ANALYSIS, MANIFOLDS AND PHYSICS Part I: Basics by YVONNE CHOQUET-BRUHAT ‘Membre de P Académie des Sciences, Université de Paris V1, Département de Mécanique Paris, France CECILE DeWITT-MORETTE University of Texas, Department of Physics ‘and Center for Relativity, Austin, Texas, USA with MARGARET DILLARD-BLEICK REVISED EDITION ELSEVIER AMSTERDAM : LAUSANNE- NEW YORK - OXFORD: SHANNON: TOKYO.ELSEVIER SCIENCE B.Y. Sara Burgerharstraat 25, P.O. Box 211, 1000 AE Amsterdam, The Netherlands First edition 197 Revised edition April 1982 Reprinted 1982, 1983, 1985 (with minor corrections), 1987, 1989 (with minor corrections), 1991, 1996 (with minor corrections) Library of Congress Cataloging ia Pbllcation Data CChoguet-Bruhat, Yvonne "Analysis, manifold, and physics, iography:p. Includes inde I'Mathematial analysis, 2. Manifolds (Mathematics) 3. Mathematica physics. 1. De Wi Moret, Cécile. “I. Dillard-Blick, Margaret. Ill Tile QCA TASCH 1981 S15 8111296 ISBN 0.444-86017-7 ‘AACR? ISBN 0-444-86017-7 © 1977, 1982 ELSEVIER SCIENCE B.Y. All ights reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or ‘otherwise, without the prior writen permission of the publisher, Elsevier Science B.V., Copyright & Permissions Department, P.O. Box 521, 1000 AM Amsterdam, The Netherlands. Special regulations for readers in the U.S.A.-This publication has been registered the Copyright Clearance Center Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923. Information can be obtained from the CCC about conditions under which photocopies of parts of this publication may be made in the U.S.A. All other copyright questions, including photocopying outside ofthe U.S.A., should be referred to the publisher. No responsibilty is assumed by the publisher for any injury and/or damage to persons ‘or property as a matter of products ibility, negligence or otherwise, or from any use or ‘operation of any methods, products, instructions or ideas contained in the material herein ‘This book is printed on acid-free paper Printed in The NetherlandsINTRODUCTION All too often in physics familiarity is a substitute for understanding, and. the beginner who lacks familiarity wonders which is at fault: physics or himself, Physical mathematics provides well defined concepts and techt ques for the study of physical systems. It is more than mathematical techniques used in the solution of problems which have already been formulated; it helps in the very formulation of the laws of physical systems and brings a better understanding of physics. Thus physical ‘mathematics includes mathematics which gives promise of being useful ‘our analysis of physical phenomena. Attempts to use mathematics for this purpose may fail because the mathematical tool is too crude; physics may then indicate along which lines it should be sharpened. In fact, the analysis of physical systems has spurred many a new mathematical development. Considerations of relevance to physics underlie the choice of material included here. Any choice is necessarily arbitrary; we included first the topics which we enjoy most but we soon recognized that instant gratifica- tion is a short range criterion. We then included material which can be appreciated only after a great deal of intellectual asceticism but which may be farther reaching. Finally, this book gathers the starting points of some great currents of contemporary mathematics. It is intended for an advanced physical mathematics course. Chapters I and I are two preliminary chapters included here to spare the reader the task of looking up in several specialized books ,the definitions and the basic theorems used in the subsequent chapters. Chapter I is merely a review of fundamental notions of algebra, topology, integration, and analysis. Chapter II treats the essentials of differential calculus and calculus of variations on Banach spaces. Each of the following chapters introduces a mathematical structure and exploits it until it is sufficiently familiar to become an “instrument de pensée"” Chapter III, differentiable manifolds, tangent bundles and their use in Lie groups; Chapter IV, exterior derivation and the solutions of exterior differential systems; Chapter V, Riemannian structures which, together with the previous structures provide the basic geometric notions needed in physics; Chapter VI, distributions and the Sobolev spaces with recent applications to the theory of partial differential equations. The last "La Mathématique... instrument de pensée au service de notte effort inteligence du monde physique”, A. Lichnerowicz,vi INTRODUCTION chapter covers some selected topics in the theory of infinite dimensional manifolds. At the end of each chapter, several problems are worked out. Most of, them show how the concepts and the theorems introduced in the text can be used in physics. They should be of interest both to physicists and mathematicians. A sentence like “The Lagrangian is a function defined on the tangent bundle of the configuration space” helps explain to the physicist what a tangent bundle is and tells a mathematician what a Lagrangian is. A sentence like “The strain tensor is the Lie derivative of the metric with respect to the deformation” helps a physicist to under- stand the concept of Lie derivatives and defines the strain tensor to a mathematician. To both, they bring an added pleasure. The pleasure of physical mathematics is well described by Hilbert: learning that some genetic laws of the fruit fly had been derived by the application of a certain set of axioms he exclaimed “So simple and precise and at the same time so miraculous that no daring fantasy could have imagined it”. PREFACE TO THE SECOND EDITION We are happy that the success of the first edition gave us a chance to prepare a revised edition. We have made numerous changes and added exercises with their solutions to ease the study of several chapters. The major addition is a chapter “Connections on principal fibre bundles” which includes sections on holonomy, characteristic classes, invariant curvature integrals and problems on the geometry of gauge fields, mono- poles, instantons, spin structure and spin connections. Other additions include a section on the second fundamental form, a section on almost complex and khlerian manifolds, and problem on the method of stationary phase, More than 150 entries have been added to the index. Can this book, now polished by usage, serve as a text for an advanced physical mathematics course? This question raises another question: What is the function of a text book for graduate studies? In our times of rapidly expanding knowledge, a teacher looks for a book which will provide a broader base for future developments than can be covered in one or two semesters of lectures and a student hopes that his purchase will serve him for ‘many years. A reference book which can be used as a text is an answer to their needs. This is what this book is intended to be, and thanks to a publishing company which keepsit moderately priced, this is what we hope it will be. Hilbert” Constance Reid, Springer Verlag, 1970,INTRODUCTION vi ACKNOWLEDGEMENTS Itis a pleasure to thank R, Bott, C. and S. Dicrolf, EE. Fairchild Jr., C. Isham, C, Marle, J.E. Marsden, A.H. Taub, J.W. Vick, E. Weimar, for having read critically parts of the book. Suggestions and criticisms from readers of the first edition have been very useful. We wish to thank K.D. Elworthy, T. Jacobson, T. Piran, G. Sammelmann, B. Simon, W. Thirring and A. Weinstein, and particularly G. Grunberg who has ead critically most of the book, We thank D. Goudmand, MP. Serot Almeras Latour and L. Ferris for a painstaking preparation of the manuscript and the staff of North-Holland for an excellent collaboration. This work has been supported in part by an NSF grant (PHY77-07619 A02) and a NATO Research Grant. Several Centers have provided excellent working conditions, in particular the Institut des Hautes Etudes Scientifiques (Bures sur Yvette), the CNRS Centre de Physique Théorique (Marseilles) and the Institute for Theoretical Physics (Santa Barbara) where much of the revised edition has been written. ‘We regret that one of us who is now engaged in other pursuits could not contribute to the revised edition. The core of the book remains nevertheless ‘under the trademark of our collaboration YY. Choquet-Bruhat C. DeWitt-MoretteCONTENTS 1. Review of Fundamental Notions of Analysis A. Set Theory, Definitions 1, Sets 2. Mappings 3. Relations. 4. Orderings B. Algebraic Structures, Definitions 1. Groups 2. Rings 3. Modules: 4. Algebras 5. Linear spaces C. Topology 1. Definit 2. Separation 3. Base 4 Convergence 5. Covering and compactness 6. Connectedness 7. Continuous mappings 8 9. 10. 1 Multiple connectedness Associated topologies Topology related to other structures Metric spaces metric spaces Cauchy sequence; completeness 12, Banach spaces normed vector spaces, Banach spaces strong and weak topology: compactedness 13, Hilbert spaces D. Integration 1. Introduction 2. Measures 3. Measure spacesCONTENTS, Measurable functions Integrable functions Integration on locally compact spaces Signed and complex measures Integration of vector valued functions 1 L* space L? space 1 E. Key Theorems in Linear Functional Analysis 1. Bounded linear operators 2. Compact operators 3. Open mapping and closed graph theorems Problems and Exercises Problem 1: Clifford algebra; Spin(4) Exercise 2: Product topology Problem 3: Strong and weak topologies in L? Exercise 4: Halder spaces ‘See Problem VI 4: Application to the SchrBdinger equation Differential Calculus on Banach Spaces A. Foundations 1. Definitions. Taylor expansion 2. Theorems 3. Diffeomorphisms 4. The Euler equation 5. The mean value theorem 6. Higher order differentials B. Calculus of Variations 1. Necessary conditions for minima 2. Sufficient conditions 3. Lagrangian problems . Implicit Function Theorem. Inverse Function Theorem 1. Contracting mapping theorems 2. Inverse function theorem 3. Implicit function theorem 4. Global theorems D. Differential Equations 1. First order differential equation 2. Existence and uniqueness theorems for the lipschitzianCONTENTS % Problems and Exercises 8 Problem 1: Banach spaces, first variation, linearized equation 98 Problem 2: Taylor expansion of the action; Jacobi fields; the Feynman-Green function; the Van Vleck matrix: conjugate points; caustics 100 Problem 3; Euler-Lagrange equation; the small disturbance ‘equation; the soap bubble problem: Jacobi fields 1s IML, Differentiable Manifolds, Finite Dimensional Case um A. Definitions uu 1. Differentiable manifolds un 2. Diffeomorphisms us 3. Lie groups 16 B. Vector Fields: Tensor Fields un 1. Tangent vector space at a 7 tangent vector as a deri 1s tangent vector defined by transformation properties 120 tangent vector as an equivalence class of curves 21 images under differentiable mappings I 2. Fibre bundles 124 definition 1s bundle morphisms 127 tangent bundle it frame bundle Ds principal fibre bundle 129 3. Vector fields 132 vector fields 132 moving frames 134 images under diffeomorphisms 134 4, Covariant vectors: cotangent bundles 135 dual of the tangent space 13s space of differentials 37 cotangent bundle 138 reciprocal images 138 5. Tensors at a point 138 tensors at a point 138 tensor algebra 140 6. Tensor bundles; tensor fields 1a €. Groups of Transformations 3 1. Vector fields as generators of transformation groups 43 2. Lie derivatives 147 3. Invariant tensor fields 150Wy, CONTENTS D. Lie Groups 1. Definitions; notations 2. Left and right translations; Lie algebra; structure constants 3. One-parameter subgroups 4. Exponential mapping: Taylor expansion; canonical coordinates groups of transformations: realization 6. Adjoint representation 7. Canonical form, Maurer-Cartan form Problems and Exercises Problem 1: Change of coordinates on a fiber bundle, configuration space, phase space Problem 2: Lie algebras of Lie groups Problem 3: The strain tensor Problem 4: Exponential map; Taylor expansion; adjoint map; left and right differentials; Haar measure Problem 5: The group manifolds of SO(3) and SUC) Problem 6: The 2sphere Integration on Manifolds A. Exterior Differential Forms 1. Exterior algebra exterior product local coordinates; strict components change of basis 2. Exterior diferentiation 3. Reciprocal image of a form (pull back) 4, Derivations and antiderivations definitions interior product 5. Forms defined on a Lie group invariant forms Maurer-Cartan structure equations 6. Vector valued differential forms B. Integration 1. Integration orientation odd forms integration of n-forms in R" partitions of unity properties of integrals 2, Stokes’ theorem chains integrals of p-forms on p-chains boundaries 152 152 155 158 1682 166 168 169) 169 m 7 178 181 190 195 195 195 196 197 203 205 208 208 210 212 212 212 22 213 214 215 216 217 217 218CONTENTS mappings of chains proof of Stokes’ theorem 3. Global properties homology and cohomology O-forms and 0-chains Betti numbers Poincaré lemmas de Rham and Poincaré duality theorems *. Exterior Differential Systems 1. Exterior equations 2. Single exterior equation 3. Systems of exterior equations ideal generated by a system of exterior equations algebraic equivalence examples 4. Exterior differential equations integral manifolds associated Pfaff systems seer points 5. Mappings of manifolds introduction ‘embedding submersion 6. Pfaff systems complete integrability Frobenius theorem integrability criterion examples ‘dual form of the Frobenius theorem 7. Characteristic system ‘characteristic manifold example: frst order partial differential equations complete integrability ‘construction of integral manifolds Cauchy problem ‘examples 8, Invariants invariant with respect to a Pfaff system integral invariants 9. Example: Integral invariants of classical dynamics, Liouville theorem canonical transformations 219 221 mm 22 223 224 226 265 267xv CONTENTS 10. Symplectic structures and hamiltonian systems Problems and Exercises Problem 1: Compound matrices Problem 2: Poincaré lemma, Maxwell equations, wormholes Problem 3: Integral manifolds Problem 4: First order partial differential equations, Hamilton-Jacobi ‘equations. lagrangian manifolds Problem 5: First order partial differential equations, catastrophes Problem 6: Darboux theorem Problem 7: Time dependent hamiltonians See Problem VI 11 paragraph c: Electromagnetic shock waves \V. Riemannian Manifolds. Kihlerian Manifolds A. The Riemannian Structure 1. Preliminaries metric tensor hyperbolic manifold 2. Geometry of submanifolds, induced metric 3. Existence of a riemannian structure proper structure hyperbolic structure Euler-Poincaré characteristic 4. Volume element. The star operator volume element star operator 5. Isometries B. Linear Connections 1. Linear connections covariant derivative connection forms parallel translation affine geodesic torsion and curvature 2. Riemannian connection definitions locally flat manifolds 3. Second fundamental form 4, Differential operators exterior derivative operator 8 divergence Taplacian 267 270 m 2m 2m 281 285 288 285 292 22 293 293 295 298 301 301 302 305 310 32 316 316 317 317 318CONTENTS C. Geodesies 1. Are length 2. Variations Euler equations energy integral 3. Exponential mapping definition normal coordinates 4. Geodesics on a proper riemannian manifold properties geodesic completeness 5. Geodesies on a hyperbolic manifold D. Almost Complex and Kathlerian Manifolds Problems and Exercises Problem 1: Maxwell equation; gravitational radiation Problem 2: The Schwarzschild solution Problem 3: Geodetic motion; equation of geodetic deviation; ‘exponentiation; conjugate points Problem 4: Causal structures; conformal spaces; Weyl tensor \Vbis. Connections on a Principal Fibre Bundle A. Connections on a Principal Fibre Bundle 1. Definitions 2. Local connection I-forms on the base manifold existence theorems section canonically associated with a trivialization potentials change of trvialization ‘examples 3. Covariant derivative associated bundles parallel transport covariant derivative ‘examples 4. Curvature definitions Cartan structural equation local curvature on the base manifold field strength Bianchi identities 5. Linear connections definition soldering form, torsion form 320 320 321 323 325 326 327 327 330 330 336 336 341 350 357 357 387 362 363 367 367 371 an an 3B 374 375 375 376 376 376wi ‘CONTENTS: torsion structural equation standard horizontal (basic) vector field curvature and torsion on the base manifold bundle homomorphism metric connection B. Holonomy 1. Reduction 2. Holonomy groups C. Characteristic Classes and Invariant Curvature Integrals 1. Characteristic lasses, 2. Gauss-Bonnet theorem and Chern numbers 3. The Atiyah-Singer index theorem Problems and Exercises Problem 1: The geometry of gauge fields Problem 2: Charge quantization. Monopoles Problem 3: Instanton solution of euclidean SU(2) Yang-Mills theory (connection on a non-trivial SU@2) bundle over S*) Problem 4: Spin structure; spinors; spin connections. VI. Distributions A. Test Functions 1. Seminorms definitions Hahn-Banach theorem topology defined by a family of seminorms 2. D-spaces definitions inductive limit topology convergence in *(U) and 2(U) examples of functions in 9 truncating sequences density theorem B. Distributions 1. Definitions distributions ‘measures; Dirac measures and Leray forms distribution of order p support of a distribution distributions with compact support 376 378 380 381 381 381 386 390 395 396 401 401 4 415 423 43 423 433 4 424 a7 407 429 30 481 34 44 435 435 435 437 439 4a aaCONTENTS, sii 2, Operations on distributions a4 ‘sum a4 product by C* function a4 direct product, 4s derivations. 446 ‘examples 4a7 inverse derivative 450 3. Topology on 3 453 Weak star topology 453 criterion of convergence 454 4. Change of variables in R” 456 change of variables in R* 456 transformation of a distribution under a diffeomorphism 457 invariance 439 5, Convolution 459 ‘convolution algebra L'@") 459 convolution algebra "" and 9” 462 derivation and translation of @ convolution product 464 regularization 465 support of @ convolution 465 ‘equations of convolution 466 differential equation with constant coefficients 469 systems of convolution equations 470 kernels an 6, Fourier transform 474 Fourier transform of integrable functions 474 tempered distributions 476 Fourier transform of tempered distributions 476 Paley-Wiener theorem an Fourier transform of a convolution 48 17. Distribution on a C* paracompact manifold 480 8. Tensor distributions 482 ©. Sobolev Spaces and Partial Diferential Equations 486 1, Sobolev spaces 486 properties 487 density theorems 488 W," spaces 489 Fourier transform 490 Plancherel theorem 490 Sobolev's inequalities 491 2. Partial differential equations 492 definitions 492 Cauchy-Kovalevski theorem 493 classifications 494 3. Elliptic equations: laplacians 495vi. CONTENTS clementary solution of Laplace's equation subharmonic distributions potentials energy integral, Green's formula, unicty theorem Liouville’s theorem boundary-value problems Green function introduction to hilbertian methods: generalized Dirichlet problem hilbertian methods ‘example: Neumann problem 4. Parabolic equations heat diffusion 5S. Hyperbolic equation; wave equations ‘clementary solution of the wave equation Cauchy problem ‘energy integral, unicity theorem existence theorem 6. Leray theory of hyperbolic systems 7. Second order systems: propagators Problems and Exercises Problem 1: Bounded distributions Problem 2: Laplacian of a discontinuous function Exercise 3: Regularized functions Problem 4: Application to the Schrédinger equation Exercise 5: Convolution and linear continuous responses Problem 6: Fourier transforms of exp (—x°) and exp (ix') Problem 7: Fourier transforms of Heaviside functions and Py(I/x) Problem 8: Dirac bitensors Problem 9: Legendre condition Problem 10: Hyperbolic equations; characteristics Problem 11: Electromagnetic shock waves Problem 12: Elementary solution of the wave equation Problem 13: Elementary kernels of the harmonie oscillator Differentiable Manifolds, Infinite Dimensional Case A. Infinite-Dimensional Manifolds 1. Definitions and general properties E-manifolds differentiable functions tangent vector vector and tensor field differential of a mapping 495CONTENTS submanifold immersion, embedding, submersion flow of a vector field differential forms 2, Sympleetic structures and hamiltonian systems definitions complex structures canonical symplectic form symplectic transformation hamiltonian vector field ‘conservation of energy theorem riemannian manifolds Theory of Degree; Leray-Schauder Theory 1. Definition for finite dimensional manifolds degree integral formula for the degree of a function continuous mappings 2. Properties and applications fundamental theorem Borsuk’s theorem Brouwer's fixed point theorem product theorem 3. Leray-Schauder theory definitions ‘compact mappings degree of a compact mapping ‘Schauer fixed point theorem Leray-Schauder theorem Morse Theory 1. Introduction 2. Definitions and theorems 3. Index of a critical point 4. Critical neck theorem Cylindrical Measures, Wiener Integral 1 Introduction 2. Promeasures and measures on a locally convex space projective system promeasures image of a promeasure integration with respect to a promeasure of a cylindrical function Fourier transforms 3. Gaussian promeasures sa7 349 Sst 31 552 552 582 554 554 354 555 555 556 357 558 561 562 562 563 563 563 S68 S67 567 567 sm 373 515 315 576 578 378 579 S81a CONTENTS gaussian measures on R" gaussian promeasures Eaussian promeasures on Hilbert spaces 4. The Wiener measure Wiener integral sequential Wiener integral Problems and Exercises Problem A: The Klein-Gordon equation Problem B: Application of the Leray-Schauder theorem Problem C1: The Reeb theorem Problem C2: The method of stationary phase Problem DI: A metric on the space of paths with fixed end points Problem D2: Measures invariant under translation Problem D3: Cylindrical o-field of C({a, b)) Problem D4: Generalized Wiener integral of a cylindrical function References ‘Symbols Index. 581 582 583 583 586 587 589 S01 593 596 603 eu 7CONTENTS TO PART II: 92 APPLICATIONS Preface Contents ‘Conventions I, REVIEW OF FUNDAMENTAL NOTIONS OF ANALYSIS 1. Graded algebras 2. Berezinian 3. Tensor product of algebras 4. Clifford algebras 5. Clifford algebra as a coset of the tensor algebra 6. Fierz identity 7. Pin and Spin groups 8. Weyl spinors, helicity operator; Majorana pinors, charge conjugation 9, Representations of Spin(n, m), n+ m odd 10. Dirac adjoint 11, Lie algebra of Pin(n, m) and Spin(n, m) 12, Compact spaces 13. Compactness in weak star topology 14. Homotopy groups, general properties 15. Homotopy of topological groups 16. Spectrum of closed and self-adjoint linear operators Il. DIFFERENTIAL CALCULUS ON BANACH ‘SPACES Supersmooth mappings Berezin integration; Gaussian integrals Noether’s theorems 1 Noether’s theorems IT Invariance of the equations of motion vii6. String action 7. Stress-energy tensor; energy with respect to a timelike vector field II. DIFFERENTIABLE MANIFOLDS 1. Sheaves, 2. Differentiable submanifolds 3. Subgroups of Lie groups. When are they Lie sub- groups? 4. Cartan-Killing form on the Lie algebra @ of a Lie group G 5. Direct and semidirect products of Lie groups and their Lie algebra 6. Homomorphisms and antihomomorphisms of a Lie algebra into spaces of vector fields 7. Homogeneous spaces; symmetric spaces 8. Examples of homogeneous spaces, Stiefel and Grass- mann manifolds 9. Abelian representations of nonabelian groups 10. Irreducibility and reducibility 11. Characters 12. Solvable Lie groups 13, Lie algebras of linear groups 14, Graded bundles IV, INTEGRATION ON MANIFOLDS 1. Cohomology. Definitions and exercises 2. Obstruction to the construction of Spin and Pin bun- les; Stiefel-Whitney classes structures 4, Cohomology of groups 5. Lifting a group action 6. Short exact sequence; Weyl Heisenberg group 7. Cohomology of Lie algebras 8. Quasi-linear first-order partial differential equation 9. Exterior differential systems (contributed by B. Kent Harrison) 10. Backlund transformations for evolution equations (con- tributed by N.H. Ibragimov) 11. Poisson manifolds I 2 3 om 1 1 2 B 102 103 108 110 rit 4 4 us us 127 a7 134 150 158 161 163 167 am 173 181 184CONTENTS: . Poisson manifolds II (contributed by C. Moreno) |. Completely integrable systems (contributed by C. Moreno) V. RIEMANNIAN MANIFOLDS. KAHLERIAN, MANIFOLDS Necessary and sufficient conditions for Lorentzian sig- nature First fundamental form (induced metric) . Killing vector fields |. Sphere S* . Curvature of Einstein cylinder Conformal transformation of Yang-Mills, Dirac and Higgs operators in d dimensions /. Conformal system for Einstein equations .. Conformal transformation of nonlinear wave equations Masses of “homothetic” space-time Invariant geometries on the squashed seven spheres Harmonic maps Composition of maps Kaluza-Klein theories . Kahler manifolds; Calabi-Yau spaces V BIS. CONNECTIONS ON A PRINCIPAL FIBRE BUNDLE |. An explicit proof of the existence of infinitely many connections on a principal bundle with paracompact base Gauge transformations Hopf fibering S°—> S* Subbundles and reducible bundles Broken symmetry and bundle reduction, Higgs mech- . The Euler-Poincaré characteristic . Equivalent bundles . Universal bundles. Bundle classification . Generalized Bianchi identity |. Chern-Simons classes Cocycles on the Lie algebra of a gauge group; Anomalies 200 u9 235 235 238 239 240 244 244 249 256 74 281 286 294 303 303, 305, 310 321 334 335, 340. 340 349