IX

2 Tensor algebra
2.1 2.2

.

Tensor fields and tensor algebra ......................................... 137

.................................................................. 130 Tensor at a point and tensor algebra .................................... 130

3. Exercises .......................................................................... 144 Lecture 5. EXTERIOR DIFFERENTIAL FORMS
1 Exterior form at a point

153

.

1.1 1.2 1.3 1.4 1.5

........................................................ 153 Definition of a p-form .................................................... 153 Exterior product of 1-forms .............................................. 155 Expression of a p-form ................................................... 156

Exterior product of forms ................................................ 158 Exterior algebra .........................................................159 . .

2. Differential forms on a manifold ............................ 2.1 2.2

............. .

162

Exterior algebra (Grassmann algebra) .................................. 162 Change of basis .......................................................... 165

3 Pull-back of a differentia1 form

.

.......................... . . . ..........167 .

3.1 3.2
4

Definition and representation ............................................. 167 Pull-back properties ....................................................... 168
Exterior differentiation

.

..................... .............................. 170

4.1 4.2

Definition ................................................................... 170 Exterior differential and pull-back ....................................... 173

. 6. .

5 Orientable manifolds Exercises

............................ ............................ . 174 ........................................................................... 178
185

Lecture 6 LIE DERIVATIVE LIE GROUP .

1 Lie derivative ......................................................................186
1.1 1.2 First presentation of Lie derivative ...................................... 186 Alternative interpretation of Lie derivative .............................195

2 Inner product and Lie derivative 2.1 2.2
3

.
.

.............................................199 Definition and properties ..................... ...................... 199 . . Fundamental theorem ..................................................... 201
.............................................................. 204

Frobenius theorem

4 Exterior differential systems 4.1 4.2

.

.................................................

207

Generalities ............................................................... 207 Pfaff systems and Frobenius theorem ...................................208

...................... 327 . 329 ................................ 285 2........................................7 1.......329 3 D'Alembert-Lagrange principle Lagrange equations . 302 ...............1 Diffeomorphisms on phase spacetime ......................... .... ..................................2 Kinetic energy and Riemannian manifold ......... 308 ......1 3............................................................ ..........................2 2...................................................340 ................................ 3 Geodesic and Euler equation ....2 2.......................1 2......... 329 .......5 2.... 341 Motion equations on Riemannian manifolds ....................... ................................................Laplace operators . 285 Christoffel symbols .......3 Integral invariants and canonical transformations ............ 300 4.................................................... Phase space 2.......... 325 1.. ....... 4................... 283 2 Affine connection ..........4 2................................................................ 302 Ricci tensor ......................................... 275 The Hodge operator and adjoint .............. 343 D' Alembert-Lagrange principle ......................... 325 1............... 286 Interpretation of the covariant derivative .......................1 4....5 ......................................................5 1.............................. 291 Levi-Civita (or Riemannian) connection .............................. 331 Canonical equations of Hamilton ............................................6 1...9 Killing vector field ......... 288 Torsion .....Divergence ................ 344 4......................... 332 Phase space ........ ......................................................................................................4 5 Curvature tensor ...8 1........... 348 ........3 3.................................6 Affine connection definition ........................................ ...... ........... ..................291 Gradient ...............4 Euler-Noether theorem ........ 2 Hamilton principle... 337 ............................... .................................3 4...280 Induced metric and isometry ..............2 3..3 2..................... 344 4...............................Contents XI 1...................................4 .......... 2............ .... Curvatures Ricci tensor Bianchi identity Einstein equations ..... Exercises ........ ..................................2 Integral invariants ........3 2........ ........................2 4...........1 2............... Motion equations. Einstein equations 309 ......................... 305 Bianchi identity ........ 274 Volume ......... 4 Canonical transformations and integral invariants ......1 Generalized coordinates and spaces ......... 277 Special relativity and Maxwell equations .. 338 Lagrange equations ..... 310 325 Lecture 9 LAGRANGE AND HAMILTON MECHANICS 1 Classical mechanics spaces and metric ... Lagrangian Principle of least action .. 338 3.... 293 ..... 346 4........... Lagrange equations ...

.......................... 415 3 Hamilton-Jacobi equation ...........................2 2............................................. 408 Generating functions ........................................ 3........................ 429 Bibliography ...... 5........ ...........................1 ........... 369 6..................4 1......... 373 The third integral ...........................3 ....1 4................. 388 Canonical isomorphism ......................................................... 399 ........... 352 5 The N-body problem and a problem of statistical mechanics 5...................................................................2 . 353 6 Isolating integrals ................ 445 .. 379 7..3 1.......Contents 4............. 412 ......... 2 Canonical transformations in mechanics 2..................... ...........2 Hamilton-Jacobi equation and Jacobi theorem ................. 404 Canonical transformations....................1 2.........2 1.415 Separability ..................................423 Variational principle (with n degrees of freedom) ........ 381 385 Lecture 10 SYMPLECTIC GEOMETRY-Hamilton-JacobiMechanics preliminaries ................... ........................................... 385 1 Symplectic geometry .............................................................. I 6..... 427 ..... 358 .................................... 369 ............................3 6........................................................................................................................................................... 422 Variational principle (with one degree of freedom) ........ 396 Syrnplectic mapping and canonical transformation ........ .............................5 Definition and examples ...........Lagrange brackets ................5 Darboux theorem and symplectic matrix ................ 443 5 Exercises Glossary . ...........................................1 1.....1 3....................... Exercises .......... 419 4 A variational principle of analytical mechanics 4.......... 352 ..........................................404 Hamilton vector field .............................................................4 6.. 375 Invariant curve and third integral existence ......... ....393 Poisson bracket of functions ..............4 Liouville theorem .................................................................. 391 Poisson bracket of one-forms ....... 388 1................. ........................2 N-body problem and fundamental equations A problem of statistical mechanics ............................... 372 Jeans theorem Stellar trajectories in the galaxy .................2 6................................... .......................

many books relating to these are either too abstract since aimed at mathematicians. general relativity.PREFACE Differential geometry is a mathematical discipline which in a decisive manner contributes to modem developments of theoretical physics and mechanics. A measured and logical progression towards (sometimes tricky) ideas. The chapters illustrate the imaginative and unifying characters of differential geometry. fluid-dynamics. The introduced notions should be known by students when beginning a Ph. Acknowledgements. A my affection to Moira who drew the figures. The important propositions and the formulae to be framed are shown by * and Two introduced methods (in fluid-mechanics and calculus of variations) deserve further study.D. special relativity. The text sets out. electromagnetism. The theory and the 133 solved exercises will be of interest to other disciplines and will also allow mathematicians to find many examples and concepts. The last three lectures have been completely revised and several new subjects exceed the Master's degree. thermodynamics. in mathematics applied to theoretical physics and mechanics. gives this book its originality. and quantum physics. All the proofs and exercises are detailed. The first seven lectures rather faithfully translate lessons of my French book "GComCtrie DiffCrentielle et M6canique Analytique. for an eclectic audience. too quickly applied to particular physics branches when aimed at physicists. Boyom (Montpellier University) who allowed me to improve the French version and to Professor Emeritus Raymond Coutrez (Brussels University) who taught me advanced mathematical methods of mechanics and astronomy. a methodology paving the road to analytical mechanics. cosmology. H . stellar dynamics." but contain additional examples. Many thanks to my former African students who let me expound on the material that resulted in this book. I am grateful to Professor Michel N. There is no doubt that engineers could overcome difficulties by using differential geometry methods to meet technological challenges. Most of the text comes from Master's-level courses I taught at several African universities and aims to make differential geometry accessible to physics and engineering majors.

Inc. for helpful remarks and suggestions. Yves Talpaert .vi Preface I wish to express my gratitude to Marcel Dekker.

.

LECTURE 0 TOPOLOGY AND DIFFERENTIAL CALCULUS REQUIREMENTS 1.the union of any collection of open sets is open. " . "open set" will often be simply called "open. Let P be a subset of space S. Afterwards. called open sets such that: '. in a topological space S is an open set U Afterwards. D The relative topology on P is defined by D A point is a contact point of P if every neighborhood of x contains at least a point of P.1 TOPOLOGICAL SPACE D . be an open set. any open neighborhood will be simply called neighborhood. 1. A topological space S is a set with a topology. TOPOLOGY This section presents the required basic notions of topology. - any finite intersection of open sets is open. A toplogy on S is a collection 0 of subsets. space S and empty space 0 are open sets. namely: D An open neighborhood of a point containing x. Let D The complement of with respect to is said to be a closed set.

A point is an isolated point of P if x has a neighborhood which does not contain any point of P different from x. The standard distance on is defined by .2 Lecture 0 A point is an accumulation point or limit point of P if every neighborhood of x contains (at least) one point of different from x. an isolated point of P is a point of P. A distance on M is a function satisfying the following conditions: Example. The definition means every point of S is a contact point of P 1.2 TOPOLOGICAL SPACE BASIS Let S be a topological space.2. 1. D D In other words. which is no accumulation point.2 Example of the metric space D A metric space M is a set provided with a distance. Any contact point is either an isolated point or an accumulation point.2. J D 1. PR1 PR2 Every accumulation point is a contact point. In other words: is a basis of open sets of if every open set of S is I ). The closure of P is a closed set.1 Definition A basis B for the topology on S is a collection of open sets such that every open set of S is a union of elements of B. D PR3 The closure of P.denoted is the set of contact points of P. it's the smallest closed set containing P A subset P of S is (everywhere) dense in S if = D S. the opposite is evidently false.

Thus open rectangles form a basis for the topology.r)and. To conclude. and y = (y' .x)) so that: is d(x. 1. We introduce a topology on M related to the distance notion and called metric topology.y)< r-d(a.x)) c B(a.r-d(a. The open sphere is an open set. such that U and V are opens respectively in S and T. Let S and T be topological spaces. B(a. PR4 Every open sphere of a metric space M is an open set of Proof. Reciprocally. D The product topology on SxT is the collection of subsets that are unions of opens as U x V. y n ) .r)... we prove the existence of an open sphere included in B(a..x)) necessarily belongs to B(a. That follows from the open set definition. every open set of M is the union of open spheres.r)is an open set of M The previous proposition implies every union of open spheres of a metric space M is open.. there exists an open sphere B(x..r-d(a. Then.2.r-d(a. we can express: PR5 The open spheres of a metric space make up a basis for a topology called metric space topology.r-d(a. .r). every point y~B(x. If the case is not trivial.r).. Indeed. D An open sphere about in metric space M is D - A subset P of a metric space M is an open set of M if either 0 or P: P (r . namely: B(x..3 Separable space A topological space S is said to be a space with countable baris if there is (at least) D one basis in S consisting of a countable number of elements.x))rB(a.Topology and Differential Calculus Requirements wherex = (x'.x) which implies: then any point y E B(x. by definition. countable meaning finite or denumerable. .

The real straight line with two origins Haussdorff space.s')1 In the last two cases. D PR6 Every topological space S with countable basis is separable. I Indeed. ProoJ Let B = (I4 I i d ) be a countable basis of S. and a neighborhood U.{ { oz1U(-&'.nD#0 because. thus every pointy is a contact point of D and hence D is dense in S.nu. The space R" is separable with the topology defined by B= (B(x.O) U(0. Every neighborhood V. Thus it's not a Haussdorff space example. ~ E f Q where Q is the set of rational numbers. Example. D D A topological space S is called a type Ta space or a Huussdoflspace if for any two distinct points x and y of S exist a neighborhood U. .~~~.)UI-E. =0 01 Example.r) I x e Q n . This open set is the union of a certain number of V. Haussdorff spaces (any two distinct points x and y of the space have disjoint neighborhoods) will play a fundamental part.4 Lecture 0 A topological space S containing a (everywhere) dense countable set is called separable.. . of y such that: u.the usual open intervals in R (for the semi-lines). PR7 Every metric space is a HaussdorE space. I V.3 HAUSSDORFF SPACE A topological space S is called a type TI space if for any two distinct points x and y of S exist a neighborhood U. a topology is defined using: .. 1. Thus UY. in particular. (for 0 3 ) . with x not belonging to U. of x and a neighborhood U. Later. of y E S includes an open set containing y. . and 02 is a type TI space but not a 01 62 Figure 1. I I EN ) (everywhere) dense in S. this set contains x i € Vim This conclusion is true for every point YES.O)U(O. We provethe space S contains a set D ={ xi E V.E)) (for 011. of x with y not belonging to U. the intersection of two open sets (of 01 and 02)is necessarily not empty.

Topology and Differential Calculus Requirements 5 ProoJ Let x and y be two points of a metric space M and let r be the distance d(x. The space { x e F I n n C ( x 1 ) ' < r . b ~ R }+ is not homeomorphic t o r . 1. f -'(A) is a closed set in S. I a< Z(x1)' < b . I. f -'(W) is an open set in S. In an equivalent manner: A mapping f of S into T is corotimious on S if. a . of f ( x ) .ClearIy. in D A homeamo~hism of S onto T is a bicontinuous bijection. then the inverse image of every open set of T is open and the image of every open set of S is open. to each open V in S corresponds an open f( V ) in T and to each open Win T corresponds an open f -'(W)S. for every open set W in T.e. for every closed set A in T. We know that two topoIogica1 spaces S and T are homeomorphic if there is a bijection f : S + T "exchanging" the open sets. PR9 A mapping f of S into T is continuous on S if. D -'(vY) A mapping f of S into T is continuous on S if it is continuous at each point of S.4 HOMEOMORPHISM Let S and T be topological spaces. such that fand f'' This definition is logical because iff and f -'are continuous. f is a neighborhood of x in S . i-l . This proposition is immediate. The set of continuous mappings of S into T is denoted CO(S.T). the open spheres B(x. Examples. for every neighborhood V. D A mapping f:S+ T : x ~ y is said to be continuous atpoint XESif.y).r/2) are disjoint. The open sphere { xaR" 2. Notation.r/z) and BCy. namely a bijection f are continuous. i. r d + ) is homeomorphic to i=l r. Proof: The explanation is immediate sincef -'(CA) = c f'( A ). PR8 Every subspace of a HaussdorfTspace is a Haussdorff space.

Proof: Let A be a compact subset of 5'. there are disjoint neighborhoods of X E A and of ~ E C AIn addition A is compact and thus there are disjoint .then (U. be ( f . PR 1 1 Any compact subset of a Haussdorff space S is closed in S. then from (f ' l J ) i G I there is ' a finite subcovering Since f (f -'u.J a covering of f (S). A topologicaI space S is arcwise connected if for every two points a and b in S there = is a continuous mapping f of a closed interval [a. Proof: First observe that the subspace f (S) of T is Haussdorff because T is a HaussdoriT space. I The reader will easily prove the following proposition. 16 . This definition means 0 and S are the only subsets of S that are both open and closed. the Haussdorff separation condition could be added in order to avoid the spaces with trivial topology {as}.' ~ . neighborhoods of y and A. But the space S is compact. A ( 1 B = 0 and AUB=S : 1. Since S is a HaussdorfT space.).P]cR into S such that f(a) a and f (P) b . PR12 Any continuous mapping f of a compact space S into a Haussdorff space T implies the subset f(S) of T is compact.)i. Secondly. In this definition.Lecture 0 15 . In other words: D i f J(A. COMPACT SPACES Let 5' and T be topological spaces. 1 . CONNECTED SPACES A topological space S is connected if every partition of S into two open sets A and 3 implies A = 0 or B= 0. Therefore CQ is open. D A topological space S is compart if for every covering of S by open sets (that is Uui= S ) there is a finite subcovering. PRlO Any closed subset of a compact space is compact.I an arbitrary open covering of f(S). D D A topological space S is focally connected ai point x ES if x has a basis of connected neighborhoods.) U. B#ld.B)EO~O [ A + @ . = D That is: If every two points in S can be joined by an arc in S. ) i e l is an open covering of S. let {U.. c is also This implies f ( S ) is a compact space. Since f is continuous. A topological space S is focally connected if it is locally connected at each point.

(ii) VXES: c g i ( x ) = l . D D An open covering (U. : S + R. (ii) A topological space is called locally c o q a c t if each point has a neighborhood whose closure is compact. An open covering (U. ( D Apartition o unity on S is a family {g. 1 ~ n y # 0 ) < ~ . : X I + g . Pro*$ It is sufficient to prove thatf is continuous on Tor in a similar manner (from PR9) that: [ V A closed in S 3 f (A) closed in T ] .7 PARTITION OF UNITY The partition of unity notion is important in differential geometry because it allows to reduce the study of global problems to local problems as seen later in the integration context. D 1. D The support of a real-valued function g:S+R is the closure of the set of points XES such as g(x)s 0. Let S be a topological space. D A topologicaI space S is called paracompact if (i) S is Haussdorff. ( x ) such that: (i) {supp gi) is a locally finite covering of S .IiErtopological space S is called a refinement of a covering of a {Cljd if for every Ur there is (at lest) an open ?$ such that Il.) S is called locally finite if each point XES has a of neighborhood Vxwhich intersects only a finite number of U.c 4.}. suppg = We denote c ~ { x € S g(x)zO).}of continuous functions (even of class CQ) f g.: #{u.) of S has a locally finite refinement { V. -' We have the following sequence: [ PRlO ] 3 [ A closed in S 3 A compact ] [ PR12 ] [ f(A) in Haussdorff T 3 f(A) compact ] [ P R l l ] 3 [ f ( A ) closedinT]. .Topology and Differential Calculus Requirements 7 PR13 Every continuous bijection f of a compact space S onto a Haussdorff space T is a homeomorphism. every open covering (CT.

1. PR14 A normed vector space is a metric (therefore topological) space Proof: A norm on a normed vector space E automatically defines a distance. " 2.x = y d(x. 1 D A partition of unity { g i ) is subordinate to an open covering (U.z)= I x-z tl = I (x-y) + (y-z)1 < d(x.. "General topology (J. c U/ . 2. Furthermore every supp g. OnIy the required topics of topology have been introduced. Every complementary notion and proof will be found in the numerous books related to topology. The mapping E x E + R + : (xy)~+Ix-yI is evidently a distance because: d(x.z) .) of S if for every g. DJTFERENTIAL CALCULUS IN BANACH SPACES 2.) be a sequence of points of a metric space E. Therefore the previous sum is well defined because it can hold only a finite number of terms for each x. Since {supp gi) is locally finite then every point X E S has a neighborhood intersecting only one finite number of supp g.1. . Kelley).1 Norm and normed vector space Let E be a real vector space. such that supp g.1 BANACEI SPACE 2.2 Banach space Let (x.) . there is at least an open U.y)+ d(y. for example in "Topologie" (G. In other words: if {supp g j } is a refinement of { Cr.y)= Ix-yY =O x-y=O C.x) d(x.y)= Y x-y # = I(-I)&-x) i = I( y-x X = d@.8 Lecture 0 Remark. V ~ R : IkxI = lkl IxII E D D Two norms on a vector space E are equivalent if they induce the same topology on E. D A norm on E is a mapping I I :EHR+:xH such that 1x1 V x c E : Rx(l=O a x = O Q X ~ ~ E E : I lxl+lyl IIx+yl Q X EE . A normed vector space is a vector space supplied with a norm. C hoquet). will be assumed compact.

2. +F is an . then L(E. LfE.3 Isomorphism of normed vector spaces Let E and F be normed vector spaces. D Let E and F be normed (real) vector spaces. The requirements in the isomorphism definition imply f is a bijection of E onto F (g is the inverse). PR15 Every convergent sequence is a Cauchy sequence. A Banach space is a complete normed vector space (complete for the induced metric). 3 v E N : [ Vp. However. D A mapping f : -+ F is an isomorphism if: E (i) f is a continuous linear mapping. Proof: If l represents the limit of the sequence ( x .F)is a Banach. ). we define: D A metric space E is called complete if every Cauchy sequence converges. we have: The converse is not necessarily true! If it is true. take care: a continuous linear bijection f does not imply that the inverse linear bijection g is continuous! This last remark leads us to introduce an equivalent definition of isomorphism between normed vector spaces (the following definition specifying the continuity of inverse mapping).Topology and Differential Calculus Requirements D The sequence ( x . ) is called a Cauchy sequence if V E > 0 . The reader will demonstrate the following Banach theorem: PR17 Every continuous linear bijection between Banach spaces f : E isomorphism. The following proposition can be proved: PR16 If F is a Banach space.q>v : I xp-xq I< E ] . D A mapping f of E onto F is an isomrphism if it is a linear homeomorphism (between topological spaces).1. The bijection g is also linear. F) be the (normed vector) space of all continuous linear mappings from E into F. (ii) there is a continuous linear mapping g : F +E such that gof=idE and fog=idF.

xo 1 I If (XI- I . Lastly.F). lix .xo l k Ilf (x) . F be Banach spaces.2. 2. D . Proof The two first properties of an equivalence are immediately verified. 2. 2. Seeing that lim llf then the equality (XI . denoted Isom(E.2. D The mappings f and g are tangent at no E U if lim o [If (XI.g w l l -0 - 1 1s 1 -l PR20 The notion of tangent mappings at a point defines an equivalence relation.) + P ( x . Differentiable mapping at a point A mapping f : U ( c E) -+ F : x Hf (x) is differentiable at point xo of U if there is a continuous linear mapping I : u + F : x ~ +e ( ~ ) such that the mapping U ( C E ) + F : X H f(x.2 DIFFERENTIAL CALCULUS IN BANACH SPACES Let E.I Ilx .F).W X ) ~ C(X) g(x]I + llx . is an open subset of L(E.xoll XO implies the third equivalence property. ) is tangent to f a t xo.Mx)l[ = Il+ -xoll ntx)ll < and lim o llg(x) .2.4 x ) ) l = o . U be a non-empty open subset of E. g tangent to a third h.x .10 Lecture 0 We specify this proposition means f We remark that: -' is continuous. Prove that two mappings f.1 Tangent mapping Let f and g be two continuous mappings of U into F. PR19 The set of isomorphisms between two Banach spaces E and F. PR18 If E is a finite-dimensional normed vector space. at xo. are tangent at this point. then every linear mapping of the (Banach) space E into a norrned vector space F is continuous.

there is a continuous linear mapping called dflerentid o f f at xo: df : U ( cE) . h-30 Reciprocally. (h) i.F).F : h H dfxo .we necessarily have: lim Ilf~x)-ftxo)-c(x-xo)# -0 Xo llx .Topology and Differential Calculus Requirements Let us introduce a definition that we are going to show to be equivalent to the previous. we can define: D * A mapping f : U ( c E) . .: U + F : h w df.(h)=P(h) with df. Let x = x o + h .e. EL(E. hypothetically. Proof: If.f i ) I h I ~ ( h ) a(x-xo)-t lim q(h)= 0 . PR21 The two previous definitions are equivalent. if the mappings ! and q are such that: Ax~+h) -AXO)[(h)+ = lim ~ ( h=)o h 4 then the mapping 1 h 1 v (h) g : u -+F : x H g ( ~=8xo) ~(x-x.X O 1 => ~ ~ >=.) ) + is tangent to f at xo because lim In conclusion.F : x t+ f (x) is differentiabIe at xo i f . such that : . the mapping U -+ F : x Hf(XO) + [(x-XO) is tangent to f at xo. D A mapping f : U ( c E) + F : x wJ(X)is differentiable at xo if there is a continuous linear mapping called dflerential of f at xo e : U(C E) -+F : h H~ ( h ) such that J(xo+h)-j(xo)= C(h)+ h ]I 17 (h) lim q(h)= 0 h+O B (h = x-xo) The differential o f f at xo is denoted: dl.

+ L ( E . the definition of a function R rediscovered: f(x0 +A)-f(x0) = hCf'(xo)+rl(h)l = df. I+ f ( x ) is dvjerentiabte on U if it is differentiable D A mapping f : U ( cE) +F : x H f ( x ) is digererttrhble on U if there is a (linear) mapping called dzflerenlYtz1 of f in U df :U(c .3 Differentiable mapping D A mapping f : U(c E) + F : x at each point of U. ) . is Remark 2. Remark 3. It must be specified that the previous definition can be written: IIf(*o+h)-f(x0)-hft(xo)(l=o(lhl) where f '(xo)EL(E.F) the den'vutiw o f f at xo. If E is R and F is a Banach space. E) .2. . we can express: D A mapping is differenfiubfe xo if there is a mapping dfxo called dwrerential of f at at xo such that where Remark 1. F ) : x H ~ ~ .(h) ) where is the derivative of 7: R -+ F 2. If E and Fare R. (4+ h rl(h).Lecture 0 In an equivalent manner. also denoted Dflx.j ( x o ) = h + &)I = d j ( r o + h . then we find again the differentiable aspect of vector valued function at point G: + R differentiable at a point is 7 7(x0 + h) .

D ' A mapping f of U into F is continuously diflerentiable or of class C' if: it is differentiable on Uand if its derivative mapping f ' is continuous namely: f E cO(U.2. .namely dfxO L(E. E Iff is differentiable at each X D ~ E U.F): x ( H f' ( x ) also denoted Df. g : V ( c F) + G is differentiable at f ( x ~ ) E ' V.F). V be an open of F. V be an open of F. U be an open of E. The set of mappings U +F of class C' is denoted c'(u.Topology and Differential Calculus Requirements Differentiable composite mapping theorem Let E. F. D A mapping f : U V is a C'diffeom~~hisrn if f is a bijection U -+ F of class C' (9 (ii) f : V +E is of class c'. the images underf ' andf do not belong to the same space. In an equivalent manner: D A mapping f of U into F is o class C' if the differential o f f is continuous on U.F).L(E. is related to a point. we The den'varive of the mapping f : U -+F is the mapping f' : U c E) +L(E. F)). recall the following definition. PR22 If f : U ( cE) +F is differentiable at xo€ U. then g of : f '(v) (c U) + G is differentiable at xo and 2. Let U be an open set of E. -' We can remark that: FR23 A homeomorphism fof U onto V of class C' is not necessarily a C' diffeomorphism because f is not necessarily of class c'. G be Banach spaces.4 (?diffeomorphism (q21) Recall that the differential off at xo. f Notation. -' Evidently.

F ) A mapping is a local difeomorphism on U if it is a local chffeomorphism at each point of C! PR24 The homeomorphism of class C' f : U ( cE) + V ( cF ) is a C' diffeomorphsrn if f is a local diffeomorphism at each point of U.F)) . .) . ) E lsom(E.L(E. the inverse mapping g:X H x ' ' ~ is not differentiable at the origin because we obtain the following absurd result from the composite mapping theorem.F ) ) A mapping of U into F is twice differentiable on U if it is twice differentiable at each point of U In an equivalent manner: if f is differentiable on U. D ) E L(E. or if the differential df is of class c'. A mapping f of U into F is o class f @ if it is twice differentiable on U and if its second derivative f a is continuous on U. Let us specify that f Yx. ' D The second derivative mapping of f is: f " : U(c E ) + L(E. D A cbfferentiable mapping.However. D A mapping of class C' f : ycE)t. 1 = ( g f )'(O) = g'(f (0)) f'(0) = g'(0) f '(0) = 0 what implies the nonexistence of g'(0). The second derivative atpoint xo. is the derivative of f ' at xo. denoted f "(x. V ( c F ) is a local diffeonwrphism at xo if f ' ( x . or if the derivative f ' is of class C'on U.Lecture 0 ProoJ: Let the following mapping be ~ : R + R : X H X ~ which is a homeomorphism of class c'. f: U(cE)+F is twice d~ferentiable atpoint xo of U if its derivative f ' is differentiable at point xo.L(E.

multilinear] mappings from ExE [resp. D A mapping f of U onto F is a t difleomorphism if ? (i) (ii) 2. is continuous on U.. e . for instance: D A mapping f o f U into F is o class C? if it is q times differentiable on U and if its f derivative of order q: f 'q' : U + Lq(E. .. F ).F) [resp.F) L(E.Lq(E.. L4(E.. JJ)]. &(E.F) = Ex We leave to the reader that there is a natural isomorphism: L(E.. .I (.2.Topology and Differential Calculus Requirements The previous definitions will be extended to higher orders.. Let U be an open of E. Inverse mapping and implicit function theorems Inverse mapping theorem Let U be an open of E.(E. Notation.+l(E.F ) are isomorphic defined by . f -': V -+ E is of class P.. PR26 If a mapping f : U + V of class C' is a local diffeomorphisrn at point xo [ f J ( r o ) I S O ~ ( F ) ] . We can generalize PR22: PR25 I f f : U +E and g : V + F are of class @. . then f is a C' diffeomorphism of some neighborhood of xo onto E E.F).e q ) . L2(E.))) .. some neighborhood of JTxo).. . = g(e. V be an open of F.. .L(E. The reader will easily prove that the following mappings (derivatives of order q+l): g€L(E.L(E.F) ..(EJ) = L(E.+.5 f is a bijection U+ F of class C?.F)) = L.F>] denotes the space of continuous bilinear [resp. then g 0 f is of class @.F ) = L(E....L(E. L.' In an equivalent manner: if the differential df is of class P-' ..F)) and 2 E Lq+.E. x E (q copies)] into F: [resp. The set of mappings of class CQ on U is denoted @(U.LqE. V be an open of F.

.. namely. x R -+ R ~ . Vxoc E. D The tangent of f : U ( c E) + F is the mapping Tf : U x E +F x F :( x . Implicit function theorem PR28 Let E.then the restriction o f f to V. Let us insist on the "local" character of the previous theorem. and a mapping of class c1 g : V. c V. For example. f : VEX +G : (x$) H X X ~ be a mapping of class c'.. then there is an open neighborhood of xo.VG be opens of respectively each space. .16 Lecture 0 With the same notations. the everywhere local isomorphism f: R.(cE)+F such that [ X E < ~ . the previous theorem becomes: PR27 Iff is of class ?r onto v.B)I+ (rcos8.G be Banach spaces.6 Tangent mapping Let U be an open subset of a vector space E. an open neighborhood of yo. in a neighborhood of (xofi). Iffixo..( o: )(r. namely V.f(x. y g ~ - In other words.VF.F. in polar coordinates. . assuming f is not only of class C' but of class C4 (q>l).e) = where the second element of the pair is f'(x) (linearly) appIied to e G E. VF ) (xoj0)be a point of YExYF. Remark that f(xo~lo)=O and it is immediately proved that: g(xo)=yo 2. Y E V :~f ( x . (q>l).y. .)~ Isom(F.e) such that Tf(x. is a C? diffeomorphism of V.e> ( f ( x X f '(x1. Remark.G).yo)=O and d. y ) = O I [ x ~ : v =~ ( x ) l .. e ) ~ Tf(x. VE. the solutions of the equation f ( x j ) = 0 are given by y = g (x) where g is of class C' on V.r sine) is not even injective (one-to-one). this proposition means that.2.

..(f'(x). D An i-mion 23 . h' e. such that IS the linear mapping dfxo : R n .(h) are vectors of Banach F. . We say that T is a covariant functor.. DIFFERENTIATION OF R" INTO BANACH Let F be a Banach space. with its vector structure.e) as the image of a vector with its origin. U be an open of R n . immersioni and submersion at x is a mapping f : U ( c E) + F of class C? such that f ' ( x ) is injective (one-to-one). = (0.. .7 = Tg 0 Tf.e) . xo be a point of U. A submersion at x is a mapping f : U(c E ) + F of class C? such that f l ( x ) is surjective.e = g'(f (x)). f The differential composite mapping theorem is written: (g O f Y(x1. also denoted Any linear mapping of a finitedimensional real normed vector space (Banach) into a normed vector space is continuous. is a Banach space with the norm D The differential o f f at x.0) where the#h entry is unity md the remaining are zeros. The reader will see that T(g 0 f ) 2..Topology and Differential Calculus Requirements We can view T (x.en) be the canonical basis of R". . The canonical basis vectors are such that Vj :e.. F : h e d J X D ( h ) - Make explicit this mapping and first remember that f(x) and df.... f be a hfferentiable mapping U(cR n ) +F : x I+ f (x) The space R". Let (e .2.1. Considering the special vector o f R". Remark.

f(xk..p J ( x )= h f .. f possesses a partial derivative with respect to xl: and generally d S .. at x. we have: x i ) . at xo. I I/ But the following ~'HO lim P7(h1el= 0 ) implies Consequently. . we can express: PR29 Every projection p J : R" + R : x H p ( x ) = x J is differentiable and f Pro$ The obvious equality J p ( x + h)=x' + h j implies P'(X + h ) . ( e ..x:) = h1df.. dxJ af Let The differential of J.o) . f(xi 2 + h l ... x...18 Lecture 0 (h'.. .is the (linear) mapping We denote the image of h: More especially.. (el + lh' JIe1 tl(hLel). if we choose R instead of F.. There is a differential (linear mapping) of pj at x: because we do have .. ) = -x) (.x..

.4 DIFFERENTIATION OF Let xobe a point of R". R" INTO R 2.4. we choose the n successive "projectors": pi : R n+R : dx' (h) = h ' ( X I . X " ) H xi j = ~.1 Directional derivative Let u be a unit vector of R" f be a mapping of R" into R defined on a neighborhood of xo. Instead of f . the differential o f f at XO is In conclusion Remark. we specify that df% (e. . ax af ) d x (e.) = " j=1 -+x. In particular. . eq... .Topology and Differential Calculus Requirements From this proposition.. J We finally give the well-known expression of the differential of f a t xo.. ) = -(xo) ax1 J af seeing that 2. (0-2) is written: Remark.. Let us consider the function . It is obvious that p = dpi .n The formula (0-2) is successively written in these special cases: Hence.

It is f called o class C' or continuously dlflerenriable. i.)df..) ax' af 2. +R defined by and The converse is false as it is proved by the function f :R PR31 A mapping of R" into R.e. Let us establish its expression in a basis.. . having at a point partial derivatives is not necessarily continuous and differentiable at th~s point.) of LT a vector of R" is denoted ' The Einstein summation convention.3 Linear differential forms on R" First let us remember the linear form notion.20 Lecture 0 The directional derivative of f at x. is differentiable at this point.f ( x 0 ) h+O h In particular. 1 . summation is implied when an index is repeated on upper and lower levels. 2. ) = a i f ( x o )= -(x.f ( x . A function defined on an open U of R" is called linearform if it coincides with the restriction of a linear form (on R")to U. f = (u) . A fortiori: PR32 A mapping of R" into R. having at a point derivatives in all directions.4. generaIly wifI be used. ) = lim f(x0 + m .. defined on a neighborhood of a point of R" and having all continuous partial derivatives in this neighborhood.4.. the partial derivative with respect to x i is the directional derivative in the direction of the vector el of the canomcal basis (e. D A linear form is a linear function of a vector space (here R") into R: f:R"-+R. in the direction of u is the limit (if it exists): D D. then f possesses at this point a partial derivative in every direction and D" (4. is not necessarily differentiable at this point(and not even continuous). On the other hand: PR33 A mapping of R" into R.2 Theorem of differemtiation PR30 If a mapping f of R" into R is differentiable at xo.en): % f ( x . Given the canonical basis (e.

in the dual basis (dx') of the basis (ei) which is such that: d x f ( e j = 6. e*' (h). We have previously mentioned the differential of the projection p' at x was such that: dpl 5 dx' .). : R n + R bealinearformatxo~U. i h = h e. The dual basis (e" ) of the ordered basis (e. ' J J allows to write e"(k) = hi f ( h )= f . PR34 The linear form f i n the basis (e") is written: Remember that the space of linear forms on a vector space E is a vector space called dual space of E. w.h i . Consequently.. ) Answer.Topology and Differential Calculus Requirements The image of h under f is and putting = JTei). Give the expression of the linear form w. be a vector of R*. The function x I+ is identified to the image xi of point x. is . such that eWi(e ) = 6 . it is f ( h )= S. Now we introduce the notion of diflerentid orte$orm (or linear dflerential form) on R" or on an open U of R".. Let (ei)be the canonical basis of R". The image of h under w. It is denoted E' . > Problem.

From dx i ( h )= hi it follows: o.(x)dx'(h).. (xo ) dxl(h). . The differential off at any point x df*:Rn+R has the following recalled expression: d f . DIFFERENTIATION OF R" INTO fl Let U be an open of R". (el ) 1. ) = w..R ) = (Rn)' : x I+ w. Remark. D A difSentia1 vne-fonn on U is a mapping w which links each point X E U with a that linear form w. we recall: D 2. But.. h n ) be a point of U. = di f ( x ) dx' where dif (4= d f . such that o. f : U(cR") + R m : x Hf (x) be a differentiable mapping at no. xo be a point of U.. (A) = m.(x.)h i [ putting the real wi(x. is: n w : U ( c R ) + (R")' : x HW .Lecture 0 = o. The real numbers w.1.:Rn+R:hw~. PR35 The differential of a real function at any point x is an example of differential one-form. dx' . Proof. In other words and more explicitly: D * A digerenth1one-form on U is a mapping w : U ( c R n ) 4L(Rn. Let us consider the real-valued function f:U(cRn)+R. A differential one-form on U is denoted w = W . A differential one-form is not necessarily the differential of a differentiable function..( x ) are calIed components or coordinates of the differential one form o relative to the basis (dx'). Notation. ( e . h = (h'.5 A differential one-form is met if it is the differential of a differentiable function. defined on F.

(4+ llhli tt(h) limq(h) = 0 0 It is obvious that the previous equality between vectors of R " which defines the differential '. . the differential d f .Topology and Differential Calculus Requirements 2. We know (see section 2. :U(c n ) + R m : h t + d f J h ) R such that f (43 + h ). f '(xo)hJ Let us use the obvious equality (df. f'(x0)hJ (this last notation indicates a summation on j).pi 0 f : R" + R) of the mapping f is: dLo = d(p' O f ) . such that D The m by n matrix representing the differential df. It is indiscn'minateIy denoted: .4) this differential is dfio: R" -+ R : h n dXo(h)= d. is called Jacobian mat& of f at point xo. is The differential d/L of the ith component f i (. .)' = df. So. is represented by matrices. dfxo.5.f ( x o ) = d / .1 Differential and Jacobian matrix Let US consider the differential of f at xo d S .namely: The ith component of the differential df. : R n + R m is defined by its rn components: (dLo)' : R" -+ R : h H (dLo)'(h) = dfj0 (h) = d.is equivalent to rn equalities ktween the components of these vectors relative to the canonical basis of R". The differential d f .

.. ProoJ: We have: where 1 is thejth element.n : . (el.urn)be the canonical basis of R"s. . rn : .)' dfxo= [idLo [iIfrn.Lecture 0 By introducing again the n linear mappings dp! denoted dxJ:Rn-+R:h~hJ.. 2. )j f .3 Theorems Let x. . . (u...5. . .. .5.. we can denote the differential o f f at x by o (df. be a point of R" ..2 Image (in r) a basis vector (of X") under dfxa of Let xo be a point of U(cR n ).. the differential of f at xo is the linear mapping of lp" into Ily" defined by the following Jacobian matrix Remark. dx' In conclusion.. the proposition is so proved... n)... PR36 The differential df is such that V j = 1. ( j = 1. 2.en) be the canonical basis of R"..JjX[ixj = . i3. It could be written Vi = l. .

D D It is indiscriminately denoted or simply J.. by giving ' Iff means "if and only if" Every partial derivative of lower or equal order than q is defined and continuous at xo. The rank of a differentiable mapping at a point is the rank of its differential at this point. D The rank of a differential at a point is the rank of the Jacobian matrix defining this mapping. In the context of finite-dimensional spaces.5. let U. (It is called of class c'). then it is differentiable at XO. PR39 In order that a mapping f of class C' between opens of R" be a C' diffeomorphism it is necessary the Jacobian of f be different of zero at every point.E U fll the functions that definef have 9th-order partial derivatives (with respect to n real variables x') continuous on a neighborhood of x. PR38 A mapping f : U(cR")+ R m is of class P at X. It is a local difleomorphism on U if it is a local diffeomorphism at each point of U. 2 2. -' are The reader will easily generalize to the C diffeomorphism notion. So. The Jacobian of a differentiable mapping of R" into R" at a point is the determinant of the Jacobian matrix at this point. ? D A mapping f : U ( c R") + R" of class C' is a local tirsrfeonwrphism at point xoof U if dfxDis an isomorphism. .4 Diffeomorphism and Jacobian Previous definitions can be used again. the isomorphism notion implies the same dimension for corresponding spaces. Remark.Topology and Differential Calculus Requirements PR37 If a mapping of R" into 25 defined on a neighborhood of xo has continuous partial derivatives on this neighborhood. This necessary condition is evidently not sufficient! Indeed.V be opens of R" D A C'd~fleornorphism U onto V is a bijection of U onto V such that f and f of of class C'..

Lecture 0 then the following mapping D.. then the condition of nonzero Jacobian is necessary and sufficient in order that f be a C' diffeomorphism between opens of R". 2. ~ ) H ( x= xZ .5..Y 2 .5 Inverse mapping theorem The reader will refer to the inverse mapping theorem in the case where E=R" and F=R" [f ' ( x o ) E Isom(E..R n ) is equivalent to the following condition for the Jacobian: .F ) implies finite dimension of spaces having the same dimension]. n ) is so defined by the Jacobian matrix at point x. l l i s n The mapping f'(xo) E L(Rn. The mapping f : U(cR n ) + R" is defined by n functions of n real variables: f '(XI.x n ) of class C' on open U. It is nevertheless not a diffeomorphism because it is not an injection (not one-to-one) and thus not a bijection. : ( x .: R In the local inversion theorem. The previous mapping is of class C' and of rank 2. y =2xy) and J = 4(x2 -+ y 2 ) > 0. On the other hand. is such that -+D. we can say: PR40 If f is a bijection of class C' between opens of R" exists).. (f-' In a similar manner: PR41 A mapping f : U ( c R n ) R n of class C' is a local diffeomorphism at xo of U ~ f l + the Jacobian off at xo is different from zero. the assumption f ' ( x o )E Isom(R".

. = (dLo .".. i. ... F = G = R * (the two last spaces having the same dimension)... verifies the system of m following equations f !(XI . o then there is an open neighborhood Vxo xo.."). then the mapping g 0 f of R ninto Rr is differentiable at xo and O f1 . . and the differential of f-' is defined by the inverse of the Jacobian m t i arx representing d . x n . x ~. = dg. ... .. the 2. of of f (x..") and in a neighborhood of system of equations f i ( ~ ... ~ n ) where the various g' are of class C' on a neighborhood of ( x : . PR43 If the mapping f : V.. f (4.. x. then. + R m is defined by rn functions f ' of class C' of n real variables. y....~.... y") = 0 ..5...... (yA ...7 Differentiable composite mapping theorem PR44 If f : U(cR") + Rm: x H f ( x ) is a differentiable mapping at point x. . x. (0-9) . ... Let VE be an open of R". yo"). y r n ) 0 l = is equivalent to the system ( 1 1i 4 m ) yf = g i ( x ' . x V...") of V.. .... x... 1 if the point (x.... in a neighborhood of ( x i ..")... .y. VF be an open of Rm.. x. o dfxo . The inverse mapping f -'is then defined by n functions (f + I ) ' of class C' on V..f -l).. ) .Topology and Differential Calculus Requirements PR42 If f : U ( c R " ) -+ R n is a mapping of class C' defined by n functions f 'of real variables x' and if the Iacobian D(fi D(xi ) is nonzero at x of U. $ . .. x V.y : ..) such that f is a C1diffeomorphism of Vxoonto V'.c."..e.... and an open neighborhood Vf(. if g : f ( U x c R")+ Rr : y H g(y) is a differentiable mapping at point f( x . ~ ~ ~ if the lacobian D(fl) is different fiom zero at point D(Y' ) (x. 1-I (0-8) &" 2-56 Implicit function theorem The implicit function theorem wiJl be expressed under the assumpon of finitedimensional spaces: E = R ".

~. is injective.5.fl a C diffeomorphism g : V. then there are ? containing x such that R" c U . : (x'. X'. It is a submersion at x ~ f fthe rank of its Jacobian matrix at x is m..( of f (x. D Imntersion and submersion are defined if the two previous definitions are valid at every point of PR46 A mapping f : U ( c R n ) -+ R m of class C? is an ittunemion at x rff the rank of its Jacobian matrix is n... an open neighborhood Vo of O ( c P).Submersion Let U be an open of R". an open neighborhood Uo of O ( c R"). D A mapping f of class C is a submersion at a point x of U if its differential df.0. This requires n 2m. -+ Vf( ? . q f : U(cR n ) + R m a mapping of class C .O . This requires n 5 m.. n R" as$ . is ? surjective. + Vo ? such that: y 0 fa#-' : uo+ v. D A mapping f of class C? is an immersion at a point x of U if its differential df.. having the same restriction to V.Lecture 0 2...5... ? a C diffeomorphism y/ : V.8 Constant rank theorem Let R be an open of R n .. (cQ) of xo. PR45 If f : n(cR")+ R m is a mapping of class @ (q2l)... if.the rank o f f at point nois r Iinqn. an open neighborhood Vf. then there are: an open neighborhood U.9 Immersion . ) 2. an open Vx of R" x Rm-" an open Vf(. PR47 If f : U ( c R n ) + R m of class C is an immersion at point x of U.%. m).. for every xo of a. ) E R m.. of R" containing f (x). a C di ffeomorphlsm 4 : Uxo+ U . X n ) H( X I .

Standard possible books are "Foundations of modem analysis" (J. we have introduced the essential and necessary requirements of elementary differential calculus for the understanding of the following lessons.. n=l. Proofs and other theorems of classical analysis will be found among an abundant literature. Example.m=1 Figure 3.is I o g where I l denotes the canonical projection of R m x Rn-" l onto R". PR48 If f : U ( c R")+R m of class C? is a submersion at point x of U. In conclusion. n=2.. ..Topology and Differential Calculus Requirements Example.m=2 Figure 2. then there are an open U."Calcul diffkrentiel" (H. containing x. R m x Rn-"containing f ( x ) and a @ of diffeomorphism g : U.. an open Uf. Cartan).such that the restriction of f to U.. + U. DieudonnQ).

x . ' In the particular case of identity. then d is necessary f f . we obtain: Ah - ( h ) = llhll v(h) and df. since A is linear. we have: A . ) + ~ ~ x . The mapping f being linear.f( x . R Answer The differential dfxoof any vector y = I-1 y'ei of Rr is the following real: @ x o ( x ~ ' e i Cyidf. Putting h=x-xo and. ( l q ( x .Ax.I and n = m . The condition of "d&erenttability " at point xo of R" is A X . EXERCISES Exercise 1.x o ) limq(x . 1 ax 1 In conclusion.x .Lecture 0 3. ( h )= Ah. What is the differential in the case of f is the mapping ? id:Rn + R n : x ~ x Answer. = d f x o ( x . Find the differential of the linear mapping f :Rn+Rm:xt+Ax.(ei) = )= I 1 CY'~?. thus the differential is the identity. .x . ) = 0 x. Exercise 2. Find the differential of the mapping at point xo.

Find the differential mapping of f :R2 + R 2 : ( x . If u and uz designate the vectors of canonical basis. y ) ~ ( = x + y . y = r s i n d ) : with ~ E R. Y X =x-y).dt?)H (dx. 8 ~ [ 0 . Find the differential mapping of f :R~ + R ~( r . We have: The differential df : R~ + R~ : (dr.Topology and Differential Calculus Requirements ~ : R : + R : ~ H E ( ~ ~ ) . Answer. llxll Exercise 3. : Answer. we have: l The differential .d y ) is defined by Exercise 4. 2 r [ . B ) ~ ( x = r c o s 8 .

I/(Ao + B)' . Find.. d y ) I-+ (dX. if there is one. . 1 = o([\A.... Answer. we deduce what follows: ( A . I1 = o(ll~1l).(A.II) . + B)-I = [C(-l)n(~-l~)"]&-' = [I-&-I-'B+(&-~B)~ -.' ( because the reader will immediately prove that: I[(A. ..4'.'B)' A..A.4'. =B.dY) is defined by Exercise 5.A. < 1 and azO .+ P)-' = - 1 a 0 1 " ao+P 91 a .df4 (B)I By analogy with 1 (a.14-] 0 with which describes a neighborhood of A. The definition of differential entails dfA. The definition off at A. B ) = 4-'BA.' B)' 4' + . the differential of where GL(n. =o(ll~ll) A.df4 ( A..A.R) is the general linear group of all non-singular nxn matrices with real elements. is such that I A' Putting we have: . ( l + -P = a ) 0 --C P (-I)"(-)" a 0 0 under conditions P/a.' .Lecture 0 df :R ' + R~: ( d x .

Since t--f3(1. If we have that establishes the differential of mapping f = det. Given verify the differentiationformula for g o x Answer. t .+: ~ ~ ( t 2 t + t ~ .) = -(det d dx. On the one hand.Topology and Differential Calculus Requirements Moreover. Let us use the formula (0-1) that is here dfi(e. u2 being the vectors of the canonical basis of then the formula (0-7) leads to 2 . A) = .t ~ ) . we have: Exercise 6. Find the differential of the mapping Answer. The mapping det is not linear and then the previous classical process won't get anywhere. e bein the vector of the canonical basis of R and ul.t~)A(t+t~. Exercise 7. A.( x x i k d axg .t-f~) we have: g o f : ~ .) (minor).

-xyx)+a. Exercise 9.f(x. x 2 . Introduce the linear ( thus C" ) following mapping The composite mapping g =fo h o f R into R is then of class c2 class o f f ). g W ( x )from 8. we have: and Thus we have: Exercise 8.f(x.-x7x)+2a.x) ' a22f (xY-x.Lecture 0 On the other hand.x). prove that the function g is of class c2 calculate g t ( x ) . x 3 ) H f ( x 1 . Given the following mappings .x)-2a2.8..f. x 3 ) and a function g : R + R : X H f(x. the derivative of g at x is: In the same way. f.x).-x.f and Answer. (the From the derivative composite mapping theorem.-x7x)-2a. x 2 .-x. we have: gp(x)=a.d.f (x.f (xy-x..f(x.. Given a mapping of class C ' f : R~ 3 R : ( x ' .

y) H (ex.. = ( D ~ ) I I .).r) H ( ..] 9 cosy (~'+~')e~sin~ 1 sin y 0 0 +e2'sin2y 0 Thus we finally have: (~g)fx. Let us consider the following system . we successively have: i e" 0 ye2"sin 2y + (x 2 + y2)eZx 2y cos . On the one hand. f Answer.Y. . ex (x 2 0 (x 2 + yZ)eZX 2y + xe2"sin 2y sin excosy + y2)e2"(cos2 . y.c~fXx. = xe2"sin 2y + (x 2 + y2)e2" 2y sin excosy On the other hand.exsiny.e x sin y e x cosy (.x. e x cosy) ( ~)(*.y) .y) H (excosy. we immediately have: g o f : (x....e x sin y Exercise 10.e x sin y .Y. check the composition theorem for Jacobian matrices: ( ~ ( Og )X.Topology and Differential CalcuIus Requirements f : R + R~ : (x. / x f .x2 + y 2 ) ' g:I ( ' -+ R ' : (x. x ) . x y z . .+(x2+ y2)e2"sin2y.Y. f which implies ( D ( 0~f))(.

6 = O ~ f2(~.1. By deriving the system equations.z)=xZ+y2+z2-3=~. we obtain: 6x + 2 y(x) yf(x)+ 4z(x) zl(x) = 0 2x + 2y(x) yl(x) + 2 z ( x ) z'(x) = 0. we deduce: z'(1) = -2 . z'(1) = -2.1). ~ .1) R such that: of E ( ~ 7 2) E ~ 3 7 .f ( x .1. z ) = 3+xY 2i-2z2. . y'(1) = 1 Once again we derive VXEVl : Knowing that y(1) = z(1) = 1 .y. At point x =I. Answer. since y(1) = z(1) =1. y'(1) = 1.36 Lecture 0 From the implicit function theorem show that y and z can be made explicit in function of x in the neighborhood of point (1. Calculate the first and second derivatives of y and z at x = 1. ThcJacobian D(fl) D(Y' atpoint(1.z=z(x)~.where y l = y and g = z . :Y=Y(x). Denote f ' ( ~ .1. i s The implicit function theorem tau ht us there is an open neighborhood Vl of point 1 of R and an open neighborhood V(t. Y . ~=) 0 I I 1:1 ) # [ x E V . .1).

0.LECTURE 1 INTRODUCTION This lecture presents the manifold concept that allows overcoming difficuIties notably encountered in undergraduate studies of the definition of surfaces. 1. the latitude A and the longitude # are not "good global coordinates on S 2.2n[ A(--. The 2-sphere S is a particularly illustrative example.@) = (0.1) : 2 7r (north pole) . But global coordinates do not exist on s2! PR1 The differential of the differentiable mapping h is not of (maximum) rank 2 everywhere. ( 4 4 1z(A. Coordinates on S* Introducing latitude A. and longitude 4 coordinates we can write: If we consider then the mapping : D + R~ : (a. ProoJ: The following Jacobian matrix . So. is not injective because VqJ E [0.@) (x(&@).#)) I+ ~ .

7(~)>-1/2 } = { pE s2: Z@) < 112 ) R2= ( q R ~ : Z ( ~ ) = O } .-.-) 2' 2 (zero if 4 = 0 .where it is of rank 1.() and (1. { p E s 2 :.Lecture 1 .cos A sin # cos R cos # 0 ?r 1 is of rank 2 on D except at points (. Stereographic projection Let us to overcome the pole problem due to the global parametrization of To cover J let us introduce two coordinate systems. ) cos2 A sin # 2. Let us choose: (. 3 The stereographic projection from the south pole onto the meridian plane is: (since Figure 4. #) 2 2 At every other point there is a reversible 2x2 matrix and the determinants are respectively: (zero if R = 0) X 3~ (zero if # = .= i 1 (2 s'. .

every point because: Plan We are going next to provide a topological space M with a structure of manifold from the concept that (local) coordinates are attached to every element of M and that if a point of M belongs to two different coordinate systems then the coordinate change must be "agreeable.) The coordinate change ( & .) a l-z=(l+z)({.Manifolds The stereographic projection from the north pole onto the meridian plane is 5 2 772 (since .11>~(6z~772) is a differentiable bijection and its differential is of maximum rank at every point. .++. =s2. x 1-2 y Each of the so defined parametrization systems is valid for more than half the sphere where Ul is without south pole and U2 without north pole. Proof Let the sequence be x = (1 z)& + Y = (+)7 1z71 l-~~=x~+~~=(l+z)~(&. PR2 The composite mapping 42 04.t < ~ is p ) < ~ 1 ( defined by This mapping #2 o 4' is a differentiable bijection and its differential is of maximum rank at .-= -1. The parametrization systems cover the sphere: UI Uu." Let us thus introduce rigorously the manifold notion which generalizes the one of surface. ? ? l ) ~ ( & .+~.' : R 2 --)R2 :(61. l l ) on u 1 n ~ 2 = ~ p ~ ~ ~ : ..

qj)and (Un.) of F. The homeomorphisms gr. fluk the restriction of pi1to the open pj(U. A Iocal chart on M is the pair (&p) consisting of: An arbitrary point of M can belong to two distinct opens.p) such that p(U) is an open of R".a homeomorphism p of G onto an open subset p(U.anopenUofM. Figure 5 . and a being different.~lk). for instance Cr. . The open U is called domain of the chart I .) of F. The corresponding distinct charts are (U. The term "local" will generally be omitted..u.. nU. DIFFERENTIABLE MANIFOLDS Let M be a set of elements called points. and Uk. 1. F be a finite-dimensional real normed space. & F Afterwards. we link the opens qz(l/. .1 CHART AND LOCAL COORDINATES Provide M with a topology by considering that every point of M belongs at least to an open U. Let us denote pJ. the space F will be only 12". So to each point M is associated a chart (U. 1.40 Lecture 1 1.1.1 Chart D . of M (covering!).) and yln(Uk) of F by introducing the following definition.

U. (q. R" are associated coordinate lines on M and a chart defines a Imal 1. with U i U.g) that: such ( i ) the domains I/. Remember a diffwmorphisrn of class C4 is called @ diffeomorphism..). are Cg-compatible.k )on M.! So.Xn) the ordered n-tuple of real numbers linked to pointp. nU. such that U j nU. Figure 6. An atlas of class CQ generates an atlas of class (?such I that p I q.2. n GJnu. Reciprocally p" assigns to every ordered n-tuple of real numbers a point of C.p. are called C-compatible ~] ( q 2 l ) if the overIap mapping pj =p " b k is a d diffeomorphism between the opens pj (U. 1 Remark. # 0.g3) and (Uk.q) A. of charts make up a covering of M uut (ii) any two charts (U.2 Local coordinates D The local coordinates xi of a point p belonging to the domain U o f a chart ( Q p ) of M are the coordinates of point p(p)of R : We denote by ... ' 1. assigns to any point p of U c M the system (x'. ) of R". to coordinate lines of coordinate system. The bijection g.... of f) 7 t. . pn).2 DIFFERENTIABLE MANIFOLD STRUCTURE 1. (U.) and p.1.Manifolds D 41 Two charts (U. (XI.. # #. . .1 Atlas D * An atlas of class i? on M is a family A of charts (U.

associated with an atlas A is the atlas being composed of all (equivalent) charts compatible with A.. The 2-sphere atlas is composed of (at least) two charts. Two atlases of class C? are equivalent or compatible if their union is still an atlas. then an atlas with two charts will be defined.p.).. We say that: D A maximal atlas on M provides M with a di/ferentiable manifold structure In practice. q.with the topology induced by the one of R~and refering to the introduction. Similarly.{ n ) (resp.) The opens of local charts cover M. and On s2. The reader will immediately generalize to the n-sphere: He will consider two homeomorphisms: the stereographic projections from respectively the north pole and the south pole. (U. a differentiable manifold structure is defined from an atlas representative of its equivalence class (all the equivalent atlases defining the same differentiable manifold structure). Sn-fs)) onto the hypersurface of equation xn+'= 0. Because of poles the sphere cannot be covered by only one chart: no single homeomorphism y. U l Make more explicit the second requirement with the aid of a change of local coordinates. the stereo aphic projection g..@)and ( U 2 . Let the unit 2-sphere be: Consider the mapping @. 1. ) ) is again an atlas.. Two any charts (U.With the usual topology on S n as a subset of R"". (i!.2. .Lecture 1 Example.e) such that U.e. we know are that two arbitrary charts (U. f j z 0 are C4-compatible. 1 or is uMssible . ~ ) l ) compatible. ) ) . in other words if it is a chart of the atlas.v)is compatible with the atlas ~u.u . ((u.p. stereographic projection from the north pole n onto the plane { g E R) : x 3 ( ~ ) = It is a bijection between s'-(n) and this plane. two mappings of S n . from the south pole s onto the previous plane is a !bijection between S ?{ s) and the plane. D A chart (U..). Atlas of sphere. i.can be used between s2 the plane. The definition of a differentiable manifold structure requires that: (I. 01. D if the union ~ ((u.2 Differentiable manifold structure D The maximal atlas 2 .

..2).3 43 Change of charts Let p be a point belonging to the intersection U. ..3. x'" .. of p with respect to the other system of local coordinates...2. . $1 have continuous 9th-order partial derivatives with respect to variables xk 1....x In this case. so we will assume M is separable.. .Manifolds 1. fluj of domains of distinct charts (U. x'") ... that is if the functions f defining the coordinate transformation (XI' x" =f '(xl.. . .q") ..@) and (Cl.1 Definitions A diflerentiable man~ofd class CQ is a pair consisting of a topological space and a of maximal atlas: D ( M ..xfn of p with respect to a local coordinate system are functions of class C4 of coordinates x'.' R -# R : (xi .. x ) H : n . we define: D The change of charts ( q ... I li Figure 7. The definition of an atlas of class C? means the coordinates x". We will henceforward assume the basis for the topology defined by chart domains is countable. Let us consider two local coordinate systems.@) or local coordinate transformation of pointp is ~) admissible if there is a C? diffeomorphism between opens of R": n n o v)..and (U.e). . =fil. . . .3 DIFFERENTIABLE MANIFOLDS 1.

$.O) t-9 X . The mapping P. Indeed. = E. ) + ~ .q) such that (U..n u . Berger and Gostiaux.co. E is not a Haussdorff space because the points (0. c u . the differentiable manifolds will be of class C: . Example.F).O)and (0. In practice. and fi are homeomorph~sms such as the following sets = ~ ? ( U ~ ) = R (.@) defined by: Evidently we have: U. the space E is provided with a manifold structure (of class C").nu2> :v is the identity X H (x. UU.w. However.on the other hand it is not certain it is a Haussdorff space as the following example proves (see Gkomktrie dafkrentielle.)and (Uz.entiable manifold is a pair consisting of a Haussdorff space with countable basis and an atlas. then the open q. Let the subset of R~ be: E =kx. let U be an open of E containing (0. Since (0. 09.0)1 x < o ) u ~ x . This mapping ].U.l) have no disjoint U.. o )I ~ O } U ~ X J ) / X>O) Let us provide E with a manifold structure from the charts (U. Therefore we necessarily have: In the same manner.p.44 Lecture I If the topological space M is assuredly of type T I .I) it is proved that of < 0) C u' So the opens Wand Cr are not disjoint.(U flU . The mappings p.~ 2 ( u . -'El< { (x.O [ is of class C" In conclusion.O [ +] . we define a differentiable manifold from an atlas on M We say: ' D w A difJ. l neighborhoods. u l n u 2 ) = n c u l n u 2 ) = { x ~ x < o l n are open.O) E U f . ed. ' Unless 1hear to the contrary. P.O).) of R contains 0 and then includes I-&.o) 1 J Spaces such as E will be removed because in the future every manifold will be assumed of Haussdorff type. A differentiable manifold is an n-manifufd if for every point of space there exists an admissible local chart (U. given an open U' E containing (0.p)c R".

Y ~ ( Y ) ) = and analogically for pi. y ) I-+ (P.) is an open of MxN. and N.')(Y) 1 Consequently. or simply M Remark.'{Y))) v. Indeed O pi' = (p.!0 p. (or simply M) be a manifold of class C4 defined by an atlas Let N. .:') x (y. + R" x R" : ( x .O P .= u . P&(x>Y) ( P ~ ( X ) . v. If we define R such as . (P. vj x w. l ( x ) . y 9. 1. y ~ ' ( y ) = ( P.'(P. = ( (P.2 Product manifold Let M. y ~~~ u ~€vj} ~ i l . 04$)(x2y) = Q:J(~ .= u. )~ l E J } . ~ l x x( p~ j . x W j : U. D The product atlas A x is ( ( ~ i x ~ j .A) will be denoted M. . )~l ) E I x J ) where A" u xvj = ( ( ~ / . (or simply N ) be a manifold of class C? defined by an atlas ~ = ( ( v j . we can naturally say: D The produd manifold M. .0 y .Y.xN. The structure of manifold MxN foIlows from the structures of manifolds M and h! Proof: If we denote w. then the (Tdiffeomorphism between opens of R"'" is: v. ' ) ( ~ ) ~ ( V . w . l ) . x v .. . the manifold (M.(Y)) x Remark. then the following set w. O v. of two manifolds is the manifold defined from the Its dimension is the sum of dimensions of each manifold.'(~))~ (V.Manifolds Notation.n q = (uin u : ) x ( v j nv. A manifold is such as the topological space is locally compact and locally connected (see solved problem). Its dimension being n.3. product atlas of M.(~).

(U. .(-1. ) n and q. U . ih The circle is evidently not homeomorphic to R. X 2 )E S' : X' 1 < 1) pl : U. X 2 )E S' : X I >-I} p2: U ~ ( C S ' ) .qa).o)) let us prove that the mapping pl v. let us check an atlas of S' defined by two charts ( 1 y l (U2.x .id)) is made up of only one chart (R". 2.u 2 ) of R.(U. x 2 )Jt2: ( x ' ) ~ ( x 2 1 2 = 1) ~ + is provided wt the induced topology. = { ( X 1 . Therefore.46 Lecture 1 1.= si. U . S' cannot be covered by only one chart. a [ : ( x l = c o s 8 . Circle S Looking at S as a subset of R ~then .((l. Space Rn is a manifold such that the atlas {@".2x[: = cos0. On the other hand. land ) Let these following charts be: *J. '.3.' is a diffeomorphlsm between the opens 0 qz.+ I .x2 = sine) I+ B S (xl u.3 Examples of manifolds I.o). ' S' = { ( x 1 .id).(C ) +]0. = ( ( X 1 . n Figure 9. x 2 =sin#)t+O These charts evidently cover S Considering uinti.( Figure 8 u.

. Remark the only one-dimensional connected manifolds are R and S '. The sphere S is really covered with such charts...18) pl (cos B. ..(q. 0 pi1 is really a diffeorno~hism between the above mentioned opens of R. o [ q.. Now. n Let us consider Q :U I : : + R n: x = (xl . xntl)I-+(XI.. ~ [ ~f we have: e €1-Z. In R ""I let us consider the n-sphere To provide S n with a differentiable manifold structure we define an atlas consisting of 2n+2 charts ( I l l n+l ): i U: = ( x c s n x i >o} I U . sin 8) = e + 2~ ..Manifolds If then we have: 0E 1 0 . p. = The last equality is obvious. The reader will put it in concrete form taking for instance In conclusion. xn+') .. we must construct transformations between charts (changes of charts) which are ( C m ) diffeomorphisms.. = { X E S ~ ' I ~ I < O } . Sphere S ". i ' ... 3.

. : ur -+ Rn : x H (x' . the n-dimensional torus is the product of n circles: T" = { ( e * ." That is really a bicontinuous bijection. i t. . In the same manner.4 Orientable manifolds Let ( x ' ) and (y') be two coordinate systems of an open U of M.)~. 4. let us consider any point x of U: positive. The cylinder S' x R ..' such that the rth and jth coordinates are P. ~ ~such that in )). The 2-torus T' = S ' X S is the product of two manifolds S ' .. nu.~..? nu.. provided with the product manifold structure is a two dimensional manifold. in other words Let us note the orientations associated with each coordinate system (in the common domain) are opposite if. Analogically we define p : .3.)+p.): is actually a diffeomorphism. Torus. o(P. the common domain of any two charts the orientations are the same.. D A differentiable manifold is orientable if there is one atlas ( ( u . The following mapping between opens of R": nU. A difficulty could have occurred because of the square root but the expression under the radical sign is always positive. The product manifold S n x R is called the "n+ 1 dimensional cylinder. xn+'). " 1.(u.. .. .as the such Jacobian of every coordinate transformation pi o is positive at every point.. e * ) ) 5. It is in a way the orthogonal projection of the "positive hemisphere" onto the corresponding equatorial "plane.V.. at every point of the domain: D A differentiable manifold is orientable if there is one atlas (U. For instance.)-~ :p.(u.. Cylinder..48 Lecture 1 where the symbol A means the ith coordinate is removed..

x ~ )[xfl =xl and xfZ= x z ] e A Mobius strip is diagrammatically represented by a once twisted strip. ' ) P is the composition of an inversion (mapping presenting an always negative Jacobian) with a symmetry with respect to a plane. therefore we are going to choose another atlas. x ' ~ ) ~ ( x ~ . y/). Let pzbe the stereographic projection from the south pole S onto the previous plane Let y be the symmetry with respect to the plane of equation x' = 0. Therefore the sphere S" is orientable.-1). for any pair of connected charts (Up) and (V. is Indeed the coordinate transform ( Y ~ v ~ ) o= Y~ ' 0 ~ . The atlas consisting of charts (U1.0. The Mobius strip is not an orientable manifold.. n Example. Any open of an orientable manifold is an orientable manifold. Let g. Any torus or cylinder is orientable.. To prove a manifold is not orientable it is easy to consider the next proposition. 0. Example 2. Consider the opens B and the poles N = (0.l) and S = (0 ..*) and (U2... the Jacobian of y l o p-' to have a constant sign on P(U v). The atlas.x2)E : 1x11 4) . does not allow using the definition of orientation. Thus it is a diffeomorphisrn with positive Jacobian. . The manifold S" ( n 2 1 ) is orientable.. This is an obvious consequence of PR3 and of the fact that S n and R" are orientable. RZ < An equivalence relation can be defined by ( x " .y0 e) in accordance with the definition. of length 8 (for instance) and whose extreme parts are superposed and stuck for a length 1 (for instance).. Example 1. PR5 In order that a differentiable manifold M be orientable it is necessary. which has permitted defining the differentiable manifold structure of S n. .Manifolds We immediately deduce from the definition: PR3 PR4 The product manifold of orientable manifolds is orientable. -be the stereographic projection from the north pole N onto the plane of equation g+'-o. Indeed in lZ2let us consider the strip defined for example by {(x1.

1 < x 1 < I . it is We immediately see the Jacobian sign is not constant and thus the Mobius band is not orientable. 2. 2.x2) : .4 [.4 < x 1 < l . = {(x1. .1. into N. more precisely its restriction pl to the set of x1 E ] .4. DIFFERENTIABLE MAPPINGS Let us introduce the notion of mapping of class (P between differentiable manifolds from the chart notion. into N .={(x1.q)such as XE Uand each chart ( V.x2) : . . for example. x2 E R ] .1 Differentiable mapping between manifolds A mapping f of M.1 GENERALITIES ON DIFFERENTIABLE MAPPINGS Let M N. D . f be a continuous mapping of M. after a complete trip round the strip. We choose the canonical projection as a homeomorphism. r 2 ) : . is such that x'l X I E R ] = Xf2 = X2 .. x be a point of M. the mapping called "local representative" of f fPY z v o f o p . on the next intersection of domains - U .l ( V ) > c R n + R m is of class C?. n W 2= ( ( x 1 .1[ and its restriction f i to the set of x i E 1 1. A mapping of class C9 between manifolds is also called C-mrphism. is of class C ( q l p ) at point x of M if. 2. we choose. y/) such as y =f ( X ) EV. x 2 E R} u.50 Lecture 1 To define a differentiable manifold. charts whose domains are U. for each chart H (U. be manifolds of class 0. 3 but.I < x 1 < 4 . Every coordinate transformation (chart change) 0 p.' : p ( ~ n f .

) denotes the set of mappings of class C? of M... into Nm is a mapping o class CQ of Mn into N.... Notation. y o f oq-' : p ( U ) c R N R m . Remark 1..p)on M.. Let x'.. I ..N. I ) N. to any (admissible) chart (V. is only defined on a part of q(U) . y). p). D A mapping f of M.. because: (x'. C(Mn. into N. into N. + is of class P. in the neighborhood of x. n . x") E f -'(v) and. AX)EAU)C and also V f. (understood of class C"). .. ..y " be the local coordinates of y =f (x) in (V. rp : U . C fw I .. we have: .. .Manifolds 5I The previous definition is translated in the language of coordinate systems in the following manner. x n ) ) E V s rp-'(xl .... . so in fl particular the set U f (V) is open.. -' Remark 2.. for every x in f M. if. x n ) E p(U) f(p-'(XI. the m functions of class C4 j = 1 . C?(M. such as @on XE U. . y'. Let us specify the local representative f. x" be the local coordinates of x in (U.Nm) denotes the set of differentiable mappings of M. The continuity (class C?) between topological spaces is presupposed.... is associated a chart (U. f' Figure 12. D A mapping f of Mninto Nm is of class C? at point x of Mnif the m local coordinates y' of point y =f ( x ) are. ..p(U) being a bijection. y i = f'(xJ) of n coordinates x' of x.

.pyi) on M.p) be the corresponding chart on M. x N.at x.xNm "at" each ( x . into the respective manifolds M. p R" Figure 13 L Let (U x V . and a chart (U'.. ... x N. x N . "at" x = p(xy) such as p(U x V) c U' and p') t' 0 p o ( q x v/)-' is a mapping of class C" of ( p x y ) ( U x V ) into R".y) E M. yi) with J l x ) V such that f ( U )c V and ih U ~ f. p x ly) be a chart at (xa) on the product manifold and (U. It is sufficient to prove that there are a chart (UxV.52 Lecture 1 Remark that it can be proved: PR6 A mapping f of M. PR7 The canonical projections are differentiable mappings of the product differentiable manifold M.p)wt XXE and one chart (V. we consider the following proposition..Rm). We have: p(Ux V )= U . +M. Now. there exists one chart (U. on M. into Nm is a mapping of class @ r f l for each x of M. The following mapping is of class e". ProoJ: Let us consider the canonical projection p : M . and N. E Cq(~(U).

M").pw(u~)). On the other hand. ? op-l) . q y = f ( x ) E M' = g ( f ( X I ) E M" On the one hand. M" be differentiable manifolds.p"(U")). In conclusion. p) on M at x we have: But the composition of mappings of class P: v"o(gO f)op-' =(Go"ogop'-l)o(p'o f is of class C?. for an arbitrary chart ( U. 0 0 Figure 14.p')on M'at y and a chart (WRY on M" at z such that p") g(U1)c U" and pa g tpl-' E C4(p'(U').q")on f on M u z such that at ( g O f )(U) c M" and pn f cg(~(u nf-i(uf)).1.Manifolds 2. g 0 f is a mapping of class C of M into M a . M ") . q Proof: Let M. p ) Mat x and a chart (Uw. f g EC EC q ( M . we know by hypothesis there is a chart (Wf. there is a chart (W fl .M'). (M'. M'.2 53 Properties of differentiable manifolds PR8 The composition of mappings of class C ] between manifolds is a mapping of class C?. for each x of M. Therefore.' ( U 1 ) . Prove that Consider XEM g 0 f E C ( M .

0 f and p. The mapping p. 0 f of class CQ implies there is a chart ( W I .of)(W.. 0 f are of class C?.+M.02)and a chart (V. The mapping f :P. pl be the canonical projection of M. + ~ 2 0 :P. Figure 15.at z and a chart (U. . Pr be differentiable manifolds. ' E C4(4(&). pz be the canonical projection of M.p) at x ) such that (p... f )(W2 1 c v and wo(p2 0 f ) o @ i 1 E C4(@2(W2). and into N. x N.. is of class C? 18 coordinate functions the PR9 are of class e. ( p I o . . 0 f of class C? implies there is a chart (W2. ~ .)cU and po(pI 0 f ) o e .xN. f +Nm Proof The necessary condition is immediately verified.54 Lecture 1 Let M. . Let us suppose p. y) at y at z such that ( P . o f and p. x N. M . f ) ( ~ ) = F .. onto N. Consider Z E P . onto M. then PR8 implies p. f ( z ) M . x N . Let us prove the sufficient condition. Indeed.Rrn).Rn)... N.Z ~ ~ ) ( ~ ) = Y ~ ( ~ The mapping p. P I O ~ :P. sincepl andpz are of class C? and f too by assumption. 0 f are mappings of class Cl of Pr respectively into M.....

D A mapping f of Mn onto Nn is a e difleomorphism of M.. is 2. PRl 1 If M. . Indeed. M. ~ ( t p x y ) f 06-' = ( p o p l o f o 8 . is a differentiable manifold then Dlff(M.. q x ly) on M nx N .N. is a local dz~eoomorphismat a point x of Mnif the rank of fat x is n. It is a local difleomorphism on M.Nn) denote the set of CQ diffeomorphisms of Mn onto N.. R " ) thus p o p lo f 08-I = p o ( p .). + N.(p2 f )(z)) such that: f (W) (PI c and This last mapping O S ) ( W )x ( ~ a2 f )(W) r U x V ( U z ~ v ) o f o 8 . D~f(Mnfl~)denote the set of (e") diffeomorphisms of M. iff is a bijection of @(Mn. 8. if it is a local diffeomorphism at every point of M . f)oe. is of class (? 1 f l there is an (open) covering (U.2 2. 0 8-'is of class C? (because change of chart). PRlO A mapping f : M.-~E C ~ ( Q . y ) = ( ( p . (see PR8). of class C? for every ie I. onto N. onto Nn. at (x. The reader will demonstrate the next proposition. o f o 8-' and thus the proposition is proved..' o(8106-') a is of class C9.' ) ~ ( ~ 0 f~of?-') ~ o . Notation. is actually of class P.Manifolds Let us restrict to w=w. +N .r of Mn such that f / . ( C ~ : ) .nw.2. 8= Q l / w To prove that f is a mapping of class C4 it is sufficient to note there is a chart ( W' at z and a . R ~ + ~ ) . be differentiable manifolds of same dimension.Nn)and f -' E Cq(N. It is the same for y/ 0 p.1 PARTICULAR DIFFERENTIABLE MAPPINGS Diffeornorphism and local diffeomorphism Let Mn and N.. Let DlffQ(Mn. .). Furthermore. we know that P O ( P . a chart (U x V.. 0f)0@.) composition of mappings.1c ~ ( e ( w ) . D is a group with respect to the A differentiable mapping between manifolds (of same dimension) f : M. f )(z).

is an imm~rslon point x of M.. (x'. PR40 and PR41 of lecture 0. into N.. PR13 A bijectionf of Mn onto N.) (for the induced topology).. is a submersion at point x of M. n L m] . 2. A differentiable mapping f : M.. PR12 A mapping of class C of Mn onto Nn is a CQ diffeomorphism zff it is bijective and is ? a local diffeomorphism on M . + Nmis an immersion (resp. submersion) at point x of M. xn.. f'(xi) that definefl show a non-zero Jacobian.. is an embedding of Mn into Nm iff is an injective immersion and a homeomorphism of Nm onto JTM. is a mapping of class CQ of constant rank r on Mn then.x n ) H ( x l .El..xn) H (xl.. -+ The reader will prove the following propositions by having in mind the constant rank theorem. a chart (U.. the n differentiable functions 1 = I.O.p) on M.2.. on f (u) v c and . It is called submenion of M. onto Nn 1 f i in local coordinates xi..O) [ resp. is a diffeomorphism of M. a chart (U. PR14 If f : M... Nm if it is an immersion at every point of M.. exist such that: . + N.. if it is a submersion at every point of Mn.. y) on N. .. . N.. .Submersion . D N. . for every x of M. containing x and a chart (V. PR15 If f : Mn + N. D A differentiable mapping f : M. . It is necessary that n 2 m ..y>) M....x m ) .56 Lecture 1 The reader will refer to PR39. containing x and a chart (V. y/) on N. if the rank at off is equal to the dimension of M... It is called immersion of M.. Let us emphasize the importance of the bijective assumption. exist such that f(U>c v and falv = Y f 0 0 Q-' : p(U) + Rm : (x'.... be differentiable manifolds. into It is necessary that n Irn D A differentiable mapping f : M n+ N . if the rank off is equal to the dimension of N..Embedding Let M. ...2 Immersion ..

. if there exists a chart (U.tp) ' containing x such that : R n+ R is a function of class C on the open q(U) of R"..Manifolds PR16 Iff is an embedding of Mn into N.. vt).€I ) is an atlas of fW n ) . 9) 2. are charts of atlas on M. has a neighborhood which is homeomorphic to an open of R". cover f(Mn). and the opens f(U. o f -l)"(P.). is a point n f (x) E f (U.g(x) be a function on M. then the set AM.3 PULLBACK OF FUNCTION Let M. ) ).f-l ). is of class C at point x of M. is an atlas of M let us prove that ..) is provided with a differentiable manifold structure (induced by the embedding). o f The mapping is a diffeomorphism between the opens (of R") q3( 4) and @(Ut)because: and that (I%*)and (U. U . ? This function gap-I is called 'yunction g expressed with respect to local coordinates " or function g "read on the chart ". 1 {(/(u.. 2. (P. Figure 16.nf (U.P ~o X . D A function g on M.and N be differentiable manifolds. . . -+ R : x t.1 Real-valued function on manifold Let g :M .€. Every pointfix) of f i u ) corresponding to x E U . moreover the image of any x E U . ~ r o o jIf {(u.3..

.x n ) or simply g(xi) with i = I . x n ) will be denoted g(xl. Let g be a function of class "read" on (U.. PrmJ Remember that a change of local coordinates is admissible if there exists a @ diffeomorphism. if ... between opens of R".. Now let us prove that for a hnction the notion of class P is independent of the chart choice. In other words: PR17 A function g of class P in a local coordinate system is automatically of class CQ in any other admissible coordinate system.... then (PR5) the @ composite mapping theorem implies the function g 0 yl-l is of class C! Figure 18 D A function g is of class C on M..n. it is of class (?at every point of M.58 Lecture 1 The real (g o p-')(xl.p). . Since = (gop-l)o(qoly-') and because the functions p o ry-' and g o p-' are (at least) of class P.. Figure 17.. for instance p o ly-I...

R) C m ( M . R )h Hf *h + : Therefore. + Cm(M.) of R" such that A subset V of R" is a subman&iold of R". onto the open g(U. there exists an open U. R) R) 3.2 Pull-back of function under differentiable mapping Let f be a differentiable mapping of M..Manifolds 2.. The mapping f is so defined: Cm(Nm..3..of dimension rn (5 n ) and of class P if. we have constructed an induced mapping $* : Cm(Nm. for Figure 20. SUBMANWOLDS every XE V. of Rn containing x and a P diffeomorphism g of U. into A .. D * The pull-back of the function h by f is f 9 h = h of . ' h be a differentiable real-valued function on N. + N. . . . from a mapping f : M.

(of U) containing x.of R* x Rn-"containing y and a C4diffeomorphism g : U . then V is an (n-m>dimensional submanifold of R". and x ' E V ] [ X' E Ux [XIE and f(xl) = y ] ux and n ( g ( ~ I ) )~1 = # [ xr E Ux and g(xl)E ( yf x Rn-" ] and thus The submanifold definition means definitely that V is an (n-m)-dimensional submanifold of R". y be a point of R". V =f-'(y). Let U be an open of R". If f is a submersion at every point of V. Figure 21 From the previous proposition we can deduct another one very usefkl in practice: . : where l is the canonical projection of R" x Rn-"onto R". PR18 Let f : U ( c R n ) -+ R m be a mapping of class C. 7 x'~U.60 Lecture 1 Let us prove propositions that allow to find submanifolds of R".flV # We have the following sequence for any x' [ x ' E U . The PR48 of lecture 0 is applicable and implies that there is an open U. an open U. +Uy : X ' H g(xr) such that for each x' of U. ProoJ Let x be a point of Y.

Proof We recall $is a submersion at x r@ its Jacobian matrix at x is of rank m. . for example.. ~ If for every x of V. It should be noted the submanifold is so defined as the intersection of hypersurfaces.. y i (I . ..O)E R m ....... An ellipse is a one-dimensional subset of R ~ ... Indeed. then V is an (n-m)dimensional submanifold of R".. m)}. consider the ellipse The following Jacobian matrix has rank 2 at each point of V since. for every x of V. the determinant is different from zero at each point of V. f yxl.. The proposition immediately follows from PR18 where f is defined by the following element of R": f (xl xn) = (f ( x l . .. The hyperboloid(one sheet) of equation is a two-dimensional submanifold of R ~ . then V is an (n-1)-dimensional submanifold of R". . .Manifolds PR19 Let f' : U ( c R") + R be m functions of class C4. Examples...x")) ... v = { x = ( x l . one of partial derivatives of f is nonzero (nonzero gradient of f ). the rank of the Jacobian matrix is m (In). Example. l ) and where the p i n t y is (0. V = ( X E Rf (~ )~ ~ J . 1... .. A special case of the previous proposition is the following PR20 Let f : U ( c R n ) + R be a function of class @. x R ..... x = If..x n ) e R":~'(x'x n ) = 0 ...

-. Another interesting proposition allows to conclude to the existence of submanifolds of R": PR21 If f : U ( c R m ) + Rn is an injective immersion (m 5 n).. an ellipsoid of equation x2 y2 z 2 x 2 y2 z 2 +-+ --i-. of included in Vf(.1 = 0. an elliptic a b Z c2 a b2 c x2 y2 x2 y2 paraboloid of equation z = 7+ 7 and a hyperbolic paraboloid of equation z = . 2y -22 qf = ( 2x . The cone wt vertex o and axis oz) of equation z Z= r2 + yZ is not a submanifold of R ~ . of R" x R"-" containing x such that V.f is of class e on R) and " of the hyperboloid. ProoJ Let us schematize the situation in the case m = 1. t x J u Figure 22.r 2 = 0. It is immediate that a sphere of equation x 2 + y2 + z2 .an open Vf(. The continuity of f at y implies there exists an open V. x being a point of the open U The PR47 of lecture 0 means there exists: .2y. ( . In this last case G ' = (2x. if f -' : V = f (U) + U is a continuous mapping.a b a b2 are two-dimensional submanifolds of R).. ) n v.-22) is nonzero on the open R~. n = 2. 2. is 2 a b .-. (ih It is necessary to remove the origin (singularity) to obtain a manifold. Let y be a point of V such that y = f ( x ) . then V is an m-dimensional submanifold of R".... . + Vf. . T ) different from zero at every point .l ( y f ) E ~ x . such that nRm y and -' R" containing ~ ~ ~ ~ v .--1 = 0.a d diffeomorphism g : V..an open V. a hyperboloid (two sheets) of equation -7. nR m c U .(0) and thus the previous proposition is applicable. f . having same restriction as f to V.of R" containing y..62 Lecture 1 Indeed. 3.

. onto an open V c V' ? : The restriction of g to V. : Example V is an m-dimensional submanifold of R" since then f (U) is a two-dimensional submanifold of R" Indeed. (id On the other hand. v n R" : g..#') = (A..cos A sin # is [ -sinRsin4 COSA cosRcos# 0 and is of (maximum) rank 2. n v ..#)y(A'y+') u : f (A. f (U) is a submanifold of R3.The mapping f is injective because 'v'(~. I f m then there exists t G Vx'.).n R such that f (t) = y' ...v. we have: vt . X Consequently. the three requirements of the last proposition are fulfilled.(x) : * (iJ On the one hand.. namely: . : v + v.' is a C? diffeomorphism denoted g.' ( Y ' ) E V.(v. . from sin A = sin A' we deduce A = A'. matrix of f .f is an immersion. we have showed the Jacobia..(. we deduce that V. from the equalities cos A cos 4 = cos A cos 4' and c o d sin# = cos A sin 4' we deduce cos # = cos #' and sin # = sin 4' (because cos A # 0) and thus # = #' .(~) v [a .Manifolds The restriction of g-l to Vj. is a C diffeomorphism of V.(x) thus t~v:nR"'. This definitely means that v = g.. nV is the image of Vi fl R m under giv: that is . Indeed. So. if we have: Y' E v. But Y' E V.r.#) = Vf.In the introduction. because g and f have same restriction to V: ..: (t) = f ( t ) : n E v. 1 .4'). - Y The mapping f -' : f (U) + U is continuous since R = arc sin z and # = arc tg -. From (i) and (id.#) = f (A1.sin1 cos# .

=x" 0 is said to be "adapted" to K = Figure 23. if f : M. ) . and N. In another manner: Let f i : M. if y is a point of f(M. then f'('y) is an (n-m)-dimensional submanifold of Mn. f ) of p(U) fulfilling D n i+' = . mapping +R : x t+ f : M. +N . then.f n ( x ) ) .X3)Ep0(LI) I .... -+ N . (m I n) if for of each x E W there is a chart (U.X2. for each y E f ( M .. is of class ? and of i (constant) rank r on M.. f '(x) be m differentiable functions on M.. The reader will refer to propositions expressed in $2 in order to prove the existence of submanifolds. for example... is a mapping of class CQ between differentiable manifolds.2 SUBMANIFOLD OF MANIFOLD A subset W of a manifold Mnis an m-dimensional subman~ild M. f -'(y) is an (n-r)-dimensional submanifold of M.p) such that p(U W) is the set of points (x'.64 Lecture 1 3.) and if f is a submersion at each point of f '(y).X3 =O}.. PR15 leads to: PR22 Given two differentiable manifolds M. ... defining a differentiable + R m : x H (f1(x).p)in M. PR23 If f : M . containing x such that: ~ ( w n w= ~ ( u ) n R ~ . . ~ ( nu ) P ~ WnR~ w = ) =((I1. ) A chart (U. So.

Prove that a manifold M is a locally connected topological space. E W . xn)= ?(xi) .. meaning that W is an (n-m)-dimensional submanifold. Therefore there is a compact K of R" such that p(x) E K c p(U) .. by changing the numbering of coordinates x"... the assumption of rank m amounts to saying that the matrix has a Jacobian D(x' (i.. Then there exists an open U: U) containing x.m) different from zero... we find again . is an admissible coordinate change.. we can conclude p-'(K) is a compact neighborhood containing x in accordance with PR12 of lecture 0.n . p-I being continuous and M being Haussdorff. 0) ..'(W.. X l n -x n = . EXERCISES Exercise 1. Let us show every point x of M has a compact neighborhood. . Answer.. Prove that a manifold M is a locally compact topological space.. such that (c xll = fI(x') .. But. . dm f "(x') .p) be a chart of Mncontaining a point x. j = I... .... p') defined in this manner is such that Such charts exist at every point of Wand.Manifolds We can say: PR24 A subset W of M.. Putting (fo #-')I (XI. i = 1.. Prooj: Let (U.. defined by rn equationsf'(x) = 0 and f having rank rn at each point of W is an (n-m)-dimensional differentiable submanifold of M. that is - The chart (U'... Exercise 2. 4. . U')= (xfrn+' x r n ...p) be a chart containing x where p is a homeomorphism U + p(U) such that q(U) is a neighborhood of &x) in R" locally compact... X I ~ + I = xm+l . Let (U. .. .

. If the point (xi . i k x n . be an open on F-'. We specify by assumption that the rank of d. ) is an open of R. x R2fulfils the following equation .). is an open in R.under the homeomorphism qrlanu.. One of the partial f derivatives. Then p-' ( C ) is a connected neighborhood in M containing x. : f(xi .. . 0 U . is a C' diffeomorphism between the opens piI((LI (IU.. Next.. So q(U) is a neighborhood of d x ) in R" containing a connected neighborhood C of q(x). We proceed as in exercise 1. j Let us remark the opens U nU . Given a function f E C w (R n .1. . make explicit the differentiable structure of the manifold M... Exercise 4.. denoted P'. Answer. The PR18 indicates that M is an (n-1)-dimensional submanifold of R"..) and p. ) / i E I is an atlas on W. ( i E I).(ca. Q2 be an open on R. Therefore. 0 p to 9. + V. cover U because Mis covered by the U. ) of R" (see theorem). X: ) E R.) on R there exists a and function g : U. the recalled theorem implies p. ( u n u .x.. .(c R. R) and knowing that f is a submersion at each point of M = f (0) . ik. x " ) .. Let R. of class C" such that the equation x k = g(x 1 .. the mapping a. ( u n u . (U fl U.)on R"-' a neighborhood V. xk .> A = ~ u .66 Lecture 1 Answer.. nU. : Rn -+R is 1 at each point x~ of M.. 0 pi1 restriction of p. ' (U nUi n(l.. (U nU. fl u... vi I .. It is sufTicient to check k~ U. -' Answer.. x k ) = O with af -(xo)#O axk then the implicit function theorem means that: Given a neighborhood U. First we use the following theorem. ( j E I ) is an open in M. is the open v. the proof of which is left to the reader: If .let pi(~nu.p?) ( i E I ) is an atlas on Mythen a subset W of M is an open f l k~..p i . Prove that every open Uon an n-manifold M is a same dimensional submanifold.. .. for instance is nonzero. . The image of W nU .. Since U nU.. ~ ) ~ ~ E I ) beanatlasonM.. Exercise 3. ] = p .

i.R)... one of the partial derivatives of f must be nonzero.1... ... x n ) = 0 whatever (xi i k xn)E Ux.....g(xl .e. be the set of matrices ( a p ) having a negative minor So we have domains of charts covering SL(n..... jk. x*)..**.....1 which is zero in the neighborhood of a point A. = (U..R)+R:A ~ d e t A . Answer.. x") . ) = are (see exercise 6 of lecture 0) the partial derivatives of f .. x V x ) f l M and (Dk : (UX V J n M x + ux: (xl. In order to be allowed to apply the implicit function theorem and to make any variable explicit in function of others..). .... x V x )f M l We must prove every change of chart is admissible (e"): It is definitely a diffeomorphism (of class e") between opens of of class e".... Let (..)xk7 x") I+ (x'.. xk .R) designates the special group of all inversible n x n matrices of determinant +1. x n )... ( e .P. such that q7i1(xI .R).R).pk ) defined by U .. We can likewise proceed at every point x so that we cover Mwith opens (U.. Let us introduce a chart (U...R) has a natural structure of differentiable manifold where SL(n. x").Manifolds is equivalent to f ( X I . U. a -(det A ) = A...... axti where the various xu pte the variable coefficients of matrices (u.. .. The differential is a linear form R" + R of which the components d j .. R"-'because g is a function Exercise 5...... namely: (a). I be the set of matrices ( aV) having a positive minor...x n ) = (x1 ..g(x I .. is definitely zero because det A = I in the neighborhood of Ao. Show that SL(n.. E SL(n. ik..... There exists a function f :SL(n. It is . The image of every matnx A E SL(n. f (A) = det A ..

domain where A. . U l The change of chart * P..(u.. . 4E R. g ... . " such that det I. XI!. which allows making the corresponding variable explicit.' = (ux v)nSL(n." Let us "pull back up" by making a variable explicit (implicit function theorem!). ] l o We choose as a chart domain the open u. ~ u .) = det A. R ) and the homeomorphism To remove xii amounts to a "projection. ) there is a function of class e R. Let R1 be an open on R"'-' . namely: We consider another chart (U2. > 0 .1= 0.. O(P. The implicit function theorem means the folIowing: In a neighborhood U(c ) and a neighborhood V ( c Q.. ) + P . R2 be an open on R. Let us use U i .....) u.pL) such that Ui. x R2 be the point verifying f (A..68 Lecture 1 because every matrix of determinant 1 has at least a nonzero minor.+f r 0. ( nu.)-I is defined by :P.

The hnction (h o f ) 0 QI' of R" into R can be written: (by associative law). the second is also of class C? since h is so. Thus it is the composition of two mappings f oq-':An R m + with ~ow-':R"+R.R) is actually Exercise 6. The differentiable composite mapping theorem implies that the function f'hoq-' : R n+R - . If a function h on N and a mapping f of M. C" since g i is so. back of h by f is of class C (q 2 1). the manifold SL(n.Manifolds The change of chart is of class differentiable. into N. ? Answer. The first mapping is of class CQ since f is so. are of class C4 prove that the pull.

(0. Therefore. . z ) into the open R2-(o.l n J W .) The surface is generated by revolving the curve of equation z = lnlxl [in the plane ( X J ) ] about the axis oz. Exercise 7. o ) w (x maps every point ( x y . (I. Let us consider f(x. the function f ' h on M. Let z = ln ' define a surface in R (i) What revolving curve generates this surface? (id Is this surface a submanifold of R~? The answer of this last question will be first given by using the submanifold definition and secondly from gradient notion. z ) H ( x .z)= z .p)on R3 such that The surface of equation r = l n d m is defined on R ' . We are going to use the PR20.70 Lecture 1 is of class CQ. Answer. then each point belongs to at least a chart such that the homeomorphism ~ : u n +dunw):.0). The manifold R3 being differentiable. then this last is actually a submanifold of R ~ .o) . (ii) A surface w c R3 is such that for every point p E W there is a chart (U.y. Y . is of class C4 in accordance with the definition of C? differentiable function. Y . The gradient being nonzero at every point of the surface.

One says it is an arc of parameter t. (U. in M is a differentiable mapping ' c:I-+M:tHc(t) such that 4 0 ) = Po So.1 Curve D A (diflerentntlable) curwe . " but a priori t is any parameter.LECTURE 2 TANGENT VECTOR SPACE To each point of a differentiable manifold M we are going to associate an n-dimensional vector space: the tangent space to Mat this point. 1. Different techniques can be used. 1.1 TANGENT CURVES Let M be a differentiable manifold. TANGENT VECTOR 1. but we have chosen the method which is the most used by engineers and physical scientists. for example the algebraic approach using the notion of ideal.1.p) be an admissible chart. We will assume the mapping c is at least of class c'. A decisive progress in differential geometry occurred when tangent space was defined as a manifold without reference to R". I Strictly speaking it is a matter of an arc . Remark.1. passing through po.2 "Reading" of a curve Let c be a curve of M. Refering to the mechanics. then the real parameter t can be called "moment. I be an open interval in R containing 0 1. the previous mapping makes a correspondence from each real t to a point of M (image of t). po be a point of M.

cz be two curves of Mpassing throughpo.) .. .x(nt( ) ). The parametric equations of the curve c are excessively denoted xi = x i ( t ) i = 1. D The curves cl and c2 are tangent atpo with respect to g..the equations of any curve are x i = O(t) x2 = # ( f ) t€l where x' and 2 are respectively the colatitude and the longitude.p)is the mapping p o c : I ( c R ) + R n : t ~ ~ ( c ( ~ ) ) = ( . Example. which will allow introducing the notion of tangent curves.. x' f Figure 25. cl. On the sphere 9. and p 0 c. Notation. are tangent at point 0 E I (or at moment 0: ) Let us show the choice of p doesn't matter. n. P o c i u. So.3 ( xZ being constant ).. . Tangent curves Let (U. if the mappings (I + R n) 9 0 c.1.p)be an admissible chart of M. a parallel is defined by ( x' being constant ) x2 = #(t) and a meridian is defined by x1 = 8(t> 1...72 Lecture 2 D The reading of the curve c in the chart (U.

This proposition means that the tangency of curves at a point is independent of the used chart and this notion is well-defined.yn(t)). .. if c..2.. Therefore.. : R + R n : t t + ( x l ( t ) . x n ( t ) ) pot.. we have: ~2 O C I =(P~ov~')o(v~ ocr) i = 1. In this case. y f l ( t ) ) ..2 be two admissible charts containing PR1 Two curves cl and c2are tangent at p~ with respect to p respect to @. at po. with respect to any local chart.Tangent Vector Space Let (Ui. By applying the differentiable composite mapping theorem..: R + R" : t k + ( y L ( t. fl they are tangent at po with Proof.. . = U . we see the following The converse is analogically proved.rpi).. two curves cl and c2are tangent at p. EM (at moment 0 ) if they are tangent.. Let us demonstrate the necessary condition that is Taking restrictions (if necessary) we let U.z1. ) We can "read the curves by using: poc. . x " ( t ) ) ( p 0 c 2 ) ( t = tyl(r) . (0) = c ( 0 ) 2 In local coordinates we denote: (q O cl )(t)= ( x l ( t ) .. the chart change is admissible . So we say: D Two curves cl and c2are tangent at point p. ). .. More accurately.

.n Example.n): VC(. ... .. the curves defined by the three following types of parametric equations ( i = l . c2 tangent at point p.2.( t 2+ t ) go through the same point at t = 0. Notation The set of differentiable function germs in an open neighborhood U of po is denoted by O(U). 1. Sc"(0)) = Cy1(0). is the equivalence class of differentiable h c t i o n s coinciding in an open neighborhood U ofp... in Mare such that V i = I. lJI(0)) which is denoted (4) =(Y:) The previous curves cl and i = 1. .t yt = c(. .2~ CM(p0). p ). . k ( i ) ~ R : XI = C(.I ) is expressed in the local coordinate context as follows.2 TANGENT VECTOR Let po be a point of differentiable manifold M Notation. D It is said that g and h have same germ at po if there is an open neighborhood U of po such that gl...)f 3 u = k(... = h. Let c be a curve in M. In M.t i + c(..1 Fint definition of tangent vector Let po belong to domain U of a chart ( U .. l.74 Lecture 2 The pointpo being common to two curves it is evident that (x1(0). The definition (2.. C(pO) denotes the collection of functions of class e on every open neighborhood " of PO. .. at po. g.ER . . We say: D A differentiable germ of function g.n. We so obtain an equivalence relation in e"(po).. Moreover they have the same tangent vector because 1.....

Tangent Vector Space 75 By referring to the tangent mapping notion defined in lecture 0.2 Function along a curve and tangency E Consider p." This vector is also denoted i(0) by referring to the mechanics and more particularly to the velocity vector of a curve on the surface. at po. in other words: iff the derivative of g along cl ai p. An equivalence class of tangent curves at point p. D U ( cM ) . is an equivalence class of tangent curves at po. [cJ. where c is a representative of the cIass. PR2 Two curves cl and cz have the same tangent vector at point p. E A is denoted 4 D A tangent vector to M. is equal to the derivative ofg along c2 at po. 1. One says that "the curves of the equivalence class have same tangent vector at p. . EV 8 Vg E O(U).+ R : t ~ ( g o c ) ( t ) . the reader will easily check that the tangent curve notion (at a point) introduces an equivalence relation among curves (same tangent at point!).2. Thefunction g along the curve c is the function goc:R .

having same tangent vector at po . an equivalence class of curves c..n... x ) of po : I . we can express: PR3 All the curves c.l ) o ( ~ o c ) represents the "reading" of the curve c in the chart followed by the "reading" of g on the chart.e. =g(xi) i = 1... In condusion.... 1. i. presents the same : value Vg E O(U) ' The notation xo represents the coordinate system (xo. We immediately express: PR4 The h c t i o n g along c g o ~ = ( g o ~ .Lecture 2 Proof: Let the function along c be Its derivative at po is Consequently.. x " ) H ( g 0 q ..L ) ( ~ ' x n ) . the following equivalence proves the theorem. at po... are characterized by a same value: All these curves will excessively be designated by c. PR5 A tangent vector to M. The function g read on a chart is the following function expressed in local coordinates by g o p-I: R n -+ R : (XI. tangent at po of M..e... .

2. 1. Make clear that curves c are tangent at a point if.(g. Considering the differentiable function atpo X':M+R:XHX' we have ' In the Leibnix sense .A (linear) mapping X.Tangent Vector Space Prooff From and by using the rule of composite function derivation. In local coordinates. : O(U). they lead to the same vdue in other words. .. if they present the same successive values for each of curves. D CZ. the derivative of g in one tangency direction is next expressed Remark I.Vg.R : g H X. h E O(U) : D The derivative of g.3 Derivation in the Leibniz sense Let us interpret a tangent vector at a point po as a real-valued mapping of derivation defined on the set O(U) of differentiable function germs in an open neighborhood U of po. in a chart. we deduce Remark. at p. is said to be a &fiation mapping ' if Va.b E R. in one tangency direction associated with XPo is the real for an equivalence class of curves [c].

is The mapping - is linear : Vk E R. in one tangency direction is Remark 2. Indeed. ( I ) = 0. PR6 Prooof: Let a tangent vector be an equivalence class [c]. E O(U): Reciprocally. i) = 21 (1) (i) (i that is necessarily zero. we can prove the following theorem. such that the value of the derivative of g along c. at po. .2. g .of derivation: Vg.Lecture 2 also denoted Xi Thus. introducing the identity function i. the derivative of g. at po.4 Second definition of a tangent vector A tangent vector is a derivation (in the Leibniz sense). xpo (i) Remark 3. From above. For any constant function I. . we have: xpo = 1xpo =1xpo. we deduce for every constant h c t i o n I that 1. we have: X.. g2 E O(U): (see definition with the aid of a chart). Vgl.

" (xl.. denote this mapping.. Let us prove the following lemma: Given g E O(U). y n ) = +uyl 0 ag 1 itY . E O(U) such that: ]=I Indeed.. uy") du... y n). . .Tangent Vector Space PR7 Every red-valued (linear) mapping of derivation in O{U) is a tangent vector atpo.uyn1 . Let (x: . Answer..-. . we have: g"(y' . Remember that the real i = 1... in R" let us consider the following diagram. x.... .1 : Putting gj(yl....E(0.. xn) be a local coordinate system of a neighbouring point p E U . Figure 27 As a general rule.. E U . ..O) = [Z(uyl. Let X.. So..... ) be a local coordinate system of a point p. there exists n functions g. the change of variable yJ t xJ defined by ( .= 0 for x = xi) y' Y~ = X ~ leads to J . n ax') designates the image of p under g 0 q-' .. we have ..

at PO. j=l Otherwise leads to Therefore.... . : O(U)+ R :g Xpo(g). . E M The reader will immediately check that linearity and derivation properties of any tangent vector show the (R) vector structure of the tangent space. we write the following in accordance with the usage that identifies the image of any point with the function: n = xpo . It is the set of tangent vectors at p. The functions being represented by the images of points on which they "operate" and by remembering the properties of linearity and derivation of the operator X .p. we obtain We have definitely found again the expression (2-4) of tangent vector atp. 2. is the set of equivalence classes of tangent curves at po. TANGENT SPACE Let po be a point of a differentiable manifold M.x. a (linear) mapping of derivation: is 2.")+ x [(i4 ).1 DEFINITION OF A TANGENT SPACE D * The tangent (vector) space of M.. Consequently we can express a second definition equivalent to the first: D A tangent vector to M.xR)] [p(xA .... (1) is written Using again the habitual writing of functions. at po.Lecture 2 Now let us prove the theorem.(x'..

such that not But such a. Indeed. A tangent vector. x J dx' xi = -(O) dt where X . a t p .. PR8 The tangent vectors at a point of a manifold M form an n-dimensional vector space Prooj: The expression (2-8) shows every tangent vector Xpo is a linear combination of at the o most n tangent vectors at p of M which are defined by These vectors form a system of tangent space generators. Furthermore. We denote X . g the derivative of (germ) g in X tangency direction. is a representative of tangent vectors at po (with components ). The tangent space at po E M is denoted Tpo or simply Tpo M . 2.2 BASIS OF TANGENT SPACE Writing convention. if they were dependent then there would be reals a. the vectors are linearly independent. at po. Let us recall it is the real ag where henceforth the upper line in . is at the most n.j= 1.= a(g ax1 v-' ) is axi Tangent vector expression. all zero. In short: T.do not exist because for any fimction x i : x M x J.M = {[cl. the dimension of the tangent space. in the direction corresponding to X' has the following expression ' This immediately follows from (2-7) where Xpo"operates" on every germ g.Tangent Vector Space Notation. we have: ' Simplified writing in accordance with the Einstein summation convention . atpo. Therefore.

23 . (constant). Indeed. at is written: that is explicitly: dt? a d# d --+-. every tangent vector to a curve of SZ. The n componeprls of vector XpOwith respect to the basis We denote (gl0 are the reds X i . CHANGE OF BASIS Every vector of Tpo can be expressed in another basis than the one associated to local M coordinate system ( x i ) . dt a0 dtd# So. the sum of a tangent vector to a parallel (0constant): d# a -dt d# with a tangent vector to a meridian ( constant): dB a -dt ae + is a tangent vector to SZ.. the coordinate lines.e. M It is said they form a nahrral busis of Tpo with respect to the coordinate system (xi 1. E T. .Lecture 2 To conclude dim Tpo = n.M is a linear combination of tangent vectors e. By omitting the reference index of point po. this point.. Let us illustrate with 9 that every tangent vector X . M D The n operators M make up a basis of Tpo associated to a local coordinate system. i. the meridians and the parallels are respectively: x' = B(t) x 2 = #(t) = # (constant) 6 = 0. Example.

. let a change of natural basis be The classic rule of partial derivatives calculus implies: ( ) [s) 6 (&). . let n basis vectors ei be linear combinations of (s).Tangent Vector Space Let us establish the formulas giving the transformation law for components. but thus thus but therefore.). we respectively have: but but thus thus More simply. . 3. -(&lo. . DIFFERENTIAL AT A POINT The notion of tangent (vector) space at a point of a manifold allows defining the differential regardless of local coordinates.. M In TpO . The matrices a and P being inverse. n). E TpoM expressed in the form of linear combination of n is tangent vectors to coordinate lines sometimes denoted by (a. every vector X.. We say that Xo is tangent atpoto the curve t H x i ( r ) (1 = 1. " = 0 (s). we obtain the following formulas: To sum up..

3. . N : X o t+df. such that. namely . : T .VXk. Xobe a tangent vector to Mat point x.R)+Cm(M. . E M. . zo be the image of xo under fin N.X. Zo(h) = X*(f*h) Remark 1 The linearity of differential.84 Lecture 2 Let M and N be differentiable manifolds.10) is written: &. is called the image of tangent vector Xounder f: a (2-10) If the image of X." E T X o M : dLo(aXL + bXz) = a dfxoX.X. Va.under f is .b E R. then (2. V h E O(U): w The vector d dL. M + T .1 DEFINITIONS In section 2 of lecture 1. W be an open of N containing 2 0 . f be a differentiable mapping of M into N. we defined the mapping f*:Cm(N. + b dLoX: .Xo(h) = Xo(f '4 m tangent to N at .R):h~ f'h that associates to any function h on N the pull-back of h byf D * The diflerenflaal ((mapping) o f f at point xo E M is the linear mapping df.

Let us make explicit in local coordinates the definition of the differential d. are l tangent at Axo). The differential notion is well defined because the image independent of choice of curves c defining Xo. ( & + bX. be charts respectively of Mand N. then the curves f o c. Vh E O(W): df. a submersion) at xoof M ~ f l . THE IMAGE IN LOCAL COORDINATES Let xi be the n coordinates of xoin a chart of A 4 The differentiable mapping f makes to any chart of M correspond a chart of N in accordance with z = f'(xi) ' where zJare m local coordinates of the point .' ) o ( P o E ~ ) p r o f oc* = (p'o f op-l)o(po~Z). (9 A differentiable mapping f : M . = ( v l o f o ~ . sujective). and f 0 c. Indeed. So.Tangent Vector Space follows immediately from the linearity of tangent vector Xo. is injective (resp. The equality f zo(h) = Xo(hof ) . . But the curves c and ~2 being tangent.zo=f(xo).p) and (U'. ( ) > let us prove that if two curves c and cz are tangent at xo. it follows l Hence the differentiable composite mapping theorem (c'at least) implies This expresses the tangency of curves represented by f 0 c. the differential o f f at xobeing 2 = d&X0 is .(h)+bdLoX. . let f U. Xi Remark 2. EM (io A differentiable mapping f : M -+ N is a local diffeomorphism at x. and f o c. q') We have p r o f oc. ~ f ldfxois an Remark 3.N is an immersion (resp.( f *h)+ bX. O . isomorphism.")(h)= (ax.XXh). .C O N IcIso H[f cl . df.. We leave the proof of the following propositions to the reader. 32 .")(f *h) a = uX.+ bX. dLo : qoM ."(f 'h) = adL0X."(h) = ( adLD + b df. Indeed.

So. : T x o M +. In conclusion. Figure 29 The differential of g at x. R : Xo t-..86 Lecture 2 having permitted to introduce the image & of tangent vector. is written by using (2-7): . such that.) are Let us mention the matrix (1 representing d/.X.3 DIFFERENTIAL OF A FUNCTION Let U be an open of M containing xo. the image of Xo is expressed in the natural basis of Tzo in the following form: N 3.T (. Let us apply the preceding notion to the case of a h c t i o n g E O(U). Vh E Cm(g(xo)): . EM is the (linear) mapping dg. is the lacobian matrix defining the Xo differential of the corresponding mapping R n +Rm .dg. the components of tangent vector & (image of Xo under dS. ah af =xr-I=o-\ j 8' 2 ax' ".

sint 7 f = 0)to the curve of equations y = x .t 2 ). vector .XO ( h ) = Xo( g ' h )= X. Therefore.y. Answer. at point t. Answer.its image underf at point f (t) = (t.' d calculate the image of tangent vector . dl . . EXERCISES Exercise 1. .to R. where x' = x and x2 = y.t 2 ).Tangent Vector Space &. 4. that associates to tangent d . In this example. The differentia1 of f at point i is the linear mapping df. E R ~express the tangent vector at point (xoyo) n . Given the following differentiable mapping f : R . PR9 The derivative of the fbnction g in the direction of vector Xois the image of Xo under the differential of g at xo. we have: and hence Exercise 2. ( . we can say the following. Xo is a vector of R (and has thus only one component) it is identified with its component that is the real Xog. s i n t + yocost. ("instant ' x = xocost .(h o g ) In conclusion. ) R ~ .R : t I-+ (r. we have obtained the following result: (2-13) Since dg. under the differentiable mapping j dt The expression of this tangent vector will be given in the natural basis of T .

O1). The first isometry is such that to any (3 G R~ corresponds and the second is such that cos8 sine' cos(8+ 8') .~)O(U. Answer.sin(& 8'))r) sin cost9 b' sin($ + 8') cos(8+ 8') y The last two terms represent a translation and the first is a roMon of angle (8 + 8'). o s . where (e.the natural basis vectors of tangent plane to R~ at At). (iij Calculate the differential of the following mapping f : (u.) .a f d d t a dt2 dt dt ax dt QY a ax a ay Exercise 3.) is the standard basis of R ~ . kfh E Cm(M") : (f2 Exercise 4.h) = (A* 0f. =fi*(hofi)=fi*(f. v.Y. (i) Make explicit the composite mapping of two isometries. > *=f. 8 ) (a'. 4). b.:) sin0 cost3 (6) .V>~) 0 (d Let us compose two isometries. & ay We immediately have: d -=--+--=-+2t.:M+Mr and f. + ye.) (COS + 8 . Given two differentiable mappings f.sin cos8 7.T')(.sin8 cos8' X .and . o f i ) * h = ho(f2 o A ) = ( h o f 2 ) o f . prove that 6 ' % ( f ... Answer. b'. Consider the group of isornetries of Euclidean plane R2 with a natural structure of manifold (diffeomorphic to R 2x s').*of2'.88 Lecture 2 Let us name d d .e.sin 01.Let (x. 8 ) be the composite of a rotation about the origin through an angle 8 with a translation of vector xe. y .v. + ( .#) at point (u. (X.:M'+MR between differentiable manifolds. that is (a.I + + Therefore we have: coso sin8 .)h.

..v.. + s i n B u .. + Ou. c(0. . + cos 0 u2 +0 u.) situated in a vertical plane through a.) & e..e2 4U.l)e3 or in an equivalent form: &.) be a horizontal circle of center o and radius R. Figure 30 . c(o..+ 0 % + 113 df.sin 0 u. 0 = Exercise 5. . R. = OU..Tangent Vector Space (ii) The mapping f is explicitly written from the previous result as follows: The differential is calculated at a point from the formula (2-12)...() [I] I':" I:[ r:'J I:[ I:[ 0 = sin 0 df. In the basis ($) of Jt3 express the vectors of the natural basis of *-torus T~ c Are these vectors orthogonal ? Answer.= .R. x2 = v and x3 = 4... We have thus: d ...o 0 . that is where x' = u. ) be a circle of center 0 E c(o. Let ox I x 2 x 3 be a fixed system of reference of R ~ .v.R. =cosOu. 1 = cosQ qu.

90 Lecture 2 Let 0 ~ be the system of ~ ~ ~ reference ensuing from a rotation of angle 0 about axis ox3 7 ~ where 8 is the angle between the axes ox1 and ox1. . cosb).sintsin6 .R.R. (R. The coordinates of this point with respect to the fixed system of reference are the following: R. + R.and . cos 4) sin r . R. + R. the components of tangent vectors . 2 J3) is expressed with respect to the basis where x1 (R. cos #)cost . + R.R. sin4sin0.) in where 4 designates the angle locating the point on the circle 40. + R.0) d is really parallel to .&cost) d is really parallel to . a tangent vector to the coordinate fine 8= t (-(R. x A tangent vector to the manifold T at (x1. (R..).with respect to the a0 84 fixed basis are respectively: (-(R.sin 8)8+ (-R2 sin #)d cos 8 = X ' = (R] + 4 cos /) cos 0 8+ (-R2 sin q5)d sin 8 (4 constant) namely x 3= R ~ C O S ~ ~ . cos#) cos 8 . sin # where 8 E [ 0 .the axis 0X3 being parallel to ox3. cos #)(. are The coordinates of any point of vertical circle c(0..0) and (-R.(4 + 4 cosq5)sin 8 (-4sin#cos8) + (R. 34 The tangent vectors -and 4 = t (0 constant) namely a as -are orthogonal vectors because d a# .-R. + R.x 2 . ) are a a At point (x 1. sin# cost9. ae In the same manner. 2 ~and I$ E [0. So. a tangent vector to the coordinate line (-hsint cos8 .x 3 ) d 3 . cos 4) sin 0.2r) the locd coordinates on T *. + 4 cos+)cosB (-4sinq5sinO) = 0 .

T p . INTRODUCTION First. In Fig. it must be understood that the lines T. simply speaking.q... we give some general definitions about vector bundles that will be quickly particularized. Figure 31 The intersections of tangent spaces having no meaning. we are going to introduce a manifold with a vector space attached to each point p. Make clear the suggested vector bundle notion.. U be an open of E. " Such a situation can easily be schematized in the case of a one-dimensional manifold MI.M. and that will be called: "tangent bundle. .LECTURE 3 TANGENT BUNDLE VECTOR FIELD - ONE-PARAMETER GROUP LIE ALGEBRA Later it will be necessary to consider ("simultaneously") the set of a11 tangent vectors at all the manifold points. So. 32. Let E and F be (finite-dimensional) vector spaces.. it will be advisable to represent these spaces by parallel lines (vertical for instance). . are boundless.

4. such that #2(x) is a (linear) isomorphism for each # is a bijection of U(cS ) D A local bundle chart of a set S is a pair (U. diffeornorphism #.y)=~ by specifying that the open U x F of E x F is a local manifold. it is n . Y ) .' ( x ). . Wi fl +0 . a x E U . is called a local vector bundle isomorphism.make up a covering ( I ) of S. z Let U x F. = #j 0 hic are A vector bundle structure on S is an equivalence class of vector bundle atlases.& such that onto a local bundle U' x F' . U' x F' be local vector bundles.y)~n(~. - Uui i d D D 'v'(U.(U. The projection of U x F is the mapping n:u~F+u:(x. D For each x t U .92 Lecture 3 D D The Cartesian product U x F is called a local vector b u d e and U is the base space. the overlap mappings U.#i)such that: the domains (. C(X. the fiber over x is (x)x F .:U+Lr' #2 : U + L(F.F'). . * A vector bundle is a pair consisting of S and a vector bundle structure on S. D A mapping and # : U x F -+ U'x F' is a local vector bundle mapping if 4 is of class C" Moreover. $h.. D A local bundle atlas on S is a family B of local bundle charts (Ui.Y> = ( ~ W > C ~ ( X ) . local vector bundle isomorphisms.h). ) E B .#.

Given a manifold M with an atlas A of admissible charts (I/. a vector bundle atlas of TM is the natural atlas TA = {(TU. we assume that a vector bundle is a HausdorfTspace with countable topology. such that the local representative fM = # I o f o a local vector bundle mapping. Secondly. firstly since the union of chart domains of A is M then TM is covered by the domains of TU. pi ). corresponding ~ ~ .#).') = Tpi o is a local bundle isomorphism. .ET. we can consider that: . Moreover. TANGENT BUNDLE Let M be an n-dimensional differentiable mapping.x. D I * The tungeni bundle of M is the manifold We prove in detail (see exercise 1) the following: PR1 The tangent bundle TM is a natural differentiable manifold of dimension 2n. (x) E V.T P ) (Ia A PI where Tp is the tangent of q. 1. let us consider any overlap mapping pi o ~ ~ . let us consider the set TM=((~. notion having been defined in lecture 0. Lie Algebra The vector bundle structure induces a differentiable structure on S. D A mapping f : S + S' is a vector bundle mapping if for each x E S and each (admissible) local bundle chart (V.#) of Sf. In short.' The space M is called the base space of the tangent bundle.) XEM. The. Every vector bundle will be denoted by its only underlying set.M}. there is an admissible local f is bundle chart (U. then Tf : U x E -+ V x F is a local vector bundle isomorphism. This is obvious because if f : U ( c E ) + V ( c F)is a diffeomorphism. One-parameter Group..Tangent Bundle. T(pi o P. Let S and S' be vector bundles.X. 1 1 Indeed. Vector Field. f (U) c V. More precisely. NATURAL MANIFOLD TM We are going to view the union of tangent spaces to M "attached" to each point of M. D ~91. +-' 1.

e. V ( X . Remark that the tangent bundle projection I is of rank n. X.(0) = R: . the space of positions) of a material point in a Keplerian force field ? The particles move in the position space which is the manifold R~.94 Lecture 3 The (canonical)projection of tangent bundle TM is the (C) surjective mapping D n.. EXTENSION AND COMMUTATIVE DIAGRAM Let M and N be differentiable manifolds of respective dimensions n and m y f : x nz = f(x) be a differentiable mapping of M into N. be any vector of T I M . Notation. then the tangent bundle of configuration space R is : T R =((F. Example What is the tangent bundle of the configuration space (i. 1 12 .J) ~ E R : G E R ' ) = R : X R ' .x. D The fiber over (x) is D A C9 section of tangent bundle TM is a mapping s of class @ of M into TM such that the composition of s with the tangent bundle projection is the identity on M: nM o s = i d l M . Zf. If 7 and v' respectively designate the position vector and the velocity vector of a point p. X X ) = x .)HX. ~ . rq&) designates the set of C where q sections of TM. ) E T M: n M ( x . l . . that is K X . X . . that is: :TM-+M:(x. Remark Each point of some fiber specifies one particular tangent vector. under f . be the image of X. We denote s E Pa)..

at a point. then d idlM TM +TM is the identity mapping on the tangent bundle TM.) such that the tangent vector image is PR2 If f .. Vector Field. : M -+ M is the identity mapping on the differentiable manifold M. X x ) of TM corresponds the element f (f (x).) the pair (z. : N -+P are C' mappings between differentiable manifolds. is the differential at this f point. 0 f. Let us introduce the local coordinate systems (x i ) and Cfi) defined by charts of which the respective domains contain x and z.. then f.Zf(. Remark.N and f. . : M + P is of class C' and ProoJ: This C' composite mapping theorem will be later proved (see exercise 3).Z. that is f 0 JIM= I.Tangent Bundle. 0 df l (ii) the restriction of d to each tangent space. PR3 If id. The previous properties of Tf : TM -+ TN allow the statement T is a covariantfunctor. : ProoJ This proposition is an obvious consequence of the definition of the differential PR4 If f : M -+ N is a diffeomorphism between differentiable manifolds then ! $ L : TM +TN is a bijection and Proof: See exercise 4.: M . that is: d4T&. We can say that the mapping df associates to each pair (xJ. . = df. One-parameter Group. Lie Algebra We can "extend" the differentiable mapping f and define: D A linear mapping of TM into TN is called the tangent of f ( or digereenrial of f) denoted T or df if to any element ( x .))of TN and such that: 6) the following diagram is commutative.

1 DEFINITIONS D * A (tangent) vectorfield on M is a mapping X : M + T M : x k + X(x)=(x. TM be the tangent bundle of M. df Because the vector field is differentiable these components are differentiable functions of n coordinates x i (of point x). In other words.) which assigns to each point x E M a pair composed of a point and a tangent vector at point x. 2.) D A vector field is diflerentiable if the mapping that defines it is of class C" . .M ki where the coefficients X'=.are the (local) components of vector field. In the following." Remark A vector field X on M is a section of TM. Notation. The collection of differentiable vector fields on M is denoted Therefore. VECTOR FIELD ON MANIFOLD Let M be an n-dimensional manifold.2 PROPERTIES OF VECTOR FIELDS A differentiable vector field X on M assigns to each point x ' E M a vector of T. 2. we denote that X is a differentiable vector fieId on M by X E X(M) or x E rm(nM) by referring to the notion of a section.96 Lecture 3 2. Terminology. the term "differentiable" will be generally omitted. We will use the expression "vectorfield" instead of "tangent vector field.X. it is a mapping X:M+TM such that noX:M+M:x~n(X(x))=x where l is the projection of TM. l (idl.

d made up of n vector fields 7 .Vg.Y E X ( M ) . : ) the multiplication by a differentiable function: C m ( M ) x % ( M )+ X ( M ) : (h. (M. h E C m ( M ) : ( k Y ) g = h Xg Let us notice that the dot between function and vector is not denoted. X ) M hX such that VX E X(M). LIE ALGEBRA STRUCTURE 3. One-parameter Group. Y )H X + Y such that VX. - Remark. we denote Xg instead of X ( g ) . Y E X(M). PR6 The set X ( M ) of vector fields on M is a module on (?(Ad) defined by the following operations: . Aflerwards. Vector Field. The ring Cm R) is simply denoted by C" ( M ). Lie Algebra Notation. C m ( M ) C m ( M :) g + such that I-+ X(g) Proof: The linearity property: and the derivation rule: are fulfilled at every point of M We Ieave this to the reader who can use the local coordinates.Tangent Bundle.the addition: X ( M ) x X ( M ) + X ( M ): ( X . . A basis of module is for instance the natural basis ax 3. V ~ E C * ( M ( X + Y ) g = Xg+Yg . We consider the restriction %(U)of vector field to a domain of a local coordinate system (xi) of points x E U c M .1 BRACKET Consider X. PR5 A vector field on M defines a derivation on C m ( M ) is that X .

Y](ag+ bh) = a [ X .Y]g.b E R.Y ) H [ X .1.Y ]h is immediately proved. h E C" ( M ): ( r n ) ( g h )= X(Y(gh)) = X(gYh+ hYg) = g X(Yh) + Xg Yh + h X(Yg) + Xh Yg is not g ( X Y ) h+ h ( X Y ) g = g X ( n ) + h X(Yg).1. = We successively have: . Y ]= XY . Check the derivation rule: Vg.1 D Theproduct o vectorfiefdsX and Y is an operator defined by f V g E C Q ( M ): ( n ) g = X(Yg). PR8 The operator XY is a differential operator of second order. Y ] g+ b [ X .2 Operation "bracketn We can nevertheless construct an operator of derivation from product of vector fields. Y ] h+ h[X. D * The bracket is the mapping [ ] : Z ( M ) x X ( M ) + X ( M ) : ( X .V g . Y ] g= X(Yg).h E C m M ) : [X. that is [ X .Y](gh) g [ X . Prooj The derivation property is not satisfied because V g . ProoJ By introducing local coordinates and putting di = . Y ]: C m ( M ) + C m ( M ) g : H [ X .we have: .98 Lecture 3 Vector field product 3. h E C ( M ) : m [X. d ax' 3. Pro05 The linearity property Va.Y ( X g ) PR9 The bracket of differentiable vector fields is a differentiable vector field too. PR7 The product of vector fields is not a (differentiable) vector field.YX (3-2) The bracket of vector fields Xand Y "operates" on C m ( M ) .

Y] is In particular: [d.3 Important theorem Let M and N be same dimension manifolds.Tangent Bundle. Figure 34 Before expressing the theorem.djl = 0 . f be a (C") ffeomorphism between M and N. we have Vg E C m ( M ) : This also allows checking that the bracket of vector fields is an operator of derivation on C m( M ) . h)o We denote Z(h) = (dfX)(h) - . di X and Y be vector fields on M. one says ''coordinate (induced basis. In such a case. In local coordinates. From the expressions of (XY)g and ( Y a g in local coordinates. " 3. Vector Field. Lie Algebra Bracket expression in local coordinates.1. the expression of bracket [X. One-parameter Group.. let us point out X ( f e h )E C W ( M ) and define the following: D The image o vectorJ5eld X under f is the vector field Z on N defined by f Z : C m ( N ) + C " ( N ) : h ~ Z ( h ) = ~ ( f *f-'.

x 3 I + [ x ~ . we have: ProoJ By definition.k.x2x3l= ~ X I .R2 E K .X2..+ provided with an (inner) law such that: 'dx.100 Lecture 3 PRlO Given differentiable vector fields X and Yon M.x) + ( k 2 y )= klR2 ( x * ~ ) .2 LIE ALGEBRA PRll The module # ( M ) provided with the (inner) composition law.' .YlXh)= [ X .I .x.. Proof: The module X ( M ) is evidently a real vector space. ' In addition. it is a vector space K.X.I = X ( Y ( f * h ) of .Y ( X ( h 0 f ) o f-lo f ) o f-' = X((Y(h0 f ) o f . Given a commutative field K . y E E : &.x3 E x ( M ) : [x~.Y].k.x3E +x~.l The previous properties are proved by way of exercises.' = X(Y(h0 f ) o f . E R. X ~ ] + [ X I ~ X ~ ~ + : [XI Vk. we continue: 3. z E E : x*(y+z) = x * y + X + E V k l . ' . Vx.' ) o f ) o f-' h but Y(h0 f ) o f-' (df Y)(h) = X(h O f ) f -' = ( d f X ) ( h ) 7 thus..' ) o f ) o f-'-~ ( ( ~ (f ) oof . V X .Y ( X ( f ' h ) ) o f . . y. V h E C " ( N ): (df [ X .' 0 f ) o f . omitting parentheses. the bracket is a bilinear law: vx. we have for the vector field [X.I x .E. is an R-algebra. z E E : (x+y)+z = x+z + y+z Vx. In other words. y. namely the bracket law..x.Y I ( f ' h ) o f . PR12 The R-algebra X ( M ) is an algebra such that the bracket law is anticommutative and the Jacobi identity is verified.l= klk2[Xt. E % ( M I :[klX1. we recall that an algebra on K o K-algebra is a vector space E on K provided r with a bilinear mapping +: Ex E + E.X. . X . x ~ I =[ 'Jx.

D 6.Y ] = -[Y. let us consider the two vector fields The Lie derivative of X with respect to Y is the following vector field: L.3 LIE DERIVATIVE Bracket allows the introduction of the Lie derivative notion that will be discussed in general in lecture 6.Y J g= X(Yg). we can say: PR13 The R-algebra X ( M ) is a Lie algebra. X ]= (Y'B.Y ( X g )= -[Y. X ] g . XI since V g E CP M ) : [ X . Lie Algebra Proof: First. Let us introduce a fundamental definition. D * A L e algebra is an algebra for which the inner law is anticommutative and satisfies i the Jacobi identity. One-parameter Group. ( Let us mention that [ X .Z E X(M): (see exercise 8). (3 -7) PR15 If f : M -+ N is a diffeornorphism. : % ( M )+ X(M) is natural with respect to following diagram is commutative: that is the .Y. (3-6) In local coordinates. From PR12. then 'dX E S(A4): (i) the mapping L.Tangent Bundle. .Y') a.X = [ Y .xj. the Jacobi identity is V X .x' - x-'~. Finally.Y E X ( M ) : [ X . Vector Field.r The Lie den'vatratrve vector field X with respect to vector field Y is the vector field of defined by LYX = [Y. 3. the law bracket is anticommutative: V X .X] = 0 . PR14 The bracket law is not associative.

f : R + E : (t.x) Hf ( t . for instance. J be an interval of R.1 DIFFERENTIAL EQUATIONS I BANACH N Let E be a Banach space. fl be an open of R x E. d f Y ] = d f [ X 7 Y ] = dLxY f The second assertion. is natural with respect to restrictions. ." YIU = (L*Y)Iu is also clear from the equality d ( f 1 ~ )d f l following from the definition of d. 4. 4. we will go back to it.Lecture 3 (iQ L. namely VY E Z ( M ): L. that is for any open U c M the following diagram is commutative: Proof The first assertion is obvious since VY E X(M): L 4 x d f Y = [ d f X . the various states of a material system can be described by a moving point in a position and momentum space. A problem of major interest is to study a "flow" obtained from the solution of differential equations.. = ~ The Lie derivative notion plays a fundamental role in mechanics. ONE-PARAMETER GROUP OF DIFFEOMORPHLSMS What follows is very important (notably in physics) because. x ) be a mapping that will be specified later.

Vector Field. we have: W j x .1. t o +a]of R such that the equation has only one differentiable solution F : t I+ T(t) defined on [to . ( f . PR16 Given a continuous and locally Lipschitz in x mapping f : n + E : ( t . x ) f~( t . Remark. x 2 ) /5/ kllx. .-) f ( t . 11. x ) f(tjx) ~ then for every point ( t o .1. . x ) is locally L&schitz in x if. X(t)) E R and dz ( t )= f ( t . x 2 E V .Tangent Bundle. ) . 4. If the vector space E is R". x ) is assigned at each point x of the curve.Z ( f ) ) The existence of an integral curve means that a tangent vector f ( t .a . then the vector differential equation is equivalent to a system of n differential equations: 4. ~ .3 k E R+ : ) I/f ( t .1.1 Integral curve D A curve z : J + E : t ~ i ( t ) is an integral curve of the differential equation V t E J : ( t .M .x. for every neighborhood V of R.to + a ]and such that x ( t o )= xo.3 Differential equation and vector field Recall that to each "instant" t corresponds a point of a manifold M J +M :t H x ( t ) and that a vector field on M is a mapping from M to TM which assigns to each point x of M one vector in T.2 Existence and uniqueness of solution A mapping D f : n + E : ( t . Lie Algebra 4. x o ) of there is a neighborhood of xo in E and an interval [to. One-parameter Group.a .

Given a vector field..:U(CM)+M:XH~~~(X) verifying the following differential equation and Manifolds.aninterval I .104 Lecture 3 To every vector field on Mis associated a first-order differential equation = x(x(t)> with x(0) = x. there exists: .(x) = x . .xU+M:(t. . fields and mappings are assumed of class C". +M : t H 4t(x) is an integral curve of X with 4. X be a vector field on M. = ( ~ E R : I ~ ~ < E . . - D A local transformation of Mgenerated by vector field Xis a difieomorphism between neighborhoods of M ~. and conversely.1 Local transformation of M D An integral curve of field X on M is a curve c:J+M:twc(t) such that -( t ) = dc dt X(c(t)).x)~fit. J be an intervai of R.(x) such that: I. a differentiable mapping #:I. We can introduce the following definition. F E R + ) .x)=#.' PR17 Considering X E X ( M ) and a point of M.a neighborhood U c M of this point.2 ONE-PARAMETER GROUP OF DJPFEOMORPEISMS Let M be a differentiable manifold. does there exist a curve that each tangent vector is a vector of this field ? 4. 4.2. Question. Re-examine the theorem of local existence and uniqueness of differential equation solutions.

(. Abraham and J. E'. The following drawing suggests the idea of flow at given time t. then # = 4' on ( I . the diffeomorphism 4. Vector Field. More precisely: Uniqueness theorem of flow boxes : If (U. 1978). flI. )= 4b. and c: are two integral curves of X .2. r={t:ltl<E. the following theorem is easily proved: Existence theorem of f o boxes: lw If X is a vector field on a manifold M. then c.E.E .we have vx UnU' # / I x ( .) x (U fl U') . Proof: Let U be an open of M.E>o). We specify that for each point x E U the mapping 4 leads to a locally unique integral curve..x) and it can also be proved if c. Founciations o Mechanics.(U) following the integral curves (respectively for each point). In this reference book. namely: c.g.. 4. f l l . f Marsden. then there is a flow box of X at each x E M. R.2 One parameter (local) group of diffeomorphisms PR18 Every vector field on A generates a one-parameter (local) group of diffeomorphisms 4 on M.Tangent Bundle.#') are flow boxes at x E M . Oneparameter Group. = c: on the intersection of their domains (see e. ProoJ Putting I = I. From the previous context. Lie Algebra 105 For each t E I. #) and (U'.#). ( t )= 4(t. . maps U to some other open #.) because for each x E U there is an integral curve of X (at x). we define: D A flow box of X at x E M is a triple (U. i2 be a neighborhood of (0)x M . : I + M : t H C.

We must emphasize the previous diffeomorphisms are local and not global on M. 4" being the identity element. The local transformations 4.t Therefore. is identity on M. are defined in any neighborhood of each point xo in M for "instants" of the interval defined by Iri < ~ ( x . are such Vt. ( x ) with t . the local transformation of Mare such that +sE I : In particular.' because (4-* O )(XI= #-s+s (4= 4" (XI. we say: D The pair defines a one-parameter (local) group of &!eonwrphisms on M Remark. extended as far as possible in the parameter t. ) . In conclusion. .3 One-parameter (global) group of diffeomorphisms We are going to consider globally the flow of vector field.the differential equation associated with field X Let us use the uniqueness theorem. t + s E l This transformation satisfies. the local transformations of M have a group structure with composition law.2.t + s E I : (x)) Vt..x)~$. The following integral curves associated to X having for t = 0 the same value #s (x) [because 40(4s = #s (x)] .Lecture 3 Consider a local transformation U ( c M )+ M : x H#. s.. like # [ ( x ) . we deduce 4-3 = 4. Let us consider and - CI=RxM @:RxM+M:(t.s. 4.s.(x) where the diffeomorphisms of M ( V t E R ) : #f : M -+ M : X I + # ~ ( X ) are such that: (i/ 4.

such that the point -corresponds to x.tx.. let us notice that PR18 is not necessary verified. In the case of global diffeomorphisms on M.Tangent Bundle. Vector Field.. For M and every t E M . 1 . -+ M of X at x. This soIution is not defined for r = . the mapping @ such that @(t7X ) = e'x defines a one-parameter (global) group. It is the one-parameter group of homotheties. One-parameter Group. Proof: Let us give the following counterexample. dl Since 1 d (. PR19 Every vector field on Mdoes not necessarily generate a one-parameter (global) group of diffeomorphisms. is not defined for t = -. D The vector field X is complete if Ex R x M) is R x M. x ) E R x M such that there is an integral curve c : I with t E I. vector field on R Consider the (e") The associated differential equation is h -' = x 2 .-) = dt X then.@) #. the integral curve equation is x o x ( t ) = -. 1. Lie Algebra Under those conditions. is a one-parameter (global) grorrp of Example. so. we define: D We say or more simply diffeomorphisrnson M (a. (# 0 ) . Xo 1 Let Ex be the set of (t. the mapping #'..tx. x o 1 So. for the initial condition x ( 0 ) = x. (c in other words: if the vector field generates a one-parameter (global) group of diffeomorphisms on M. .

(E (a. we have: 4.) which converges to a point x E M (because compactness) and then a neighborhood of (0. Problems with singularities in elasticity. Every integral curve is not defined at every "instant." Remark.x) E R x M . then c is defined for all t 6 R.b))+ b a sequence c(t. x) is an integral curve at x called maximal integral curve. Applications. we express the following definition. Linked this way.(#3(x0)) and thus . the diffeomorphisms being elements of a one-parameter group. in general relativity. . W . The reader will consider from t . #)~a flow box.) domain becomes ( a * . c be a curve of M through xo: Xo be the tangent vector to the curve at xo.108 Lecture 3 So. a vector field X being complete gff each integral curve can be extended so that its -. the reader will prove what follows: If X is a Ck vector field ( k 2 1 ).b)) lies in a compact subset of M for every open finite interval (a. He will prove that c is extended to a time greater than b. Let us prove at any point x E c there is one tangent vector X(x) also denoted X . are incompleteness examples unlike endlessly persistent dynamics problems. In mechanics.b)in the domain of c.+s(xo)= 4. # is called the flow of X and . we say: D If X is complete. It is sufficient to prove that b E I (and analogically a E I). ( M . PR20 To each one-parameter group of diffeornorphisms on M corresponds a vector field X called a generatingfield o group. From the uniqueness theorem of integral curves. for all x E M . most of (Harniltonian) vector fields are not complete. if c : I +M : t H c(t) is a maximal integral curve of X and if c((a. Consider as it were the converse of PRI9. It necessarily generates a group of global diffeomorphisms. By hypothesis. and so on. Every vector field on a compact manifold is complete. the reader will conclude that the vector field of previous counterexample is not complete. : Ex +M such that. the mapping t H @x (t. that is . f ProoJ: Let 4 be a one-parameter (global) group of diffeomorphisms on M. More generally. D We call integral of X the unique mapping 4.

Vector Field.this result becomes: It is perfectly well that the tangent vector a x ) to curve c at point x = #s (x.4 Second order taogent bundle This concerns the tangent bundle of a tangent bundle. let X .y').) such that in a local coordinate system. X. dr Following a normal usage. = r y 8y ax with . 4.Tangent Bundle.2. One-parameter Group. Figure 36 D An orbit of one-parameter group is an integral curve of vector field. Let TTM be the tangent bundle of a 2n-dimensional tangent bundle TM. Any element of T is a pair (x. that is a curve tangent to vectors of field X To sum up: sa (Tangent) vector field a One-parameter (global) group 3 one-parameter (local) group 3 one-parameter (global) group 3 generating field of group.). Let us see how we shall associate with a vector field on TM a second-order differential equation. Lie Algebra If t = 0. we denote any element of TM by its 2n coordinates (xi. the tangent M vector at point (x') E M is denoted y r = -dx' . In the same manner.

.vi).V'~ In other words. U~.u'). Following the normal usage.v') ) and the mapping l.yi.y') = ~ I * ( X ~ . putting ui = y i as in the case of second-order equation existence.v') I+ (xf. ~ ' H (x'. the tangent vector of a pair of T is expressed as M because (24' = y').110 Lecture 3 be a tangent vector at any point ( x ' . = (xt. iff (3-9) Remark 1.vi(xl.T T M : ( x ' . we denote an element of TTM by the following 4n coordinates (x'.: TTM l We have 4 TM : (x'.u'. At point (x i ). ~ ] ) .' dr df which are obtained provided that we put yi = ~ ' ( X J . it is the second element of a pair of TTM.oZ=id\. namely: d 2x i a h -. ~ ' . (n* *z)(xl. The 2n first-order differential equations are equivalent to n second-order differential equations.u'. .ui). we can express: PR21 A second-order differential equation on M is associated to a vector field Z on T M n.Y'.y'. Introduce the following commutative diagram Consider the vector field z : TM -.-).u'. ~ ' )of TM. we have: So.

. .. X. Ooeparameter Group. .. H (x'. cover A and 4 l : TM +M is surjective. 1 be a set of charts making up an atlas of M. E T . In the same way.xn.Tangent Bundle. Let &u. we naturally define the homeomorphism ya of TU. Vector Field.. x n ) .(t) is an integral curve of X .e.M associated to ( x i ) . into R& from the product of homeomorphisms qa and pi.) x'. EXERCISES Exercise 1.. where the X' are the components of X. E TM. So the opens in M are homeomorphic to opens in R". 5.(v. Answer.x. Lie Algebra I11 Remark 2. the local coordinates of a point (x. $$. X. relative to the basis of T. ) are the 2n reals 24 Now let us examine the differential manifold structure of TM Figure 37 . Show that the tangent bundle TMof an n-dimensional manifold has a natural structure of a 2n-dimensional differentiable manifold. namely: So. l Finally. X") . ' . where tpa is a homeomorphism pa : Ua4 R : x H (XI... for each x E M .. .) : X E U . These are the IT-'(u. A solution of a second-order differential equation on Mis a differentiable curve c:J-.. .: J + T M :t wL. To domains U . in a chart (TU. X .M:t~c(?) such that L.. . M ) . covering M correspond the following domains covering TM : T% =((x. we can define a second diffeomorphism: : T f l + Rn .) which actually cover TM because the opens U .pa).. 1O Let us define a chart on TM..

. Consider two tangent vectors. : Va + R ~ :" X. X. one at x the other at y.X') ~ ) ) + V ~ ( H -nufl)): ~(U. = .)H (xi. ( be Let V.' :Rn Rn + is differentiable.aq. va: Vs + R'" : (x. remember that tp. 0 . regarded as chart domains in Mare such that U .l ( ~~a U is a ((P") diffeomorphism. let Uaand two opens in M(chart domains) with nonempty intersection. There are two cases are to view: .X J ) (x. = K 1 ( U a ) and Vg = II-' U D ) the corresponding domains of charts in TM Consider the corresponding homeomorphisms Y . The mapping Yp " Ya l : H (F~.First. Next.. v a ( ~ . 39 The tangent bundle TM is a Hausdodf space. The opens U x and U .112 Lecture 3 M being a differentiable manifold.pi-' : R" + R" (la be is differentiable. the two points are distinct ( x # y) . nU. the formulas imply that pi o . Finally.) of TM into R ~ .

..X. x n . ? #?.sin e)H 8 The following mapping between opens in R: is a diffeomorphism such that Any point of S can be defined by e'B"'.The two points are not distinct (x = y).) =0 . Y n ) for tx. . ~ In TU we have the empty set: ~ . ..... be an open of R" containing (Y'.The tangent vector. ) and (U. One-parameter Group.l ( ~ ( ~ ) x ~ ~ ) n ~ . Make explicit the differentiable manifold structure of the tangent bundle of S' Answer. Lie Algebra These two neighborhoods go back into TM under the empty set: 113 ( mapping 0 IT1and we have the rr-'(~. Let ( U .. It's easy to prove by considering y-' ...M.) n are different since ( X I .yl ..X n ) . q ) be a chart such that x E U . X" ) # ( Y ' .x2) E S' : XI < I} = pl : Ul +] 0. ) ~ ) ( X x " . x1 X n ) ...Y). .. . Exercise 2...... X . 4". . ) c a .Tangent Bundle.2n[ : (cos e. ) 1 (X .. x. X . 0 pi1on 5 gives rise to a change of charts on the bundle....)fln-~(u.s').. Let X. Let q ( U ) be an open of R" containing (xl. $). I E T.) x E s'. ((x'. V / : T U + R * ' : ( X ...Y. The tangent bundle is with countable basis.... xn.p. The change of charts p.. ) be charts of an atlas on S such that: ' U. be an open of R" containing (A?. is defined by )' (0) i 8 ' ( O ) ei*'")...l ( ~= u ) x p . Let (U. Y ). The 2n-tuples of R ~ * ( x l . Vector Field... #.. . be two distinct tangent vectors of T. for ( x . = The tangent bundle of circle is the set kx.. and Y..p. at (ele ' r = 0... ' ' . x l. X)....

) #2tf.[cf. prove that d : TM 4 TN is a bijection between the corresponding tangent bundles and f (cay)-' = d . Exercise 4. If f : M + N is a diffeomorphism between differentiable manifolds. By definition we have d(f. o A is and f2 (U') c U". : M + M' and f2 : M' 4 M u are mappings of class C' between differentiable manifolds.114 Lecture 3 So. If f. f . ) (df.(x) = = 3 [A cl. Answer. the following change of local coordinates between opens in R pi 0fpi-l : X' I+ Y ' is such that and The tangent vector components are the same and ?he differentiability is assured. show that f.~XX) ((52 O J. this tangent bundle being evidently of dimension 2. Let (U.#i)=df20ddfi . (U'.p). op.f.. ) ( ~ ) y E f i oJ.' (everywhere) the identity.. be respective charts of M. 0 f . is a mapping of class C' and d(f2o. a ~ l c ~ .) O CI(. J.~.(W c u' The local representative of f. we have seen that p.I . The C' composite mapping theorem implies that the previous expression is of class c'. The differentiable manifold structure of TS' is so made explicit. M' and M" such that p") f.)(x. p')and (Uw. o ~ x x .Xx. a ddJ.. [ f 2 A thus d(f2 0 f i ) = d f 2 0 4 .tcI. Exercise 3. is a diffeomorphism between opens in R which is not For tangent vectors.) and = ((A f .)(x).

Y]g . Y] Answer. and yo/=id]. = g[X. Y] .Z(Yg) = [X.Z( ( X + YIg = X ( Z g ) + Y(Zg). Prove that V X .Y ( aXg) = a X(Yg). the compositions 115 f-' f = idlM 0 f o f-' =idlN lead (referring PR2) to d(fl)odf = d(fU'o f ) = d i d ( . Lie Algebra Answer. Y ] g = a X(Yg) . Vh E Cm (M) : [gX. f The mapping df is evidently the inverse of d( f -') . Zlg = (X+ Y)CZg) . Vector Field. Answer.Yg X.a Y ( X g )= a[X.Z(X-. = gX (Yh) . we have: qod(f-')=idl.Y ( g X h ) = gX(Yh).Z] + [Y.) . V a E R : [ax. remember that #:A+B is a bijection z f l there is ry:B+A such that /oy=idl.Yg. Prove that VX. One-parameter Group. As a general rule. Prove that VX. = a [ X .Z] = [ X . Exercise 5.Y E X(M).Y E X(M). . Y jh .. Y] Answer. Vg E C" ( M ): [ X + y. Exercise 7.Y ] . Then. + [ Y .Zlg. . Zlg Exercise 6.Xh Y]h = g[X. we can assert d is a bijection of TM onto TN . The PR3 implies that d(f-')odf =idl.Tangent Bundle.Yg m.Z] . . Qg E C w ( M ): [ a X . Since f is a diffeomorphlsm. In the same way.gY ( X h ).Y . Vg E CQ(M): [gX. Z E X ( M ) : [ X + Y .

Vg E C" (M) : Let us add the second members: X(Y(Zg) .[Y. [L. j of unit vectors in the polar coordinate system. L 12.[~. = -sin 8 - a dx + cos 9 @ a ( r constant).ZI(Xg) .x]j+[z. Calculate the bracket [i. L Y 3 Answer.Y. - -Y(Xg)) So the sum of first members shows the Jacobi identity.=cos@-+sine.Lecture 3 Exercise 8.a. This identity [X. . ] Z Exercise 9.[x.L y L x Z = [ L .]Z= C . ] Z =L x L y Z .. x l = ~ z that is L I x . The vector fields tangent to respective coordinate lines are . (0constant) ax 3Y I. [ y ~ ~ l + ~ .. ' The bracket of fields ir are X 1 = cos8. Establish the Jacobi identity VX.XI(Yg) CX.y. . g ) ) + Y(-wKg).w ..[Z.. In R 2 let (-$) = (dx.YI(Zg) = 0..[z. Y1.[Y.Z]]+[Y.a d 1. XI1 = [[X. X = sin8 ' & are ir and i8 is: . L .ZI is written ~ .X ( Z g ) ) + WV'g) -CY.ie Answer. and the ones of The components of field Y' =-sine. .) be the natural basis (with respect to Cartesian coordinates).z11+[Y.yl] =0 and deduce: L[X. Y = cos8.Z E X ( M ) : [X.

Does the mapping a: R X R -+ R~ : ( t . y ( t ) ) ~ ( t=)Y O e' defined by x(t) = x. Exercise 11. 0 we conclude that 4' is a homothety (center o. Show that the vector field on lZ2 gives rise to a one-parameter (global) group of diffeomorphisms that will be specified.. Vector Field. Lie Algebra 117 Exercise 10.~oe'). 4. ~ . The oneparameter group is made up of the following diffeomorphisms: :R ' -+ R ' : ( x ~ ." at The field is complete because each integral curve is defined to each "instant. ratio e'). Answer. ( ~ . the differential system admits an integral curve c:R + R2: t H( x ( t ) . ~ ( t =) (xoe'. ~ ) ) ~ ( ~ + t . Putting the following element of R .3 t ) ~ define a one-parameter group? Answer. ~ . ~= e)1 ( ~ o . = ( x ( t ) . e' and through ( x o j 0 ) initial "instant.Tangent Bundle. The vector field may be interpreted as the right-hand side of the following system: Given the initial conditions x(O)=x. Y ~ ) ( x o . and y(O)=y." The integral curves are semi-straight line without origin. Y 0 ) . One-parameter Group. ) ) Since 4 ' ( ~ 0 .

on the other hand )(x.v). 0 doesn't define a one-parameter group. Consequently 4-.118 Lecture 3 Q(t.xsin2(s + t ) -tycos2(s + t) + s + t) y + t) 04~(x.(x.(x. = (xcos2t . x s i n 2 t + y c o+ t2)t s define a one-parameter group? Answer. we have #_.' thus #il(x.y) = (x>Y)> #$+. We successive~y have: (i) (I 40(x.I(x + S.Y +3s).y) ((xcos2t -ysin2t)cos2s-(xsin2t + ycos2t +t)sin2s.y + 3s). Exercise 13. 9 Exercise 12.(x. 9 .s +(xsin2t + y c o ~ 2 t + r ) c ~ s 2 s ) r + = (x(cos 2s cos 2f . Does the mapping @ : Rx R Z+ R 2: (t. Because #O(X?Y) =(O.y s i n 2 t . Does the mapping @: R X R 2 + R2: (t>(x. (x. x(sin 2s cos 2t + cos 2s sin 2t) + y(cos 2s cos 2t .'(x.ysin2t)sinZ.y(cos 2ssin 2t + sin 2scos 2t) .y) (4.Y) = #.y-x) define a one-parameter group? Answer.S. u) = 4 (4 1 we have: 9 (iii) On the one hand.Y)* A one-parameter group is well defined. y) = (x . ) = (XCOS~(S .sin 2s sin 2t) + t cos 2s + s ).t sin 2s.y)) H(tx.Y)= #.y)= (X-S.y))H ( ~ ~ 0 ~ 2 t .ysin 2(s + t).sin 2s sin 2t) .y-x)+(x.Y .3s) = (x.

Lie Algebra We clearly have @s+r f 4 4 1 and it is not a one-parameter group.Y) = =((xcost -ysint)coss-(xsint +ycost)sins. ('"" sins) -sins coss (. Prove the mapping X R + R2 :(t.x sin(-s) + y cos(-s) ) = (xcoss+ysins.] + ycoss) = (xcoss+ysins. Exercise 15. So. What is this group? Answer. (iig 4-. (4Y).Y)(x.(x. Exercise 14.-xsins+ ycoss).-xsins = #-. y) = ( X COS(-S) y sin(-s) .(X. We successively have: (0 ~O(X.Y).Tangent Bundle.y) = (cOss sins hence $4i1(. SpecifL the one-parameter group .y sin(s + t). Show that the vector field on R a a is complete. (x. the one-parameter group is the plane ratation group. . (xcost..sin $) coss () .xsint+ycost) ~ a: R defines a one-parameter group. but #s(x.ysinr)sins+(xsint + ycost)coss) = (xcos(s + t) .y))w (XCOSI-ysint. xsin(s + t) ycos(s + t) ) + = #$+. Vector Field. One-parameter Group. ) = .

that is more precisely. The rotations form a group. Exercise 16. ~ ( 0= Yo ) the differential system admits an integral curve: c : R -+R*: t H ( ~ ( t ) . We have TM = ( l Z 3 . sint + yocost and passing through (xoj0)at the "initial instant. 10) Answer. @ dt 9 Given the initial conditions x(0) = x. a is R 3 second-order differential equation is associated to a vector field Z on TM.yo sin t y(t) = x. is an angle t rotation and the set of diffeomorphisrns forms the group of {#. cost-yo sint. y(t)) such that x(t) = xocost . The integral curves are concentric circles.120 Lecture 3 Answer.~)) .(x0. ~ ( t.R). The configuration space Mof a particlep moving in a Keplerian force field. The one-parameter group is made up diffeornorphisms 4' : R2 -+ R2 (xO>YO I-) 4 t ( ~ o r ~= ) ~ ( t ) .)=(x.y." The field is complete. Show that the vector field Z is not complete. such that Show that Newton's equations of motion confirm PR20. the use of complexes is more profitable: x(t) + j ( t ) = (x. This field is associated to the differential system: -= .y dr dt -= x . is an angle t rotation.(~09Yo) ~~'(xOIYO).@ ) ) x l t 3 = ((7. 1 ~ E R } = SO(2.xo sint + yo cost) we can conclude #. ) ) o( Since #. = #. This result means rotations: + iyo)ei' 4. In this problem.

. Vector Field.. Lie Algebra where 7 and u' are respectively the position vector and the (tangent) velocity vector of p. of which X and Y are the respective generating fields. Y. #. :TTM + TM : (7. Exercise 17.G) and n. The velocity becoming infinite after a finite lapse of time implies Z is not complete (singularity!). Y] = L. (Important!) With the help of diffeornorphisms give an interpretation of the Lie derivative of a vector field X with respect to vector field Yon a manifold M. show that the curve is differentiable at t = 0 and admits [X. The velocity of p is not limited if r -a oo.u'. G. dt dt The differential system associated to Z is du' d ? -. be a one-parameter group of diffeomorphisms. Remember that the condition leads to a second-order differential equation: and The vector field Z is not complete because there is (at least) an incomplete integral curve. X being the generating field.r k (with an additive constant). and v. c).c r (constant). One-parameter Group. Consider Z : TM -+ TTM : (?. Given one-parameter groups of diffeomorphisms #. be a one-parameter group of diffeomorphsms. Y being the generating field. Answer.?. w)H (F.v rn-=w. (i) Let xobe a point of M (at t = 0 ). We have lmu2 2 k-. namely the energy: ~=irnu~+v where ~ = j f . r ~ = .. Y as a corresponding tangent vector.Tangent Bundle.ii) H (r'..v'.

()t 3 ) ) ~ l o + + tv +f t + = t 2 ( Y r a r x t a ix i a i y r a . we have: and. = l y . x o . . for the point x.(x*a. we Iim ( v I o 4. for the point x.X.)jt2x'a.(vrar)2 ~ r a .( I + txia. the point x. for x4 = 4. XI. ( ~ s ao.x i a i y r)ar r = X/ .xlx0 ~ ( t ~ ) . + + D Taking the limit as t have: I+Of 0 and the previous expression being legitimate for every xo M. image of xo under 4l is: X. we have: Let us compare xz with x4 and remember x2 is obtained "following ' the successive orbits of X and Y. (cy. we have: In the same way. )XI. +r2xiai(xja.xo). r = t 2 ( y i a i x .122 Lecture 3 Every point x E M in the neighborhood of xo admits an expansion about t = 0 : So. X ) . ) +t2yra.)+ + o(t3)]xlo Y Figure 39 Also. + o(t3) E t2[y. = y / . = [ I + txfai +t2xia. and x4 is obtained "following" the successive orbits of Y and X: 7 X. ( # l x o ) .) a r + r2x1a. + f t z ~ r a r ( ~ +txial " a .( A YI )X = Iy. + .(xJaj) + o(r3))x). )X t.(xja. + o ( t 3 ) = (1 + t~ '8. = (L. .. .

by "following" the orbits in the right order (that is imposed by the previous formula). is: rm . O 4 O 2 wax .(Y. OV:)X-(Y0 4 t ) x ) . ) x .x tZ 1+0+ t l f 3 lim 4t O V . at point x. Vector Field.. o t 2 #I )X It follows f o (i) this limit.) The following limit expressing the tangent vector (at f = 0 ) at point x E M: lim ( 4 . One-parameter Group.f i 0 @ f i ~ ~ J i . )x .J 7 0 ~ . 1+0+ 8 3 lim (4.~ r+o+ t ( because #o = yo= i d ) exists r f l 1 3 lim (4-1 O ly-. ( ( # : . Lie Algebra The reader will immediately interpret this result.-to+ v. (it.123 Tangent Bundle. .

.

the definition of a 1-form or covector w.1.(Tfl. So.M : w .LECTURE 4 COTANGENT BUNDLE VECTOR BUNDLE OF TENSORS 1.VX.) . = Denoting by ( . b R. is expressed as follows: w. the definition of a differential one-form on R n was recalled. ( Y ) . ) this natural "pairing" or contraction between vectors and 1-forrns.M. x)= w. ~ PRl The duality between 1-forms and vectors is expressed by W A X > X(w..Px.1 ) Also called dierentid one-fonn.Y ET.:TXM+R:X~wx(X) with V a . ).1 Definition D A l-form or covector at point x E M is a linear form on T. COTANGENT BUNDLE AND COVECTOR FIELD In lecture 0. . It is immediately transposable to tangent vector spaces. the previous equality is written: 6w - (ox. R) are denoted wx.. 1. ' Such elements of L. (X) X(w. = (4. ( X ) + b w . ( a X + b Y ) = a w . Let M be an n-dimensional manifold.ax .

For instance Example 2. of M is the dual of tangent space TxM . This old terminology refers to components of these vectors. at x. D * The cotangent vector space. What is the corresponding basis in the cotangent space T. The vectors of TxM are sometimes called contravariant vectors and the ones of T.126 Lecture 4 Example 1. The vector structure of T. 1.= 1 if i = j and = 0 otherwise. such that where 6.Massociated to coordinate (xi) is made up of n tangent vectors d ei =ax' ' the index x being omitted. We denote T:M this space of covectors (or 1-forms) on T x M . .M is immediately verified since: Dual terminology. In quantum mechanics.2 Expression of a 1-form Let us remember the basis of T. the I-forms called bras complexes (1 (linearly) associate (6. Let us introduce bases.x' and . With the multiplication of matrices. The row vectors are 1-forms. a row vector (linearly) associates a real to each column vector.1.'M? D The cobasis of T i M or dual basis of basis (ei) is composed of n basis vectors denoted h i each linear form dr' being the differential of the projection x t-.'M are called covariant vectors.y l ) to vectors called kets Iv ).

) w . Remark 3.x) q ( X )= w . The formula (4-5) following from the duality expressed by (4-2) shows that dr' associates to X the ith component X'. namely d . ( e .. .Cotangent Bundle. = o . we know that .g(x) dx' is an example of 1-form. ( e . we have V X E T. = Oi dxi where the reals 0. Remark 2.) = xj4 2 : X' . According to convention.3 Change of cobasis As a general rule and with recognized notations. The differential of a function g at point x E M. Proof On the one hand. )= ( o x . we deduce the real cu. = d. = From (4-5)and ( 4 4 .M : m i ( x = ( d r l .1. e . the components of vectors show an upper index and the components of I-forms a Iower index. x )= xi ) since h i ( X )= &'(xje. ) x i . we have: (a. Remark I. x t = since w . Vector Bundle of Tensors We denote PR2 The expression of a 1-form oxrelative to the dual basis (du')is 0. ) are called components of o relative to (dx* ). ( X ) = widxi X ) ( that implies W x = w. On the other hand. Recall that the Einstein summation convention about indexes is systematically used and that any basis vector ei is distinguished by a lower index while any one-form dri of cobasis is characterized by an upper index.drl. ( X )= w X ( x i e . 1.

a. e*i i I*/ (1) e*' = aje (21 where a and fl are inverse matrices. ) It's obvious that: Relative to the "new" cobasis (du"). 0: fl/ dr ' but Ox= U dri ' then. ? 0. e J I i = afmi xj= f l . We have = m. That's the reason why. = mi dxi then Remark Let us remember the following formulas e: = a . initially.Lecture 4 i e. = a.x' ' We note that the law of component change for a 1-form is the one of change of basis vectors. . The relation (1) is written The relation (2) is written 6" = p/dx'. It's not the case for a vector: the matrix is inverse. = a. let a cobasis change be ( k t++(dr"). More particularly.. s ef*j = p. This terminology is logically given up because vectors and forms exist as their own entities regardless of any basis change. a ax' Denote by (0') the dual basis of (e..) = (a. = / : a. ) . e. the 1-form i s written: but W.. the formulae expressing the component changes are w w. every vector of tangent vector space was called contravariant vector and every 1-form was named covariant vector.. 8' = dr' =a: 8'.

o. Vector Bundle of Tensors 1.Cotangent Bundle.(x. In other words Q(x.) = x. Let us consider the union U T ~of all cotangent vector spaces of M at every point of M.(0) moving in a Keplerian force field is T' M = ( R-~ x ( R ~ ) * . More precisely.) H X. we prove (see exercise I ) the following PR3 The cotangent bundle TOM has a natural structure of 2n-dimensional differentiable manifold. D A C? section of cotangent bundle T*M is a mapping s of class CQ of basis M into T * M such that the composition of s with the cotangent bundle projection is the identity on M . D The cotangent fiber over {x>is (H. let us view the set denoted T'M. of a particle Example. we shall see the cotangent bundle is the phase space of conservative systems. The cotangent bundle to the configuration space M = R~ . {o)) D The basis of the cotangent bundle is M The (canonica1)projectionof cotangent bundle T'M is the (C") surjective mapping D n$ : T*M + M : (x.w.) E T*M : II.2 COTANGENT BUNDLE The cotangent bundle plays an important role in various applications.)-'(x) = ( X ) X T:M.w. D * The cotangent bundle to M is the manifold Indeed. M x€hf In other words. In mechanics.

. = w.oI) which assigns to each point x E M a pair composed of a point and a covector ox x. Let M be an n-dimensional manifold. Notation. A differentiable covector field o on M assigns to each point x E M a l-form 0. it is a mapping o:M+TSM such that n~ow:~-. which are differentiable functions of n coordinates of x.3 FIELD OF COVECTORS D A field of covectors (or of I-forms) on M is a mapping o : M + T ' M : x w o ( x ) = (x. '35' defined with respect to cobasis (&) by components w.)). given a (C")differentiable vector field X. = We denote w E Q'(M) or w E rm(n. D A covector field is diflerentiable if the mapping which defines it is of class e".1 TENSOR AT A POINT AND TENSOR ALGEBRA We ask the reader for a very elementary knowledge of tensor calculus. It is the module of l-forms on M 2. PR4 The set Q ' ( M ) of differentiable covector fields on M is a module on the ringCm(M). We leave the following proposition to the reader. if o (X) is a (C") differentiable function then w is differentiable. A covector field or field of I-forms on M is an element of %*(M) R' (M). The properties of covector fields are similar to the ones of vector fieIds. So. ). TENSOR ALGEBRG 2.Lecture 4 1.M:x~~~(m(x))=x (that is id/. at Remark A covector field of 1-forms on M is a section of T'M In other words.

f (i).R) x or simply f E T. We are going to make up a vector space consisting of tensors on a vector space. Vector Bundle of Tensors 131.((TxM)P (TX. Example 2. electricity. # j The duality imposes: E T. = ) Example 3. at x E M is a tensor of type ( y ). cosmology.: and we write X E T. analytical mechanics.M)'. x i .: designates the set of tensors of type contravariant oforder q and covuriant o order p.1. 2.1 Definition and examples f D W= A tensor o type (i) point at x E M is a (p-t-q)-linear function defined on the Cartesian product of p spaces TxM and q spaces TxaMwhich is denoted: ( T ' ) P (T**W9. these tensors are also named Let us remember the n 1-fonns B J . quantum mechanics. making up the dual basis of a basis (ei). ~ r)n . ~ ' G : = o .: where T. Finally. A covector or 1-form u. ~ ~ ( # ' . ( e .. In the present context.= a r .M of vectors at x G M is also denoted T. ( 9 ) (or covariant of order 2) at x E M is a bilinear form defined The inertia tensor of the rigid body is an interesting example of a tensor of type (: ). special and general relativities. make corresponding to every vector X = X' ei E TIM the following reals Example 1. . more especially in developments of exact and applied sciences in the 2 0 ~ Riemannian geometry. 0 . The space T.Cotangent Bundle. electromagnetism and so on.M is a tensor of type (:). A vector X of T. We denote (omitting index x): t E L.:. A tensor of type on TxM x TIM. x the order of product factors being to be specified.. It is a linear form on Tx*M. It's pointless insisting on the considerable importance that the tensors have gained through century.+. we will consider vector bundles of a manifold. meteorology. this will be done from a tangent space at any point x. The space TXwM covectors at x E M is also denoted T=: and we write: of o = u. e . differential geometry. fluid dynamics.

:..(e.M : ei : T ~ M + R : w ~ e . . .: .) ( X 4 e .X. X. i p X i l . Y ) . Indeed.. @ e j :T x MxT x *M + R : ( o .ej) t.~ itP )e . .)are bases of T'M and (Bk)...u) . compose a basis of T.: = T...Y of T'M the reaIs: t ( X .. . are linearly independent because .. r(X. 8 6 ' ' tl. the tensor t associates to vectors X. p ) ~ e@ej(w. Indeed.e j ) J = t.(t9'") the respective dual bases..: . = t ipOil 3 .. on the one hand.Y e j ) = X i Y'r(e i . E TxM : .M G3 TxM..e. such that e. A tensor of type (i) (or contravariant of order 2) at xE M is a bilinear form x defined on TX8M T'M. ) If (ei). 8" @.. X. C ...lp with respect to the basis (Oh €3. . ~ ' e ( = r i l . the ei 63 e. &.Y) : B' = e i ( x ) B J ( Y= x i y J ) The set Tx*M63 TxoMof tensors of type (i) also denoted T... The expression of a tensor of t p () at x E M is ye : t = t ..... vector space of dimension n2. ...132 Lecture 4 Let us consider the following n2 tensor products Qi@8' T X M x ~ .)eip(X.. @ e. is The reader will easily verify that (8' C?J 8') is a basis of T. Example 5.M) P. . =t . Example 4..=. . ( w ) = w ~ and also the n2 tensor products o e.. . Y )= t(X i e. Y ) ~@6"(X.r~ i ~ .. ( ~ = WiP.. .... X ' P ~ = ~ ) ~ ..XiYJ = [by putting t(ei. M + R : ( X ... let us prove the ei B e.] = rg ei(x)8'(y) = tg 8' €3B J ( x ..... We denote the vector space of these vectors by BPTx*MITx. e i @oJ where the reals t ...(o7 P ) = e i ( @ e .). 0 e i p ( x . ) are the components of t. O"(X. The expression of a tensor of type (:) relative to the previous basis is t = t . €3 6 ')~ T... .. VX.. ~.. of Indeed. = t(ei.. ..) . A tensor of type (1) (or covariant of order p) at x E M is a p-linear form defined on (T.... Let us consider n linear forms ei making up a basis of T.

Let us consider the cobasis I-forms 1 9 ' : T f l + R :X H ( B ' .Qi.M The reader will easily prove that every tensor of type (. @. o ) = q ' q are the components of t relative to this basis. w ) by 8 @e. we have r(Ok. w ) = m .9"). R) @' T. the Kronecker delta is the tensor 6 E T. let us find its components tu.. dual of aqT iM... Thus.(8".. A tensor of type (f) at x is a bilinear form defined on T. It's the space L. . A tensor of type (.t t(Q" .. .9'") = r h . x ) =X' and the basis vectors ~.. every tensor t of type (i) can be written as a linear combination of the 3 different elements e. any tensor r of type (i) is written t = t(8'. O.8'") = r u e . . @e. w ) ~ O i @ e 1 ( X .M x Tx*M.. Example 6...4) (or contravariant of order q) at x E M is a q-linear form defined on (Tx*M)q.. Indeed. C3 a.: such that V X E TIM.:T=*M ~ : s ~ ( e . V w E T : M : S(m. where the n products e. where its components are t(Bi. X 1 = w. Since t is a bilinear form.: and the reais t".x J e j ) = w. : T x M x T ~ M + R : ( X .8")e1 me. (Tx'M.'M x T.X) = 6(w. ' It is easy to prove the 8' @Je compose a basis of the vector space T:M @ TxM.Cotangent Bundle.M or on T.e. x). Vector Bundle of Tensors On the other hand.Xj6(O1..x1 = (0. Qe. We denote the vector space of these tensors by T. Example 7.."e.(X. .. In particular. .) = S J w . + 2 We define the n tensor products B16e.m) = x l m j . defined on (T:M)q form a basis of T. 6 e..4) is expressed by r =tl"'.

For example. Remember that.. x t l ...2 t)is a scalar (independent of the Change of basis Let us consider T. eiq = ~ . t I " I J9 j . 2.pc '3. Remember that we have X" = p.piqq . ~ e ~ ~ q ..4 Jg '.Jq .. . (8') be the dual basis of (e. each real defined by a multilinear form t (tensor) is not "altered" by any change of basis.. i Let (dr') be the dual basis of (ei). According to convention.. wi e i q ) 4 1 thus and also 4 ttj~. I ' f i 1 = p.M and a change of basis defined by e.i ti rtJ'1. We recall that the change of cobasis is defined by eJ= p .). we immediately have: . In other words. W . ~ e l = q ) .. in the case of a change of particular bases associated to coordinates x i and x" . a tensor of type (.xi w. 1 .'M : = O ... in a language full of imagery.. . I .134 Lecture 4 Example 8.@' w>B'' = E Tx*M: x ( w . = In a change of coordinate system ( x i ) t ( x ' j ).. j d r i .B1') atxi= w .f f .. given some elements of T." that is independent of choice of coordinate systems. . = O 1j O i and that.. the tensors are "intrinsic mathematical beings.. jq f~J~. a tensor of type basis!)..1. ~=) x(o. ~ ~ Y J .4) is such that t(m. we have : These formulas can be generalized to tensors of t y p () .ail .jq . * t(wiI@ . The formulas of change of vector and covector components are well-known.lol~l ~ ..ei..-.. a vector X or tensor of type that is (k) is such that 'dm= a. il ol i More generally. = a. .lo .. ..

: +T. ' '11 Jp and is the tensor of type () of which the components are : i1. ( z ) at x is :(t.. by a scalar k is the tensor of k t"".iq f j l. D The product of a tensor at x.1.Ip .xT..Cotangent Bundle.jp +' jl.. with components which the components are .). Define now the multiplication by a scalar. can be defined on the set of same type tensors.. We say: D The sum of two tensors of which the nptQcomponents are respectively 4 . @ Qi4 @ ei5 3 A change of basis (and of cobasis) implies: and 2. @ e..3 Tensor algebra We recall that an inner law.. Consider a tensor of t p (i) ye t = t l j2I3 4 j5 0'1C e.tq fl.. The addition of two tensors of type T....j. Example... The multiplication o a tensor of type (: ) by a scalar k is f RxT. we obtain and The reader will write the formula of component change in the case of a tensor of type (4. +T..ig JI .u)~-.: :(k.t)~kt .t+u where t + u is the tensor sum.. namely addition.. Vector Bundle of Tensors axfjl axil 1 J axiq t il In the same manner.

D The tensor product space of vector spaces T. the mapping the tensorproduct t C u being such that 3 f @~(~~~). ~ X ( p + r ) ) . (4. The tensor multiplication is bilinear: These properties are immediately checked from the definition of tensor product. . . The tensor multiplication is not commutative. P2. = R ~ T .: and T..' . .~. .SET. ( ~ @ u ) @ sI @ ( u @ s ) = ~ @ u @ s . M @ T ..)..~s~~q+~~>X(~ = t ( ~ ~ l ) ~ . is the infinitedimensional vector space: r. D The tensor mulcipIIcation of any tensor t of type () and any tensor u of type (:) is .) denoted: T. X (~ ~)()@ ( q + 1 ) ~ .. .: = T. ~ ( q + s ) ~ X ~ p + \ ) * " .~(q). : = P3. ~ ( + .Lecture 4 where k t is the product of t by k.: is the vector space of tensors of type ("p':).. . . One of exercises shows a counter-example. M ~ B T ~ ~ @ T @ -:. and where R represents the tensors of type (:) (also called scalars).) is a (p+q)-linear form such that: being understood that the order of spaces can be modified to obtain another tensor of type (3.~~q+~~*~. . car. Let us remember a tensor of type .U. at x.. The tensor multiplication is associative: Y~.-. D W- The tensor algebra.~ . .@ T . ~ @ @ direct sum of vector spaces of which the dimensions are higher and higher. ~ X p1 ) This law verifies the following properties: PI. .

We can express: PR6 PR7 Every contraction of a tensor removes one contravariance and one covariance.: Contracting i n p and k. Contraction 2.1 To each point x E M are associated various types of vector spaces that are tensor & products of several spaces T and T.4 Let t be a tensor of type (4. D The contraction of a tensor is the operation which consists in choosing a contravariance index and a covariance index.) such that p.2 TENSOR FIELDS AND TENSOR ALGEBRA Vector bundle of tensors 2. (in Note that the tensor multiplication with contraction can be called the "contracted multiplication. -axrpaxr a ~ 'a~' ax"' r =. 8akk E T. ARer q contractions a tensor of type (:) is reduced to a tensor of type (:) principle q! in number). " 2.- axrrn axr axrk a ~ 'ax' ayk This is in accordance with the rule of change of contravariant vector components. in equalling these and in summing with respect to the repeated index. is associative. Therefore.q 2 1 . we can express: PR5 The tensor algebra I.2. non-commutative and of infinite dimension.M. Vector Bundle of Tensors This space is provided with a bilinear inner law: the tensor multiplication.. .1..Cotangent Bundle. we obtain a tensor of T. let us consider the tensor tq1 emB e . ~ axrm = 8.: whose components are It's a tensor having lost a contravariance and a covariance because the component change is as follows: . = s'. For example. .

PUp.'M=TM and the cotangent bundle is T. t. we can define on M the vector bundle of tensors of type ) : (z D The vector bundle of tensors of type () is .tx) of T. . we define in a natural manner the following homeomorphism: So. ) : ~ E u . u . We can define a vector bundle atlas. PR8 The vector bundle T. n x i being the local coordinates of x. Pmof Let ( ( ~ ~ .~ ..'M = T'M 2. t .138 Lecture 4 By analogy with the tangent and cotangent bundles of M. x ) . the local coordinates of a point x i .) are the reds ... . y E N be the image f ( x ) of x E M. How? To domains Up covering M correspond the domains ~ .y. (x. = { ( x . q be )a )family of charts composing an atlas on M where pp is a ~ homeomorphism q. J which cover TlM. .:..2 Pull-back of a tensor of type () : Let f be a differentiable mapping of M into N. the tangent bundle is T. E T . At each point x E M there is a homeomorphism Therefore.PM is a natural differentiable manifold.'M in a local chart (T. : Ug -+ R" : x H (xl . . In particular.2.

more particularly.T~.. a mapping f ' E L(T. under f and so on. such that V X..:) (the W o n being tmgrnt ..(df -')Y(.. N is the image of tangent vector XI.we have introduced.Va)lk. 2. denoted (f ' t ) ..T:M).. u f*w. as the plinear form t. ' E L(T... E T .). X = wY(dfX ) . With (4-14). X f p J ( = .. Vector Bundle of Tensors 139 Let us give an important definition that we will later reintroduce.Y(........) an isomorphism. we define is T... The previous definition means theplinear form f 't assigns to (X(.-..X(..14) Remember that dfxXI..eip t ) then... in particular.'f = f.. f . f E T. . D he pull-back o ternor t .. assigns to images of successive vectors X Recall that each component of a tensor u..t)(o( . ..> such that Vt E Tx. .... of type (:) defined by ' 1 ..: by f is a tensor of T.p. the pull-back ( f ' t ) ... ... T ~ :Vqt. E ...Ty.N..) Y. (4. .N. ...+T~*M:wH * ~ f such that VX E T p : ( f * w ) .. = 'x(eii ..2. X ( p )t)y (df..(df )Y(. 4' a could have simply denote f by viewing f .) the same value .d .. e L(Tx:. E T......Cotangent Bundle. -' 1 Inaead of vectors)... We can generalize to higher orders and say: D If df E L(T=:. M : w ( S e t ) x X ( I ) ..3 Covariant functor Tz (1). . XI..T. in the study of exterior differential forms. X... o(. has components such that relative to a basis (ei) of TxM is Later we will essentially view the pull-back of completely antisymmetric tensors of type nevertheless we consider briefly the case of any tensor. .)= t ( f *q .. E Tyo : I (f. namely f * :T.

Therefore.: Proox {i) . .) the mapping f. f. = g...M .: is an isomorphism such that (f.: .. then i: : Tx: + Tx: is i 5 ... VZ(1) Y z ( p ) E c .)-' (f -I):. and . : T. We have: f o ('. . also denoted f Question.N f . d : Pi. :i = idlSz . = = id/ TY.@(.= idl.O have a sense? + T. vfETx.. then If d : T. + T.N and dg : T. (iii) The third assertion follows from (i) and (ii) .. Would the expression PR9 f.Lecture 4 In particular.. ET:.P are isomorphisms. f =d d f and Lo =(df -' )' This last maps forward as d (unlike f *) and is called push-fomrd mapping. (id The second assertion immediately follows from the definition of i' because i* = idl? and d .T. f) = (fo Ti). = if i is the identity an T. . (11 {ii) (gO f 14.

:. we have: ti) (ill (iig (see PR9).Cotangent Bundle. The axiom of covering is obvious. = y/i 0 (9.)-' is a local vector bundle isomorphism.) on M is denoted T". . Considering a tangent bundle projection I.2. is a local vector bundle mapping then so is pi). More explicitly. " Notation.M.9M + TJN is an isomorphism such that (f. (The reader will prove that if g. Vector Bundle of Tensors The reader will be persuaded that T.QMbe a vector bundle of tensors..)" = (f : -I):. Moreover.) and ( T jV. he will prove that the l set of all natural charts on T ' M (with ll. : TM +M. then :i : TJM -t TJM is idl.) which assigns to each point x E M a pair composed of the point and a tensor at this point. the mapping f : T.).M : T'M -+ M ) is a vector bundle atlas. any two overlapping naturaI charts will be (T:U.of.4 Tensor field and algebra Let T. . it's a mapping t : M -+ TJM : x H r ( x ) = (x.4 is a covariant functor from the following: PRlO If T : TM + TN and Tg : 77V + TP are vector bundle mappings that are f isomorphisms on each fiber. If we remember that a section of a bundle assigns to each base point x an element in the fiber over x which is a tensor in this case. 2. y. The previous natural charts compose a natural atlas generating a vector bundle structure. 9. we can express: D A tensorfield of type ( ) on M is a (e") : section of TJM. A tensor field is d~flerentiableif the mapping t is of class e .=g.t. (g"f)Q. The reader can prove the natural differentiable manifold structure of T. The collection of differentiable tensor fields of type (B. Exercise. if i is the identity on TM. Information. A local vector bundle isomorphism o p-' implies (W 0 p-I).

V g E Cm(M): C* (M) x X(M) + X ( M ) : ( g ... ( idl~f 1.) : M + R : x I-+ ~x(a~. I+ where (I) I.X~p.. V d E X8(M). 4 M : x ~ f(x)t(x).+.. (t(x)) = x ... we define the following element of C"(M): t(a(. we denote f E rrn((nhf).... We could also consider the e"(M) linear mappings: L(X(M).X)t+ gX is well-defined from above and X(M) is a e"(M)-module. Vu E CsM. if we think of section. . with The following definitions are natural: { Vt E 7.t. that is such that: (IT... we define f t E 7. (i i) V X E X ( M ) . u ) r~@ u is so defined.(x)) (iii) Vt E 7iM.) x .o t : M -+ M : x H (nM).).Cm (M)) = f '(M) and the T(M) multilinear mappings: L.M by f t : M . We recall that P ( M ) is the ring of C real-valued functions from M into R.l(x)..f*( M ) .142 Lecture 4 Therefore.7a~q)3X~1)7.(X(M).X~p.4M +M : (x.. C W ( M ) ) . The rnuitiplication by a scalarfunction : V X E X(M). is the projection mapping T. we express t is a differentiable tensor field of type () on M by . tE 74 pM or.M...+ T ... we define the following element of 7: zM : A tensor multiplication ( t .

with respect to the natural basis (4)of T. Therefore. . Recall that the components of the image Z of a vector X.. in particular. f ' t on M are differentiable since f is ConsequentIy the tensor field f ' t is differentiable.)i.. then the only nonzero component is the kth and its value is 1. from (4.tp t z ( . . N is dfxegk i3fJ ax" Ej .)/ =dx11x6'. E T..Cotangent Bundle. e . if X.>-Ix axlp Q"~P af" Elp) I. is (df. is the kth basis vector e. ProoJ This proposition is proved with the help of local coordinates.jp . dfj s ay-j and the vector d f . &OM = C"(M) and with tensor product 63 such as in particular We say also "bigraded Cm(A+algebra. The components (f of tensor field differentiable at every point of M.-. .. let us make explicit the components of the pull-back of a tensor field of type (0.. Consider a differentiable field tE N. PRl1 The pull-back of a differentiable tensor field of type ( ) by rr differentiable mapping f : (M -+ N : x I+ z = f ( x ) ) is a differentiable tensor field of type (1).). In conclusion.ax" axlp af~~ 4)..l x = dx1] . thejth component of the image of e. " Through the following proposition.M under f are [ see (2-12) 3: .14). Ix tjl . @ direct sum where f a t = ft. we have: V t z E T=:. . Moreover. ' M $ ~ O M $ ~ ~ M.V( f * t l xE T ~ : d f 'I ((f *t).. Vf't E 7 : ~ : .e. Vector Bundle of Tensors D * The tensor algebra of M is the (real) infinite-dimensional vector space I M = & ~ M $ I . So..

Lecture 4

Simply, iff is defined in local coordinates by z = zi(x'), we have: '

This expression shows the character ( of the pull-back of t : )

3. EXERCISES
Exercise 1

Show that the cotangent bundle T'M of an n-dimensional manifold has a natural structure of 2n-dimensional differentiable manifold.
Answer. We proceed as in the tangent bundle case, but now, we introduce the projection

na:T*M-tM.

Let U, and Up be chart domains in M. These two neighborhoods are going back into T'M under .
Let us consider the corresponding domains of charts in T'M, namely

W,= n'-'(Ua)T'M c

and

Wg= ~ * - I ( U ~ ) c T*M .

Figure 40

Cotangent Bundle, Vector Bundle of Tensors

Let the homeomorphisms of T'M into R

'"be:

qa : W, -+ R'" : ( . T , o (M)()x ' , ~ , ) ~ pp :

W' +

: ( x , q , , ) H ( x v J , 4 ).

In the chart (Wa,pa),a basis of T i M is ( h i ) in the chart (WP, ) it is (dr'j)). and qp
Let us consider the following mapping, Vx E U, flU p:

The expressions of every 1-form o , of T,'M in one and other charts are: (,

but

thus

diffeomorphism In conclusion, we have specified the following (C)
4 p '
O

-I Po

:va(n*-l(ua / , ) ) + ~ ~ c n * - ~ ( u , nr nu,)):
(X
I

, m i )H (xvi,w;, -ai). = axf
ax' j

An atlas of cotangent bundle and the chart changes are so defined.

Exercise 2.
Show that the Kronecker delta defined by

is a tensor of type (f ).
Answer. The proof is immediate because

This tensor is very particular since its components are unaltered under every change of (natural) basis. Indeed, the equality term on the left is 6:. The reader will easily verify that the Kronecker symbols 6" JVare not tensors. and

Lecture 4

Exercise 3.

In a change of (natural) basis, prove that
r'P

[, ,ax'

j

t i= - t P P .

ax'

ax'

Answer. We have:

Exercise 4.

If , designates a I-form on M, prove that, given a change of basis e: u
V X ' ~E T,M, 'd,u,driE T,'M : ,
pi = a p, and pi X 1 = &X". :
Answer. We have:
b;.= p(eJ) = a; ) = a pi p(e, :

= a:e,,we have

and

X'p, = y ( X t e i ) p(Xf*e;) X1'&. = =

Exercise 5.
By using the contracted tensor product, prove that a force is a covector. We recall that contravariance and covariance are indistinguishable in the special case of the elementary mechanics.

Answer. Since the work dz of a force f is an (intrinsic) scalar and any infinitesimal , displacement dx is a vector, then the contracted product dr = f,dxi implies that S are the components of a tensor of type ( y ).
Indeed, the contraction of tensor product off with vector dx removes one wntravariance and one covariance to lead to a scalar d r .

Exercise 6. Make explicit, at least one way among twelve, two successive contractions of a tensor of components t i j k m .
Answer. From this tensor of type ( ) we obtain a (i tensor by contracting in the first and last ) indexes:

:

Cotangent Bundle, Vector Bundle of Tensors

This new tensor has components denoted u j k , such that:

A new contraction amounts to putting the first and second indexes and summing on them:

Finally, we obtain:
axn
k
Uk n

=

axn

axrs

t

,

k k ni,

that are the components of a tensor of type ( p).
Exercise 7.

Solve the equation

4x'X'xk- &x'xkxh= 0.
Answer. Explicitly, we have the equation:

with the solutions:

Exercise 8.

Given a change of coordinates making Cartesian coordinates (x, y, z ) into spherical coordinates (r,0,4), calculate the "new" component A{ of ( ) tensor of components
A, = 2.y
A2 = 2x+(y)' A3 = xz .

Answer. Let by:

US

designate the "new" coordinates ( r d a l distance, colatitude and longitude)
Xrl

=r

y2= 0

x r 3= 4 .

The Cartesian coordinates are such that sin x'' cosxr3 x Z = r sin 8 sin 4 = x" sin X" sin xr3
XI

= r sin0cos# = x"

x3 = r cos8 = x" COSX'~.

Since in a general manner we have

then

Lecture 4

that is
2r 2 sin3 @cos2 sin#+r(sin 2 ~ s i n ~ ) ( 2 c o s ~ + r s i n ~)s+irnsin8cos2@cos#. 4 @ 2~

Exercise 9.

Show that the tensor product is generally not commutative.
Answer. Let us give the following obvious counter-example of tensor product of vectors. We have:

X@Y=Y@X
c=,

XiY'ei@ej=~-'X'ej@e,

that is I@ the two vectors are parallel.
Exercise 10.

Prove that a tensor r of type (: ), such that V X E T,M : tx(X, = 0 , is antisymmetric. X)
Answer, We have 'dY E TxM :
t, ( X , X ) = 0 O=t,(X+Y,X+Y)=tx(X,X)+t,(X,Y)+t,(Y,X)+tx(Y,Y) fX(X,Y) t x ( Y , X ) . =-

3
3

Exercise 11.

In R2a basis (E,,E,) is rotated relative to the basis (e, = dl,e, = a,) through an angle a(t) Let a vector be . X = X I E ,+ X 2 E 2 and a linear form be f (X) = X' cosna + x 2 sinna (n E N). Express the basis (6' ,02) dual of (E,, E , ) in according to basis (&',dx2 ) dual of ( ( e , ,e2 ).
(iiJ Make $ explicit in the basis (dr',dr2)and calculate df . (iii) Calculate d (X). f

Answer. (i) From
cosa

sina el

( ( - s i n
we deduce

caso)(J

Cotangent Bundle, Vector Bundle of Tensors

) (
and its differential is

coso = i na

sin

asa

(ii) The linear formf is written:

f = cosna 0' isinna 6 = cos(n + 1)adr' + sin(n + 1)a dx2 '
d = ( n + I)(- sin(n+ 1)cr dx f
= (n

' + cos(n + I)a d x 2) da
cosna) d a .

+ l)(-sin

n a 6'+ cosna 8 ' ) d a .

(iiiJ From above, we deduce

d (X) (n + I)(-X' sin na f =

+x

Exercise 12.

a (1 On S' check that the expression of vector - tangent to parallel relative to the basis
(a,, d, ,d, ) of R~ is

a a a -= -y - + x- , this last vector being also denoted HZ . a4 ax a~
[ M y , 1 and r-1,

84

(ii) Having analogically written !X and f l y ,calculate the brackets [hx, ], f F.ly

[Hz, ] according to previous vectors. r-1,

pi4

Calculate Hx(r),Wy(r)and N,(r) where r =

-4

We define the 1-form gradient of r by:

also denoted

Give the expression of the 1-form dr and deduce, for instance, the real (dr,M,). Was the result predictable?
(iv) Defining the operator

N2= LH, + LW LH + LW, LH, LH*
Y Y

and using the property [L, ,L, ] = q,,,l (see exercise 8 of lecture 3), calculate

[fi2,LM* I
and comment upon the result.

' The gradient is a remarkable example of I-form. This notion will be reintroduced in Riemannian geometry

150

Lecture 4

(v) Express kx,W, and h, with respect to the basis (-- -).

a a

aeya+

Given a function g, show that

N 2g = - - 1

sine d o

1 a (sin@-) +- aZg ag -

ae

sin28ad2

where Band # are spherical coordinates.
Answers. (i) From
x = sinBcos~

y = sin8sin#

z = cosB

we deduce the vector

also denoted

kf, .

(ii) Analogically, we have:

H, = -2We immediately obtain:

and

a a H, =- x- +z- .
dz
ax

and analogically

tkf,,h,I=
(iii) From the expressions of

-kfx

[Hz,hrl - b y . =

MI,N, and Fr, we immediately deduce:

H, (r) = hy(r) = N, ( r ) = 0.
The I-form
d r = ( x 2 f Y 2 +2z -% ( x & + y d y + z & ) )

implies that
{ d r , ~ , ) (' + y 2 + z ' ) - ~(x(-y)+yx+O)=O. = I

This result was predictable since the 1-form dr represents, in a way, a set of surfaces (equations r = constants) and h, is tangent to the sphere of equation r = 1. The intersection , number of vector h, with inner surfaces, represented by ( d r , ~ , )is zero.
(iv) We successively have:

Cotangent Bundle, Vector Bundle of Tensors

and also

In conclusion, H 2 commutes with Lhx LMY LMX , and .
(vj From
-= --

a

ae a a# a aa +$ ye z

an,

-=--

a a e a +-a4a a~ a~ ae az agl

we deduce:

(obvious)

and

p ) + (a(l). calculus. ... electromagnetism.. be a p-linear form at x E M . (8') a basis of Tx*M dual of the basis (e.1 DEFINITION OF A p-FORM D A p-linear form is called skew-symmetric or completely antisymmetric if.. (or signa) is +1 or -1 according to a being an even or an odd permutation. In the second section... exterior differentiation and orientation will be introduced. generalize and view better previous notions seen in other disciplines such as elementary geometry.) of T p . be . we will define the vector bundle of p-forms and the algebra of exterior diflerential forms.. a ( p ) ) we have: . 1. First. E T ' : . .. where D E. I. t .. fluiddynamics.. EXTERIOR FORM AT A POINT Let M be a differentiable manifold. The works of Elie Cartan relating to exterior differential forms were at the root of a theory whose contribution to modern physics was decisive. the pull-back of a p-form. Next. thermodynamics. X. analytical dynamics. : T. The introduction of these forrns lets us unify.LECTURE 5 EXTERIOR DIFFERENTIAL FORMS The contribution of differential forms to recent developments in mathematics and physics is significant as the next lectures will partly prove. for any permutation a making (I. we are going to consider a vector subspace of the tensor algebra at a point. The alternation mapping or antisymmetrization is a (linear) mapping A. . 0 -+ Txp tx H : 0 Aptx such that V X....

P. Remark 2..:. VX. . has order p!). p) + (a(l) a ( p ) ) ..(ei.Lecture 5 where u is the permutation (1.(X~Y)=A.Y)-~. Notation.Xp) (since S . ..p) P This sum is also denoted ass. ) We evidently have the skew-symmetry property. is the sum over all the permutations of the sequence (I. Ve...Y T. is the identity on the vector space of skew-symmetric p-linear mappings: = fx(Xlr.).Y)=~(~. being well-defined.. ) = -w(e.X)). P! Remark 1.. Thep-form Apt.. = A p t x .(Y. E T. ) = ~ . . E or simply Q. ... e . E T.M : ~. E T. PRl The set ofpforins at xEM is a vectot subspace of T.. ( e . 'dl. Example 2.. In other words.. we denote: W.. t . V t .(X.M : w .e. D * A p-form (ar exterior fonn of degree p) at x E Mis the image of a p-linear form by antisymmetrrzation. ( e . . namely: W.: denoted: R. where Sp is the symmetric p u p (orderp!). e .and the sum Note the presence of conventional factor 1 over all p! elements of S . The linearity of the antisymmetrization is obvious.(X. e.: . = $(tg -ti. ei ) also denoted ...P(M) Example 1..~. The antisymmetrization A. a p-form at x is a skew-symmetric tensor of type (: ).

:.. .. .. ... p 0 if ( I .) where the symbols 6..)) @ 6 (xo(. but as the reader will see in the next.i.i.I.x)) G e j -0' B e i ) ( x . are: 0 if (IJ)is not a permutation of ( i j ) where the symbols @'fare: I.... . ( ~ IB . we have: ~ ~ ( 0 ~ ) ( xY ) @B ' . I.2 EXTERIOR PRODUCT OF 1-FORMS Given the 1-forms 0' making up a basis of T.ol = 4s+f. A O * P =$:::. = A. B ~ ~ P+si1-'~ ' @ . . 1 if (IJ) is an even permutation of ( i j ) -1 i f ( I 4 is an odd permutation of (ij). @ e " ( x .y) L x ~ v@. . y )= s i ( x p j ( ~ ) ..) x = P! f(ei @ e J ( x .(B~I@ .. . @ ~ I P )= p.i ) . we have adopted the one that eliminates the most constants.. s. y ) = ( e me -eJ @ e i ) ( x ..el @eJ e K @ ' The symbol A can be called (< wedge D or cr hat )).. x.e 1 @B-'(Y...e J ( x ) e i ( ~ ) i J D * The erteriorproductofp linear forms is thep-form ' eilA ..) u =+(el = fs. e3 =e3 ... .Exterior Differential Forms 155 1... ..) is not a permutation of ( i . . ). y ) . . ..) is an even permutation of (i. ...@ s l p ..@eip . -I if (I... I. el1 Remark.. The factor is not present in this definition... ... So we have conventionally chosen: Several other conventions exist. Examples.. y ) @eJ(x. xn(.. . @ .).@ e i p ) (.0 ' @ 8 =-el me1 ~ 8' ~ 8 ~8~ ' =s. . P .. In conclusion...sl @ e J ( x .ell ~ . I . we have: 1 if ( I . x.Ip)isan odd permutation of (1.Ip Remark. .. A . I.

..xZyl .(ei. . These examples show the importance of the order of exterior product terms. .. these products are linearly independent. Y ) = m ( ~ ' e . . x beIonging to an n-dimensional manifold M.x3~' +W +. On the other hand. s {~. X ' Y ~+0.. 8 and B = P. .e.t. = m(e. every 2-form is a linear combination of C: products of 1-forms @'A@(i< j).@~9j=O t<j V i . Let us express indeed the value of w on vectors X and Y of T..3. PR2 The C products 8' : A 8' ( i < j ) form a basis of the vector space R : ( M ) . ' Exercise I proves the exterior product of two I -forms a = a.M . 0 is 1. j ~ { .x'y2 +o. = wgXrYJ So. ProoJ: On the one hand. more precisely the image of ( X y ) bym: m ( X .. the products 6' A 8' ( i < j ) generate every 2-form.. ' . = ... namely: xe.ej) = t!.. e j ) e~Y [putting m.t p ] = w. ~ '= X i ) j w ( e ..) = A..n): my = O l because ' d r . Later we will treat that more generally.1 Expression of a 2-form Consider o E Q : ( M ) .156 Lecture 5 = e i @ e J mek+ e i @ek @ e i +ek 638' @ e J i -81 B e i mek-a @ e k @ e j -ek @ e i @ e i .3 EXPRESSION OF A pFORM 1. n): I ..

. . lp We have also: w o= ..tP 81. D PR3 The C.j are called strict components and are denoted .1.P E RL(M) is a 2-form w with C$strict components.. < i.... e. h ~ ~ ' ) ( e .. A ~ .A . < .. that is =&yP A . by knowing that the sum is onIy over i < j. 8" A ..... Let M be a 3-dimensional manifold. namely: ~ ( 1 2 = a 1 8 2 -a2P1 ) ~ { 1 3= ) -a3A @(23) = a 2 P 3 . 1 q . the expression of a 2-forin relative to the basis (8' A 8' ). c {I. This proposition can be proved as before or in a rather different manner (see exercise 4). So the expression of a 2-form relative to (6' A =~ is ( ~ ej e ~ A .Exterior Differential Forms Therefore. we have o=&w..f f 3 p 2 3 these being the components relative to the basis (8' A BJ). ..8' A@' Example. A Brp (i.... ...is This sum contains C i = n! terns. . We say that: il. .. . . such that @ = a .) make up a basis of the vector 5 space 8 (M) .... . . where I . . of i2:(M). Obviously.. 8 8 1 p ) ( e j . As previously..) = 6.3.n 1.. .. (8' h .2)! (n The components of a 2-form w relative to the basis (8' A 8j).. we can obtain the expression of ap-form... 1.2 Expression of a p-form A p-form is decomposable if there exists p I -forms a. .p. 2! .. AB" . e.1:':(0'~8 .P decomposable forms Oil A ... The exterior product of two 1-forms a.. ..) = 6.

:. then the form is necessarily zero..:. .. ~ ~ ~ A .. Consequently.lp P! el1 .form defined by D &" ...A 8 ' by knowing that the sum is only over il < . Remark I. .. 1. We have: =~ . The next to last equality allows to write: In particular. that is an element of (M) (of dimension C = 1 ). ~ @ .. .. ) .@e")=ti1. * < I .e" = I t ti. we define: (1) D relative to a basis (Oh called st& components and denoted The components of a p-form n. we find again Remark 2. t =~ . < i. of R: (M) are (il < . Proof: If p > n then two indices are necessarily equal and thep-form is thus zero. . aP(ei1 @. . ~ ( i .P components of the p-form obtained from antisymmetrization.:. I' p ~i l @-.. So the expression of ap-form is W C O = 0" A . .!.P( M )= (0). A o ~ ~ A . .3 0'' ) of T.tp @ .@I 8'' ~ e t . C Let *I = til..s. . Expression of ap-form relative to the basis (8" B. .::.@ e l p ~ =[... : PR4 If the degree of a p-form is higher than the dimension n of the manifold..158 Lecture 5 It is essential to distinguish the n P components of a tensor of trpe from the C. @ o i p be a tensor of T. that is V p > n : R.. . . - (~+47)! p!q! A p+q (w €3PI 3 (5-7) ... A eip ).4 EXTERIOR PRODUCT OF FORMS The extenbrproduct of a p-form wand a q-form p is a ( p + q) . According to convention we call 0-form any scalar... ..

( 8 ' 6 8 ' ) = $ ( 8 ' @ 8 ~ . ip) / 1 ( i + ) .... the sum of twop-forms with respective (strict) components thep-form with the C. Now. ' 1. at x E M. . we can define a third law that is bilinear: . we find again the definition of exterior product of two 1-forms: 8 A@' = & ~ .. by the scalar k being the k#(. What is the image of p + q vectors X .. by a scalar k is an (external) law: RxRC +R.. Problem.. being . In particular... : Remark.5 EXTERIOR ALGEBRA Let us show that at (some)x E M are associated vector spaces whose direct sum is an algebra of finite dimension.p ) . we have V X ...P : ( k .P following components: @(il and p(.. J D The aten'or product space of vector spaces ST: (M) and njE(M) is the vector space 2 of @q)-forms. w )k~ ~ where kw is the product of w by k.P x l: = R r 4 ... p . Let us recall that the following (internal) law can be defined in the set of exterior forms of same type: D The addition of twopforms at x E M is the law where o + p is the p-form sum.Exterior Differential Forms that is an element of vector space (M) having C r qdimensions. the product of the pforin with (strict) components p-form with the C ....M From the definition of antisymmetrization.. . by the exterior product w A p ? E T. X. that is R.P components .8 ' @ 8 ' ) .ip. X. We can also define a second law: D The multiplication of apform...

....i...M : The following properties are verified: (i) The exterior multiplication is bilinear: ProoJ: The first equality (the others being demonstrated in the same way) is immediate: w~(p+v)=2!A.) as the composite of two other permutations: ( .-km ' J~.. T.. * * . then we have: So the permutations imply . E the areriorproduct w A p being such that VX.... J1.] = (k.(w@(p+v))= 2!(w@p+w@v) =2!A2(w@p)+2!A.?) [ il-.. .j..(w@v)=w~p+w~v..+.bm but the signature of the composite of two permutations being the product of their signatures. ( We can view the permutation ( i..jm .-..160 Lecture 5 D The exterior multiplicatr'on of a p-form wand a q-form A is the mapping .. (id The exterior multiplication is associative: but thus At this level we recall the notion of signature of a permutation.i.) -+ j ..] im kl*. X..

) is such that: Finally...ip+qip+q+~. the sum relative to the indexes i .. ..+. we have: o ~ p = ( ..l ) ~ p ~ o .P.. in [(wA p) A v ] ( X .... . I f ~ .. j ~iPtg+l. . ~ ~ f l f .... JIi pJp+g I -i ..i. X..i.. i. ....x+ 1 7 .) The exterior multiplication is not comrnutafiveand V w E R... t w e n = ..V p E 0....r~p. ..Xp+l.-ip+q+r ..) corresponds to pq transpositions..p+q .p ~ a . we have: (m A . ...... .pq+l.... C4lp+..) + (i. .11 .ip+q+r 4..p+q p + q + ~ .. ......x The permutation (i... +q 11 . ...+. [(w A P ) A vI(X1 ...+..Ip+q. p +4+r i l .. iP+. . x i p 1.. p + q ) 4 X i . . p + .-ip+qcr .....+.uXXl . and w ~ w = O h np D The exterior algebra at x is the vector space direct s m of vector spaces which is necessarily finite... ~ . . ... . ..S ! . i~... P ( X ..then w ~ w = O .... (iir.ip+q+r +~ .j p + gip+q+l-.. u This last precision foIlows fiom the fact there is no exterior form of degreep higher than n.. Therefore. ..p+q+rl ~ + fil.Exterior Differential Forms imply jl . ~. thus i. +. ..i.... .I . Special cases: If w ~ f l ....i~+~ I] 1.......... > x p + q ) p>xp and on the other hand: (~~~)(X. we can show this expression is that proves the associative property.rXp+p) = . ..... : ProoJ: On the one hand.....rXp+q+t In the same way. P andifpisodd.. .ip+g.... p + q + r .. ~ p + q~ ~ +...+..r.. ...

The exterior algebra is a vector subspace of the tensor algebra 7 whose the dimension is .162 Lecture 5 The previous vector space is provided with a bilinear law: the exterior multiplication. Therefore. d i m R . . the following notions could be restricted to an open U of M 2..1 Differential form D The vector bundle o p-fomts (or differential forms of degree p) on M is f If we remember that a section of a bundle assigns to each base point x an element in the fiber over x . We can express: PR5 The exterior algebra Q x ( M )is associative. If we think of a section. ( ~ ) + . 2. =C Specify that the product of an element of degree p with an element of degree q is of degree p + 4 (graduation!).) I+ x where rn. Explicitly.cv.) that is such that . is the projection mapping w P (M) + M : (x. Notation. . we express that w is a differential p-form on M by w E QP(M).:+. it is a mapping that assigns to each point x E M a pair composed of the point and a p-form at this point.1 EXTERIOR ALGEBRA (GRASSMANN ALGEBRA) 2. we denote: w E rrn(w. + d i r n R : ( ~ ) +Cf.+Cz = 2 " .. we can express: D A pgorrn on M is a C m section of w P(M). DIFFERENTIAL FORMS ON A MANIFOLD If necessary.1. noncommutative and of finite dimension. The collection of differentiable p-forms on M is denoted R P( M ) .

R :x .. . ) . We denote the collection of 1 -forms on M by Q'(M)=<'M = X * ( M ) .. A 1-form on M. The reader will show the natural differentiable manifold structure of co ' ( M ).). is a mapping a:M-+wl(~):x~a(x) defined by 3 a ( x ) = x a i( x )dxi( x ) i=l where a. mi . .Exterior Differential Forms So... Let xi be the local coordinates of any point x of a 3-dimensiona1 manifold M and ( d r ' ) be the dual basis of (ai).. X..= a ( 8 . According to convention.. namely a E R'(M). ( (M Example 1.. Considering a tangent bundle projection I. a differential form of degree p on M is a differentiable mapping that associates to each point x E M a p-form at this point: where mi.. a real-valued function on M is a 0-form on M We denote: noM )= cC" ). he will prove that the Remark 1.. (x) Thus a differential form of degree p on M associates to every point x E M a p-form whose value on p vectors X. The differential form of degree 1 on M is denoted Example 2. Remark 2. Let x' be the local coordinates of any point x of a 3-dimensional manifold M and (dri)be the dual basis of (d. is + M . is Exercise.. : TM T set of all natural charts on w P(M) a vector bundle atlas.p :M . InSormation.

p. = a?(Bi. If g is a real-valued function and w a differential form of degree p on M.164 Lecture 5 A 2-form on M. ~ 3 ) and (2'. A 3-form on a 3-dimensional manifold M is a mapping w : M -.d. then gw is a differential form of degree p such that: g w : M + u P ( M ) : x . Z' zZz3 We denote the previous differential form of degree 3 on M by @=I%&' A&* A ~ X ~ . x'. 2 .Y namely: x'x 2x3 G(x) Y1 y 2 Y 3 . 2. Viewing ?4 as a module on Cm : A (M)...(x) drij A . Example 4. We specify that skew-symmetry is evidently safeguarded with regard to the two previous operations. A d. . namely w E Q*( M ) is a mapping w : A + u 2 ( ~x)H~ ( x ) 4 : defined by W(X) w12(x)dX1 = AG!x~(x)+ mI3(x)dr'~ d x ~ ( x ) + w . ( x ) dr\dx3(x) x~ where w.Z3) (Y'.2 Algebra of exterior differential forms The addition of tensor fields and the multiplication of a tensor field by a real-valued function being previously defined.u~(M):xH W ( X ) defined by W(X) W(X) A dr2 A dr3(x) = and the value of which is known for three vectors (XI. we immediately see that SZP(M)is a submodule.z2. . The differential form of degree 2 on M is denoted Example 3. .gw(x) where gw(x) = g ( x ) m( . the addition of differential forms (of same degree) on M and the multiplication of differential Forms on it4 by a real-valued function are thus operations well-defined.'(x).x3).1.).

+ 2 ) = w v . 2.)Ap=wl A / l + w 2 A p g(o~. with evident notations: ~ A ( P +.2.u)=gw~. V ~ E C f @ M )+: .(a6a: . +6. .. . € R P ( M ) ~ ( ~ u because is such that f €3w ( x ) -t. namely the exterior multiplication: A : R " x R+ R P ' q : ( w . that is. We have included ! ~ O ( M = C m ( M )in this sum.u E <OM defined by M + w ~ ' ~ ( :M )H (W A p)(x)= w ( x )A p(x).l. L t us consider p e forms of a differentiable field on such a domain. It is associative and anticommutative.a:a:)QP A Bq A Bq) is (P < 4 ) Since the expression of a 2-form relative to (B P ..2 CHANGE OF BASIS The cobasis (&I) and another ( 8 ' ) ( such that 0' = P:dni or dKi = a j Q J ) that were previously introduced at a point. and we often consider this algebra as a vector space rather than a module on C" (M). + @ A P 2 (W.Exterior Differential Forms We have: V ~ . 2.O1 + a i B 2 + . are assumed defined at every point of a chart domain of M The cobases are thus bases for differential forms on a chart domain of M. y ) ~ ~ ~ p ~ f 6 w + . x It is bilinear. This submodule is provided with an algebra structure by the introduction of a third law. D The set of differential forms of any degree on M provided with the three previous f operations is the following direct sum called algebra o exterior dvferential f o r m of M or Grassmann algebra of M : Remark.p ( x ) is an element of the vector subspace of skew-symmetric p-linear mappings on M.) = We have: qu. ~ E R ~ ( M ) .(a. the real-valued functions being ) such that f A o = f @ w = fw .u+w~g/r.1 Differentiable form of degree 2 w = qg>dxi dr' = o(u)aiBP~ a i 8 ~ A =a+. ) ~ ( a { e+aid2 l +.

given a change of cobasis..jp) .....W(*. ..... .2.2 Differential form of degree p In a similar manner.. t p ) .. alp JP ... a differential form of degree 2 is written: 2... .Lecture 5 the change of strict components is such that In particular...... JP ... a.. let us consider a change of cobasis defined by A 2-form is such that Since the expression of a %formrelative to (dr'P A dxfq) is then the change of strict components is So..ai! . .. . the following formulas are established: a.

..p such that V ~ E N . f : M -+ N : x H y = f(x) be a differentiable mapping such that y' = yj(xk).. We evidently have: 3... Before continuing. the skew-symmetry being safeguarded. (5-1 1) Note that f is a linear mapping R P (N) + SZB(M). the reader will be aware of the following: D The push-forward of p E R P (M) by f is the differential form f...1 DEFINITION AND REPRESENTATION The definition (4-14) of the pull-back of a tensor of type by f is valuable. in particular for differential forms of degree p. Vx E M. X p E T ~ M : (f'fi). N be differentiable manifolds. Yp E T ~ N : K From the comparison of (4-13) with (5-9). V X.Exterior Differential Forms 167 Those fomulas must be compared with the ones (4-13) for basis changes in the case of tensors of type (i) .(X~~. Thus we express: (i) D M The pull-back of w E RP(N)by f is the differential form f 'w such that. the recalled formula (4-15): implies ..... V . o be a differential form of degree p on N.X~) = (4X~. PULL-BACK OF A DIFFERENTIAL FORM Let M. ' Remark.d''Xp).. 3..

) is obvious.. = Jf -. < .. PR7 Only one constant Jfexists such that the particular pull-back J* : Q:( M ) R: (M) + defined by (5-1 1) satisfies f *o J. We have: ( g o f ) * =f 8 0 g * . o = ( f o g ) * w = ( g * o' ) w = g * J f o = J f J g w . = J.... (iii) is also obvious because I = J... w . V V E C ~ ~ ( P ) . Moreover.. A ProoJ 0) Given the standard basis wo = a!xl such that w = kw. ~ ' ~ ( i . . the proof of (9 is the following (see section 3.... This rule is used in the exercises.*=J. V X E M : . where k is a constant.168 Lecture 5 Important rule PR6 The representation of the pull-back f ' in local coordinates on M is obtained from o the locaI representation of o expressing the dy as differentials of functions yJ (xi). = ( J ~ ) .. < i p ). J ProoJ W e have: - fi(jl.2): J . x" ) 7 . for any other pull-back = g' : C2:(M) -+ Rt(M). the Jacobian determinant appearing in (5-12). J. Next. o for every w.if J t 0 (that is i f f is an isomorphism). . .. dxn of Cl:(M) then every n-form w is = = Hence f8m0 Jfwo implies f'w = fgko0 kJf oo= J. let us use J.Jg3 J .. Jf. f (ir. 32 . =1 . we have: f (19 (iid J. PULLBACK PROPERTIES Let f : M + N : x I+ y = f ( x ) and g : N mappings between manifolds... To simplify. the expressions of components of f 'o being recognized.A & I p D(xq...jp) (Y' (xi1) Y hilA . ' A . PI +P : y H z = g(y) be differentiable (5-13) Proof.

.I ) * = fC. b'w Indeed. . X p ) = = f * g ( x )( f 'o)... .( X .~+q~(ax'..' " f ' ( ~ A P )a)(jl-. The following property is evident...A(ax ax" i1 h l+." ' = and on the other hand... f (5-1 4 ) Proof: This formula can be proved by introducing the skew-symmetry operator A..>dfxXp) = g(. E T&f : (f' ( g o ) ) .. )= ( g 4 .X .dyJ1A . .. VXl. . have: we f * ( g A o ) = f ' g A f * w = f'g f * U . . j p .+. ). (df. .--.... Qx E E R P( N ): f ' ( g 4 = f'g J'w ... The above is also We can immediately verify that Vg E C w(N).) ( . . . ..A(- ax" ht +. if we consider the real-valued function g E ZZ'(N)... .) (-d axil axti ayj#+l @.A(--dr"..X.Exterior Differential Forms P2 Let f : M . i 1 ay jP f * w = q .X17..jpI&jp+I.(--hil +-..dLXP) g ( f ( x ) ) ( f'w).. )A.Y) @.tyil r h +-.. f * ( w ~ p ) f= ' w ~* p .. . we have: @ I . ' 1 +') A.).. q V w E n P ( N ) V p E R ( N ): . @J .(dLX1Y. ix. .p . (simple exercise). .) i Therefore f'w A f *r f ' ( 0 = A .. Let us give the proof by using the previous important rule.. P3 P4 If f :M -+ N is the identity. we have: A.. M.. A dy jp On the one hand. X .... p+o.. Consider w = w(. We have: ($*)-I = ( f . X.. then f : ! J P ( N )-+ Q P ( M ) is the identity.JP+~ f ' r = P ( . . l ..N : x Hy = f (x) be a differentiable mapping. U In particular.

. for every real-valued function g E Q'(M) we have d ( g P ) = d g n P + gd ~ . if U c V are opens of M.l~..1 DEFINITION The differential dg of a 0-form g : M + R at x E M has been defined in lecture 2. l .raP(V) ' ra'(U) i d . ) t . Antiderivation: Qw E Q P ( M ) . then dg is the differential of g that is a differential form of degree 1 (see lecture 4). then for each w E nP(V) have d(miu)= (dm).Y.. we introduce the following mapping: D The exterior d~flerentiationis a mapping ~ : ~ P ( M ) + R ~ + 'wM ) : ( satisfying the following properties: PI. If g is a real-valued function.. V p n q ( M ) : E d(w~.df..170 Lecture 5 Indeed. EXTERIOR DIFFERENTIATION 4. The operator d is natural with respect to restrictions.d l QP+' (v) --p (U) OP+' . P4. Linearity: Vm. In particular.. m2) = dml f dm2. P4 '... ... D The differential form do is called erterior di'erential or exterior derivadive of w. E R P ( M ) : d(w. Zero square: d o d = 0.X = Xxg.). The second follows from: ( ( f ' ) ' o ) . that is.) = (LW). X . Remark 1.(df. + P3.(Y. where dgxX is the derivative of g in the direction X at point x. ( ~p )= (o). p Vw E R ( M ) :d(dw)= 0 . Having so defined the differential d g : TM +TR = R : ( x ." or the following diagram is we commutative: ... the first equality is obvious because f 0 f -' = id a (f f -I)' = id =(f -I)* f * .. Y 4. P2.'Y. r dg. .u)=dwnp+(-l)~~~dp.o..

) np*' . assume that it is true forp-l and show it is true forp. This form is denoted: d o = do.Exterior Differential Forms Remark 2. ~ (since P4 ') =Ai1 A. .. Relating to P3. A Using this lemma. Indeed. . the following expression Var E LIP M ): ( .Adxi~... . the previous PI means that because Uniqueness. let us show that. the two first properties are immediately fulfilled.. Indeed. the four properties defining d give a well-defined differential form of degree p+ l from a differential form of degree p.p. from d(xil( A t 2A .A kip To prove the existence of such a mapping d. we deduce from P3: d(dxi' A. . ndxip)= d(d(xi1dxi2 . in a chart. . let us establish the lemma: (M) (Inductive reasoning). A dxtp)) =&'I A(&'' ~ .. . the mapping leading to (5-15) satisfies the four properties. A d x ' ~= 0. A drl A . '~ d x ' p ) (. ~ d x ' ~ ) + x ' ~ d ~ d . Let us prove the uniqueness of d : OP M ) ( d(dxiiA..x. For that. namely So.. P2 and P4 '.. we immediately conclude that to each differential form of degree p corresponds one differential form of degree p+ 1.. Considering local coordinates. r\dxip))= 0. From PI and P2 we deduce that The lemma being proved for p = 1.. ..

hd*lp ~ d j l ( ~Adx'l ..u. we have: Finally...dX" A . A G ! X ~ A . .l(jI. let us show that P4 follows fiom the anticommutative property of exterior law Considering 0= . A kip (y') The formula (5-15) is recognized. .. Let y j = y ( x i ) be a change of local coordinates (at least of class C ). ..... . we have d(@A P ) = (dm(i. .. hki ~..&jl A. = p( jq. A .l A. w = qi (x'(Y')) dxil ( 'A . . Answer. To establish the existence of d..172 Lecture 5 is zero because permuting summation indexes k and r.. . Example. . We have: . hi' A. we must also prove that the expression (5-15) of dm does not depend on the chart. . d f i .A &kip j. calculate the exterior derivative of W = W(p. The exterior differential of y) . A dXJ4...iP. A kJq =dm(. that proves the definition of dm is independent of local coordinate choice.dXi A&' = fwydx' A & / . Given a 3-dimensional manifold. .. l q ) ) jq. and by symmetry of mixed partial derivatives.j. A&* +(-l)'&. ~ + (-T)Pu~d.j. . A dr" ( y ' ) A .~. A . A d r i p A p(. =dunp .. + ~ i l . c .... A hi'(y') I-. J A A 3 kip A A ... J p ) is d~ = d o . .

>ClP+'(M) Let f : M + N be a diffeomorphism.l. On the one hand. R P( N ) OP(M) d .. 4. PR8 The exterior differential of the pull-back of a pform is the pull-back of the exterior 4'' . we have and on the other hand So. We leave the following commutative diagram to the reader: QP(M) QP(N) d J- . d) Proof: Consider 0 = 'u(u.Exterior Differential Forms or also = $akm. d is said to be "natural with respect to mappings" or the following diagram is commutative.2 EXTERIOR DIFFERENTIAL AND PIJLCBACK Let M and N be differentiable manifolds. .I ) * ..d ( M )y 2 p+' (N) ! QP+I since ft =(f .l- 3. A = y'(xi). differential of the differential form: V w E S ~ ~ ( N ( f:* w )= J'dw.I. f be a eO differentiable mapping of M into N defined by y' w be a differential form of degree p on N. . d ~'+I(N) . hk h1 kLri A A D A form w on a manifold M is closed if its exterior derivative is zero: w E LIP(M) closed if dw = 0.p)dy'l A .

a volume R E R n (M) is such that Vx E M : n(x) 0 .*(drl A . let us recall the practical calculation of a pull-back of a differential form....... xn). Consider the change of chart p ..such that every coordinate change shows a (strictly) positive Jacobian of the overlap mappings at every point of M. xn) then Let M be an n-dimensional manifold. . ym = f y x l. D A volume on M is a nonzero differential form of degree n at every point of M In other words.. y n ) and let n. ORIENTABLE MANIFOLDS Before dealing with the manifold orientation..x n ) H ( y ' . .174 Lecture 5 5. = p. ) be a volume (element) on I/. prove that if there is an atlas ((~.. We recall that the definition of an orientable manifold has been introduced in lecture 1....)). First....p.... because there are 2 nonzero elements of any one-dimensional space Q Z M ) .. If the differentiable mapping f : M + N is defined by y1= f l(xI . op.-' : Rn -+R n : (xl .. then there is a volume on M. Figure 41 .. A d r n )E n n ( u .. . PR9 A manifold M is orientable # I * there is a volume on M Proof: Note that a volume ! attributes an orientation to each fiber of TM.

such that Considering the chart (U. if there is a volume on M. then we have Because the various g..-. pj) be charts of the atlas.. we have: ) where hj lyk is (strictly) positive on pj(U.~~)).(xh) was (strictly) negative we would change the chart by permuting x. : n j ( x ) = 0 .) If h. we see that i2 E On M ) . ( Since = pj*(dyl A .qj). g) From local representatives and since the previous sum is finite in any neighborhood of each point.. that is a volume.. x " ) n h ..pi ) (U.(x) and Jacobian are (strictly) positive by assumption.. then the n-form nis nonzero at every point x E M . h.A dyn) ) a.Exterior Differential Forms Let 51. considering the chart (U.pl where h. We successively have: . let us prove there is an atlas every coordinate change shows a (strictly) positive Jacobian.(U.. Let (U. .. (U. Conversely. : ~I.very generally speaking we have . E Rn (M) be the volume element such that vx E U . {(u.. and xn In the same manner. ( x k ) is (strictly) positive on p... ) . . is a partition of unity on M.)-+R:(X' . R be a volume element on M. ). : Rj(x) = n j ( x ) VXE u... Let us consider the differential form of degree n: where { . x n ) ) . ~ d y "= q$(p[')g(dy1 A . ( x l..

.A~!~~..." drJ1 . the Jacobian is (strictly) positive. . ~ ' &".x") ' .. The reverse orlentation of an orientation [a] the orientation [-a].. let i be a volume on M. and i2.. PR 10 An n-dimensional manifold M is orientable $?'I dimensional (one generator!). Y ".t~ f (4 0 we see that is clearly an element of C m ( M ) The converse is obvious since each fiber is one-dimensional and the (generator) n-form i-2 E LId(A4) is nonzero for every x E M . . on an orientable manifold M are equivalent if there is a function g E C: ( M ) such that R.. . ) ~ ( x . and since vx E M : ~il. A dr* ( x ) = (x) n ' . real-valued function g on M such that From R1(x) m. n u!xn= (pi1)*t2 ( p . denoted [a].. 0 p['Y(p~1)*i2 A = = h. In concIusion...-Yxk 1) D ( Y ' ~ .module on Cm (M) is one- ProoJ: Firstly.. An orientafion o f M is an equivalence class of volumes on M... we have: 2 VxeM: R(X)=~. In local representation. = go. The so-defined equivalence relation is natural with respect to mappings and diffeomorphisms. is Remark. Consider any other R' E R n ( M ) Each fiber of Rn(M) is one-dimensional and we define a .~~&'~A......Lecture 5 ht(xk)dxl . Since there is a unique g E C m ( M )such that D a' = g R we can express: Volumes R..(p. An odented manifold is an orientable manifold with an orientation [n]on M. . o p. SZn(M). .

D A chart ( U . Moreover. let R and Q' be volumes such that L?' gR. If M was not connected. if f is a local diffeomorphism then f *RN x ) # 0 (because PR8). A dr" ) where dx' volume. we have [see (5.Q. ] and PR12 Given a C mapping f : M + N then f *S2. Conversely. we have: f*igS2)= i g o f are equivalent volumes on M. 2 177 are equivalent volumes on N. there is an atlas with all positively oriented charts. Thus R' E [R] or R' E [-R] . This notion is well-defined from the previous remark. ( We can aIso introduce the determinant notion. of respective orientable manifolds M and N.. is on Indeed. if a chart had a negative orientation we should change its orientation by an index pennutation. then -'If*Q PR11 An orientable manifold M is connected I@ M has exactly two orientations. f.Exterior Differential Forms Indeed. . on N. we say: D A C mapping f : M + N is called orientationpreserving if f $2. . the reader could construct a volume on M that wouldn't belong either to [R] or [XI]. if O Nand ' then f *a'. is equivalent to the volume j. The inverse function theorem allows the conclusion. by assumption M has exactly two orientations. If M is orientable. g being a nonzero function on = M If M is connected then either g(x) is strictly positive for every x E M or strictly negative for every x E M. E [R.A dxnE SLn ( q ( U ) ) is the standard Remark. f being a diffeomorphism.. if f ' .1 ' ] : 4) $. 0 ProoJ: First. ' orientation reversing if f '0. A. from a volume fl on M. if R. Indeed. and R. p ) on an orientable manifold M is positively oriented if RI. given the C mapping f : M + N.W.. is equivalent to tp*(drl A . E [-QM I. then there should exist a subset (different from 0 or M) which would be both open and closed. is a volume iff for every x E M there is a neighborhood U such that U +f (U) is a local diffeomorphism. Hence. equivalent to the volume f *aN M. Proof: Firstly.is a volume then the determinant of the derivative of the Iocal representative is not zero and thus the derivative is an isomorphism. Given volumes a. Conversely. andR.

178

Lecture 5

D

The

detednunt

of a

e mapping f : M + N is "

the (unique) function

det(QM.n,, E cm f (MI such that:

f '0, (det(nM,n,, = f

.

(5-17)

In the case of a mapping f : M - M we denote det(,M,nM, by det, , f

f.

PR13 A rmapping f : M + i is a local diffeomorphism V
det,QM,n,, f

f i

for all x of M:

* 0.

PR14 A eD mapping f : M + N is orientation preserving (resp. orientation reversing) r f l for allx of M: (resp. det,QM,*,, (x) < 0 ). f det,,,nN, f (4> 0
To end, we say:
D
A

C mapping

f : M -+ N is called volumepreserving if f ' , = R, . a

So, it is fr

det(QM,nNl I . $=

6. EXERCISES
Exercise 1. Given two 1-forms a = a,6' and

fl = flj 0 , show various expressions of '

a np

Answer. The tensor product a @ f l = a , & e i 80'

is a (:)tensor such that the n 2 components relative to (0' 8 6') of T,; are a,&
The exterior product a A P is an antisymmetric tensor of T,: : a r \ f l = a , ~ 8 ' ~a,P,6i@0J-a;flj6J86' =8~
= ( d i p j- ajP,)Bi 8 Qj

< where ej = ai aj

8 , P,l

)'

To sum up:
a A P= qflj1 ' ~ 6= x ( a t f l j -ajfli)O1 9 j AB'
icj

Exterior Differential Forms

Exercise 2. Given m I-forms 8 at point x E M which are linear combinations of m forms h i , ' calculate 0' A ... A em.
Answer. Considering
6' = fl: dx'

with

p: E R , i = 1,...,m ,

we have:

8 A . . . ~ 8 "= f l i d x i h A...AP%~* ' ' ,
= fl:

...c
dr" dxl

A... A him

= p; ...pz'5:;;2 drl,.. A h r n = det(p,!)
A ... A dxm.

Exercise 3.
Find the value of the m-form dxil A... A dxim applied to m vectors X,= x?aIl, ., ..

x,,,xis,, . =
Answer. We have; dx" A ... A him ,..., X m )= 6j"') @ ...@ &Im(xl X ) (xl I". dr'l ,..., ,
, I

= s;: :;

x;...x :

x;... X f
. . . .

xi... xi
Exercise 4. Prove that the C : products dril A ... A dr
ip

( i , <... < i, ) form a basis of S , ( M ) . 2P

Answer. We have previously seen to eachp-form was associated ap-form "generated" by C,P

elements 8 A ... A Oip (or dxh A ... A dxip) such that i, < ... < ip . '

Thus, it is sufficient to show these C,P elements are linearly independent, that is: (jl < ... < i,) . dxh ~ . . . ~ d x="O f3il,,,ip= O

xrul ,,

i,<..<ip

Let (j, < ... < j, ) be a sequence which is completed in order to (j, ,..., j , , j , ,..., j , ) be ,,
(1,. .., n). The order of terms will be changed if necessary. The assumption implies x i . dx" A . . . A d X i p hdXh+' A,.,AdxJ' = O . t W,
it<. <ip
I'
P

In this sum, only
hJ1 r\...r\hJp' A... Adxh AhJ"

180

Lecture 5

is nonzero, the other terms having necessarily two equal factors. The previous sum is thus reduced to only one term, namely:
OJI &'I A , , ,A & j p A&jp+' A , . .A h J n . ;tp

(JI

<Jp)

which necessarily is zero.

So, we conclude:

Exercise 5.
Show that the oriented area S of a parallelogram constructed from vectors X and Y is an example of 2-form. Answer. The area of the parallelogram defined by vectors X ( X ' ,x 2 ) and Y(Y Y ') is actually the following image of (X, Y) under S:

Exercise 6.
Make explicit the exterior product of a Zform w with a 1-form , defined on R ~ . u Answer. This 3-form is such that b'(x, y , z ) E R3:
(W A P)(x, Y , Z )= [P(x,Y , z ) @ + Q ( x , y , z ) d z A& + R(x,y7z ) h A dyJ A[A(x,y,z)dx+ B ( x , y , z ) d y + C ( x , y , z ) ~ I

that is
= [ P ( x ,Y , z )

Y , z ) + Q(x, Y , 2 ) B(x7 Y , 2 ) + R(x5 Y , z ) C ( x , y , z ) l h A 4 Adz.

Exercise 7.
Make explicit the exterior product of three 1-forms defined on R3
Answer. Consider the three 1-forms mi = A,& + 3,dy C,dz ( i = 172,3) . + The exterior product of three 1-forms defined on It3 is the following 3-form on R3 : A,(x,y,z) B,(x,y,z) C,(x,y,z) Az(x,y*z) B , ( x , y , z ) C , ( x , y , z ) & A b y ~ d . . A ( x , Y , Z ) B3(x, Y ,2) C,(x, Y7 2 ) 3

Exercise 8.
Calculate the pull-back of the 3-form dx A dy A & by the mapping f : [o,m) x [0,2~)x ( - a , m ) -+ R3 : ( r , O , z ) H(x,Y,z) where the cylindrical coordinates r,8,z are such that

Exterior Differential Forms

Answer. The pull-back of the 3-form by f is

f (dx A d A dz) = d(r cos 8 ) A d(r sin 8) A d i y =(cos8dr-rsin~9d0)~(sin~dr+rcosBd~)~dz = r c o s 2 Qd r ~ d e ~ d z - r s i n 2d8 0 ~ d r ~ d z =rdr~dB~dz,
this result being expected since the Jacobian is r
Exercise 9.

Calculate the pull-back of the 3-form d A d y A dz by the mapping r

f : [&a) [O,Z]X [0,2ir)+ Jt3: ( x
x=rsin8cos#
Answer. It is easy to prove that

~ ~ 8 ~ (x,Y,z) 4) z=rcosQ.

where the sphericd coordinates r,8,4 are such that y=rsinBsin#

f * ( & ~ d ~ ~ d z ) = r ~dsr innd8B ~ d 4 .

Exercise 10.
Let U be an open of a two-dimensional manifold M and f : U + R 3 be a mapping defined by i = 1,2 and j = 1,2,3. zJ = zJ(x')

Express the pull-back of a 2-form on R~by f:
Answer. Given the 2-form

the pull-back of w by f is:

This result could be directly obtained.

182

Lecture 5

Exercise 11. Curl
Let w = o j ( x i )d X j be a differential form on R" such that the functions w j are of class c'.Give the expression of the exterior differential do.
Answer. The following equalities

mean that the coefficients of dw are the (strict) components of curl of covector field w. We also have
d = +(a,@, -a,@,)dri A akj . m

Remark that the curl is an element of exterior algebra. But it can be viewed as an element of tensor algebra as follows:
dm= x ( a , ~ - ajq)(mi d r J-mj @ m ) , @
f<j

i

= ( a , @ ,- a 2 ~ , ) d x@hZ 1 +(a,@, - a 1 ~ , ) a k @dxl 2 = ( a i w j-a,wi)dui B ~ J .

+,..

In conclusion,
do = (aimj - a j w i ) d x i @hJ' = a,oj dx'
A ~ X '

Exercise 12. Dlveqefice

Let

a,=
i <j

m, dr' A akJ be a 2-form on

R" such that the functions rug are of class c'.

Calculate the exterior differential d o .
Answer. We have:

The coefficient of dm is called divergence of field of antisymmetric tensors of type

(i).

We can also write

The preceding exposition can be generalized to degree p. The exterior differential of

Exterior Differential Forms

w=
i,<..<fp

,,,,, dr" A ... A drip = f

drh A ... A dr

ip

is then

the minus signs in the last expression folIowing from the permutation of the indexes of dx and w, permutation implying factors (-1) (-1) = -1.

Exercise 13,
In R', let X be a vector field of components X , , X,, X,and n, = X,dx + X,dy + X,& be the associated 1-form. Calculate d w n w and find an important class of vectors (in mechanics) making zero this exterior product.

Answer. From

dw=d!~dx+aY,,~dy+d!~a'z

= ( a x x ,- a , x , ) d x ~ ~ ~ + ( a , ~ , - a , ~ , ~ d ~ ~ d ~ + ( ~ , ~ , - a , ~ , ) d ~ we deduce d ~ ~ w = [ x , ( a ,-a,x,)+x,(a,x,-a,x,~+x,(a,x, d r A d y A d z . x, -a,x,)]
In vector notation, the previous expression is zero Therefore, in particular

tff 2.(9 2) 0. A =

d w ~ w = O if

curlX=O

that is if there exists a function V (calledporential ) such that X = -grad V .

Exercise 14. Curl andgradient
Given a 1-form w = w j ci!xJ and a function g , establish the formula

curl(gw) = g curlo -tgrad g
Amwer. We have

A w.

curl(gw)= [ai ) - 8 , (gw,)I dri8 drj (gw,
= ai(gw,)dutA drl = ga,w,
A

drj +a,gdrlA q m J

=gdw+dgt,w.
Exercise 15.

Consider
(

$2 = dr'

A , ., A

dn" and a vector field X
I

Introduce the divergence notion from $ 2 ( X ) . Given w = h(x1,.,.,x")i2, prove that div,X = - a,(hX1).
h

(id
(iiQ

Show the divergence expression in spherical coordinates r, 8,4

Answer. (i) From Q we immediately deduce:

184

Lecture 5

and thus ~ ( R ( x ) )= ( a , x l + a2x2
= (div, X)R .
(iz)

+..--t- a , x n ) d r l A dn2 A ... A dxn = ( a , x i ) o

From
w = h d r l r \ ... A&"

wherehisafimctionof(xl ,..., x n ) ,

it follows

&(X)=h ( ~dr2/ \ . . . A & " --..) '
and thus

= a,(hxi)i;m

1

that is

(iid In spherical coordinates (r, 8, z) , we know that

and the divergence of the particular vector field

X = X r d , +xed, X4da, +
is

(comprehensible writing)

1 div,X = ,r d r ( r 2 ~ ' ) sin2 a , ( s i n d ~ @ ) + a , ~ ' . + 8

Exercise 16.
Given an orientable manifold M with volume R prove that:
(i)
( I

(iii)

Iffandgaremappings M+M,tthendet,(fog)=((det,f)og)(det,g). If id denotes the identity on M, then det, id = 1, If f is a diffeomorphism M +M , then det, f -' = (det, f 0 f -' ) - I .

Answers. (i) det,( f 0 g)R = (f

g ) ' n = g9(f*Q) = g8((det, f1 0 ) = (det, f o g ) g * R = (det, f 0 gxdet, g)R .
0

( since (5-17) ) ( since (5-14') )

LECTURE

6

LIE DERIVATIVE LIE GROUP

The reader will refer to the notion of a one-parameter group of diffeomorphisms developed in lecture 3 (paragraph 4 . )

W e recall that every (differentiable) vector field X on a manifold M generates a oneparameter (local) group of diffeomorphisms #, between neighborhoods of M :
Every local transformation #, verifies the differential equation

with &o(x) x = Recall also that the orbit of a one-parameter group through a point x, (= +oxo) is the integral curve:
R

-+ M : r I+

~(t)=#~x,

that is tangent to vectors X(##x0)of vector field at every point #,x, Thus we have a collection of curves associated to field X filling M (or some part of M ) and such that through each point passes only one curve without intersection.

186

Lecture 6

We point out that any diffeomorphism notion leads to a derivative definition.

4, defines a mapping between opens of M .

This

I. LIE DERIVATIVE
Unlike Euclidean spaces, the manifold notion doesn't let us simply introduce the derivative notion. Indeed, how shall we compare, for example, vectors at various points and how shall we define the derivative of a vector field at a point? A first answer is supplied with the notion of orbits of a one-parameter group. 1.1

FIRST PRESENTATION OF LIE DERIVATIVE

1.1.1 Lie derivative of a function Let g be a differentiable function on M . The tangent vector, at point
xo to the orbit of diffeomorphisms ,

#, is

We recall that the derivative of (germ) g in X tangency direction, at x,, is the real d xog = -(g04,)(~0)/,=0 dt
In a chart, if the n x i ( t ) designate local coordinates of

4,x0 = x and

xi the ones of xo, then

we know that:

D

The Lie derivative o a function g with respect to X, at point xo, is the derivative of f g in the direction X :

~~~g= Xog= lim g(hx0 1- g(x0 ) r-o t
More precisely, we compare, at x, , the value g8(x0) g(#lxo)of g obtained at point q5,(x0) = with the value g(x,). Next we divide by the variation of parameter t and take the limit t + 0 . We go back to xo along the orbit!
D * The Lie derivative o a function g with respect to X is the function f
L,g: M

+R : X I +

L,g(x)

such that
L,g(x) = X , g ( x ) .

(see PR9 in lecture 2).

. that is the folIowing diagram is commutative (for any open U of M ) Proof: 0) The image of X under f (see lecture 3.) = dg(x) denoted in short form: &r . In exercise I .. . ~= Lxg. L. omitting the bracket: 187 In local coordinates. Lie Group In short. g= X I aig = aig &(x*a. (id The second assertion L. PRI The Lie operator L.N be a diffeomorphism.(f*h)= X ( f * h ) = d f X ( h )o f = f*L.83) is the vector field d X on N such that f m V h E C (N) : @'"X(h)= X ( f * h ) 0 f-' that implies L. we introduce the gradient of g denoted dg and such that: &a ( d g . the Lie derivative of g with respect to X is expressed by ~ .g = d g X Remark.. Lx be a differentiable Lie operator on C m(M). } Let f : M .Lie Derivative." (hlU) = (Lxh)IU is obvious because d(hlu)= (dh)lu. is (9 natural with respect to pull-back by that is the following diagram is commutative cm(~) LQI C ~ M ) I m Lx C (N) 7 (M) Cm (id natural with respect to restrictions. X be a vector field on M.h.

(db. passing through xo. Let Y be a vector field associated to a diffeomorphism point x.-' = 4-.2 Lie derivative of vector field Let 4. : M +M be diffeomorphisms.'~. = .Lecture 6 1. . . we define: D * The Lie derivative of vectorfield Y with respect to X. is 1 L. . at x. is dK1 Y#. be the tangent vector at Figure 43 We recall that the image of this last vector under the diffeomorphism 4. Let X be the (generating) field of tangent vectors to the orbit of a group of diffeornorphisms 4.1. if d4t-1~+. Y = lim .-) : T#.Y.xo M + Tk M "Going backwards " to no along an orbit and comparing the previous image with vector Y. and Y.Y. ) I=O t Important remark..% where d4.. = 4txo. v. then the Lie derivative is zero. Zero Lie derivative From the previous definition.

Lie Group This particular case is illustrated as follows: Figure 44 In a general way.x0) are the same.(#tx. Let us now introduce the important proposition that follows.(y. = ry. from the change of variable v = tu. Indeed. = #.xo. Let g : I x U + R be a function defined on I x U c R x M .Lie Derivative.) and x. It's the case if (see exercise 17 of lecture 3) the points x. there's no reason for such an equality apart from when the image of orbit (with tangent vector X ) passing through xo under ry. we deduce: and also Now let us prove the proposition. Prooj First let us point out the following remark.x) = laIg(tu. There is a function h : I x U + R of class C1such that: and The function h such that 1 h(t. PR2 * The Lie derivative of vector field Y with respect to X is the Lie bracket of X and Y . . is the orbit corresponding to X passing through v. x) du 0 fits the requirements.

g) 4.190 Lecture 6 The following comparison between vectors d#. (point x being not mentioned). ' ~ Y X g )= lim .Y(g) . x= ) at xg. The law [ ] implies the following properties (see lecture 3): . (solved 9).L. ] is a derivation on the algebra Cm (M) and LIx.' The previous remark bas shown there was a b c t i o n h(r. Exercise.x) = X g we deduce: L. Prove that [L. (see where h(0. we have: because 1im4~-' id. 1. = 150 From the directional derivative of a function Y ( g ) along X : and since h(0.Y(R) = X(Y(g)) . (Y .Y leads to L.YIg.x) such that (g O 4.Y(g) = lirn .(Y . )(x) = g(x) + t h(r.x) 4.( d + .Y)(g) t=o 1 t t=o 1 t -1 = lim . the last equality following from the definition of the directional derivation of g along X.43).x) = a ( g 0 4 t ) ( ~ .d+. namely: (d41Y)f g ) = Y(4t. by using the expression of L. .-' Y . Properties Remember that the vector space X ( M ) provided with the bracket of vector fields is a Lie algebra.yl= [L.Y ( X ( g ) )= [X.d4.L.d#tY)(g) t=o 6 1 [this will be used later] this last equality following from the definition of the image of vector field Y under lecture 3. Then. .

From this exercise.. Remark. Va.X+XgY ] that is the well-known derivation rule: equality showing that L . X ( M ) ) ( 1. at x.. g Y ] = . is a Lie bracket derivation. "Going backwards" to x. Anticornmutative property. we say: D The Lie deriv&ianve o f ( z ) tensorjkfd T with respect to X.3 Lie derivative of tensor fields and forms Similarly to the definition of the Lie derivative of a vector field. X= -gL. In lecture 3. we define: .*T#..1.Lie Derivative. exercise 7 has shown that Vg E C m ( M ) We will note the presence of the last term. is a derivation on (Cm M ) . V X .. The last equality proves L. .Y .Y E X ( M ): So the properties P2 and P3 show the algebra is a Lie algebra. ) ~. Z E X ( M ) . is !=O 1 LXu = lim ( ~ T t E ' T . at point xx. along the orbit associated to X and denoting 4. R-bilineariiy.T.b E R P2. Lie Group PI.[ g Y . V X . we deduce L x ( g Y ) = [ X . the pull-back of tensor T#. Before defining the Lie derivative of a differential form we give the definition of the Lie derivative of (:)tensor field.

flP+l(M) In other words.70 = . is f : We are going to use again this definition within the framework of completely antisymmetric tensors of type (1).w = L... Remark 2. at xo.4t*d~II=0 &dm. . b:w.dw. w = = dr dt dt (see PR8 of lecture 5 on the commutative property of d and . Proof: d d d d ~ =~d -4f*wI. Let w be a differential: form of degree p on M. The definition (6-5) leads again to the formula (6-1) in the context of real-valued functions: PR3 The operator d is natural with respect to L. that is the following diagram is commutative: aP(~)-bn*(~) d -1 P+I M ( . at point xo. D The Lie derivative o differeential f form w with respect to X. at point xo. -1 d ..is w Remark 1. V w E Q P ( M ): dL.192 Lecture 6 D The Lie derivdive o ( ) tensorjield T with respect to X. be the pull-back of p-form w+.d41*mII=0 .

h E Cm(U).Lie Derivative. q 2 0) D(T@S)=DT@S+ T@DS. then D6 = 0.q. the following Wi?IImore lemma can be proved (using local coordinates): L If for every open U c M . Let f : M -+ N be a diffeomorphism. : X(U) + X(U) are tensor derivations and natural with respect to restrictions. have been removed from D to simplify the writing. It must be mentioned the various indexes p.SM : VS (for every open U c M and p. VY G X ( M ): .'u designates the Kronecker delta. 0 f*. D A differential operator on the tensor algebra 7M is a set of mappings: D(U) : 7. E 7. Proof: First. (ii) D is natural with respect to restrictions. PR4 The Lie derivative is natural with respect to pull-back by f . Lie Group 193 Now. that is for opens U c V c M and VT E 7'V : (DT)(U= D(TIU) E cqu . the following diagram is commutative: 7.u (iii) If S E I. : Cm(U)+ Cm(U) and F. that is Vg. In other words.4U -+: (U) 7 such that: (i) D is a tensor derivation. that is linear and VT E TpqM. that is the following diagram is commutative: that is f*oLqx = L.vA7pJ DL JD rp'v77+7. we introduce the notion of a differential operator on the tensor algebra and then Lie derivative with respect to X ..VX E X(U). following operators E.. X be a vector field on M.

we define the operator where the restriction IW are not written. let us go back to the proposition.. we have the following equality: f 'I.S E T. Now. Considering in particular the Lie derivative L. ~ * T ) ( = (/*)-I w L. that the operator D coincides with the Lie derivative on C m ( W and X(W). first V T . (L. in place of E. on T N with respect to pull-back by f . DT is LgxT and the proposition is proved. ( f e T ) = f*L. Indeed. Y) I U = 7 then there is a unique differential operator D on 7M that coincides with E..(YIV (F. In conclusion. and F. Then we say: D 4 The Lie derivative with respect to X is the unique differential operator on 7 A denoted Lx. Given any open W c N. We must prove: V T E ~ : N : L .~~*TIW Finally: Ds=(f*)-'Lxf*6=(f*)-'Lxd=O. if we prove that D is a differential operator on 7 N .g@h+g@E.T.h E. such that Lx coincides with Lx previously defined on C W ( M ) and %(MI.. ) So.l ~ x)Iw f * = (f = ~ )-I = D(TJw). .(g@h)= E. we immediately know the Willmore's lemma is applicable.4N : Second: o ~ l w ( ( f * ) .. on %(W).Lecture 6 E. So. on Cm(W)and with F. from PRI of this lesson and f o PR15 in lecture 3 (written in "pull-back rm language).. ( g l u )= (EM g)(u F u ( g @ X ) = E u g @ X+ g @ F u X F. We know. then the Willmore's lemma will let us conclude there is a unique operator L.RT= f'T) .

Lie Group 1. Next... -@&" dxr a BdX" = ~ ' .+ of field T with the transported tensor 7.. I+ x can be considered as a change of point coordinates. D The transported tensor of a tensor To under 4. are x' = +:x. . . The transported tensor is (I. is a tensor of the same type as T such that: . ax. To at point #p.2.ax axr a. expressed in the "new" coordinate system.-ax. So a "new" coordinate system is defined such that the coordinate lines ate the images of coordinate lines of the initial system under 4.Lie Derivative. expressed in the "old" basis. x axk s ax axu since the respective lectures 2 and 4 teach us that a hJ a -. we compare the tensor Tp. the coordinates of the point x = +.-. To Example.2 ALTERNATIVE INTERPRETATION OF LIE DERIVATIVE 1. ax ax ax' a..*. is the tensor defined at point x such that its components are the ones of T.1 An alternative definition Let T be a tensor field on M. at point x = +lxo.x.' ax. k --@-drs r a ax:. It is denoted 7. Then. by using local The diffeomorphism defining the mapping such that x. To be the tensor of field at point xo Let us define the ''transpursed fensot" under a local g. In a local chart. the components of the transported tensor are: (( &)rm = 7 s -u ax. axi and hA=-drj. we say: D The Lie derivative of a tensorfield T with respect to X. Let us illustrate this notion by a tensor at x. at point x. ax" &A In the "new" basis. To)'.ansformation coordinates. #.

is . / On the one band. : On the one hand.' be the covector of field at xo. ax.2 Lie derivative of vector field Let Y be a vector field. Any point x in the neighborhood of xo admits an expansion about x. we take the limit as t -+ 0 . + ( . . = wOdr.--)) ~ t + . the Lie derivative of Y with respect to X.2. a To define the Lie derivative of Y with respect X.. the components of vector field Y. having divided by r .Y = [ X . is the vector such that We find again (see lecture 3) the following expression: 6b" L. - 1.' .be the vector of field at xo.. are: axi ax* We make the subtraction and. we introduce what foIIows. at x. at point x . is ( J ~ ~ ) ' = ~ q = q ( S .. the transported vector of Yo under 4 .under at x.3 Lie derivative of covector field Let w be a covector field w. at x . ax. the transported covector of o. Yo = Y.Lecture 6 1. Then.2. Y I= ( x / a 1 y i y J a j x i ) a ./ dxl On the other hand.

--t axt =T. having divided by t.) O t axJ ax do..( C T . J (6...( < a . ax-' + ..) st + .. ax. ax' On the other hand. - ax. In conclusion.. To = T: dx: 8 dx. On the one hand.. at x. ..-taxf + .4 Lie derivative of tensor field of types (:) Let T be a tensor field of type (i). ) .-+T. = (---XJ + W j . . the transported tensor of To is axkL axTr O (<To).. T ..).)(Sj'--t ax - . ... the components of covector.(a r x ax .) a ax.( < @ O ) i t=o = t axJ + &] .. dxi ) .OI.Lt + ..O +(-) O x. I a. at x.-)~ axJ ax1 ax. are: We make the subtraction w .= O ax' a ' x b a = T.t ..2..lo) 1." + . =q-q. we take the following limit: lim @'(x).x . .Lie Derivative.. ~ ) .-.O..( X L t x i . ax.= X / ~ . the Lie derivative of w with respect to X is the covector field such that ( L . $(x)=T. a' x ax and. ( x ) . . ( X ) . We make the subtraction aT. (6:q-g-t~ j -6. ) . =((.' be the tensor of field at xo. are axk aT.) ax: = T ' ( 6 . Lie Group On the other hand.'t .Tb 0 axi ax... the components of (i)tensor.x. O +.x: ax +T.

1.q. )..T)..T).. @ T 2 + T . The Lie derivative is said of "zero degree" that is L.ka..12) 1.2. : M : L x ( T .p p (6-i1) Given a tensor field of type (i) : and a vector field X. = x ka. ?.I ..TTh- axk ax' 10 axk dxj In conclusion.~ f l .. . + T~ aixk + (i) with respect X is the tensor qrajxr .6 Lie derivative of a tensor field of type (4. r X ~ ) b -qX k a k ~ i ~ -. ailxL . 0 T 2 ) = L x T . ka. . @ L x T 2 . .-~ i ~ *4 1 atxh .5 Lie derivative of tensors of type (:) and (:) Given a tensor field of type (i) .xc i q 62' (6.I.2.we immediately have: ( . = xkakq1 + T.) Given a tensor field T of type (4.T2E T .p + xk.198 Lecture 6 and take the following limit lim t=o ax t r ..T is a tensor of the same type as T and VT. we immediately have: w (L. the Lie derivative of tensor field T of t p ye field of type (i) such that: (L.-. we have: Remark.. . . + ql.. and a vector field X..

<. w = ~ o l l dx' i A .. ... X... ix+e(X X p .. . Lie Group 1. A drip Its Lie derivative is also completely antisymmetric and the expression of the Lie derivative of : a () tensor implies: To end this section.T. p be 2. t . The reader will check that the expression w ixw = ( P . E X ( M ): .. .hGa differential form of degree p on M ..) implies V o E R P ( M ) . )= m ( X . €3T. The expression (6-15) of the inner product is equivalent to . . + ir.... X p . A ~ x ~ P ! A in local coordinates. 8 L. . V y E Rq(M) : = L..2. ) . INNER PRODUCT AND LIE DERIVATIVE Let X be a vector field on M. . Xp-. 2. .Lie Derivative. we notice the antisymmetrization of Lx(q @T. ... : R P ( M ) + RP-'(M)w : t-+ iXw defined by the innerproduct i w of w and X such that VX..1 D DEFINITION AND PROPERTIES * The hner muItipIicatr*on of w by X is the linear mapping i. ... i p xkdrb .. dr' t. is actually the definition of o z ..<lp h .T..I ~ w k i 2 .7 Lie derivative of a pform Consider a p-form o= o..

Remark.. Vp E R (M) : i. He will next consider . .Lecture 6 the inner product of a function (O-form) and vector field being zero.w~p (-l)P~~ixp.lP P(ip+. &4 . must appear in and in the same manner w A i.x). = . ' X ~ A P i f 1 = O(I. ... for example. 1 ..p. q (iq Vw E R P (M)..imql . A . So the reader will write i (w A p ) . h i p v . d x i ( x ) = o i ~ ' 6 . + Proof: The linearity is obvious. that is: (0 ix 1s R-linear. we see that V X .Xi =(w..(w~p)=i. w is a differential form of degree 3 on a 4-dimensional manifold. Solved exercise. we have ~ . we find again (4-6)..=&.ip+q x i 2 &4 .. X. In another manner. PR5 The inner product is an antiderivation on the exterior algebra. ~ = ~ x) Moreover... In this particular case. He will immediately conclude that the equation (6-16) because the signs of the concerned terms are governed by the degree of w. tp )&iP+] x 'y . E X ( M ) : PR6 The inner product is nilpotent : Vw E R P (M) : i : ~ ix(ix&)= 0.. it is a r ( x ) = w . An easy proof of (ii) is obtained by using the formula (6-16).. .. alyiP+4 + . Check the equivalence of expressions (6-15) and (6-16) if.w(tI.. In the case of a l-form w. Ah i p hip+] . W = I ~ ( W .. & * ) = ~ ( .

.) .. .x W ( M ) 0. f e w = f *i. PR7 The inner product is natural with respect to diffeomorphisms.X drJ A drk i q W ..) = iXw(dfX I .ro. Pro05 It's obvious from the definition in the context of local coordinates. 'ifg E C 0 ( M ): ( i x + r = ixw + i. . .. V w E nP M ) ... We have: ixm = w(w. since (5-1 1) 2..X. then the following diagram is commutative: Q P ( N )A LIP(M) ix .l ) ~ * XI = o ( X . X = -f~ )m ( f*Xy . ) = f'ixw(X1. . igxw=gi.X f * o ( X ~ .Lie Derivative. Lie Group that is an operator of zero square.. Check this last property if w = i<j<k wrjl llx' A d' A r drk Answer.w= k i x w and iX iY o = .-.o . We must establish that V w E STP(N): if. k dri A&' x There are many other properties and the following are evident from the definition. l $ if. .... . Exercise. Xp-l E TM : lf. J hiA&' X + qt.2 FUNDAMENTAL THEOREM The following theorem shows a very helpful expression of the Lie derivative..w .Vk E R. df X P .(N)? 'I Proof. V X l. In other words: If f : M + N is a diffeomorphism between manifolds. ' .. ' X p .. . d f Xl .. dSXP-.i Y j x u . ~ i...

. . in local coordinates. Thus we have: dix (m A p ) + ixd(m A p ) = d i X w A p+ i . + i x d ) p .d = d(ixd + di. A d x i p .dr'J lemma 3 implies: . we have: Ixd = di. let us prove it for 1. .Now we prove the theorem. we have Vg E C m ( M:) ag Lxg = X' -ax' Lemma 3.202 Lecture 6 PR8 The Lie derivative of a differential form with respect to a vector field is a mapping such that: w ProoJ: V X E % ( M ) : L. . Consider Lemma 1. 1. d p = (di. Indeed.l X ) w= 0 . we introduce three lemmas (with simplified notation).dd = di.. are commutative.d)u A p + w A (di.od.First. = d i x + t x d . By considering W = q. d w ~ p+ w n d i x p + u ~ i . The operators d and I..d + i. that is: VW E Q P ( M ): (LX. A . -. Lemma 2.p. . that is: The left-hand member is written: The second and seventh terms are destroyed and also the third and sixth terms. coincide on C m ( M ) . (6-17) .) = dl. Vw E n P ( M ) . = d o i x + i. Indeed. The operators Lx and I. + i. p E flq(M): V The equality being true for L.

Thus we have: V W E RP(M) : (L.m= d i . Also we can easily prove that the following diagrams are commutative: Indeed. ~ ~ + i .Lie Derivative. )w(l.w+L. 1 = 0 lp and lemmas 1 and 2 imply (L.w.)w = 0 and so L. + =dd(i.w)+i. Remark 2. Remark 4. o i. .. Remark 3. = I x . The previous theorem lets us simplify calculus. Remark 1.w because LX+. L.do= L. Lie Group Lemma 2 implies: (Lx . + .)d = dixd = d(i. x )= x t d i g . = ix 0 Lx because Lxix = (ixd+ di.dw+i. . So. We immediately find again the definition of the Lie derivative of a hnction g : Lxg = ixdg = ( d g .1 . The fundamental theorem allows to prove readily that Lx+.w= L.. -Ix)&' =d(Lx . .)i.w + L. ) ~ ' = O .d + dix)= dL. we end this section by defining the notions of derivation and antiderivation.w+i. = ixdix = ix(dix+ ixd)= ixLx and Lx 0 d = d 0 Lx because Lxd = (ixd+ di.l. ~ Before starting on the very important Frobenius' theorem. .1.

J.w E n P ( M ) .S . Vx E S : X ( x ) . On the other hand. S be an mdimensional submanifold of M. The Lie derivation is of degree 0 because L. The properties of Lie brackets imply: Since the vector fields are commutative. E R ( M ): q D An algebra endomorphism is a derivation D if D is linear and if D(wnp)=Dwnp+ w ~ D p . The exterior differentiation is an antiderivation of degree +1 since dw E R ~ " ( M ) + The antiderivation ix is of degree -1 since zxoE W ' ( M ) .S . then Prooj First we show the following lemma : L Let The bracket of any two vector fields which are linear combinations of m commutative vector fields is a iinear combination of these m vector fields. . it is an antiderivation A if A ( w ~ p )Awnp = +(-l)P~~Ap. Examples. and gi being real-valued functions. PR9 Given any two vector fields on S. 3. be two Iinear combinations of m vector fields. X . V w E n P ( M ) p . Y ( x ) E T. such that [X(x).Lecture 6 We say. ] are zero. . then the brackets [ X . that proves the lemma. with the induced topology. FROBENIUS TmOREM Initially we establish a proposition of which the converse is the Frobenius' theorem (relative to vector fields). Now we prove the proposition. Y(x)l E T. Let M be an n-dimensional manifoid.

instance X. Especially. Generally speaking. .. by ( d r .. such that: where c are differentiable functions.Then the condition Vx E M : [ X . . through every point x. Thus. No leaf intersects with any other one. ProoJ We are going to establish the theorem by induction.X .E T. defined and . one submanifold S of M exists such that Vy E S : T.. PRlO Consider m ( l n) vector fields X.1 vector fields which are linear combinations of X j . = . for Let Vi be m . In fact. j E (1. ~ = )L K z= 0 ( Vi E { l. This family of submanifolds fills an open domain U of M and builds up a foliarion such that each submanifold is a leaf of the foliation.S = P(y). Now set out the following important Frobenius' theorem. We recall that such a basis (8. Leave the obvious case ( m = 1 ) with only one vector field X where each integral curve is a one-dimensional submanifold of the manifold M . we are going to prove the family of manifolds exists if the Lie brackets of rn linearly independent vector fields X j are linearly dependent on the fields. if all the m vector fields commute (zero Lie brackets!) then they evidently define a coordinate system and the requisite family of submanifolds follows.) which are commutative. Lie Group We first observe the basis vectors -. then the integral curves of the fields give rise to a : foliation of M . then the lemma implies any two vector fields tangent to S have a Lie bracket which is tangent to S. We choose one vector field in {X.) is called "coordinate basis. We have: d dz The case of dependent vector fields must not be considered since we would remove enough fields. at each point x E M .Lie Derivative....S commute: axJ a [-. the vectors X i ( x ) are linearly independent in TIM and generate a vector subspace P(x). in an open domain of M we consider m linearly independent1 vector fields X . on M such that.). there is a family of such submanifolds of dimensions which are at most rn.-I a a axJ axk = 0 . .m). . m-1)). " Since every vector field on S is a linear combination of vector fields (3. . ] ( x ) E P ( x ) is necessary and sufficient in order that.

. indeed we have: m-l Since all the previous Lvkare zero.. satisfying [Xm. . Y. we define vector fields &.m-l).m. Let us recall that we must prove the existence of a set {X.). Indeed.Y. Y. we transport the vector fields Y..= z = . b. = We are going to verify that each field Y.. . j E { 1. However. passing through S '. that in particular form a coordinate basis 1 (zero brackets!) on one submanifold S' and such that. we have: [ ~ . V .)=C ( L X m f & )+CfjLXJ. where all the fields commute and form a coordinate basis of an n-dimensional submanifold. On U. v .. . v.. = 0 . in U. we deduce: dz Therefore.Xm + j-1 where a. we have: [X.Lecture 6 m-1 ~ x ~ . . d. we have a family of (m-1)-dimensional submanifolds filling U .] 0 is a (unique) linear combination of only Vj. v . ] = 0. are linearly independent. y ] = x aand ~ [~ .1 vector fields on which all Lie brackets are linearly dependent generates an (n-1)-dimensional submanifold.. j-1 j=l m-l m-1 Permuting the indices j and k in the second sum and since the fields Vk. Thus. we obtain the following system of differentiable equations: . I = ~ C ..Y. .k E (1. . bo = d. ~. ..K) on U.m-1 }.. k=l m-l m-1 j-1 The induction supposes that any set of m. by means of the "Lie transport law": Lxm = [X.. The fields 6 are suitable for that.] = 0. . d . I E { I. . l = C c . we have dz Since the first members of previous equations are zero and L. ~ X . along every orbit relative to X Y. Y ..I= LXJC nt-1 j-l A.= 1 . are functions on domain U. Let us show that 1=1 determines a unique solution of [X. ~. c..

1 GENERALITIES D An exterior diflerentials s e of rank r on M is a system composed of r exterior ytm forms equaling zero.. given an open U of the differentiable manifold R~ and a mapping f : U -+R~ defined by z = z (x i) with i = 1. m). denoted I. EXTERIOR DIFFERENTIAL SYSTEMS 4.x2)E U : D The ideal of an exterior algebraQP(M) generated by {a'}. defined by z ~ = z ~ ( x ~ ..x) = 0 Let f : W +M be a differentiable mapping between manifolds. is the set of sums Cw' (€1) I defined for any p' E RP(M) . we can conclude because we have constructed rn fields X.. Note we must emphasize the "Lie transport law" safeguards the commutative property since: [Xm.Y. forming a coordinate basis for an m-dimensional submanifold.. x ~ ) = z ~ ( x ~ .r ] . and Y. x z ~ = 3 (1x .[Y. Lie Group 207 The initial conditions corresponding to the fields Y. 4.. . namely Vx E M..2 J J and j = 1.2 x ) z~ ~) z if b'(x1. Cbssical example. Therefore. V X E T : N f E {I.Yj31+[Yi~[Yj>XmlI = 0 + [Yj. . let us consider the exterior differential equation on R~: There is an integral surface. D A differentiable manifold W is called the integral manifold of an exterior differential system ( w' = 0 ) if the pull-back of each w' E QP(M) by f is zero: f *@I = 0 1 E { I . By refering to exercise 10 of lecture 5. .[Xm.2.Ytll where the last two terms are zero.Lie Derivative.on S' lead to a unique solution and thus the fields Yi are linear combinations of fields yi . wl(x.. The proof is so established. and thus [Y.I= 0..3.

.a:&i=o ( i = 1 .dxi=O If there is an integral manifold then it is two-dimensional because one restriction exists on the vectors.3 ) .208 Lecture 6 Note that every solution of an exterior differential system is a zero element of I and conversely. The closure of an exterior differential system { w' = 0 ) is the exterior differential system {wl=O.X i = O . Consider the r-dimensional subspace generated by the equations w' = 0 at any point of the n-dimensional manifold M. Vx E M.e.. (6. a=a.2 PFAFF SYSTEMS A N D FROBENIUS THEOREM More particularly. called a "generic point. namely a.18) We have.. ProoJ: It's obvious since d(f ' w ' ) = f *dwl = 0. Classic example. r ) .. the following system of linear equations: a l ( x ) = 0 ." the equations (6-18) define an (n-r)-dimensional vector subspace P. D Exterior differential systems are equivalent if they generate the same ideal (i. M . D PRl 1 An exterior differential system and its cIosure have the same integral manifold.2. At any such point.. of TM . 4. dmI = 0 ) ( / = I . r). we consider the oneform equation ( i = 1. consider an exterior differential system composed of r independent differential forms of degree 1 (sometimes called w a f l system)namely: al.. ( d l c l ).v) with (U. ..V)EUCR~ if . D An exterior differential system is closed if it is equivalent to its closure. have the same solutions). There is an integral manifold defined by xi = xf(u. V X E T . Given an open U of the differentiable manifold R~. also written a:Xt = O .

We remark that a = 5. V a ~ .. one (n-r)-dimensiona1 differentiable submanifold through one generic point x.y r ) is of rank r.we have: dP(X. If the exterior differential systems { af dx' = 0 } and { dy' = 0 } are equivalent. d a E I where I is the ideal generated by R.. = + YI) Thus we have (6-19) VX. the condition VX(x). Lie Group 209 Generally. given some differential form P of degree 1 and any two vector fields Xand Y. = So.n P wehave.Y) 0 . which is defined by equations vl(x>= y'(x0). dy' ' where the various Z are differentiable functions on U . r }. By using next integrability conditions.LYP(X) P([X.Y]E. Y ] )= 0. )= a(X) a(Y)= 0 X = and V[X. .Y) LxP(Y). Meaning of the Frobenius theorem The Frobenius theorem signifies that. Let X and Y be vector fields of a submanifold P and a E R being generated by {a'. The functions y1 are called first integrals of the exterior differential system.Va E R : da(X. We have: be a differential form of degree 1. then the r 1-forms a' and r 1-forms dy' define at each point x the same r-dimensional cotangent subspace Pi (M) of T=*(M). a ( [ X .(x) E P(x) [X. we will show that solutions exist in this example. Then the mapping M + R r : x t+ (y'. . D An exterior differential system { a' = a: h' = 0 ) of rank r is called completely integrable on an open U if there are r independent differentiable functions y' defined on U such that {a' = 0 j is equivalent to the exact differential system { dyl= 0 ).. Y : Y)(x) P(x) E is necessary and sufficient in order that one integral manifold through each generic point of M exists.YE P. given a vector subspace P(x).Lie Derivative..I = 1... PR24 of lecture 1 proves there is .. there is no solution x' = xl(u. (a. But generally speaking (see exercise 3).v) .

Thus the condition {I.... ' ... A ~0 ~ . r\arL' = 0 . A a" .2. (6-20) Proof: First we are going to prove that an exterior differential form 8 belongs to the ideal I generated by r independent 1-forms a in the neighborhood of a generic point ' The necessary condition is obvious..l E {I...a . .. . Indeed. C 4 <... .. Secondly. Classic example. . . Conversely. . a" A . r ..3. Proof: First we have: a' E a\&' = 0 i. . Since each da' is a hnction of any form a ( j= 1.. a = 0 is sufficient so that 8 E I . let us prove that 8 A a A .-. E This exterior differential equation is completely integrable on a neighborhood of x. implies that the functions ah. R~: . By refering to exercise 13 of lecture 5... . ..) consider the I-form 8= a..<I.. that is 0 E I ..i. PR13 Pfaff systems of ranks r or r-1 are necessarily integrable in the neighborhood of a generic point of an rdimensional space. namely the Pfaff differential system is completely integrable #I" the system is closed. we obtain a basis by adding a rth 1-form a'.) The integrability criterion follows from (6-21) where 6 is any da' (belonging to I ). we consider the following Pfaff equation in R ~ : a=u. is automatically fulfilled. .. r ] : d a ' ~ aA ..drl=O i = 1. the condition j da' ~ aA'.are zero if { i .. Integrability criterion PR12 An exterior system of r differential forms a of degree 1 is completely integrable j f l ' v l € { l ..I)..r} dri=o. the exterior system {a' = 0.. I = 1..210 Lecture 6 Therefore. if 8 belongs to the ideal I generated by ( a') then the previous identity is verified.r ) is closed and the Frobenius theorem means in the differential system language that there is a family of integral submanifolds (foliation)....r) = 0 ... ' ' r In a basis(a'. r-1 forms a' being independent..

(6-22) A field of differential forms w on M is invariant under #tgm(#tx> = #. ) . x 3 )= Y ( x . . Let us give an immediate necessary and sufficient condition to have an invariant field.Lie Derivative. ~ . INVARIANCE OF TENSOR FIELDS The Lie derivative expresses without difficulty the invariance of a tensor field under any transformation. x 2 . Let 5. there is only one integral manifold passing through each generic point x.M. ~ . We say: D A Pfaff system is completely integtable on a naanifold M if there is a covering of M by opens where the system is completely integrable. (6-24) We also say that T is invariant under a vector field X . 5. V T E f. VX E X(M) : w T invariant ~ f l L. ) by y ( x ' . Proof: The necessary condition is obvious from definitions of vector field invariance and Lie derivative. . first integrals do not exist globally on a manifold. .T = 0. It is often taken as a definition. if Vx E M : 4 x 1- (6-23) D A tensor field on a manifold is invariant under a om-parameter (local) group of diffeomorphisms if it is invariant under every diffeomorphism of the group. be a diffeomorphism on an n-dimensional manifold M DEFINITIONS D * A contravariant tensor field T on M is invariant under 4.1 4. if V x E M : d#tq = T(@tx). Lie Group In this case. PR14 A tensor field is invariant under a one-parameter (local) group of diffeomorphisms # its Lie derivative with respect to the generating field of the group is zero. defined (in a neighborhood of x. Generally speaking. I Briefly. Remark.

.p ( x . In particular. .>~n) . the sufficient condition can be proved because. . . ~ ~ + + = TI. are the orbits tangent to vector field X in U. Since the di ffeomorphism is such that & ( x ) = xi + t ( because X' = 1 ) +. .xk ~ . n ).. . 5.T.*p.!(x) = xi E R ( for i = 2. . Such local coordinates are called "adapted.ipai. for example.i*. the invariance of T is thus proved for every diffmorphism.2 INVARIANCE OF DIFFERENTIAL FORMS Let w be a differential form of degree p on M. Since #( 0 4$= q+t+. x" ) are constants in U.I '.T following lemma : T invariant]. we have for some tensor field of type (: ): 0= = a.....212 Lecture 6 =o 3 To prove the sufficient condition [L..n ) . = + T. . We say: D w A differentia1form w E R P(M) is invariant o vectorfield X or invariant under X f i f L. the index numeration being eventually modified. .Ip (~2. . ~ . . (6-24') PR16 The exterior product of two invariant forms is an invariant form.. the reader will verify the L In a neighborhood U of a point x.. we can say: PR15 Every vector field Y is invariant under a (local) one-parameter group of diffeomorphisms 4t (of generating field X ) fl LxY = 0.. k a ..) E R ( for i = 2.o=O.. we can choose local coorrllnates x i such that a vector field X. E M . Exercise... nonzero at x.. 2 then the components T. This lemma means that the curves such that: x' variable 1 x = c(. has components xk= q k . Prove the previous proposition from the Lie derivative definition (see exercise 17). .. " Now.

w+gi. Proof.w is closed iff d o is an invariant form. it is sometimes better to view a differential system composed of n-1 differentia1 equations.o = diSm Proof: We have + ifldw = d(gi. PR17 The exterior differential of an invariant form of vector field X is an invariant form.w = 0 and if L X p= 0 then Lx(w~p)=Lxw~p+~~L.Lie Derivative.w and i.dw are zero. Remark L f l w = d g ~ i x w gLxw.o=O.o=O and = dg~i~w+gdi. Now. We know that to vector field X on M correspond curves R + M : ~ H ~ ~ X : such that In local coordinates ( x i ) .m) + g i.p=O. L. Lie Group Proof: If L. that is L@w=O.dw thus L@o=O ixdw=O]. namely Vg E C m ( M :) and we say: D A differential form w is invariant under the vector field X associated to a differential system if it is invariant under every one-parameter (local) group of generator gX where g is a nonzero function on M. the curves are solutions of equations Instead of considering these equations. L. (6-25) PR18 A differential form o is invariant under the vector field X associated to a differential system zfl the respective inner products i. LXw=O s Lxd~=dL.dm a [i. let us introduce a definition of invariance of forms with regard to differential systems. + . Remark.

The knowledge of the generating field under which a tensor field is invariant is important in physics. i. the set of all such vector fields has a vector space structure. 5. Proof: If a field of tensors 7'' is invariant under any two vector fields X and Y. every field [ X . besides this geometrical surrounding. PR20 The set of vector fields under which the tensor fields of a set IT. invariant under rotations in some plane. T e angular momentum relative to the fixed axis (or projection of angular h momentum) is conserved.Ly]Tk=0 6. Y ]making up a Lie algebra answers the question.=[Lx.r1T.e. we will meet with the last case in Riemannian geometry by introducing the Killing vector.R). So. LIE GROUP AND ALGEBRA Only one restrictive presentation of Lie groups is given since. then PR18 implies that w is invariant.u = 0 and do = 0 = i. if i. Proof: The necessary condition is obvious because PR18 and dm = 0 imply i. we have: LxTk=LyTk=O (see exercise 8 relative to forms).dw. . Therefore. the Lie groups are developed in special courses. metric tensor and so on).m = 0 Conversely. The Lie groups and Lie algebra play an important role in physics as illustrated with the examples of the General Linear group GL(n. In addition. This theory founded by Sophus Lie was later developed by Elie Cartan.b E R) because we have: So. Let us introduce the Lie group notion which associates the notions of manifold and group.214 Lecture 6 PR19 A closed differential form w is invariant under the vector field X associated to a differential system Iff the inner product of w and X is zero. nowadays it is an important area of research. then the associated vector field is invariant under the group of rotations.3 LIE ALGEBRA The study of tensor field invariance is significant in mechanics (tensors being vectors as angular momentum. It's a particular illustration of the following general proposition: "The invariance under a group of transformations leads to a conservative law." This notion will be later dealt. is invariant under every linear combination uX + bY (a. functions as energy.the Special Orthogonal group SO(n).) are invariant shows a Lie algebra structure.then T. =\ 4x. the Special Unitary group SU(n) and so on. considering an axially symmetric system. for instance.

2 LIE ALGEBRA OF LIE GROUP Let e be the identity element of G.R. and likewise R.1 LIE GROUP DEFINITION D A Lie group G is a finite-dimensional manifold of class C" provided with a group structure for which the group operations . = L . Generally.+ G : ~ HL .. Lie Group 6.. = R.:GxG+G:(g. h = g h .. 6. D A lefi translation by g EG is a diffeomorphisrn defined by L.h -': G + G : g I 4 g-' are of class C" . . The dot wit1 be omitted. + h g ). 0 L.. .' = Rg-.G+TgG and so define invariant vector fields on G.h=hg. Any neighborhood of e is mapped by a left translation Lg onto a neighborhood of ge = g . = Lg. From L. We can introduce the differential mapping dL. A right translation by g E G is a diffeomorphism defined by $:G+G:hr-. : G .h)~g.Lie Derivative. Remark 3. :T. and Rg are diffeomorphisms such that Lg o R. . . Remark 1. o L. we deduce . the group G is not commutative ( g h Remark 2. Both L.

X. right)- invariant vector field. and dL.. Indeed.Yl(e) = [dL.dLhX(e) = dL.Y] From dLgX ( e ) = X ( g) we deduce: = [dL.G: X I+ X ( e ) fi : KG + %(GI : 4 H ( g I+ satisfy XJg) = dL. = ~ d l . Pro@ This proposition is obvious because (6-26) implies that the sum of any two invariant vector fields and the product of some invariant vector field by a real are also invariant vector fields. which means the bracket of any two fields X and Y is left-invariant (resp. ~ and h0f. dL.Y (e) = Y(g).X.YI(g).. right)-invariant vector fields on an n-dimensional Lie group G form an n-dimensional vector space. for right-invariant)..G and gL(G) has n dimensions. Proof: We use (3-4): dS[X. . In addition. : %.h) .X(h) = X(R.[X.G are isomorphic vector spaces: the mappings J.(G) + T.. PR22 The bracket of any two left (resp. that is here: dL. PR21 The left (resp.X(h)= X ( g h ) .=idlzL. the set gL(G)of left-invariant vector fields on G and T. Only one left-invariant vector field corresponds to any vector of T. right)-invariant vector fields is a left (resp.YI = [dfX.YI(e) = CX.[X. .dfYI where f is a diffeomorphism.dl. In the same manner.X(h).dL.Y].216 Lecture 6 D A vector field X is leftt-invatiant if Vg E G : It is equivalent to express V h E G : dL.5(e) 1 A of. we define a right-invariant vector field by dR. the implication (6-26') a (6-26) is obvious and the converse follows from the equalities: X(gh) = d & ( e ) = d(Lg o Lh)X(e)= dL.

... (G) of left-invariant vector fields is provided with a structure of real vector space and with a composition law having the bilinear and anticommutative properties of vector field brackets on G and verifying the Jacobi identity.c.c.. = o .G is the Lie algebra of G by defining a Lie bracket as foliows: that is also (e) Constants of structure Let ( X i) ( i = 1. This set has a Lie algebra structure and we say: D The Lie algebra o Liegroup G is the Lie algebra of left-invariant vector fields. so the vector space T. From the Jacobi identity.3 INVARIANT DIFFERENTIAL FORMS ON G A differential form w on a Lie group G is lefl-invariant if Yg E G : D . where the reals c. +c. We must emphasize the local character of structure constants which generally do not globally determine G.c. is a Lie group G determined from its Lie algebra? The following can be proved: Given constants verifling the two previous equalities.Lie Derivative. 6.l are called constants ofstmcfure of G which completely characterize the Lie algebra L(G). the reds c i are transformed as components of a tensor of type (i ) owing to the bracket biiinearity and the antisymmetric property: c i . n) be a basis of the Lie algebra L(G) .. f L(G) It is denoted . Property I. the set X. there is only one simply-connected Lie group having these constants of structure. we immediately remark that c. Under a change of basis. Each Lie algebra of a Lie group has a unique tensor of structure. +c. If two Lie algebra are isomorphic (namely there is a vector space isomorphism in accordance with the bracket). we have: X. Since any bracket [X.G (isomorphism!). Remark. then their constants of structure are the same by choosing good bases. is an element of vector space L(G). The Lie algebra structure of XL(G) can be transferred to T. . = -ci ~k C' Property 2. Lie Group 217 In conclusion. Conversely..

t) = t + f( 8 ) =s+t since s = p(s.. is that implies p(s. Structure equations of Maurer-Cartan Let (Xi) ( z = I. Remark. So.]) = cJkai(x. namely L:(dt) = dt .t of points of respective coordinates s and t [ with p(s.. . 6.) = 6.O) = s and p(0. . we have in this particular case V j .) cJk = and thus we have obtained the equations of Maurer-Cartan: which let us know the structure of the Lie algebra of G from differential forms of degree 1. The product p(s.x. the group operation is the addition and G is commutative. If w is a lefi-invariant differential form on G.. t) = s. . x k )= ~'([x.O) = f (s) .Lido = d q o = d o . From (6-1 9). The left invariance condition of the one-form dt .. : r Hp(s. . Let dt be a left-invariant form where t is a parameter such that t = 0 is the identity e on G.t) = t ] defines the following transfornation of G : L..n): d a i ( x . D A one-pamme&r subgroup of G is a ( C" ) differentiable homomorphism of the (additive) group R into G . Let us consider the (dual) basis ( ' of left-invariant differential forms of degree 1 such that a) al(X.. then it's the same for d o because we have Vg E G : .4 ONE-PARAMETER SUBGROUP OF A LEE GROW Let G be a Lie group.n) be a basis of the Lie algebra L(G).Lecture 6 The lea-invariance of o is simply denoted 'dg E G : o=Lio. t ) . The preceding can be said for tight-invariant forms. Simple example..k E { 1.

The equality (6-31) means the curve t I+ g(t) is an orbit of a left-invariant vector field with tangent vector X(e) at point e. we have g(s + t) = g(s)g(t) g(0) = e . we must prove that a (unique) one-parameter subgroup of G corresponds to any tangent vector X(e) of G. the curves t k-3 € s ) ( ! g(t) and t H g(s +t) verify the same differential equation and the initial condition g(s)g(O) = g(s) = g(s + 0).)~(S) d If s=O.nameIy g(O)=e and then dL. PR23 The one-parameter subgroups of G are the integral curves (or orbits) of left-invariant vector fields on G passing through e ( at t = 0 ). . to the curve defined by g. = i d . There is a unique solution g(t) (It( < E ) such that g(0) = e and that is a one-parameter subgroup of G. where X (e) = dg(s) ds 1- . h '= ( p'(g'. Conversely. we are going to prove that a one-parameter subgroup G defines an orbit of a left.invariant vector field passing through e.)g(t)= L#(. By denoting and if [s) L. Lie Group Thus. : ( h i )H ( ~ ..Lie Derivative. Remember the equations -g(t) = X(g(t)) and (6-26'). . In other words.hr) ) ) denotes the matrix defining dLg (see also exercise 181 then the equation (6-31) is written in local coordinates: where the various ht = 0 and X r are respectiveIy the coordinates of e and X(e) . Proof: First. This subgroup is evidently abelian. dt The equality (6-30) is written: + t ) = Lg(. at e. X(e) being the tangent vector at point e.is the tangent vector.

C" ) homomorphism is a one-parameter subgroup of G . is . D The exponentz'ai mapping ofthe Lie algebra of G into G is exp. exists for any real f (the flow is complete). (t) = exp(rX) is called exponential mappinggenerated by the vector fierdx: This mapping has the property of a one-parameter subgroup of G : Therefore. D The mapping g.(l) =expX. Example 1. the tangent vector -(g(s)g(t)) to the curve t I+ g(s)g(t) is the image of the dt tangent vector to the curve t H g(t) under the diffeomorphism Lg(. The exponential mapping exp : Rn+ Rn is the identity.G + G : X H g. : T. . In conclusion. the Lie algebra of Lie group R" is the vector space ToR" = R" provided with zero bracket. The vector space R" which is a manifold and a group under vector addition is the most obvious example of Lie group.. that that is also There is a one-to-one correspondence between the one-parameter subgroups of G and the elements of the Lie algebra of G : to each vector of T. (t) : x H exp(tX)x . This smooth (i.the integral curve of X passing through e at t = 0 is This mapping g.G is associated a unique one-parameter subgroup (curve through e ).e. The left-invariant vector fields are parallel to these lines and these commutative fields have zero brackets. The one-parameter subgroups are the straight lines through the origin. Exponential mapping We define a diffeomorphism of G onto itself as follows. for every X E KG. The points on an integral curve of a left-invariant vector field X (trough el at t = 0 ) are defined by g.220 Lecture 6 d Indeed.

l(I) . Since R"' is identical to the tangent space at any of its points.BI = [XA. the left-invariant vector fields on GL(n. R) + GL(n.R) + GL(n. ~ "+ G L ( ~ .a.! .Lie Derivative. R) There is an open subset of R*'.R) as follows.R n ) .0. R) is a group with the multiplication law of class C m : GL(n. For every A E L(Rn. identified with the open submanifold of Atn2 Let A = ( 0 : ) be some element of GL(n. GL(n. with det(a/) + 0 . Lie Group 22 1 Example 2.R) is provided with a differentiable manifold structure. the tangent space at identity point e of GL(n. the coordinates are defined by the n 2 reals xi' = b: . A neighborhood of A is composed of matrices 3 = ( b / ) such that b. In this neighborhood. R) x GL(n.R n ) that is an integral curve of left-invariant vector field passing through e (at t = 0) and represented by the matrix ( t )=( Since g~ (f + At) = g (f ) g~ (At) A 7 ) with A= [y) 0 we easily obtain: g. is a one-parameter subgroup with gA(0)= I . B) I+ AB where AB = ( a / bi ). so G is a Lie group. A" .R) + L(Rn. If the space of ( n x n) real matrices is identified with R"' . The exponential mapping is exp: L ( R n . < 6 1 1 where the real E is chosen mall enough so that det(b.R) : A H A-' is of class C" . ( I ) = ~ ) n=O n! Finally. R) .!)t 0 . GL(n. then the general linear group is defined by a nonzero determinant. Besides. Here. R) : (A. The group of ( n x n ) real nonsingular matrices is called general linear group and denoted GL(n. R) are defined by X. GL(n. (t) = exp(tA). R ) :A H ~ . so. we find the Lie algebra of GL(n. Consider a one-parameter subgroup generated by any matrix A E L(R n . : GL(n.R) is naturally identified with Rn2: any tangent vector is a (n x n)reaI matrix. the Lie bracket is defined by IA. Rn): Y H YA .. X.

.l(e~) = Idhe5.l)(e) = [dh.. we have: cg. .I(e.R n ) is the Lie algebra of GL(n. ( [ X gX. ( t )C-' . V1= dh.BA and the Lie bracket of any two left-invariant vector fields at e is the usual commutator of the two matrices "generating" the fields. : L(G) + L ( H ) is a Lie algebra homomorphism.X.dh.-.~ .' = C exp A C-' . .Xc.C). R).( ( l + t A + .( l + r B + .dh&. at point e we obtain: [A. ) PR24 If h : G + H Proof We have 'd 4 is a C" homomorphism of Lie group G into Lie group H . c-~ or ~ x ~ ( c A c . we immediately have: = lim . given C E GL(n. ) ( l + f A + ~ ~ ~ ) ) t=0 1 t2 So. L(R n .x~. R). then Mexp.~ .222 Lecture 6 If we consider the one-parameter subgroups or integral curves of left-invariant vector fields g. and if we refer to the exercise 17 of lecture 3 giving an interpretation of Lie bracket with the help of diffeomorphisms. ProoJ: The mapping V{ E L(G) 5)= exp. We remark that. (dh.rll ( homomorphism!) PR25 If h : G + H is a C" homomorphism of Lie groups. ' = Ex4i. the Lie bracket being the matrix commutator. R) . B] = AB . then dh. we see that gm-I = C g . E~T.R): t I-+ g. ~ ~ ) . C is an integral curve of vector field Xu. the mapping C g C-' : R + GL(n.) ( 1 + ! B + .. The left-invariant vector field generated by this commutator belongs to the Lie algebra of GL(n.(O)C-' = I and In addition. passing through I Indeed. and g.G : dhe[5.

L. That implies: h(exp. trl. g(t)l . (exp5 = g exp5 g-' Remark 2. Lie Group is a one-parameter subgroup of H . Besides such a type of representation there is the adjoint representation that we are going to introduce.Lie Derivative.(hl) = I.I). First let us consider the inner automorphism of G associated with g E G . let h and 1 be any two points of this integral curve of X passing through e at t = 0 .(exp(tX)) = exp(t Ad.)(e). the matrix group GI. 5) = g(l) = exP. that are h'= g h g .). define another curve passing through e such that the tangent vector field is ~d 8 x (this follows from I. each I .1 E G : In particular.C = . I'= gig-' and e = geg-l. into e.G : E G is the mapping TeG -+ TeG Remark 1. X). and g(t)= exp. = d(Rg-. Thus. Thus we denote I. ~ The adjoint transformation For example. This section relating to Lie groups and Lie algebras has left the door half-opened to a fundamental domain of theoretical physics. of the previous points.l . E T. 5 = 1. = (dl. So.(n. V = e x P (dhe5). PR25 lets write tlg E G. .5) = exp((d1. ) . Considering a one-parameter subgroup of G defined by t t-. The respective images under I.=o = v i . the identity e is mapped by any I.h ]. that is This mapping of G into itself is Cmand is a homomorphism because Vh. exp(tX). induces a mapping of TeG into itself and we say: D The adjoint tranrformation associated with g defined by Ad. we have d dh. V { exP(Ad.R) has been considered through a faithful representation as a matrix transformation of n-dimensional vector space (a representation is termed faithful if it is one-to-one).

= Xg..=. X ) = L. g x i df The 1-form dg is called the gradient of g. )= a j g d * j ( x t a i )= a j g x t d : = a . Exercise 3.+ w . . = dx'+ U .g Vg ) Answer. ~. Answer. Let us consider the diffeomorphisrn :(XI . ~ ~ ) d x ' . $3) implies: and the Lie derivative definition is written: (since 4. Given some differential form j of degree 1 and any two vector fields X and Y .A') L. Exercise 2.dg .i d*i- a t L. 4.D. We have P V )... : dr' Answer. EXERCISES Exercise 1.Lecture 6 7. (0. ax 11-0 &I dt dxj l Let us note this result is obvious because from the definition of the Lie derivative of a function we immediately have: -dad --d ax.. From the Lie derivative definition.xi drl = ( x k d . L. We have: ( d g .xi&'.&' = d x J a j x r d ~ J 6 .w in the particular case of a one-form o. Verify that V X 'X E+(M). = = Therefore..Y )= L. xn)l+ (4.Y1).. The important rule of pull-back (see lecture 5. E C m ( M : (dg. find again the expression (6-14') of L..&' = x l a j w tA' + mia. -.. a .). = xi ) d4.dxl= aJ. prove the following equality: d P ( X . the announced formula immediately follows: L.Lu A X ) + P ( [ X . x )= d g ( x t a .&'=-&J. . . w .

( d J ~ ' ) d x J d' =(xk akml-t. x ) di. Consider w=w.&' A & ' = + ~ .&.do = ( d j w l ) X dxi -(i3.w=w.djxh)dxi ~ A &j = &m.w. &J dkj where RJ = W. + i. + a j w h . Check the fundamental theorem in the case of a 1-form.dix )ol= & ( x ~ L $ . X + q..w = (d j w. .xh On the other hand. J Thus. = m M x h = n.)xJ x + w . dxJ A dxi i.+a. we have: (di.)Xi d r j . Exercise 5. On the one hand.. Answer.w. we have: i. Consider a=@. we have: d o = f (aha. Answer.d -t. Thus we have: (i.)X i dxJ + w ... we have: !. On the other.x")dxj =Lxw. Check the fundamental theorem in the case of a 2-form..a.w.Lie Derivative. we have: dm = a.rup+djo. + O @ . Lie Group and thus Exercise 4. a.d@ = (ajw. ( d j ~ ' ) d x J .)Xh&t~drJ.X1 = ( w . & ' A d r ' On the one hand. ~ . ) h h + A&' A& ixdo=$(dhw. a l @ .

. X k d x t . .) We have: . q. check the following equalities: Answer.xk) A ..i Y L X g 0 = = and i[x.+xkaipm.. . .ip-l + uk..ulg= 0 .ob*.ip @+I)! -a. A & ~ P ... (ir... .a... ..A.. Consider t = --itDil . -a. we have: d o = --L(akrul.+..rY]g L X i Y g ..w=a. On the other hand.ai*xk 3. .-aj u .@. On the one hand. we have: Exercise 7.m : =S(xka.w .. ~ (p-I)! Y .)drk .. Check the fundamental theorem in the case of ap-form..dXi~ Because the last p terms of iXdoare opposed to first p terms of di. we have: i. Answer.. we have the following expressions of di. A d i p .. .Lecture 6 Exercise 6 .. i. . A hh .-..mk .JP Therefore. Y and a function g..p+Oh a. ~ + 2.xk+ xka. A & ' P . Given two vector fields X. following from exercise 12 of lecture 5.2... A h A ip )xkdthA .% 3 1 P A . k l i.. (i) We have: [Lx..*a?..dw = $(akw... +.. . .a.. .

dh) = XgYh+gi. if we assume the formula is verified for my exterior form of some degree less than or equal to p-1. g)Yh + gLx (Yh) = Xg Yh + g X(Yh) and iyLx ( g d h ) = i.iy ]dg = Lx (Yg) ..r~ Thus. If w E IZP(M).1. d(i.ula = ELx . We have: il.ir la l [ ~ B=CLx. dg) = X(Yg>. From Lx iy( g dh) = Lx( g Yh) = ( L .. Lie Group but thus [L..di. .dh = XgYh + g i r d ( % ) = x g Yh + g Y ( X h ) . Y ] h= i. we deduce: L.Y + ixd)dg = X(Yg). we have: $r.]dh = gL[X.gdh.Y ( X g )= LIx. We will proceed by induction in order to demonstrate that First. Ylh. Now.iyLx(gdh)= g X ( Y h ) .iyd(Xg)= X(Yg) . . are less than or e q d to So.i.. then we are going to prove it is true for exterior forms of degree p.i.ir ( d ix = i[*. this equality is checked on some 1 -form g dh .Jlg - Exercise 8..iylB.h= g [ X . ( (Lxg ) dh + g Lxdh) = iy( X g dh + g L.g Y ( X h ) = g [ X .(gdh). we have: ...Y.Ylgdh = g i[. prove that Answer.Lie Derivative. given a p-form o = a A p such that the degrees of a and p.

LYlg+gC~x. (19 Answer.w -i.Lxw = [ L x . ] w + [ L . .Lrlf. L y ] w . If X and Y are vector fields on M.gL.g L . We have: .15) and (6. L x f .]w. The second assertion is immediate because V f ECm(M) (ii) We successively have V o E RP M ) : ( Lix.f) = fLxLyg+L. we write ( Wf.q@ ikx.f +gLxLyf +Lyf Lxg ..iyldm = dI.16) in the case of a differential form of degree 3 in Md. o . P 4.rl@ = di[x.i y L x d w = L.i.] is a derivation on the algebra C" (M) and V w E h ( M ) : L .228 Lecture 6 Exercise 9..Lr = [L.irw-di. r l=~[ L X .g+gL.dLxw = L x L . ...L x f Lyg =f[~x.. .rlda + = dCL.L.f L . Verify the equivalence of expressions (6.dw-di. . X .w+L.L x g L r f . L. Answer. Exercise 10. L x g . (9 If we remember that Lx : Cm M ) + C m ( M ) is a derivation on C" ( M ).g E Cm(M): rLx S Y I(fg)= Lx L y ( f g ) . L. i .di.Ly Lx (fg) L =Lx(fLYg+gLYf)-LY(fL. prove that: ( [L.L.Lxo+ L x i y d w .

.@ ax by using the linear mapping . o)... x2a6 x3a. If o = drl A . . We immediately have: ixwX ' ~ X ~ A .xj)o J = (div. A dxn. Find again the expression of the divergence of X in spherical coordinates. X if g = g a!!' A . give the expression id. d If w designates the volume 3-form of R band if X = X i .Lie Derivative...drn designates the (canonical) volume n-form on R" and if X is a differentiable vector field on R" : fiq (zii) Calculate d(i. =( Ei3. ('I&! Wehave: div. A C L-X " d x 1A x2 ~ AX. A & " . ..is a differentiable vector i field on R 3. Calculate div.is written + Exercise 12. ( +. ~ Answer. .X)m.X = -dj(gXj) g (iii) 1 ( summation on j). Since we have in local coordinates x' = r. x2 = 8. x3 = 4 : d u ~ d y ~ & = r ~ sd n 8 d B ~ d 4 i r~ then the divergence of a vector field X = ~ ' d+. Lie Group Exercise 11.

.~') A d x 2 . under a change of coordinates. Given an invariable mass rn. ~ d = " x p'dx" A. A + dw' On the other hand: and thus In conclusion.A&" = pdet ' )- A . the transported tensor of po is the density p.x2. In R 3 .A&'".xl alx3)a.8. calculate the Lie derivative of density p defined by dm= p d x l ~ .rlx = ( a . the types of variance are indistinguishable. (a1xZ.-I(a.d. expressed in the "new" coordinate system: but . A din= Anrn . the density at point x is: On the other hand. we have established that Exercise 13. We have: ~ d x A. as we will later see.( a 3 x 1. Answer..230 Lecture 6 Answer.x2)dr2A dr3 .. x 3 . . we have: Let us calculate the Lie derivative On the one hand. . + -a and thus z. and we have on the one hand: curIX = ( d 2 x 3 d 3 x 2 ) d .a I x 3 ) d r 1 k3 (d. So. ~ ' ) d ..

then we obtain ( L a Y ) ' =a. In the formula (6-13).x">.yi. namely: . Lie Group thus and ax' 0 dxl 210 t .(a. Answer.~'"" . calculate L. . consider the Lie derivative of a tensor field T with d respect to vector field --r.Give . 1-?lot ax ax2 The only interesting terms are the ones of power I of t : Thus we successively have: <Po = Po -~. Find ( L ~ ~ T ) " jq . then we have: ( L . (dp A dq) with the help of the fundamental theorem and by taking into account of canonical equations. if we replace X*with 8: for any k..~ j d . In R ~given a curve defined by equations p = p(t). ~ ' ) d .the result in the particular case of a "'~~. if d takes the place of X in [ ' LxY = (x-'djyi .. ax vector field Y.. Choosing a local coordinate system.q = q(t) and a vector field . t Lx P = (diplo X i + p0(dkxk10 ( summation on k ) Exercise 14. T ) ~ " =a. 7 ax' Exercise 15. ~'~~~ ~ More particularly. ~ .Lie Derivative.

. if L. let us prove the sufficient condition.f"w (ii) fa : R P ( N ) +Q P ( M ) w H f *w. In conclusion.w=Lxf*w. f 'w i + i.+ the diffeomorphism is constant for every r. Y = 0.Lecture 6 Answer. Answer. (dp A dq) = d i p-+q- . prove that any vector field Y is invariant under the (local) one-parameter group of diffeomorphisms 4.w+~*iQ~d~ = d. Yp-..Y = 0. We successively have VY. The necessary condition being obvious. the image d+-'~#. $4 where we have established that that is The third equality follows from the writing of the Lie derivative definition. . : f*L8. (of generator X ) t f l L. under The vector field is invariant.a'o=df*i~.w)=i. Answer. We have tft E R: The first equality follows from the lecture 3. Exercise 17.f*dw ( because fi) ) = L xf*w. aP * A dq) Exercise 16.. From the Lie derivative definition. We have: L. (dp . .w=f*dimw+f*i.. . (dp A dq) = di. E X ( M ) : {ii) f*L4.. Consider a differentiable mapping of A into N and 4 Prove the following equalities V X E X(M) : (i) f*(i@.

Conversely. We choose the functions g J such that. dh' The differential dLgis defined by its m d x forms a' are invariant. Prove that a Lie group G is locally isomorphic to R" r f l its structure constants are zero. is expressed by -dhr = dh'.h1)= (p'(gJ(g). then there is a diffeomorphisrn between .h') where the various p' are the coorhnates of the product of elements of which the coordinates = are g-' and h r . let us consider some left-invariant differential form a of degree 1. The ' constants of structure being zero. by hypothesis. if G is locally isomorphic to R".0) = f Y g j ) ( coordinates of the product g.h') hi.h (E G) are g' + h i . then the diffeomorphism L. such that the local coordinates of L. the differential of L. we have gi(e) = 0 . Therefore. .Lie Derivative. . = gi Finally.h.e ).) since.) and any bracket of such fields is zero. with pi(g-'. the + f '(g'). api The invariance of l-forms under the left-translation L. Lie Group Exercise 18. Therefore. we have: p'(gJ. h HL. Answer. for the identity element e of G. neighborhood of e E G and neighborhood of the origin of Rn L. from d a i = 0 we deduce there is locally a differentiable function g' such that a' = dg'. If such n independent functions g' are chosen as local coordinates. First.h = g. is defined by the matrix and thus. we have pi = h' + gi and G is locally isomorphic to Rn.O) = gi and ~7'(O. a basis of the left-invariant vector field space is (8. is expressed by L. h') = h' ($1 that is (6. : (h') H (L. locally. Then pi(g'.

.

Next.dxfl.. U be a chart domain of M.1 INTEGRATION DEFINITION 1. We choose a Iocal coordinate system which is compatible with the orientation of M.n(~) A .1 n-form being zero outside a compact Let M be an oriented n-manifold. zero outside the compact. ..... . n-FORM INTEGRATION ON n-MANIFOLD 1. the function a. ... zero outside a compact included in U.&. w be a differential form of degree n on M.1..J-:a1. COHOMOLOGY AND INTEGRAL INVARIANTS In this lecture. in particular if it is continuous. on R": jMru.E w ( x ) &'. (71) This integral exists if the function w.. is locally integrable." &I.... the important Stokesytheorem will be expounded and finally the cohomology theory will be set out briefly as well as the integral invariants... we have: D The integral of w on M is the Riemann multiple integral of the function w.LECTURE 7 INTEGRATION OF FORMS STOKES' THEOREM. we are going to define the integral of an n-form on an n-manifold.... 1. A & " di' We denote: = o= C-. being 1w = rm.. .

g. are nonzero on U. We have Vx E M : 1 g. if ( g ) 3 is another partition of unity subordinate to another covering { U. The above definition is independent of the partition of unity (with positively oriented charts).By compactness of supp w .236 Lecture 7 Remark 1. (g. D The integral of w on M is for any partition of unity. w be a differentiable form of degree n on M. (x) = 1 . f and we view the chart change p.g. there is a neighborhood U such that a finite number of g. The definition (7-1) is obviously well-founded because it is independent of the chart choice.1. 1. is CZ(X M I W(X) 0 .p. Indeed. The sum has only a finite number of nonzero terms. (x)ar(x) = e ( x ) . we consider supp w c U.. Thus we have: (since xgl = I ) J .) be a partition of unity. E +) Remark 2. given two any charts (Uf g ~). . For any x E M . } of M.2 Differential form of degree n on M Let M be an oriented n-manifold. l Indeed. there is a finite number of such neighborhoods which cover suppu. . and (U. then the functions g. 0 q.' The formula of change of variables in the case of Riemann multiple integrals is: The equality lets us conclude the definition is not dependent of local coordinates provided that the chart change safeguards the orientation (that is positive Jacobian). j)) and g. Remark 2.:' that is the change of local coordinates x' t 2. Thus there is only a finite number of nonzero gion the union of these covering opens U.g. Remark 1. . are such that Vx E M : g.(x) = 0 (except for a finite number of (i. where suppcl. U. We say w has compact support if suppo is compact in M. ).

From the definition. Second.53) that if a = o n ( y j ) d y l~ . D The integral of a form o of degree n on a subset S of M is (if existence) the integral of 40. we specify that supp f'w = fl(suppw ) is compact. then we have: 1.. we are going to define the integral of a differential form of degree n on a subset of M.#.pi) of an atlas of M is a chart (f(U. we immediately have: {g the linearity.0 f-') an atlas of N.Integration of Forms Now. M the additivity with respect to integration domains. then: Proof: First. we recall that the image under f of a chart (Ui. in a chart domain. the definition of the integral of a form. . that is: Vk. and S.). are two complementary subsets of S with respective characteristic fhnctions 4.. . ~ d y ~ is an n-form on N.2 PULL-BACK OF A FORM AND INTEGRAL EVALUATION Let M and N be oriented n-manifolds. that is: if S. PRI I f f is an orientation preserving diffeomorphism of M onto N and if w E Rn(N)has compact support. then its pull-back (in M) is . of Remember (see lecture 5. where 4 is the characteristic function of S that is VIES: 9 5 ( ~ ) = 1 VX E s : #(x) = 0. Next. ~ E ~ ~ jM M ) : ( I kru= k] M @+P=L&+~~P 0..ksR: (ii) \ I O . namely and the introduction of a partition of unity lead to the proof We summarize this proposition by the following diagram: . and 4).

we can: subdivide a manifold into a sum of sets such that each of them is included in a chart domain (except for sets of measure zero). S' being provided with induced orientation (B.$) of R ~we have: .sin 8 sin# d#) A (cos 8 sin # dB + sin 8 cos# d#) f *w = P(cos6 sin# dB + sin0 cos# d#) A (-sin @)dB Therefore.sine sin# d#) + R(cos B cos# do . So. 0 < # < 2 z .Lecture 7 D A subset S of M is of m e w r e zero if S is the countable union of sets Si such that each Si is included in a local chart ( U . q i )and every q . s2is defined by x' = sin@cos# x2 = sin 0 sin # x 3 = coso with 0 < 8 < 1 r . . Standard example. ( S . introduce a diffeomorphism between M and a set of Rn (except for a set of measure zero). is integrable ~ f lthe set of discontinuity points of o is of measure zero. This is justified from the definition of the integral and from Riemann integral properties - In practice. Answer. Integrate a differential form of degree 2 on the sphere s2. having compact support. A subset E of R nis of measure zero if there is a mumable sequence of closed intervals P( such that: . the pull-back of a form on is (in R ) : ' s2: ~=P&~A~X~+Q&~A&'+R&'A&~ + Q(-sin8)dB A (cos8 cos# dB . ) is of measure zero in R".' PR2 Proof A differential form o of degree n.

D Figure D D The support of the chain element c. opposite) if. To opposite orientations of P correspond opposite chain elements. 2. The integral of a form u. denoted D D D A chain is jinite if it is composed of a finite number of elements.a ' . INTEGRAL OVER A CHAIN Let o be a differential form of degreep on M. .0 ) composed of . .Integration of Forms 2. P = ( (xi) E R P I a' < x1 S b' .1 INTEGRAL OVER A CEAIN ELEMENT A pdimensional chain element on M or element oJ a p-chain is a pair. and cj are equal (resp.we have: Remark. is the subset @(U)of M The integral of a form o of degree p over an element of a pchain ci is D Chain elements c. = (P. for every form o. of degree p over a chain c is . denoted c.2 INTEGRAL OVER A CHAIN A chain on M is a (formal) linear combination of chain elements.a closed interval P which is oriented from numeration of coordinates. bi E R ) be a closed pdimensional interval. 2.a differentiable mapping @ of an open U c P into M .

PR3 If f : M + N is a differentiable mapping between compacts mahng locally finite chains c and f (c) correspond. 3. w be a differentiable form of degreep on N. k . It is the case if for example a. p being the dimension of P. has compact support and if the chain support is locally fmite. of degree p we have: Now.) is locally finite on N. STOKES' THF. f be a differentiabje mapping of M into N .(f o@)~=SpcD*(f*w)=J =I f*w. 0 be a differentiable mapping of P into M. > = ( P .1 STOKES' FORMULA FOR A CLOSED p-INTERVAL Assume the form w of class C (q 2 1) q .@) under f is the following chain element on N: f ( c . we deduce the important formula (7-6). The definition of the integral of w over the chain element f ( c i ) is: From (f . fo m . then for every form w (having compact support) we have: ProoJ: The image of cl = (P.@)*&I = (@* 0 f*)w =@*(f80) we deduce j. q an M and every compact of N being the i By considering the locally finite chain c = image of a compact of M under /: then the chain f (c) = 1 k. Let P be a closed interval of R P . let us prove an important proposition.OREM 3. From the previous result about an element of chain and from the integral linearity. D Chains c and c' are equal if for every form a. We will suppose the previous sum is finite.f (c.240 Lecture 7 Remark.

on condition that the previous faces be oriented by the numeration 1.. . A d .. namely: n D A n orlentadon of a face is the one of coordinates determined by the order i i (xl.x1). . Consider a (p-1)-form on P : 1= 3 q.i'.i". So..p of Atp-' for the face xi = b i if i is odd and for the face x i = a' if i is even. . oriented by the natural numeration is: (with summation over the repeated index i ) It's a sum of integraIs of o over the faces x i = bi and x i = a' of P.. Finally.... . Some point of a face is defined by p-1 coordinates ( x l . in the example of a cube.... we have the Stokes'formula: ' A "hat" denotes a missing term..p. .. There are the chosen conventions to define the boundary 8D of P.. ndrP and thus The definition of the integral of this p-form on P. . x P ) such that a' 5 x 5 b where j = 1. . . x P ) for the face x = b' if i is odd and for the face x = a' if i is even.... ... ...... x 2 ) and the orientation of the face x 3 = a 3 is determined by (x2. i'.Integration of Forms p 24 I D The boundary of a closed p-interval P of R is the set of 2p closed (p-1)-intervals of RP-'that are the faces x i = a' and x i = b' of P. Any odd permutation of coordinates gives the opposite orientation. ' h' A A . I J A orientation is associated to each face. It is denoted dP... The reader will view the cube as an example. the orientation of the face x 3 = b 3 is the one of coordinates determined by the order ( x ' . . in the opposite sense in the other cases.... i*.p.

for a chain c = i d (a*@) @*u (in accordance with Stokes' formula for P) ( from previous definition of integral ).Qi) where aP is defined by a set of 2p oriented closed (p .1) -chain (dP..1) intervals of R ~ . we have the Stokes'formula for a chain: To end. It is denoted dc.c. we have: . Let o be a (p . ProoJ: For every form w. that is VC: a 2 c = o .' . we have: Therefore. k.1) -form on M The integral of dm over a chain element k d o = j @do P = ci is (definition of the integral of dm) ( since @'dm = d@*w ) =I =Lo Finally. = (P.. is Let us prove the Stokes' formula for a chain. D The boundary of a chain c = i k.c. let us remark: PR4 The boundary of a chain boundary is zero.242 Lecture 7 STOKES' FORMULA FOR A CHIAN Let 0 be a differentiable mapping of P into M 32 .@) in M is the element of the (p . D The boundary of an element of a p-chain c. in accordance with the definitions of chain boundary and integral.

1 CLOSED AND EXACT FORMS w on M is said . E M there is exists an open neighborhood U (of x. PR5 Every exact form is closed. we can prove every closed form w is locally exact. Therefore. Proof: It's clear because d 0 d = 0 . the vector space BP(M) of exact pfoms on M is a subspace of real vector space F P (M) of closed p-forms on M.' ( M: )d v = w .) such that the restriction a. exact. AN INTRODUCTION TO COHOMOLOGY THEORY 4. that is at each point x.1) -form of type v + d p is perfectly suitable. . D The cohomology class of the closed form w is the set of closed forms which are cohomologic to o.. D V 0E. But. D * A form w is =act (or is a coboundary ) if there is a form v of which the exterior differential is o: o E R P ( M ) exact We immediately say: If 3 v E R ~ . ) D Any two closed forms are cohomlogic if their difference is exact: VW.1) -form v is not unique because any (p .' ( M ) closed if d o = 0 . PR5 The cohomology classes of closed forms of degreep on M make up a vector space.' ( M ) : o ' . Every exact form being closed.COHOMOLOGY D * A form to be closed if its exterior differential is zero o E R ~ . denoted F pI B P. we are going to introduce the quotient space of FP by BP . More precisely we will demonstrate if U is an open sphere of R" and w is a closed differential form of degree p (21) defined on U. We must specify the (p. Let us show equivalence classes splitting up F p ( M . A cohomologic to zero form is nothing else but an exact form: V ~ E W ( M )w-0 : a w=dv. ~ In particular.Integration of Forms 4.O'EF P ( M ) .1) -form v such that w = d v . The converse is not true.O' &-a'= dv.then there is a ( p . from an equivalence relation.

to prove the Poincark lemma we are going to construct an R-linear mapping: I : Q P ( U )+ np-'(u) .. If the closed fonn w is not a monomial.xP and such that . 1O. .. . ax1 Thus we have: d v = d h ~ d x ~ n .. = .= g ... . 4. It is proved that b P is finite in the compact manifold case.d rr ~ ~ d r ~ . The proof is immediate in the case of monomial forms. We have: that implies Therefore g is only a function of x' . We recall it is sufficient to prove the existence of a form v such that o = dv ... For every p-form and real k. x P ..r\dxP ah where h is a function of xl. .Lecture 7 The set of these classes is the quotient space denoted H P ( M . In an open of R".2 POINCARE) LEMMA PR7 Every closed p-form on an open homeomorphic to P is exact.. .. we have: 0-wf.p-p' 3 w+p-wl+p' D D The space H P is called the pth de Rham colromology space of M The dimension of H P is called the pth Betti number of M. denoted b P . We choose v = h d w 2 r\.Adw~ be a closed form where g is a differentiable function in R" that we must specifl.. =@. let ~=~dr'A. Proof: We know there is a homeomorphism of a neighborhood U (of some x E M) onto an open ball of R" about 0.R) = F P ( M ) I B P ( M ) or simply H P ( M ).d r ~ ~d l ~ ax1 ah 2'.

. A hip t p &'I be a p-form of R P ( U ) .~ PI l. A hip i p . ~ . (U) As soon as this will be established. ~ .)&* ALWI A.p i -. w i .~ =q P! t k A . a . A dr and at point tx: i.dw(tx) + di.i..~Ai ~.+ a. the Poincare lemma will be proved because w=(Iod + doI)w=(doI)m which will show the existence of a form v = Iw such that w = d v Let @(x)= iflf.... ~ . + . Choosing the linear mapping I such that: Iw(x) = 6 tp-I i p ( t x ) d t .Integration o f Forms such that 1 0 d+ d o l = I [ identity on RP 1. ...+ a..ailmki 2 . . ~ .. . We know (see exercise 12 of lecture 5) that dm(x) = &(akmil..id.- .. ~~ We have thus: i.. ... (a) pmki2. ~ ~ ~ I ~ ) ) + ~ k i .o(tx) . A P ).p di mr.ti ~ )p ~ . - a.a .. . A ....C .... By taking this result into account. . . .ip a. . k i p . . n.. we have: 'xu(') = @. ) ..r)dxilA . ' ~ .. ~ . ~ ( t ~ ) + a ..(tx).co.. .dm(tx) = j ~ ~ t ( a .P I A & I . . . h P! ( p + . di.ni. On the other hand. 1 we have: ..diu(x) = ~ x ~ ~ .. .p a~..ai1oksi.... . ~ n +ai2n +. A h " h has the following exterior differential: qarni.- P . )mi? .1) -form *Qi2.. . )mil A . . i2 ( x ) x dXi2 A. A mi..(tx))dxig ^ . .. (tx) -. A&'' . /\dXip ~ but the formula (5-19) implies that this ( p.# ht2. i ~ ( ~ A .AU~P.. .w(tx) is written: ~ [ ~ ~ t ( a .+a.ip . ~ ....xk)mil ~ c (tx) = q t x k a k ~ i l . we introduce the following contraction i. l ~ " P! (fx)+--+aipw. ( ~ ~ . ip On the one hand. n ..3.p P IIZ . (tx))dxh A . . . . ~ .-. . .. PI = ~ ( a .

F O ( M ) denotes the set of closed forms of degree zero and thus the set of functions g : M + R such that dg = 0.Is it exact? In other words. is there a function g such that w = dg ? The answer is in the negative. we have: HO(M) = F O t (0) = FO(M) = R ~ . for every open U homeomorphic to R" . Let us specify B'(M) is reduced to the only zero-function. We could have been misled by the use of polar coordinates which leads to w = dB. Such functions are thus (locally) constant on each connected component of M. for p = 0. but w is not the differential of a differentiable function on R . Let us point out that.(0) and thus o is not exact! ' Remark 2. we write: H ' ( U )= 0 ~ 2 1 . because if there was such a differentiable function on U we would have: X Y 2 g(x. Therefore. arc tan y / x is not a function on U since there is an increase in 2n after one turn around the origin. Therefore. y) = arc tan . Let us insist that a closed form is locally exact.+ h(x) X But. Since every closed p-form on an open homeomorphic to R" is cohomologic to zero. It is not always true globally! The Poincare lemma is no more true if the form w is not differentiable at some points of R".(0).Lecture 7 Remark 1. Consider the classic example of the closed differential form defined on U = R~. this lemma doesn't apply to a manifold defined from R" without those points. we write FO(M) = R~ where k is the number of connected components of M. The equivalence relation is the classic equality between constant functions. .

In short. Proof: Given a coboundary w = dv and a cycle c that is dc = 0. It's the set of classes of cycles different from one other by a boundary.Integration o f Forms Exercise. This space is denoted H. Answer. Prove a manifold M is simply connected iff H' ( M ) = 0 . ( M )= (p-cycles)l{boundaries~. to f PR8 The homology classes of orderp of M form a vector space. 4. and dw = 0 let us write: PRI 1 The integral of a coboundary over a cycle vanishes. that is: [e-cfanddw=O] Proof: The hypotheses c . A chain homologic to zero is a boundary: c-0 c 3 D The set of finite p-chains hornolog~c a p-cycle is called homology class o order p. For every closed curve in M. PR9 The integral of closed form over a boundary vanishes. The reader will use the following property. Ba)=ldw=0 Proof We have: PRIO The integral of a closed form has the same value over homologic chains. (M) is also the pth Beni number. if V w E R'(M): fa. we immediately have: .HOMOLOGY u dc = 0 . The dimension of the quotient space H .3 CYCLE - BOUNDARY . D A p-cycle or closed p-chain on M is a finite p-chain whose boundary vanishes: p-cycle c D Finite chains are homologic if their difference is the boundary of another chain: C-C' G C-cf=dy. c=dy.(M) .w. H .= 0 then there is g E Q0(A4) such that w = dg .c' = ay jw=d.

We know to a vector field X correspond curves (called orbits): that are solutions of the differential system: . Closed chain or cycle c ac = 0 Boundary 8~ Every boundary is a closed chain a(ay)= o Homologic chains c-C' a e c-ct=ay c=ay Boundary = homology to zero C=O Homology class Quotient space H.Lecture 7 We can immediately express: PR12 A cycle is homologic to zero r f f the integral of every closed form over c vanishes.w ' c=> w . 5. PR13 A closedp-form is exact # I its integral over everyp-cycle vanishes.(M).c.@) be an element of ap-chain on M. INTEGRAL INVARIANTS The inte g a l invariants play an important role in mechanics. b. b.w ' = d v Coboundary = cohomology to zero w. where P t R P is a closed interval and @is a differentiable mapping of an open U c P into M Let c = 1 k. Let us sum up a few analogies: Closed form or cocycle o dw = 0 Exact form or coboundary dv Every coboundary is closed d(dv) = 0 Cohomologic forms o . 5.be a corresponding chain.0 o=dv Cohomology class Quotient space H P ( M ) .1 ABSOLUTE INTEGRAL INVARIANT Let ci = (P.

yl. then the work of this covector field along a curve C (support of a chain) is defined by where the tilde indicates that the one-form is related to the curve C.x passing D Every element c.. . = (P. to each t E I there is a deformed element o chain denoted c.C .x of the curve (orbit) f H y. the previous notion becomes widespread to a deformed chain c' = f kicj. If the components of a force field are f. assigns to each point x E C a point y. Figure 47 The one-parameter (local) group of diffeomorphisms yl.@)of a chain is "deformed" along a tube of orbits associated f to a vector field X. this last mapping being defined on @(U) . the mapping I ( c R) x @(U)+ M : ( t . cj is defined by the same closed interval P as the one defining c.x assigns to any point x of the support c a point through yl.y10 a). x ) I+ y.x. and by the composition of the mappings 0 and y.Integration o f Forms One says these orbits form a "tube. D * A differential form w of degree p is an absolute integral invariant concerning the differential system (7-11) if its integral over a pchain c is invariable over every deformed pchain c' . the "deformed curve" of C is C' = y/. " More precisely. = (P. given an open @(U)of M. that is Example. . Given t.So. (x) = x . So. Obviously.

Proof: The necessary condition amounts to prove that if for any chain element c and any deformed chain element c' we have: I m = then y : =~ for every onew lo. it is sufficient to prove that if for every one-parameter (local) group of diffeomorphisms v. that is: Jxi = jC. we immediately have: By hypothesis. the work is an absolute integral invariant ~ f lthe integral defining the work over a chain of support C is invariable. we can say: PR15 A differential form w of degree p is an absolute integral invariant concerning the differential system (7-11) or with respect to the generating field X of group f o z fulfils the following conditions [i. Conversely. : y:w = w . . associated to system (7-11) we have 60 w . w is invariant under y. Indeed. w = jp(wr 0 @)*e = C Io*~ P lfl) In another manner.250 Lecture 7 So. parameter (local) group of diffeomorphisms y . we have: jw = = k * y . It is proved (see exercise 3) this condttion is equivalent to the orbit of one-parameter group being the curve tangent to vectors of field X. . PR14 A differential form o of degree p is an absolute integral invariant concerning the system (7-11) 5tjr w is invariant under every one-parameter (local) group of diffeomorphisms y. or t f l w is an invariant of field X .w=O and i. then = for any chain element c and deformed chain element c' . o = 0 ). Therefore.dw=O] ( L .=o.xi A ( L x f ) . Indeed. these integrals being equal for any c and c' (thus for any P). (for every C' ). associated to system (7-11). we have Vyl. we have: This equation being verified for any 0.

Integration of Forms

25 I

Prooj: The first necessary and sufficient condition immediately follows from the PRIS of lecture 6. The second condition is also obvious because
L,o = i , d o + d i , o .
We deduce from this proposition the following corollary.

PR16 A closed differential form w is an absolute integral invariant with respect to X
i,w = 0.

rff

PR17 A differential form o is an absolute integral invariant with respect to X respect to gX [Vg E C m(M) 1. Proof. We have:
i,w=gi,w=O

f i

it is with

and

i,,dw=gi,dw=O.

PR18 If o is an absolute integral invariant with respect to X, then it is for i, o Prooj: We have:

Let us give a Jacobi theorem.

PR19 A volume element r,~ A4(x)dw1A...AG?x" is an absolute integral invariant with = respect to X i the function M(x) is the "last multiplier"; that is: f

ProoJ: The expression (6-14) of the Lie derivative of a form implies
L=yq= ( x k a k M+ M d l x l +...+~ d , ~ " ) d / \ . . .'A & " u

which is zero fr

d, (A&')

=0

We deduce from this "last multiplier theorem" the following corollary:
PR20 The quotient of the last two multipliers is a first integral

Pro@ We have:

252

Lecture 7

5.2

RELATIVE INTEGRAL INVAIUANT

We consider ( p +1) -chains with boundaries (of dirnensionp).

D w A differential form of degree p is a relative Integral invariant if, for any boundary dc and boundary dc' of a deformed chain of c, we have:

From this definition, the reader will immediately deduce that every absolute integral invariant is relative.
PR21 A differential form of degreep is a relative integral invariant l f l its exterior differential is an absolute integral invariant (L,dw = 0).
Proof: We have:

Let X be a generating field of group. We can say:

PR22 A differential form o is a relative integral invariant
i,dw = O .
Proof: We have:

f i

[ o relative integral invariant ]

lff

[ du absolute integral invariant ]
[ i,do=O

(since PR21) (since PR15)

and i,ddw=O]

lff

i,dw = 0 .

This proposition implies again an absolute integral invariant is necessarily a relative integral invariant.

Remark. A relative integral invariant w is such that i,dw is a closed form.
It's obvious because

L,dw=O=di,dw.

Integration of Forms
6. EXERCISES

Exercise I. Find again the Green-Riemann, Ostrogradski and Stokes formulae in classic calculus.
Answer. ( In R~ consider a domain D and its boundary I )

JD

A differential form of degree 1 being denoted

w = Pdx+Qdy,
we have

dw = ( a x e - d , P ) d x ~ d y .
The boundary dD being positively oriented (domain always on the left), the Stokes' formula is written: Pdr+Qdy (a.Q-a,P)d.~ dy = I,(a,Q -8,P)drdy.

,.J

=ID

It's the classic Green-Riemannformula.
(ii) In R ~consider a domain V and its boundary 8V ,

A differential form of degree 2 being denoted
w=Pdy~dz+Qdz~d,+R&~dy,

we have

dm=(d,P+i?,Q+i?,R)dx~dy~dz.
The Stokes' formula is written

The boundary dV being positively oriented (normal vector to V pointing outward), we find again the usual Ostrogradski formula:

meaning that the (outward) flux of vector field X(P,Q, R) through dV is the triple integral of the divergence of X over V.
(iig In R 3 , consider a domain

~ = { ( ~ , Y , Z ) := R X ( ~ > V ) ~= ~ ( 5 ~ f 7 ) 3 ~ = ~ ( 5 ~ 7 7 ) ~ ( 4 3 7 7 ) ~ A ) X= ~ Y delimited by a boundary aS, A r R 2.
A differential form of degree 1 being denoted
w =Pdx+Qdy+R&,

we have:

dm=(a,R-d,Q)dy~dz+(d,P-d,R)dz~&+(a,Q-d,P)dxndy. The Stokes fonnula is written:

254

Lecture 7

The boundary dS being positively oriented ( from the positive orientation of the boundary of A ), we find again the classic Stokesformula. The circulation of vector field (P,Q,R) around 8s is the flux of curl of X through S.
Exercise 2.

On a 3-manifold M, we consider the chain S defined by the mapping:
U = { ( ~ J , Q ) EO i p < 2 x , O c B < r r / 2 ) + M R~/

such that x=asinBwsg, y=bsinesinq, z=ccos@ (a,b,c R ) ,

the orientation being given by ((a, 8) .

Make explicit the tangent vectors to the ellipsoid S with respect to the Cartesian basis ) of R ~ .
(ii) Calculate

(iid Check the Stokes formula:

where the parametric equations of

3s (0= x/2 ) are

Answer. fi) The tangent vectors to the ellipsoid, namely:

are linearly independent provided that sin t be nonzero: 8 e { 0, R ). 9
(ii) From

dr = a(cosBcosq, do-sin8sinp d p ) ,
we deduce:
ydr = absinBsinp(cosBcosy,dB - sinesinp dp)

(iii)

The parametric equations of the given ellipse imply:
yak = -absin 2 p d p .

The boundary orientation corresponding to choice (p,B) being indirect (or left-handed), the integral along aS is

Integration of Forms

Exercise 3. Prove the work of a force field of components f, is an absolute integral invariant over a chain of support c r f l
( L x f ), = 0
&' where X is the generator field associated to differential system -= X ' dt
Answer. By definition, the work off along c, that is

I I; k',is an integral invariant 8

where the tilde indicates the one-form is related to the curve and ly,c represents some deformed curve of c along a "tube" of orbits associated with X. This condition is equivalent to what follows:

(Lxf),

=o

(for every i).

LECTURE

8

RIEMANNIAN GEOMETRY

The works of Riemann about the non-Euclidean spaces were at the origin of the manifold differential geometry towards the mid-19" century. By the intrinsic consideration of manifolds withn this new context, the Riemannian geometry contributes a great deal to modern developments of physics and the introduction of a metric is essential.

1. RIEMANNIAN MANIFOLDS
Let M be an n-dimensional C P differentiable manifold, T,M be the tangent vector space at x E M .
1.1

METRIC TENSOR AND MANIFOLDS

1.1.1 Pseudo-Riemannian and Riemannian manifolds
D

A manifold M is provided with a pseudo-Riemannian structure by giving a tensor field of type ( ) on M (class c P-' ):
g : ~ + ~ ; ~ : ~ ~ g x
such that: 6) For every x E M the tensor g, is symmetric. (ii) For every x E M the bilinear form g , : T,M x TxM -+ R : ( X , Y ) n g , ( X , Y ) is nondegenerate, that is V X e T X M : g,(X,Y)=O a Y=O In addition, we will generally assume the structure is Riemannian, that is:
(iig The bilinear form which is symmetric with respect to

all pairs of X

E T,M,

called mdric form, is positive-definite: vx+o: g,(X,X)>O.

258

Lecture 8 The tensor field g is called metric and g , is the metric tensor defined on T,M x T,M

D

.

D * A Riemannian man&ofd is a pair (M,g) where g fits the requirements 01, (ii) and
(iil;), g being the

Riemannian metric.

Let us introduce local coordinates. Considering the vectors of basis condition (I;) means that
#

(5)

also denoted (ei) and putting g, (e,,e, ) = g, , the

g . . = g J'.. . Y

(8- 1)

The condition (iQ means that the matrix (g!,) is nonsingular. Indeed, we have: VX = xie,: g y ~ ' ~ 0 ='

e

g,yj = o j : yi = 0

provided that det(g,)

+0.

The condition (iiij means that

vx # 0 :

g , ~ i >~ J 0

Let ( h i be the cobasis, dual of (el) . )

D

*

The metric element of M is the (intrinsic) scalar
ds2 = g, d r i d x ' .

It's also called line element. Introducing another cobasis ( d l ) , we will denote the corresponding metric element by
ds2 = g ; e l e / .

(8-2')

1.1.2

Metric signature

Given a basis change e; = ajei (and 8' = f i d r ' ) , we know the formula of component change of a (i) tensor is g:, = a : a i g g . If (g) designates the matrix (g,), we denote these equalities in the matrix context as follows:

( g ' )= 'a ( g )a where 'a = (a:) is the transpose of a = (a:).
In order to present ( g' ) as a diagonal matrix, we view a as a = OD where 0 is some

Riemannian Geometry

orthogonal matrix and D some diagonal matrix:

We can transform the matrix (g) into diagonaI form by a good choice of orthogonal matrix 0, that is:

Thus we have:
(8')=

If we choose d , = for every i, then ( g ' ) is a diagonal matrix with elements + 1 or -1, the nonsingularity preventing some zero. Note that the choice of d,, cannot after the signs of diagonaI elements. For instance, the matrix 0 can be selected such that the +1 are in front. The metric tensor can be written: g = Q ' @ 0 ' +. . . + Q P @ Q P - Q p + I @ Q P t l -...- QP+Q @ O P t ' l

lgnl-'

with p+q = n . Several definitions of the signature of g have been given. Let us make the following choice.

D

The signahrre of g is the pair ( p , q ) of natural numbers such that p + q = n .

This is independent of the choice of basis.

If q = 0 then the metric tensor is positive-definite, p = 0 then the metric tensor is negative-definite.
In the other cases, the metric tensor is called "indefinite." An important example, with p=l, is given by the spacetime of special relativity that we will later consider.
1.1.3 Scalar product

At each point x E M the metric tensor defines a scalar product.

D * The scalar product of two vectors X and Y of T,M is the real defined by the
nondegenerate symmetric bilinear mapping:
g, : T f l x T f l + R :( X , Y ) H g,(X,Y).

= g. by two vectors X and Y . In local coordinates. D The norm of X is the real Remark..} = gg. provides the vector space T. The scalar product of two vectors of T.4 (x. Norm and angle Given a vector X of T f l .e. x) It is positive in the case of a Riemannian manifold. These are the components of the (i ) tensor g.(X..M with a Euclidean vector space structure. ) X is D The angle a between two vectors X and Y of T f l is defined by . If the bilinear form (or metric) is positive-definite. if the manifold is pseudo-Riemannian.e.y)g. then .(e.Lecture 8 It's denoted by (x.) = (e.Y).M is written: Note that it is a scalar ensuing from the double contraction of a tensor g. let us consider the real (x. that is the manifold is Riemannian.. the scalar product of two basis vectors is written: w g. an imaginary number or zero and called pseudo-raorm J(x. ./m usual sense because it can be a positive real. = D One says that the metric tensor g. then the previous definition corresponds to the usual definition of the Euclidean norm. is not a norm in the On the contrary. X'X' .1.Y) = 0 . D Any two vectors X and Yare orthogonal if their scalar product is zero: X 1Y if 1.

) that: U k I= { x E S n: xntL(x)>O) pntl : Un++l R" : x = (xl . ) and ( M . xn+l H + . x ~ EM^ 1 with a Riemannian structure. Iet us express such the metric tensor in a chart (UA1..has the following components: ax' a and in the chart. we have: The so defined pair (S". Given two Riemannian manifolds ( M I . ) . Indeed. . At each point x of Rn we define the scalar product of tangent vectors (origin x ) by A canonical metric is so defined at every point x E R n from gx. Example 2. Thus. . g . the basis vector .g) is a Riemannian manifold. How? h the Euclidean vector space at (x.xn).pn+. let us provide the g product manifold M . . knowing the following metric tensor field g : ~+ n : R " : X H ~ ~ T then (8"g ) is a determined Riemannian manifold. In R"" let Sn be the sphere The canonical or standard metric on Sn is induced by the one of Rn" . n In R"". Let :( l be the natural basis of S at x. x 2 ) :X I E M .'.. is (XI . xMZ = W .. x 2 ) tangent to the product manifold denoted by .... . Example 3. ..Riemannian Geometry 26 1 Example 1. ) Every point x E U.. .

Y . if (dxJ) designates the cobasis.Y ) . )=0 X=Y since the bilinear form is nondegenerate. dual of the basis (e. Also called lowering mapping ("bemol" in French) . The proposition is so proved.Y).262 Lecture 8 From the preceding. w E T:M It's surjective (onto) because we are going to prove that to every 1-form associated one vector X such that w = X. the vector answering the question has its components X' such that gvX1= W. In addition. 1. ProoJ The flat mapping is linear since: It's injective (one-to-one) since: Xb Y = . H g ( X . ) : T J 4 . there is a (canonical) isomorphism between TxMand T:M defined by the flat mapping : ' such that to every vector X is associated a 1-form defined by g(X. = g ( X . there is a (unique) solution since the matrix ( g v )is nonsingular. How? The bilinear form g being nondegenerate. The generalization to T n = (x)" S' is immediate. we have: w=wjdxJ is where w = w(e ) ..= w ). Therefore.2.R :Y . 3 ( X . the reader will be convinced that the torus T Z= S' x S' is provided with a Riemannian manifold structure if he is aware of the Riemann structure of S' . ) of TIM.1 Canonical isomorphism existence Let us establish the (canonical) isomorphism existing between PR1 T'M and T'*M. (X..2 CANONICAL ISOMORPHISM AND CONJUGATE TENSOR The metric tensor characterizes the duality between T and TXaM & 1. given the bilinear form components g. Y ) = (x. Indeed.

" Called "d12se" in French.M only contains the zero vector.2 D Conjugate tensor The inverse mapping of a flat mapping is called a sharp or raising mapping : # : T.Riemannian Geometry 263 D The radical of TIM is the kernel of the flat mapping.2. it exists because det(ge) # 0. * ' Symbolically. 1. . that is the set of vectors of T f l such that each image of which (under ) is zero.g g g i k ~ k= '$xk= X J = The duality between vector and covector is expressed by the following formulae about components: w XI = g .Y) is zero for the only vector Y = 0 . : Denote by (g4') the inverse matrix of (g.k =4 . ) : T$4 + R : Y I+ g(X. 03-71 The components X. to the components xiof X correspond the following components of covector X . Under the previously defined isomorphism.).M:~Hco#.. PR2 Proof: In the case of a nondegenerate bilinear form. by introducing the conjugate tensor of metric tensor g .It is such that: From equalities g". x J x j = gvx. Make explicit the components of any vector w' dual of X. the conchtion structure definition means the 1-form (ig of a Riemannian g ( X .and xi of X are respectively called "covariant" and "contravariant. we denote: 6-2" (#)-I = b. The bilinear form g is nondegenerate if the radical of T. we deduce: gq.'M-+T.

dr*dr'.Aq .. gjS= 8.. Generalization. a ' criterion relating to tensors immediately shows the g"' are components of a (i) tensor.Yj. ~ =e J-)l ( e l . the basis vectors and go = ( e .. so we have: . 1) with g . g ( ~). The tensor character of g-' is also revealed from a criterion of tensor calculus. = with g . ~ j j g = gl' X..Y)w g(X. It is denoted g-I . Indeed. A 4 + R:(X. The bilinearity of g-' is certain because this last is a function of 1-forms g(X.giQ jQ f *'1-. the second formda (8-7) expresses a contraction between the g" and the components Xi of a tensor of type (:).. Since this contraction leads to a (L) tensor of components X . .*. e j )or from the metric element ds2 = g.) = g . ) such that g-'(g(x.g(Y.gJiXt~.g(Y. . .. e J ) ~ . ).l ( g ( ~).g l l ~ .). ). ). ) and g(Y.23 Calculation of metric and conjugate tensors The components of metric and conjugate tensors can be calculated either directly from .'Mx T:M -+ R : ( g ( X .. X'YS = gmgirXigJsyj glrg. .264 Lecture 8 D The gU are the n2 components of a tensor of type tensor g. 1) g-'(g(X. Remark. )) = g(xYy) that is explicitly: ~ " X ' Y ..Y) and g-' : T. (i ) called conjugate tensor of The metric and conjugate tensors are respectively: g : T N x T . . The previous developments relating to vectors and covectors can be extended to tensors of any type. Specifjl also that repeated contractions with metric tensor g let canonically a (:) tensor correspond with a (: ) tensor.giqfq 5 .1 ( ~ i 8 1 .jq til. 1 (8-8) (8-9) 1.g(Y..f.= g .gil . gqs APT = APT .. So we write: gSP = A P g r ASq.

namely: ds2 = dr2 + rzd92+ dzZ .) that is the metric tensor has its diagonal elements equal to 1: the other elements being zero..x2 = rsin$..O) and the ones of - a a9 - az are a (0. Express the metric tensor and its conjugate in relation to the spherical coordinate system of R ~ . .are (cos9.0. .r sin $7cos 9. the ones of ax @ az ar e .0)... .1).x3 = Z ) ..are (.) is not normed...of R 3 . With respect to the basis d a d d (. .(x) (1 # j) being zero. The metric tensor and its conjugate are: 1 0 0 0 0 0 0 0 1 1 A second method consists in writing the metric element h2 ggdr'drl = (dr1)2 (dr2)2 (dr3)* = + + by using the cylindrical coordinates. Example 2.) ar as a~ Answer. Every point x of R~ is ( X I = rcos.Riemannian Geometry 265 Example 1. We immediately deduce: the other g..9. Express the metric tensor and its conjugate in relation to the cylindrical a d d coordinate basis (..) the components of basis vector e. This metric element immediately implies: Observe that with respect to the orthonormal basis ( 11 1.. = . Remark that the basis (e..sin 9.

3 ORTHONORMAL BASES 1.is the Kronecker symbol. 9 and 4 are respectively the radlal distance.R). In the Euclidean case: (go) = I .1 Orthonorma1 bases D A basis of a Riemannian manifold is orthonormal if s. The following proposition is obvious. the variance being without significance. then the components of a covector are not necessarily the ones of the corresponding vector! So in the spacetime of special relativity we have: x. where 6. 1. the colatitude and the longitude. PR3 The components of a vector X with respect to an orthonormal basis are such that .2 Orthogonal group PR4 The changes of orthonormal bases at a point of a Riemannian manifold form a subgroup of linear group GL(n. xt= X i The metric tensor not appearing any more. Every point x of R~ is = r sin 9 cos4 .R) called "Orthogonal group " and denoted O(n. So. By proceeding as in the previous example. . the Einstein summation convention is not applicable any longer and it is necessary to introduce the summation sign. The gradient is another evidence of this (see exercise 9). = 6. for instance.266 Lecture 8 (XI Answer. we write: Remark. x. If the bases are not orthonormal. = -xZ.x 3 = r cos 9)where r. we immediately find: 0 0 0 0 1. = -x3.3.= go.x2 = r sin 9sin 4 .3. xf l = x0 x3 XI = g l B ~ f l = -xl.

. It is denoted SO(n. For any basis change denoted by e: = a.Riemannian Geometry ProoJ The matrices of change of orthonormal basis are orthogonal. can be positive. e.R): A 'A = I .x' = (dr0)2 - ..1 Minkowski spacetime At the beginning of the lecture. The relativistic (or Lorentz) manifold is a fundamental example of a hyperbolic manifold.(dxZ)'. So we have n(n + 1) following independent equalities defining a 2 submanifoId of Gi.R) : If we introduce the transposed matrix 'A = '(a:) = (a: ) . D The special orthogonal group or direct rotation group is the subgroup of orthogonal matrices of determinant +1..4 HYPERBOLIC MANIFOLD AND SPECIAL RELATIVITY 1. the manifold R:.R ) ( det A = 1). for example a Minkowski spacetime..) =I this shows 'A is the inverse matrix of A. Let (e. negative or zero. then the previous independent equalities are written: A 'A=(u. (x. More precisely. we introduced the signature @. X~X' . In the case of a pseudo-Riemannian structure. + 8 P 8 @ P . (e.!) ' ( ~ : ) = ( 6 ~ .q) of the metric tensor field g = 8' @ 8' + .). e.(n.10) where x0 = ct (c being the light velocity) and where Greek indices are usually introduced.) be orthonormal bases.gn @ 0''. that is: V A G GL(n...e p + l 8 o p t ' -.(h3)' (8. 1.R)= { A E O(n. the square norm of a vector X / I x=J ~ X)= g. also called Minkowski's spacetime is a fourdimensional manifold with the metric element ds2 = gas a!xad. or follows the expression el = a.4.

The classical mechanics laws have the same expression in every inertial coordinate system.T'. The nonzero mass pamcles show universe trajectories inside the light cone.2 Special relativity and special Lorentz transforms In classical mechanics.(i2)2 .(x3)' The only universe trajectories of zero mass particles show isotropic tangent vectors.F~) composed of two parts: a past light cone is inside of which are the events fiom which light can reach ( c f . Example of spacetime (such that x3 is constant). In particular. these laws are invariant under the Galilean transformations denoted by . .# xB= 0. In other words.x2. i ' .xL.268 Lecture 8 An isotropic vector is a vector of zero norm. In the Minkowski's spacetime. and )a future light x~ cone inside of which are the events that can be reached by light emitted fiom ( c i . ~ ~ . The light cone relative to an event (cT. All the inertial coordinate systems. the vector X is only of time type or isotropic because the light velocity is maximum.x3). the isotropic vectors (on the cone) are called light vectors. ' . it's the case of light (tangent to the light cone).4. xaxB 0) are said to be of time type. i3).(i1)2 1 0. At every point x E define a cone of equation g.that is: e4the isotropic vectors xa This cone is called "isotropic cone " or "light cone relative to an event. Figure 48. the vectors outside the cone < (such that gapxaxp 0 ) are said to be of spatial type. a universe trajectory of a particle is defined by x0 = ct x' = xl(t) x2 = x 2 ( f ) x3 = x 3 ( t ) . " ~ > The vectors inside the cone (such that g . ~ i2.F~. there is no unique (privileged) coordinate system (or fiame o f reference) in which the classical mechanics postulates are valid. In special relativity. are equivalent. Tangent vectors to universe trajectory are defined by x = (c. 1. that is c2. also called Galilean (in uniformly rectilinear translation).

Einstein has postulated that the speed of light c is a fixed universal constant relative to every coordinate system: c is an invariant under every change of Galilean coordinate system. The second event has coordinates (c(t + dt). we emphasize space and time are not only linked but space and time are also connected to the coordinate system to which they refer. " So. Consider two infinitely neighboring events. In addition.xr3+ dd3)with respect to (G') .. Einstein's postulate asserts that all physical laws must be such that if they hold in any coordinate system then they hold in any other coordinate system moving at a constant velocity with respect to the previous. the Lorentz transformation is called "special. X'l = -V t = x2 X'3 = x3 (x) and r is the In special relativity. Let (G') be a Galilean coordinate system moving with uniform velocity relative to another Galilean coordinate system (G). xf3 with respect to (G') . The first event has coordinates (ct.dr'drv = (drO)' 3 (dri)' i=1 (xO= c t ) and in (GI) by In special relativity.xl + dX1. the required condition is equivalent to ds2 ht2 The Lorentz transformations leave invariant the metric element. There is a set of inertial coordinate systems (moving uniformly with respect to one another). Now. and from space homogeneity and time uniformity concerning the choice of origins of Galilean coordinate systems. . we are going to show the Lorenfz transformafions under which the physical equations are invariant in relation to the Galilean coordinate system. the frame of reference (G') moves parallel to x1 with velocity i with respect to the i frame of reference (G) . the metric element is expressed by ds2 = g.x3 ) ( ~ ( t+ dt').x" . To find the relations between the coordinates x a and x ' ~we are going to simplify the problem without restricting the general nature of special relativity developments. + h2 + dr3 with respect to (G) and coordinates x2 . ' + In (G). x'l + dx". This postulate is a generalization of the Galilean relativity principle since it takes invariance of electromagnetism laws into account besides the ones of mechanics.Riemannian Geometry t' = t where v is the "velocity of a coordinate system" (x') with respect to system absolute time (independent of observers).x2x3) with ) respect to (G) and coordinates (ct '. Because of the nonrestricting simplification. We suppose the origins of coordinate systems coincide at t' = t = 0 . In this context.x". This follows from space isotropy concerning the axis choice.xf2 h I 2 .x'.

+0. then xtO + x0 and x" -+ x' . we obtain: gr v = g> ~ ~ .D 2 = . C . The previous equation system is denoted by where the matrix L = (La.p 2 )1 = p 5 1 and we have: Note that if the frames of reference (G') and (G) are neighboring (that is u +0)..C 2 = 1 (1) By putting AB-CD=O (2) B~ .) goes from "unprirned" to primed. then the equations (1) and (3) are written: ~ ~ ( 1 -=p ~ ) 1 Since A and D are reals. we have the following coordinate transformation which must be linear (since every uniformly rectilinear motion in (G) must still be in (G') ): xtO= AX' + BX' = cXRDXL xf2= XZ + = x3 where the coefficients are hnctions of the velocity of (GI) with respect to (G) . D +1.1 (3). ~ f l ~ that is. by using the matrix notation: 1. I=.: :: :]IP-31: :: :] A C O 0 A B O O 0 0 0 1 0 0 0 1 This implies: . Using basis vectors. that is A +1. we immediately have: Introducing the metric elements and making equal these metric elements. B + 0. We inversely denote x' = M Y B with Lap M p r = 6. then ~ ' ( 1 .270 Lecture 8 Therefore.

x'.O) be the origin of (G') with respect to (G) x0 where x 1 = ut = u .O)with respect to (G').Riemannian Geometry Therefore. let (ct.that is: The special Lorentz transformation is thus: that is and We introduce the hyperbolic rotation angle y such that p thfy and thus - ..O. Indeed. we necessarily have: A=D=I CP -' C-B=- We can easily find C P .O.O. This event is (ctr.

= . The Lorentz group has four connected components: .is a subgroup of GL(4.R) It i=1 where It is immediate that: The proper Lorentz transformations.( d e t ~ ) ~ which implies detL=fl.3 Lorentz group In a more general manner. the special Lorentz matrix is defined by Remark. that is such that detL = +1. form a subgroup of the Lorentz group.4. The corresponding Lorentz group is formed of linear isometries of the Minkowski spacetime manifold with the invariant metric element (dxO)' defined by - 3 (hi)'. If u is small in comparison with c then we find again the Galilean transformations of classical mechanics. we have: -1 = det(g*) = det 'L det(g) det I. 1.272 Lecture 8 Therefore.

that is the laws have the same expression in all the inertial systems. we conclude the (proper) moving clock runs more slowly than the other.O) (since motionless).x. " A local clock in (GI) indicates t' at this time f and is called the "roper rime.x'.~"= -c2 dlr2.O) in (G) and the same events respectively defined in (G') by (ctr.O. 1. in (G'): The equality ds2 = dsr2 immediately implies: dt = y dt' Since dt > dt' ( y > l).v-iy . This result is also obtained by writing ct = y (ct' + @') and thus cdt = y(cdtr+ pdwf).O.x + dr. " We choose the axes and origins in accordance with special Lorentz transformation obtaining. c(t + dt) = y(c(t' + dr')+ P(x' + dx')) Since the two events stay in the same position in (G') (that is dr' = 0 ) at different instants (that is dt' $ 0 ). 0 0 The first component which corresponds to the special relativity does not reverse the time and is "proper " ( det = +1 ).Riemannian Geometry chy shy [.x'.O.c 2dt 2 = (v2 . We have: ds2 = dx2 .4.y. we say the physical laws are invariant under the transformations of Poincard's group which are denoted xla = Lap + Aa xP (where the four A" are the coordinates of the origin o in the primed coordinate systems).4 Time dilation and length contraction (r) Consider a particle moving in a Galilean frame of reference (G) with coordinates (ct.O) and (c(tl+ dtl).O) and (c(t + dt). Consider two neighboring events defined by (ct.z) with respect to (G) .c 2 )dt 2 in (G) : d. It is ie sometimes called '>roperframe o reference. then the already shown relation of time interval dilation is found again.x. To conclude. Let (GI) be a Galilean frame of reference such that the particle is motionless at t m t .O. .

Example 1.d. KILLING VECTOR FIELD There is now the question of the invariance of a metric tensor field g D A vector field X such that L. In particular. The previous formula shows dx < dx' that is the contraction in the length of a moving rigid body. if u is small in comparison with c we find again the classic formula of velocity addition: v = v' + u . In 3-dimensional Euclidean space.are the respective velocities of the point with respect to (G') and (G) 15 . From d = y(dx' + PCdt') x cdt = y(Qdx' + cdt').. we obtain: If the two events are the measures of two limits x and x + dx of a space length in (G) at the same time t .d. then a Killing vector field automatically exists. Thus d.g = 0 is called a Killing vectorfield.. By subtracting X' from x' + dx' . (here a!. " (iii) A point moving along the axis ox. we obtain the important relation between velocities: dx' dx' -+PC dt' -+II dt' --l P&+ c dt' u dx' -c2 dtr +1 dt In particular.274 Lecture 8 (ii) In the same manner. if there is a chart in which the metric tensor is independent of any coordinate. where GY dt dx and . we consider that two events are the positions of this point at instants t and t + dt (clock in (G)). then we put dt = 0 which implies: dr ' &=---. Y The (parallel to x) length element being fixed in (G') means that &'is the ')roper length element. the metric tensor field is such that the g. are Killing vector fields. . we consider two neighboring events in (G) and (G') .) are independent of x. we can choose local coordinates x i such that xk= 4k which implies: If this expression is zero then the metric tensor is independent of the coordinate x1 Conversely. y and z.

Riemannian Geometry

275

Example 2. The expression of metric tensor field components in relation to cylindrical coordinates shows that 8, and 8, are Killing vectors.

1.6

VOLUME

Unless otherwise indicated the Riemannian manifolds are assumed to be of finite dimension.

1.6.1 Completely antisymmetric tensors
Consider the example of a completely skew symmetric tensor of type (!). In the case of a 3-dimensional manifold, we recall that such a tensor has one strict component. Denote this by D . The components of the (i)tensor relative to basis (dx' @J dx2 C h 3are 3 )

D. = E uk D &
where sVk is the Levi-Civita symbol equal to 1 if (iJ;b) is an even pennutation of (123), equal to -1 if (iJk) is an odd permutation of (123) and equal to zero if (at least) two indices are equal. Every component change is clearly denoted

The strict component change is thus

The previous formula can be generalized to completely antisymmetric tensors of type ( ) on an n-dimensional manifold. The physicists call D "tensor density. " The components of a completely antisymmetric tensor of type (:) relative to basis (dxil @ . . . @ d r t mare )

Exercise. The reader will immediately verify that a completely antisymmetric tensor C of type (,") on an n-dimensional manifold shows the following change of strict component

C = (det - ) C . '
)r:(

-I

He will prove the components of such a tensor relative to basis (e,, @ ... @J e, ) are

Lecture 8

where
1.6.2

E'~...'~ the Levi-Civita symbol. is

Volume form on Riemannian manifold

Under any basis change defined by
e.=J

'

ax'

&I,

ei

we have:

We denote detg = det(gy)

The rule of determinants products is applied:
detg' = (deta)2 detg

On the oriented manifold, the detg and detg' being supposed positive (direct basis change), we have:

ddetg'= deta fi
So, is a tensor density and is the strict component of a completely antisymmetric tensor of type (0, ). Hence, we say:

&

D
6 v

The volume form on A (associated to the Riemannian metric g ) is the following 4 completely antisymmetric n-form:

q=

&dr'n...

A&".

(8- 1 5 )

The components of the tensor pg relative to basis (dr" O... €3him ) are

Notice that the volume spanned by vectors -,..., - 1s
ax1
ax*

a

a .

Remark. The following change of strict component

lets us introduce a completely antisymmetric tensor of type (:), dual of volume form and having the following components relative to basis (eil @... C e, ) : 3

Riemannian Geometry

Note that
(P~)"...~* ,.,,,* = n!

since the previous sum contains n! equal terms such as

1.7

THE HODGE OPERATOR AND ADJOINT

From the p-form notion the duality allows introducing the q-vector definition and the notion of adjoint.

D

A q-vector is a completely antisymmetric tensor of type (: ).

The reader will transpose the developments about pforrns. For example, he will show that the q-vectors form a Cz -dimensional vector space. Let t be a completely antisymmetric tensor of type (:). The corresponding q-vector of components t ' ~ "is~such that '
t'l...i4= g i l A .,.g'qJ' t
,

J I .-Il

'

D

The od/ont of q-vector denoted * r such that

relative to volume form pg is the (n - q) -form

The operator * defines an (n-9)-form from a q-vector and conversely.

We also denote
(*t)lp+,..in
1 - -(&

P!

ti1..+

. .

Given a p-form w and w"

"'"

= gi'" .. .gipJp r,.,j p , we say: a

D

The (n-p)-form denoted *oand called adjoinedform (or dualform) of p-form w is defined by
i * 4 , p +,"l = - ( ~ g ) i ~ . . . l ~ail-.ip . P!
1

Lecture 8

So, given an oriented orthonormal basis (el,. ,en) of ..

T'M , we say:

D

The (previous) star operator such that (*@I(ep+,,.*.,eV) = is called Hudge star operator.

a

1 The adjoint of a completely antisymmetric tensor of type (:) or of type (,") is a

scalar.
Remark 2. The adjoint of a completely antisymmetric tensor of type ( "i' ) ( resp. ( ) ) is a covector (resp. vector). This will let us find again mathematical notions of elementary vector geometry on R~ such as vector product, curl and divergence (see exercises 4,5 and 6).
Remark 3. For n-Riemannian manifolds, we have V w E R,P(M):

L,

*
that is We also have V f

= (-1)P("-~1

*-I = (-l)p(n-P) *
E

T,: :

* *f = ( - ~ ) q ( ~ - q )f

.

Proof: Let us first verify the preceding in the case of functions (or O-forms).

By definition, the adjoint of a function f is an n-form of the following components

(*f)i

]..,in

=(

~ g l i .,i n

f

*

The adjoint of adjoint off is a O-form such that

We denote: **f = f .

Now, we prove the formula (8-22a).
The adjoint of ap-form w is an (n-p)-vector of components

and thus

Riemannian Geometry

-

( P ~ p!(n- p)!
P(~-P)

1

...i,, jl...jp

(Pg

)il

@i l . . . i p

p!(n- p)!

(Pg )Ip+,

... ...jp(&)lp+l i"'-ip W i t . ip i"jI

since An-p) transpositions are necessary to change from the sequence ( i ,...ipi,+,...i,) to the sequence (i,,, .. , i , i , .. . i p ). So, in particular, we have:

But from (8-19) it is easy to verify what follows:

Thus, we have:

but
(pg l p + l . . . n t l . . ~ p

m,,.Ap = P!(

pcl
~ g

..nl . . . p

" ...p 1

and therefore
(** 4
1 . p

-(-l)~(n-~)
-

0 1,..p

.

Since this result holds for every new index designation then the formula (8-22a) is proved.

Remark. If the metric is not positivedefinite, the reader will be careful to sign (see later, in special relativity).
Example 1. In the Minkowski spacetime, compute + o if w = a h 0 , a E R . Answer. The component of the 3-form * w is

that is
=

gipm p = EOlz3 w, = a . goo

Therefore, we have:
*w = a d r ~ d y ~ d z .

Example 2. Given a one-form w = dr' + dr2 + dr3, find the expression of dimensional Euclidean space.
Answer. The components of the 2-form * w are:

* o in the 3-

Lecture 8

Explicitly, we have:
g CL), = 0, 1 = (*lo),, = -0, = -1

(*w),,

=El,,

II

( * w )= W 3= 1. ~~
So, we have:
*CL)=dX2AdX3--dr' A d r 3 + d x 1 ~ d X 2

Notice that in Euclidean space, we have g, = 6, and thus the index position does not matter.
1.8

SPECIAL RELATJYmY AND MAXWELL EQUATIONS
Faraday t f o r m and its adjoint

1.8.1

Let us recall that in relativistic dynamics the elementary notion of 4-vector is introduced. In particular, the 4-velocity of a particle has components
Ua

dt' where t' is the proper time relative to the moving particle (own clock!).

dxa =-

The components of the (usual) velocity relative to an inertial (or Galilean) 3-dimensional frame being denoted

and

we know the 4-velocity is explicitly related to the corresponding 3-velocity as follows:

or

u1 =

c I- ,

J'r'

vi

In special relativity, the change of momentum relative to the proper time t' is considered. So, given an electric field E , a magnetic field E , a particle momentum jj = mC and a particle charge e, we know the classical Lorentz force law is

Riemannian Geometry
and in this context we consider the change of momentum relative to the proper time:

and the change of mechanical energy

These equations also written:
-=

dp O dt'

eE.U

--

are denoted in tensor notation as follows:

dp" -= e F p B
dt'

( p , P = 0,1,2,3 1.

We make explicit these equations:

-- - e(FOo 0+ F O I U' + F02 U 2+ F dpO U
dt'

O ~(i3)

dp1 -= ~ ( F 'U 0+ F'I W' + F'ZU 2 + F ~ ~ u ~ ) o
dt'
= e(E, U 0+ B3 u2 B, -

u3)

and so on. After identification we deduce that the electromagneticfield is represented by

Since

FmP gap F " a , =
the following matrix

- E l 0 - B 3 B2
- E 3 - B 2 B'
0

282

Lecture 8

lets us introduce the following Faraday 2gorrn F :

where the Ei and B, are respectively the three components of electric and magnetic fields.
Now we are going to find the expression of

* F.
11
00
6 0

Since
(*F)23

=?&ha gCglsFw = ~%IZ3gmg" +igIO23g g FO1 = -Fa1 = El

1

(*F)13 FO2 -E2 = = (*F)12 -h3 E3 = =

(*F)~l = F23
we obtain:

= B~

and so on,

Remark. The reader will verify given a p-form m

* *W = (-l)p("-~~s~n(~) 0
and in particular

**F=-F.
1.8.2

Maxwell equations

We are going to consider the exterior derivative of the Faraday 2-form and Maxwell equations.

PR5

The Faraday 2-form is closed.

Proof: We immediately have:
d ~ d~ = (alBl+ a 2 ~+2a 3 ~ 3 ) A ~ AX y 3 + (d,B, +d,E, -d,~~)du* /\dr3 A dX2

+ (aOB2 d3E1- dlE3)dYOA dx3 A dY1 f + (d,B, + dlE2- d2E1) A dyl A du2. dxO
The well-known Maxwell equations
divg =

c.B= 0

lead to the result dF = 0

Riemannian Geometry

283

Now we are going to consider the exterior derivative of the adjoint * F . Given the 4-current vector J such that J O = cp where p is the electric charge density and J ' , J ~J 3 are the components of the electric current density (in the 3-dimensional space), , we can say:

PR6

The exterior derivative of the adjoint of Faraday 2-form F is related to the charge current 3-form * J by

Proof We immediately obtain: d * F = (a,E, + d2E2+ a,E3)dxl A dx 2 A dx 3 + (doE3+ a2B1- d,B,) a!xoA a!x' A dr2 + (d,E, + d,B, - a,&) dXO dr2 A dx3 + (ao& 4- d,B, - a,B,) dxOA dX3A dr' A
Two remaining Maxwell equations being the (scalar) electrostatic

G . R= 4zP
and the (vector) electrodynamic equation

we have:

The adjoint of the 4-current vector J is the charge-current 3-form (*J),, = J I such that:

*J

with components

The proposition is so proved. In conclusion, the Maxwell equations are summarized in the context of forms by
dF = 0

w

d*F=-

4a
C

*J.

(8-23)

1.9

INDUCED METRIC AND ISOMETRY

Let M,, N, be differentiable manifolds, f : M, + N,,, : x H f (x) be a differentiable mapping.

y T N . ~ J Y ) ~ ~ .) are isometric if there is a diffeomorphism f between the manifolds. is thus hlfilled.(.284 Lecture 8 The reader will refer to formula (4-14) that defines the pull-back of (0. f2(x)) If the manifold R' is provided with the metric defined by vz = ( z i .X=O X=O [see (2-11 )].. The image of every vector X E TxR is defined by =r So the form 8f' z'=--. then the tensor field f * g provides M. Y ) = ( @ X . This structure is induced byf from the one of Nm. .with a Riemannian structure called induced from the structure of Nm* ProoJ: The assumption of immersion and thus of constant rank implies the image of vector X E T&fn 1s dS.+ R~ : X H f(x)=(fl(x)..) R~: g. .z) = (2')' + (z2)'. The Riemannian structure condition for manifold M .(X. (z. The bilinear form f 'g such that for every nonzero vector X: is positive-definite (since g is positive-definite by hypothesis). To end we introduce a bijective mapping between M. X)= ((f ( x ) ) ~ (f' 2 ( ~ ) ))2 x I Z " + ( is positive-definite (and defines a metric on R ) if the derivatives f f ' and f 2 are not simultaneously zero. namely: f 'dx.g. -x af2 (f*g). g M ) and (Nm. called isomtry.) tensor by f PR7 If (Nm. : ( X . and Nm preserving the metric. is then the manifold R provided with a Riemannian structure? Answer. Consider a differentiable mapping f :R . z Z )E Tf(. E ~ D Riemannian manifolds ( M .g)is a Riemannian manifold and if f is an immersion. ~ (8-24) . Example. such that: f* g = g~.x'=~"(x)x ax and z ~ I axi ~ = ~ ' ~ ( ~ ) x .

On the other hand. x") is such that The space being Euclidean. In addition. ih i=l PR8 The group of isometries of an n-dimensional Euclidean space is isomorphic to afine group R n x O(n. Z E Z ( M ): . Y ) H V. we have: which means that . Next by writing the diffeomorphisms of En the reader wl be able to conclude. An isometry f defined by n differentiable functions Yi= f l ( x l . comparison and operations between vectors are immediate. 2.yY x such that Vf. Let M be an n-dimensional manifold of class C" . a metric is added in Riemannian geometry. .1 AFFINE CONNECTION DEFINITION Let us show a mapping which to every pair of Cmvectorfields on M assigns another C" vector field. AFFINE CONNECTION Let us introduce a notion "enriching" the manifold structure and which is very useful in mechanics and physics. Y . curvature. torsion. ( dx i )z . The space En is defined by one chart with the previous metric element. D * An amne connection on M is a mapping V : %(M) % ( M )-+ X ( M ) : ( X .. Information.R). coordinate systems of tangent spaces at different points of some manifold cannot be a priori associated. parallel transport. In Euclidean space. il I::[ 2.is an orthogonal matrix. etc. geodesic.. But we are going to provide the manifold with an additional notion namely: the afflne connection (also called linear connection). This branch of modern geometry uses the notions of covariant derivative.h E Cm(M). V X ..Riemannian Geometry Let En be a Euclidean space w t the metric element dsZ = f .

Given vectors x = X ' a . P3.2 CHRISTOFFEL SYMBOLS Let us show a covariant derivative is completely determined from n3 functions on any local chart domain U denoted: Let us express the components of vector fieId V.ej = k ek. = x'e. D 43. P2. (8-26) Thus we have: SO.Y with respect to a local coordinate system ( x i ).Z = f VxZ + h V. we can say: PR9 The components of vector field VxY are in a local coordinate system (x') : .Y + v x z V x ( j Y ) = f V. Vfl+.YJ : = diy' . is called covan'ant derivative of Y along X.Z Vx(Y+Z)=V. ( because PI ) this last equality following from P2.(~'ej) Y =y'dj=YJe. 2.) =xiV.. P3 and from L . f The vector field VY ." The Christoffel symbols G~ the affine connection (or connection coeffcients) are of the components of the following covariant derivative with respect to the natural basis: Ve.286 Lecture 8 w PI. we have: V..Y + (Xf)Y where Xf=Lx . We will later present a geometric interpretation of the covariant derivative of field Y along a curve (tangent to vector field X).Y = vX1q(Y'e. Y J = 6 a.

The connection is called Euclidean if there are coordinates such all the various r are zero or i = . is a tensor of type (:) such that the inner product of VY and vector X is the covariant derivative of Y along X In a local chart.Y = V. where M = R n we have: (v. is the covariant derivative vector field defined by In particular.Y . denoted VY . at point x. aYi J ax dY' = . In this case..'.Y)' . Given a parameter t. gwen a moving point p E M such that its coordinates x i are functions of time parameter t.Riemannian Geometry If X is in particular e j . then we denote the covariant derivative of Y along ej by V. at t. we say: D The absolute derbarlve of vector Y. X axr Another terminology can be introduced. this definition means that also denoted Remark. We obviously have: D The covariant diflerential of Y . we express: The velociv vector of p has components and the acceleration vector has the following components .

vdt dt PRlO The Christoffel symbols am not the components of a tensor. Proof: We successively have: that is The second term of the right-hand member shows the Christoffel symbols are not the components of a (: ) tensor..3 Let c : [a. Notice these symbols are tensors if the affine (or linear) changes of coordinates xi = x i (Yi y n ) are such that .p. . E Txo is denoted Yo. tangent to M at every point c(t) of the curve. Let be the vector field tangent to the curve c.. Let Y be a field of vectors Y.. M the vector Y(.. .. Dvi dt dv' &' +I-. are aupdyq INTERPRETATION OF THE COVARIANT DERJVATTVE dZx' 2. In particular. .. b] + M : f I-+c ( t ) be a differentiable curve of the Riemannian manifold such that c(0)= x.- ...Lecture 8 a =--. .zero for every i.q.

.. Denote by corresponding vector field which must verify (8-34). . the previous equation is written: dt PRl 1 The covariant derivative of field Y along the curve tangent to field X is Pi-& The vector Y.... = 0 : (8-33) where X is the vector field tangent to the curve c.Y)(x) at every x E c . We denote by (T-lyc(t))o the "backwards transported parallel vector" of field Y.. is backwards transported parallel along c to xo. the For instance.b] (V.. which is the field of well Y defined vectors (V. Defining the covarianl derivative of Y along c by V. at x.Y). we say in an equivalent manner: A differentiable vector field Y is parallel along c if DY ( also denoted -= 0 ) V. for the ith component. The previous expression means the vector is transported backwards in accordance with the requirement D A differentiable vector field Y is parallel along c if 'dt E [a.(.... we have thus: . we are going to use a method closed to the one that has been introduced to define the Lie derivative.Riemannian Geometry 289 To give a geometric interpretation of the covariant derivative. but we emphasize the vector fields are here defined along a curve.Y = 0 In a local chart. along the curve c.

.). we have: ~-'C.M.. there is a unique autoparallel field X along c such that X ( 0 ) = X .we say c is a geodesic if and only if. ( O ) X O / Y ~ = and the formula (8-27) leads to: (V.. We immediately We deduce T i(x.) from ( 1 ) = (2).[(T"Y~.~. . : dY' = Y. the following well-known geodesic equations exist Given c(0) and C(O). Since is backwards transported parallel along c to x. . we must take (8-36) into account to write the components of the vector at x. Yo] . (8-37) ) a D Vector field X is autoparallel along c if D A curve c is called geodesic if c is autoparallel alongc..) be the components of vector field Y at point c(t).Y). = lim .. from (8-36). there is a linear isomorphism. we introduce the geodesic notion that will be developed later. called the parallel translation dong c: Given two points <El : Tc*M+ Tc2M such that tangent vector field is autoparallel along c.)+tr.) [Yd + t ( X J . +~(t*) Therefore...In other words.. +tx.) or have: (c.(o)x... ax3 E. In other words. and X ( t ) E T.g ) * + ~ ~ . in any coordinate system. there is a unique geodesic c defined on some interval [a.. r-+o t Finally... D and cz of the curve c.Lecture 8 Let (YC{.'-(x.b]. I ayl + o ( t ' ax~ ~ I .(X.

since a ax' [e.)ek (T( .V .Y) = V.Riemannian Geometry From uniqueness of solutions of differential equations. Given basis vectors e. but their differences components..k and q: are not tensor components.=q.Y. Y ] where the blank space is reserved for some differential form of degree 1. = fV.Y]+XL.[ X .YI Y . (8-38) The torsion is also denoted by Tor(X. e j ] = 0 we have: =cek T ( . for example Vf E CW(M): T( .e.X.. Now. PR12 The Christoffel symbols are symmetric in relation to their lower indices: q kj = 0 0 c. Y) . X .e.Y .4 Let M be a pseudo-Riemannian manifold. A vector field of type (1) is associated in a natural manner to the connection V D The torsion is the tensor field of type ( ) such that VX. The subtraction defining the torsion vanishes the annoying terms.Y). the multilinearity is obvious. TORSION 2.f .ei. . where we have put 6w =(qf -r.f[X.. (8-39) Let us specify the T. make explicit the torsion components in a local chart (x k). The expression (8-38) clearly proves the skew-symmetric character of the tensor of torsion.ei. Y E X(M) : w T( . Y ) = V . 2.ej)=V. f l . -V. we immediately have: fCIc3 O CIC2 = CC3 and c. is the identity.f = ST( .(fl) .ej))k = q. = .fV.[jX. We immediately show that T is a tensor..V. .X. So.5 qf are tensor LEVI-CIVITA (OR RIEMANNIAN) CONNECTION Here we consider the case of a zero torsion for which we have the following proposition. k =ri -q:.X-XL.and ax a ej = ----.

- From the previous proposition (or "Fundamental theorem of Riemannian geometry") we say: D A Lwi-Civita connection is a zero torsion connection such that V X .Y .Y. g ) there is a unique connection V associated to g such that the torsion is zero and W .Z) This last expression leads to (8-42) which shows VxY is uniquely determined by the metric. we have g(V.g ( y .g(Y. and the equality (8-41).Z) . 2) g(Y. etc.[X.z).Z) = X g ( Y .g(Y .X. if the vector field V.YI) + Yg(X. torsion. = x g ( y . it's sufficient to reverse the steps. Z ) . the zero torsion property. connection coefficients. v ~ x+ t x .Y] .yl. covariant derivative.g ( [ X .g(V.Y.Y defined by Indeed we have: ~ ( V X Y . X ) 1 but (because (8-41)) (because T = 0 ) this last equality following from (8-41). . In addition. 2)= L. VXZ) z) = x g ( y .Y.Y].ZI) . Z E % ( M ): Prooj First we specify that X g ( Y . Y .Z) + g([x. Z) .g(Y. V . but we recall parallel transport.X [X.[X.z) * = g(V.Y.Z).X) + g(X.CX. that is V. z ] ) = X g ( Y .g(y.Y1. Conversely. 2 ). Z ) = V.Z) = g(V.[Z.Z) and thus g(V. Let us prove that given the assumptions there is a unique vector field V.Z ' E Z ( M ): This last condition is explicitly written in a local chart ( x k ) as follows: ' Also called Riemannian connection.Y . curvature.Zg(Y. z ) .292 Lecture 8 By adding a metric we now "enter" Riemannian geometry.Y is defined by the formula (8-42) then the so defined scalar product verifies the three properties of an afine connection.V. exist without a metric! PR13 On a (pseudo) Riemannian manifold ( M .g(Y.

. a concept already defined at ) the end of lecture 2.'...e.e. = g(V.ek) = g(qrer.e.g(e.e.Riemannian Geometry Remark.ek)= crg..ek) qF = g(er.. So.6 GRADIENT Gradient - DmRGENCE - LAPLACE OPERATORS 2. 1+ g(e. +gjr G.1 Introduce again the differential of a function f E C m ( M. Here M is a Riemannian manifold and we have: .e. in this particular case.. = rM then the equality (8-42) is. we have: Christoffel formulas Since g(V. = g.6. we deduce: Le.V. which is nothing else the Ricci identity: ag or jk = rhjrjik + I. the (first) Christoflel formula: the (second) Christofel formula being: Ricci identity From the condition (8-41) of the Levi-Civita connection. 2. The condition (8-41) of the Levi-Civita connection. also written means parallel transport along the c w e of tangent vector field X is an isometry (that is preserves the scalar product). for vector fields Y and Z defined along this curve.

In the context of Riemannian geometry. we define the following fudamental differential form of degree 1: D The gradient of a functionf. is the differential form of degree 1 defined w V X E X ( M ) : (gradf. ) = df ( X ) . = 3if and df = d . denoted gradf .x) Xf = The reader will immediately observe that it's a question of inner product: w i.X ) . f (X. being an element of T:M The PR9 of lecture 2 means the image of Xx under dS.df =(df. = (8-45) The gradient off on M.x. is the 1-form gradxf : T N such that + 1P : X. f & ' . H grad. i The components of gradf are thus (gradf 1.Lecture 8 df.). namely: In a local chart.X . (8-45") In particular. X We also denote the gradient off by df and we simply write: w (df .) (grad. at x E M .)df. we have: = (grad f). we find again the expression of gradient of r seen in exercise 12 of lecture 4. .f by .(X. is the derivative Xxf of the function f in the direction of vector X x.

) by detg .. we obtain: gha.n. we denote: w divX = V i x i Make explicit this notion if a metric is introduced.2 Divergence D The divergence of a vector field X is the function following from the contraction of (: ) tensor field VX (covariant differential).g. x i+ . The formulas (8-29) and (8-43) imply: v j x i= ajx8 r . In coordinates.. x k + A contraction leads to the following (i)tensor field By changing the names of summation indices. we have: From the determinant theory. 2.f)w (grad f)' = (g".gMx k= ghr dhglkxk= gAahgitx k which implies: Denoting the cofactor of g .detg = G" d.Riemannian Geometry 295 Remark 1..j = 1. by G" and the determinant of ( g . We will mention the difference between gradf that is a 1-form and the associated vector under the (canonical) isomorphism: # : TX9 M -+ T I M :(8.X ' 2 1 dkdetg detg But we have . f) i.. 3 3 d. x k= a. we know that 8. --detg .xi + g i h r .gihdk&h detg V . X ' = d . In the particular case of an open of R" we find again the usual gradient definition.6. Remark 2.

A . . = Conversely.. . In other words.3 R(x) .*Q(x) 2.C! = 0.. Laplace operators Let f be a differentiable function on a Riemannian manifold. . we have: LxR.J ldetgl -/. A & " + + dul A . A vector field X on M with volume volume preserving. .. L. = L X h 1 A&' = a.a. + dul A . is incompressible ~ f l flow box of X is every Indeed. A ~ ~ X ~ ~ X ' We can generalize and define: D Given a vector field X on an orientable manifold with volume a.6.. if we have V X E M : #. . A ~ P +.. we have: We say 6. A L. Denoting by no dyl A .Lecture 8 1 2 detg a'detg = 3. .X) . if X is incompressible then L. R A vector field is called incompressible if its divergence is zero. . then X is incompressible. Remark. n= (div.drn A . and thus d v = --.( X i iX dm) Jm 1 In the particular case of an open of Rn we find again the usual definition of the divergence: divX = a i X i ...the divergence of X is the (unique) function denoted d v X such that i. is vo1ume preserving. given a diffeomorphism 4. A & " = the standard volume on R". that is R is invariant under the vector field X. .xtdrj = (div X ) 0.

Introduce the local coordinates U 1 =r u2=e u 3 =z The components of gradf are From the following conjugate tensor fl 0 01 we deduce the corresponding contravariant components gu d jf : So.a2f i af 1 a f +-a2f ar2 r d r r 2 a 0 2 dz2 af dz Let us now define new operators.z Answer. D The operator 6 = (-l)n~+n+' d * .). Note Vf E C m ( M:) 6f = 0 .ereential operator. we obtain: 1 a a f a raf a Lapf =-(-(r-)+-(--)+-(r-)) r dr 8r a8 r 2 a @ az 2 --+--+-. since the differential of an n-form on an n-manifold is zero.grad . cylindrical. . Compute the Laplacian of a function f in cylindrical coordinates r. The Laplacian off is expressed in local coordinates as follows: This formula lets us find again the classicd expressions of Laplace operators in curvilinear coordinates (polar. * associating a (p-1)-form to any p-form.. In short: Lap = div. since \/ ldetg = r . We specify every vector of this vector field gradient is the image of a 1-form gradient under the sharp mapping. spherical..Riemannian Geometry D The Laplaciizn off is the divergence (function) of vector field gradient. Example. is called the codin. elliptical.B.

298 Lecture 8 D The operator RP(M) + Q P ( M ) : A=dS+Sd is called Laplace-De Rham operator. we a~*p=fl~*a {a. P! deduce: and thus . E : . Show the operators d and 6 are adjoint. il <.. dril A . Given differential forms of degree p on an orientable manifold M and assuming compact supports. . .p) = l a . from (a.. The n-form a A *p is necessarily proportional to volume form pE(at x) which we express as It's also p A *a as seen later on. we define the following inner product: If necessary.B Q ~ * ' ( M ) ( d a . and a A */?= hail .<ip dril A . . A h C . Give the expression of factor (a. B) in Iocal coordinates and deduce: Answer. Consider two any p-forms a= C a. To end this section.... A d*' So. and by introducing g and go sufficient in number. we consider any two p-forms a and B at x E M . .@. . D A differential form w is harmonic if Am = 0 .. A&'' fl= We immediately have: W i ./?) = (a. . B) Application 2. = ( P P ) . pilip Jm d*' A . that is V a E Rp(M).. the compactness notion will be used in the following applications. Application 1.

~ --Ww ' " P p 2 0 = 11 . we deduce that and hence dw=SW=O Application 4. have: we Application 3. (ii) If dm = Sw = 0 . then w is harmonic. dP) a) Note that the operator A is positive definite. The terms of this sum being nonnegative. Each member of the previous equality is ( d a y + (sa.w ) = (220. Answer. We have: I . So. the Hodge-De Rham theory.w)=o 1fS w=o. Prove that: 0) V ~ E ~ ~ ~ ( M ) : W A * W ~ O ~ ~ ~ ( ~ . that is: V a . ~ ) = O ~ J T ~ = O fig A differential form w is harmonic # I d o = 0 and Sw = 0 .w )+ ( a m . Answer. SW) + (dw. p ~ n ~ ( M( )~: a .dm) is zero. ~ ~ ) . Show the operator A of Laplace-De Rham is self-adjoint. has a unique decomposition: w=da+Sp+y with Ay = 0. Conversely. if by hypothesis Aw = 0 then the inner product (AD. To end this section we mention that the Laplace-De Rham operator plays an important role in a. Since fl E d a ~ * f l + ( . that is ( A a .w ) = ( d b .Riemannian Geometry Answer. f l ) = ( a . Hodge has proved that any pform . (i) We have: W A * WP.l ) ~ L d * p = d ( a ~ * f l ) = Ia ~ * f l = O a ~ L w fiP+'(M). . a ) is positive and is zero if Aa = 0 . g p I I and thus (w.

D Thelengthofarccisthereal (b > a ) . this geodesic equation is written under the form of the n following differential equations: Let us find again the geodesic equations from calculus of variations which consists in obtaining extremal curves (basic calculus of variations!). (8-5 1) In local coordinates.11. b ] .+.] every i E [0. namely. < t .X =0. . given the subdivision a = to < t. In local coordinates ( x i ) . the geodesic distance between two points of an open set U is the lower bound (if it exists) of curve lengths joining the points and lying in U..t. the continuous h c t i o n t I+ is differentiable on each [ti. p . To each curve is associated a previously defined length.300 Lecture 8 3. g ): [a. c(t) for First.. = b of [ a . Let us recall a fundamental result of the variational calculus. we recall the following definition.b] + M : t H ~ ( t ) such that. the length of an arc c is and is also denoted D A geodesic c is a curve such that its tangent vector field X is autoparallel along c: V. The integral exists since the integrand is defined and continuous for every t ( # t i ) belonging to [a.. GEODESIC AND EULER EQUATION Consider the following curve c on a Riemannian manifold ( M .b ] . The geodesic arc is the arc corresponding to this lower bound. Consider (class c') curves joining two points xo and x. In this context. < .

dr ' Now we establish the geodesic equations from the calculus of variations. a geodesic joining two points xu and x. we obtain the geodesic equations (8-52): ' d2xr -+r ds2 ' d s ds dxi --=o hk where s is proportional to t. is obtained if the system of n Euler equations: (where the various f' are -) is verified. On a manifold. a geodesic is a curve followed by a point of zero acceleration. A geodesic doesn't necessarily lead to a minimum of length. Furthermore. is a curve such that the calculus of variations means it is a curve "satisfying" the Euler equations (8-53): Substituting the curvilinear parameters for t. the geodesic equations are By multiplying by g . the 2sphere example proves there are several geodesics joining two diametrically opposite points (an infinity).Riemannian Geometry where A (necessary) condition of extremum of I. So. In lecture 9 we will prove that the geodesic equations express that the acceleration vector of a point moving dong geodesic is zero. dt Remark. .

Y. CURVATURES RICCI TENSOR ElNSTEIN EQUATIONS CURVATURE TENSOR - . we denote: 62' R(X. .y])Z = R(X. Z separately and defines a tensor R ( X .Y) = CV.1 4.Z) t+ (V.VYl-V. Y ) and a tensor of type (i)is a tensor of type (b).1. Y. . Y ) of type ( ).v y v x .302 Lecture 8 4.V[X. ProoJ: Having R(X.1 Operator R(X.Y)Z = -R(Y.Y. By introducing the commutator [V..vyI = v..x.Vy .Y) is a tensor and is of type (i)because the "contracted product of R ( X .VYVX .Y) PR14 The Cmmapping %(M)x X(M) x X(M) + F(M) : (X.BIANCHI IDENTITY - 4. it is sufficient to prove that V h E C m ( M ) : We have: and also So.Y)Z is linear in each X.X)Z .vy . R(X.

+qic: = -4.ld.l.Y)Z . ~ a i q i .. (8-55) The mapping is so well defined by X ( M ) x X ( M ) x X ( M ) + X(M) : ( X .Y ) Z and.8 .Y. Make explicit the components of this tensor in a local chart. by the following expressions where VI.-)-. = 0: The following proposition is obvious: . in particular.2 Curvature tensor or Riemann-Christoffel tensor Given any vector fields X.. This curvature tensor is of type ( ). From : we deduce the following element of X ( M ) : R ( X .Z E X ( M ) we are going to define a new tensor called curvature tensor which operating on X. Y ) Z = x ' y ' Z k R(--. make explicit W e successively have: D w The curvature tensor or Riemann-Christoffel tensor is the tensor of type (i ) such that its components are R : . ax1 a a ad a axk In particular.Riemannian Geometry 4.. ~ .1.Y . Z ) R ( X .q. Z leads to (b ) tensor R(X.Y.

From (8-37) we immediately deduce (index 0 corresponding top): I c1 Figure 50 Let us consider a set of orbits c associated to vector field X as it was introduced at the time of the Lie derivative study (one-parameter group!) and also another set of orbits r associated to a vector field Y. About that the important remark of lecture 6 (in 8 I.l ~ be)the vector of the field V which is backwards transported parallel along c.304 Lecture 8 PR15 The curvature tensor field of components R:. Next.2) will be seen again. Y ]= 0 . then the "transported is. A geometrical interpretation of curvature tensor Let X be a vector field tangent to a curve V be a tangent vector field on M c.. is skew-symmetric in i and j . In the first case (r . at p: . We assume they are such that [ X . in general. ~ ~ from q top. l The vector V ( r ) can also be backwards transported parallel t o p successively along c and TO. top. the so transported vector is backwards transported parallel along c. Let ( 7 . of M.q + p). since the "backwards transported parallel vector" at q is . 1. The vector V(r)can be backwards transported parallel along rl to point q. Let r be the intersection point of two curves c. it is different from V ( p ) .and TIof the respective sets of curves.

This last expression makes appear R(X. the "transported"is. Z .T) = X ' Y ~ Z * T ~ . at p: The difference between the two results. The parallel transport is independent of the path choice. the parallelism is a global notion. g(a. Y .Riemannian Geometry In the second case ( r + s + p ).2 RICCI TENSOR (: ) curvature tensor 4. t 2[V. J ~(R(x.Y)V since [ X . 4. . at every point.a. Z = Z' 3 .V.Y)z. : . Y ) Z . . =x 'Y~z~T"~. In local coordinates.2. K& ..) R.1 D * The curvature tensor of type (: ) is defined by R ( X . to a vector at point p. given X = X' a. namely: amounts to + o(t".T ) .IV(P) In conclusion. the previous difference "measures" the changes following fiorn successive parallel transports along the closed curve pqrsp and it is expressed by the vector Flat space D A flat space is a manifold with zero curvature tensor.T = T ma. The metric of flat spaces is such that The geodesics are straight lines. T ) = g ( R ( X . Y = Y 8. Y ]= 0. The previous geometrical interpretation lets us assert that a vector is parallel (or not).. In the case of a flat space. The Minkowski spacetime of special relativity is an example of flat space.

T) = R(Z.lj.o+Rpi.Z.. + R.X.T) = 0 which is written: Rh.) is skew-symmetric in its first two indices: Rh. So. The curvature tensor of type ( 0.Z.a.Lecture 8 The components of this tensor of type ( ) are ~(a~. Indeed in exercise 17 we proved: R(X.Y.a.T)+ R(Z.Y. by contracting G.$+'~k.a~.Z.T.) = Rho. PI.= . i Indeed in exercise 16 we proved: ' R(X. being antisymmetric in i and j and also in k and m. We have proved: RhiJ = -Rknr. The curvature tensor of type (: ) is skew-symmetric in its last two indices: R(X. The curvature tensor of type (: ) is syrnmetnc under a pair exchange of indices: Rstsr/ = 4.Jrn+'~. I This property is obvious because R.lk=~ Rh.T)=-R(Y. .T) =-R(X. Indeed in exercise 18 we proved: (8-6 1) R(X..a.I.h..2 Ricci tensor Can new tensors be deduced by contractions of the Riemann-Christoffel curvature tensor? The components R.T).) = g(~(d.)a..mt=O..T)-t.Y. every contraction between two indices of a same "set" leads to a zero tensor. we obtain: ..Z). (8-58) P2. + R..X... 4.X. in k and I. = -4th .. ..R(Y. for instance.Z..a.lrn+%~. P3. = g'"~..Y.T.X.Y)..Y...Y. =0 a Rh..!.Z.Rk..2.Z.

hi = Rj.kj g" Rhi. ) with components obtained by the contraction of Riemann-Chistoffel tensor in the second and third inhces." then we obtain a new tensor of type (i) or its opposite.@ =g M Rjk. = g R. Show that the scalar curvature is zero.&= g k l R i h . if there is contraction in any index of the first "set" and any index of the second "set.r. h = gd 4.M : Z J+ R(X.M + R . Parametric equations of a cone are x=utanOcos~ where u is the altitude..jh &h.hi = Rji h (1 and 4): (land 3): (2 and 4) =g hk Rih. Y ) : T.3 Scalar curvature From the Ricci tensor T'M x T..2.r.Y) where XY are fixed.& = 4 1k g kl Rhj. In other words. considering R(X. we say: D The scalar curvature on a manifold is the trace of the Ricci tensor. gM Rib. -a.Y)Z The component notation of Ricci tensor is R.. = .g ..U = -Ri. (8-65) obtained from the Ricci tensor contraction. j k = -g 4h.+r. + T. = .r.Riemannian Geometry R:.g hk R. -r. =I& =a&. We successively have: y=utanBsin6 z=u 6 the longitude and 0 the half angle at vertex o.& -R. Example. = 0. then the trace of the linear mapping R ( X .. A cone is an example of flat space. Answer. namely the sodenoted scalar R=&'=~~R. 4 = -g ht R. D The Rkci (curvature) tensor is a symmetric tensor of type (. 4. Indeed consider the following successive contractions in indices k and k: (2 and 3): &=&! .. On the other hand. ds2 = (1 + tan2 B)du2 + u2 tan2 B d#2 .M is the Ricci tensor.

VVUX = V z V ( v x ~ .Z)T)-R(VxY.2 ) We define the operator ( V xR) (Y.2 Bianchi identity PR16 Given vector fields X.Z there is the Bianchi identi@: w ( V x R ) ( Y y Z+ ( V y R ) ( Z .v .Z ProoJ If we denote the sum on the cyclic permutations of (X.Y.3.Z)T=Vx(R(Y. we must prove X.Y. ~ ] ) x 3 .VxZ)T-~(Y~Z)VxT~ (8-66) 4.2 ) by (VxR)(Y.Z and thus we have: But we have: VZ (Vvxy . Y )= 0 .3 BIANCHI IDENTITY 4. 4. ) (8-67) .= )V Z ~ I X .1 Operator (VxR)(Y.Y.3.Lecture 8 and from (8-64): &=O + = R*=O R=O. X )+ ( V z R ) ( X .Z)T-R(Y.we have: But cyclic permutations do not alter X.Y.Z) by the following identity: From (8-66).

i g b R ) = 0. u= 0 0 -ViR. the Bianchi identities are written: w ~ ~v. G tS . R + v ~ R / +v. ..R~. ~ + g ~ = EINSTEIN EQUATIONS In the Bianchi identities. . = 0 A new contraction in m and j implies: -vi gnJiR. +VjR. So the symmetric tensor G with components G*=R*-' *R 2g verifies the contracted Bianchi identities: w V.V.. +v. ( R * . + v.~:..v . < .+ v.. + v k ~ : . For the last term the sum is also zero because the Jacobi identity means that In local coordinates and by introducing the Riemann-Christoffel tensor.~ 0 . 2Vk girR.4 v. gw~:. the sum on the cyclic permutations is zero since the previous summation of the first two terms is zero and it is so for the two following.Riemannian Geometry and thus Finally. a contraction in I and k entails (8-68) 4..R:. =O g "= ~ 0 e V.R.#+ v jg"gR.%.G* = o .. . =O + v . The tensor G is called the Einstein (curvature) tensor.

T O j an energy flux and T~ a stress. Make clear that the G~ being symmetric. In 1917. Without energy the Einstein equations are G* E) R* .f g d ~ = x ~ * (8-70) where X is a constant linked to the gravitational constant and T is the stress-energy tensor.+ g * ~= 0 The G* verify the four equations (8-69). 5. From X = Xi . Later he left this addition. there are $n(n + 1) = 10 in number. Y ) for every Y E TIM.we deduce 1 a ax . let us recall the Einstein equations in this theory are based on the fact that the gravitational potentials generalize the notions of Laplace and Poisson equations and establish relations between tensors in a Riemannian spacmme M . Einstein modified his field equations such that G* + A ~ = XT* * where A was called the cosrnofogicafconstant (making the universe open or closed). Einstein had to consider a nonzero curvature Riemannian space. ~ " momentum density. The reader will refer to the general relativity literature. Notice that searches are also turned through universe models showing torsion. ) in a local chart and find again the expression of g ( X . The constant A has a hdamental influence on universe evolution models. Answer. the components a of this tensor T are such that TOO represents the density of mass-energy. More precisely. The four equations (8-69) reduce the Einstein equations to six independent equations. the curvature of this manifold M4gives an account of gravitational phenomena. The stress-energy tensor describes the state of energy distribution at each point and "generalizes" the right-hand member of the Poisson equation. The previous equations play a fundamental role in the relativistic theory of Gravitation.310 Lecture 8 By searching a spacetime metric such that every particle follows a geodesic. EXERCISES Exercise 1. Show the expression of the 1-form g ( X . The coefficients gy of the metric (called gravitational potentials) are supposed to verify the Einstein equations describing the state of energetic distribution: G* =) R* . d In the relativistic theory of Gravitation. Indeed.

a = g. = { x : ( X I ) ' - n+l ( x i ) ' = 1 ) is i=2 a submanifold of R"+' generalizing the hyperboloid (two sheets).dr'=ggx'dri and X J Y ) = g ( X . )=x.Xidri(Y) a . The hypersurface M. From we deduce two domains of charts of Mn namely: and A curve on the manifold is of type: A tangent vector at point c(0)is with E = 1 or . Y ) = g.Riemannian Geometry X . = g ( X . . On the hypersurface defined by construct the Riemannian metric induced by the following bilinear form (on R"" ): 132 Is the corresponding bilinear form positive definite? Answer.X'Yi ax Exercise 2.1 .

we have: Any other vector of T. is of class Cm . Let g('' be the (i) tensor on U. g"' on M . The bilinear form is not positive definite. Let { (U. . The (i tensor ) i h. in a local coordinate system. the value of the bilinear form g . X) is less than or equal to and thus it is an always strictly negative real because x1 cannot vanish and at least one of components of tangent vector X is nonzero. ) be a partition of unity subordinate to this covering.(xi)' x'x') /-2 1=2 ntl Therefore. with components g:' = S. Prove that on any paracompact manifold Mn here exists a Riemannian metric. ( h. x . M :~ H g. Riemannian structure on Ui.Lecture 8 By putting i i ( 0 )= X i . the corresponding bilinear form being positive definite. Answer. Exercise 3. Indeed 1 n+l st1 x*xi)(C .pi) ) be a covering of the paracompact manifold.. with a Riemannian structure... ( X . is written: The pseudo-metric induced by the scalar product on R"" is defined by Remark that the field g : Mn .M.T . For every i the pull-back p induces (from Rn) a . provides M.

I = * ( a i ? or explicitly: 1 ijk Eijk . ) . = $ ( y ) r ( ~ ' ~ . is the vector of components curlk# = Z ( P g ) ( aI.X'Y i ) ' = + and explicitly: * &* (XiY' . .x.& x. Y (*T)2= Jdetg ( x 3 y 1 x'Y') (*T).Y2 . = Jdetg ( x 2 y 3 X ~ 2. We find again the components of vector product of vectors Xand Y: x2y3 . Given f E C m ( M 3 prove the curl of grad f is zero. = (x'Y' X'Y' ) . we know that detg = 1 and variance is indifferent. Answer. The exterior product of two vectors X and Yon a manifold M3 is written: The adjoint of this (i) tensor is the covector of components (*T).aJu 1. 3 13 Find the adjoint of exterior product of two vectors on a 3-dimensional Riemannian manifold and give its meaning in an orthonormal basis of 3dimensional Euclidean space.x3y2 x3q .Riemannian Geometry Exercise 4.X'Y') (*T). mJ. ) Answer.X J . that is * d m .a ~r. Find the adjoint of curl on Mj and find again the classical expression of curl on R ~ . Exercise 1 1 of lecture 5 has shown: The adjoint of curl. Exercise 5.@. - By considering an orthonormal basis of Euclidean space.

= the metric element being ds2 = d r 2 +r2d8' + r 2 s i n 2 8d+b2. Answer. Find again the usual definition of divergence on R~from the notion of adjoint. Calculate the Christoffei symbols in spherical coordinates. = 1 g2 = r 2 2 g33 r 2sin 2 8.Lecture 8 1 curl 3 w = - In an orthonormal basis of 3-Euclidean space.+x2a2+x3a3 be a vector field.. The curl of grad f is zero because * d(df) = *(ddf) = 0 Exercise 6. Exercise 7. Its adjoint is the differential form of degree 2: and thus The divergence of field X is the coefficient of the exterior derivative of the adjoint ofX. we know the only nonzero gU are g. Let x=x1a. Given the spherical coordinates u1 = r u2 = B u3 =#. Answer. detg = 1 and variance is indistinguishable. . We find again the curl notion of elementary geometry.

) of R~ such that Answer.gH = C + r@. are added and from the symmetry of connection coefficients (in last two indices).a.. + r.) in a cylindrical coordinates system. Find the first Christoffel formula from the Ricci identity.yo ..q k i .-'. d. Given a Riemannian metric g.a.Jkj =2rhj. r.k +ajgk.d...Riemannian Geometry Therefore Exercise 8.g. successively obtained from cyclic permutations. j k 4gjk = - = . (izj relative to basis (1. we have: d. calculate the components of the gradient (1-forin) of a fbnction f and the ones of the associated vector (under g # ) (i) relative to basis (a. fi) The components (grad f). Exercise 9. The following Ricci identities.gu =rhj +& This proves the first Christoffel formula. Answer. are: and the components (gradf )' are because gl' = g33 1 and g22= -1 = (ii) Since r2 ' .

.t.f ).f r 1 J. relative to basis (5. Calculate the Laplacian of a function f in spherical coordinates r76. Covariance and contravariance are indistinguishable unlike the case of nonorthogonal basis! Exercise 10. where 0 is the 4 colatitude. is the metric tensor on S. & . d . Given a subset S c M we suppose a p-volume exists on S defined by where (6')are local coordinates on S and g. are the ones of Xf : a. The components of covector grad f are From we deduce the corresponding contravariant components goajf : Since &= r 2 sin t we have thus 3 Exercise 11. ) is an orthonormal basis (gy = 6'). Answer.> (arf7-8.the components (gradf ). They are the components (gradf )' because ( i .

y)~ c U R ' (id Find again the area of a spherical surface (radius R). the metric element ds2= dX2 + dy2 + dz2 immediately leads to metric tensor p = a. we deduce the following vectors tangent to the sphere: The metric tensor g. such that in R~: x' = RsinB cos4 x 2 = Rsin 8 sin4 x3 = RCOSQ.z and detg. (i) By putting 4 = ayz . = 1 + p 2 + q 2 . Answer.Y) tf(x. We know the tangent vectors to T~ are .Riemannian Geometry (i) Find again the formula of area of a surface defined by = Z(X. Answer. From expressions of tangent vectors to torus T' c IZ3 (see exercise 5 of lecture 2) obtain the area of T . We find again the well-known expression of area: (ii) From spherical coordinates B and # . The area of the sphere is Exercise 12. = R~sin2 8 . is and detg.

X) @. Since the following equality is obvious L A @ ) = gLxR+ QLxg and since g R is a volume and divergence definition: L. = 0 The area of T' is (&A&+ 4 c o w 2- (4)2 Exercise 13. prove that 1 V ~ ( # O ) E C " ( M ) :i v m X = d i v . X + . we deduce that and the exercise is proved since Lx C = (div. d . is such that: and (~+$COS#)~ 0 = detg.L x g .. d g Answer. Given a vector field X on an orientabIe manifold M with volume R .. Given a vector field X on an orientable manifold Mwith volume a . X) J a.Lecture 8 The metric tensor g. Exercise 14. ( g Q )= (div. prove that: VgcCWCI(M): i v n ( g X ) = g d i v n X + L X g .

geodesic equations are: g v . e j ) . the osculating plane is orthogonal to the surface. we have: L.Riemannian Geometry Answer. .k -. Therefore..f2=i. at each point of it. Let us recall that every osculating plane equation is defined by the first and second derivative vectors.e.R and thus R div. Given a surface S c R n .= 0 ds ds 2 ds ds But (because d. The PR18 of lecture 6 has established the following equality In the following expression we know that dg AS^ = 0 since dg A R E a n t l ( M ) . Exercise 15.die. Answer.-ajg. = . ). prove that any geodesic in S is such that. the geodesic equations are then simplified: d2x' ( e l . e j ) -ds2e i .X The proof is so produced.~ASZ+~L.+( dx' dXk ds a's = 0 . a .R=L.(gX) = RLxg + gRdiv. = axk8xf axfaxk a2 a Since the summation indices play the same role. d2 ~ ' akk dx' 1 dr' d X k + dkgr--.CJ that is L.a'g~Q+gL.

V[x.V x V z .. Since R(X.Y.T)+R(Y. Prove the identity R(X.Y1)Z(VYVZ. ) curvature tensor is antisymmetric in its first two indices.Z.T)+R(Z.VyV.Z.VZVY . Prove the (0. Exercise 16.Y.T) = 0 Answer.Z.Z])X+ (VZVX .y.)Y + .V[Y. This follows f o the next zero sum: rm (VxV.yJ)Z.X. ) T and (8-41): we have: Therefore we have proved: lib.X.320 Lecture 8 Now. Answer.X. we consider the following vector: and thus d -ds2 2 d2xJ -- dXJ dyk dsze'+dsdr aae. Therefore the geodesic equations (1) mean the second derivative vector and tangent vector are perpendicular at each point of the geodesic. The osculating plane is thus orthogonal to the surface.Y. Exercise 17. --VYVX-VIX. .T) = g((VxVy .C= -Rnk.V[Z.

Z.Y)+R(X.X)+R(T.Y).Z.X)=O R(Z.T.T. Prove the equality R(X. Z ) + R ( Y .23 .T)i-R(Z.Y. Find the independent components of the (: ) Riemannian vector on a manifold M.T) = 0 R(Y. have: We z . From properties of the ( y ) curvature tensor.Y) = 2R(Z. Y ) +R ( Y .Y. we immediately see that only six components are independent. X .Y.X.T) = -2R(T. Z )= 0 . Let x1 = x. Z .X. R12.km.T. Y . Y .Y. Exercise 19.13 9 '12.T. x2 = y. X .23 5 R12.Z. we obtain (from P2 of curvature tensor): R ( Z .X ) = 0 ) that is 2R(X. namely: Answer.Y. X .Z. Answer. T ) + R ( T .T.Y)= 0 R ( T . Z ) = 0 and (from PI and P2 o f curvature tensor) this identity becomes 2 R ( Z 7 X .Z. T .T)+R(Y.Y). T .X. but (8-62) being useless.T. x3 = z be local coordinates in Lobatchevsky space (metric element: 1 ds2 = I ( d r 2 + dy2+ h2). T .X. Z .Z.ij = Rij.X. Y . We have thus proved the symmetry under exchange of the first and last pairs of inches Rh.Z. Y .Y.12 3 '13.Z. T + 2R(T.Y)+R(T. By adding the following identities: R(X. X .Z.137 R23.Z. Z ) + R ( X . .23 9 '13. T . X ) + R ( X .X.X.321 Riemannian Geometry Exercise 18.X)+R(Z.T)=R(Z. Y . Make explicit these components if the 3-dimensional manifold is a Lobatchevsky space.Y.

4 R +rcos+ From (8-64) we obtain: R - " r cos 4 R + rcos4 ( R+ t cos+)cosh r R= R . R being the radius of circle that follows the center of the vertical circle (with radius r).Lecture 8 and the ChristoffeI symbols are q . In exercise 5 of lecture 2. the scalar curvature and geodesic equations for 2-torus T 2 c Answer. we obtain: Exercise 20.... Since ds2 = ( 2+ r c o s & ~ ~ + r d4' do2 2 formulas (8-43) imply: e r sin rw=-./ = g.. .RL..z From (8-55) and since R. = & l . Find the Ricci tensor. = r(R + r cos 4) - 2 cos 4 Geodesic equations are r 2 d 2+ ( R + r c o ~ # ) ~ 8 .2 = I & = I& . The second equation leads to a first integral (~+rcos#)~0=k. = ~ .~ =I These three equations are not independent. we have introduced parametric equations of T~: with latitude # and longitude B . = . .

the pitch of the helix being h = 2 x b .). Equations: x = a c o s u ypasinu z-v (~ER. The geodesics ( ii = i. = Ri. . 1 ". d2 d2 is replaced by -.ig. We have considered several surfaces in R~ and obtained the following results.. 29 Helicoid. Equations: x = rcosu ds 2 = dr2 + (r 2 + h 2 ) du2. Since g. y = r sinu z = hu ( h : nonzero real) . being zero).k2)'" = r(k+ r c o s ~ The initial condition is obtained from the third equation where The integral is elliptic. = 0 ) are helixes because and thus z=bu.R are zero. it's easy to verify that the various G. Cylinder. Exercise 21. = (W+ r c o s 0 2 and gll = r (all the other g.323 Riemannian Geometry From the third we deduce: ( ( R+ r cos 4)' . 2 zf# Remark.

k 2 ) + (k) The integral is elliptic. = kr . d 2 2 ra = (a + 2b )sha cha 2 2 a2sh a + h ch a ra .324 Lecture 8 Geodesic equations are 2r with i 2 ( r Z + hZ)ti2 1 + = ii + -----.Bs a2 sha cha a2sh2a+ b2 chZa p a ' =- sha cha Geodesic equations: d + ( a 2 + b 2 )sha cha a 2 sh 2 a + b2ch2a sha cha - a 2 sha cha a 2 sh 2 a + b2chZa B2 G O b+2---hb=0 with (a2sh2tx + b2ch2a)b2 a2chZa + = 1. Since (2) implies chZa = A (constant) and deducing d from (3). 2 + hZ)(g2 h . 3 9 Hyperboloid (one sheeo. ds2 = (a 2 sh 2 a + b 2 ch 2 a)da 2 +a2ch2a p 2 . Equations: x = acha cos p y = acha sin fl z = b sha with a. latitude a and longitude p ./(c2 65 = u . b E R . we obtain: d: da cha .-ru2 = O (1) (3). i.u.i u = 0 ( 2 ) r 2 +h2 Since (2) implies (r 2 + h 2 )u = k and deducing i from ( ) we obtain: 3.

1. Recall also the evolution of a (material) system with n degrees of freedom can be described in spaces of n coordinates and we say: D * The confi$pration space of a (material) system with n degrees of freedom is the differentiable n-manifold of points (q'. CLASSICAL MECHANICS SPACES AND METRIC 1. This system is called rheonomic if the position vectors of particles depend explicitly on time. So we give the classical principles of Lagrange and Hamilton in analytical mechanics. q n ) . ..1 GENERALIZED COORDINATES AND SPACES Consider a system of particles with a finite number n of degrees of freedom. The canonical transformations and integral invariants are also introduced. Classical mechanics teaches us that the motion of a system of particles is described at any time by n variables called generalized coordinates denoted by q'. a fluid-dynamical method that I have perfected is shown. We must specify that there are other systems of generalized coordinates such that with These conditions should be always present in mind. To conclude comments on isolating integrals and ergodicity are made.LECTURE 9 LAGRANGIAN AND HAMILTONIAN MECHANICS In this lecture we recall several notions of Lagrangian and Hamiltonian mechanics in order to prepare the reader for the next lecture. .. Moreover. it is called scleronomic in the opposite case.. The equations of motion are deduced.

for example. ~- 4-0. ~ 2 . Z ) = 0 }? Answer.z. A priori two particles of R3 have 3N = 6 degrees of freedom..) is constant. This (material) system shows n = 3N .Lecture 9 It is denoted by Q. Generalized trajectory. a set of N particles in R 3 with Cartesian coordinates x. The configuration space is R3 x s2where q1= x.. ~3 -Z - G ..= 0 ) ~2 g(x.. Example 1. y.qn)describe a curve in the configuration space called the generalized trajectory of the system. y. y.. 2 The configuration space is thus a 2-dimensional manifold (since 3N .m) -manifold..>z. y. But the constraint equations are m = 4 in number because the coordinates of particles (xl.y. The configuration space of a system composed of N points of R3 is the manifold R ~ ~ point having 3 degrees of freedom. and s. every . z.y.. that is: reduces to 5 the number of degrees of freedom. .. A priori the two particles have 3N = 6 degrees of freedom. More quickly. y. ) and (x. What is the configuration space of a set of two particles following a curve defined by { (x. The notion of configuration space of a system subject to constraints is developed in elementary mechanics. t is subject to constraints defined by m equations f.. The evolution of the material system in the course of time makes the point (ql. The dimension of the configuration space is 5.0 =) f ( ~ 2 .g(x.4 = 2 degrees of fieedom). A point of the configuration space determines the "position" of the material system at a given instant.. z) E R3: f(x.) must verify the following equations: f(xl>~.. q 2 ' Y G .(x. Example. Z ) = 0 .) and (x. So.q5=4.m degrees of freedom and the configuration space is a (3N .. y. 2.) = 0 g ( ~ Z r ~ 2 7 ~ =)0. Example 2.. Generalized coordinates are the three coordinates of the mass center G and the two angles giving the direction of the rod. in other words this (descriptive) point gives the configuration of the system. What is the configuration space of a system of two particles linked together by a rod of negligible mass and moving in the space? Answer. z. 2. y. .y.z) = 0.. But an equation of constraint expressing that the distance of two particles (x. the curvilinear coordinates of every particle let us see that the configuration ' space is R such that q' and q2 are the respective curvilinear coordinates s.

2 KINETIC ENERGY AND FUEMANNIAN MANIFOLD 1. We denote: (q' .. The configuration space has the manifold structure of SO(3). )= (x'.. cartesian product of two circles S' . .Lagrangian and Hamiltonian Mechanics 327 Example 3.. D * The conJguration spacetime is the Cartesian product Q x R of the configuration space Q and the time axis R . x3N) The kinetic energy of the system is written: where the common coeficient m.1 Kinetic energy Consider a system of N particles of R ~ .qn(t))] in Q are the reals q'(t) and are called generalized velocihres 9'... D The velocityphase space is the tangent bundle of the configuration space Q. .2. Example 4. represents the mass of the first particle and so on.q') defining a coordinate system on the tangent bundle. The configuration space of a double pendulum in a plane is a 2-torus. 1. D * The coordinates (or components) of a tangent vector to a trajectory of equation q = q(t) [ where q(t) = (q1(t). that is It is the set of 2n-tuples (qi.zN)= . 4") E TgQ. = m.x2.. y . A rigid body with a fixed point in space has 3 degrees of freedom. we have: J .= m. Generalized coordinates are the three Euler angles. z . The Cartesian coordinates of the N particles are respectively denoted: ( x .x3) ( x ~yN.. Since the x i are functions of q and t..

Thus the metric element is evidently ds2 = ajk(ql)dq'dqk 2T dt2. ( 4 ) ' ( +(LIP) +f s ( ( i 2 ) 2 + ( ~ 2 7 1 .. we have: and the kinetic energy is the following quadratic form I T = -2a . (q ' ) q ' q k .. T = t a r @ ' ) 4'gk. Jk 1. we denote W = ( g l .2. Proof: The kinetic energy being quadratic in the generalized velocities. 9")s T. which is quadratic in the generalized velocities.2 Riemannian manifold PR1 The configuration space of a scleronomic system is a Riemannian manifold. The metric is determined by the kinetic energy: T = im. The configuration space of a system of two mass points linked together by a rod of ' negligible mass and moving in a plane is a manifold R x S1. In the case of scleronomic systems (constraints independent of time!). = Example..Lecture 9 The kinetic energy is composed of three terms: which is independent of generalized velocities.Q : T=~(x. which is linear in the generalized velocities. and introducing a Riemannian metric ( ) on Q.x)..

The components of the position vector of the pearl in R~ are The Lagrangian L = m ( ~ ' + Rim2 cos28 ). The reader will easily express the kinetic energy from the generalized velocities xG. 2.t) ~ ( q ' .nag R sin B 8~ 2 is not explicitly dependent on t 2.q'. then this example ilIustrates t h s remark. ( ~ ' .y2) of respective masses m.2 PRINCIPLE OF LEAST ACTION According to Maupertuis..Lagrangian and Hamiltonian Mechanics given two pints ( x i . t ) H of the n generalized coordinates q i . the n generalized velocities qi and time t such that 6 v L(q'.t). ~ ' .R) . t ) + 'o ( s i .t). we say: D The Lagrangim is the differentiable function L : TQ x R + R : (qi. = ~ ( ~ ' . is explicitly dependent on time. If this last rotates about a vertical axis with a constant angular velocity o.V(q i . consider a pearl following a circle c(o. MOTION EQUATIONS AND PHASE SPACE 2. HAMILTON PRINCIPLE.v ( q ' . g '= iol(q'.t) T(q'.qi. t ) .t) 4 (9-2) Explicitly: We recall the variable t doesn't always explicitly appear in the kinetic energy T and potential energy V. . The position of the circle is located by the angle o t in the horizontal plane and so. t ) . A rheonomic system can present a Lagrangian which is not explicitly dependent on time. a succinct and rough expression of principle of least action is that nature chooses the simplest way.yGand 6 (usual notation)..1 LAGRANGIAN By considering the space TQ x R .t)cjicj' + ~ 7 . Indeed. The generalized coordinate is the angle 0 (in the plane of the circle) locating the pearl from the horizontal plane of equation x3 = 0 . Remark. ) and (x.q i .y. and m.

. the natural trajectory (extremal!) is such that the (first) variation of the action integral vanishes: In the calculus of variations.(t.330 Lecture 9 We recail that the variational principles have been helpful in the mechanics developments.).t2]) and any curve C(Y. we introduce a variational principle for which we show that the extremals' verify the motion equations of Newton.Etl. . (t. In order to present this last variational principle.q. e. on the manifold Q .(t) Remark.(O) = (-c.t2]) about c..l c= J2 = . Lagrange or Hamilton are deduced from variational 4 principles as theorems. to an instant t. c.. and q. Firstly..t)dt .. q2 .l) (c:[t. (id From the postulated motion equations we derive variational principles as theorems.t21) + R is defined by the action integral The action integral is also denoted by s= 1 ' L(q'.q.(. we consider the following set of curves c of class C' : C(q. Given two fixed points q.) = gl.. These last equations as well as the canonical equations of Hamilton can be deduced from an integral principle. Two fundamental ways are possible in classical mechanics: ( The motion equations of Newton. c.[tl .Q Variational principle of Hamilton PR2 Among all the possible trajectories of a (material) system from an instant t. : t H c.. of For each t . we introduce an essential definition. We recall the d'Alembert-lagrange principle and the (infinitesimal and instantaneous) virtual displacements show a differential character and let us obtain the Lagrange equations. every curve solution of the Euler equation is called an exrremal. Hence we say: D The function S : C(qllq2.t. Consider a curve c : r I+ c(t) of C(q. (= c) and such that c.dl.) = g ..)(~) d dll is historically denoted by &(t) E T. 4 1 ) = qPc(t2) = 9. any tangent vector such that &(tl) = &(t.C~l~t.) = 0 c.PI.. which is valid for any (material) system.

in.'+~.q n (t)) ) making extremum the action integral (L being the Lagrangian): S= I" L(x(t).2 and m. PR4 The motion of a (descriptive) point takes place in the configuration space Iff the generalized coordinates and generalized velocities of this point satisfy the Lagrange equations. . = m. We first recall the Hamilton principle: simply denoted: . The extremals are the solutions of 3N Euler equations: these last. grouped together 3 by 3. = M.. LAGRANGE EQUATIONS Firstly. = m. in the context of the manifold Q. Proof.v=o. Consider a system of N points of masses m. of position vectors rj and without constraints. PR3 The extremals relating to variational principle of Hamilton verify the Newton equations. m. we are going to prove what follows.. 23 . .. but these equations are also deduced from this principle.. = M I .i(t).. The extremals make the following integral extremum: written with the notations of 5 1. . the Lagrange equations were established before the Hamilton principle. are really the Newton equations for each of N points: M.. we say: D A motion in the configuration space Q is a mapping x : R + Q : t H ~ ( t= (q l(t). 1 1 Historically..Y~+~.Lagrangian and Hamiltonian Mechanics 33 1 The general nature of this variational principle (which is a postulate) widens the field of theory compared Newton laws of motion. = = % .. .~. Prooj.t) dt. .-.M.-. . .V=O. In a general way.

.4 2. the proof is easy: =jtz (---a= '1 aq' aL)sqidt.)= 6q1(t2) 0 . that is by denoting (cL(0))' = 69' : 6gi(t. 2. Figure 51 ' Proof for instance in our book Gkornetrie dzflkrentielle eiMkcanique analpique. we recall that the variations are zero at limits. then the previous integral is zero #I Vz E {I.Lecture 9 where the variations are synchronous (that is St = 0).1 CANONICAL EQUATIONS OF HAMILTON Legendre transformation The Legendre transformation lets us establish the canonical equations of Hamilton from the Lagrange equations (first met in the thermodynamics context). n): They are the n Lagrange equations in the case of a (material) system of n degrees of freedom.4. . that are n differential equations of second order also called Euler equations in variational calculus. = We notice also that d Sq' = -6q dr i Now. dt aqi From a lemma of calculus of variations1 and since the Sqi are arbitrarily independent. . In addition...

x This definition becomes immediately widespread to convex functions of a vector variable x = (xl .(i'(qi. The function x 2 x2 ? m P px .q'. the function xr-.t) p..t) is the Lagrangian function T . q ' .. What is the Legendre transformation of the function f ( x ) = Answer.f ( x ( p ) ) .. We recall that L : R" x R" x R + R : (qt.. So. t ) = ~ (9-7) where the q' are expressed from the p.q'..Lagrangian and Hamiltonian Mechanics Let f : R -+ R : x H f ( x ) be a convex function (f"(x)> 0).4.. p.9' .t) H L(qf. 3 ) .2 Canonical equations of Hamilton We are going to show that the Legendre transformation associates to n second order differential equations of Lagrange a system of 2n first order differential equations... w H(q*.. .V (at least of class C' ).) the Legendre transformation is obtained by So Example. twith respect to q = ( q l ..x2 shows a maximum at x ( p ) = ...L(q'. for p = ( p . we denote by x(p) the common abscissa of the most distant points of the curve y = f ( x ) and the straight line y = px .. . i . p x . D The generalized momentum or canonically conjugate momntum (to q' ) is ) D * The Hamiltonian is the Legendre transformation of Lagrangian ~ ( q ' .. The Legendre 2 m p2 transformation is the function defined by g ( p )= 2m I-+ 2.pi.qn)that is . t ) .f ( x ) shows a maximum for x(p) D The Legendre transformation off (with respect to x) is the function g : R . Given a real p.+ R : P H ~ ( P ) p= ( p ) .

p =-- dH aq' apt describing the evolution of the material system Example. q * =-aH api The system of n Lagrange equations: dL aH -= -89' dq' -= -- dH at dL at leads to the system of 2n equations of Hamilton: 4' dH = -- .334 Lecture 9 This transformation converts the formalism and equations of Lagrange to formalism and equations of Hamilton. = -) aq' and we deduce: . The equations . PR5 A system of 2n first order differential equations called system ofcanonical equations of Hamilton and ensuing from the system of n Lagrange equations is written: Proof: Since dL (since p. The canonical equations of a point of mass m moving under a central force are since Remark.

3 First integrals and cyclic coordinates In the Lagrangian context we obtain interesting conclusions about the existence of first integrals (see also the calculus of variations). velocities and time which is constant during the motion.pi. Evidently we have: H(qi.4.and t which remains constant along any "phase orbit. in the case of conservative systems (with potential V ) and scleronomic (d." We adopt this usual terminology but we must emphasize that H. in mechanics.). Poincare used the more suitable term "invariant" to designate this notion. 2.Lagrangian and Hamiltonian Mechanics introduce the complementary equation: which takes the following form in Lagrangian formalism: where L* = piq' -L is called adjoint Lagrangian.L = 0).p. The Euler theorem about the homogeneous functions applied to the homogeneous quadratic function Tof the generalized velocities q' (scleronomic case) is written: . a function of positions. the complementary equation means that H (or C)is constant during the motion and in the Lagrangian context we say: PR6 Every scleronomic and conservative system has the Harniltonian (or adjoint Lagrangian) as a first integral also called the Jacobi integral or Painlev&integral. This first integral is the mechanical energy. We recall the "first integral" terminology designates. Here a first integral is a function of q'. Let ' be a constant. We prove this last assertion. So.r) = ~*(q'.t).g'(p.

an arbitrary constant c of (determined by the initial conditions) and o f t . So the Hamiltonian is a function of other q i . = c ) . we can say: PR7 Every scleronomic and conservative system has the Hamiltonian (or mechanical energy) as a first integral: H=E. q' .L . q") is cyclic. Prmj In the Lagrangian formalism. then the conjugate momentum is a first integral ( p . namely: So the problem comprises n . Its solution will let us determine the cyclic coordinate by integrating q" =. For every cyclic coordinate qi we clearly have since H = p. of other pi.Lecture 9 and thus By transposing this result into Harniltonian formalism.1 generalized coordinates. D A generalized coordinate q' is cyclic if it doesn't occur explicitly in the Lagrangian or in the Hamiltonian.g. we have: 3 pi = 0 and in the Hamiltonian formalism we write: Relevance of cyclic coordinates If a coordinate (e. PR8 The generalized momentum that is conjugate to a cyclic coordinate is a first integral of the equations of motion. aH dc .

. If all these were known the solution of the problem would be reduced to a system of 2n finite equations.'Q such that its coordinates (or components) are the generalized momenta p. The 2n coordinates q' and p... the equation H = E defines a hypersurface in the momentum phase space.. . Remark 3. By remembering that the cotangent space at point q is the space of cotangent vectors to Q at point q..5 PHASE SPACE D Q= A cotangent vector (or covector) to the configuration space Q at point q = ( q i . In the previous example. For each value of the mechanical energy IY. q n ) ~ Q .qi): (4' .. Remark 2. being independent and for own pedagogical reasons. . In this case.Lagraogian and Hamiltonian Mechanics 337 Remark 1. To integrate the canonical equations of Hamilton is to search the independent first integrals. this choice making the most of symmetries of the problem. no cartesian coordinate would be cyclic. . we denote the momentum phase space : w T*Q={(p. Remark. . we have: which implies that is a constant during the motion. . q n ) is a 1-form of T. p.. The first integrals are deduced from the canonical equations... So in the example of a central force field. ( p . 2. We find again a well-known result since the coordinate 6 is ' cyclic. we say: D * The momturnphase space is the cotangent bundle of the configuration space Q: Consider n local coordinates qi on Q and n components pi of a 1-form in a natural basis (4'). It turns out to be necessary to choose a coordinate system that gves the maximum of cyclic coordinates.>€Tq*Q1. the representative point of the ..

namely f = F + L is the vector sum of known forces F and forces L of constraints. namely the virtual work of forces of constraints vanishes: L . and let be a motion between two configurations x ( t . .do not contribute to the virtual work.1. D'ALEMBERT . It is called virtual displacement because the time is fixed (st = 0). 6 x = 0. that is the virtual displacements. So. S x = O In addition. we write: (f.1 Particle constrained to move on a surface Consider a point of mass m moving on a surface Q.m i ) .. The idea of d'Alembert has been to make Dynamics similar to Statics which is presently written: f-mx=O where f is the resultant of applied forces. q . This displacement is a priori an arbitrary vector denoted S x . ~ E R 1 where t belongs to the time axis. 3. t ) :~ E Q .LAGRANGE PRINCIPLE LAGRANGE EQUATIONS 3. ) = x. So. Later the concept of virtual displacement was used by Lagrange.1 - D'ALEMBERT-LAGRANGE PRINCIPLE The study of constraints is introduced in the courses of analytical mechanics that present the d'Alembert-Lagrange method from the notion of virtual displacements consistent with the constraints.338 Lecture 9 D w The momentum phase spacetlme or sfate space is the cartesian product T * Q x R = { ( p . the constraints are supposed perfect. P E T . tangent to Q. and x(t. the virtual displacements are judiciously chosen and we can say: .) = x. We recaIl this method obtaining the Lagrange equations and we begin with two examples. ' Q . 3.

2 Systems of particles with constraints Consider a system of N particles ph with constraints. : t I+ x(t) satisfies the Hamilton principle iff it verifies the . we have: The principle of Hamilton: is equivalent to the d'Alembert-Lagrange principle: (F-mx). We recall that a configuration space trajectory between two instants t.1.b x . . The unknown forces of constraint do not appear any more! We are going to prove the d'Alembert-Lagrange and Hamilton principles are equivalent. for From this important principle we deduce that (F-m?). PRlO A trajectory x : R .) = 0 we have: Sx(t) E T. d' Alembert-Lagrange principle. is an extremal concerning the following action integral (we consider the problems with potentials). and t.bx=O where F = -- av ax represents the resultant of the known applied forces. we have: 3. ProoJ: We consider the curves x and x -t.(.)Q2 such that and by integrating by parts. Indeed.Lagrangian and Harniltonian Mechanics PR9 339 The d'Alembert-lagrange principle consists in choosing virtual displacements Sx E Tq([)Qz which the (unknown) constraint forces do not virtually work.Sx=O. from the above-mentioned lemma of calculus of variations.Q. For any &(ti)= &(t.

Given any virtual displacement of point ph.340 Lecture 9 If the number of constraints is k. denoted by and fulfilling the d'Alembert-Lagrange principle. the Lagrange equations are written: . the equations of this principle are equivalent to the system of equations because the Sq' are arbitrarily independent variations.k degrees of freedom.2 LAGRANGE EQUATIONS The Lagrange equations are deduced from the principle of d' Alembert-Lagrange. then the material system shows n = 3N ."' respectively represent the resultants of external and internal forces applied to ph. The equivalence of the Hamilton principle and the d'Alembert-Lagrange principle will be proved as before. Indeed. This system of equations is also written: where each Qi is the genemlizedforce defined by Finally. we have: where and F. 3. by considering the kinetic energy obvious developments of elementary analytical mechanics lead to the well-known Lagrange equations: By introducing the Lagrangian.

Lagrangian and Hamiltonha Mechanics PRI 1 The Lagrange equations are invariable under changes of generalized coordinates. This so-called Euler- For instance in our book: "Mecanique generale et analytique. We are going to introduce a general theorem which plays a fundamental role in the Lagrangian theory and that Euler used evidently under another form.SL'. conservation.3 ." . Proof Consider a change of generalized coordinates denoted by If we denote the variational derivative of L with respect to q i: and if we put then it is easily proved ': Remark also that the variational derivative is a tensor of type ( ). =O Sq" EULER-NOETHER THEOREM Courses in mechanics for senior undergraduate students show the foIlowing principle: Invariance under Law of s any group of transformations For instance: Invariance under a group of rotations leaving an axis fixed Conservation of angular momentum about the axis. The proposition follows from the preceding. namely: 6L -0 6qi 3.

f) we have: . c j ' )be a (differentiable) Lagrangian.y): ~ E R . D A diffeomorphism 4 : Q .).t) = #s(c(t)). namely Vs E R : A .) L(X. Consider The mapping a> : R x R +Q :(s. . q i ) t ~ ( ~ ' .Y>H(~. = Q2={(x. Y E R ) then a translation ofy .) Example. then every (transformed) curve is also solution of the Lagrange equations. at least. c : R + Q : t H c(6) be an integral curve of Lagrange equations.342 Lecture 9 Noether theorem lets us associate a first integral of Lagrange equations to any one-parameter group of diffeomorphisms (on the configuration space) which conserves the Lagrangian. a first integral of the Lagrangian equations. Given E TQ : L(d4 X. L : TQ + R : ( q i .Q is admissible for the space Q provided with L if .. then there is. Since 4s is admissible for Q (with L). t) H @(s. ProoJ: Let #s be a one-parameter group of diffeomorphisms. +Q2 :(X. X. V(x. By putting 9 = @(5. Q2 is admissible. Let Q be a configuration space. 4soc:R+Q:f H$~(c(~)) verifies the Lagrange equations.Y+~) PR12 If a one-parameter group of diffeomorphisms is admissible for a configuration manifold Q.

. L :TQ -+ R : ( 9 4 ) H L(q....qn(t)) be an integral curve of the Lagrange equations: ..4 MOTION EQUATIONS ON RIEMANNIAN MANIFOLDS In the Riemannian context... at point c ( t ) . PR13 An integral curve c is satisfying Lagrange equations V t i (t) = -grad V (c(t)) . iff Proof: Let c : 1 + Q : t H ~ ( t=)(q'(t).-. ) is defined by V v = (9'. the first integral is The Euter-Noether theorem is so proved..q) is defined by L=T-V where V:Q+R:qwV(q) is the potential.. Let Q be the configuration space of a mechanical probIem..an). 3..Lagrangian and Hamiltonian Mechanics The ({ admissibility )) of diffeomorphisms 4simplies: and thus So..qn)E TqQ: We denote 4 = (4' . In a general coordinate system (q') a metric ( . we are going to establish the motion equations of mechanical systems and find again the geodesic equations. 4 " ) A Lagrangian q = ( 4I .

ProoJ: Consider the canonical system of Hamilton equations .qkE dV dq' a4' By multiplying by gri. we obtain the n general equations of motion: w qr +I-. gjqk = -gHdlv. In this section. the Hamiltonian formalism introduces the following advantage. 4. In classical mechanics. The Hamiltonian mechanics dates from 191h century. this section is devoted to notions which will later be introduced within the modern context of symplectic geometry. integral invariants will be considered with respect to the state space T'Q x R . The canonical equations of Hamilton play a fundamental role particularly in celestial mechanics and in quantum theory.Lecture 9 0 guqJ+("-'- aqk ag.k)'j. q'. then these equations are the wellknown equations of geodesics. This and other comments will be developed in the ulterior context of symplectic manifolds. namely: the geodesics are the curves followed by points of zero acceleration. We also specifL that we'iI have to search for transformations preserving the canonical form of Hamilton equations which is not the case with the Lagrange equations (see PRl1). the Hamiltonian theory doesn't greatly simpliQ the differential equations of a problem in comparison with the Lagrangian version. on the contrary the Hamilton equations can be simplified by transformations concerned by the variables pi. ' In particular. (9-16) The right-hand member represents the rth component a of the gravitational acceleration. Nevertheless. This confirms the result of lecture 8. if the gravitational acceleration vanishes. but also with respect to the phase space T'Q (at a given instant). PR14 Any diffeomorphism on the phase spacetime doesn't preserve the form of Hamilton equations. The Lagrange equations can be simplified by transformations concerned by the only variables q i . CANONICAL TRANSFORMATIONS AND INTEGRAL INVARIANTS 4.1 DIFFEOMORPFITSMS ON PEASE SPACETIME For readers who are not familiar with developments in mechanics.

{ Q ' ..~'..q'(~.QJ>=-6.t) e1= Q ' ( P ~ .Lagrangian and Hamiltonian Mechanics and the following diffeornorphism 4 = 4(p. ~ ~ J ) In the "new" coordinates the Hamiltonian H is written as foilows: K(P..Q'.qi.t) such that and we notice it is not always the case. D * The Poisson bracket of functions f (pi.t). Firstly.qi.18) ( 0 (P.t) is the function defined by Under the diffeornorphism the Hamilton equations take the following form: In the same manner we obtain: f However the canonical form of Hamilton equations is preserved after transformation r there is a function p(4 .. f ) and g(pi.t>= ~(p~(~. PRI 5 A diffeomorphism defined by P. (P.Q1.t).4 >=a: and if there is a function ~ ( 4 .t) preserves the (9 . we introduce the definition of the Poisson bracket.q'.Q1. Q ~>={M 3 = 0 {Q1.qi. the question is to know under what conditions the canonical form is preserved.t>. Now.. which proves the proposition..f ) Q' such that . = P... f ) and Q' = qi canonical form of Hamilton equations ifl .

we have considered the metric element dsZ and and so that is dra -=2 ds rush that gd 0 0 = 1 (dependence o f universe velocities). we have a similar system. we actually have: with the following transformed Harniltonian We will go back to this question in the lecture dealing with symplectic diffeomorphisms. time t explicitly appears and putting the real x0 = t . 4.Lecture 9 Proof In this case. namely: So. we know that to a vector field X are associated integral curves of the following system: In the nonstationary (also called rheonomic) case. Poincark. The integral invariants were introduced in lesson 7 and we are going to show their sigmficance in mechanics by refering to H.2 INTEGRAL INVARIANTS We first recall the notion of universe velociry. '' . Given a system of n local coordinates ( x ' ) on a manifold. next to the spatial velocity vector of components there is the universe velocity of components : ' ' Let us recall that in special relativity.

Indeed. The Lie derivative of a function g with respect to U is written Remark. PR16 If the form ru=qbiP. we recall that a differential form w is an absolute integral invariant concerning the differential system D An integral invariant is called complete if the term dt appears.Lagrangian and Hamiltonian Mechanics and we denote u = (U") = (l...dl) ip .xiudt) is a complete absolute integral invariant. = (dx' .dr4 /\. A (hip (k'' A .Xildt) ..A&' is a truncated absolute integral invariant..w..X l2 dt) A . then the associated form 0 = m(il. Example. without dt it is called truncated. Now.X i' dt) A (dr" ..X i j . ProoJ: Firstly.ipl .x '. A (dr ... we establish that R=w-dt~i. A system of local coordinates universe velocity field has components: (2") can always be introduced that is such that the which implies the existence of n first integrals zi.

o = i. So. )w = 0 ) =o.3 INTEGRAL INVARIANTS AND CANONICAL TRANSFORMATIONS PR17 The Hamilton equations show a truncated absolute integral invariant. Consider the canonical equations of Hamilton: with the Harniltonian function H : T'Q The vector field X is + R : ( p i .d + di. ) i wherep and q represent the respective systems of local coordinates ( p i ) and ( q i ) of points of phase space. Since = &w .L.(dt A i.q ). the components of X constitute the 2n-tuple: also denoted (X.X'> .Lecture 9 Now we calculate &R .dw ( because (i.(dt = -dt A ixm) = -L. ProoJ: Firstly we must prove that the Lie derivative of w with respect to vector field X (tangent to integral curves of Hamilton equations) is zero.o = -i.i. namely: w w =dpi~dqi (9-20) which is invariant with regard to the only canonical system of Hamilton equations.w) A hixu ( because &dt = d &t = dl = 0 ) and since &(ixw) = (dlx+ ixd)i. It is sufficient to prove that since dm = 0 and L. q i HH(p... we can conclude that 4.w = ixdw+ d i x w .di.

(dp.o = 0. A dqi . Secondly.d H ~ d t is the complete absolute integral invariant for the canonical system of Hamilton. A ndq') = - 8H aq dH dq' --dp.Lagrangian and Hamiltonian Mechanics So.m = I. D * A vector field X verifying i. We must thus prove if a field X is such that Lxw = 0. We have: L.. a ~ i This implies d1. the conditions of Poincare lemma being hlfilled in the phase space. we are going to establish that the truncated absolute integral invariant is the one for the only canonical system of Hamilton.w = -dH is called Hamiltonian veciorfiefd.ql) verifying the canonical equations of Hamilton (along the integral curves). PR18 The differential form i2=dpi~ d ~ ' . given w = dp.W = dixm = 0 and. Proof: This immediately follows from PR16 which asserts that to the truncated absolute integral invariant is associated the following complete absolute integral invariant: 0 = (dp. The proposition is so proved.then there is a function H(p.Xi&) A (dq i ..X'dt) . there is a function H such that i X 0 = -dH . (9-2 1) From equalities ix w = 4 dq . is there a system of differential equations of type: for which o is an absolute integral invariant? Yes.Q dpi i i we deduce: where His the Hamiltonian. we obtain: t.

denoted by 4 = 4(p.gi) which preserves the 2-form w = dp.~~') ' ..Hdt We have Along a trajectory c of equations qi = q'(t) such that dq' = ¶'dt (that is solution of Lagrange equations). PR 19 The differential form 6~ A = pi dq' (9-23) called Liouville form.. The following proposition is easily proved.350 Lecture 9 Exercise. PR20 The differential form A = pidql . that is (--. Let us situate in the Lagrangian context the integral invariant A = p.R = d i . Remark. dqi . is a truncated relative integral invariant for the canonical system of Hamilton. Proof: The differential dA = w is an absolute integral invariant and PR21 of lecture 7 leads to that conclusion. 8 = d(0)= 0 .xi. A dq' .I). The reader will easily prove that is a complete absolute integral invariant for canonical equations of Hamilton. the vector field aH aH U being (X. d4' ' 'pi He will look at the following: &.~ d t is a complete relative integral invariant of canonical system of Hamilton. we find again the action integral: D * A canonical transformation on the phase space T'Q is a differentiable mapping T'Q + T'Q.l). Q =Q'(P.

t) ' I = 1.TI 0 = dpi ~ d q * . .TI and the corresponding complete absolute integral invariant a = d &~ d ~ ' . . Y'. the previous transformation (sometimes called contact transformation) denoted by 6 = P.-dP.. we have: 0 = iXfl = i(Xr..I(x.qfJ) Q' = QI(P~. .~) 1= 1.Y.ql. A d ~ -' dR A dt) I.. A dt . . Indeed.(pi..yr .I) in the "new ' coordinates.~~. dH dH . A dQ1. given a differentiable mapping we have the truncated absolute integral invariant concerning the canonical system of Hamilton: We similarly consider the following differential transformation T'Q x R + T'Q x R defined by xrA= xfA(xB.-dQ1 A dt) 34 aQ' So the shape of Hamilton equations is preserved. Every canonical transformation preserves the shape of Hamilton Important remark. equations.d p ~ d t .t) t' = t such that the complete absolute integral invariant is More explicitly.. ) (dP.(pt..Lagrangian and Hamiltonian Mechanics So. y The associated vector field being X = (x..~ Q '-dKr\dt d d d where H is the transformed Hamiltonian. let us consider a transformation 4 = P.. l ) (dp.qiYt) is such that Q = Q'(p.~ ~ = & ~A .

In addition. 5. The phase space is sometimes called incompressible. 4.4 LIOUVILLE THEOREM The absolute integraI invariant for the canonical system of Hamilton means the integral of w over an eIementary domain of the phase space is constant when this domain loses its shape along the phase orbits induced by the differential system of Hamilton.w =o is the expression of the Liouville theorem which is written in undergraduate courses as follows: This expresses the invariance of the volume of the phase space domain. etc. the star dimensions being small by comparison with interstellar distances. . Stellar dynamics is the branch of mathematical astronomy which attempts to establish the laws of structure. Star motions are essentially governed by the gravitational forces. every diffeomorphism preserving the canonical shape of Hamilton equations is not necessarily a canonical transformation. we can compare the stars to particles. H = 2H ). electromagnetic fields. The condition L. THE N-BODY PROBLEM AND A PROBLEM OF STATISTICAL MECHANICS Let us use the stellar dynamics context to show the N -body problem and to gve an original method allowing the evolution study of densely populated systems (N > 106). are generally neglected in stellar dynamics. motion and evolution of stellar systems. others such as radiation pressure. the diffeomorphism defined by P=p Q=29 preserves the canonical shape of Hamilton equations (with transformation.352 Lecture 9 On the other hand. The gravitational forces are essentially caused by the masses of the system (internal forces). but is not a canonical The important canonical transformation concept will be largely developed in the next lesson. So. such as galaxies and clusters.

1. 14 . with a force where We evidently have: The projections onto the coordinate axes lead to 3N differential equations. .1 N-body problem The N-body problem consists in determining the trajectories of N particles interacting in accordance with the gravitational law of Newton. - and others in y and z.z .)l +(z. . .x.23.. 41.yi)2+ (z.24. . namely: dt b.) + ( y .Xi12 + ( y . ) ~ ) I / ~ (9-2 5 ) where the sum is concerned with N ( N .Lagrangian and Hamiltonian Mechanics 5.1 N-BODY PROBLEM AND FUNDAMENTAL EQUATIONS 5.34. if N = 4 . Each point 4 is attracted by the N . N ((xi - Gmimj(x. The force function is written u =G C 2 {>ii mi mj ((x.. 31. In an inertial frame of reference oxyz.32. . and coordinates (X~SY~>Z~).g. we consider N points P.42.1) arrangements without repetition taken 2 by 2 (e. Let us show the equations. of masses m.y. . 13. then 12. Since for each value of k we have: then the equations of motion are PR22 If the forces are conservative (that is derivable from a force function U ) then the differential equation of the dynamics can be put in a canonical form. 21.43).1 other points P.

A priori 6N integrations are thus necessary.3 54 Lecture 9 Proof.k =mkX (no summation of course!) we obtain k-l m k So. We have obtained a system of 6N differential equations of first order and there are 6N unknowns: the positions and velocities of points. the system of motion equations (k = 1.. .. By putting y k .. Sometimes F is a called characseristicfunction and are the conjugate variables.3 N ): is equivalent to the following system y R = . = m. but some first integrals can be known.U ) ax' ' If we introduce the hnction F=T-U then the system of motion equations takes the canonical form: by recalling that the position of indices has no significance. it is only a notation to designate 3N coordinates. .a(T . Consider a system of N points subject to the gravitational law in It3 and let the respective Cartesian coordinates denote The kinetic energy of the system is where the common coefficient m. = m. represents the mass of the first point and so on.

N where denotes the usual gradient and Vg(r'. The motion equations of this star are T=C ? = -V Vefl(F.2 Poisson equation The previous developments show the beginning of celestial mechanics theory.. Figure 52 .. Let ?(t) and C(t) be respectively the position vector and the velocity vector of a star in the gravitational field of N stars located by position vectors c(t) . The density p (mass per unit volume) and the potential are not continuous functions.1.f) is the "efTective" potential per unit mass: Since the theory of Dirac distributions shows the following Laplacian then the "effective" potential satisfies the Poisson equation: The stellar systems are discontinuous.. In stellar dynamics.Lagrangian and Hamiltonian Mechanics 5. ) T - i = 1. the potential function V is used instead of U : v=-U. .

We mention that realistic models of material systems must take into account the various masses and thus the introduction of a suitable mass function is an additional difficulty. The total mass of points is M = / ~ & . N = lo9 for globular clusters and N = lo1' for galaxies). we consider a distribution function f (F.r)= rn f ( ~ .g. fortunately. ~ .G.t)= 0 to infinity). The number of particles included in the infinitesimal cell of the phase space. consideration of a few mass groups is sufficient.F + d7) and i j E (3. we can use the notions of the statiktical mechanics. The gravitationa1 potential must verify the Poisson equation: &" A V ( 7 . The (mass) density is p(r.t) in the phase space. t ) = 4nGp(F. . t ) & j where m is the (average) individual mass.356 Lecture 9 The figure shows that the (real) density is nonzero at each stellar point and elsewhere vanishes. such that T E (F. Therefore. So the smooth density is illustrated by a continuous and decreasing curve.? + &) is evidently (at instant t ) : with the total number of particles: IJfdifi=~. So. A denseIy populated stellar system can be viewed as a "cloud" of points for which can be introduced a smooth density and a mean potential (e. t ) = 0 /? ( p(r'.t) with the boundary condition: 1q + m lim I(. This process is justified if N is large because it can be proved the (real) potential is a "random" fimction such that the first order moment is the mean potential and the higher order moments can be neglected for large N.

In the phase space. " The number of points of the moving domain f (~i>q'>t)dpi ~'9' being invariant during the evolution of the domain.. In different situations we can consider that the number of representative points of a cell moving in the phase space is invariable.3 Liouville-Boltzmann (or continuity) equation Consider the representative point of a star in the phase space. It is the case if there is no capture and no evasion in a moving phase cell or if the captures compensate the escapes. we have: where X is the well-known vector field tangent to integral curves of the Hamilton canonical system. q i . then.1. The Liouville theorem Lx(dpi A dq')= 0 implies . ) be the frequency hnction of representative points of the cloud and dp. the system is said "in dynamic equilibrium.Lagraagian and Hamiltonian Mechanics 5. Figure 53 Each representative point of the cloud moves along a phase trajectory according to the canonical equations of Hamilton. In this 6-dimensional phase space we view a "cloud" of points in the neighborhood of the previous representative point. A dq' be the volume of the cloud. the points of the cloud represent particles (stars of the stellar system) of which respective positions and respective velocities are close together. I Let f ( p .

1 Fundamental equations One of the most fundamental problems of physics developed in statistical mechanics is to resolve the Boltzmann equation coupled with the Poisson equation.2. This equation will be studied in the next section. We recall it. The literature unfortunately uses "encounter" indeed "collision. is the number of particles per unit phase volume. but also under the action of "irregular forces" due to encounters between particles. If the potential of a system of particles is smooth then the distribution function f is continually varying and the infinitesimal cell is continuously deforming along the phase space trajectories. this last phenomenon being rare since star dimensions are small compared to their mutual distances. 5. " We denote by (c .2 A PROBLEM OF STATISTICAL MECHANICS 5. Given a metric element ds2 = dqi these trajectories are defined by [see where = .v. .t) [ with q = + dq . Encounter means that close particles interact through their gravitational attraction without contact. + and v these particles being included in an infinitesimal cell of the phase space at the moment t.e) or by () the number of points which are captured or have escaped with regard to a moving cell during time and due to encounters.are the components of the gravitational acceleration. The phase density or (velocity and position) distribution function f in the phase space is classically connected to the number of particles by: = f (q. In a phase cell the number of points varies under the action of "regular forces" in the gravitational field. We say that f (q. " instead of "interaction.Lecture 9 It is the Liouville-Boltzmann equation (by refering to the conservation of phase volume).

that is explicitly: - + f +a f (a i - In particular. Jeans already showed that the effect of binary encounters in our Galaxy could be neglected. He concluded it was "Boltzmann's well-known equation with the collisions left out" that could be employed. Rigorous!y. It is a fundamental equation of stellar dynamics and it can be helpful in other domains like biology. if the encounter effect can be neglected and by considering the Hamiltonian flow then the distribution function f verifies the following equation: that is the Liouville-Boltzmannequation: which is also called collisionless Boltzmannequation [ see (9-34) ]. In 1915. the precedent fundamental problem must be treated with different masses. one must set the total rate of cell density change is equal to the density change due to encounters. only the forces exerted by the main body of our Galaxy were important. the total distribution function is where each distribution function must verify an integrodifferential system: .Lagrangian and Hamiltonian Mechanics 359 Taking the two previous phenomena into account. Jeans indicated the potential V was connected to the density = f by the Poisson equation: The last three equations form the well-known equations of the Jeans approach. The Boltzmann equation is then obtained: It shows the variation of phase points.

isolated binary encounters do not describe the system evolution. Vlasov obtained equations which are structurally equivalent to the three equations of the Jeans approach. on the contrary it isn't in the (globular) star clusters where the encounters modify the content of the moving cell. A quasi-equilibrium state is attained which very slowly changes. We are going to calculate the Fourier transform of (9-35). In plasma physics. in plasma physics. Vlasov has also shown the term should be removed. in the cluster core. In 1938. while in plasma physics (like in galactic dynamics) the forces decrease slowly with the distance (long-range forces -1/r2 ). Each particle interacts with the whole particle set. Nevertheless. Then the Liouville-Boltzmann equation can be also employed.2 An original fluid-dynamical approach When I was studying populated spherical star systems.60 Lecture 9 The Liouville-Boltrmann equation use is correct in the dynamic study of our Galaxy.2. - A general system of moment equations Let = f " be the Fourier transform of the distribution function f on the velocity space and where represents the "kinemaricfrequency. one can consider that the cumulative effect of encounters into any infinitesimal cell is zero. namely: We successively have: . The evasions and captures are statistically compensated. where the most of matter is. short-range (intermolecular) forces are found. I introduced the Fourier transform of the Boltzmann equation to obtain a general hydrodynamical system. In a gas. The physics of a system of particles interacting according to Coulomb's law is not similar to the theory of gases. The two preceding approaches are formally similar! 5. the collisionless Boltzmann equation associated with Maxwell equations constitute together the Vlasov approach. the gravitational field being replaced by the etectromagnetic field.

by considering the Fourier transform = and by defining: we replace by Here. = respective masses. if we consider that every encounter between particles doesn't change the .Lagrangian and Hamiltonian Mechanics From these results and by putting: .t ) we can replace by a series: with In the same manner. then the Fourier transform of the Boltzmann equation is: By introducing the successive local moments: f [ in particular: = f (q. and - .

362 Lecture 9 = = In addition. = By successive derivatives with respect to of terms of (9-37) and putting all the obtain a sequence of local moment equations. . iy' "elastic": + = + if we consider that every encounter between particles is (see Madelung. As a general rule the previous equations are written: where (p) represents the set of circular permutations. In order to make the most of these equations we are going to introduce two important definitions. 1957). The first equation is (for =0 ): we that is The second is for = The third + at + + is for =0: at The fourth + is for + a ' + + at ak +a r +a m + and so on.

we say: D The number density of particles is the number of particles per unit "metric volume.vm hq t ) d(v) (v.. Note that the normalization condition is fulfilled concerning = : By denoting the "metric volume" : = . the system of equations (9-39) becomes: at where . a f i = 0 and ...&= 0 . then we immediately see that: r~k.. knowing that V.." that is: Because the (velocity and position) distribution function f is and by introducing the moments of the velocity conditional distribution also named moments around the origin: = .vm) .m = fi u ~ k So. = (VJ vk..Lagrangian and Hamiltonian Mechanics D The velocity conditional distribution is defined ( t) ) by: where the marginal distribution represents the number of particles per unit spatial volume.

we immediately obtain: and as a general rule (since nk= 0 ): So the hierarchy of moment equations (9-43) is in a general writing: d.364 Lecture 9 In these equations it is more judicious to directly express the moments ukl-" fiom successive moments around the mean which are: also denoted: = ((vk.p + V j ( pu J ) 0 = (9-45a) and so on.uk)(vl u'). the second expresses the fluid's movement submitted to internal tensions pa&.( m .urn)) v We introduce the residual velocities: Wk = vk -U k and since (d)= 0 and vi = wi + u' .. .the other equations relate other higher moments.. The first equation is the continuity equation.

which give all the information about the evolution. We propose the following closure.is taken following the barycentric movement.B. p. positions and time values. Unlike the Larson method. - Closure of the hydrodynamical system The fluid-dynamical approach always presents more unknowns (moments) than equations. It is necessary to limit the hydrodynamical system to a finite number of equations without neglecting a fundamental physical effect. mean radial velocity. d dt The coefficient K relates the fourth and fifth-order tensions. then the radial third-order moment representing the radial energy flow plays a very important role in the evolution. our proposed method is general and takes the two third-order moments (not only the radial one) and all the fourth-order moments into account. The Larson method imposes the velocity deviates by only a small amount from a Maxwellian distribution. Larson in the case of spherical systems.. A hydrodynamical approach was developed and exploited by R. The previous relation is written: . m. Because the evolution of a system of particles is largely due to the effect of an energy flux (heat flow in a gas).Lagrangian and Hamiltonian Mechanics 365 So the hydrodynamical approach lets us know the evolution of the most important physical parameters of sets of particles such as number density. A priori. Thus one cannot cut the system with the equations governing the evolution of the third-order moments. Therefore. Let z be a volume limited by a surface S and driven in the general motion of (star) system with mean velocity. it is necessary to introduce supplementary equations to close the hydrodynamical system. entering z. It is necessary to limit the system of moment equations at a higher order. The trajectories of individual particles. In this case of a nearly Maxwellian velocity distribution developed with a Legendre polynomials series it is possible to close the hydrodynamical system. The derivative . produce a variation of the internal tensions by the flow of the fifth-order mechanical tensions through the surface S: By remembering the continuity equation expressing the integral invariance of the barycentric movement. we suggest to write an analogous relation for higher orders such that that is. the variation rate of fourth-order tensions creates a fifth-order tension flow. etc. this coefficient of exchange of tensions depends on the k. 1.

Unfortunately K cannot be determined. pin = A . k pu. .Lecture 9 and by considering v. It can be postdated that K is a constant parameter during the evolution of a chosen model. radial distance. the well-known expressions of coordinates are used as well as ri in spherical vkpi piik= pi. 4 ( resp. this relation would close the hydrodynamical system. It's the only restriction of the theory.pJ.(pn-) then the closure equation is = lim 7-0 -I s pnkhq dS.Moment equations in spherical coordinates Using spherical coordinates r. VkPU = p @ . = +r.k + r pmJ + r. This remark suggests to cut the hierarchy of moment equations to higher orders in order to take the maximum number of physical parameters into account. Because the two transverse coordinates play equivalent roles. For spherical symmetry systems the components (v) and (w) of the mean velocity in transverse direction are zero. The mean square random velocities in radial and transverse directions are and the tensor of dispersions has the diagonal form: To construct the moment equations. latitude and longitude). This is also true for the moments of odd order in v and w. the value of moments is unaltered by permuting v and w . that is a way we can get out of it. 1 If K could be known. 8. the mean velocity components are u' = ( u ) ( r ) u 2 = (v)= 0 u3 =(w) = 0 where u=i v=r@ w = r#sin8 .

Lagrangian and Hamiltonian Mechanics Putting the only nonzero moments of higher orders n t l l = & =U - (( (413) and and I have finally obtained the general following hydrodynamical system: .

we obtain the equations (9-48e) for k = I = rn = 1 and (9-48f) for k = 1 = 2 and rn 1 . So. k=l=m=p=2. from the Larson results and our calculations.Lecture 9 Indeed. The last equation (9-45e) is exploited with the following respective values k=l=m=p=l. rather hard calculations lead to the last three equations (9-48). - k=l=l. From (9-45d) and after several calculations. the encounter terms are: where T is the classical relaxation time .m=p=2. So. They were calculated by the Larson method for which the choice of a nearly Maxwellian velocity distribution is correct because the encounters are essentially present in the core (central part). the equations (9-45a) and (9-45b) immediately lead to equations (9-48a) and (9-48b). The second members of the moment equations describing the encounter effects (relaxation terms) are usually calculated from the Fokker-Planck equation. For k = I = 1 and k = I = 2 the equation (9-45c) leads to respective equations (9-48c) and (9-4 8d).

in the phase space. Larson (and others) in Monthly Notices Roy. . Soc. To conclude. square of the radial and transverse velocity dispersions.B. 6. denoting the dimensions of the regon where the relaxation effects are important and m the average mass. Space Sci. there is a first integral I zfl (for all solutions of motion equations). ISOLATING INTEGRALS To end this lecture the notion of the isolating integral is introduced. Astrophys. mean radial velocity. PoincarC used the most suitable name "invariant" since this suggests a function constant along each integral curve. Astronomy and Astrophysics.t) = c ...q) belongs at every time t . (cER) defines. a hypersurface (fixed or in motion) to which the descriptive point (p.. We recall that H.q. So. it should be necessary to carry on considering higher order moments. outward energy flux.Lagrangian and Hamiltonian Mechanics 369 Dm. in mechanics. . The reader interested in numerical treatments of fluid-dynamical methods will refer for instance to papers of R. It is important to study star trajectories in our Galaxy. another is to replace partial derivatives by finite differences. that is the equation f (p. 6. Boundary and initial conditions must be again chosen. If one of the most delicate points of the fluid-dynamical method is to cut the equations system.1 DEFINJTION AND EXAMPLES Thefirst integral of a differential system of order 2n is a well-known notion. Ergodicity appears. The problem is open and I hope the most important physical parameters such as density. The method is all the more interesting since it would be usable in other scientific fields. In that case.. in R ~differential equations being of second order. The Liouville-Boltzmannequation means that the distribution function f is a first integral of motion equation (in phase space). are not too sensitive to the choice of K. . Astron. etc. I obtained fragmentary results with this method. I hope that different values of K do not lead to very important changes in the behavior of any chosen physical system.

and conditions that are at t m to then the constants of motion are determined by 2n ie c. for instance: 4 ' (P~. ' d ~E' S' : J ( X )f ](X').q) is an i&olaa'ngintegrul in R if there are at Ieast two sets S and S' such that V XE S." So there is only one orbit of the descriptive point through a point x.. . By considering a subset R of the phase space.... ( ~ 2 4 ..Q~. ) with then the previous 2n equations can be solved in order to obtain the descriptive point orbit in the phase space by considering the following equations where the various cj are the "constants of motion.qo) which is defined by Conversely. (obtained by elimination of time) a variable can be made explicit. q ) = c. there are 2n hypersurfaces intersecting at a point. one of them being necessarily not fixed There are at the most 2n independent first integrals of motion equations and thus only 2n-1 explicitly independent of t : Make clear that this time-independent nature implies the corresponding hypersurfaces are fixed in the phase space.370 Lecture 9 Since 2n variables p. we say: D A first integral I(p.1 first integrals I . ~ O . ~ O ) . t= c..C~) ' f .. The hypersurfaces which intersect at several points are not considered.. ( p .. = & ( P O . From one of the 2n.~~. given p. If m first integrals of this last type are known then the trajectory of the representative point in the phase space belongs to the intersection of m fixed surfaces in this 2n-dimensional space. If 2n isolating integrals are known: f . Therefore.(p.q define a descriptive point at every r.P~. An isolating integral defines a hypersurface I = c ( c E R ) which splits the phase space into each other's inaccessible domains. the knowledge of initial conditions is equivalent to the one of constants of motion.

gives an infinite number of values for this variable in a finite interval.z = 0) are The general solution is where a. Two are immediately: which define 3-dimensional hypersurfaces in the phase space. if solved for one variable as a function of the others.Lagrangian and Hamiltonian Mechanics 371 By definition. for a range of the other variables. p. (2) The phase space is four-dimensional and so there are at most three time-independent first integrals. Example. In particular. on the integration constants: The remaining time-independent first integral is obtained by elimination o f t in the general solution: I3 = -arcsin--a fi 1 x 1 JZ." The hypersurface representing a nonisolating integral is composed of an infinity of sheets densely filling the phase space. if such a solution shows a limit point (accumulation at finite distance) then the first integral is not isolating. We evidently have: B= a4Fc0s(fit+~.) i = b&cos(.@t +p2).. From (3) we find with ( 1 ) and (2) the dependence of E. On the other hand in the case of an isolating integral. 6. So a nonisolating integral is "a first integral which. .-b f i & 7 = 4'1 P 2 The first integral shows the variation of z in function of x . and E. - arcsin. let us consider a two-dimensional harmonic oscillator for which the equations of motion around the point of equilibrium (x = 0. this type of integral is the only one taken into account.p2 are independent integration constants. from the Bolzano-Weierstrass theorem.=. Such a condition I = c doesn't give any physical condition and thus is not useful. In order to illustrate the nonisolating character of a first integral. there is only a finite number of sheets of the integral surface in any finite region. this solution q1will have at least one accumulation point at a finite distance if there is an infinite number of solutions in a finite domain.

JEANS THEOREM 6.+1]. So if corresponds an infinite number of values 6 dense in [-1.qi in function of cj E [c: . are obviously isolating. to any value of 5 The presence of orcsin is interesting.2 The distribution function f ( p . The first integral I. in the (x.) for each of variables pi. The spatial trajectory doesn't fill.c.z)-space. is nonisolating. and E. namely: On the other hand.] c R and other variables. it is not useful for a physicist (no information or condition!). a nonisolating integral represents a hypersurface with an infinite number of sheets. r ) is a first integral of canonical equations since the Liouville-Boltmann equation . is isolating. The first integral I. . We define: D A first integral 'j(ps9) = c. in the phase space. of the phase space if a finite number of values can be deduced (in every finitedimension domain of Q. The term isolating follows from this: an isolating integral can be recognized by its property of isoIating points on the solution curve from neighboring points in the phase space. if . It imposes a supplementary constraint. It doesn't impose supplementary constraint on the (spatial) trajectory of the oscillator which can fill the space delimited by the only first integrals E. and E. q .. Since. to any value of 5. corresponds a finite number of solutions in a finite domain. and E. the whole of the rectangular region specified by values of E. on the contrary it is a closed Lissajous figure corresponding to a periodic oscillation. The first integrals E.? / @ is rational. is isolating in a subspace R.372 Lecture 9 By putting from the previous first integral we deduce: is irrational.

The distribution function having a physical significance D. a plane of symmetry (considering limp = 0 ). the Lagrangian is explicitly independent of t and so the equations of motion always show a scleronomic first integral. the function f is an invariant function along these orbits. It can be proved that such systems have necessarily. 19 is the angle around this axis and z the distance from the plane. Consequently. In other words. The equations of motion in this system are readily obtained from the following Lagrangian (per unit mass): they are the Lagrange equations: or the HamiIton canonical equations In this scleronomic problem (stationary potential). m Let us choose a cylindrical coordinate system (r. 6. at equilibrium.Lagrangian and Hamiltonian Mechanics 3 73 is verified along the phase space orbits. In this case. Lynden-Bell has proved that the only isolating integrals are to be taken into account.3 STELLAR TRAJECTORIES J THE GALAXY N Besides their own interest. Let us consider stellar systems with axial symmetry like galaxies. the Jeans theorem is PR23 In the 6-dimensional phase space. the frequency distribution is a function of six first integrals of equations of motion: f D ('19'.f = o . namely the energy (Harniltonian) per unit mass: .9'6) ' A dynamical system is scleronomic or in a steady (or stacioreury) state if a..B. f is a distribution function of only first integrals which do not depend explicitly on time (sometimes called scleronornicfirst integrals). the stellar trajectories allow asserting the eventual existence of isolating integrals.z) where r is the distance from the axis.

the time translations. Jeans supposed that the distribution function would be a function of only two (analytical and isolating) integrals I. being admissible. Another first integral follows immediately from equations of Lagrange or Hamilton (6 is a cyclic coordinate): It is twice the area "swept out" by the radius vector (r.. and I. Before starting on this notion. The Lagrange equation shows that the meridian plane which accompanies the star is not uniformly revolving. The 1960s introduced a "third" integral. in the meridian plane in rotation.3 74 Lecture 9 The Euler-Noether theorem gives an immediate proof of this. let us show that the axial symmetry of our Galaxy permits to replace the study of 3-dmensional stellar orbits by 2-dimensional orbits in a moving plane which contains the star and the z-axis of rotation at each instant. that is the z-component of the angular momentum or "constant of areas" also denoted by A (see exercise 3).o) in the plane of symmetry. improperly denoted by However all the observations show the dispersions of motions in r. So. but.and zdirections of the stars at any point (in a spatial element) are not equal. So the discrepancy between Jeans theorem and observations implies a giving up of Jeans function. - The Hamiltonian (per unit mass)is .B. The idea of the existence of a third isolating integral was put forward. "third" because it has been derived as an integral in addition to the energy and angular momentum (see G. If we introduce the reducedpotential: then the remaining equations of Lagrange are written: i: = -arv - i' = -a.t). #s(qi. in the 3-dimensional configuration space the particle describes a 3-dimensional trajectory.). this particle describes a meridian trajectory. In 1916.v. Contopoulos et al.

the force components are 7 where .its meridian trajectory is calculated from equations (9-50) by having chosen values of isolating integrals E and A . for instance.a.d.V and . Poincark: . G. we determine its orbit in the 3-dimensional configuration space as follows: . The consideration of meridian orbits simplifies the problem. In the meridian plane. Figure 54 / So.Lagrangian and Hamiltonian Mechanics = * ( p .4 THE THIRD INTEGRAL To construct the "third" integral which designates the third isolating integral. Then by knowing the initial position of a star. Contopoulos has used the foliowing nonexistence theorem of H.is a supplementary (centripetal) force resulting from the use of a noninertial r system and where the terms . some orbits fill a "torus box" and the corresponding meridian orbits densely fill a "curvilinear parallelogram" and are topologically equivalent to Lissajous figures. These orbits stay inside a torus which exceptionally may open and let stars escape.the angular position of the star is obtained from the following integration: Numerical studies show there are several types of orbits. . 6.z). + p.V are defined for instance from a simple function approximating the galactic potential near the Sun.) + V(r.

. z = .+E#~+E~#~+. be integral of canonical equations.. = Under the following transformation sin p. r. are .. and 4 being analytic uniform with respect to reals p. the 4 j ( p i . .r. +&Hi c2H~ -I. + p.dfl ~ P Z pz =-- dH dz also written: N = + pf + px2+ QZ') + E(-xz2) = H.is the Hamiltonian of a canonical system such that: + -. H 2 . q i )being (2~)-periodic functions of p.. the following potential is chosen where E is an arbitrary constant and x = r . Ho depends only on variables q i . such conditions are not always fulfilled! For instance.. This potential is obtained by truncating a series expansion of type: The Hamiltonian per unit mass is written: It is the energy integral or Hamiltonian of the canonical system: . ( 2 ~-periodic functions of pi.its Hessian with respect to q' is not zero and H ... = @ p.376 Lecture 9 If H = H . under certain conditions it can be asserted that there is no third integral. then it is impossible that the series ) ~=#. sin p. So. However.. . .. Contopoulos model In the case of a galaxy with axis of symmetry. being the initial radial distance. E H.. the Poincark theorem is not applicable to the following example.

. the The Hessian of H. The corresponding characteristic system admits two immediate isolating integrals which are Ho and [ o r Ho -#o = +(p:+ Q z ) ] . z and corresponding momenta) which are determined by the condition +aq' {4.Ho)=0 . 2 40= $(p: + px2) We notice that if the auxiliary variable t is considered then the general solution is given by ..4 a. thus each of the terms must vanish. The first equation of the hierarchy means that unperturbed system ( E = 0) 4.H Since H I = d.O).... is a first integral of the following These are the equations of motion of a two-dimensional harmonic oscillator around the equilibrium position (0..H-aPz4 a...Lagrangian and Hamiltonian Mechanics the Hamiltonian becomes with respect to q' and q2 being always zero... We search for an integral # of the canonical system (9-51) of type where the various 4j are polynomials (in x. = Ho + E HI the condition becomes This equation must be satisfied for a range of values of E (sufficiently small).HoI=O .= fiql Poincard theorem is not usable and thus nothing stands in the way of the formal construction of a third integral.4 apxH+a. that is: (W.H = o meaning that 4 must be a scleronomic first integral.Hll+{4n+.$ apzH-ap. C4".

. a are zero or even.l 1 and n . we have specified that if elimination of time: 1 $@ is irrational then the first integral obtained by 1 26 T.(bl .. We have also: 2 . are constants and the various Hi are such that: m n for i = rn + n : H . So Contopoulos obtained the third integral The adelphic integral has been obtained (before the " third integral) by E.. = (ql)? (q2)2cos(ap. -Px -Qz -p. (with the three known first integrals H.2xp3 + 2pXpzz). = JmJZit cos (9-52) ..b are integers.= -orc sin . z 2 that is [from (9-52) 1: dt -- 1 4Q. .s.z Px P. Previously.dpx ----.dl Il = J .P ./Px - fi arcsin i2WK-4.Lecture 9 and px = cos \iji(t . From the second equation of the hierarchy: we deduce: dr dr dfi -.rn .T.dB.P ((P .2e)xzZ. Whittaker when searching a first integral of the canonical system with the following Hamiltonian in the case of two degrees of freedom: where s..to ) p.-=-.) is not isolating. + b p z ) where a. #o and To).

Whittaker has proved that the adelphic integral (so called because it is quite similar to the energy) is associated to the (infinitesimal) adelphic transformation which changes any trajectory into a close other such that every periodic solution is transformed into a close periodic solution of the same period (and same energy).Lagrangian and Hamiltonian Mechanics 3 79 From the condition { @ . the 3-dimensional problem is reduced to one describing the motion of stars in a (meridian) plane. It is straightforwardly proved that the Contopoulos integral is an adelphic integral. The question of the existence of a third isolating integral is open. z . then there are at most three independent scleronomic integrals of the motion (different from A ). In the phase space of points ( x . then the trajectory is called ergodic . and periodic with respect to p.x. we know that (per unit mass) the energy E and the z-component A of the angular momentum vector are isolating. and p. z ). The trajectory of this point can be followed in a 3-dimensional subspace of coordinates ( x . In the corresponding Cdimensional phase space if the time does not appear explicitly. Whittaker has obtained a first integral developable in @ and @ .z) = E @(x. Let us introduce a method that can determine this. By using the isolating integral A . the 3-dimensional hypersurfaces of the following equations: H(x. ..z. x . we say: D If the trajectory fills the previous bounded domain 0 . i .5 In the study of 3-dimensional orbits of stars in a galaxy with an axisymrnetric mass distribution. One of them is the well-known isolating integral: and the problem is to know if there exists an additional isolating integral.x. f . Since i2 2 0 then the obvious condition defines a bounded domain R If there is no isolating integral different from E. INVARIANT CURVE AND THIRlD XNTEGRAL EXISTENCE 6. such that: where each @i has the same properties as H. i) = C respectively "contain" all the trajectories of same energy E and all the ones having the same isolating "third" integral C . ) . The existence of the isolating integral E implies it is sufficient to know three coordinates of the representative point in the phase space to obtain (from E ) the fourth 2 for example. H ) increasing powers of = 0 .z.

It is so called because it remains invariant under the transformation M that.-. by intersecting the surface H fl4 by the "surface of section" which is for example the plane z = 0. z . Its equation is obtained by solving the equation H = E for one of the variables. for example: and by inserting this z in the equation # = C . Then the surface equation is This really defines a surface in the space of coordinates ( x . brings any previous point p. in the plane of section. i ) . This simplification safeguards the essential properties of the phase space trajectory following from the study of the sequence of points so obtained. Different studies characterizing such a surface lead to a better knowledge of 3-dimensional orbits and ergodicity. So. (consequent of p.380 Lecture 9 In the phase space.-. the intersection of the hypersurfaces H = E and # = C is a surface on which lie the trajectories characterized by E and C and whose respective initial points are on it. ): . in particular. The melhod o the surJace of section doesn't consist in viewing the trajectory in the phase f space but precisely the successive intersections of the trajectory with certain surfaces.we obtain a curve of equations (choosing y > 0 ): This curve which is the locus of successive points pi (intersections of the "phase trajectory" by the "plane of section" ) is called the invariant curve. to a next point p.

for an infinite time there will be an infinite sequence of points p. Birkhoff. Therefore there is a simple criterion to prove the possible existence of a third integral 4 . Astrophysical Journal. Deduce the canonical equations of Hamilton from the principle of least action.aq.H 6pi . will fill an area determined by the condition: which represents the intersection of domain R by the plane of section. by following the phase trajectory with a known energy E during a longer and longer time these points p. Astronomy and Asfropkysics. Answer.H b j ~ ~ ) d t I .q' .Lagrangian and Hamiltonian Mechanics Generally speaking. Siege1 Moser. Arnold. then there exists a third isolating integral. namely: If the successive points of intersection piof the phase trajectory with the plane of section ( z = 0) lie on an invariant curve. In the opposite case. The reader interested by this subject will be aware that the main authors of analytical works in this domain are PoincarC.tj' + p. For a preliminary study at this level. This phenomenon of transition from "isolating case" to "ergodic case" can be justified by the fact that the third integral is a series which would stop converging for no Ionger small perturbations. The reader will refer to astronomical reviews (among others) such as Astronomical Journal. the reader can refer to the advanced course "Dynamical structure and evolution of stellar systems " where Contopoulos shows the bases of topological methods and where the third integral breakdown and the dissolution of invariant curves are justified from the phenomenon of resonance interaction. The third integral studied by Contopoulos and his collaborators (and others) provides a typical example of a numerical study of the above-mentioned method. The principle of Hamilton is successively written: 0 = 6 r (p.6rji . 7. It is clearly established that a "dissolution" of the invariant curves appears as the energy increases.H)dt = % (&. etc. EXERCISES Exercise 1.i3. Then the third integral would be without usefulness.

Exercise 2. [ (U" being the universe velocity ] ) Answer. Since then $ is a first integral 18 Exercise 3. then the angular momentum about the axis. the 2n Prove that a function f of time and spatial coordinates x' is a first integral of the system dua -= ua x a ) ( dt t f l its differential is a linear combination of hi. . we obtain: The Euler-Noether theorem leads to the following first integral: Exercise 4. Prove that if rotations about an axis oz are admissible (invariance under a group of rotations leaving the axis points fixed). denoted Hzis constant.Lecture 9 Since this integral vanishes and the various variations canonical equations of Hamilton are obtained.xidf . = y be the position vector of a point ph For any rotation +o I:! of angle 0 about oz. @j and Sijl are independent. Find the expression of the Liouville-Boltzmann equation in cylindrical coordinates by using the Harniltonian formalism. Answer. Let rl.

= i.z.r.z = 0) 1.z.O.qi-L=f(p~+p~/r2+p~)+~(r.r ~ + j~2 ) . P and Q are well-determined constants and are panmeters small enough for the two last terms be considered as perturbation terms.Lagrangian and Hamiltonian Mechanics Answer.B. The method showed in this lecture (see Contopoulos model) leads to the following series .1 . 8 Since the generalized momentum components are p.V(r.t) and the canonical equations of motion are The Liouville-Boltzmann equation is thus Exercise 5 Consider a potential where A is the (constant) 2-component of the angular momentum vector. By using the cylindrical coordinates of some particle: q1 = r q2 =6' 93 =Z. ' p s = r 2 13 p.t). Answer. x = r . Construct the third integral. = i the Hamiltonian (per unit mass) is written: H=p. [ r and r. then the corresponding Lagrangian (per unit mass) is L = 3 ( i 2. being the respective distances of the star and the sun from the gaIactic center (r = 0.

+. . + ~ E ~ ~ ( x .i)-plane of equation r = 0 of the (x.12(x ++x2 +i 2 + e z 2 ) .. the "energies in x and z " are constant. - Whereas for zero order approximation the invariant curves are ellipses defined by . thus there are invariant curves in the neighborhood of invariant circles of the unperturbed problem. Secondly.2 The first integrals are q50 = +(x" + x 2) Ho -q& = f ( i 2 + Q Z ' ) .So. on the other hand a higher order approximation Ieads to a deformation of ellipses. To find the equations of perturbed invariant curves. The unperturbed case will be studied first. Establish the equations of invariants curves in the case of a potential field of the form previously considered for irrational values of Answer.. .z) -space there is an invariant curve for each value of = f ( i 2+ P x 2 ) = C . It's a difficult problem because of the presence of divisors that may become arbitrarily small. Several numerical results are a point in favor of convergence. We consider the unperturbed Hamiltonian that is the first integral of energy .. . y . Exercise 6. x) -plane of section.384 Lecture 9 That's the question of knowing whether the third integral is convergent. it is sufficient to eliminate i between the is irrational the following Hand # expressions and to set z = 0. Therefore. from the zero order approximation ( E = 0) of the formal series 4 = #o+ E 64 + . we obtain: that defines a domain such that in the plane of section of equation z = 0 all the invariant curves are necessarily inside the ellipse (or circle) of equation The theory of Moser and Arnold proves the analytical existence of (closed) invariant curves in perturbed problems close to an unperturbed problem.x. Notice that in the (x. we deduce that the invariant curves do = C are concentric ellipses which are circles in the ( f i x ..x ~ ) -.+i. in the case where invariant curves are obtained: 2d0 = x 2 + + x 2 = x i + + x i px2+k2=p~. . . by eliminating i in the perturbed Hamiltonian expression.

..Y)=O] X=O Remark that if (e. The classical theory of Jacobi and Hamilton is based on the canonical transformation notion.ej).) is an (ordered) basis of E. .=O(X. then the matrix (wv) of o is nonsingular. ( Y ) = @(X. X . If we denote (8') the dual basis. ) Y also denoted X. but here a modern presentation is given. VY E E .Y. D A bilinear form o : E x E + R is nondegenerate if [ V Y E E : w(X. We say: D The lowering mapping associated to w is the isomorphism ~:E+E*:XHX.) such that. PRELIMINARIES Let us recall elementary notions in a finitedimensional real vector space E.. we recall that o=wv8'@8J where we know that 0 = w(e. ' Remark that the matrix of o is such that ' Called Mmol in French. Here also we can introduce a (canonical) isomorphism between E and E* .LECTURE 10 SYMPLECTIC GEOMETRY HAMILTON-JACOB1 MECHANICS This lecture shows the most powerful process to integrate differential equations of dynamics.

w ) . We can conclude that E=P.en. with respect to the plane PI generated by (e.. ~ ( e. . = 1 .') of basis (e. such that w(e.em+. the corresponding matrix is (-OI Q I Let us denote by P. en+.en+. Given the skew symmetry of w that = ) implies &(el. )en+.) of E such that ProoJ: For o # 0 there are vectors e.) is where I is the (n x n ) identity matrix. We immediately know that P. ) Finally. = 0 then. this time.en+j) 0. the w-orthogonal complement of PI that is . by choosing two vectors ez and en+. then its rank is even.Y)=O). we view the matrix w relative to the basis (e... Given o = CB' 8"" . and so on..Lecture 10 PR1 If w is antisymmetric ( ' w = .. for instance 2n. a reasoning by induction proves the exterior product of n n i=l factors o is .+.. for example o ( e .en. A k=l I# Indeed. from p ( e i ) .. P.@P. ).= (0) and also E = P.. we show the form p = ZB' ok+"is w . e=)-1. nP.4% )el + w(u. en. ~ ( e n + i . + P.e. To end. = j = i and therefore the matrix of p is the one of o .=(XEE VYE~:O(X.) # 0 .el) = "(em. with respect to p . and there is a dual basis (8.) 1.E 4 1. j I n : p(ei. and en... on P .that is (e. of E such that o ( e l . because we obviously verify that V u E E : U .ej) = 0. n ~(e. p(ej..) 1 by "dividing" el by a good constant...en+.. We begin again but. we see: This means that V i .).en+j) = O Remark.

w). Remark 2. . we say a linear mapping f : E + F is symplectic if f * . i.. .. D D +E It's really a group.i e... Hamilton-Jacobi Mechanics = on Coil. . the exponent of (-1) can be replaced by the largest integer in n/2. since f belonging to the group GL(E. .o) is the set of symplectic mappings f : E forming a group under composition. it is sufficient to see that ( f 0 g ) * o= g*(f 'o) g * o = a = and also ( f .) = j=1 f. in matrix notation: . we immediately deduce that that is.Symplectic Geometry. w D Given f E Sp(E.u). from e.@I+. R Indeed. then the symplectic condition f 'w = w is written: *@J@=J. This (2n x 2n) matrix is denoted by Remark 1. .ik=l n(n-I) = n!(-l)Z@' A .. the matrix of the nondegenerate 2-form u E R'(E) is called symplectic. Clearly. If f E L(E.@I+. We evidently notice that J-' = 'J =- J and J 2 =-I.w) and (F. o n is a volume and an orientation is so defined. Let us end the preliminaries by the sympIectic notion that will be afterwards essential.E) with corresponding matrix @ . Given symplectic vector spaces (E. u = w . w ) such that w is a nondegenerate 2-form on E.' ) * o = ( f n ) -f'*o= .E) . D A symplectic vector space is a pair denoted (E. . A ~ * ~ . The symplecticgroup denoted Sp(E. n # .h .-. = f (e.

o. is exact and we can write: d. x). Thus. therefore.w.w1 = 4 4 and thus . but the form d..) = o(e. from the Poincark lemma. linked to the flow.dw.1.l]).*w. DARBOUX THEOREM AND SYMPLECTIC MATRIX Moser lemma Given symplectic forms w.o. = d. w ) is a manifold M provided with a symplectic form w on M. a .(t. for every x E M there are a neighborhood U of x and a family of local transformations p. SYMPLECTIC GEOMETRY Let M be a manifold of even dimension 2n. there is a neighborhood U of x on M such that the form d..) leads to the result '@J@=J.Lecture 10 J f = '0 J a.). = w.1 1. A symplectic manifold ( M ..) = o(e:. 1.. the symplectic condition f 'w(e. = 0.1 L Proof: The problem is to know if there are vector fields X I on U such that with u). is closed since dd. that is by introducing the notion of the Lie derivative L. o. ~ . By refering to (6-6) with here w.e.*o. 1. (supposed differentiable for every t E [O. = . we have: = 9. ( + a.e. D A syrnplectic structure on A consists in giving a nondegenerate closed 2-form at 4 each point of M called symplectic form w . : U + U such that pi = id and p.e..

2 n ) ( C'l = PA (t. that has a unique solution because the forms o. the lemma is so proved. = w. we write: a+ = & ~ ~ ( t .. For each x E M there is a chart ( U . q = -p. TH Q= Let ( M .Sy mplectic Geometry.. x . + &".. .2 Darboux theorem &x)=O Given a nondegenerate 2-form on Mand a chart (U. m ) be a symplectic manifold.. 1.. So. Conversely. ( t . &"+I + . The field X.. the problem amounts to solve ( for x A ( t . x ) d X ~ ~ d X ~ A. x ) ) the following system m . is thus determined and consequently also the forms o. + In a local chart. a basis of T.. x 1 n n+l 2n = &l .such that p j w .. Let us note the nonlinear problem of the determination of 9.' such that amounts to search for X.*d(~cr. x ) + ~ s ( t . at x ..1.x) 3 i. let us establish the following important Darboun theorem. q ) such that q ( x ) = 0 and there are 2n differentiable functions x' ..tp) at each x E M such that VUEU: and .B = 1. has been reduced to a linear problem consisting of finding X I . w . x ) = 0.. = m m x A d y B.. such that ~. ...w.M such that . x ) x A ( f . ) = 0 + lx or such that i X . x ). then we obviously know the following 2-form on U 0 p(u) = (x . &2" is closed. Hamilton-Jacobi Mechanics To look for p. . x2" (local coordinates) defined on U such that: Such charts are called symplectic and the functions x' are called canonical coordinates Proof We h o w there is...are nondegenerate.

) .~+. 4 From wn we define the standard volume ( where [n/2] the largest integer in n/2 ): is which defines an orientation on M.) from w =+'3. Indeed.3 Volume n The exterior form w c R 2(M) is nondegenerate (the rank of o = x r A &"+'is in) d' 1=1 ~ A is an even-dimensional manifold (dim M = 2n).1. We have VA.= w and p.3 E (1.. which means it is possible to produce a coordinate change such that: 1.such that: pi id = and p. Therefore. . we specie that for t =1 : w... hncin + J ) Ah ...x 2 " ) be an ordered set of 2n reals. is nondegenerate. = wo( x ) = O ( X ) (x) is nondegenerate and by continuity there is a neighborhood U of x on which w. the exterior forms of the family { o r ) being symplectic. xn+'.. at x.. 1.ql) Make explicit the matrix (0.. ( x A )= (pi.m. j E (I .dXA A h B (10-2) that in mechanics is dpt A dq' ... n ): w=+w.1.Lecture 10 By remembering PR1.4 Symplectic matrix Let ( x A) = ( x l . 2 4 .n. =tm+(f .. the Moser lemma implies there is a diffeomorphism 9. [a 0. For instance.'w = w...&' A + A dxn*' + on+' jdTn+i dr' + &n+lnt. the 2-form W. In addition. we consider a chart on which the exterior form is the following constant %-form Consider the family of exterior forms t E [OYIl which are closed and nondegenerate on a neighborhood U of x .dxA *ahB = f (fly&' hi u...x n ... Vi... they are the 2n coordinates on a phase space in mechanics : i = 1. = o...

m is C (M)-linear. n): mi. ProoJ In brief: (i) The local representative of the mapping TM + T'M with respect to a chart ( U ...(X. )) . Hamilton-Jacobi Mechanics The symplectic matrix (0. (@.+.Y E TIM : m. it can be proved what follows: PR2 Given a differential form of degree 2 on M ( in particular o E R'(M)). VX. If (. X ) H w. the reader will prove it is of class Cm. SC 1. Y ) ( x ) is a vector bundle mapping. ) on each fiber.. = I . We recall also that. is nondegenerate. )+w(Y. q ) of M. are zero (in mechanics there is no term of type dpi A dp ). then the mapping TM +T'M is a bijection on each fiber.. .X .Y) = w ( X . with U' = p(U) c E ..(Y. )=cL)(X. ) = w. =-w. .oBC = A . ) is that is. X ) w ( x . the terms w. in the previous sum.+' The only nonzero terms are V ~ E { I ..Y ) t+ ( y .)-I = ( o )='(aAB)=-(om) '48 and w. we can say: (I. the terms wn+i are also zero (in mechanics there is no term of type dq' A dq' ). = w ( x .(X. .. (ig The mapping -x(M)+ x*(M) : x H X . (id We have immediately V X .o.Y E X ( M ): w ( X + Y . being defined by U'x E + U' x E* : ( y .. A symplectic structure defined by a nondegenerate dosed 2-form on a manifold establishes also a vector bundle isomorphism between TM and T'M ..(X. M First. (iiij If w is nondegenerate. ) is a vector bundle isomorphism.) The mapping TM +T'M : ( x .Symplectie Geometry. ) such that Vx E M .2 CANONICAL ISOMORPHISM The canonical isomorphism notion has been previously introduced within the context of Riemannian structure defined by a bilinear form g. then I (iil) TM + T'M :( x .

we have an isomorphism on each fiber. there is an isomorphism called flat mapping. It is "onto" because to every a G T. ~ X . we have: w=+wABdXA*akB ixu= + ( W . Y ) = 3w.&~ r\dxB) and also a tangent vector field x = xJa.M such that a = w ( X . Let M be a 2n-manifold. that We introduce a syrnplectic form on M. denoted by b :~E(M)+x*(M):xHx~ such that to every vector X is associated a 1-form defined by X6 = i X w 6iP =4x. .Q XI ~~ X ~ ~uX B x) = r B ~ ~ A ~ Ad s on the other hand: o ( X .392 Lecture 10 Indeed. So. is the cotangent bundle M = T'Q ..drA A drB X . Y ) ( .2). The symplectic form w E R ~ ( M )being nondegenerate. xn+jan+. + We say: Dw (or xA-dA ax ). namely: n w = c d r i ~dr"+l I=1 (or +W. )=w(Y.Y .w(Y) by introducing local coordinates. it is "one-to-one": w ( X . On the one hand. Y ) = i. ( Make explicit (10-6): VY E X ( M ) : w ( X .1 = Ub X ) . for example in mechanics the phase space of a configuration space Q. ) w ( X . . )=O what implies w is nondegenerate.'M is associated one X E T. ). (Take again the proof in lecture 8 5 1.

we have: i B = w ( J n .= i. x ~ ~ x ~ . the symplectic structure of the phase space authorizes a very important operation: the Poisson bracket.(-ai)&' Prove the following formulas: V a .Symplectic Geometry. = m .w = w . Consider the flat mapping such that X H X ..V a E x * ( M ): (x. x )" (a#). Hamilton-Jacobi Mechanics D * The sharp mapping denoted by # is the inverse of the flat mapping b : So. ) and where X. = a . we have V X E X ( M ) . = o ( X . we find again a = (a')a = iatu an+.a!xn+' = . X A ) is associated the following vector (under the sharp mapping): and so we denote a# = X . Indeed. In mechanics. To any one-form a E % ' ( M ) corresponds the vector field a' E X ( M ) such that: . .a.a ( p P ) .3 POISSON BRACKET OF ONE-FORMS Let ( M .xAdrB = C(-xn+'&' +xi&"+') 1 (lo-%) ( see (10-7a) ) = aBdxB (by putting a.w ( a " P B " )= . f l ~ i 2 ' ( ~ )i. ) = (P*)*= /3 and P(a9 = (Byb(aii) ( / 3 ' . a=). To every 1-form a = rn.=J : P(a#> -a(PU1 = Indeed. =~ ' 1. Make this notion explicit. w ) be a symplectic manifold.

D The Poisson bracket of one-forms a and by: ' { a . ~ ) 3 0.k. a l . { ] + X bxb & x'xx* 3. Proof: The following properties are easily checked. E R : . P2. p . P3.E Cll(M): y PI. ( r . ~ a .p)= ( ~ .B+k. Linearity: Vk. Y > > { ~ . . - The previous properties obviously follow from the Poisson bracket definition.1 = ) - P on M is the one-form of M defined . Other Poisson bracket notations exist. = Indeed..P'] is the (Lie) bracket of vector fields a$and It follows: ta.~) = P'I~ p' where [a'. k.17 z* PR3 The space of one-forms on M provided with the Poisson bracket is a Lie algebra..394 Lecture 10 To any one-form a E X * (M) corresponds the vector field anE X ( M ) such that: i.P'I.y)= k . { P . ~ ~ l By obtaining analogous results for the two last terms of the Jacobi sum. ~@([~". (a. we immediately construct the commutative diagram: %xi% [ I . P ) + k . Jacobi identi&: ~ .~)# = [aN7P#1 So. { a .pqo that is (a. a j{)r+b .'La'. we have: ( a 7 ( P 3 ~(Po=r ~ [ ~] = ~~a ' ~~[ P ' r. ~ a 9 y ) . then the Jacobi identity relative to the Lie bracket proves the Jacobi identity relative to the Poisson bracket.o = a . Skew symmetry: (a. + . ~ # l l r .

a-di. P ) + P X .ianu (a. g p ) = [a". PR4 The closed differential forms of degree 1 form a Lie subalgebra of the Lie algebra of differential forms of degree 1. This last equality is immediately verified because if we denote: then we have: n The proposition is established since we have proved: ~ a E R'(M) (a.is" Iw = Lanip" .w a P = -dw(an . let us prove the Poisson bracket of any two closed one-forms a. = (La. The equality (1) is also written: >. Proof We are going to prove the Poisson bracket of any two closed one-forms is closed.(gB")).i Pn ( see exercise 8 of lecture 6 ) La. Hamilton-Jacobi Mechanics = g { a . fl" p .~)=~~.Lp. (a.diflu = di.w+diP.da (1) =d$*P = dl . p . a.ia..i~. we have: b .l .$. I ( S B ~ ) = g~. p .PI = J.~-~~. ( g )* Indeed.. if n and pare closed we find again that (a.gpJ=&[a"pPYlb+ P a x ( g ) .P+ +/3#a*(g) thus (a. ). For that..dip.@ = [La..ia. p') .Symplectic Geometry.gS"]. /? E a'( M ) is exact: (.w So.'.w ( because (10-9)and dm = 0 ) ( because dp = 0 ) = La. ) is exact (equal to ..B-ip..p.i.p)=L a .nB# P U ~ = n g + = g~a". but L . ) = -dm(.. : B Remark 1.

4 Let (M. D Any two one-forms a and fl on a symplectic manifold (M. To summarize: V ~ .X*) . also denoted = Xf. the algebra @ ( M ) of exact one-forms is a subalgebra of Q: (MI. we say: ( D * The Poisson bracket off and g is the function (f..gf = -~(X. In particular. we have: and in particular: Given any two functions f . ~ ) E Q ' . ( M ) C R . w ) are in involution or involutive if @(a" p" = 0 . So. P ) E Q : ( M ) . The sets of closed one-forms and exact one-forms on M. POISSON BRACKET OF FUNCTIONS 1. are real vector subspaces of R' (M).respectively denoted by SZ.w ) be a symplectic manifold. Since every exact form is closed.g E C m M ). The proof is obvious from the equality (10-1 1). ( M ) :{ ~ . we consider the following vector field (df)# = x . ( M()~: . P E Q . then their Poisson bracket is zero. f be a function of Cm . Let us observe that we find again the notion of quotient space of the algebra of closed oneforms by the algebra of exact one-forms. ( M ) and evidently ' ~ ~ .396 Lecture 10 Remark 2. P E Q . ( M )and Qj( M ). (M) Let us refer to (10-8). PR5 If a and pare closed and involutive one-forms on a symplectic manifold.

and we find again the expression of the Poisson bracket in accordance with the one met in the ninth lecture. g ) = (df. From we nicely denote In local coordinates: (f g 1= L.~ x . Indeed.dg) d { f ..I. PR6 Given any two functions f and g we have Proof The following equalities are obvious: x f ( g ) = ~ x / g = i x . X g ) . Indeed. X g = dg. ) = .Symplectic Geometry. dg 1 P2. g E C m M ) . g j = . d ( f . .i x / o ( X g ) .d d X f X g = -d@((df 9 (dg)#) ( since (10-1 I) ). Hamilton-Jacobi Mechanics that is.ixpw g). We can also verifjl(10-13b)by using local coordinates: {f =.dg)" =[(df)*. d g = ~ x / ( x=i.g )= . we have: ( PI. Properties. X{f. .. . = -w(X.g 1= -df . d1 ~ x = -i XI A (pir n " ) ( x g) d Notation. .X.d f ( X . ) {f. = ( d ( f . from (10-6): (f./ 9 (g)= d g ( X .g.X. = {df .= [ X f J g ] X { . Given any two functions f .(dg)*l = EX. . g ) Y =(df.

Jacobi identity : {f..](h) In addition. g is obviously a derivation.g+k.X.)=~.(h)) + X.the mapping CYM) + CYM): g H (f g } .~.f l)+th.k. that is if if their In an equivalent manner if their Poisson bracket is zero: {f.tf.{f.f I..g + k2h) = k. is a derivation. ~ f f and g are involutive. g E C" (M) are in involution or involutive differentials are so.gj)= 0. g. = -[X.g).l(h) 1 and (h.(gh) = d(ghXXt ) = g dh(X.{g.k. Indeed.ER: since (f. (f4g.hf)+{g. Proof: The mapping defined by PR9 u.(X.. ProoJ: The following properties are verified Vf. Bilinearity : vk.Xf)= -{g.g))= -Iff.) + h &(X( ) D Any two functions f . 3= P3..398 Lecture 10 PR7 The space of functions C m ( M )together with the Poisson bracket forms a Lie algebra.hlj+ tg.h) {f.h)=k. } g that is by L .k.(h. g ) = -{g.f 1 = X. A function f E Cm(M)is constant along the orbits of X. h E Cm : (M) PI.fh. PR8 Given a function 1..X.h)+h{f. Anticornmutative law: (f.g)= -o(X..f since {f..{f. i .gl.Xf(g) + k. we can establish: P4.(f 1) = [X.h3= -X{.Xgl(h).g)+k.) It is clear that {flf 0 - =w(Xg.(X.gj=-w(~. {f gh 3 = X.{f.g + k2hJ=X#. { f 7 g h j =g{f.X/(h) P2. Indeed.

D G - A C" mapping f : M +N . n p f = 1 . PRll Every symplectic diffeomorphism orientation..w ) and (N. be the flow of X .M2. Proof.5 SYMPLECTIC MAPPING AND CANONICAL TRANSFORMATION Let (M.. then: (i) f is volume preserving. then f is in involution with the Poisson bracket h 1. k) = 0 and the Jacobi identity allows us to 1.. we have ( f . p ) be symplectic 2n-manifolds. lg. Proox Let p. f E Dif(M2.) preserves volume and Proof By recalling the volume form is . . By hypothesis. indicates the flow of X. the reader will be convinced by the following: PRlO If f : M + N is a symplectic mapping. we have: d -(v/fg)=O # (f$)=o. g )= 0 . (iig f is a local diffeomorphism. We can notice that the same conclusion exists ~f is constant along the orbits of Xf g because if W. . (4 det. is called a symplectic or canonical t r a ~ o r m a t i o nif f * p =W By referring to the last part of lecture 5. g ) = ( f .=. we know that in the case of some 0-form f : which vanishes rff (f. Hamilton-Jacobi Mechanics We note that f is called a first integral of field X. By remembering the formula (6-6) which shows the Lie derivative of differential form w with respect to X.Symplectic Geometry. dt Poisson theorem TH If a Cmfunction f is in involution with Cmfunctions g and h .

Lecture 10 n(n-1) a =(. (xux= ax(xx) 1 TT'M d' " nL L . PR12 The cotangent bundle of a manifold is a sympIectic manifold (and is thus orientable). )= ~ + TR" n 5 n ( x ' +xnffei) E ~ r=l dp' : TT'M R2": X. A & " . We denote (x. ) = C(A.1) n ! d X I A.. we simply denote d *TT'M +TM : X . by introducing a basis (e. I+ dp*(Xax . 1 7 Clearly.E' + Biei) i=l where A. . X. we have the projection ~*:T*M-+M:(x.) of R" and the dual basis T'R n. J & TT'M +TM be the tangent mapping of II* ..a) by ax .~)Hx. In the same manner. from a chart ( U . q ) on M. This proposition is a modern presentation of the famous Liouville theorem that will be again introduced in the next Hamiltonian mechanics section. Let I *: T'M + M be the projection of a cotangent bundle.p) by dp*( X . ) Let us specify the vector Xu* tangent to T'M is expressed in (U. and Biare the local coordinates of Xu .. we have successively: of p* : T'M + R2": a. (' 6) So.. :I * To make the proof easier. it is immediate the volume is preserved under f since n and a symplectic orientable manifold preserves the orientation. H p * ( a . we draw the following diagram: R " 9TM 'a.+i l: . ProoJ: We are going to consider the cotangent bundle T'M of an n-manifold M.

. ..Symplectic Geometry. ( X . . a differential form A of degree 1 on T'M (that to each a. )) In a local chart. So..rn*(X. Proof: We consider A : T'M + T*T*M a:M+T*M a*: T*TBM+ T'M d a : TM + T T * M . ( X m )) x = a. by viewing we find again the expression of Aax(XaF : ) So. are called the canonicalforms on M PR13 The canonical 1-form d on T*M is the (unique) 1-form such that for any 1-form a on M the pull-back of A by a is a'A = a .= Q.=(X. )X ) = (a. H Lax such that ( ~ ( a . Am. D * The forms R. makes AaKto correspond) is defined by: A : T'M + T'T'M : a . there is a volume element and hence the cotangent bundle of any manifold is orientable. the previous equality leads to: We immediately see that Indeed. and dR.. : TaxM+ R defined by iz. . Hamiltonian-Jacobi Mechanics To the tangent vector X E T. from the form we obtain the symplectic form Consequently.T'M is associated the one-form . ).

.f**w = 0 .M : ( f * a ) .d(II*a. we have (f'*n)(a. & * d n .(df '. ( X = af(.. = Therefore.(dn8df*(Xa. nf. The following theorem shows how symplectic diffeomorphisms on T*M are generated from diffeornorphisms on M.a.)x) = = (ax..>(x.x) since lIva(x) x .. f-a = n Remark.T'M : a. ~ ) = . we have VXar E Tax (T'M): (f**l)(ax ) = ( ( f )(xax but )*AG )xu. = Because the result is a. ( ) fan* O S * since 0 = n* (f n* f * ) ( a . The following diagram is commutative . ~ ) (a.). .X)= (aax d a . f * : T 4 M 4 T'M is a symplectic Proof: First. remember the pull-back mapping f*: T * M .>) f ( f " ' ( x ) )= x = n*(a. ) that is and thus .(x) a(a..X the proposition is proved.(df > We are going to prove that (f*)*w=w. .. Hf ' a . = = f*(aX)..)(da.402 Lecture 10 The definition of the pull-back ( see (5-11) ) means that VX E TxM: (a:A). ) ( X a . For that. Theorem of canonical extensions TH If f : M + N is a diffeomorphism then diffeomorphism. is such that V X E T.xa.(df m ' d f *(Xas )) = 1) = ax d ( f o n* f >Ixa. . Indeed. = a.(rn*)(X. )= f (II'(f*a.) = a a . it is sufficient to establish such an equality for the canonical one-form: f-n=n. = (a.a.

by putting X. = X.= @-'(dh)# =(f 'dh)' = (df'h)' = x. . I f f is symplectic then we have: df -'x. Now we can prove the Jacobi theorem. the hypothesis being f ' X . we remark that f is symplectic r f l V a E R 1 ( M ) : (f ' ) = d . Proof: First.. = So.). . This is true since VY E X ( M ): f * X . a diffeomorphism f : M + N ( symplectic lfl V h E Cm N ): df -'x.' ( a ' ) . ix w = 1. Conversely.)"df-'x. Indeed. d f Y )= f 'w(df -'x. is . n* y M The diffeomorphism f * js sometimes called lif"t off Jacobi theorem TH Given symplectic manifolds (M. Hamiltonian-Jacobi Mechanics T'M +T*M n*4 M since 3..= a we must prove that (f8x. a' f expression also simply denoted by f *a'.).y. on the one hand: d( f ' h )= f '(dh).Y) [ rff f is symplectic j = (df-'x). .. ( Y ) = X. p ). ( Y ) .Symplectic Geometry.= X... that is the diffeomorphism f is symplectic.(dfY) = w ( X ..Y) = w(df -'x.. f *ixhp = =i f8p rx* l'h ( see PR7 of lecture 6 ).. . 0. . = We also denote: f 'X.. we have. the hypothesis of the reciprocal and the comparison between the two previous results (for any h and every X h f ) imply f 'p = w. on the other hand: d ( f ' h ) = ( d (f *h)):= (X.= f '(X.w )and (N.x.

HAMILTONIAN VECTOR FLELD Let ( M . denoted X. cailed Homiltonian. This momentum phase space is thus provided with a symplectic form. ProoJ: We have: f8ig. from previous developments.hE c^(M) : { f 8 g . this theorem is applicable to the case of a diffeomorphism f : M + M.q') then..g f' h = (/*g. By recalling the 2n coordinates of T'Q are (pi. w ) be a symplectic 2n-manifold (cotangent bundle).& f'h (see PR4 of lecture 6) =L xf-. ( 10-17') The form 2.h)= f'X. H : M + R be a function of class C ". *A f is a symplectic diffeornorphism) f I. such that . D Q= A Hamiltonian vectorfield is a vector field. f'h # I (this last equality following from the Jacobi theorem = X.1 A is sometimes called Liouville fonn .. dqp (10-16') 6" & w =dpi ~ d q ~ . To end this section. f * h ) = f'(g.h}.h= f'LXgh = L. we recall there are two fundamental spaces: the configuration space Q and the phase space which is the cotangent bundle M = T'Q . let us show an important link between symplectic diffeomorphisms and Poisson brackets. that is: vg.404 Lecture 10 In particular. or simply X . Remark that f is a Lie algebra isomorphism on C m (M) and 0'M ) ( 2. PR14 A diffeomorphism f : M + N is symplectic #I f preserves the Poisson brackets of functions. CANONICAL TRANSFORMATIONS TN MECHANICS In mechanics. The reader will immediately verify this proposition hoIds in the case of one-forms. the canonical forms are w n = p.

PR15 If (M.Y) = -dH(Y) also denoted w D w(X. and then Vg E Cm(M):.Y A Hamiltonian s s e is a triple ( M .Symplectic Geometry. The existence of Hamiltonian vector field is guaranteed by the nondegeneracy of m. for every vector fiefd Y . Fitrmiltonian-Jacobi Mechanics It is also denoted by g / (x).X ) is a Hamiltonian system with H E C W ( M ) flow @. . Remark 1. Any two Hamiltonians H and H ' for the same Hamiltonian vector field (X= X') differ by a constant since O=jxm-ix.X ) . PR16 Given a Hamiltonian vector field X then t I+ lff (p(r).Y .m=d(H1-H). H ) . Several authors choose the canonical 2-form to be w = dqi A dp.( g o + * ) = ProoJ We have: d dt { ~ O + ~ . we have: w(X. and introduce the Hamiltonian vector field X such that: w(X.w.Y) = -dH. Remark 3. Remark 2.= -dH So. ytm We immediately notice that X = ( X ) : = -(dH)# .Y)= dH..w.q(t))is an integral curve of X that is gff the 2n Hamilton equations hold.

El = H . Theorem of energy conservation TH The one-parameter group generated by X preserves the HamiItonian function. A i. = i.dql is truly . Y X(c(t))= o(X(c(f X(c(t)) 0 )). A dq'. then H(c(t)) is constant in t : bt*H = H .dpi A i This expression of Hamiltonian vector field X is confirmed since ixw = i.dH such that w = dp. we Then.(-dH)' = w( ( d ~ ) ( d ~ ) '1) '.w = . thus #. dqi .-) a9 dH PI A d q ) = i.dH .406 Lecture 10 Proof: By introducing the 2n canonical coordinates obtain: ( X ) .(dp. H = dl?. = . In other words: Given an integral curve c(t) for X . namely: The Hamiltonian H is a first integral (energy) of motion equations if t is not explicitly in H: since this is dH(c(t)).*H = #. the expression of the Hamiltonian vector field is simply denoted by aH x = (-7. We evidently find again a welI-known property.dp. ProoJ We have: but [ moreover the previous expression is L. t )= dH(c(t)).

PR18 A vector field X is locally Harniltonian r f l ixu is closed . fr its flow is composed of symplectic mappings.*0 is o (= # i o ) . that is on U : ixw = -dH dixw = 0 1 ( by the Poincare lemma). d ProoJ We must prove that if X and X . rfS L. are Hamiltonian vector fields. Now. w ) is locally Hamiltonian if for every x E M . . TH Given a Harniltonian system (M. the one associated to Hamiltonian { H . X ) . It's true because This Lie bracket is a Hamiltonian vector field. that is on U : X = . D A vector field X on a symplectic manifold ( M . Moreover the expression .( d ~ )]# fl !#- [ ixw locally exact..w=O.*ddH = 0. we conclude that the phase space volume is preserved: #. =( = PR17 The Harniltonian vector fields form a Lie subalgebra of the Lie algebra of vector fields. Hamiltonian-Jacobi Mechanics Liouville theorem Let us show the modem expression of the Liouville theorem showing the flows of X are canonical transformations. Since L ~ = W~A L ~+ L X w ~ ~ = O . there is a neighborhood U of x on which X is Hamiltonian. is a .GI. of X is syrnplectic then this Proof. if a flow flow preserves the phase volume a. W W and so on.)@ = -#. -+. X. then [X. Proof: We have: [ X locally Hamiltonian. . 4. = + dt and thus the constant 4.*an 4 .] Harniltonian vector field.lo= w .. let us introduce the notion of a locally Hamiltonian vector field. ' ~ ) ~wn.w.*w = #/*LXw #/*(iXd dl.Symplectic Geometry. Indeed. . We must prove there is the following constant in t : +/*.

. R. we have showed the symplectic structure of the phase space and also the Lie algebra structure of Harniltonian vector fields from Poisson bracket operation.w) = (. If a Hamiltonian vector field is necessariIy locally Hamiltonian.. 189. n. We forge ahead with the Lagrange bracket and we end with the first integral notion. p.. P. they are: dpt = dx* = a@-= dt dt axB dqi dnCi -=-= W dt dt dH dxn+' 84' dH dH = dH t3xB with i = 1. 2 n ) . 1978 1. (d1. 2. Let f be a function f (1.qi) first notice that the 2n Hamilton equations are denoted we with A. the converse is not necessarily true because closed one-forms are not necessarily exact [ see e.B E (1.g. Let us write again the Poisson bracket and Hamilton equations. Lndeed. Abraham and J. In local coordinates xA = (p....w) b d dt vanishes ( @. i ) . (L." Remark.*u w ) Iff X is locally Hamiltonian and so the flow of locally Hamiltonian = vectors is "symplectic.Lecture 10 -(bt*u = 4.. q The expression of the Poisson bracket of functions f and H is that is In matrix notation this is written: ." that is a oneparameter group of symplectic diffeomorphisms which preserves the phase space structure... Marsden.2 CANONICAL TRANSFORMATIONS - LAGRANGE BRACKETS In the previous section. We know that every Hamiltonian vector field defines a "Harniltonian flow..

p.q ~ }= 0 and We immediately see that the inverse matrix (qi. since x A= ( X ^ .p. Eamiltonian-Jacobi Mechanics The Hamj1ton equations have the following elegant expression: kA = ( x A . thus S = I .)= 0. '( x ) ) . q) is symplectic @.Symplectic Geometry. )= 6: is J-' . Indeed. we can conclude from (10-20). let (U. Before introducing the notion of Lagrange bracket. we have on U: ProoJ: Firstly. PR19 A chart (U. for instance: This is also obtained from (10-13c): (see also exercise 2). A 4'.( q f . H ) . we are going to use the matrix notation to prove the important following proposition. H } or w Indeed. p) be a chan with ( p i . given a symplectic chart characterized by w = dp. . Conversely. and so on. the Poisson then brackets of canonical coordinates are truly the previous. by denoting ~ ( x=) (p.(x).

is The Lagrange bracket expression Gwen the charts (U. p) be a symplectic chart on My f : M + M : x H y be a diffeomorphism denoted by yA= yA(xB)where the different values ofA and B belong to f l.. y(y) = (4.. have: we Indeed... So. ... q n ) .... the matrix ( . Q n ) and .u) be a symplectic manifold....Q) ensues from the following equalities Note that the Lagrange bracket (P. denoted (y C. the previous definition leads to and the expression of (P. let us view the canonical transformations from the notion of the Lagrange bracket. . .y/) such that p(x) = ( p .p) and (V. of w is J..410 Lecture 10 Consequently. .. 2n). the Lagrange bracket is the function expressed by For example. u) Now. given the diffeomorphism f such that (4...pnJ. on the phase space. q n ) ..Q) in the "new" canonical coordinates is expressed from the " old canonical coordinates which are expressed as functions of the "new" ones. D * The Lagrange bracket of any two functions yC and yD. (U. Q") = f ( p ... we have: Relation between Poisson and Lagrange brackets There is an immediate relation between Poisson and Lagrange brackets: .yD ). Let ( M . then for any P and any Q of (8.

Iff the matrix associated to the Poisson bracket is J-' . With the help of coordinates. Once more we recall that a canonical transformation 4. g p -. So. we know that the existence criterion of a canonical transformation is Exercise. a.*w = 4.'hA is a (truncated) absolute integral invariant of canonical equations and conversely if we search a differential system such that w is a (truncated) absolute integral invariant then we obtain the canonical system of Hamilton.Symplectic Geometry. f i it Remark. .w = This invariance was clearly shown in lecture 9. Eamiltonian-Jacobi Mechanics Indeed. axA arE ayD ayB PR20 A diffeomorphism on M is a canonical transformation fz the matrix associated to the Lagrange bracket is the symplectic matrix J. Proof: yA= yA x B) defines a canonical transformation ( sff {yC. prove that a transformation is canonical preserves the Poisson brackets.. on the phase space.yD}=eCD since (10-26). (See exercise 8). We emphasize that w=+w. we have: 2n D=I I*. is such that that is ip.

23 GENERATING FUNCTIONS Given a canonical transformation on T'Q x R defined by P~= P ~ ( ~ . S4(p.H d t + d ~ ' where dS (such that obviously ddS = 0) is a (classically exact) differential of a function S of 4n+ 1 variables pi. However 2n+ 1 variables are independent in view of the following 2n relations: =e(~i.g ) d t +dS = is called generatingfunction of the canonical transformation.dq i .q'. ~ Q.q' .. ' D The previous function S ( p j . ~ Q ' (H . A = p.(qiyQ'. This theorem introduces a process to obtain first integrals from two which are known. The proof is provided with exercise 6.qiyt) .q~>') Q ' =~ ' ( ~ j ~ q l 9 ~ ) . The generating hnction S is a priori dependent on 4n+ 1 variables. By using (10-28) show again the symplectic form w is an absolute integral invariant concerning the canonical system of Hamilton. q ' . .4.Q .t) such that pidqi. S3(~iyQ'yt). (See exercise 3).Hdt = P .P .t) .P.qi>t) ' we recall that the complete relative integral invariant is (9-24): tl=t. however. .t). any generating function is one of the following types: S. Consequently. S2(4. these so obtained first integrals are not necessarily new. First integral existence The existence condition of a first integral of canonical equations of Hamilton is Poisson theorem TH If f and g are first integrals of Hamilton equations.t .4.Q' . .412 Lecture 10 Exercise. r ) Q =Q1<~i. then their Poisson bracket is a first integral.

We suppose det We have: $ 0 in such a way that q and Q' are independent coordinates. Exercise. therefore we have: and thus [ since (10-31) 1.~ d = e d ~ -Hdt+-dt+--. the Poisson brackets are invariant under the canonical transformations. Hamiltonian-Jacobi Mechanics (i) Generating function S. = -qi This transformation is assuredly canonical because: dpl A dqi = de A dQ i (H=H).qi. From (10-31) prove again the invariance of Hamilton equations under canonical transformations.Symplectic Geometry. ' a(pi. Answer. t ) .dqi t ' at aq =-- as. = P. as. aQi H = ~ + H . . p =-. [ since (10-31) ] . q ' . I ) .Qi . i aH q =y 89 Qi = Q ' ( ~ . But.(p. Example.aH ' aqt and the canonical transformation P. - +-del aQi as. The generating function generates the following canonical transformation PI = Q' P. . as.. at a s These relations define the canonical transformation (nonsingular if det[&) r 8). .(q'. By considering the canonical equations .qr) pldqi .t) we have: .

at . t + The identification leads to with the condition det .~ d =t p i d g i - Kit + d s .(P. t ) we choose s. Define S. Differentiation leads to with det - *O. from S. Since we choose Sl(qi.t) S .(q1. aP. Q ~ . Define S4 from S. From pidqi and since ..r) .Q'. t )= s . ( P ~ ~ Q ' f. ~ ' .(p.(pl . (iv) Generating function S.414 Lecture 10 The invariance of the other Hamilton equations is proved in the same way. ~ ) + P .t)-P. from S.) * (iii) Generating function S. = pidqJ.ql . 4 . Kdt .Q1. ( ~ ' .4 H = as + H . ( g l .. (i$'k.t).Q'. ( p i . i~ )i + = g . (4.Q1 and hence d s . .t) Define S.~ d+ Q ' ~ P . (ii) Generating function S.qi.C. : s .t> =S. Q ' -PA' Differentiation leads as4 4' =-apt Q1=- as..O .

Given an orbit of a descriptive point in the phase space.Symplectic Geometry. t ) ( i = 1. If the transformed Hamiltonian H is zero then the existence criterion of a canonical transformation for a generating function of type S ( q i . .. HAMILTON-JACOB1 EQUATION The analytical integration method of Jacobi is famous for solving insoluble problems by Lagrangian or Hamiltonian formalisms.1 HAMILTON-JACOB1 EQUATION AND JACOB1 THEOREM The canonical transformations are particularly useful insofar as the transformed Hamiltonian K is simpler than the original Hamiltonian H. only the search of a complete integral of the Hamilton-Jacobi partial differential equation is interesting (and not the general solution). Therefore there are 2n (independent) first integrals of motion of the representative point in the phase space. the values of parameters a. the 2n equations of Hamilton being i: = o Q~=o. and bi are the motion constants. In mechanics.. then the 2n (independent) first integrals of motion of the representative point in the phase space are where ai and bi are 2n arbitrary constants.A clever man as Jacobi thought to choose a zero transformed Harniltonian in order that the solutions piand Q i of "new" canonical equations be constants. in perturbation problems and other areas. This method based on Hamilton works is very effective in celestial mechanics. Q i . Hamilton-Jacobi Mechanics 3. The Hamilton-Jacobi equation is obtained from such a judicious canonical transformation. 3. Identification implies the 2n equations and the famous nonlinear Hamilton-Jacobi equation In the Jacobi theory.n ) is pidqi-<dQi = Hdt + d S . ..

Next. the n following equations provide the various initial values of q' . This additive constant plays no role in the canonical transformation (only the partial derivatives of S are present) and we say precisely: D A complete integral of the Hamilton-Jacobi equation is a solution of the equation depending on as many nonaddtive independent constants as coordinates q'. the problem is solved because the last equations let us obtain the coordinates q' from initial conditions and time: qi = qt(a. It's the powerful integration method of Jacobi. ai from the initial conditions since the right-hand member is known from Therefore. and q i together. on q' and t. The notation of a generating function by S(qi. It is denoted by S(qi. They so allow to calculate the integration constants from particular initial conditions.. the Hamilton-Jacobi equation shows S through partial derivatives. Remark 1.416 Lecture 10 D A complete irttegral of the Hamilton-Jacobi equation is a solution which depends on as many arbitrary independent integration constants as coordinates q' and t.r) by taking the "new" coordinates Qi as arbitrary constants. Therefore.b'. However.Qi. Now.t) .t)is fully justified because we have (Q' being constants): . Don't forget the existence condition of the canonical transformation: det () - * a2s # 0 Remark 2.bi. one of the arbitrary constants is necessarily additive (since it doesn't alter the partial derivatives). on q i and r. the n relations at the initial instant are n equations linking the n constants bt and initial values ofp.

r)obtained by solving the 2n equations constitute the general integral of Hamilton canonical equations. the total derivative of ai with respect to time.bi. is written: (since b' = 0). To each complete integral is associated s class of orbits of t a representative point in the phase space fitting the least action principle. namely a. we obtain: and the canonical transformation condition det(-) equations: a2s agJ abr Now. 1 Jacobi theorem PR21 If S(q1. dqJ db' On the other hand.b'.(a. Hamilton-Jacobi Mechanics 417 Thus S (corresponding to a complete integral of the Hamilton-Jacobi equation) is nothing else than the action integral S = ~ d. by considering pf = ---yS(qf. the derivative of the Hamilton-Jacobi equation with respect to coordinates q' leads to f # 0 leads to n Hamilton canonical . the derivative of d a!? with respect to parameters b' leads to dtdb' a2s +--=o. a2s af? dp. then the functions p.t) is a complete integral of the Hamilton-Jacobi equation. Subtracting (1) and (2).bi. b .Symplectic Geometry. on the one hand. t ) and ql(ai. ProoJ On the one hand. t) .. = 0 .

di) + 0 leads to the system of 2n first integrals of Hamilton canonical equations and thus the following first integrals: { ci.. { ci.d') . is a canonical transformation.with respect to time is aqt as Subtracting (4) and (3).~. = p. However.d 1 and { d t.q i ) : Indeed. b i .b'.. namely: If the constants c.c. . the general integral (5) with D(pi'qi) D(c.). 0 Any other general integral q1= ql(ai.. {ci.d ). ).. then the previous general integral shows a canonical transformation (c. we obtain: which implies the n other canonical equations: Remark. there is an exception.b i) t (p l .and d'are respectively the various initial values pp and qi. integral of the Hamilton canonical equations: P. and q' . J J We immediately have: { ~ ..d'} = 0. doesn't define a canonical transformation and doesn't alIow obtaining a complete integral of the Hamilton-Jacobi equation.~ O = {d i .d' ) = -6. the general integral ( 5 ) .cj)= 0 (dt. = pi(a.dr = q:) o (p. and d' are respectively the initial values of various p. where c.t).o =0 and since the Poisson brackets are first integrals we deduce (for every time): {c. ..q r) and the general .=-6: ~ {c. d ' } ..418 Lecture 10 On the other hand. We have shown a canonical transformation (a. Therefore. the total derivative of pi = .

the Hamilton-Jacobi equation is obtained by replacingp by .bt .. nevertheless.. Hamilton-Jacobi Mechanics 32 ..? = 0 . bn-'. dS - dE Example.b).. This Hamilton-Jacobi equation is easily solved by considering S = S(q. that is: 89 as where q is the displacement and k the stiffness of the spring. Therefore.. q".)..b'.in the Hamiltonian.. We restrain our study to the (frequent) case of conservative material systems with scleronomic Hamiltonian.Symplectic Geometry. the Hamilton-Jacobi equation becomes: The Jacobi theorem immediately leads to the general solution of Hamilton canonical equations: (by putting to = . where a.E ) . In the case of a scleronomic Harniltonian the Hamilton-Jacobi equation has a complete integral of type S = -E t + S(ql. searching this integral is sometimes made easy. SEPARABILITY Obtaining a complete integral of the Hamilton-Jacobi equation is often a fastidious even unsolved problem.. In the case of the simple harmonic oscillator.

= 0 . At initial instant ( r = 0) the oscillating point of mass m is relaxed at equilibrium position go with p. cos w(t . -dqmzq.t . implies the constant a must vanish. -m b = .q 2 --w 2 2 2 q. = E. The Hamilton-Jacobi equation is here The complete integral is thus We have: The constants a and 6 are linked to initial conditions. Given the initial conditions.a) and the initial condition q(0) = q. the Hamilton-Jacobi equation implies - 2 and we find again an obviousness: the parameter b is the (initial) mechanical energy k .420 Lecture 10 where b is the energy of the simple harmonic oscillator. we have: q = q. Therefore. In conclusion. S is the generating function of a canonical transformation and is expressed by s = m u I J=dq (given the initial conditions).

p. shows a complete integral of the Hamilton-Jacobi equation of type S = .. e...conjugate to q' is an arbitrary constant a.qk are cyclic coordinates. but separability leads to quadraturcs! Example. find a complete integral of the Hamilton-Jacobi equation and the general solution of motion equations.Et +alq' +S(q2 q n . Remark.. then the function must satisfjr: In the complete integral (10-35) the variables t and q' are separated from the other variables.) .. .. .g.. bZ (10-35) where a.. Hamilton-Jacobi Mechanics 42 1 PR22 A scleronomic mechanical system with a cyclic generalized coordinate.. = .Symplectic Geometry... ' In this case: f-l D A scleronomic conservative mechanical system is called separable if the corresponding Hamilton-Jacobi equation shows a complete integral S of type: This simplified writing shows only the separable variables.. . if q' is a cyclic coordinate we have: The generalized momentum p. Since it must verify the Hamilton-Jacobi equation.. with H ( ~ ~ + qn. Solving the Hamilton-Jacobi partial differential equation is not a priori more simple than solving Hamilton canonical equations. The reader will generalize if t . is an arbitrary constant. q' . . . In addition... .. The HamiIton-Jacobi equation is . q l . .. hn-') . In the central force problem.. Make clear that the separability existence is dependent on the choice of generalized coordinates. a . Proof: The scleronomic character explains the first term.. The Hamiltonian is well-known: k H =&(P:+Pi/r2)+F . ~ . 84' as The complete integral is thus of type (10-35).

S2= AB. .) at instant t.Lecture 10 We search a complete integral of type S =-E6+S. there are thus the well-known equations: 8-8.~ ~ / r ' r r 2 giving the positions (by B ( r ) ) and position instants. = + A "S r 4 2 m -~~drn k /.. It is also developed in the case of n degrees of freedom.B. 4. we obtain: This expected result.. Goldstein. implies: The general solution is such that For a trajectory through (r.(r)+S2(Q) which implies that is Since the two members are hnctions of respective 8 and r.. A VARIATIONAL PRINCIPLE OF ANALYTICAL MECHANICS We suggest the following presentation of a variational principle inspired by the quantum mechanics and the last chapter of "ClmsicalMechanics " witten by H.

Hamilton-Jacabi Mechanics INTRODUCTION In classical notations. the principle of least action is o 6 j' (pdq .i Q da~ ~ & d t. The principle 61 L dr = 0 (implying that H is not dependent on q ) is going to be given up for the following principle.r +[P&?]: = O where the last two terms are zero. The consideration of individual trajectories will be abandoned for a "field mechanics. H ~ d t ) + [ 6 ~ ] : .e. We find again the Hamilton canonical equations: dq = d. with Sf = 0 and instants (and phase positions) denoted by 1 and 2.. the (complete) relative integral invariant P dq .Q + ds) ~ ~ a = f ( h ~ d ~ .Hl dt 2 d~ = -dQHdt ~. But and.... p .p.. q .1 VARIATIONAL PRINCIPLE (with one degree of freedom) Let w = exp(%S) i .df = P d~ .H ( q . .s + ~ ( d . g .8.s 8. t = H(g. q .. the principle of least action is briefly written: @dq-@dp.H@dt.a . t ) d t = 0 ) I where p = ( p . t ) d+ ds(q.~ ( p .Symplectic Geometry. . s .H dt dp = -aqH dt In addition..) and q = ( q1 . implies: dQ = d.a Q ~ @ d.e. since the square bracket vanishes.H=o.q n1.s P = -8.Hsqdt = O . ) The principle of least action.t) t) t (1 0-36) implies p = 3. p.8.~ ( ~ ." 4. expressed by G I ~ ( P .t). ~ .

~ . the variational principle (10-39) leads to the Euler equation: ..d4y. From dv dry* dS = -ifi -= ijj- K symmetrical with respect to complexes.' ' ~ ]we define a new (real) Lagrangian of .w* Remark 2. we say: 2 is evidently dependent on y. daqVL . dQv. dQ+v*.d@*. and also at limits of a domain The dimensions of this are [ A 4 L 2 ~ -]' Notation. we denote the partial derivatives 3 L .Q. v V/ we deduce 8. . I Remark 1. Consequently.Lyq ... Remark 4....~: ] where y/* is the conjugate of y U ..y..t) of dimension [ L . respectively by . For L to be real. and t. PR23 For variations Sy and Sy' which are zero at of the configuration variable q. The Lagrangian L is a priori a function of y * .. we have made Remark 3. and d. L. y'.424 Lecture 10 be a complex function where A is the Planck constant h divided by 2n and S is a real-valued fwnction. dimension [ M T . The "new" Hamiltonian Principle Recalling that there is no variation in q and 1 (4= & = 01.ry a. To simplify. d. From this fiction y(q. we admit that: t..s y = -it) a4v/ this last equation being also written: Piy = ih d .

~ ~ . = -H.t) and y (q.1 .Vh.. (2) 0 = 8 ~ I ~ d ~ d t = 6 1 ~ ( n ~ ..'. + a . = . Hamiltonian-Jacobi Mechanics and also to its conjugate. ~ .t). ) 7 we see that: H. Hamiltonian presentation If we introduce the generalized momenta n = L~~ b n*=~.41) n. = ititvf Y W ifi (vv. YQ respectively conjugated to y(q..~ ) d ~ d t (1) (1) .Symplectic Geometry. + d Proof: We have: (2) n:. = h y H Wt . 2 By specifying that the following integrals are zero since the variations are zero at the limits for the respective variables q and t : we are going to prove the following: PR24 The principle (10-39) leads to the following Harniltonian equations: ~q =Hn .~ * r y .then the Hamiltonian is written: By viewing again S. yi = H. + n * y ~ . + H = H and by noticing that the contribution of S. (10. = -H. = -iAto L = y* H y is immediately written: 1 v.

): (P..6H = -H. . = 0 = H .H 6 ~. the equations (10-41) are thus shown.w-n:. l and also (since H .426 Lecture 10 But n w . Since and then with usual notations relative to the harmonic oscil1ator (remembering the corresponding Hamiltonian expression). . 6 y + Hvt.H. . ~ wq + .. Gy* = d. =l -L. we have: The corresponding Eulerian equation.. 6 where the last two terms are such that H . .L q. 6 y 0 . Example of the harmonic oscillator.(H. y L .H. Gyr .H v':. 6y.fiv* ~.a. ) Therefore the third and last terms vanishing.p ..(nsy+n*~y*)-n. 6 3. We can find again this equation as follows: H = l l y q + I I * y ~ .H. 6II' . + n * s = a. 6 ~ ' .H.. SY* . namely is the Schrodinger equation: m -tr2 Vqq+ j o2 92 ~ = i ' W t 2m 9 the conjugate equation having the same significance.. ~ : l .H. 6 ~ Hv.a.L = L .

. (10-44) So f behaves Iike a conservative density in the configuration space (Ehrenfest theorem).f2+&a. . could be deduced extending the analytical mechanics. 4.Symplectic Geometry.q) +n* a "new" Jacobi theorem. s .y. y*. + & =f Os ~ ~ which is the continuity equation. t= f (q. that is a.an* h that is the Schrodinger equation. for = 0. If we introduce ~ / ( q . From a transformation such that Ldq=ndy+II*dy*-Hdq =ndly dw' -r?dq +&(y.2 VARlATIONAL PRINCIPLE (with n degrees of freedom) By refering to section 1 of lecture 9. = a. Remark. Hamiltonian-Jacobi Mechanics and from (1 0-41) we obtain Ir/ 4 . + t / .V with L. we consider the following Riemannian metric and the Lagrangian I L = -2a g q l q J+ a i q l + a . = p... this last folIowing from the heuristic theory of quantum mechanics.(f2a. t)e's(q3')'" ) in the equation (10-42).qJ+a.s)=o .v*. 4 . we obtain two fundamental equations: - the Hamilton-Jacobi equation complemented with a second member: the equation ~ .

and also at limits of a domain of the configuration space.. (1 0-46) Proof: The Euler equation being (L&)*. Second.)dqJ. p .a 3.( ~ ~ ~ . and since =0 .i L ( a . .a . we admit that: where & d ( q ) is the volume form and A ~ = ~ a ~ ~ ( i h ~ .%(a' 247 = ih(d.d . ) ~ y2JZi i . and t.(L&)*. +p...y . .n .H ( q r . From the expression of the (complete) relative integral invariant: Ldt = f ( p . ( .428 Lecture 10 Let us consider again the case P = 0 = y/.)~.i (~ . . . ~ ' ) y ) + l V . d . ( ~ & ) ~ . & .a. p ~ . the comparison of terms in t leads to Principle PR25 For variations Sy/ and Sy/* which are zero at t. is denoted W.~ *+ PR26 The variational principle leads to the following Euler equation . ~ * ) . t ) d ~ we first deduce where yl.(&aJk J akY)+ ((Y.B.-I - fi 2 ' a.) + +a.

We must prove: prove a is in fl(a"{~. r U l ) . ) y . the barycentric movement influences the couple state.y ). . . t ) . [ P n . ( R .=)k .Symplectic Geometry. EXERCISES Exercise 1 . in a central field. We have (by playing): 4 a u {P.rI # ) = w ( ~ # . the one for the mass center: it2 --(C a:.r I#) = o . Answer. given two points of masses m. ~ . and m. If a closed one-form a is in involution with closed one-forms /?and involution with the Poisson bracket { j9. Example. and putting: then. c R o t 2m and the second for the couple of reduced mass: So. the Lagrangian determining the metric is written: L MA^ + + m i 2 . In classical notations. if k is nonzero.j h a .~ ( I I i l l ). Hamittoniau-Jacobi Mechanics then the proposition is proved. ( S . The Euler equation is written: from which two Schrodinger equations are obtained.

a . 1=~.-w(a.a = a ( f ) ~ ( a ' .lw([P".a. x J )= O . x ~ + ~ .) = o )= = -4. If (x*) are 2n local coordinates on a symplectic manifold and w = z r A drm'.a since [L.Lp. (x'. x x .Y 1 since a ( X ) = (a. =X~~ -)a ~ + . . r B + but i7.] = il. .Lecture 10 = i.a = Lprir*a i . Answer. .. ~ ' ) = lp"a m(a#.W ( X ~ .i.for example: Exercise 3.= -w(-a. + ..a [B ..xx.w = w.di . .. .ai) ~ ( ) These expressions are also obtained from (9-17) with local coordinates ( x A ) = (x'.. . X l ~ +1 = 0 j . { y + t . { X ~ . X = -+~ ~ x x . = Lpliy.) = -m(xxn+. we have: X.( ) { x ~ + ~ . = 3 &+I = dl { x ~ .xn+' } = -S/ . Prove that the symplectic form w is an absolute integral invariant of Hamilton canonical equations XA = aH ax" Answer. For the coordinate functions. + .p#) = and thus the involution assumptions: w ( a t Y r # = w(a#.PU) ) =0 lead to the proof Exercise 2.a! .xn+'). x Aa!xB is written: . . = o x ..a+iy.+.r'l) = i . prove d' i=I that: ( x l .X ) = i..r") = a([/l#. The well-known expression i.

-a.4. i ( ~ c D &c axD ax* ax -.. by changing the names of summation indexes A -+ C.$*w) is a symplectic manifold and #is symplectic. Answer. Exercise 5. if y/ o f o 4-' is symplectic then we successively have: . if f : M + N is syrnplectic then we have: Conversely. B + C . With the aid of d B . We have: w" -(W" a axA a ag f --).Symplectic Geometry. Indeed. then we know that (Mf. Answer.h).0) into (N'. D + B.w) is a symplectic manifold and # : M + M f is a diffeomorphism.g>*h)+{{g." . the Jacobi identity b .) : prove ' f {V. g . then the third term becomes : (the second term opposite). then the Cm of (Mf. we recall that if (M.w) and (N. First. y. p) are symplectic manifolds and if 4 : M + M' and y : N + N' are mapping f : M + N is symplectic fr the mapping ly 0 f 0 4-' diffeomorphisms. If (M. The second and third terns cancel and so on. h E Cm(M2.g)=0 .ah + 0.B axc axD ax ag ah )af+ .fI+{{hJI..p) is symplectic. Now. Hamiltonian-Jacobi Mechanics Exercise 4. C -+ A and next C + L).

Given a transformation y A= y A (x B ) .f is a first integral. H } is a first integral. we have so proved that f is symplectic symplectic. From 8. the Poisson theorem means { a. then their Poisson bracket is a first integral.g + { g .is a first integral. we have: . d f Exercise 8. q l . H 1= O { H . But 8.f is a first integral r f l a2. Answer. Prove that a transformation is canonical # it preserves the Poisson bracket. H ) l + { g .t) implies the successive dnf are first integrals. Then. at" Answer. prove that the existence of a first integral f (p. I g .432 Lecture 10 # I In addition.f thus we conclude . every local representative off is Exercise 6 (Poisson theorem). and so on.f + ( f . . { H . The Poisson theorem lets us assert { f . g J ) + { f . { f . But f is a first integral !IT 3. we have: that is Exercise 7. H ) is a first integral. In the case of a conservative system (H = E). H and >=o d. fl ) = O . H 1= 0 and thus d. I f f and g are first integrals of Hamilton canonicai equations. I Answer.f + { f .f .

= w. Q' = f (q' 1sin pi . Exercise 9. be canonical. prove that a canonical transformation on the phase space f: ( p i q') + (4. . With the generating function S. Y ~ ~ = that is gff the transformation is canonical.Symplectic Geometry. the transformation implies and The first term of the right-hand member of f'w = dp.Q') .(ql. we immediately have: and thus f ' o Exercise 10.Q1) verifies f'w = w . Establish f in order that the transformation 4 = f (qi)cosp. Answer. Hamilton-Jacobi Mechanics but 433 and thus If. By considering a generating function S.g1y=(frgIr Q uAB ( Y ~ . ~ d q=-dq' ' aqi % I is zero because A dq' +* dQj A dq' a p aqi For the same reason..

f cosp. The canonical transformation condition : . Since I d < ~ d Q =(7cospidq'' ?f aq aA f ~ i n p . From d c A dQ1 = (dp. . In this case find the generating function of type S.a. dqJ)A dqi = dp..'p) sin a canonical transformation? Answer. Answer. is the diffeomorphism P = qcotp Q = ~ n ( ~ . Yes.d p + c o t p d q ) ~ ( .. d p ~ ) s ( ~ ~ i I I p . + aa. (4.Lecture 10 Answer.qJ Q' = ql. Specify the type of constant matrix on the phase space ( a v ) making canonical the following diffeomo~phism 4 = pi +a.n ) : that is (f(q1))2 = -2qr + -2 ( c i ~ R ) . because ~ P A = ( ..d sin2 p sin p Exercise 12. dpi) dy'+ aq the transformation is canonical ~ f l Vi E ( I.qf) . By considering the phase space. Exercise 11.) dq' A dq' thus the matrix in question is symmetric.d p -cos'p q ) ~ Q 4 q... A dqi we deduce avdqJ A dq = 0 = jqi i (av .

Symplectic Geometry. p = -. = -$a.mwq cotQ dq This last relation leads to and thus p=j G z cosg The Hamiltonian is invariable under the transformation because the time doesn't explicitly appear in the generating function.qiqJ Exercise 13. Find the motion equation of a simple harmonic oscillator by introducing the generating function where q is the displacement and m2 = k / m Answer. Since and the Harniltonian is written: Since the coordinate Q is cyclic. We immediately have: as. we conclude that conjugate momentum P is constant. it is Elm. Hamilton-Jacobi Mechanics leads to and thus S. .

the Lagrangian There are two degrees of freedom.r . Since the generalized momenta are the Hamiltonian is immediately: (id The Hamilton-Jacobi equation is By separating the variables t . the Hamilton-Jacobi equation becomes: . (r) By introducing the cylindrical coordinates r7B7zand knowing that is written: d = w . We find the well-known displacement Exercise 14. Find the Hamilton-Jacobi equation and a complete integral. A particle moves in a vertical plane under the action of its weight (mg) without friction.( r )+ S2(z) . (id Determine the general solution of Hamilton canonical equations. the generalized coordinates are r and z. (110 Answer. This plane is constrained to rotate about a vertical axis with constant angular velocity w.Lecture 10 The motion equation is Q=wt+c where c is an integration constant (fixed by the initial conditions). z : S = -El + S. z) ( Calculate the Hamiltonian.

the first term only depends on variable r and the second term only on variable z. and the The Hamiltonian-Jacobi equation is written: In this scleronomic problem where # is a cyclic coordinate. By putting with E l + E 2 = E . In this problem of two degrees of freedom the Lagrangian is written where the two generalized coordinates are the colatitude 0 and the longitude Hamiltonian is I$. we immediately have a complete integral: {zii) The general solution of motion equations follows from that is m dr m dz Exercise 15. Establish the general solution of Hamilton canonical equations. we search a complete integral of type: S = -Et+c@+0(0).Syrnplectic Geometry. Answer. The Hamilton-Jacobi equation that is . they are thus constants. Hamilton-Jacobi Mechanics So. Find a complete integral of the Hamilton-Jacobi equation of a spherical pendulum of length R.

a. Answer. (i) The coordinate 4 being cyclic. The Hamilton-Jacobi equation is written: .4. let be the Hamiltonian of a particle of charge e subject to a central electric field [potential V ( r )] and to a constant magnetic field = b fi. The first part of the general solution shows the "horary law. In spherical coordinates r . Find a complete is integral and the general solution of Hamilton canonical equations.dqJ 2 - 0 d dO -dB 1 ado dc dB z0. Remark 2. A complete integral is thus The general solution of motion equations follows from Remark 1." the second leads to #(@.. We can immediately verify that: det(-) d S = da.E. 8. (along pole axis).Lecture 10 lets us obtain 8. Q (ii) If the term ( e b / ~ ) ~neglected. c being the velocity of light. ( Deduce there is no separable solution of the Hamilton-Jacobi equation.). show the Hamilton-Jacobi is separable. let us try a separable solution of type S = -E t + H(r) + 0(6)+ A# where the constant A is the generalized momentum associated with 4.c. Exercise 16.

(P. a complete integral is The general solution of motion equations is m dr .Symplectic Geometry. Exercise 17. Given the unperturbed Hamiltonian H. eb 2 (id If (.~)p2 + c q = + .then the Hamilton-Jacobi equation is written: ) C where the first term depends only on r and the second term only on 9.dt? + 4. there are two (constant) opposite terms: Therefore. Hamilton-Jacobi Mechanics Two successive partial derivatives lead to the following absurd result: There is thus no separable solution.= 0.

~ t . Show the general solution and the particular solution with the following initial conditions q(0) = 0 and q(0) = q. the "new" canonical variables are two integration constants: Q=E P=a such that In conclusion./- dq.[ & -- *I. determine the Hamilton canonical equations of perturbed motion. Answer.(q) The Hamilton-Jacobi equation admits a complete integral S(q. (iir.. The general solution of motion equations is: aE that is with The system of equations (1) and (2) is equivalent to Therefore. (with "new" variables E and a). . Deduce a canonical transformation cancelling H . ( P .) Determine the perturbed motion equation.a =as = .r) = .l Find a complete integral of the Hamifton-Jacobi equation and show the generd solution of motion equations of the unperturbed problem. ~ ) el2 ) EER*. (9 Let us search a complete integral of type S = -Er + S. . (r.Lecture 10 and the perturbed Hamiltonian H ( P * ~= H . the perturbed Hamiltonian H is written: .E. (ii) With these ones. a canonical transformation cancelling H . is (id By refering to the canonical transformation cancelling H .

Hamilton-Jacobi Mechanics The Hamilton canonical equations are Given E and well determined values Eo and a.a .a ~ ) ~ + ~ From ( t = 0 ) E.Symplectic Geometry. + & ( t. E~+ &-a: c2 4 cL +K cZ 4 f we deduce: E = -&(t -a. we have: . we have: E = -2&(t.~ ( t . = -EO.a.)' E.ao)Eo &c2(t a0)3 + and thus E = ..)' In the same manner. ) ' ~ ~ f4 ( t . we obtain: Eo + E U ~-E ~ &-ao 4 c2 4 (iii) The Hamilton canonical equations lead to the following equation q-2&q=-c of which the general solution is = Ae&' + Be-&' +C 2& From initial conditions ( t = 0 ): we deduce the particular solution By developing around E =0 and putting T = a t .

Lecture 10 From series expansions we obtain (after obvious simpIifications): .

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f:M+N m"YM. ( E .F ) set of mappings of class C on UcE space of q-linear mappings from ( x ) E into F ~ tangent off local chart T :UxE+FxF f (U. ) F set of isomorphisms between Banach spaces E and F continuous linear mappings of E to F differential off at x EE q L(E $3 df....) g . .. E X(M) = r m r n 4 ) .. E C m ( M .. . h. onto N.. C "manifolds submanifold of manifold mapping of manifolds set of Cq-diffeomorphisms of M.R ) = C m ( M ) f b h = h of f : C a ( N . ) F L. ..PI M . E L ( E .GLOSSARY List of a few successively encountered symbols S.. N.... R )k: H f ' h ' xPo M ( x ) : TM --+ M fiber over {x) set of Cqsections of TM vector fields ~¶m) X..Y . F ) C4(U. tangent space at po E M basis of Tpo M tangent bundle of M projection of tangent bundle 7M E w. . or on a manifold) C " (or smooth) mapping E. T. :U(C E ) + F Isum(E .. U. F. .. smooth (or C" ) real-valued functions pull-back of function h byf pull-back of fwlctions derivation or tangent vector at p.. V. R )+ C m ( M . topological spaces finite-dimensional real vector spaces open sets (in E. N. f l g .

mx.Y] I...) [ or of (ei) ] ( 5) exterior algebra at x bundle of p-forms p-form on A 4 Q ( M )= 60'( M ) r=O Grassmann algebra pull-back of p-forms d : OP M ) -+ ( aP+' ) (M exterior differentiation .. : W ( c M ) + M ax. ) = T:M contraction between vectors and 1-forms cotangent space at x E M cobasis of TiM or dual basis of cotangent bundle projection of cotangent bundle T*M cotangent fiber over {x) set of Cqsections of T'M one-forms or covector fields on M tensors of type ( ) at x E M tensor multiplication tensor algebra at x E M bundle of tensors of ty-pe tensor fields tensor algebra p-forms at x E M exterior multiplication (dr')[or (@)I (a.Px..Y #..446 Glossary (Lie) bracket Lie derivative of Y with respect to X local transformation [ 1 : X ( M ) x X ( M ) -+ X ( M ) = [X.x) u x ( X )= X ( 0 . one-forms or covectors at x E M (w.

. : C2 ( M )+$2-' ( M ) P inner multiplication Lie Group Lie algebra of Lie group G G L(G) exponential mapping of L(G) boundary of a chain c metric tensor scalar product of two basis vectors metric element of M g.[ X .. A&" ( * t ) i q + !. = ddetg drl A. X . .~ R ~ .. Y) scalar product of X and Y flat (or lowering) mapping TM+T:M:XHX. (X.in ( * @ ) l p + . y (I1 ) curvaturetensor components Ricci curvature tensor components scalar curvature .grad 6 = (-l)w+n+' * d * 4.i = n $ (pgj i l. f : TIM + R torsion gradient off Laplacian codifferentid operator (: ) Riemannian-Christoffel tensor components Lap = div. ) I :T..exterior differential (or derivative) of p-form o push-forward volume div..=~(X.. . Y) H VXY affme connection T( .*M+T.in ti1-i9 )t. i = $(J n !/ g loi1 .M:~HCV# sharp (or raising) mapping volume form adjoint of q-vector adjoined form (or dual form) covariant derivative of Y along X p. X divergence of a vector field Lie derivative (operator) i.V .Y . Y ) = V. Y ] grad..) = y b' # (x. X ..iF VxY V : X ( M ) x X(M) + X ( M ) : (X. .

t) at aq =0 Hamilton-Jacobi equation .448 Glossary configuration space generalized coordinates q' generalized velocities 9' velocity phase space Lagrangian generalized momenta pi momentum phase space Hamiltonian Poisson bracket of functions Liouville form or canonical 1-form canonical 2-form symplectic form flat mapping sharp mapping Poisson bracket of 1-forms Hamiltonian vector field Hamilton canonical equations Lagrange bracket of functions action integral --I- 8s dS hy7.q1.

40 1 canonical isomorphism. 2 closure of an exterior dfferential system. 287 action integral. 127 components of a tensor.399 (canonically) conjugate momentum.204 antisymmetrization.402 compact space. 243 cocycle. 40 Christoffel formulas. 42 compatible charts. 6 atlas.). 308 bigraded algebra. 416 complete integral invariant. I26 coboundary.417 accumulation point.60 canonical transformation. 187. 9 base space. 297 cohomologic to zero. 92 basis for topology. 9 complete vector field.201.350. 4 1 autoparallel vector field. 100 algebra of exterior differential forms. 286-288 circle. 285 alternation mapping. 353 Boltzmann equation. 58 closed exterior differential system. 6 compact support. 132-135 . 170. 208 closed form. 342 affme connection. 389 canonical extension. 293 Christoffel symbols. 243 cohomology class. 289 B m h space. 41 complementary equation. 173 closure. 290. 223 admissible change of chart. 277 adjoint transformation.391 canonical projection. 212 addition ofp-forms. 249 acceleration vector. 277 adjoint Lagrangian. 42 1 chain.153 completely integrable fext. 349 complete integral. 209-211 components of a one-form. 153 R-algebra. 241.INDEX absolute derivative. 64 adapted coordinates. 378 adelphic transformation.203. 285 a f i e group. 98 canonical coordinates. 287 absolute integral invariant. 143 N-body problem. 42 admissible diffeomorphism. 128. 298 adjoint of q-vector. 333 Cauchy sequence. 243 collisionless Boltzmann equation. 159 addition of tensors. 110.247 bracket. 260 antiderivation. 402 canonical forms. diff. 354 chart. 192. 236 compatible atlases. 208 cobasis. 52. 335 adjoint operators.134 characteristic function. 262.300 backwards transported parallel vector. 335 complete absolute integral invariant. 165 angle. 330. 359 commutative diagram. 2 adapted chart. 193. 244 Bianchi identity. 46 class Cq 50-51. 9 central force problem. 135 adelphic integral. 29.242. 248 codifferential operator. 379 adjoined form. 239 change of cobasis. 347 complete relative integral invariant. 9 Banach theorem. syst. 350 complete space. 350. 2 pth Betti number. 173. 359 boundary. 200. 153 arcwise connected. 43 admssible chart. 102. 107 completely antisymmetric form.

48. 125. 22 differential operator. 84. 10. 126 countable basis. 130 covering.425. 125. 381 Euclidean connection. 128. covariant component. 1 contact transformation. 357.428 Euler-Noether theorem. 176 ergodic case. 5 continuously differentiable mapping. 357 d' Alembert-Lagrange principle. 126 dual form of fom. 287 Euclidean vector space structure. 43. 208 equivalent norms. 337 cotangent vector space. 56 encounter. 137 contravariant. 42 equivalent exterior differential systems. 77. 129. 389 decomposable form. 2 pth De Rham cohomology space. 364 continuous mapping.78. 99.Index components of a vector. 2 1 dynamic equilibrium. 220 exterior algebra. 260 Euler equations. 141 covector.289 covariant differential. 263 covariant derivative. 181. 20 electromagnetic field. 325 configuration spacetime. 13 derivative in one tangency direction. 75 equivalent atlases. 126.97. 341 conservation of energy. 96 configuration space. 42 differentiable mapping. 144 cotangent vector. 239 equivalence class of tangent curves. 55-56 differentiablecomposite map theorem. 286.41. 40-41 curl. 379 Ehrenfest theorem. 77. 3 covariant. 157 deformed element of chain. 205 cosrnologicd constant. 286 conservative force.95 differential one-form. 249 ergodic trajectory. 137 contraction. 141 differentiable vector field.313 curvature tensor. 82 components of a vector field. 310 cotangent bundle. 323 cylindrical coordinate basis. 13. 13. 351 continuity equation. 427 Einstein curvature tensor.314 domain of chart. 2 divergence. 182.95. 126. 333 conjugate tensor. 239 embedding. 342 exact form. 28 1 element of a p-chain. 406 equal chain elements. 8 equivalent volumes. 309 Einstein equation.204 derivative. 17. 11.23.87 distance.25. 128 contravariant component.296. 12. 22 exponential mapping. 305 curve. 243 exact one-form. 244 derivation.20 Contopoulos model. 7 1 p-cycle. 13. 267 directional derivative. 77 determinant. 336 cylinder.277 dual space. 326 contact point. I93 direct rotation group. 339 Darbow theorem. 287 covariant functor.44 differentiable manifold structure. 20. 264 connected. 327 conjugate momentum. 183. 12 differentiable tensor field. 130 differentiable manifold. 406 conservation of angular momentum. 337 covector field. 247 cyclic coordinate. 376 Contracted multiplication. 178 diffeomorphism. 332. 310 Einstein summation convention. % differential. 17-19. 217 constant rank theorem.27 differentiable covector field.295. 303 (: ) curvature tensor. 34 1 constant of structure. 12. 265 dense. 6 connection coefficients. 358 energy conservation theorem. 40 dud basis. 16 I . 263 coordinate (induced) basis. 28 constraint equations. 353 conservation law.

56 implicit fimction theorem. 108 integral curve. 4 helicoid. 284 isometry. 253 ideal. 333 generalized trajectory. 370. 398 Jacobi integral. 278 homeomorphism. 207 integral of a form. 165 gravitational acceleration. 333 Jacobi identity. 4 19. 312 Green-Riemann formula. 154. 15.361 Frobenius theorem. 415. 5 homologic chains. 247 hydrodynamical system.26 involutive fimctions. 367 hyperboloid (one sheet). 74 gradient. 158 exterior product space. 170 exterior multiplication. 396 isolated point. 207 exterior differentiation. 417 . 300. 205. 99 immersion.409 Hamilton-Jacobi equation. 340 generalized momentum. 183. 170. 84. 155. 221 g e n d i z e d coordinate. 235-237 invariant curve.300. 32 5 generalized force. 251 Jacobi theorem (H-J equation). 239 fust integral.. 199 integral. 173 exterior differential system. 191. 205 Fourier transform of Boltzmann eq. 129 field of covectors. 327 generating field of group.108 0-form. 9 isotropic cone. 290. 305 flow. 284 inner automorphism.209 function along a curve. 405 Hamiltonian vector field. 247 homology. 158. 209. 207 image of tangent vector. 103. 344 gravitational potentials. 149. 108 generating hction. 299 Hodge star operator. 130 finite chain. 398 involutive one-forms.426 Haussdorff space. 324 Faraday 2-form.394. 326 generalized velocity. 404 harmonic form.28.Index exterior derivative. 268 general linear group. 160 exterior product.344 geodesic equations. 408 Hamiltonian system. 323 Hodge decomposition. 92. 262.27 incompressible vector field. 187. 105. 247 homology class. 284 isomorphic vector spaces. 282 fiber. 349. 163 p-form. 17. 16. 330 Hamiltonian. 412-4 I4 geodesic. 21 I invariant tensor field. 108 flow box. 159 extremal. 216 isomorphism.412 flat mapping. 334. 268 Hamilton canonical equations.399. 223 inner product. 2 11 invariant under X.294. 335 Jacobi (last multiplier) theorem. 75 fbture light cone. 101. 298 harmonic oscillator. 170 exterior differential. 86 image of vector field.94. 104 integral manifold. 268 isotropic vector. 162 foliation. 212 inverse mapping theorem.295 Grassmann algebra. 380 invariant field of forms. 199 inner multiplication. 2 isolating integral. 369.392 flat space. 296 induced Riemann structure.419 Hamilton principle.330 Hamiltonian flow. 3 72 isometric Riernann manifolds. 301 germ.

3 m t i tensor. 267 Mobius strip.398 Lie algebra of Lie group.196 Lie group. 297 leaf of foliation. 292 Levi-Civita symbol. 23 Jeans approach. 192 natural with respect to mappings. 97 moment around the mean. 104 local vector bundle. 199 oftensor field. 97 length of arc. 410 Lagrange equations. 361 local representative. 40-4 1 local diffeomorphism. 2 metric space topology. 7 locally Hamiltonian. 357. 200 . 215 Legendre transfonnation. 329 Maurer-Cartan equations. 258 metric form. 108 Maxwell equations. 329 Laplace-de Rharn operator. 403 light cone. 373 local moment.25.. 282 meridian trajectoq. 258 linear form. 332 Lagrangian. 7 locally connected.264-266 erc Minkowski spacetime. I96 of diffaential form.Index Jacobi theorem (symlplectic diffeo. 388 motion in configuration space.214. 92 local vector bundle mapping 92 locally compact. 194 of covector field. 121. 337 momentum phase spacetime. 215 Lie subalgebra. 274 kinematics frequency. 407 locally Lipschitz. 173 natural with respect to restrictions. 101. 321 local bundle atlas. 188. 92 local coordinate system. 359 J m s theorem. 191. 258. 33 1 nilpotent. 268 light vector. 218 maximal atlas.198 of vector field. 82 natural with respect to diffeomorphisms. 395 Lift off. 33 8 C '-morphism. 25 Jacobi matrix.407 Lobatchevsky space. 33 1 multiplication of a fonn by a scalar. 14. 358-359 Liouville form. 170. 6 locally finite covering. 20 1 natural with respect to Lx . 92 local vector bundle isomorphism.). 135 natual basis. 268 limit point. 272 Lorentz transfonnation. 2 line element. 364 moment around the origin. 360 kinetic energy. 193 Newton equations.392 Killing vector field. 49 module. 192 of function. 101. 205 left-invariant. 258 metric element. 327-328 Lagrange bracket. 364 momentum phase space. 374 metric. 103 Lorentz group. 333 Leibniz derivation rule. 44 Maupertui s principle. 159 muItiplication of a tensor by a scalar. 352.385. 275 Lie algebra. 350. 4 1 local coordinates. 55-56 M manifold. 186 ofp-form. 2 16-217 left translation. 363 moment equation system.404 Liouville theorem. 98 Lie derivative. 50 Moser lemma. 20 Liouville-Boltanam equation. 300 Levi-Civita connection. 43 n-manifold. 217 Lie bracket. 50 local transformation. 298 Laplacian. 92 local bundle chart. 403 Jacobian. 42 maximal integral curve. 269 lowering mapping 262. 77.195. 257 metric space.

268 perfect constraint. 263. 303 Riemann connection. 307 Ricci identity. 3 open sphere. 48. 14 second order tangent bundle. 289 partition of u i y 7 nt. 273 pseudo-norm. 8 number density. 4 1 Q quotient space. 3 operator (V. 174 orientation. 57 "reading" of a curve. 176. 48 orbit of one-parameter group. 7 parallel translation. 302 opposite chain elements. 109 one-parameter subgroup. 94. 109 one-parameter (local) group. 3 projection. past light cone. R)(Y. 139. 25 7 Riemannian manifold. 307 scalar product. 258 Riemannian metric. 169 push-forward of differential form. 59 pull-back of differential form. 129 radical. 325. 358 Poincard group. 239 opposite orientations.356 Poisson theorem. 272 proper time. 177 oriented manifold. 177 orientation reversing. 421 separable topological space. 25 "read on a chart" function. 1 reverse orientation. 109 section. 355. 45 product manifold. 325. 107. 335 paracompact. 266 orthogonal vectors. 7 relative integral invariant. 427 scleronornic system. 92. 48 scalar curvature. 8. 399. 259 . 263 rank. 293 Riernann-Christoffel tensor. 246-248 Painleve integral. 375 Poisson bracket. 167 one-form one-parameter (global) group. 373 second derivative.2 ). 259.Index nondegenerate bilinear form.346 Ricci (curvature) tensor.4 12 positively oriented chart.260 Schrijdinger equation.Y). 218 open (set). 177 potential. 253 overlap mapping. 290 parallel vector field.52 product of vector fields. 167. 266 Ostrogradski formula.396 Poisson equation. 252 relative topology.237 pull-back of tensor. 169 self-adjoint operator. 76 reduced potential.241 orientation preserving. 257 pull-back. 45. 260 orthonormal basis. 363 proper length element. 98 product topology. 109 orientable manifold. 208 phase density. 273 Poincare lemma. 338 Pfaff system. 374 refinement. 260 pseudo-Riemannian structure. 105-106. 143 push-forward.308 operator R(X. 183 principle of least action. 257 right-invariant. 258 Riemannian structure.393 signature of g. 329 product atlas.260 normed space. 215 same orientation. 274 proper Lorentz transformation. 385 norm. 216 right translation. 244-246 Poincare non-existence theorem. 299 separable system.394. 345. 176 orthogonal group. 4 sharp mapping. 72. 94. 140. 263 raising mapping. 176 rhwnomic system. 292 Riemannian geometry.129.

17. 1 torsion. 162 vector bundle of tensors. 373-375 stereographic projection. 346 variational derivative. 241-242. 136 tensor product. 136 tensor product space. 330 q-vector. 10 tangent space. 174 volume form. 49 47. 14 two-dimensional harmonic oscillator.254 strict component. 347 truncated relative integral invariant. submersion. 193 work. 388 symplectic group.3 10 torus. 390 state space. 363 velocity phase space.49 Stokes formula. 280 sphere Sn. 387 symplectic (linear) mapping.399 symplectic manifold. 56 subordinate. 268 special Lorentz transformation. 327 velocity vector. 96 velocity conditional distribution. 387 third integral. 428 tangent bundle. 387 symplectic structure. 64 submanifold of R " 59 . 75 tensor. 141 tensor multiplication. 424.275 submanifold of manifold. 388 symplectic matrix. 380 symplectic chart. 356 steady state. 219 surface of section. 291. 268 universe velocity. 389 symplectic form. 268 topological space. 105 universe trajectory. 8 support. 338 Vlasov approach. 249 twice differentiable.95 tangent mappings. 73 tangent of a mapping. 138 vector fidd. 1 topology. 93 vector bundle ofp-form. 38. 136. 28. 1 78 Willmore lemma. 287 virtual displacement. 348 truncated integral invariant. 93. 352 stellar orbits. 350 tube. 267 special relativity. 80 tangent vector. 136 variational principle of Hamilton. 373 stellar dynamics.Index skew-symmetric form. 275 tensor derivation. 360 volume. 265 standard volume. 249 . 338 statistical mechanics. 341 variational principle in field mechanics. 13 1 tensor algebra. 153 spatial type vector. 195 truncated absolute integral invariant. 371 uniqueness of flow boxes. 269-271 special orthogonal group. 142 tensor density. 391 vector bundle mapping. 158. 374-38 1 time type vector. 399 symplectic vector space. 193 tensor field. 92 vector bundle isomorphism. 16. 111 tangent curves. spherical coordinate system. 277 vector bundle. 48 transported tensor. 388 symplectic transformation. 387. 276 volume preserving. 7 support of a chain.

Taft Rutgers University New Brunswick. Berkeley Marvin Marcus University of California. Hale Georgia Institute of Technology Anil Nerode Cornell University Donald Passman University of Wisconsin.Russell Virginia Polytechnic Institute and State University Walter Schempp UniversitiitSiegen Mark Teply University of Wisconsin. Delaware EDITORIAL BOARD M. Milwaukee S Kobayashi . and Lecture Notes EXECUTIVE EDITORS Earl J. Madison Fred S. S. University of California. Textbooks. Roberts Rutgers University David L. Massey Yale University . S. New Jersey Zuhair Nashed University of Delaware Newark. Sun Diego Jane Cronin Rutgers University Jack K. Baouendi University of California.PURE AND APPLIED MATHEMATICS A Program of Monographs. Santa Barbara W.

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98. Weeks. Jgwinen.Introduction to Linear Operator Theory (198f) 66. Mappings (1984) 84. Real Linear Algebra (1985) 92. McDonald. S. R. Linear Alaebra Over Commutative Rinns (t984) . Plane Algebraic Curves (1981) 62. Introductionto IntegralEquations with Applications (1985) 94. Multivariable Calculus (1982) 65. Faber. Gtibik and K. H. W. Extremal Methods of Operations Research (1985) . H. K.. Goebel and S. Advanced Calculus (1981) 64. Polynomials and Linear Control Systems (1983) 78. Projective Representations of Finite Groups (1985) 95. L. Bremner et el. T. T. G. The Mathematical Theory of Chromatic Plane Ornaments ($982) 72. 88. Karpilovsky. E. Vaisman.R. eds. W. D. S. G. 1.S. Orzech. Van Oystaeyen and A. Tables of Dominant Weight Multiplicities for Representations of Simple Lie Algebras (1985) 91. J. 0 Kortanek. V. Verschomn. Dudkin et el. M. R. H. J.. R. R. Introduction to Set Theory: Second Edition (1984) 86. G. D. trans. Relative Finiteness in Module Theory (1984) 85. Okubo. Theory of Nonlinear Age-Dependent Population Dynamics (1985) 90. Commutative Group Algebras (1983) 79. Bless and J. A Unified Theory of Nonlinear Operator and Evolution Equations with Applications (1 986) 104. Theory and Applications of Fourier Analysis (1981) 60. 1. Veerschoren. J. Kim. Annacost. Goetschel. T. 6. S. Nachbin. Jeter. A. Global Lorenhian Geometry (1981) 68. Volume 2 (1986) 101. Differential Topology (1982) 73. Faber. Mathematical Programming (1986) 103. J. L. K. Gauld. ffaffenberger.. Befi. L. Cowin and R. Carmth et el. D. Foundations of Euclidean and Non-Euclidean Geometry (1983) 74. Applied Linear Algebra (1987) 106. Differential Geometry and Relativity Theory (1983) 77. Characterizations of C'-Algebras (1986) 102. Probability Theory and Harmonic Analysis (1986) i 99. 8. K.L. N&tdsescu. H. L. M. Emmy Noether: A Tribute (1981) 70. K.Relative Invariants of Rings (1984) 87.. The Theory of Topological Semigroups. H. Swan. Szczarba. Abstract Algebra (1986) 100. T. O m c h and M.Relative lnvariants of Sheaves (1987) 105. A. M. R. D. Smith. H. Karpilovsky. Spaces with Distinguished Geodesics (1987) 109. E. Vaisman. Van Oystaeyen and A. Chao and W. Ehrlich. Aron. Boolean Matrix Theory and Applications (1982) 71.. 8. Carmth et al.8. Foundations o f fhree-Dimensional Euclidean Geometry (1980) 57.) (1981) 61. Iterative AggregationTheory (1987) 112. Busemann and 6. tnvertibility and Singularity for Bounded Unear Operators (1988) 110. Webb.. lstrtftescu. Structured Hereditary Systems (1987) 108. Applications of Optimal Contrd Theory in Biomedicine (1984) 82. Topological Vector Spaces (1985) 96. G. Chae. R. Bmwerand M. 6.-A. Foundations of Mathematical Analysis (1981) 63. Altman. A. Petrie and J. Uniform Convexity. and Nonexpansive . Canneli. W. Verschoren. AIbu and C. Finite and Infinite Dimensional Linear Spaces (1981) 67.. M. A. Oscillation Theory of Differential Equations with Deviating Arguments (1987) 111.. J. Wieting. D. The Theory of Topological Semigroups (1983) 76. The Structure of Locally Compact Abelian Groups (1981) 69. Rees et a/. Hrbacek and T. The Shape of Space (1985) 97. Holomorphy and Calculus in Norrned Spaces (1985) 93. Lang. A First Course In DifferentlalGeometry (1984) 81. Woyczynski. C. J. Beem and P. F. Narici and E. J. Barnett. G. Zariski Surfaces and Differential Equations in Characteristic p > 0 (1987) 107.Phadke. eds. Reich. L. Johnsonbaugh and W.. Beckenstein.. ~eometry ~bjective of Algebraic Curves (1984) 89. . L. Usmani. Lebesgue Integration (1980) 59. P. Transformation Groups on Manifolds (1984) 83. Harie. Statistical Theory and Random Matrices (2983) 75.56. Doran and V.. A. Reneke et a/. Cmwn e a/. A. I. I. L. K. R. R. W. M. P. Introduction to Functional Analysis (R. G. Namba. Randall. Jeni.Relative Invariants of Rings (1983) 80. H.. R. S. J. W. Fekefe. S. Jech. A. G.Differential Geometry (1987) . Ladde et a/. F. J. M. E. Hyperbolic Geometry. F. -. Deterministic Mathematical Models in Population Ecology (1980) 58. Chae. Voxman and R. Freedan.

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217. Naniewicz and P. N. Domination in Graphs: Advanced Topics (1998) L. Flow Invariance for Differential Equations. Pavel. Lakshmikantham.Incidence Algebras (1997) 6. Krotov. Mathematical Theory of Hemivariational Inequalities and Applications (1995) L J. 216. 209. T. Mth.L.Symmetric Properties of Real Functions (1994) J. Exponential Stability of Stochastic Differential Equations (1994) B.. Stability by Liapunov's Matrix Function Method with Applications (1998) A. 183. W. Halter-Koch. Theory of Lattice-Ordered Groups (1995) Z. Jakubczyk and W. Respondek. Wang. A Unified Signal Algebra Approach to Two-Dimensional Pafallel Digital Signal Processing (1998) F. R. Fundamentalsof Algebraic Miuolocal Analysis (1999) G.. 196. S. Yagi. 210. 199. Michel and K.Optimal Control of Nonlinear Parabolic Systems (1994) J. Tangency.. Linear and lnteger Programming (1996) R.. Optimal Design of Control Systems (1999) N. Spiegel and C. Rings with Generalized Identities(1996) V. 198. Darnel. 225. 218. Fundamentals of Domination in Graphs (1998) T. 191. Integer Flows and Cycle Covers of Graphs (1997) E. 176. Miller and P.Functional Analytic Methods for Partial Differential Equations (1997) C.Algebraic Generalizations of Discrete Groups (1999) M. 180. (1996) G. f A. Sima. Martynyuk.. 220. Redmond. Simulation and Chaotic Behavior of A-Stable Stochastic Processes (1994) P. Qualitative Theory of Dynamical Systms (1995) M. 219. Hyperspaces: Fundamentals and Recent Advanm (1999) G. Mocanu.A.-2.Young. 178. 215. Vdterra and Integral Equations of Vector Functions (2000) S. Kato and D. 197. and Sheaves (1995) . S. Thornson. E. Lasser. 222. E. &em et ab. M. Cross. D. Multivalued Linear Operators (1998) A. 786. Yuan. A. Beidar et a/. Oscillation Theory for Functional Differential Equations (1995) S. 201. Agaian et a/. Favini and A. 207. Hrbacek and T. Prirfer Domains (1997) H. A. 190. M. Introduction to Set Theory. W. Differential Subordinations (2000) . F. 206. Optimization and Nonstandard Analysis (1994) J L.. Bueso e a/. Third Edition (1999) G.. Conditional Measures and Applications (1993) A. lnboduction to the Theory of Topological Rings and Modules . Haynes et al.. Tanabe. Bick. Fine and G. Govil ef al. Elementary Boundary Value Problems (1993) M.. 200. 179. 189. Corwin and R H. Janicki and A. A. lllanes and S. KKM Theory and Applimtions In Nonlinear Analysis (1999) D. Tiba. Subplane Covered Nets (2000) B. Mao. J. Differential Equations: Introduction and Qualitative Theory. Global Lorentzian Geometry: Second Edition (1996) .Ideal Systems (1998) N K. X. Wemn. 202. 173. 208. 193. Fulks. Neittaanmdki and 0. Gnllet. Rao. 177. Number f heory (t996) J K. Calculus in Vector Spaces: Second Edition (1995) L. E. 175. Fontana et a/. Jech. 195. A. Q. Introduction to Fourier Series (1996) V.Binary PotynornialTransforms and Nonlinear Digital Filters (1995) M. Complex Variabbs (1993) T. Rosenberger. C. Second Edition (1994) S. Fundamentals of Pattern Reccgnition: Second Edition (1993) S. Gil: Norm Estimations for Operation-ValuedFunctions and Applications (1995) P.. 185.. R. Heikkilii and V.Geometry of Feedback and Optimal Control (1998) T. 211. I. Semigroups: An Introduction to the Structure Theory (1995) S. Nonlinear Wave Equations (19%) V. Zhang. D'Alotto et a/. Degenerate DifferentialEquations in Banach Spaces (1999) A.172. Haynes ef al. 214. Panagiotopoulos. Cronin. Johnson. Nadler. Approximation Theory (1998) . NoncommutativeDistributions (1993) W. 213. Jr. Global Methods in Optimal Control Theory (1996) K. Struppa. 192. O'Donnell. 184. Rubio. 188. and Optimization Problems (1999) K. Albeverio et al. 194. Szczarba. I. 203. Sierksma. I Arnautov et a/. E d et a/. 224. 182.Compatibility. Algorithms for Linear-Quadratic Optimizafon (1996) D. Kolosov. Motmanu and N. Pavel. 205. Stability. 181.. 174. H. Kichenassamy. 221. 204. Vector and Tensor Analysis: Second Edition (1993) M. 223. 212. 187. H. Monotone Iterative Techniques for Discontinuous Nonlinear Differential Equations (1994) X.

Li et al. R.. and Applications. 6.. Hagen eta/.Appell et al. Talpaed. Dbcalescu et a/. Hankerson et at.. P.Li and F. R. I. Generalized Difference Methods for Differential Equations: Numerical Analysis of Finite Volume Methods (2000) 227. R. Revised and Expanded (2000) 235. Van Oystaeyen. 234. Prile~ko a/.. Partial Integral Operators and IntegrcDifferentialEquations (2000) 23t. Methods. R. Algebraic Geometry for Associative Algebras (2000) 233. Second Edition.Strange Functions in Real Analysis (2000) 230. Second Edition (2000) 229. Coding Theory and Cryptography: The Essentials.. Difference Equations with Applications to Queues (2000) L.Hopf Algebras: An Introduction (2001) 236. Methds for Solvina Inverse Problems in Mathematical Physics et (2000) 232. A. D. A Primer of Algebraic Geometry (2000) 228.. 0. Difference Equations and Inequalities: Theory. Y. H.C-Algebras and Numerical Analysis (2001) 237. Van Oystaeyen. Kharazishvili. M. S. J. F. Agalwal. Jagennan. Differential Geometry: With Applications to Mechanics and Physics (2001 ) Additional Volumes in Preparation -- .226. A.

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