Contents

Chapter 1
Graphs and Level Sets 1

Chapter 2
Vector Fields 6

~apter 3
The Tangent Space 13

~hapter 4
Surfaces 16

Chapter 5 -
Vector Fields on Surfaces; Orientation 23

Chapter 6
The Gauss Map. 31

ytmpter 7
Geodesics 38

Chapter 8
Parallel Transport 45

xi
 xii Contents

Chapter 9
?'he Weingarten Map 53

Chapter 10
~urvature of Plane Curves 62

Chapter 11
~rc Length and Line Integrals 68

Chapter 12
~urvature of Surfaces 82

Chapter 13
Convex Surfaces 95

Chapter 14
/parametrized Surfaces 108

Chapter 15
Aocal Equivalence of Surfaces and Parametrized
Surfaces 121

Chapter 16
Focal Points 132

Chapter 17
Surface Area and Volume 139

Chapter 18
~inimal Surfaces 156

Chapter 19
The Exponential Map 163

Chapter 20
Surfaces with Boundary 177

Chapter 21
The Gauss-Bonnet Theorem 190

Chapter 22
Rigid Motions and Congruence 210
Contents xiii

Chapter 23
Isometries 220

Chapter 24
Riemannian Metrics 231

Bibliography 245

Notational Index 247

Subject Index 249

 1

Associated with each real valued function of several real variables is a collec-
tion of sets, called level sets, which are uSerulin'studying qualitative proper-
ties of the function. Given a functionf: U -. R, where U c:. R" + I, its level sets
are the sets f-I(C) defined, for each real number c, by
f-I(C) == {(Xb ... , X,,+l) e U:f(xl:; ... , X.+l) == c}.
The number c is caned the height ofthe level set, andf-I(c) is called the level
set at height c. Since f-l(C) is the solution set of the equation
f(Xb ... , xa+ •.)-,c, the level set f-:-l(C) is often described as "the set
f(Xb ... , X.+l)= c."
The "level set" and "height" termmotops arise from the relation be-
tween' the level sets or a function ·-.t.4$ismpQ., The .graph of a function
f: U -. R is the subset of R" + 2 defined by

graph(f)= {(Xb . !nX,,+l) e R,,+2,:, (Xb . "' ..J.+ I) e U

andx,,+l ~/(Xb ... : X~_+lj}.

Fore ~ O,'the Iovefset of f at height t Jajusf tile set of aU points in the
domain offoverWbich the graphiSat4istance t(eoeFipre 1.1~ For c < 0,
the '~I setorfat heiabtciSjust tile set· ofatlfJOmtsin .the domain offunder
which 'the graph lies at" .tan(j':.....c.
, i

For example, thelevelsetsf-1(c)ofthefunctionf(x., ... , x,,+b= x~ +

... + xl:.: tlte'emPty f01c< 0, COiISist of. sift. . poinrtthe origin) if c = 0,
and for c >~cOnSistoftwo'pOiatsifR'-= 0, circles'<Ie1ltmd at the origin with
radiusJ"C if n ~ 1, spheres~ cit the origin With radius,'vIc if n= 2, etc
(see Figures 1.1 and 1.2). . .
2 1 Graphs and Level Sets

graph of
I(xl) = xi

1-1 (c) 1-1 (c) [xi + x~ = c]

(a): n = 0 (b):n=l
Figure 1.1 The level sets f-l(C) (c> 0) for the function
f(x., ... , x n +.) = xi + ... + X;+l'

(a): n = 0 (b):n=l (c): n = 2

Figure 1.2 Level sets for the functionf(x., ... , x n +.) = xi + ... + X;+l'

For n = 1, level sets are (at least for non-constant differentiable functions)
generally curves in 1R2. These curves play the same roles as contour lines on a
topographic map. If we think of the graph off as a land, with local maxima
representing mountain peaks and local minima representing valley bottoms,
then we can construct a topographic map of this land by projecting orthog-
onally onto 1R2. Then all points on any given level curve f-l(C) correspond
to points on the land which are at exactly height c above" sea level"
(X3 = 0).
Just as contour maps provide an accurate picture of the topography of a
land, so does a knowledge of the level sets and ,their heights accurately
portray the graph of a function. For functions f: 1R2 --+ IR, study of the level
curves can facilitate the sketching of the graph off. For functionsf: 1R3 --+ IR,
 1 Grapbs and Level Sets 3

the graph lies in 1R4 , prohibiting sketches and leaving the level sets as the best
tools for studying the behavior of the function.
One· way of visualizing the graph of a function f: U-+ IR, U C 1R2, given
its level sets, is as follows. Think of a plan", parallel to the (Xh x2)-plane,
moving vertically. %en it reaches height c thi&plane, X3 = C, cuts the graph
off in the translate to this plane of the level set f - 1(c). As ~he plane moves,
these sets generate . the graph off (see .Figure 1.3).

X3 = 2

<a>

<h}

FitUre 1.3 Level Set5.and'sraphs of ftmctiotts f: .R Z ..... R. The label on each level set
indicates its'heisbt. (a~f (x bXZ)- - xi +xi ~ (b) A fanction with two local minima.

The same princip1ecan be used to help visualize level sets ofi functions
f: .U ~ R, . where U c: Rl .. Each plane Xi = constant will cut the level set
f~l(cl(c fixed} in some subset, usually 8carve.Letiing the plane move, by
changing the selected value of the xt-coordinate,. these subsets will generate

.the level set f - l(C) (see Figure 1.4).

4 1 Graphs and Level Sets

Xl = 0

Xl
XI=t,X~+X~ =~
Xl = i,x~ +X~ = t
X I = 0, X~ + X~ = 1

xl = - t,x~ +X~ = t

(a)

Xl = - 2
{ X3 =x~-4

(b)

Figure 1.4 Level sets in ~3, as generated by intersections with the planes
Xl = constant. (a) XI + x~ + x~ = 1. (b) XI - x~ + X3 = o.

EXERCISES

In Exercises 1.1-1.4 sketch typical level curves and the graph of each
function.
1.1. f(Xh X2) = Xl.
1 Graphs and Level Sets 5

1.2. f(Xh X2) = XI - X2'

1.3. f(Xh X2) = xi - x~.
1.4. f(Xh X2) == 3r8 - 8r6 + 6r 4 where r2 == xi + x~. [Hint: Find and identify the
critical points off as a function of r.J
In exercises 1.5-1.9 sketch the level setsj-l(c), for n = 0, 1, and 2, of each
function at the heights indicated.
1.5. f(Xh X2, ... , X,,+ I) = X,,+ I; C = -1,0, 1,2.
1.6. f(Xh X2, ... , X,,+V I ) = Oxi + x~ + ... + X~+I; C == 0, 1,4.
1.7. f(Xh X2, ... , X,,+I) = XI - x~ -'" - X;+I; C = -1,0, 1,2.

1.8.. f(Xh X2, ... , X,,+I) = xi - x~ -'" - X;+I; C = -1,0, 1.

1.9. f(Xh X2, ... , X,,+ 1) == xi + xi!4 + ... + x!+ d(n + 1)2; C = 1.
1.10. Show that the graph of any function/: R" -+ R is a level set for some function
F: RII+ 1-+ R•

•
 Vector Fields

The tool which will allow us to study the geometry of level sets is the
calculus of vector fields. In this chapter we develop some of the basic ideas.
A vector at a point p E IRn+ 1 is a pair v = (p, v) where v E IRn+ 1. Geomet-
rically, think of v as the vector v translated so that its tail is at p rather than
at the origin (Figure 2.1). The vectors at p form a vector space IR;+ 1 of

v I,V)
p

Figure 2.1 A vector at p.

dimension n + 1, with addition defined by (p, v) + (p, w) = (p, v + w)

(Figure 2.2) and scalar multiplication by c(p, v) = (p, cv). The set
{(p, VI), ... , (p, vn + I)} is a basis for IR;+ 1 where {VI' ... , vn + I} is any basis for
IRn+ 1. The set of all vectors at all points of IRn+ 1 can be identified (as a set)
with the Cartesian product IRn+ 1 X IRn+ 1 = 1R2n + 2. However note that our
rule of addition does not permit the addition of vectors at different points of
IRn+ 1.
Given two vectors (p, v) and (p, w) at p, their dot product is defined, using
the standard dot product on IRn+ 1, by (p, v) • (p, w) = v . w. When (p, v) and

6
2 Vector Fields 7

J;?V+W
P

Figure 2.2 Addition of vectors at p.

(p, w) E R:, p e R3, the. cross product is also defined, using the standard
crossproduct on,R\by (P,v)x(P,'w) (p,V)(w). =
Usitt. ttieldfjt~,,~yle1tgtff,t'fd!iaveetor t:::(p, v) at .p ,and the
anglel1betweetf tWo Vect6l1~,===~'Q>~v) andw == (p, w) are defined by

i.
1,.ti\'.ti~,:('f7-V)1/2
cos (J ==V • "/~vtI 11"11
A~or~AfXODCJ .. ~R"+ a function whidl~igns t~each point
of U. a vector at :diatptfb:tt. Thus
X<P)·~··tp,.i(P»:·'·
····'·:/;~1!~~ft~~~ ,'I:~' ;~'::~:\i' ',r·····\·ZI..a2· .';.,.w+ 1 f: '1'
for .o~~~~!·,~.~,R"·" ..~:.. ecwr-:~·:OIl~< are 0 ten most easl y
d~:,.,,:~lthiI~«lfunct~ X. Three typical vector fields
onR·are,~·itt :f'iJute23.· ,
~ ( -" .:,'~' .

- ,\ t / /
---- --
-- ,'.~. /
-- -
-,....-
----.~
----.. -......
'_--"
.. - " ,
.~-----
...-.... -7+"', .-....
/' I ~ '"
Il\ \
(a): X(P) == (1,01 (b): X(p). p

Fil\U'e2.3 Vector fields on R2: X(P)- (p, X(P».

We shall deal in 'this teifmostly with ttitrotiOnl' 8nd vector fields that are
smooth. ~ function f: U "-+ R (Uan opent set inR"+j1) is smooth if alljts
partial derivatives of ~~ orders exist and are continuous. 1j\ function
f: U"-+ ~ is smooth if each component function h:U"-+ R (f(P) =
(f1 (p), ... ,h(P». forp E U) is smooth. A vector field X on U is smooth if the
associated function X: U"-+ Rn + 1 is smooth.

t R.ecall that U c:: R" + 1 is open if for each p e U there is an t > 0 such that q e U
whenever IIq - pil < t.
8 2 Vector Fields

Associated with each smooth function f: U -+ [R (U open in [Rn + 1) is a

smooth vector field on U called the gradient Vf off, defined by

(Vf)(p) of (p), ... ,~ Of)

= (p, -;- - (p) .
uX. uX n +.
We shall see that this vector field plays an important role in the study of the
level sets off
Vector fields often arise in physics as velocity fields of fluid flows. Asso-
ciated with such a flow is a family of parametrized curves called flow lines.
These" flow lines" are in fact associated with any smooth vector field and
are important in geometry as well as in physics. In geometry these flow lines
are called" integral curves".
A parametrized curve in [Rn + 1 is a smooth function rl: I -+ [Rn + 1, where I is
some open interval in [R. By smoothness of such a function is meant that rl is
of the form rl(t) = (Xl(t), ... , Xn + l(t)) where each Xi is a smooth real valued
function on I.
The velocity vector at time t (t E I) of the parametrized curve rl: 1-+ [Rn+ 1
is the vector at rl( t) defined by

it(t) = (O«t~ ~~ (t) ) = (o«t ~ ~/ (t), ... , dX,;; 1 (t) ).

This vector is tangent to the curve rl at rl(t) (see Figure 2.4.). Ifrl(t) represents

~ (t)

Figure 2.4 Velocity vector of a parametrized curve in [R2.

for each t the position at time t of a particle moving in [Rn+ 1 then rl(t)
represents the velocity of this particle at time t.
A parametrized curve rl: I -+ [Rn+ 1 is said to be an· integral curve of the
vector field X on the open set U in [Rn+ 1 if rl(t) E U and ~(t) = X(rl(t)) for
all tEl. Thus rl has the ,property that its velocity vector at each point of
the curve coincides with the value of the vector field at that point (see
Figure 2.5).
Theorem. Let X be a smooth vector field on an open set U C [Rn+. and let
p E U. Then there exists an open interval I containing 0 and an integral curve
rl: 1-+ U of X such that
(i) rl(O) = p.
2 Vector Fields 9

Figure 2~5 An integral curve of a vector field.

(ii) IffJ: 1-+u is any other integral curve of X with fJ(O) = p, then 1 c I and
11ft) =rt{t)fOr all t e 1.
Remark. The integral curve (l is called the maximal integral curve of X
through p, or simply the integral curve of X through p.
PROOF. This theorem is a reformulation of the fundamental existence and
uniqueness theorem for solutions of systems offirst order differential equa-
tions. 'x, being a smooth vector fietd on' U, bas the form
. X(P) = (p, Xt(P), .", XII+t(P))
where the Xi: U -+ R are smooth functions on-U. A parametrized curve
a: 1 .: R"+ t has the foim .
a(t) = (Xt(t), ... , xlI+t(t))
where the Xi: 1-+ Rare smooth.functions on 1. The velocity of a is

ci(t) = (It(t~ ~1 (t ~ ... , dx,;; 1 (t) ).

The requirement that abe an integral curve of X says that ti(t) = X(a(t)), or

• dXl
-;jt(t) = Xt(Xt(t), ... , x,,+t(t))

(E)
10 2 Vector Fields

This is a system of n + 1 first order ordinary differential equations in

n + 1 unknowns. By the existence theorem for the solutions of such
equations,t there exists an open interval 11 about 0 and a set Xi: I 1 ~ ~ of
smooth functions satisfying this system subject to the initial conditions
Xi(O) = Pi for i E {I, ... , n + I}, where P = (Ph.·., Pn+ d· Setting Pl(t) =
(X 1 (t), ... , Xn + 1 (t)) for this choice of functions yields an integral curve
Pl: 11 ~ U of X with Pl(O) = p.
By the uniqueness theorem for the solutions of first order ordinary differ-
ential equations,t if Xi: 12 ~ ~ is another set of functions satisfying the
system (E) together with the initial conditions Xi(O) = Pi' then Xi(t) = Xi(t)
for all tEll (\ 12 • In other words, if P2: I 2 ~ U is another integral curve of
X with P2(0) = P then Pl(t) = P2(t) for all tEll (\ 12 • It follows from this
that there is a unique maximal integral curve (X of X with (X(O) = P (its
domain is the union of the domains of all integral curves of X which map 0
to p) and that if p: 1 ~ U is any other integral curve of X with P(O) = P then
Pis simply the restriction of (X to the smaller interval 1. 0

EXAMPLE. Let X be the vector field X(p) = (p, X(p)) where X(Xl' x 2 ) =
(-X2' xd (Figure 2.3.(c)). A parametrized curve (X(t) = (x 1 (t), X2(t)) is an
integral curve of X if and only if the functions x 1 (t) and X2(t) satisfy the
differential equations

dX2
dt = Xl·
The general solution of this pair of equations is
x 1 (t)= C 1 cos t + C 2 sin t
x 2(t) = C 1 sin t - C 2 cos t.
Thus the integral curve of X through the point (1,0) (with Xl(O) = 1 and
X2(0) = 0) is
(X(t) = (cos t, sin t),
whereas the integral curve through an arbitrary point (a, b) (with x 1 (0) =a
and X2(0) = b) is
P(t) = (a cos t - b sin t, a sin t + b cos t)
(see Figure 2.6).

t See e.g. W. Hurewicz, Lectures on Ordinary Differential Equations, Cambridge, Mass.:

M.I.T. Press (1958), p. 28.
2 Vector Fields 11

integral curve through (1, 1)

Figure 2.6 Integral curves of the vector field X(Xh X2) = (Xl, X2, -X2, Xl).

EXERCISES
2.1. Sketch the following vector fields on R2: X(p) = (p, X(p» where
(a) X(p) = (0, 1) (d) X(Xh X2) = (X2' xd
(b) X(p) = -p (e) X(Xh X2);::: (-2X2' txt>.
(c) X(Xh X2) = (X2, ,-Xl)
2.2. Find and sketch the gradient field of each of the following functions:
(a) f(Xh X2) +
= Xl X2
(b) f(xtt X2) = xi + x~
(c) f(Xh X2) = Xl - x~
(d) f(Xh X2) = (xf- xH/4.
2.3. The divergence of af}smooth vector field X on U c R"+I,
X(p) = (p, X I (p), ... , XII + l(P» for p e U,
is the function div X: U -+ R defined by div X = ~).! f (oXi/ox,). Find the
divergence of each of the vector fields in Exercises 2.1 and 2.2.
2.4. Explain why an integral curve of a vector field cannot cross itself as does the
parametrized curve in· Figure 2.4.
2.5. Find the integral curve through p = (1, 1) of each of the vector fields in Exer-
cise 2.1.
2.6. Find the integral curve through p = (a, b) of each of the vector fields in Exer-
cise 2.1.
2.7. A smooth vector field X on an open set U of R"+ I is said to be complete if for
• each p e U the maximal integral curve of X through p has domain ,qual to IR.
Determine which of the following vector fields are complete:
(a) X(Xh X2) = (Xh X2, 1,0), U = R2.
(b) X(Xh X2) ;::: (Xh X2, 1,0), U = 1R2 - {(O, O)}.
(c) X(Xh X2) = (Xh X2, -X2' XI~ U = 1R2 - {(O, O)}.
(d) X(Xh X2) ;::: (Xh X2, 1 + xi, 0), U = R2.
12 2 Vector Fields

2.8. Let U be an open set in IRn+ 1, let p E U, and let X be a smooth vector field on
U. Let rt: 1-+ U be the maximal integral curve of X through p. Show that if
p: 1 -+ U is any integral curve of X, with P(t o) = p for some to E 1, then P(t) =
rt(t - to) for all t E 1. [Hint: Verify that if Pis defined by P(t) = P(t + to) then P
is an integral curve of X with P(O) = p.]
2.9. Let U be an open set in IRn+ 1 and let X be a smooth vector field on U. Suppose
rt: I -+ U is an integral curve of X with rt(O) = rt(to) for some to E I, to =1= O.
Show that rt is periodic; i.e., show that rt(t + to) = rt(t) for all t such that both t
and t + to E I. [lfint: See Exercise 2.8.]
2.10. Consider the vector field X(Xh X2) = (Xh X2, 1,0) on 1R2. For t E IR and
p E 1R2, let CPt(p) = rtp(t) where rtp is the maximal integral curve of X through p.
(a) Show that, for each t, CPt is a one to one transformation from 1R2 onto itself.
Geometrically, what does this transformation do?
(b) Show that
CPo = identity
CPt1 +t2 = CPt1 CPt2 for all t l> t2 E IR
0

CP-t = CPt- 1 for all t E IR.

[Thus tl-+CPt is a homomorphism from the additive group of real numbers into
the group of one to one transformations of the plane.]
2.11. Repeat Exercise 2.10 for the vector fields
(a) X(Xl> X2) = (Xl> X2' -X2, xd
(b) X(Xh X2) = (Xl> X2, Xl> X2)
(c) X(Xh X2) = (Xl> X2, X2, xd·
2.12. Let X be any smooth vector field on U, U open in IR"+ 1. Let CPt(p) = rtp(t) where
rtp is the maximal integral curve of X through p. Use the uniqueness ofmtegral
curves to show that CPt1(CPt2(P)) = CPt 1 +t2(P) and CP-t(p) = cP; 1(p) for all t, th and
t2 for which all terms are defined. [cpt is called the local I-parameter group
associated to X.]
 The Tangent Space

Letf: U -+ R be a smOOth function, where U c R"+ 1 is an open set, let c e R

be such thatf~l(c) is non-empty, and let p ef-l(c). A vector at p is said to
be tangent to the level set f-l{C) if it is a velocity vector of a parametrized
curve in R"+ 1 whose image is containedinf-l(c) (see Figure 3.1).

-} (c)

(a): n ~ 1 (b): n = 2

Figure 3.1 Tangent vectors to level sets.

Lemma. The gradient offat p ef-l(c) is orthogonal to all vectors tangent to

f-l(c) at p.
PROOF. Each vector tangent to f-l(c) at p is of the form ci(to) for some
parametrized curve ex: I ~ R"+ 1 with ex(to) = p and Image ex Cf-l(c). But
Image ex c f - 1 (c) implies f (ex (t» = c for all tel so, by the chain rule,

o=:t (f 0 ex)(to) = Vf(ex(t o»" ci(to) = Vf(p) • ci(to)· 0

13
14 3 The Tangent Space

IfVf(p) = 0, this lemma says nothing. But ifVf(p) =1= 0, it says that the set
of all vectors tangent to f-l(C) at p is contained in the n-dimensional vector
subspace [Vf (p)]1. of ~~ + 1 consisting of all vectors orthogonal to Vf (p). A
point P E ~n+ 1 such that Vf(p) =1= 0 is called a regular point off.

Theorem. Let U be an open set in ~n+ 1 and letf: U ~ ~ be smooth. Let p E U

be a regular point off, and let c = f (p). Then the set of all vectors tangent to
f-l(C) at p is equal to [Vf(p)]1..
PROOF. That every vector tangent tof-l(C) at p is contained in [Vf(p)]1. was
proven as the lemma above. Thus it suffices to show that, if v = (p, v) E
[Vf(p)]l., then v = a(O) for some parametrized curve (X with Image
(X cf-l(C). To construct (x, consider the constant vector field X on U defined
by X(q) = (q, v). From X we can construct another vector field Y by sub-
tracting from X the component of X along Vf:
X(q) • Vf(q)
Y(q) = X(q) - IIVf(q)11 2 Vf(q).

The vector field Y has domain the open subset of U where Vf =1= O. Since p is
a regular point of f, p is in the domain of Y. Moreover, since X(p) = V E
[Vf(p)]l., Y(p) = X(p). Thus we have obtained a smooth vector field Y such
that Y(q) 1- Vf(q) for all q E domain (Y), and Y(p) = v.
Now let (X be an integral curve of Y through p. Then (X(O) = p,
a(O) = Y((X(O)) = Y(p) = X(p) = v and

:J;; Vf(lX(t))" / Vf(lX(t)) • / 0

chain since (X is since Y 1- Vf

rule an integral
curve of Y
for all t E domain (x, so thatf((X(t)) = constant. Sincef((X(O)) = f(p) = c, this
means that Image (X c f - 1 (c), as required. 0

Thus we see that at each regular point p on a level setf-l(c) ofa smooth
function there is a well defined tangent space consisting of all velocity vectors
at p of all parametrized curves inf--l(c) passing through p, and this tangent
space is precisely [Vf(p)]1. (see Figure 3.2).

EXERCISES

3.1. Sketch the level sets f-l( -1), f- 1 (0), and f-l(l) for f(x., ... , x n + 1) = xi +
., . + x~ - X~+ 1; n = 1, 2. Which points p of these level sets fail to have tangent
spaces equal to [Vf(p)JL?
3 The Tangent Space 15

tangent space
at p

(a): n == 1 (b): n = 2

Figure 3.2 Tangent space at a typical point of the level set f-l(l~ where
f(Xh ... , xlI+d = xf + ... + X;+l ..

3.2. Show by example that

(a) The set of vectors tangent at a point p of a level set need not in general be a
vector subspace of R;+ 1. .
(b) The set of vectors tangent at a point p of a level set might be all of R;+ 1.
3.3. Sketch the level set f - 1 (0) and typical values Vf (p) of the vector field Vf for
p Ef-l(O~ when

(a) f(Xh X2) = xf + x~ - 1

(b) f(Xh X2) = xf - x~ - 1
(c) f(Xh X2) = xf - x~
(d) f(Xh X2) = Xl - x~ .
3.4. Let f: U -+ Rbe a smooth· function, where U c R"+ 1 is an open set, and let
IX: 1-+ U be a paratnetrized curve. Show thatf 0 IX is constant (i.e., the image of IX
is contained in a level set of f)' if and only if IX is everywhere orthogonal to the
gradient off (i.e., if and only if «(t) J.. Vf(IX(t» for all tel).
3.5. Let f: U -+ III be a smooth function and let IX: 1 -+ U be an integral curve of Vf. .
(a) Show that (d/dt)(f 0 IX)(t) = IIVf(IX(t»112 for all tel.
(b) Show that for each to E I, the functionfis increasing faster along IX at IX(to)
then along any other curve passing through a(to) with the same speed (i.e.,
show that if p: 1-+ U is such that P(so) = IX(to) for some So E 1 and
IIP(so)11 = 11«(to)11 then (d/dt)(f oIX)(to) ~ (d/dt)(f 0 P)(to».
. ---'
4
Surfaces

A surface of dimension n, or n-surface, in IRn + 1 is a non-empty subset S of

IRn + 1 of the form S = f-1(C) where f: U ~ IR, U open in IR n + 1, is a smooth.
function with the property that Vf(p) =1= 0 for all pES. A 1-surface in 1R2 is
also called a plane curve. A 2-surface in 1R3 is usually called simply a surface.
An n-surface in IR n + 1 is often called a hypersurface, especially when n> 2.
By the theorem of the previous chapter, each n-surface S has at each point
PES a tangent space which is an n-dimensional vector subspace of the space
IR~+ 1 of all vectors at p. This tangent space will be denoted by S p' It is
important to notice that this tangent space S p depends only on the set Sand
is independent of the function f which is used to define S. Indeed, S p is
characterized as the set of all vectors at p which can be obtained as velocity
vectors of parametrized curves in IRn + 1 with images lying completely in S. Iff
is any smooth function such that S = f-1(C) for some c E IR and Vf(p) =1= 0
for all PES (by definition of n-surface, there must exist one such a function;
in fact there are many such functions for each n-surface S) then Sp may also
be described as [Vf(p)]-L.

EXAMPLE 1. The unit n-sphere xi + ... + x; + 1 = 1 is the level set f - 1 (1 )

where f(x h ... , Xn+1) = xi + ... + X;+ 1 (Figure 3.2). It is an n-surface be-
cause Vf(x h ... , Xn+d = (Xh ... , Xn+h 2Xh ... , 2xn+ 1) is not zero unless
(Xh ... , Xn+1) = (0, ... , 0) so in particular Vf(p) =1= 0 for p E f-1(1). [Warn-
ing! Beware that for a vector (p, v) E IR~+ 1 to be zero it is only necessary that
v = 0; thus (Xh ... , Xn + h 2Xh ... ,2xn+1) = oimplies 2X1 = ... = 2Xn+1 = 0
so (Xl' ... , Xn+1) = 0.] When n = 1, the unit n-sphere is the unit circle.

EXAMPLE 2. For 0 =1= (aI' ... , an+1) E IRn + 1 and b E IR, the n-plane
a1x1 + ... + an+1xn+1 = b is the level setf-1(b) wheref(x h ... , x n+1) =
16
4 Surfaces 17

is never zero. A I-plane is usually called a line in 1R1, a 2-plane is usually

caned simply a plane in R3, and an ~-plane for n > 2 is sometimes caned a
hyperplane in R"+ 1. Two different values ofb with the same value of
(aI' ... , a,.+d define parallel n-planes (see Fi~e 4.1).

(a): n = 1

Vj(p)= (p, -1, - 2, - 3)

(b): n = 2

Figure 4.1 Parallel n-planesf-l(b~ b = -2, -1,0, 1, where

f(Xh .. " xlI+d = - Xl -2X2 - 3X3 - ... - (n + I)XII +I'

EXAMPLE 3. Let I: U -+ R be a smooth function on U, U open in R". The

graph o f f , ' I

graph(/) = {(Xh ... , xit+d E R"+I: X,,+1 =/(Xb ... , x,,)}

is an n-surface in R"+ 1 since graph (I) = g-I(O) where
g(Xl' ... , X,,+ 1) = X,,+1 - I(Xh ... , x,,)
18 4 Surfaces

and Vg(Xh ... , Xn+1) = (Xh ... , Xn+h -Of/OXh"" -of/oxn, 1) is never
zero.

EXAMPLE 4. Let S be an (n - 1)-surface in IR n, given by S = f-1(C), where

f: U ~ IR (U open in IRn) is such that Vf(p) =1= 0 for,all p Ef-1(C). Let
g: U 1 ~ IR, where U 1 = U x IR = {(Xh ... , Xn+1) E IR n+ 1 : (Xh ... , xn) E U},
be defined by
g(Xh ... , Xn+1) = f(x h ... , Xn)·
Then g-l(C) is an n-surface in IRn + 1 because

Vg(x" """' x.+.) = (x., """' x.+., a~ , """' ::',0)

and Of/OXh ... , of/oxn cannot be simultaneously zero· when
g(Xh ... , Xn+1) = f(Xh ... , Xn) = c because Vf(Xh"" xn) =F 0 whenever
(Xh ... , xn) E f-1(C). The n-surface g-l(C) is called the cylinder over S (see
Figure 4.2).

Xl Xl
O-sphere I-sphere
in 111 (unit circle)
in JR.2

(a): n = 0 (b): n = I

Figure 4.2 The cylinder g-1(1) over the n-sphere: g(X1' ... , Xn + d = xi + ... + x;.

EXAMPLE 5. Let C be a curve in 1R2 which lies above the x I-axis. Thus
C = f-1(C) for some f: U ~ IR with Vf(p) =1= 0 for all p E C, where U is
contained in the upper half plane X2 > O. Define S = g- l(C) where
g: U x IR ~ IR by g(Xh X2' X3) = f(Xh (x~ + X~)1/2). Then S is a 2-surface
(Exercise 4.7). Each point p = (a, b) E C generates a circle of points of S,
namely the circle in the plane Xl = a consisting of those points
(Xh X2, X3) E 1R3 such that Xl = a, x~ + x~ = b2. S is called the surface of
revolution obtained by rotating the curve C about the XI-axis (see Figure
4.3).
4 SurfaceS t9

Figure 4.3 The surface of revolution S obtained by rotating the curve C about the
xl· axis.

lbeorem. Let S be an n-surface in IR"+ 1, S = f-l(C) where f: U -+ IR is such

that Vf(q) =1= Ofor all q E S. Suppose g: U -+ IR is a smooth function and pE S
is an extreme point of g on S; i.e., either g(q) ~ g(p )for all q E S or g(q) ~ g(p)
for all q E S. Then there exists a real number l such that Vg(p) = lVf(p). (The
number l is called a Lagrange multiplier.)
PROOF, The tangent space to S at p is S" = [Vf(P)]-l. Hence Si
is the 1-
dimensional subspace of IR;+ 1 spanned by Vf (P). It follows, then, that
Vg(p) = l Vf (P) for some l € IR if (and only if) Vg(p) E S;; i.e., if (and only if)
Vg(p) • v = 0 for all v E S". But each'v E S" is of the form v = ci(to) for some
parametrized curve ex: 1 -+ S and to E I with ex(to) = p. Since p = ex(to) is an
extreme point of g on S, to is an extreme point of g 0 ex on 1. Hence
0= (f ex)'(to) = Vg(ex(to}} • ci(to) = Vg(p) • v
0

for all v E S" and s~ Vg(p) = lVf(P) for some A., as required. o
Remark. IfS is compact (closed and boundedt) then every smooth function
g: U -+ IR attains a maximum on S and a minimum on S. The above theorem .
can then be used to locate candidates for these extreme points. If S is not
compact, there may be no extrema.

EXAMPLE. tet S be the unit circle x~ + xi = 1 and define g: 1R2 -+ IR by

g(Xh X2) = ax~ + 2bx 1 X2 + cxi .where a, b, c E IR (see Figure 4.4). Then
S = f-l(l) where f(x h X2) = x~ + xi,

and

t S is closed if R"+ 1 - S is open; S is bounded if there exists MeR such that np~ < M
for all peS.
20 4 Surfaces

Figure 4.4 Level curves of the function g(Xl' Xl) = axf + 2bxIXl + cxi
(ac - bl > 0), The four points where these curves are tangent to the unit circle S
are the extreme points of g on S '.

so Vg(p) = AV!(p) for p = (Xl' X2) E S if and only if

J2aXI + 2bx2 = 2AXI

\2bxI + 2CX2 = 2AX2
or

Thus the extreme points of g on S are eigenvectors of the symmetric matrix

(b ~). Note that if

is an eigenvector of (b ~) then

axi + 2bx,x 2 + cxi = (x, x 2 )(: ~ )(::)

= (x,X 2 )l(::) = l(xi + xi) = l

so the eigenvalue A is just g(p), where p = (x h X 2)' Since a 2 x 2 matrix has
only two eigenvalues, these eigenvalues are the maximum and minimum
values of g on the compact set S.
4 Surfaces 21

EXERCISES

4.1. For what values of e is the level set f-l(e) an n-surface, where
(a) f(x., ... , X,,+l) = xi + ... + X:+l
(b) f(x., ... , X,,+l) = xi + ... + x: - X:+l
(c) f(x., ... , X,,+l) = Xl Xl ... X,,+l + 1
4.2. Show that the cylinder xl + xi = 1 in -Il 3 can be represented as a level set of
each of the following functions:.
(a) f(x., Xl, X3) = xi + x~
(b) f(x., Xl, X3) == -xl - xi
(c) f(x., Xl, X3) = 2xi + 2xi + sin(xt + xU.
4.3. Show that if an n-surface S is represented both asf-l(e) and as g-l(d) where
Vf(p) =F 0 and Vg(p) =F 0 for all peS, then for each peS, Vf(p) = AVg(p) for
some real number A =F O.
4.4. Sketch the graph of the function /: Rl .... R given by I(x., Xl) - X~ - 3xi Xl'
[Hint: First find the level setf-l(O~ In what region of the plane isf> O? Where
is f < O?] The 2-surface graph (f) is called a monkey saddle. (Why?)
4.5. Sketch the cylinders f -1 (0) where
(a) f(x., Xl) == Xl
(b) f(x., Xl, X3) = Xl - X~
(c) f(x., Xl, X3) = (xt/4) + (xi/9) - 1
4.6. Sketch the cylinder e)Ver the graph off(x) = sin x.
4.7. Verify that a surface of revolution (Example S) is a 2-surface.
4.8. Sketch the surface of revolution obtained by rotating C about the X I-axis,
where C is the curve
(a) Xl = 1 (cylinder)
(b) -xi + xi = 1, xl> 0 (I-sheeted hyperboloid)
(c) xl + (Xl - 2)1 = 1 (torus)
4.9. Show that the set S of all unit vectors at all points of Rl forms a 3-surface in 1Il4.
[Hint: (Xh Xl, X3, X4) e S if and only if xJ + xl- 1.]
4.10. Let S = f-l(e) be a 2-surface in 1Il3 which lies in the half space X3 > O. Find a
function g: U .... III (U open in 1Il4) such that g-l(e) is the 3-surface obtained by
rotating the 2-surface S about the (x h xl)-plane.
4.11. Let a, b, e e III be such that ae - b l > O. Show that the maximum and mini-
mum values of the function g(x h Xl) = xi +' X~ on the ellipse axi + 2bx 1 Xl +
ex! = 1 are ofthe form l/Al and l/Al where Al and Al are the eigenvalres ofthe
matrix (: ~).
4.12. Show that the maximum and minimum values of the function
g(Xh ... , X,,+l) = ~lj~l ajjxjxJ on the unit n-sphere xi + ... + X:+l = 1,
where (au) is a symmetric n x n matrix of real numbers, are eigenvalues of the
matrix (ajJ).
22 4 Surfaces

4.13. Show that if S is an n-surface in !R"+ 1, g: !R"+ 1 -+ !R is a smooth function, and

PES is an extreme point of g on S, then the tangent space to the level set of g
through P is equal to Sp, the tangent space to S at p, provided Vg(p) =f. 0 (see
Figure 4.4).
4.14. Let S be an n-surface in !R"+ 1 and let Po E !R"+ 1, Po ¢ S. Show that the shortest
line segment from Po to S (if one exists) is perpendicular to S; i.e., show that if
PES is such that IIpo - pII2 ::;; IIpo - qll2 for all q E S then (p, Po - p) 1. Spo
[Hint: Use the Lagrange mUltiplier theorem.] Show also that the same conclu-
sion holds for the longest line segment from Po to S (if one exists).
4.15. !R4 may be viewed as the set of all 2 x 2 matrices with real entries by identifying
the 4-tuple (Xl> X2, X3, X4) with the matrix

The subset consisting of those matrices with determinant equal to 1 forms a

group under matrix multiplication, called the special linear group SL(2). Show
that SL(2) is a 3-surface in !R 4 •
4.16. (a) Show that the tangent space SL(2)p to SL(2) (Exercise 4.15) at p = (A ~) can
be identified with the set .of all 2 x 2 matrices of trace zero by showing that

[Hint: Show first that if

cx(t) = (Xl(t) X2(t))

X3(t) X4(t)
is a parametrized curve in SL(2) with cx(to) = (A ~) then (dxt/dt)
(to) + (dX4/dt)(to) = O. Then use a dimension argument.]
(b) What is the tangent space to SL(2) at q = (! D?
4.17. (a) Show that the set SL(3) of all 3 x 3 real matrices with determinant equal to
1 is an 8-surface in !R 9 •
(b) What is the tangent space to SL(3) at

p=(~ ! n?
 Vector Fields on Surfaces;
Orientation
5 .

A vector field X on an n-surface S c 1R"+ 1 is a function which assigns to each

point pinS a vector X(p)e IR;+ 1 at p.1f X(p) is tangent to S (i.e., X(p) ESp)
for each p_E S, X is said ,to be a tangent vector field on S.IfX(p) is orthogonal
to S (i.e., X(p) E S~) for each PES, X is said to be a normal vector field on S
(see Figure 5.1).

(a) (b)

Figure 5.1 Vector fields on the I-sphere: (a) a tangent vector field, (b) a normal
vector field.

As usual, we shall work almost exclusively with functions _and vector

fields which are smooth. A function g: S -+ IR", where S is an n-s,rface in
IRn + 1, is smooth if it is the restriction to S of a smooth function g: V -+ IR"
defined on some open set V in IRn + 1 containing S. Similarly, a vector field X
on S is smooth if it is the restriction to S of a smooth vector field defined on
some open set containing S. Thus, X is smooth if and only if X: S -+ IRn + 1 is
smooth, where X(p) = (p, X(p)) for all pES.

23
24 5 Vector Fields on Surfaces; Orientation

The following theorem extends to n-surfaces the theorem of Chapter 2 on

the existence and uniqueness of integral curves.

Theorem 1. Let S be an n-surface in IR n + 1, let X be a smooth tangent vector

field on S, and let pES. Then there exists an open interval I containing 0 and a
parametrized curve IX: I -+ S such that
(i) IX(O) = P
(ii) 1i(t) = X(IX(t)) for all tEl
(iii) If p: 1-+ S is any other parametrized curve in S satisfying (i) and (ii), then
1 c I and P(t) = IX(t)for all t E 1.
A parametrized curve IX: 1-+ S satisfying condition (ii) is called an inte-
gral curve of the tangent vector field X. The unique IX satisfying conditions
(i)--(iii) is the maximal integral curve of X through pES.
PROOF. Since X is smooth, there exists an open set V containing S and a
smooth vector field :l on V such that :l(q) = X(q) for all q E S. Letf: U -+ IR
and c E IR be such that S = f-1(C) and Vf(q) =1= 0 for all q E S. Let
W = {q E U n V: Vf(q) =1= O}.
Then W is an open set containing S, and both :l and fare defined on W. Let
Y be the vector field on W, everywhere tangent to the level sets off, defined
by
Y(q) = X(q) - (X(q) . Vf(q)/IIVf(q)11 2 )Vf(q).
Note that Y(q) = X(q) for all q E S. Let IX: I -+ W be the maximal integral
curve of Y through p. Then IX actually maps I into S because
(f IX)'(t) = Vf(IX(t)) • 1i(t) = Vf(IX(t)) • Y(IX(t)) = 0,
0

andf IX(O) = f(p) = c, sof IX(t) = c for all tEl. Conditions (i) and (ii) are
0 0

clearly satisfied, and condition (iii) is satisfied because any p: 1-+ S satisfy-
ing (i) and (ii) is also an integral curve of the vector field Y on W so the
theorem of Chapter 2 applies. 0

Corollary. Let S = f-1(C) be an n-surface in IRn + 1, wheref: U -+ IR is such that

Vf(q) =1= 0 for all q E S, and let X be a smooth vector field on U whose restric-
tion to S is a tangent vector field on S. If IX: 1-+ U is any integral curve of X
such that IX(t o) E S for some to E I, then IX(t) E S for all tEl.
PROOF. Suppose IX(t) ¢ S for some tEl, t > to. Let t1 denote the greatest
lower bound of the set
{tEl: t> to and IX(t) ¢ S}
Then f(IX(t)) = c for to ~ t < t1 so, by continuity, f(IX(t 1)) = c; that is,
IX(t 1) E S. Let p: 1-+ S be an integral curve through IX(t 1) of the restriction of
5 Vector FieldS on Surfaces; Orientation 25

X to S. Then Pis also an integral curve oCx, sending 0 to !X( t 1 ~ as is the curve
& defined by &(t) = (X(t + tl)' By uniqueness of integral curves, (X(t) =
&(t - t 1 ) = P(t - t 1 ) E S for all t such that t -'tl is in the common domain
of & and p. But this contradicts the facrthat !X(t)¢ S for values of t arbitrarily
close to t 1• Hence (X(t) E S for all tel with t> to. The proof for t < to is
~~ 0

A subset S of IRn + 1 is said to be connected if for each pair p, q of points in

S there is a continuous map (X: [a, b] -+ S, from some closed interval [a, b]
=
into S, such that (X(a) p and (X(b) =q. Thus S is connected if each pair of
points inS can be joined bya continuous,but not necessarily smooth, curve
which lies completely inS. Note, for example, that the n-sphere (Figure 5.2)
is connected if and only if n ~ 1 (Exercise 5.1~

(a): n = 0 (b): n =1 (c): n = 2

Figure 5.2 The n-sphere xi + ... + x~+ 1 = 1 is connected if and only if n ~ 1.

In this book,· we shall deal almost exclusively with connected n-surfaces.

As we shall see in Chapter 15 (see Exetcise 15J3~given any n-surface Sand
any PES, the subset ofSconsisting of all pointsofS which can be joined to
P by a continuous curve in S is itself an n..surface,and it is connected. Hence
we can study S by studying separately each of these" connected compon-
ents" of S.'

'Theorem 1. Let S c: IRn + 1 be a connected n-surface in IR" + 1. Then there exist

on S exactly two smooth unit normal vector fields N 1 and N 2, and N 2 (P) =
-N 1(P)for all pe S.
PROOF. Letf: U -+ IR and c e IR be such that S = f--l(C) and Vf(p) ::/= 0 for all
pES. Then the vector field N 1 on S defined by
Vf(P)
N 1 (p) = I/ Vf(p)/I ' PES

clearly has the required properties, as does the vector field N 2 defined by
N 2 (p) = -N 1 (p) for all pES.
To show that these are the only two such vector fields, suppose N3 were
26 5 Vector Fields on Surfaces; Orientation

another. Then, for each PES, N 3 (p) must be a multiple ofN 1 (p) since both
lie in the I-dimensional subspace S; c IR;+ 1. Thus
N 3 (p) = g(p)N 1 (p)
where g: S -+ IR is a smooth function on S (g(p) = N 3 (p) • N 1 (p) for pES).
Since N 1 (p) and N 3 (p) are both unit vectors, g(p) = ± 1 for each pES.
Finally, since g is smooth and S is connected, g must be constant on S (see
Exercise 5.2). Thus either N3 = N1 or N3 = N 2 • 0

A smooth unit normal vector field on an n-surface S in IR n + l·is called an

orientation on S. According to the theorem just proved, each connected
n-surface in IR n + 1 has exactly two orientations. An n-surface together with a
choice of orientation is called an oriented n-surface.
Remark. There are subsets of IR n + 1 which most people would agree should be
called n-surfaces but on which there exist no orientations. An example is the
Mobius band B, the surface in 1R3 obtained by taking a rectangular strip of
paper, twisting one end through 180°, and taping the ends together (see
Figure 5.3). That there is no smooth unit normal vector field on B can be

Figure 5.3 The Mobius band.

seen by picking a unit normal vector at some point on the central circle and
trying to extend it continuously to a unit normal vector field along this
circle. After going around the circle once, the normal vector is pointing in
the opposite direction! Since there is no smooth unit normal vector field on
B, B cannot be expressed as a level set f - 1 (c) of some smooth function
f: U -+ IR with Vf(p) =1= 0 for all PES, and hence B is not a 2-surface accord-
5 Vector Fields on Surfaces; Orientation 27

ing to our definition. B is an example of an «unorientable 2-surface". Until

Chapter 14, we shall consider only" orientable" n-surfaces in IR"+ 1.

A unit vector in IR~+ 1 (p E IRn+ 1) is called a direction at p: Thus an

orientation on an n-surface S in IRn+ 1 is, by definition, a smooth choice of
normal direction at each point of S.
On a plane curve, an orientation can be used to define a tangent direction
at each point of the curve. The positive tangent direction at the point p of the
oriented plane curve C is the direction obtained 'by rotating the orientation
normal direction at·p through an angle of ':'-'1t/2, where the direction of
positive rotation is counterclockwise (see Figure 5.4).

(a) (b)

Figure 5.4 Orientation on a plane curve: (a) the chosen normal direction at each
point determines (b) a choice of tangent direction at each point.
On a 2..surface in 1R 3 , an orientation can be used to define a directibn of
rotation in th~ tangent space at each point of the surface. Given 0 E IR, the
positive O-rotation at the point p of the oriented 2..surface S is the line~
transformation ~: S" .... S" defined by ~(v) = (cos O)v + (sin O)N(p) x v
where N(p) is th~ orientation normal direction atp. Ro is usually descri~d
as the" right..handed rotation about N(P) thro~gh the angle 0" (see Figure
5.5).

Figure 5.5 Orientation on the 2-sphere: at each point the chosen normal direction
determines a sense of positive rotation in the tangent space. The satellite figure is an
, enlarged view of one tangenf space.
28 5 Vector Fields on Surfaces; Orientation

On a 3-surface in 1R4, an orientation can be used to define a sense of

"handedness" in the tangent space at each point of the surface. Given an
oriented 3-surface S and a point PES, an ordered orthonormal basis
{eh e2' e3} for the tangent space Sp to S at p is said to be right-handed if the
determinant

det(jL)
is positive, where N(p) = (p, N(p)) is the orientation normal direction at p
and ei = (p, ei) for i E {I, 2, 3}; the basis is left-handed if the determinant is
negative.
On an n-surface in IRn + 1 (n arbitrary), an orientation can be used to
partition the collection of all ordered bases for each tangent space into two
subsets, those consistent with the orientation and those inconsistent with the
orientation. An ordered basis {Vh ... , .vn} (not necessarily orthonormal) for
the tangent space Sp at the point p of the oriented n-surface S is said to be
consistent with the orientation N on S if the determinant

det( Vl )

~~)
is positive; the basis is inconsistent with N if the determinant is negative.
Here, as usual, Vi = (p, Vi) and N(p) = (p, N(p)).

EXERCISES

5.1. Show that the unit n-sphere XI + ... + x;+ 1 = 1 is connected if n > 1.
5.2. Show that if S is a connected n-surface in IR n+ 1 and g: S -+ IR is smooth and
takes on only the values + 1 and -1, then g is constant. [Hint: Let pES. For
q E S, let IX: [a, b] -+ S be continuous and such that lX(a) = p, lX(b) = q. Use the
intermediate value theorem on the composition g IX.] 0

5.3. Show by example that if S is not connected then Theorem 2 ofthis section fails.
5.4. Show that the two orientations on the n-sphere XI + ... + x;+ 1 = r2 of radius
r> 0 are given by N 1 (p) = (p, plr) and N 2 (p) = (p, -plr).
5.5. IR n may be viewed as the n-surface x n + 1 = 0 in IR n+ 1. Let N be the orientation
on IR n c IR n+ 1 defined by N(p) = (p,O, ... ,0,1) for each p E IRn. (This N is
called the natural orientation on IRn.) Show that, given this orientation for each
n,
(a) the positive tangent direction at p E 1R1 is the direction (p, 1,0),
(b) the positive 8-rotation in IR~, p E 1R2, is counterclockwise rotation through
the angle 8, and
5 Vector Fields on Surfaces; Orientation 29

(c) the ordered orthonormal basis {(P, 1,0, 0, O~ (p,O, 1, 0, O~ (p, 0,0, 1,0)}
for R:, p E R 3, is right-handed.
5.6. Let C be an oriented plane curve and let v be a nonzero vector tangent to Cat
p E C. Show that the basis {v} for C" is consistent with the orientation on C if
and only if the positive tangent direction at p is v/llvil. [Hint: Let 6 denote the
angle measured counterclockwise from (p, 1,0) to the orientation direction
N(p~ so that N(p) = (p, cos 6, sin 6). Express both v and the positive tangent
direction at p in terms of 6.]
5.7. Recall that the cross product v x l ' of two vectors v = (p, V .. V2, V3) and
w = (p, WI. W2, W3) in R: (p E R 3 ) is defined by

(a) Show that v x l ' is orthogonal to both v and " and that Ilv x I'll ==
Ilvllllwll sin 6, where 6 == cos- 1 (v ••/lIvll~wll) wthe angle between v and w.
(b) Show that if u = (p, u., U2, U3) then

u'(VX'W)==vo(wxa)=-wo(axv)==I:: ::
Wl W2
::1.
W3

(c) Show that the only,vector x in R: such that 'a' x is equal to the determi-
nant above (part b) for all • E R: is x == v x w.
5.8. Let S be an orie.nted 2-surface in R' and let {v, w} be an ordered basis for the
tangent spaceS, to S at p E S.Show t~at the consistency of {v, w} with the
orientation N of S is equivalent with each of the following conditions:
(a) N(P)· (v x 1'» 0
(b) w/llw~ == R,(v/llvU for some 6 with 0 < 8 < 1t, where R, is the positive
6-rotation in S".
5.9. Let S be an oriented 3-surface in R4 and letp e S.
(a) Show that, given vectors v = (p, v) and l' == (p, w) in S", there is a unique
vector v )( l ' e S" such that

a • (v x 1') == det( : ) (
N(P)
for all a == (p, u) E S", where N(P) == (p, N(P» is the orientation direction
at' p.This vector v x l ' is the cross product of v and w.
(b) Check that the cross ,product in S" has the following properties:
(i) (v + 1') X X = V X X + l ' X x
(ii) v x (1' + x) = v x l ' + V X x
(iii) (cv) x l ' == c(v x 1')
(iv) v x (cw) == c(v x 1')
(v) V X l ' = -1' X V ~
(vi) a' (v x 1') = V • (1' X a) = l ' • (a .x v)
(vii) v x l ' is orthogonal to both v and l '
30 5 Vector Fields on Surfaces; Orientation

(viii) u· (v X W) = 0 if and only if {u, v, w} is linearly dependent

(ix) An ordered orthonormal basis {eh e2, e3} for Sp is right-handed if
and only if e3 . (e 1 x e 2) > O.
5.10. Let S be an oriented n-surface in IRn + 1, with orientation N, and let pES.
(a) Show that an ordered basis for S p is inconsistent with N if and only if it is
consistent with - N.
(b) Suppose {Vh ... , Vn} is an ordered basis for Sp which is consistent with N
and suppose {Wh"" wn} is another ordered basis for Sp. Show that
{w, ... , wn} is also consistent with N if and only if the matrix (au), where
Wi = Lj aijVj, has positive determinant. [Hint: Complete each basis to a
basis for IR;+ 1 by adjoining N(p). What is the relationship between (au) and
the two matrices which determine the consistency of the given bases with
N?]
 6
The Gauss Map

An oriented n-surface in /Rn+ 1 is more than just an n-surface S, it is an

n-surface S together with a smooth unit normal vector field N on S. The
function N: S -+ Rn'+ 1 associated with the vector field N by N(p) = (p, N(p)1
PES, actually maps S into'the unit n-sphere S" c w+ 1, since IIN(p)11 = 1 for
all pES. Thus, associated to each oriented n-surface S is a smooth map
N: S -+ f/', called the Gauss map. N may be thought of as the map which
assigns to each point PES the point in /R"+ 1 obtained by "translating" the
unit normal vector N(p) to the origin (see Figure 6.1).

------s

Figure 6.1 The Gauss map of a l-surface in R2.

The image of the Gauss map,

N(S) = {q E f/': q = N(p) for s'ome pES}
is called the spherical image of the oriented n-surface S (see Figure 6.2).

31
32 6 The Gauss Map

(a): n = 1

s
(b): n = 2

Figure 6.2 The spherical image of one sheet of a 2-sheeted hyperboloid XI - x~ -

... - x;+ 1 = 4, Xl > 0, oriented by N = - Vf111Vf11 where f(xt. ... , x,,+ d =
XI - x~ - ... - x;+ l'
The spherical image of an oriented n-surface S records the set of direc-
tions which occur as normal directions to S. Hence its size is a measure of
how much the surface curves around in !R"+ 1. For an n-plane, which doesn't
curve around at all, the spherical image is a single point. If an n-surface is
compact (closed and bounded) then it must curve all the way around: the
spherical image will be all of 5". Although we do not yet have enough
machinery to prove this theorem in full generality, we can already prove an
important special case, namely the case in which S is a level set of a smooth
function defined on all of !R" + 1.

Theorem. Let S be a compact connected oriented n-surface in !R"+ 1 exhibited

as a level setf-1(c) of a smoothfunctionf: !R,,+1 -+!R with Vf(p) =1= Ofor all
pES. Then the Gauss map maps S onto the unit sphete 5".
6 The Gauss Map 33

PROOF. The idea ofthe proof is as follows. Given v e S', consider the n-plane
If. By moving this n-plane far enough in the v-direction, it will have null
intersection with S. Bringing it back in until it just touches S at some point p,
it will be tangent there (see Figure 6.3). Hence at this point, N(p) = ±v. If

Figure 6.3 The Gauss map of a compact oriented n-surface is onto.

N(P) = - v, then N(q) = v where q is obtained similarly, by moving the
n-plane in from the opposite direction.
More precisely, consider the function g: RII + 1 -+ R defined by g(p) =
p. v; i.e., g(Xh ... , x,,+d = alxl + ... + all+lx,,+lwhere

v = (ab .•. , Q,,+l)'

The level sets of g are the n-planes parallel toff. Since S is cOmpact, the
restriction to S of the function gattains its maximum and its minimum, say
at p and q respectively. By the Lagrange multiplier theorem (Chapter 4),
(p, v) = Vg(p)= lVf(P) = ljIV!(P)UN(P)
for some l e R. Hence v and N(p)are multiples of one another. Since both
have unit length, it follows that N(P) = ±v. Similarly, N(q) = ±v.
It remains only to check that N(q) -+ N(p).For this, it suffices to con-
struct a continuous function ~: [a, b] -+ RII+ 1, differentiable at a and b, such
that
(i) IX(a)= p, IX(b) = q, ix(a) = (p, v), &(b) = (q, v~ and
(ii) IX(t) ¢ S for a < t <b.
For then, by (i), if N = VJ7IIV/II,
(1 IXY(a) = Vf(IX(a» • Ii(a)
0

= /lVf(p)IIN(p) • (p, v) = IIVf(P)"N(p) • v

and similarly
(f IX)'(b) = IIVf(q)IIN(q) • v
0
34 6 The Gauss Map

so the derivative (! /X)' has the same sign at both endpoints. If

0

N = - V.fiIIV!II, the same conclusion holds. Thus, if N(p) were equal to

N(q) (= ±v)thenfo /X would either be increasing at both end points or be
decreasing at both end points. Since! /X(a) =! /X(b) = c, this would imply
0 0

that there exist tl and t2 between a and b with! /X(td > c and! /X(t2) < c.
0 0

But then, by the intermediate value theorem, there would exist t 3 between t 1
and t2 such that! /X(t3) = c, contradicting (ii).
0

To construct /x, enclose S in the interior of a large sphere S 1. This is

possible since S is compact. Set (see Figure 6.4) /Xl(t) = P + tv (0 ~ t ~ ad,

Image (Xl

Image (X2

Figure 6.4 N{q) = -N{p).

where al is such that /Xl(ad E Sb and set /X2(t) = q - tv (0 ~ t ~ a2), where

a2 is such that /X2(a2) E S 1. Let /X3: [bb b2] ~ S 1 be such that /X3(bd = /Xl (al)
and /X3(b 2) = /X2(a2). Such an /X3 exists because the n-sphere S 1 is connected
for n ~ 1. Then the function /X defined by
/Xl(t) (0 ~ t ~ ad
/X(t) = /X 3(t + b l - ad (al ~ t ~ al + b2 - bd
l /X2(al + a2 + b2 - bl - t) (al + b2 - b l ~ t
~ al + a2 + b2 - bd
has the required properties, where a = 0, b = al + a2 + b2 - b l . Continuity
and condition (i) are easy to check, and condition (ii) is satisfied because
(1) /Xl (t) ¢ S for t > 0 since (g /Xd'(t) = Vg(/Xl(t)) • 1Xl(t) = v • v > 0 so g
0

is increasing along /X b and the maximum value of g on S is attained at

/Xl(O) = p;
(2) /X 2(t) ¢ S for t> 0 since (g /X2)'(t) = v . (-v) < 0 so g is decreasing
0

along /X2' and the minimum value of g on S is attained at /X2(0) = q; and

(3) /X3(t) ¢ S for t E [bl, b2] since /X3(t) E SI and SI n S = 0. 0
Remark. Some insight into the general case of this theorem can be gained
6 The Gauss Map 35

from the following intuitive argument. Suppose S is compact and connected.

Then S divides A" + 1 into· two parts, a part inside S and a part outside S.
Let S = f-l(C) wheref: U -.. R. Then, for small enough e> 0, the level set
f-l(C + e) will be an n-surface S+ gotten by pushing each point of Sa
short distance out from S along Vf(see Figure 6.5).
"'!..1
v+ =f , (c+e)
s+ =f- 1 (c+ e)
S ==/-1 (c)
S_=f-l(c-e)

Figure 6.5 Given a compact connected n-surface S =f-l(C~ the nearby level sets
f-l(C - a) andf-l(c + a) are slightly inside and slightly outside S.

(Possibly,f- 1(c + e) might also contain some points far away from S but we
can ignore such points in the present argument.) Similarly, for small enough
e > 0, the level set f - 1 (c - e) will be an n-suIface S _ on the other side of S,
gotten by pushing each point of S a short distance out along - VI Denoting
by V the set of points between S_ and S+, by V+ the set of points in
/R"+ 1 - V which lie on the same side of SasS + , and by V_ the set ofpoin~
in IR" + 1 - V which lie on the other side of S, we can define 1: IR" + 1 ~ R by

I
f(P) for P E V
1(P) = c + e for P E V+
C - e for P E V_ .

Then 1 is continuous on R"+ 1, smooth on the open set V about S, and

1-1(C) = S. The above proof can now be applied, wfthfreplaced everywhere
by J, to show that the Gauss map is onto.

EXERCISES

In Exercises 6.1-6.5, describe the spherical image, when n = 1 and when

n = 2, of the given n-surface, oriented by VPIIVfll where f is the function
defined by the left hand side of each equation.
6.1. The cylinder xi + ... + X;+l = 1.
6.2. The cone -xl + xi + ... + X;+l = 0, Xl > O.
6.3. The sphere xl + xi + ... + X;+l = r2 (r > 0).
6.4. The paraboloid -Xl + xi + ... + X;+l = O.
36 6 The Gauss Map

6.5. The 1-sheeted hyperboloid

-(xUa 2 ) + x~ + ... + X;+l = 1 (a> 0).
What happens to the spherical image when a -+ oo? When a -+ O?
6.6. Show that the spherical image of an n-surface with orientation N is the
reflection through the origin of the spherical image of the same n-surface with
orientation - N.
6.7. Let a = (at. ... , an+d E !Rn + l , a =1= O. Show that the spherical image of an n-
surface S is contained in the n-plane al Xl + ... + an + 1 X n + 1 = 0 if and only if
for every PES there is an open interval I about 0 such that p + ta E S for all
tEl. [Hint: For the "only if" part, apply the corollary to Theorem 1, Chapter
5, to the constant vector field X(q) = (q, a).]
6.8. Show that if the spherical image of a connected n-surface S is a single point then
S is part or all of an n-plane. [Hint: First show, by applying the corollary to
Theorem 1, Chapter 5, to the constant vector fields W(q) = (q, w), where w 1. v,
{v} = N(S), that if B is an open ball which is contained in U and PES n B then
H nBc: S where H is the n-plane {x E !Rn + l: x • v = p • v}. Then show that if
0:: [a, b] -+ S is continuous and o:(t) E B for tl :S t :S t2 then o:(tl) • v = 0:(t2) • v
by showing that if, e.g., o:(tl)' v < 0:(t2) • v then S contains the open set
{x E B: o:(td • v < x • v < 0:(t2) • v}, which is impossible (why?).]
6.9. Let S = f-l(C), wheref: !Rn + 1 -+ R is a smooth function such that Vf(p) =1= 0 for
all pES. Suppose 0:: !R -+ !Rn+l is a parametrized curve which is nowhere tan-
gent to S (i.e., Vf(o:(t)) • ~(t) =1= 0 for all t with o:(t) E S; see Figure 6.6).

Figure 6.6 The curve 0: must cross the compact n-surface S an even number of times.
6 The Gauss Map 37

(a) Show that aJ each pair of consecutive crossings of S by «, the direction of

the orientation V/IIIV/il on S reverses relative to the direction of tX [Le.,
show that if, tX(t 1) E S and tX(t 2) E S, where t1 < tl, -and tX(t) , S for
t1 < t < t2, then V/(tX(t 1)) • ~(t1) > 0 if and only if V/(tX(tl)) • ~(tl) < 0.]
(b) Show that if S is compact and tX goes to 00 in both directions [Le.,
lim, ... - GO IItX(t)1I = lim, ... + GO IItX(t)1I = 00] then tX crosses S an even number of
times.
6.10. Let S be a compact n-surface in R"+ 1. A point P E R"+ 1 - S is outside S if there
exists a continuous map tX: [0, 00) -+ R"+ 1 - S such that tX(O) = P and
lim, ... GO IItX(t)1I == 00. Let ~(S) denote the set of all points outside S.
(a) Show that if fJ: [a, b] -+ R"+ 1 - S is continuous and fJ(a) E ~(S) then fJ(t) E
~(S) for all t E [a, b].
(b) Show that ~(S) is a connected open subset of R"+1.
 Geodesics

Geodesics are curves in n-surfaces which play the same role as do straight
lines in IRn. Before formulating a precise definition, we must introduce the
process of differentiation of vector fields and functions defined along pa-
rametrized curves. In order to allow the possibility that such vector fields and
functions may take on different values at a point where a parametrized curve
crosses itself, it is convenient to regard these fields and functions to be
defined on the parameter interval rather than on the image of the curve.
A vector field X along the parametrized curve oc f ~ IR n+ 1 is a function
which assigns to each t E f a vector X{t) at (X{t); i.e., X{t) E IR~(~) 1 for all t E f.
A function f along (X is simply a function f: f ~ IR. Thus, for example, the
velocity IX of the parametrized curve (X: f ~ IR n + 1 is a vector field along (X
(Figure 7.1); its length II IX II : f ~ IR, defined by II IX II (t) = IIIX{t)II for all t E f, is a
function along (x. II IX II is called the speed of (x.

Figure 7.1 The velocity field along a parametrized curve rl. Note that rl(t 1 ) = rl(t2)
does not imply that ~(td = ~(t2)'

38
7 Geodesics 39

Vector fields and functions along parametrized curves frequently occur as

restrictions. Thus if X is a vectOr field on U, where U is an open subset of
!R"+ t containing Image ex, then X 0 ex is a vector field along ex. Similarlyf 0 ex
is a function along ex whenever f: U --+ IR, where U::> Image ex.
Each vector field X along ex is of the form
X(t) = (ex(t), Xt(t), ... , X,,+t(t))
where each component Xi is a function along ex. X is smooth if each Xi: I --+ !R
is smooth. The derivative of a smooth vector field X along ex is the vector field
X along ex defined by
V(
At) = ( ex(t), dt dX n+ 1 (t).
dX t ( t~ ... , -;tt )

X(t) measures the rate of change of the vector part (Xt(t), ... , X,,+t(t)) of
X(t) along ex. Thus, for example, the acceleration eX of a parametrized curve ex
is the vector field along ex obtained by differentiating the velocity field eX
[eX = (&)] (see Figure 7.2).

a(to)
Figure~7.2 The acceleration Ci(to) is the derivative at to ofthe velocity vector field~.

It is easy to check (Exercise 7.4) that differentiation of vector fields along

parametrized curves has the following properties. For X and Y smooth
vector: fields along the parametrized curve ex: 1--+ /R"+ t andfa smooth func-
tion along ex,
(i) (X + Y) = X + Y
(ii) (IX) = !'X + fX
(iii) (X • V)' = i:- Y + X • Y
where X + Y, fX, and X • Y are defined along ex by
(X + Y)(t) = X(t) + Y(t)
(fX)(t) =f(t)X(t)
(X • Y)(t) = X(t) • Y(t)
for all tEl.
40 7 Geodesics

A geodesic in an n-surface S c IR n + 1 is a parametrized curve a: I ~ S

whose acceleration is everywhere orthogonal to S; that is, &(t) E S;(t) for all
tEl. Thus a geodesic is a curve in S which always goes" straight ahead" in
the surface. Its acceleration serves only to keep it in the surface. It has no
component of acceleration tangent to the surface.
Note that geodesics have constant speed, because a(t) E Srz(t) and
&(t) E S;(t) for all tEl implies that

:t IIa(t)II2 = :t (a(t) • a(t)) = 2a(t) . &(t) = o.

EXAMPLE 1. If an n-surface S contains a straight line segment a(t) = p + tv

(t E I) then that segment is a geodesic in S. Indeed, &(t) = 0 for all tEl so in
particular &(t) .1 Srz(t) for all tEl ..

EXAMPLE 2. For each a, b, c, dE IR, the parametrized curve a(t) =

(cos(at + b), sin(at + b), ct + d) is a geodesic in the cylinder xi + x~ = 1 in
1R 3 , because .

&(t) = (a(t), -a2 cos (at + b), _a 2 sin(at + b), 0) = ±a2N(a(t))

for all t E IR (see Figure 7.3).

Image CI. x3 Image CI.

(a) (b) (c)

Figure 7.3 Geodesics ~(t) = (cos(at + b), sin(at + b), ct + d) in the cylinder
xi + x~ = 1. (a) a = 0, (b) c = 0, (~) a 1= 0, c 1= 0.

EXAMPLE 3. For each pair of orthogonal unit vectors {e 1 , e2} in 1R3 and each
a E IR, the great circle (or point if a = 0) a(t) = (cos at)e 1 + (sin at)e2 is a
geodesic in the 2-sphere xi + x~ + x~ = 1 in II~P, because &(t) = (a(t),
- a2a(t)) = ±a2N(a(t)) for all t E IR (see Figure 7.4).

Intuitively, it seems clear that given any point p in an n-surface S and any
initial velocity v at p (v ESp) there should be a geodesic in S passing through
7 Geodesics 41

Figure 7.4 Great circles are geodesics in the 2-sphere.

p with initial velocity v. After al~ a 'racing car travelling on S, passing

through p with velocity v, should be able to continue travelling "straight
ahead" on S at constant speed Ilvll, thereby tracing out a geodesic in S. The
following theorem shows that this is the case, and that the geodesic with
these properties is essentially unique.

Theorem. ut S be an n-surface in !R"+ 1, let pES, and let v e Sp' Then there
exists an open .interval I containing 0 and a geodesic a: 1-+ S such that
(i) a(O) = p and eX(O) = v.
(ii) If p: 1-+ S is any other geodesic in S with P(O) = p and /J(O) = v, then
1 cJ and P(t) = a(t)for all t e'1.
.Remark. The geodesic a is called the maximal geodesic in S passing through
p with initial velocity v.
PIlOOF. S = f - ~ (c) for some c E IR and some smooth function f: U -+ IR (U
+
open in 1R"+ 1 ) with Vf(p) 0 for all pES. Since Vf(p) 0 for all pin some +
open set containing S, we may assume (by shrinking U if necessary) that
+
Vf(p) 0 for all p E U. Set N = VflIIVfll.
By definition, a parametrized curve a: I -+ S is a geodesic of S if and only
if its acceleration is everywhere perpendicular to S; that is, if and only if a( t)
is a multiple of N(a(t» for all tEl:
ti(t) = g(t)N(a(t»
for all tEl, where g: 1-+ IR. Taking the dot product of both sides of this
equation with N(a(t» we find
g = Ci • N 0 a= (a • N 0 a)' - a • N. ~ a
= -a . N ~ ex,
since eX • N oa = O. Thus a: I -+ S is a geodesic if and only if it satisfies the
differential equation
(G) ji + (a • N ~ a)(N a) = O. 0
42 7 Geodesics

This is a second order differential equation in (x. (If we write (X(t) =

(Xl (t), ... , Xn+1 (t)), this vector differential equation becomes the system of
second order differential equations
d 2x. n+l oN. dx.dx k
2' + L N i(Xl, ... , Xn+d~(Xl' ... , xn+d- -
J
dt dt d t
=0
j,k=l uXk
where the N j (j E {l, ... , n + l}) are the components ofN.) By the existence
theorem for the solutions of such equations, t there exists an open interval 11
about 0 and a solution /31: 11 ~ U of this differential equation satisfying the
initial conditions /31(0) = P and Pl(O) = v (that is, satisfying Xi(O) = Pi and
(dXi/dt)(O) = Vi for i E {l, ... , n + l}, where P = (Pb ... , Pn+ d and
v = (p, Vl' ... , Vn+1))' Moreover, this solution is unique in the sense that if
/32: 12 ~ U is another solution of (G), with /32(0) = P and P2(O) = v, then
/31 (t) = /32(t) for all tEll ( l 12 , It follows that there exists a maximal open
interval 1 (I is the union of the domains of all solutions to (G) which map 0
into P and have initial velocity v) and a unique solution (X: 1 ~ U of (G)
satisfying (X(O) = P and a(O) = v. Furthermore, if /3: I ~ U is any solution of
(G) with /3(0) = P and P(O) = v then I eland /3 is the restriction of (X to I.
To complete the proof, it remains only to show that the solution (X to (G)
is actually a curve in S. For, if so, it must be a geodesic since it satisfies the
geodesic equation (G), and the rest of the theorem follows from the uni-
queness statements above.
To see that (X is in fact a curve in S, note first that for every solution
(X: 1 ~ U of (G), a . N (X = O. Indeed,
0

(a . N 0 (X)' = &• N 0 (X + a. N ; (X =0
by (G), so a . N 0 (X is constant along (x, and
(a • N 0 (X)(O) = v . N(p) = 0
since v ESp and N (p) .1 Sp' It follows then that
(f (X)'(t) = Vf((X(t)) • a(t) = IIVf((X(t))IIN((X(t)) . a(t) = 0
0

for all tEl so f (X is constant, and f((X(O)) = f(p) = c so f((X(t)) = c for all
0

tEl; that is, Image (X cf-l(C) = S. 0

It follows from the theorem just proved that each maximal geodesic on
the unit 2-sphere in 1R·3 (Example 3) is either a great circle (parametrized by a
constant speed parametrization) or is constant ((X(t) = P for all t, some p)
since such a curve can be found through each point p with any given initial
velocity. Similarly, each maximal geodesic on the cylinder xi + x~ = 1 in 1R3
(Example 2) is either a vertical line, a horizontal circle, a helix (spiral), or is
constant.

t See e.g. W. Hurewicz, Lectures on Ordinary Differential Equations, Cambridge, Mass.: MIT
Press (1958), pp. 32-33. See also Exercise 9.15.
7 Geodesics 43

EXERCISES

7.1. Find the velocity, the acceleration, and the speed of each of the following
parametrized curves:
(a) IX(t) = (t, t 2)
(b) IX(t) = (cos t, sin t)
(c) IX(t) = (cos 3t, sin 3t)
(d) IX(t) = (cos t, sin t, t)
(e) a(t) = (cos t, sin t, 2 cos t, 2 sin t).
7.2. Show that if IX: 1-+ 1R"+ 1 is a parametrized curve with cons~~nt speed then
Ci(t) .1 a(t) for all tel.
, ~

7.3. Let IX: 1-+ 1R"+ 1 be a parametrized curve with a(t) =1= 0 for all tel. Show that
there exists a unit speed reparametrization Pof IX; i.e., show that there exists an
interval J and a smooth function h: J -+ I (onto) such that h' > 0 and such that
P= IX 0 h has unit speed. [Hint: Set h = S-1 where s(t) = J~o Ila(t)11 dt for some
to E I.]
7.4. Let X and Y be smooth vector fields along the parametrized curve IX: 1-+ 1R"+ 1
and let I: I -+ IR be a smooth function along IX. Verify that
+
(a) (X Y) = X + Y
(b) (Ix) = !'X + IX
(c) (X, Y)' = X . Y + X . Y.
7.5. Let S denote ihe cylinder xf + xi = r2 of radius r > 0 in R3. Show that IX is a
geodesic of S if and only if IX is of the form
IX(t) = (r cos (at + b), r sin(at + b), ct + d)
for some a, b, c, d E R.
7.6. Show that a parametrized curve IX in the unit n-sphere xf + ... + x:+ 1 = 1 is a
geodesic if and only if it is of the form
IX(t) = (cos,at)el + (sin at)e2
for some orthogonal pair of unit vectors {el' e2} in 1R"+ 1 and some a E R. (For
a =1= 0, these curVes are" great circles" on the n-sphere.)
7.7. Show that if IX: I -+ S is a geodesic in an n-surface S and if P= IX 0 h is a repar-
ametrization of IX(h: i -+ I) then Pis a geodesic in S if and only if there exist
a, b E R with a> 0 such that h(t) = at + b for all t E 1.
7.8. Let C be a plane curve in the upper half plane X2 > 0 and let S be the surface of
revolution obtained by rotating C about the xl-axis (see Example 5, Chapter 4).
Let IX: 1-+ C, IX(t) = (Xl(t), X2(t)), be a constant speed parametrized c~rve in C.
F or each 8 E IR, define CXs: I -+ S by I

IX6(t)= (Xl(t~ X2(t) cos 8, X2(t) sin 8)

and, for each tel, define P,: IR -+ S by the same formula:
Pt(8) = (Xl(t~ X2{t) cos 8, X2(t) sin 8).
44 7 Geodesics

meridians parallels profile curve C

Figure 7.5 Geodesics on a surface of revolution: all meridians are geodesics; a

parallel is a geodesic if it cuts the" profile curve" C at a point where the slope of Cis
zero.

The curves ex6 are called meridians of S, and the circles Pt are parallels of S (see
Figure 7.5).
(a) Show that meridians and parallels always meet orthogonally; i.e.,
~(t) . Pt(8) = 0 for all tEl, 8 E R
(b) Show that each meridian ClfI is a geodesic of S. [Hint: Note that {~(t), Pt(8)}
spans SI" where p = ex6(t). Hence it suffices to check that a6(t) is perpendicu-
lar to both ~(t) and Pt(8).]
(c) Show that a parallel Pt is a geodesic of S if and only ifthe slope X2(t)/X'I(t)
of the tangent line to C at ex(t) is zero.
7.9. Let S be an n-surface in /Rn + I, let v ESp, PES, and let ex: I -+ S be the maximal
geodesic in S with initial velocity v. Show that the maximal geodesic Pin S with
initial velocity cv (c E /R) is given by the forqlula P(t) = ex(ct).
7.10. Let S be an n-surface in /Rn+l, let PES, let v ESp, and let ex: I -+S be the
maximal geodesic in S passing through p with velocity v. Show that if p: 1-+ S
is any geodesic in S with P(to) = p and P(to) = v for some to E 1 then P(t) =
ex(t - to) for all tEl.
7.11. Let S be an n-surface in /Rn + I and let p: I -+ S be a geodesic in S with P( to) =
P(O) and P(to) = P(O) for some to E I, to =1= O. Show that P is periodic by show-
ing that P(t + to) = P(t) for all t such that both t and t + to E I. [Hint: Use
Exercise 7.10.]
7.12. An n-surface S in /Rn+ I is said to be geodesically complete if every maximal
geodesic in S has domain IR. Which of the following n-surfaces are geodesicalll
complete?
(a) The n-sphere xi + ... + x;+ I = 1.
(b) The n-sphere with the north pole deleted: xi + ... + X;+I = 1, Xn+1 =1= 1.
(c) The cone xi + x~ - x~ = 0, X3 > 0 in /R 3 •
(d)
(e)
The
The
cylinder xi + x~ = 1 in /R 3 •

,e.
cylinder in /R3 with a straight line deleted: xi + x~ = 1, XI =1= 1.
 Parallel Transport

A vector field X along a parametrized curve ex: I -+ S in an n-surface S is

tangent to S along ex if X(t) E S«(t) for all tEl. The derivative X of such a
vector field .is, however, generally not tangent to S. W~ can, nevertheless,
obtain a vector field tangent to S by projecting X{t) orthogonally onto Sri(t)
for each tEl (see Figure 8.1). This process of differentiating and then

X(t)
N(oc(t)) /

1P\/s.(t)
L
_ X'(~)

Figure 8.1 The covariant derivative X'(t) is the orthogonal projection onto the
tangent space of the ordinary derivative X(t).

projecting onto the tangent space to S defines an operation with the same
properties as differentiation, except that now differentiation of vector fields
tangent to S yields vector fields tangent to S. This operation is called covar-
iant differentiation.
Let S be an n-surface in·lRn + 1, let ex: 1-+ S be a.parametrizedcul-ve in S,
and let X be a smooth vector field tangent to S along ex. The covariant
derivative of X is the vector field X' tangent to S along ex defined by

X'{t) = X{t) - [X{t) • N{ex{t))]N{ex{t)),

45
 46 8 Parallel Transport

where N is an orientation on S. Note that X'(t) is independent of the choice

of N since replacing N by - N has no effect on the above formula.
It is easy to check that covariant differentiation has the following proper-
ties: for X and Y smooth vector fields tangent to S along a parameterized
curve ex: I -+ Sand f a smooth function along ex,
(i) (X + V)' = X' + Y'
(ii) (fX)' = f'X + fX'
(iii) (X • V)' = X' • Y + X • V'.
These properties follow immediately from the corresponding properties of
ordinary differentiation. For example, the following computation verifies
(iii):
(X . V)' = X. Y+ X •Y
= [X' + (X . N ex)N ex] . Y + X . [V' + (Y • N ex)N ex]
0 0 0 0

= X' • Y + X' V',

since N is perpendicular to S and X and Yare tangent to S.

Intuitively, the covariant derivative X' measures the rate of change of X
along ex as seen from the surface S (by ignoring the component of X normal
to S). Note that a parametrized curve ex: I -+ S is a geodesic in S if and only if
its covariant acceleration (~)' is zero along ex.
The covariant derivative leads naturally to a concept of parallelism on an
n-surface. In IRn+ 1, vectors v = (p, V) E IR; + 1 and w = (q, w) E IR~ + 1 are said
to be Euclidean parallel if v = w (see Figure 8.2(a)). A vector field X along a

I
p
!
(a) (b)

Figure 8.2 Euclidean parallelism in IR 2 : (a) parallel vectors; (b) a parallel vector
field.

parametrized curve ex: I -+ IRn + 1 is Euclidean parallel if X(t.) = X(t 2) for all •
t 1 , t2 E I, where X(t) = (ex(t), X(t)) for tEl (see Figure 8.2(b)). Thus X is
Euclidean parallel along ex if and only if X = o.
Given an n-surface S in IRn + 1 and a parametrized curve ex: I -+ S, a
smooth vector field X tangent to S along ex is said to be Levi-Civita parallel,
or simply parallel, if X' = O. Intuitively, X is parallel along ex if X is a constant
vector field along ex, as seen from S.
8 Parallel Transport 47

Note that Levi-Civita parallelism has the following properties:

(i) If X is parallel along ex, then X has constant length, since

~
dt
IIXI1 2 = ~ (X • X) = 2X' • X = O.
dt
(ii) If X and Yare two parallel vector fields along ex, then X • Y is constant
along ex, since
(X • V)' = X' • Y + X • Y' = O.
(iii) If X and Yare parallel along ex, then the angle cos-I(X • Y/IIXIIIIYII)
between X and Y is constant along ex, since X • Y, IIXII, and IIYII are each
constant along ex.
(iv) If X and Yare parallel along ex then so are X + Y and eX, for all e E IR.
(v) The velocity vector field along a parametrized curve ex in S is parallel if
and only if ex is a geodesic.

Theorem 1. Let S be an n-surface in IRn + I, let ex: I -+ S be a parametrized curve

in S, let to E I, and let v E S«(to)' Then there exists a unique vector field V,
tangent to S along ex, which is parallel ~nd has V(t o) = v.
PROOF. We require a vector field V tangent to S along ex satisfying V' = O.
But
V' = V"- (V . N ex)N ex
0 0

= V - [(V • N ex)' - V • N ~ ex]N ex

0 0

= V + (V • N ~ ex)N ex 0

so V' = 0 if and only if V satisfies the differential equation

(P)
This is a first order differential. equation in V. (If we write V(t) = (ex(t),
VI (t), ... , v,. + I(t)), this vector differential equation becomes the system of
first order differentia1 equations
dV: n+ I
-d'+
t
L (N i
j= I
0 ex)(Njo ex)'J.) = 0

where the N j UE {I, ... , n + I}) are the components ofN.) By the existence
and uniqueness theorem for solutions of first order differential eqljlations,
there exists a unique vector field V along ~ satisfying equation (P) tbgether
with the initial condition V(t o) = v (that is, satisfying Yt(t o) = Vi for
i E {I, ... , n + I}, where v = (ex(to), Vb ... , vn + d). The existence and
uniqueness theorem does not guarantee, however, that V is tangent to S
along ex.
48 8 Parallel Transport

To see that V is indeed tangent to S, simply note that, by (P),

(V • N 0 ex)' = V . N ex + V • N ~ ex
0

= [- (V • N ~ ex)N 0 ex] • N 0 ex + V • N ~ ex
= - V • N ~ ex + V . N ~ ex = 0,
so V • N ex is constant along ex and, since (V • N ex)(to) = v • N(ex(to)) = 0,
0 0

this constant must be zero. Finally, this vector field V, tangent to S along ex,
is parallel because it satisfies equation (P). 0
Remark. We have implicitly assumed in the above proof that the solution
V of (P) satisfying V(t o) = v is defined on the whole interval] and not just on
some smaller interval containing to . That this is indeed the case can be seen
from the following argument. Suppose 1 c ] is the maximal interval on
which there exists a solution V of (P) satisfying V(t o) = v. If 1 =1= ], there
exists an endpoint b of 1 with bE]. Let {t i} be a sequence in 1 with
limi .... oo ti = b. Since IIVII is constant on 1, IIV(ti)11 ~ Ilvll for all i, so the
sequence {V(ti)} of vector parts of {V(ti)} takes values in a compact set, the
sphere of radius Ilvll about the origin in IRn + 1. It follows that {V(ti)} must
have a convergent subsequence {V(tik)}' Let w = limk .... oo V(t ik ), and let W be
a solution of (P), on some interval J containing b, with W(b) = (ex(b), w).
Then W - V is also a solution of (P), on 1 n J, and in particular IIW - VII is
constant on 1 n J. But
lim II W(t ik ) - V(t ik )II = Ilw - wll = 0
k .... oo

so IIW - VII = 0 on J n 1; that is, W = Von J n 1. Hence the vector field

on ] u 1 which is equal to V on ] and to W on 1 extends V to a solution of
(P) on an interval larger than 1, contradicting the maximality of 1. Hence
1 = ], as claimed.
Corollary. Let S be a 2-surface in 1R3 and let ex: ]-+ S be a geodesic in S with
& #= O. Then a vector field X tangent to S along ex is parallel along ex if and
only if both IIXII and the angle between X and & are constant along ex (see
Figure 8.3).

Figure 8.3 Levi-Civita parallel vector fields along geodesics in the 2-sphere.
8 Parallel Transport 49

PROOF. The "only if" statement is immediate from properties (i) and (iii)
above. So suppose both IIXliand the angle (J between X and ~ are constant
along cx, Let to E I and let v E S«(to) be a unit vector orthogonal to ~(to). Let V
be the unique parallel vector field along a such that V(to ) = v. Then IIVII = 1
°
and V • ~ = along cx so {~(t), V(t)} is an orthogonal hasis for Srz(t) , for each
tel. In particular, 'there exist smooth functions f, g: 1-+ IR such that
X ::;:: ff!. + gV. Since

cos (J = X • ~/"XII II~II = fllcilllllXII

and
IIXII 2 = f211~112 + g2,
the constancy of (J, "XII, and II~II along cximplies thatfand g are constant
along cx. Hence X is parallel along ex, by property (iv) above. 0

Parallelism can be used to transport tangent vectors from one point of an

n-surface to another. Given two points pand q in an n-surface S, a par-
ametrizedcurve in Sfrom p to q is a smooth mapa: [a, b] -+ S, from a closed
interval [a, b] into S, with cx(a) = p and cx(b) = q. By smoothness of a map cx
defined on a closed interval we mean that cx is the restriction to [a, b] of a
smooth map from some open interval containing [a, b] into S. Each par-
ametrized curve cx: [a, b] -+ S from p to q determines a map Prz: SP -+ Sf by
Prz(v) = V(b)
where, for v ESp, V is the uniqueparaUel vector field along cx with V(a) = v.
Prz(v) is called the parallel transport (or parallel translate) of v along cx to q.

EXAMPLE. For (J E IR, ·let ex,: [0, x] -+ 52 be the parametrized curve in

the unit 2-sphere 52, from the north pole p = (0, 0, 1)· to the south pole
q = (0, 0, - 1~ defined by
cx,(t) = (cos (J sin t, sin (J sin t, cos t).
Thus, for each (J, cx, is half of a great circle on 52 (see Figure 8.4). Let
v = (p, 1, 0, 0) E ~. Since CXo is a geodesic in 52, a vector field tangent to 52
along CXo will be paranel if and only if it has constant length and keeps
constant angle with ~o. The one with initial value v is
Vo(t) = (cos (JPo(t) - (sin (J)N(a,(t)) )( a,(t~

where N is the outward orientation on 52. Hence

Prz/l(V) = Vo(x)
= (cos (J)(q, -cos (J, -sin (J, 0) - (sin (J)(q, -sin (J, cos (J,O)
= - (q, cos 2(J, sin 2(J,0).
50 8 Parallel Transport

Image 0(0

Image a n l4
Image a ni2

Pal4 (v)

Figure 8.4 Parallel transport along geodesics in the 2-sphere.

Note that parallel transport from p to q is path dependent; that is, if ex and
fJ are two parametrized curves in S from p to q and v ESp, then, in genera~
PCl(v) =1= Pp(v).
Tangent vectors v ESp, PES, may also be transported along piecewise
smooth curves in S. A piecewise smooth parametrized curve ex in S is a contin-
uous map ex: [a, b] -+ S such that the restriction of ex to [tb ti+ d is smooth
for each i E {O, 1, ... , k}, where a = to < tl < ... < tk + 1 = b (see Figure 8.5).

Figure 8.5 A piecewise smooth curve rt in a 2-surface.

The parallel transport of v E SCl(a) along ex to ex(b) is obtained by transporting v

along ex to ex(t l ) to get VI E SCl(tl) , then transporting VI along ex to ex(t2) to get
V2 E SCl(t2) , and so on, finally obtaining PCl(v) by transporting Vk E SCl(tk) along
ex to ex(b).

Theorem 2. Let S be an n-surface in IRn + 1, let p, q E S, and let ex be a piecewise

smooth parametrized curve from p to q. Then parallel transport Pcl: Sp -+ Sq
8 Parallel Transport Sl

along ex is a vector space isomorphism which preserves dot products; that is,
(i) PIX is a linear map
(ii) P« is one to one and onto
(iii) P«(v) • P«(w) = v • w for all v, WE Sp.
PROOF. Property (i) is an immediate consequence of the fact that if V and W
are parallel vector fields along a parametrized curve in S, then so are V + W
and cV, for all c E IR. Similarly, property (iii) follows from the fact that if V
and Ware parallel then V • W is constant. Finally, the kernel (null space) of
PIX is zero because IIP«(v)/I = 0 implies IIvll = 0, by (iii~ so PIX is a one to one
linear map from one n-dimensional vector space to another. But all such
maps are onto. 0

EXERCISES .

8.1. Let S be an n-surface in.R"+ 1, let~: I ..... S be a parametrized curve, and let X and
Y be vector fields tangent to S along ~. Verify that
(a) '(X + Y)' = X' + Y', and
(b) (IX)' =!'X +IX',
for all smooth functions I along ~.

8.2. Let S be an n-plane alXl + ... + a;'+lx.+l == b in R"+I, let p, q E S, and let
v = (p, v) ESp. Show that if~ is any parametrized curve in S from p to q then
PII(v) = (q, v). Conclude that, in an n-plane, parallel transport is path
independent. .
8.3. Let ~: [0, x] ..... 52 be the half great circle in 52, running from the north pole
p = (0, 0, 1) to the south pole q = (0, 0, -1~ defined by ~(t) = (sin t,O, cos t).
Show that, for v == (p, Vb Vl' 0) E 5~, PII(l') = (q, -Vb V2, 0). [Hint: Check this
first when v = (p, 1, 0, .0) and when v = (p, 0, 1, 0); then use the linearity of PII']
8.4. Let p be a point in the 2-sphere 52 and let v and wE 5~, be such that ~l'lI == Ilwll·
Show that there is a piecewise smooth parametrized curve~: [a, b] ..... 52, with
~(a) = ~(b) = p, such that p.(l') = w. [Hint: Consider closed curves ~, with
&(a) ,,;,. v, which form geodesic triangles with ~(t) .l p for t in the "middle
segment" of [a, b].]
8.5. Let~: I ..... R"+ 1 be a parametrized curve with ~(t) E SIn S 2 for all tel, where
S 1 and S2 are two n-surfaces in R"+ 1. Suppose X is a vector field along ~ which is
tangent both to SI and to S2along~.
(a) Show by example that X may be parallel along ~ viewed as a curve in S 1 but
not parallel along ~ viewed as a curve in S 2' I

(b) Show that if S 1 is tangent to S 2 along. ~ (that is,(S 1)11(0 = (S 2)1I(t) for all tel)
then X is parallel along ~ in S 1 if and only if X is parallel along ~ in S 2 .
(c) Show that, if S 1 and S i. aren-surfaces which are tangent along a par-
ametrized curve ~: I ..... S 1· n S 2, then ~ is a geodesic in S 1 if and only if ~ is a
geodesic in S2 .
52 8 Parallel Transport

8.6. Let 8 be an n-surface and let ct: 1-+8 be a parametrized curve in 8. Let p: 1-+ 8
be defined by p = ct h where h: 1-+ I is a smooth function with h'(t) =1= 0 for all
0

t E 1. Show that a vector field X tangent to 8 along ct is parallel if and only if

X h is parallel along p. Conclude that parallel transport from p E 8 to q E 8
0

along a parametrized curve ct in 8 is the same as parallel transport from p to q

along any reparametrization of ct, and that parallel transport from q to p along
ct h, where h( t) = - t, is the inverse of parallel transport from p to q along ct.
0

8.7. Let 8 be an n-surface in [Rn+l, let p E 8, and let Gp denote the group of non-
singular linear transformations from 8 p to itself. Let
Hp = {T E Gp: T= P(I. for some piecewise smooth ct: [a, b] -+ 8 with
ct(a) = ct(b) = pl.
Show that H p is a subgroup of Gp by showing that
(i) for each pair of piecewise smooth curves ct and pin 8 from p to p there is a
piecewise smooth curve '}' from p to p such that
Py = PpoP(I.' and
(ii) for each ct in 8 from p to p there is a p in 8 from p to p such that P p = P; 1.
(The subgroup Hp is called the holonomy group of 8 at p.)
8.8. Let ct: I -+ 8 be a unit speed curve in an n-surface 8, and let X be a smooth vector
field, tangent to 8 along ct, which is everywhere orthogonal to ct (X(t)) . &(t) = 0
for all t E 1). Define the Fermi derivative X' of X by
X'(t) = X'(t) - [X'(t) • &(t)]&(t).
(a) Show that if X and Yare smooth vector fields along ct which are tangent to 8
and orthogonal to ct then
(i) (X + V)' = X' + Y'
(ii) (fX)' =!'X + fX' for all smooth functions f along ct, and
(iii) (X . V)' = X' . Y + X . Y'.
(b) Show that if a E I and v E 8(1.(a) is orthogonal to ~(a) then there exists a
unique vector field V along ct, tangent to 8 and orthogonal to ct, such that
V' = 0 and V(a) = v. (V is said to be Fermi parallel along ct.)
(c) For ct: [a, b] -+ 8 a parametrized curve in 8 and v E 8(1.(a), with v 1. &(0), let
F(I.(v) = V(b) where V is as in part b). Show that F(I. is a vector space isomor-
phism from ~(a)l. onto ~(b)\ where &(t)l. is the orthogonal complement of
&(t) in 8(1.(t). Also show that F(I. preserves dot products. (F(I.(v) is the Fermi
transport of v along ct to ct(b).)
 The Weingarten Map
9

We shall now consider the local behavior of curvature on an n-surface. The

way in which an n-:surface curves around in w-+ 1 is measured by the way the
normal direction changes as we move from point to point on the surface. In
order to measure the rate of cbange of the normal direction, we need to be
able to differentiate vector fields on n·surf'aces.-
Recall that, given a smooth function / defined on an open set U in R" + 1
and a vector v E R;+ 1, P E U, the derivative of/with respect to, is the real
number
Vv /= (/0 a)'(to)
where a: 1-+ U is any parametrized curve in U with ti(to) = v. Note that,
although the curve a appears in the formuladefinins Vv f, the value of the
derivative does not depend on the choice of a. Indeed, by the chain rule,

Vv / = (/0 a)'(to) = Vf(a(t o» · «(to) = V/(P) • v.

This formula, expressinl Vv/in terms or the gradient off, shows that the
value of Vv / is independent of the choice of C\JI'Ve a passinl through p with
velocity v. It is frequently the most useful formula to use in computations.
This formula also shows that the (unction which sends v into Vv / is a linear
map from R: + 1 to R; that is,

Vv+./= Vv / + V.I

for all v, WE R;+1 and CE R.

53
54 9 The Weingarten Map

Note that Vvf depends on the magnitude of v as well as on the direction

ofv. The formula V2v f = 2Vvf, for example, expresses the fact that if we move
twice as fast through p, the observed rate of change off will double.
When Ilvll = 1, the derivative Vv fis called the directional derivative offat
p in the direction v.
Given an n-surface S in !Rn + 1 and a smooth functionf: S -+ !R, its deriva-
tive with respect to a vector v tangent to S is defined similarly, by
Vvf= (f (X)'(t o ) 0

where (X: 1-+ S is any parametrized curve in S with ti(to ) = v. Note that the
value of Vv f is independent of the curve (X in S passing through p with
velocity v, since
Vv f = (J (X)'(t o ) = VJ((X(t o )) • ti(to ) = VJ(p) • v
0

whereJ: U -+ !R is any smooth function, defined on an open set U containing

S, whose restriction to S is f It also follows from this last formula that the
function which sends v into Vv f is a linear map from Sp to !R.
The derivative of a smooth vector field X on an open set U in !Rn + 1 with
respect to a vector v E !R~ + 1, P E U, is defined by
VvX = (X ~ (X)(t o )
where (X; 1-+ U is any parametrized curve in U such that ti(t o ) = v. For X a
smooth vector field on an n-surface S in !Rn + 1 and va vector tangent to Sat
PES, the derivative VvX is defined by the same formula, where now (X is
required to be a parametrized curve in S with ti(to ) = v. Note that, in both
situations, VvX E !R~+ 1 and that
VvX = ((X(t o ), (Xl 0 (X )'(to ), ... , (Xn+ 1 0 (X )'(to ))
= (p, VvX h •.. , VvX n + 1 )
where the·X i are the components ofX. In particular, the value ofVvX does
not depend on the choice of (X.
It is easy to check (Exercise 9.4) that differentiation of vector fields has the
following properties:

(i) Vv(X + Y) = VvX + VvY

(ii) Vv(fX) = (Vvf)X(p) + f(p)(VvX)
(iii) Vv(X' Y) = (VvX) • Y(p) + X(p) • (VvY)

for all smooth vector fields X and Y on U (or on S) and all smooth functions
f: U -+ !R (or f: S -+ !R). Here, the sum X + Y of two vector fields X and Y is
the vector field defined by (X + Y)(q) = X(q) + Y(q), the product of a func-
tionf and a vector field X is the vector field defined by (fX)(q) = j;(q)X(q),
and the dot product of vector fields X and Y is the function defined by
(X· Y)(q) = X(q) • Y(q), for all q E U (or for all q E S). Moreover, for each
smooth vector field X, the function which sends v into VvX is a linear map,
9 The Weingarten Map 55

from IR:+ 1 into IR:+ 1 if X is a vector field on an open set U, and from Sp into
IR:+ 1 if X is a vector field on an n-surface S.
Note that the derivative VvX of a tangent vector field X on an n-surface S
with respect to a vector v tangent to S at PES will not in general be tangent
to S. In later chapters we will find it useful to consider the tangential com-
ponentDvX of VvX:
DvX = VvX - (VvX • N(p))N(p),
where N is an orientation on S. DvX is called the covariant derivative of the
tangent vector field X with respect to v E Sp. Note that DvX = (X 0 a)'(to )
where a: I ..... S is any parametrized curve in S with a(to) = v. Covariant
differentiation has the same properties ((i)-(iii) above, with V replaced by D)
as ordinary differentiation (see Exercise 9.5). Moreover, for each smooth
tangent vector field X on S, the function which sends v into DvX is a linear
map from Sp into Sp.

We are now ready to study the rate of change of the normal direction N
on an oriented n-surface S in jR" + 1. Note that, for PES and v ESp, the
derivative VvN is tangent to S (i.e., VvN 1.. N(P)) since
0= Vv(1) = Vv(N • N)= (VvN) • N(p) + N(p)· (VvN)
= 2(Vv N) • N(p).
The linear map Lp: S p-+ S p defined by.
Lp(v) = -VvN
is called the Weingarten map of S at p. The geometric meaning of Lp can be
seen from the formula
VvN = -(N ; a)(to )
where a: I ..... S is any parametrized curve in S with ~(to) = v: Lp(v) measures
(up to sign) the rate of change of N (i.e., the turning of N since N has
constant length) as one passes through palong any such curve a. Since the
tangent space S(J(t) to Sat a(t) is just [N(a(t))J1., the tangent space turns as the
normal N turns and so Lp(v) can be interpreted as a measure of the turning
of the tangent space as one passes through p along a (see Figure 9.1). Thus
Lp contains information about the shape of S; for this reason Lp is
sometimes called the shape operator of S at p.
For computational purposes, it is important to note that Lp(v) can be
obtained from the formula
Lp(v) = -VvN = -(p, VvN h ..• , VvN,.+d
= -(p, VN 1 (p)· v, ... , VN,.+l(P) • v),
where N is any smooth vector field defined on an open set U containing S
with ~(q) = N(q) for all q E S. Note that ~(q) need not be a unit vector for
56 9 The Weingarten Map

Figure 9.1 The Weingarten map. Lp(v) = - (N ~ 1X)(to) measures the turning of the
normal, hence the turning of the tangent space, as one passes through p along the
curve IX.
q ¢ S. When f: U -+ IR is such that S = f-l(C) for some IR and N(q) = CE
Vf(q)/IIVf(q)11 for all q E S, it is natural to take N = VJ7IIVfll. Sometimes,
however, another choice of N is more convenient, as the following example
shows.

EXAMPLE. Let S be the n-sphere xi + ... + x;+ 1 = r2 of radius r > 0,

oriented by the inward unit normal vector field N:
N(q) = (q, -q/llqll) = (q, -q/r)
for q E S. Setting N(q) = (q, - q/r) for q E IRn + 1 (i.e.,

we have, for PES and v ESp,

Lp(v) = -VvN = -(p, VvN h ... , VvNn + 1 )
= _ (p, V y ( _ x,' ), ... , V
y ( _ x.; 1) )

But, for each i E {1, ... , n + 1},

VvXi = Vxi(p)· v = (p,O, ... ,1, ... ,0)· (p, Vh ••• , Vn +l) = Vi
so
9 The Weingarten Map 57

Thus the Weingarten map of the n-sphere of radius r is simply multiplication

by l/r. Note however the dependence on the choice of orientation: if S is
oriented by the outw~rdnormal - N, the Weingarten map will be multipli-
cation by - l/r.

The following two theorems exhibit important properties of the We ingar- .

ten map.

Theorem 1. Let S be an n-surface in /R"+ 1, oriented by the unit normal vector

field N. Let PES and v ESp. Thenfor every parametrized curve ex: 1 -+ S, with
&(to) = v for some to E I,
ii(to) • N(p) = Lp(v) • v.
This theorem says that the normal component ci(to) • N(P) of acceleration
is the same for. all parametrized curves (l in S passing through p with velocity
v. In particular, if the normal component of acceleration is non-zero for
some curve (l with a(to) = v toen it is non-zero for all curves in S passing
through p with the same velocity (see Figure 9.2). This component ofacceler-

r----~
s
Lp(')·'

t_______~_
Figure 9.2 All parametrized curves in S passing through p with the same velocity
will necessarily have. the same normal component of acceleration at p. In the figure,
a(tt} = P(tl) = a(h) = v; fJ is a geodesic.

ation is forced on every such curve in S by the shape of S at p and, according

to' the above formula, it can be computed directly from the value of the
Weingarten map L" on v.
Note that when ex is a geodesic, its only component of accelel;"ation is
normal to the surface, and this acceleration is forced on ex by the shaPe of the
surface.
For S the n-sphere of radius r, the computation in the example above
shows that every unit speed curve ex in Shas normal component of accelera-
tionpointing inward with'magnitude l/r.
58 9 The Weingarten Map

PROOF OF THEOREM 1. Since (X is a parametrized curve in S, ti( t) E S(J(t) =

[N((X(t))].l for all t E J; i.e., ti . (N (X) = 0 along (x. Hence
0

0= [ti • (N 0 (X)]'(t o )
= (i(t o ) • (N 0 (X)(t o ) + ti(to ) • (N ~ (X)(t o )
= (i(t o ) • N((X(t o )) + v· VvN
= (i(t o ) • N(p) - v . Lp(v)
so (i(t o ) • N(p) = Lp(v) • v as claimed. o
Theorem 2. The Weingarten map Lp is self-adjoint; that is,
Lp(v) • W = v • Lp(w)
for all v, WE Sp.

PROOF. Let f: U ..... IR (U open in IR n + I) be such that S = f-I(C) for some

c E IR and such that N(p) = Vf(p)/IIVf(p)11 for all pES. Then

L.(v)· W = (-V.N)· W = -V'(II;j'II)· W

= - [V'(II;fll)Vf(P)+ IIV)(p)11 V.(V!)]. W

= -V'(II;fll)Vf(P). W -IIV)(p)11 [V.(Vf)) · w.

Since Vf(p) • W = 0, the first term drops out. Thus
1
Lp(v) • W = - IIVf(p)11 [Vv(Vf)] • W
1 (Of of )
= -IIVf(p)11 p, Vv ox I ' ••• , Vv OXn+1 • W

= -IIV)(P)II (P. V(:~)P)· v•...• V(a::'J(P)·

1 ( n+ I 02f n+ I 02f )
+
W

= - IIVf(P)11 P,.LI aXl. aXl

1=
(p)Vi,.··,.L
1= I
aXl. aXn+I (P)Vi· W

1 n+ I 02f
IIVf(p)11 i. ~ I OXi OX j (P)ViWj'

where v = (p, Vh ••• , Vn+l) and W = (p, WI' ••• , Wn+l)'

The same computation, with v and W interchanged, shows that
1 n+ I 02f
Lp(w) • v = - IIVf(p)11 i.~l OXi OX j (P)WiVj.
9 The Weingarten Map 59

Since 02f10Xi OXj = 02f10Xj OXi for all (i, j), we can finally conclude that
1 1I+1 02j
Lp(v) • W = - IIVj(p)11 i'~1 OXi OXj (P)viWj

1 n+1 02j
IIVj(p)11 i, ~ 1 OXj OXi (P)viWj
1 n+l 02/
IIVj( )11 . ~ ~ (P)wjVi = Lp(w) • V. 0
P l,j=1 UXj uXi

EXERCISES

9.1. Compute Vvf wheref: R"+l-+R and v e R;+l, p e R"+ I , are given by
(a) f(Xh X2) = 2x~ + 3x~, v = (1,0, 2, 1) (n = 1)
(b) = x~ - x~, v = (1, 1, cos 8, sin 8)
f(Xh X2) (n = 1)
(c) f(Xh X2, X3) = Xl X2 xL v = (1, 1, 1, a, b, c) (n = 2)
(d) f(q) = q • q, v = (p, v) (arbitrary n).
9.2. Let U be an open set in R"+ 1 and letf: U -+ R be a smooth function. Show that
if e, = (p,0, ... , 1, ... , 0) where p eU and the 1 is in the (i + 1)ih ~pot (i spots
after the p), then V.I f = (bflox,)(P).
9.3. Compute VvX where v e R;+l, p e R"+ I , and X are given by
(a) X(Xh (Xh X2, Xl X2, X~), V = (1, 0, 0, 1)
X2) = (n = 1)
(b) X(Xh (Xl', X2, -X2, Xl), v = (cos 8, sin 8, -sin 8, cos 8)
X2) = (n = 1)
(c) X(q) = (q, 2q), v = (0, ... ,0, 1, ... , 1) , (arbitrary n).
9.4. Verify that differentiation of vector fields has the properties (i)-(iii) as stated on
page 54.
9.5. Show that covariant differentiation of vector fields has the following proper-
ties: for peS and v e S"
(i) Dv(X + V) = DvX + DvV ,
(ii) Dv(fX) = (Vv f)X(p) + f(p)DvX
(iii) Vv(X • V) = (DvX) ~ Y(p) + X(p) • (Dv V)
for all smooth tangent vector fields X and V on S and all smooth functions
f:S-+R.
9.6. Suppose X is a smooth unit vector field on an n-surface S in R"+ I; i.e.,
IIX(q)1I = 1 for all q e S. Show that VvX.J.. X(p) for all ve S" peS. Show
further that, if X is a unit tangent vector field on S, then DvX .J.. X(p ~
9.7. A smooth tangent vector field X on an n-surface S is said to be a geodesic vector
field, or geodesic flow, if all integral curves of X are geodesics of S.
(a) Show that a smooth tangent vector field X on S is a geodesic field if and
only if Dx(;~X = 0 for all peS.
(b) Describe a geodesic flow on a 2-surface of revolution in R3.
60 9 The Weingarten ~ap

9.8. Compute the Weingarten map for

(a) the hyperplane al Xl + ... + an+1 x n+1 = b [(al"'" an+d #- (0, ... ,0)]
(b) the circular cylinder xi + X~ = a2 in ~3 (a +- 0)
(Choose your own orientations).

9.9. Show that if S is an n-surface and N is a unit normal vector field on S, then the
Weingarten map of S oriented by - N is the negative of the Weingarten
map of S oriented by N.

9.10. Let V be a finite dimensional vector space with inner product (dot product).
Let L: V -+ V be a linear map.
(a) Show that there exists a unique linear map L*: V -+ V such that
L*(v) • W = v • L(w) for all v, WE V. [Hint: Choose an orthonormal basis
{eb ... , en} for Vand compute L*(ej) for each i]. (L* is the adjoint of L.)
(b) Show that the matrix for L* relative to an orthonormal basis for V is the
transpose of the matrix for L relative to that basis. Conclude that L is
self-adjoint (L* = L) if and only if the matrix for L relative to any orthonor-
mal basis for V is symmetric.

9.11. Let S =f-l(C) be an n-surface in ~n+1, oriented by V.I7IIVfll. Suppose PES is

such that Vf(p)/IIVf(p)11 = en + h where ej = (p, 0, ... , 1, ... , 0) with the 1 in the
(i + 1)th spot (i spots after the p) for i E {1, ... , n + 1}. Show that the matrix for
Lp with respect to the basis {eh e2, "', en} for Sp is

9.12. Let S be an n-surface in ~n+ 1, oriented by the unit normal vector field N.
Suppose X and Yare smooth tangent vector fields on S.
(a) Show that
(VX(p)Y) . N(p) = (Vy(p)X) . N(p)
for all pES. [Hint: Show that both sides are equal to Lp(X(p)) • Y(p).]
(b) Conclude that the vector field [X, Y] defined on S by [X, Y](p)
= VX(p)Y - VY(p)X is everywhere tangent to S. ([X, Y] is called the Lie
bracket of the vector fields X and Y.)

9.13. The derivative at p E U (U open in ~n+ l) of a smooth map F: U -+ ~n+ 1 is the

linear transformation F' (p ): ~n + 1 -+ ~n + 1 such that for every e > 0 there exists
a b > 0 guaranteeing that
IIF(p + v) - F(p) - F'(p)(v)ll/llvll < e whenever Ilvll < b.
Show that if X: U -+ ~n + 1 is smooth and X is the vector field on U given by
X(q) = (q, X(q)) for all q E U then the derivative of X with respect to a vector
v = (p, v) E ~n+ 1, where p E U, can be computed from the formula
VvX = (p, [X'(p)](v)).
9 The Weingarten Map 61

9.14. Show that the. Weingarten map at a point p of an n-surface S in R"+1 is

essentiany equal to the negative of the derivative at p of the Gauss map of S by
showing that
L,,(p, v) == (p, -[N'(p)](v))
for (p, v) E S", where N: U -+ R"+ 1 is any smooth function, defined on an open
set U containing S, whose restriction-to S is the Gauss map N of S. [For the
definition of the derivative, ~ Exercise 9.13.]
9.15. Let I: U -+ iii, S == I - 1(c), and N == VII II VI ~ be as in the proof of the theorem of
Chapter 7. Let X be the vector field on U x R" + 1 defined by
X(w) == X(q, w) == (q, w, w, -(w· V.N)N(q))
where N(q) is the vector part ofN(q) (N(q).== (q, N(q)). For each parametrized
«
curve «: 1 -+ U, define the natural lift of « to be the parametrized curve
«: 1 -+ U X RIJ + 1 given by «(t) == «(t).
(a) Suppose «: 1-+ S. Show that« is a geodesic of S ifand only if its natural lift
«is an integral curve ofX. [Hint: Show that «(t) == X(i(t» for an tel ifand
only if« satisfies the geodesic equation (G~] Conclude that if «: 1 ..... S and
fJ: 1-+ S are geodesics in S with «(0) = fJ(O) and «(0) = IJ(O) then «(t) == fJ(t)
for all tel n 1. .
(b) Given, II: (p, v) E U x R" + 1, let fJ: I -+ U x R" + 1 be the intearal curve of
X through •. Then fJ(t}lsd the form fl(t),. (fJl(t), fJl(t»)WherefJl: 1-+ U
and fJl: I ..... R"+ 1. Show that if, e Sand·' e S, then fJ 1 is a geodesic of S
passing thrOUlh, with initial velodty •• [Hint: First check thatfJl satisfies
the geodesic equation (G), then proceed as in the proof.of the theorem of
Chapter 7 to verify that fJl actually maps limo S.]
Remark. Exercise 9.15 verifies the existence and uniqueness ofa maximal geodesic
IX in S with· initial conditions «(0) =, =
and «(C}) Y using only the existence and
uniqueness theorem for integral curves of vector fields. The introduction of the
«
natural Jift of a curve « is the geometric aruilope of the substitution u, = dx,fdt
which reduces the 2nd order differential system

d1x, + L N· oNJtE:J.dxt = 0
dt" 'ox" dtdt
(in n + 1 variables Xi) to the first order differential system
dXi
fit=u,.

I
(in 2n + 2 variables Xi and u,). This first order system ,of differential equations isjust
the ditTerential equation for the integral curves of X in U x RIJ + 1 c: R"r+". The
vector field X is called a geodesic spray.
 Curvature of Plane Curves

10

Let C = f-l(C), where f: U --+ IR, be a plane curve i~ the open set U c 1R2,
oriented by N = VflIIVfll. Then, for each P E C, the Weingarten map Lp is a
linear transformation on the I-dimensional space C p' Since every linear
transformation from a I-dimensional space to itself is mUltiplication by a
real number, there exists, for each P E C, a real number K(p) such that
Lp(v) = K(p)V for all v E C p.
K(p) is called the curvature of C at p.
If v is any non-zero vector tangent to the plane curve C at p E C then
Lp(v) • v= K(p)llvI1 2
so the curvature of C at p is given by the formula
K(p) = Lp(v) • v/llvl12.
In particular, if IX: I --+ C is any parametrized curve in C with ci(t) =1= 0 for all
tEl then, by Theorem 1 of Chapter 9,
= Lp(ci(t)) • ci(t) = cx(t) • N(IX(t))
( ( ))
K IX t 11&(t)112 11&(t)112
If IX is a unit speed parametrized curve in C, this formula reduces to
, K(IX(t)) = Ci(t) • N(IX(t)).
Thus the curvature of C at p E C measures the normal component of acceler-
ation of any unit speed parametrized curve in C passing through p.
Note in particular the significance of the sign of K(P): if K(p) > 0 then the
curve at p is turning toward its normal N(p), and if K(p) < 0 the curve is
turning away from N(p) (see Figure 10.1).

62
10 Curvature of ~lane Curves 63

Figure 10.1 The curvature of C is positive at points where C is bending toward its
normal and is negative where C is bending away from its normal.

One way to compute the curvature of a plane curve is to use the formula
K IX = (tX· N 1X)/lltiI1 2 (or the equivalent formula in Exercise 10.1), where IX
0 0

is any parametrized curve in C; whose velocity is nowhere zero. If such an IX is

oriented consistently with the orientation on C, it is called a local parametri-
zation of C.
Given an oriented plane curve C and a point p E C, a parametrization ofa
segment of C containing p is a parametrized curve IX: 1 -+- C which
(i) is regular; i.e., has tift) =1= 0 for all t E 1,
(ii) is oriented consistently with C; i.e., is such that for each t E 1 the basis
{tift)} for Ca(t) is consistent with the orientation N of C, and
(iii) has p E Image IX.
If IX is onto; i.e.,.if a(1) = C, a is called a global parametrization of C. In
general, a is called a local parametrization of C.
Local parametrizations of plane curves are, in principle, easy to obtain.
If C = f-l(C) is oriented by N = VflIlVfll, then Vf(q) = (q, (apoxd(q1
(0//OX2)(q)) is orthogonal to Cq for each q E C, and the vector field X
given by X(q) = (q, (Of/QX2)(q1 - (of/oxt)(q)) is everywhere orthogonal to
Vf (X(q) is obtained by rotating Vf(q) through an angle of -n/21 so X is
a tangent vector field on C. Further, X(q) =F 0 for q E C and {X(q)} is con-
sistent with the orientation N. Hence, given any point p E C, the maximal
integral curve IX: 1 -+- C of X through p will be a parametrization of a seg-
ment of C containing p.
Note that if, in this construction, the vector field Vf is replaced by the
vector field N = Vf/IIVf II, then IX becomes a unit speed parametrization of a
segment ofC containing p, since

'lIa(t)1I = IIX(IX(t))1I = IIN(IX(t))1I = 1

for all t E 1.
Local parametrizations of plane curves are unique up to reparametriza-
tion: given any parametrization 13:' I-+- C of a segment of C containing p,
there exists a smooth function h: I-+- IR, withh'(t) > O.for all tEl, such that
f3(t) = lX(h(t)) for aU tEl, where IX is the unit speed local parametrization
constructed above. Indeed, since {X(f3(t))} is a basis for the I-dimensional
vector space CJJ(t) , /3(t) is necessarily a multiple of X(f3(t)~ In fact,
/3(t) = 1I/3(t)IIX(f3(t)) since IIXII = 1 and since {/3(t)} and {X(f3(t))} are both
64 10 Curvature of Plane Curves

consistent with the orientation N of C. Setting

f IIP(T)II dT,
t'

h(t) =
to

where to is such that 13 (to ) ~ p, we obtain a monotone increasing smooth

function h: I-+- IR (h'(t) = IIP(t)11 > 0 for all t E 1) which sends to to o. The
parametrized curve 13 h - 1 has velocity
0

(13 a h- 1 )(t) = P(h- 1 (t))(h- 1 )'(t)

= P(h- 1 (t))lh'(h -l(t))
= P(h- 1 (t))/IIP(h -l(t))11 = X(f3(h- 1 (t))
and so is an integral curve of the vector field X, with 13 h- 1 (0) = p = IX (0).
0

By the uniqueness of integral curves, domain 13 h - 1 C I and 13 h - 1 (t) =

0 0

IX(t) for all t E domain 13 h- 1 • In other words, f3(t) = IX(h(t)) for all tEl, as
0

claimed. Note in particular that if 13: I-+- C is a unit speed local parametriza-
tion of C with f3(t o) = P then h(t) = t - to and f3(t) = IX(t - to)for all t E 1.

EXAMPLE. Let C be the circle f-l(r 2), where f(Xl' X2) = (Xl - a)2 +
(X2 - b)2, oriented by the outward normal VflIIVfll. Since Vf(p) =
(p, 2(Xl - a), 2(X2 - b)) for p = (Xl' X2) E 1R2, the integral curves of
X(p) = (p, 2(X2 - b), -2(Xl - a)) will be local parametrizations of C. The
integral curve through (a + r, b) gives the global parametrization IX(t) =
(a + r cos 2t, b - r sin 2t). Hence
ii(t) • N(IX(t)) ii(t) Vf(IX(t))
K(IX(t)) = 11~(t)112 = Ilti(t)112 • IIVf(IX(t))11
_ (-4r cos 2t, 4r sin 2t) • (2r cos 2t, -2r sin 2t)
- 11(-2r sin 2t, -2r cos 2t)11211(2r cos 2t, -2r sin 2t)11
-8r2 1
= (4r2)(2r) = - r
If C had been oriented by the inward normal, the curvature would have been
+ l/r at each point.
For C an arbitrary oriented plane curve and p E C such that K(p) =1= 0,
there exists a unique oriented circle 0, called the circle of curvature of C at p
(see Figure 10.2), which
(i) is tangent to C at p (i.e., C p = Op)
(ii) is oriented consistently with C (i.e., N(p) = N l(P) where Nand N 1 are
respectively -the orientation normals of C and 0), and
(iii) whose normal turns at the same rate at p as does the normal to C (i.e.,
VvN = VvN 1 for all v E C p = Op).
10 Curvature of Plane Curves 6S

N(q)

Figure 10.2 The circle of curvature at two points of an oriented plane curve C.

This circle of curvature is the circle which hugs the curve C closest among
all circles containing p (see Exercises 10.8 and 10.9~ Condition (i) says that
the center of 0 is on the nonnalline to C at p, condition (iii) says that its
radius r satisfies the equation l/r = IK(P) I, where K(P) is the curvature of C
at p, and condition (ii) says that N(p) points toward the center of 0 if
K(P) > 0 and away from the center of 0 if K(P) < O. The radius r = 1/ IK(P) I
of the circle of curvature is called the radius of curvature of C at p; its center
is the. center of curvature of C at p.

EXERCISES
10.1. Let rx(t) == (x(t~y(t» (te I) be a local parametrization of the oriented plane
curve C. Show that
'K orx == (x'y" - y'x")/(X,2 + y'2)3/2.
10.2. Let g: 1- R be a smooth function and let ~ denote the graph of g. Show that
the curvature of C at the point (t, g(t» is g"(t)f(1 + (g'(t»2)3/2, for an appro-
priate choice of orientation.
10.3. Find global parametrizations of cachof the following plane curves, oriented
by VJi'~V/l where/is the function defined by the left side of each equation.
(a) axl + bX2 == c, (a, b)::/= (0, O~
(b) xi/a 2 + X~/b2 == 1, a::/= 0, b::/= O.
(c) X2 - axi == c, a::/= O.
(d) xi - x~ == 1, Xl > O.
10.4. Find the curvature 'K of each of the oriented plane curves in Exerci~ 10.3.
10.5. Let C be an oriented plane curve. Let pee and let N(P) == (p, N(p» denote
the orientation unit normal vector-at p. Show that if rx: I - C is any unit speed
local parametrization of C with «(to) == p, and h(t) == (rx(t) - p) • N(P) (see
Figure 10.3~ then h(to) == h'(to) = 0 and h"(to) == 'K(P~
66 10 Curvature of Plane Curves

------------~--p~~------------cp

Figure 10.3 h(t) is the projection of ~(t) - P along N(p). h(t) may be thought of as
the "height of ~(t) above the line tangent to S at p."

10.6. Let C be a plane curve oriented by the unit normal vector field N. Let
~:1-+ C be a unit speed local parametrization of C. For tEl, let T(t) = ~(t).
Show that

or, more precisely,

Jt = (K 0 ~ )(N 0 ~)
\(N o~) = -(K ~)T. 0

These formulas are called the Frenet formulas for a plane curve.
10.7. Let ~: 1-+ 1R3 be a unit speed parametrized curve in 1R3 such that
~(t) x iX(t) =f= 0 for all tEl. Let T, N, and B denote the vector fields along ~
defined by T(t) = ~(t), N(t) = iX(t)/lliX(t)ll, and B(t) = T(t) x N(t) for all tEl.
(a) Show that {T(t), N(t), B(t)} is orthonormal for each tEl.
(b) Show that there exist smooth functions K: I -+ IR and 't': I -+ IR such that
t=KN
N= -KT+'t'B
B= -'t'N.
These formulas are called the Frenet formulas for parametrized curves in
1R3. The vector fields Nand B are respectively the principal normal and the
binormal vector fields along ~. The functions K and 't' are called the curva-
ture and torsion of ~.
10.8. Show that the circle of curvature 0 at a point p of an oriented plane curve C,
where K(p) #- 0, has second order contact with Cat p; i.e., show that if ~ and p
are unit speed local parametrizations of C and of 0, respectively, with ~(O) =
P(O) = p, then ci(O) = p(O) and Ci(O) = p(O).
10.9. Let C be an oriented plane curve, let pEe, and let ~: 1-+ C be a unit speed
local parametrization of C with ~(O) = p. Assume K(p) =f= O. For q E 1R2 and
r > 0, define f: 1-+ IR by f(t) = 11~(t) - ql12 - r2. Show that q is the center
of curvature and r the radius of curvature of C at p if and only if
f(O) = f'(0) = f"(O) = O.
10 Curvature of Plane Curves 67

Figure 10.4 Inclination angle of a unit speed curve in R2.

10.10. Let rx: I ~ C be a unit speed local parametrization of the oriented plane curve
C. Suppose (J: I ~ R is smooth and-is such that
a(t) == (rx(t~ cos (J(t~ sin (J(t))
for all tel (see Figure 10.4). (We shall, in the next chapter, be able to prove
that such a function (J exists; see Exercise 11.15.) Show that d(J/dt == " 0 IX.
 Arc Length and Line

11 Integrals

Before analyzing the Weingarten map for n-surfaces (n > 1) we shall pause
to see how parametrizations of plane curves can be used to evaluate integrals
over the curve.
The length l(IX) of a parametrized curve IX: I -+ ~n + 1 is defined to be the
integral of the speed of IX:

f Ila(t)11 dt,
b
I(IX) =
a

where a and b are the endpoints of I (possibly ± (0). Note that I(IX) may be
± 00. Also note that the length of a parametrized curve is the total" distance
travelled." Whenever IX retraces itself then that portion of the image which is
covered more than once is counted more than once.
Note that if fJ: 1-+ ~n+ 1 is a reparametrization of IX, then l(fJ) = I(IX).
Indeed, if fJ = IX h where h: 1-+ I is such that h'(t) > 0 for all tEl, then
0

f IIP(t)11 dt = f 11&(h(t))llh'(t) dt
d d
l(fJ) =
c c

= f 11&(u)11 du = I(IX),
b

where c and d are the endpoints of 1.

If IX is a unit speed curve, then for tb t2 E I with t1 < t 2 ,

f f 1 dt = t2 -
t2 t2

11&(t)11 dt = t1
t1 t1

so the length of any segment of IX is just the length of the corresponding

segment of the parameter interval. For this reason, unit speed curves are
often said to be parametrized by arc length.

68
11 Arc Length and Line Integrals 69

In order to apply the concept of length of a parametrized curve to define

the length of an oriented plane curve, we need two preliminary results.

1heorem 1. Let C be an oriented plane curve. Then there exists a global

parametrization of C if and only if C is connected.
PROOF. It is immediate from the definition of connectedness that any
oriented plane curve which has a global parametrization must be connected.
Conversely, suppose C is connected. Let p e C and let IX: 1-+ C be the
local parametrization of C obtained as in the previous chapter. Recall that IX
is the maximal integral curve through p of the vector field X obtained by
=
rotating through an angle of -n12 the vector field VI, where C f-l(C) and
=
N VflllVfl\. Let Pl E C. We shall show that Pl E Image IX, hence that IX is a
global parametrization of C.
Since C is connected, there exists a continuous map p: [a, b] -+ C with
= =
pta) p and P(b) Pl' The proof win be complete if we can show that
P(t) E Image IX for all t E [a,b]. To see that this is the case, let to denote the
least upper bound of the set {t E [a,b]:P([a, tn c:1mage IX} and let Y be an
integral curve of X with y(O) = fJ(to~ We shan construct an open rectangle B
about Po =ft(to) with the property that C ("I B c: Image y. Assume for the
moment that. such a B exists.' Then, by continuity of fJ, there exists a b > 0
such thatp(t)'E B (and hence P(t) E C ("I B c: Image y) for all t E [a, b] with
It - to I < b., Since fJ(t) E.Image IX for a ~ t < to (and for t = to if to = a1
P(t) E (Image y) ("I (Image IX) for some t E [a, b] (t ~ to~ Therefore y and IX
are integral curves of X passing throUgh a common point. IX being maxima~
it follows that Image y c: Image IX (and, in fact, that there exists a 't E R such
=
that rtt) a(t -- 't) for an·, in the domain of y.) Hence P(t) e C ("I B c:
Image y c: Image IX for all t E [a,b] with It - to I < b. But this can only
happen "if to = b and fJ(to) EImagelX, so fJ(t) e Image oc for all t E [a, b] as
claimed.
Now to complete the proof we need only to construct B. For this, let
u = (0/IOX2)(P01 - (0/IOX1)(PO)) and v = (0/IOX1)(P01 (0/IOX2)(PO)) so tha.t
(Po, u) E Cl'O and (Po tV) .1 Cpo, and let A denote the rectangle
A = {Po + ru + sv: Ir I < 81 and lsi < 82}

where 81" >-0 and 82 > 0 are chosen small enough so that A is contained in
the domain of/and so that Vf(q) • (q, v) > 0 for aD q E A (see Figure 11.1~
That this last condition can ,be satisfied is a consequence of,the continuity
of (Of!OXh Of!OX2)·~ v and the fact that «Of!OXh Of!OX2)· v)(po) =
«Of!OX1)(PO))2 + «OPOX2)(PO))2 > O. The condition Vf(q) • (q, v) > 0 for aU
q E A guarantees that, forlrl < 8h the function gr(s) = !(Po + ru 1+ sv) is
strictly increasing on the interval - 82 <. S < 82 (g;.(S) > 0) and hence that for
each r with Irl < 81 there is at most ones with ~I < 82 such that
gr(s) =!(Po + ru + sv) =c. In other words, for each r with Irl < 81 there is at
most ones with lsi < 82 such that Po + ru + sve C. Nowy(t) =- Po + hl(t)u +
70 11 Arc Length and Line Integrals

Image ~r

Figure 11.1 The rectangle A about Po is chosen so that each line segment ~r(S) =
(Po + ru) + sv (r fixed, - E2 < s < E2) meets C at most once. In the shaded rectangle
B, each such line segment meets C exactly once.

h2(t)v, where h1(t) = (y(t) - Po)· u/llul1 2 and h2(t) = (y(t) - Po)· vlllvl1 2 are
smooth functions of t with h1 (0) = h2(0) = O. Using the continuity ofy and of
h'1' together with the fact that
h'1 (0) = Y(O) • (Po, u/llul1 2 ) = X(Po) . X(Po)/IIX(Po)11 2 = 1,
we can choose t1 < 0 and t2 > 0 in the domain ofy so that both y(t) E A and
h'1 (t) > 0 for all t E (t1' t 2) (Figure 11.1). Setting r1 = h1 (td and r2 = h1 (t 2) it
follows that for each r E (r1' r2) there is exactly one t E (tb t 2) with h1 (t) = r
(since h1(t) is continuous and strictly increasing) and that s = h2(t) for this t
is an s (and therefore the unique s) with Is I < e2 such that Po + ru + sv E C.
In other words, if B is the rectangle
B = {Po + ru + sv: r1 < r < r2, Is I < e2},
then Po + ru + sv E B n C if and only if r = h1(t) and s = h2(t) for some
t E (tl' t 2); i.e., if and only if Po + ru + sv E Image y. Thus C nBc
Image y, as required. 0

The proof of Theorem 1, with X replaced everywhere by the unit vector

field X/IIXII, also shows the existence of a global unit speed parametrization
of any connected oriented plane curve.

Theorem 2. Let C be a connected oriented plane curve and let p: I ---+ C be a

unit speed global parametri~ation of C. Then p is either one to one or periodic.
Moreover, P is periodic if and only if C is compact.
PROOF: Suppose P(td = P(t 2) for some t 1, t2 E I with t1 =1= t 2 . Let X be the
11 Arc Length and Line Integrals 71

unit tangen t vector field on C constructed as in the previous chapter and let IX
be the maximal integral curve of X with IX(O) = P(ttl = P(t 2). Then, since Pis
also an integral curve of X, uniqueness of integral curves implies that
P(t) = IX(t - i1 )
and, at the same time,
P(t) = IX(t - t 2)
for all tEl. Setting t = t2 - t 1 , we have
P(t) = IX(t - ttl = IX((tt) - t 2) = P(t + t)
for all t such that both t and t + tEl. Thus if P is not one to one then it is
periodic.
If Pis periodic then C must be compact because C is the image under the
continuous map P of a closed interval [to, to + t]. On the other hand, if Pis
not periodic, then Pmust be one to one so C cannot be compact because the
function P- 1: C ~ ~ is continuous on C yet attains no maximum value. The
continuity of p- 1 can be checked as follows. Given to E I and e > 0, set
y(t) = P(t + to) for t such that rt I < B and t + to E I, and choose an open
rectangle B about Po = P( to) = y(O) as in the proof of Theorem 1. Then
C nBc Image y so IP- 1 (p) - to I = Iy - 1 (P) I < e whenever p E C n B, as
required for continuity. 0
Recall that the period of a periodic function P is the smallest t such that
P( t + t) = P( t) for all t such that both t an~ t +. t are in the domain of p. If t
is the period of P then any subset of the domain of P of the form [to, to + t)
is called afundamental domain of p. Note that the restriction of any periodic
global parametrization Pof a compact plane curve to a fundamental domain
maps that fundamental domain one to one onto Image p. Hence, if we allow
half-open intervals as well as open intervals as domains of parametrized curves,
every connected oriented plane curve admits a one to one unit speed global
parametrization. Moreover, any two such parametrizations IX: I ~ C and
p: I ~ C have parameter intervals I and I of the same length. Indeed, IX and
P are related by P(t) = IX(t - to) for some to E ~ so I is simply a translate of
I. Hence we can define the length of a connected oriented plane curve C to be
the length of I where IX: I ~ C is anyone to one unit speed global parametri-
zation of C. ,
Since the Jength of P is the same as the length of IX where IX is any
reparametrization of p, it follows that the length of a connected oriented
plane curve C3Jl be computed from the formula

I(C) = I(IX) = f IltX(t)11 dt

a
b

where IX: I ~ C is anyone to one global parametrization of C and a and b

are the endpoints of I.
72 11 Arc Length and Line Integrals

EXAMPLE. Let C denote the circle (Xl - a)2 + (X2 - b)2 = r2 oriented by
its outward normal. Then tX: I ~ C, defined by tX(t) = (a + r cos 2t,
b - r sin 2t) is a global parametrization of C, as we saw in the previous
chapter. tX is periodic with period n so the restriction of tX to the interval [0, n)
is a one to one global parametrization of C. Hence

I(C) = f1t IltX(t)11 dt = f1t 11(-2r sin 2t, -2r cos 2t)11 dt = 2nr.
o 0

The remainder of this chapter will be devoted to a discussion of differen-

tial 1-forms and their integrals.
A differential 1{orm, usually called simply a 1{orm, on an open set
U C ~n+l is a function w: U X ~n+l ~ ~ such that, for each P E U, the
restriction of w to ~~ + leU X ~n + 1 is linear.

EXAMPLE 1. Let X be a vector field on U and let Wx: U X ~n + 1 ~ ~ be

defined by
wx(p, v) = X(p) . (p, v).
Then Wx is a 1-form on U, called the 1-form dual to X.

EXAMPLE 2. For f: U ~ R a smooth function, define df: U x ~n + 1 ~ ~ by

df(v) = Vvf= Vf(p)· v (v = (p, v) E ~~+l, P E U).
Then df is a 1-form on U, called the differential off

EXAMPLE 3. For each i E {1, ... , n + 1}, let Xi: U ~ ~ (U C ~n+ l) be defined
by

The function Xi is called the ith Cartesian coordinate function on U. The

1-form dX i simply picks off the ith component of each vector in its domain:
dXi(V) = VXi(P)· v = (p, 0, ... ,1, ... ,0)· v = Vi

Remark. As is common in mathematics, we are using a single symbol in

different situations to represent different quantities. We have used the
symbol Xi to denote a real number when describing a point (x l' ... , Xn + l) in
~n + l, we have used Xi to denote a function with domain an interval when
describing a parametrized curve tX( t) = (x 1 (t), ... , Xn + 1 (t)) in ~n + l, and now
we are using Xi to denote a func;tion whose domain is an open set in ~n + l.
These various uses of the symbol Xi are all standard. We could of course
introduce extra nota;tion to avoid overworking any given symbol but only
at the cost of mushrooming symbology and non-conformity with common
11 Arc Length and Line Integrals 73

usage. We will continue to use the symbol Xi in each of these situations;

the meaning in each given situation will always be clear in context.

A 1-form w on U c 1R"+1 is smooth if it is smooth as a function w: U x

IR + 1 C 1R 2n + 2 ~ IR. Note that iff: U ~ IR is a smooth function on U then its
n

differential df is a smooth I-form on U.

The sum of two I-forms W1 and W2 on an open set U c IR"+ 1 is the I-form
W1 + W2 defined by

(W1 + W2)(V) = W1(V) + (.tJ2(V~

The product of a functionf: U ~ IR and a I-form w on U is the I-formfwon

U defined by
(fw)(P, v) = f(P)w(P, v~

Note that the sum of two smooth I-forms is smooth and that the product of
a smooth function and a smooth I-form is smooth.
Given a "i-form w and a vector field X on U c IR"+ 1, we can define a
function w(X): U ~ IR by
(w(X»)(P) = w(X(P)).
Note that if w and X are both smooth then so is w(X~

Proposition. For each I-form w on U (U open in IR" + 1) there exist unique

functions Ii: U ---. IR (i E {I, ... , n + I}) such that
n+1
w=' Llidx i •
i=1

Moreover, w is smooth if and only if each Ii is smooth.

PROOF. For each j E {I, ... , n + I}, let X} denote the smooth vector field on
U defined by XJW)= (p, 0, ... , 1, ... , O~ with the 1 in the U+ l)th spot
Uspots after the p). Then
Jl if i = j
dXi(X}) = \0 if i j. +
Thus if w = 'L7:!1 Ii dXi then, for each j E {1, ... , n + I},
fj = (~f Ii dXi ) (X)) = w(X}~
1=1

This formula shows that thefunGtionsjj, if they exist, are unique,d also
that they are· smooth if w is smooth. On the other hand, if we defule fune-
tionsfj by the above formula, then the I-forms w and Li':!l Ii dx i have the
same value on each of the basis vectors Xi(P) for ~ + 1 and hence by linearity
they have the same value on all vectors in IR;+ 1, P E U, so ill = L7:! I Ii dXi'
Clearly w is smooth if each Ii is smooth. 0
74 11 Arc Length and Line Integrals

Corollary. Let f: U ~ ~ (U open in ~n + 1) be a smooth function. Then

n+1 of
df= L ~dXi'
i=1 uXi

PROOF. df(Xj ) = Vf· Xj = of/oxj . 0

N ow let w be a smooth 1-form on the open set U C ~n + 1 and let

IX: [a, b] ~ U be a parametrized curve in U. The integral of w over IX is the
real number

f = f w(tX(t)) dt.
b
W
a a

Integrals of this type are called line integrals.

Note that if f3: [c, d] ~ U is any reparametrization of IX, f3 = IX 0 h where
h: [c, d] ~ [a, b] has derivative everywhere positive, then

f f = f w(ci(h(t)h'(t))) dt
d d
W =
w(/J(t)) dt
p e e
d b
= f w(ci(h(t))h'(t)) dt = f w(tX(u)) du = f w.
c a a

In particular, if U is an open set in ~2 and C is a compact connected oriented

plane curve in U then we can define the integral of w over C by

fe w f w,=
a

where IX: [a, b] ~ C is any parametrized curve whose restriction to [a, b) is a

one to one global parametrization of C; the result will be independent of the
choice of IX.
Ja
Also note that the line integral w can be defined for IX a piecewise
smooth parametrized curve. If IX: [a, b] ~ U C ~n+1 is continuous and such
that the restriction of IX to [ti' ti+ 1] is smooth for each i E {a, 1, ... , k}, where
a = to < t1 < ... < t k +1 = b, then the integral of the smooth 1-form won U
over IX is
k

f a
W = .L
1=0
fw
ai

where IXi is the restriction of IX to [ti' ti + d.

Remark. We have insisted, in defining the line integrals w and w, that Ja Je
the parametrized curve IX have domain a closed interval and that the plane
curve C be compact. This is done to assure the existence of the integrals.
Note that it is not necessary to make these assumptions in defining the
length integral because, the integrand being non-negative, this integral
always either exists or diverges to + 00.
11 Arc Length and Line Integrals 75

EXAMPLE 1. Let U be opeD in IR" + 1 and let f: U ~ IR be smooth. Then, for

tX: [a, b] ~ U any parametrized curve in U,

f df = f df(ex(t)) dt = f '(1
ez
b

II.
b

II
0 tX)'(t) dt == f(tX(b)) - f(tX(a)~

In particular, if tX(a) = tX(b) then fez df = O.

A 1-form which is the differential of a smooth function is said to be exact.
A parametrized curve tX: (a, b] ~ !R"+1 with tX(a) = cx(b) is said to be closed.
The above computation shows that the integral of an exact 1-form over a
closed cUrve is always zero. In particular, the integral of an exact l{orm over
a compact connected oriented plane curve is always zero.
EXAMPLE 2. Let " denote the 1-form on 1R2 - {O} defined by

-. X2 dx Xl dx
,,- - x~ + x~ 1 + x~ + x~ 2

and tet C·denote the ellipse (xi/0 2) + (xJ/b2) = 1, oriented by its inward
normaL The. parapletrized curve tX: [0, 2nl~ C defined by tX(t) = (a cos t,
b sin· t) restricts to a one to one global parametrization of C on the interval
[0, 2n) so
2#
Jc ,,== I" == f
CI 0
,,(<«t»dt

211 [. . ..... bsint .

• f0 a:(tos't+b2 sin 2 t(-a Sln t)

b2 ' 2 (b cos t) 1dt

acost
+ a2 cos2t+ SID t

== t2#00
0 2 008 2 t +b1 sin 2 t dt =4 t
.. n/2 (b/a) sec2 t
1 + (b/a)2 tan 2 t dt

== 4 foo . dU 2 == 2n.
o 1 +u
Since its integral over the compact curve C is n()t zero, the 1-form" of
Example 2 cannot be exact. However, its restriction to V (or, more precisely,
to V x 1R2~.where V is the complement in 1R2 of any ray through the 0rgin,
is exact. Indeed, for v any llD;it vector in 1R2 and .
V == 1R2 - {rv: r ~ O},
" == d8y where 8y : V ~ IR is defin'ed as follows. Let 8.,denote the Unique r~al
number with 0 ~ 8~ < 2n such that v = (cos 8." sin 8.,). Then, for each
76 11 Arc Length and Line Integrals

(x, y) E V, define Ov(x, y) to be the unique real number with Ov :::;; Ov(x, y) <
Ov + 2n such that .

((x 2 +Xy2 )'/2' (x 2 : y2 )'/2 ) = (cos /ly(X, y), sin /ly(x, y))
(see Figure 11.2). In order to verify that dO v = '1 Iv simply note that
tan Ov(x, y) = y/x and cot Ov(x, y) = x/y so in each sufficiently small open
set we can solve one or the other of these equations for Ov and compute

dO v
ao ao
= ~v dx 1 + ~v dx 2 = - 2
X2
2 dx 1 + 2
Xl
2 dX2 .
uXl uX2 Xl +X2 Xl +X2

Figure 11.2 Oy(x, y) is the inclination angle of the line segment from the origin
to (x, y), Ov :$; Oy < Ov + 2n.

Theorem 3. Let '1 be the l{orm on [R2 - {O} defined by

X2 Xl
'1 =- 2
+x 2
2 dx 1 + Xl2 +x 2 dx 2 .
Xl 2
Then for a: [a, b] --+ [R2 - {O} any closed piecewise smooth parametrized curve
in [R2 - {O},

for some integer k.

PROOF, Define qJ: [a, b] --+ [R by

qJ(t) = qJ(a) + r '1

'ilt

where at is the restriction of a to the interval [a, t] and qJ(a) is chosen so that
a(a)/lIa(a)1I = (cos qJ(a), sin qJ(a)).
11 Arc Length and Line Integrals

We claim that
(*) ex(t)/llex(t)11 = (cos q>(t~ sin q>(t))
for all t E[a, b]. Indeed, let to denote the least upper bound of the set
{t E [a, b]: (*) holds for a ::; t ::; t}. By continuity, (*) must hold at t = to.
Setting v =- ex(to)/llex(to)11 and. defining 8y as above we find that
(cos 8y(ex(to)~ sin 8y(ex(to»)) = ex(to)/Il ex(to) II = (cos q>(to), sin q>(to)) so
q>(to) - 8y(ex(to» = 21tm for some integer m. Choosing ~ > 0 so that ex(t) E V
for all t E [a, b] with It - to I < ~ we find further that, for t E [a, b],
It - to I < ~, and t =1= ti (t i a point where ex fails to be smooth),

:t (q>(t) - 8y(ex(t»)) = ,,(<i(t))- d8 y(<i(t)) = 0,

so q>(t) - 8y{ex(t)) = 2n:m for all t E [a, b] with It - to I < ~. But then
(cos q>(t), sin q>(t)) = (cos 8v(ex(t)~ sin 8y(ex(t))) == ex(t)/lIex(t)1I
for aU such t, which is possible only if to = b. Thus to == b md (*) holds for
all t E [a, b], as claimed.
Finally, sjnce ex(a) = ex(b~ (*) implies that
(cos q>(a~ sin q>(a)) = (cos q>(b), sin q>(b)~
so q>(b) - q>~a) = 21tk for some integer k, and

f ,,== f ,,(<i(t)) dt ==q>(b) - q>(a) == 21tk.

«4
b

. .
o
The integer k(ex) = (1/2n) J« " is called the winding number of ex since it
counts the number of times the closed curve ,ex winds around the origin.

EXERCISFS

In Exercises 11.1-11.4, find the length of the given parametrized curve

ex: 1-+ jR"+ 1.
11.1. cx(t) == (i2, t3~ I ~ [0, 2], n == 1.
11.2. ci(t) = (cos 3t, sin 3t, 4t~ I = [ -1, 1], n == 2.
11.3. cx(t) == (.fi cos 2t, sin 2t, sin 2t~ 1- [0, 2n]. n == 2.
11.4. cx(t) = (cos t, sin t, cos t, sin t~ 1= {O, 2n], n = 3.
In Exercises 11.5-11.8, find the length of the connected orientJ plane
curvef-l(c~ oriented by VPIIVfll, where/: U -+ IR and c are as given.
11.5. f(xt. X2) == + 12x 2 , U = {(xt. X2): xi + xi < 169}, c = 0.
5Xl

11.6. f(xt. X2) = !xi + !(X2 - 1)2, U ~ 1R2, C= 2.

78 11 Arc Length and Line Integrals

11.7. f(Xh X2) = xi - x~, U = {(Xh X2): 0 < Xl < 2}, c = 1. [Set up, but do not
evaluate, the integra1.]
11.8. f(Xh X2) = -9xi + 4x~, U = {(Xh X2): Xl > 0, 0 < X2 < 3}, c = O. [Hint:
Note that there is a parametrization ex(t) = (Xl(t), X2(t)) of f- 1 (0) with
X2(t) = t.]
11.9. Show that if C is a connected oriented plane curve and C is the same curve
with the opposite orientation, then I(C) = I(C).
11.10. Let C be a connected oriented plane curve, let ex: 1- C be a one to one unit
speed parametrization of C, and let ,,: C - IR denote the curvature of C.
(a) Show that S~ I" ex(t) I dt, where a and b are the endpoints of I, is
0

independent of the choice of one to one unit speed parametrization ex of C.

(b) Show that S~ I" ex(t) I dt = I(N ex), where N: C _1R2 is the Gauss map
0 0

of C.
U~ I" 0 ex(t) I dt is called the total curvature of C.]
11.11. Let f and g be smooth functions on the open set U c IRn + 1. Show that
(a) d(f + g) = df + dg.
(b) d(fg) = gdf + fdg.
(c) If h: IR - IR is smooth then d(h 0 f) = (h' 0 f) df
11.12. Compute the following line integrals.
(a) (X2 dXl - Xl dX2) where ex(t) = (2 cos t, 2 sin t), 0 ~ t ~ 2n.
S<x
(b) Se (-X2 dx 1 + Xl dX2) where C is the ellipse (xi/a 2 ) + (xVb 2) = 1,
oriented by its inward norma1.
(c) S<x ~J~ I Xj dXj where ex: [0, 1] - IRn + 1 is such that ex(O) = (0, 0, ... , 0)
and ex(l) = (1, 1, ... , 1). [Hint: Find an f: IRn+ 1 - IR such that df =
L7~ I Xj dXj.]
11.13. Let w = L7~1 Ii dXj be a smooth I-form on IRn+ 1 and let ex(t) =
(xl(t1 ... , x n + l(t)), where the Xi are smooth real valued functions on [a, b].
Show that
b n+ 1 dx·
<x
W
f f
= II j~l (Ii 9-'ex) dt. Tt
11.14. Let C =f-l(C) be a compact plane curve oriented by VflIIVfll, let X be the
unit vector field on U = domain (f) obtained by rotating Vfl I Vf I through
the angle -nI2, and let Wx be the I-form on U dual to X. Show that
Se Wx = I(C).
11.15. Let ex: 1- 1R2 be a unit speed curve, let to E I, and let (Jo E IR be such that
&(to) = (ex(to), cos (Jo, sin (Jo). Show that there exists a unique smooth function
(J: 1- IR with (J = (Jo such that &(t) = (ex(t), cos (J(t), sin (J(t)) for all t E 1.
[Hint: Set (J(t) = (Jo + S:o '1(/3(-r)) d-r where '1 is the I-form of Theorem 3 and
f3 = dexldt.]
11.16. Let ex: [a, b] - 1R2 - {O} be closed piecewise smooth parametrized curve.
Show that the winding number of ex is the same as the winding number offex
where.!: [a, b] - IR is any piecewise smooth function along ex withf(a) = f(b)
11 Arc Length and Line Integrals 79

andf(t) > 0 for all t E [a, b]. Conclude that ex and ex/llexll have the same wind-
ing number.
11.17. Let a = to < t1 < ... < tA;+ 1 = b and let qJ: [a, b] x [0, 1] ~ 1R2 - to} be a
continuous map such that, for each u E [0, 1], the map qJu: [a, b] - IR defined
by qJu(t) = qJ(t, u) is smooth on each interval [ti' ti+~]. Assume that qJu(a) =
qJu(b) for all u E [0, 1]. Show that the winding number k(qJu) is a continuous
function ofu and hence that k(qJu) is constant and, in particular, k(qJo) = k(qJd·
[The map qJ is called a homotopy between qJo and qJ1']
11.18. The whIding number of dex/dt (which is the same, by Exercise 11.16, as the
winding number of dex/dt/lldex/dtll), where ex: [a, b] - 1R2 is a regular (&(t) =1=
for all t) parametrized curve with &(a) = &(b~ is called the rotation index of ex.
°
(a) Show by example that for each integer k there is an ex with rotation index
k.
(b) Show ~hat if ex is the restriction to [a, b] of a periodic regular parametrized
curve with period t = b - a and if ex is one to one on [a, b) then the
rotation index of ex is ± 1. [Hint: See Figure 11.3. Let u E 1R2, U =1= 0, and
choose to so that h(t) = ex(t) • u has an absolute minimum at to. For

(ex (tl), '" (th tl»

- &(tl)111 ~(tl)1I

r:===::::;3!!1'" (to + T, to +T)

Figure 11.3 To show that the rotation index of ex is ± 1, to is chosen so that Image ex
lies completely on one side ofthe tangent line at ex(to), t/! is the normalized secant map
t/!(t h t2) = (ex(t2) - ex(t1»/llex(t2) - ex(t 1)11 extended continuously to the closed
triangle T, andt/>: [to, to + t] x [0, 1] - T is the homotopy which maps horizontal
line segments to piecewise smooth curves in T, as indicated.
80 11 Arc Length and Line Integrals

~~ (t,) ~I ~: (t,) I
- ~: (to) ~I ~~ (to) I if t1 = to and

(ex(t2) - ex(td)/llex(t2) - ex(tdll otherwise,

define a homotopy qJ: [to, to + -r] x [0, 1] - ~2 - {O} by qJ = '" ° 4>
where
• (to, to) + (t - to)( 1 - u, 1 + u)
if to ::::;; t ::::;; to + tr
4>(t, u) =
(to + -r, to + -r) - (to + -r - t)(l + u, 1 - u)
if to + tr : : ; t ::::;; to + -r,
calculate the winding number of qJ h and apply Exercise 11.17. In calculat-
ing the winding number of qJ1 note that Image qJ11(to, to+t/2] and Image
qJ11(to+t/2, to+t] are each contained in a region where the I-form '1 is
exact.]
11.19. Let C be a compact connected oriented plane curve with curvature K every-
where positive and let ex: ~ - C be a unit speed global parametrization of C.
(a) Show that if u E 51 and h: ~ - ~ is defined by h(t) = ex(t) • u then
h'(to) = 0 if and only if N(ex(to)) = ±u, and h"(to) = K(ex(to))u • N(ex(to))
for all such to. Conclude that the Gauss map N of C is onto.
(b) Show that if [to, to + -r) is a fundamental domain of ex then the rotation
index (Exercise 11.18) of exl[to,to+t] is equal to (1/2n)S:g+t(K o ex)(t)dt.
[Hint: Use Exercises 11.15 and 10.10.]
(c) Show that if C E (to, to + -r] is such that N(c) = N(t o) and N(t) =1= N(to)
for to < t < c then S~ (K ° ex)(t) dt = 2n. [Use Exercise 10.10.] Conclude
that c = to + -r and that the Gauss map of C is one to one. [Use Exercise
11. 18(b).]
11.20. A functionJ: C - C (C = {complex numbers}) may be viewed as a function
from ~2 to ~2 by identifying each complex number a + bi with the point
(a, b) E ~2. In particular, we may view each polynomial function J(z) =
an z" + ... + a 1 z + ao (ao, ... , an E C) as a smooth map from ~2 into itself.
Given such a polynomial!, let exf: [0, 2n] _ ~2 be defined by
exf(t) = J(cos t, sin t) = J(cos t + i sin t)
and let k(J) denote the winding number of exf.
(a) Show that if J(z) = ao =1= 0 for all z then k(f) = O.
(b) Show that if J(z) = lln z" with an =1= 0 then k(J) = n.
(c) Show that if J is any polynomial with J(z) =1= 0 for all z E C with Iz I : :; 1
then k(f) = O. [Apply Exercise 11.17 to qJ: [0,2n] x [0, 1] _ ~2 - {O},
qJ(t, u)=J(u(cos t + i sin t)).]
11 Arc Length and Line Integrals 81

+
(d) Show that if/is any polynomial withJ(z) 0 for all z E C with Iz I ~ 1
then k(J) = n. [Apply Exercise 11.17 to qJ: [0, 21t] x [0, 1] -+ 1R2 - to},

qJ(t, u) =
u'1(! (cos t + i sin t))
u
'if u +0
1a,.(cos t + i sin tr if u = 0,
where a,. is the leading coefficient ofJ(z).]
+
(e) Conclude that if J is a polynomial with J(z) 0 for all z E C then the
degree ofJmust be zero. (This exercise proves theJundamental theorem oj
algebra: every non-constant polynomial with complex coefficients must
have a root in C.)
11.21. Let ex: [a, b] -+1R2 - to} be smooth and such that ex(a) = ex(b~ Suppose ex hits
the positive x l-axis only finitely many times. Show that the winding number
k(ex) is equal to the algebraic number of crossings of the positive xl-axis by ex,
where each upward crossing is counted positively and each downward cross-
ing is counted negatively. (Hint: Let tl < t2 < ... < t", be the set of all
t E [a, b] such that ex(t) lies on the positive xl-axis. Let V and 8y be asin our
discussion of the winding number, with v = (1, O~ Then

k(ex) = f lim
'=0 ,"'0
(1+1-'
,,+£
d8~(<«t)) dt
where to = a and t", + 1 = b. (If t 1 = a, the sum will range only from 1 to
m-1.)] .
11.22. Let ex: 1 -+1R2 be a piecewise smooth closed parametrized curve. For
p = (a, b) E H2 - Image ex,define

k ()
J1 ex =
f
II
-(X2 - b) dx + l a)dx2
(Xl"';'
(Xl -a)2 +(xz -:" b)2. .
(a) Show that k,(ex) is an integer. [Hint: Show that k,(ex) is the winding
number of fJ: 1 -+ Hl - to} where fJ(t) = ex(t) - p.] .
(b) Show that if p and q E IR z - Image ex can bejoined by a continuous curve
in'H2 -Image ex thenk,(ex) = kf(lX~
(The integer k,(cx) is the winding number of ex about p.)