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Thierry Aubin
Graduate Studies in Mathematics
Volume 27
American Mathematical Society
Selected Titles in This Series
27 Thierry Aubin, A course in differential geometry, 2001 26 Rolf Berndt, An introduction to symplectie geometry, 2001 25 Thomas } iedrich, Dirac operators in Riemannian geometry, 2000 24 Helmut Koch, Number theory: Algebraic numbers and functions, 2000
23 Alberta Candel and Lawrence Conlon, Foliation I. 2000 22 Gfinter R. Krouse and Thomas H. Lenagan, Growth of algebras and GelfandKlrillov
dimension, 2000
21 John B. Conway, A course In operator theory, 2000 20 Robert E. Gompf and Andrda I. Stlpsics, 4manifolds and Kirby calculus, 1999 19 Lawrence C. Evans, Partial differential equations, 1998 18 Winfried Just and Martin Weese, Discovering modern set theory. IT: Settheoretic
tools for every mathematician, 1997
17 Henryk Iwanlec, Tbpies in classical automorphic forms, 1997
16 Richard V. Kadison and John R. Ringrose, Fundamentals of the theory of operator
algebras. Volume 11: Advanced theory, 1997
15 Richard V. Kadison and John R. Ringrose, Fundamentals of the theory of operator
algebras. Volume I: I
oentary theory, 1997
14 Elliott H. Lieb and Michael Loss, Analysis, 1997 13 Paul C. Shields, The ergodic theory of discrete sample paths, 1996
12 N. V. Krylov, Lectures on elliptic and parabolic equations in Holder spaces, 1996 11 Jacques Dhunier, Enveloping algebras, 1996 Printing 10 Barry Simon, Representations of finite and compact groups, 1996 9 Dino Lorenalni, An invitation to arithmetic geometry, 1996 8 Winliried Just and Martin Weese, Discovering modern set theory. 1: The basics, 1996 7 Gerald J. Janusz, Algebraic number fields, second edition, 1996
6 Jens Carsten Jantzen, Lectures on quantum groups, 1996 5 Ride Miranda, Algebraic carves and Rlernann surfaces, 1995 4 Russell A. Gordon, The Integrals of Lebesgue, Denjoy, Perron, and Henstock, 1994 3 WIlliam W. Adams and Philippe Loustaunau, An introduction to Grdbner bases,
1994
2 Jack Graver, Brigitte Servatius, and Herman Servatius, Combinatorial rigidity,
1993
1 Ethan Akin, The general topology of dynamical systems, 1993
A Course in Differential Geometry Thierry Aubin Graduate Studies in Mathematics Volume 27 .
® The paper used in this book is addfree and falls within the guidelines established to ensure permanence and durability.org. and spectrum. ISSN 10657339. . It covers the essentials. ISBN 082182709X (alk. American Mathematical Society. Differential I. manifolds with boundary. Lie derivative. p.05. Box 6248. are permitted to make fair use of the material. 58C35. most of them extend the course itself. Printed in the United States of America. It is a textbook. 53C22.org/ 10987654321 060504030201 . Library of Congress CatalogingInPublication Data Aubin. geodesics. 27) Includes bibliographical references and index. 58C25. Requests for such permission should be addressed to the Assistant to the Publisher.3'6dc21 Copying and reprinting.Editorial Board James Humphreys (Chair) David Saitman David Sattinger Ronald Stern 2000 Mathematics Subject Clamfiication.//vsv. orientation. Series. Republication. Thierry. 58A17. submanifolds.A795 2000 516. which is confined to the main topics. The American Mathematical Society retains all rights except those granted to the United States Government. such as: differential manifolds. II. such as to copy a chapter for use in teaching or research. connection. Rhode Island 02910. A course in differential geometry / Thierry Aubin. Primary 53B05. This book provides an introduction to differential geometry. cm. or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. 58305. Individual readers of this publication.068275 QA641. Mary problems and a number of solutions are included. 53C40. integration of pdirection field. AU rights reserved. concluding with a chapter on the Yamaha problem. Permission is granted to quote brief passages from this publication in reviews.O. differential forms. paper) 1. Providence. Visit the AMS home page at URL: http. 53C05. v. It is teachable on a chapterbychapter basis.(Graduate studies in mathematics. 580. provided the customary acknowledgment of the source is given. tangent vectors. differential mappings. P.6248. Requests can also be made by email to reprintporsissionSaas. curvature. exponential mapping. systematic copying. with prinicpal emphasis on Riemannian geometry . retie. covariant derivative. which shows what research in the Said looks like. Its aim is to facilitate the study and the teaching of differential geometry. 00. at a level which is accessible to graduate students. torsion.ara. Riemannian manifolds. and nonprofit libraries act lag for them. Geometry. Assmcr. © 2001 by the American Mathematical Society.
A mon Professeur Andre' Lichnerowicz (in memoriam) .
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Contents Preface ix 1 1 Chapter 0. Integration of Vector Fields and Differential Forms 48 49 52 55 58 fi4 fib 77 vii . Background Material 'Ibpology Tensors Differential Calculus Exercises and Problems Chapter 1. Tangent Space Tangent Vector Linear T agent Mapping Vector Bundles The Bracket [X. Differentiable Manifolds Basic Definitions Partition of Unity Differentiable Mappings Submanifnlds The Whitney Theorem The Sard Theorem Exercises and Problems Solutions to Exercises 3 19 19 25 27 29 30 34 as 40 43 44 46 Chapter 2. Y] Exterior Differential Orientable Manifolds Manifolds with Boundary Exercises and Problems Solutions to Exercise and Problems Chapter 3.
Riemannian Manifolds Some Definitions 101 103 105 107 108 111 11. Contents Integration of Vector Fields 77 Lie Derivative The Frobenius Theorem Integrability Criteria. The Yamabe Problem: An Introduction to Resear ch Bibliography 177 179 183 Subject Index Notation .1 Riemanmian Connection Exponential Mapping Some Operators on Differential Fbrms Spectrum of a Manifold Fxereispq and Problems Solutions to Exercises and Problems 114 117 121 125 129 145 169 Chapter 6. Gecxlesics Covariant Derivative Exercises and Problems Solutions to Exercises Chapter 5. Exercises and Problems Solutions to Exercises and Problems 79 81 85 87 93 99 99 100 Chapter 4.viii 1. Linear Connections First Definitions Christoffel Symbols Torsion and Curvature Parallel Transport.
including tangent lines and tangent planes. In this book we work abstractly. Nevertheless we will eventually prove Whitney's theorem asserting that any abstract ndimensional manifold may be imbedded in the Euclidean space RP if p is sufficiently large. but the student is expected to provide the details of certain arguments. change of charts. with principal emphasis on Riemannian geometry. It can be used as a course for secondyear graduate students. so that the notion of tangent space does not necessarily have a concrete realization. For example. to develop the notion of local charts.Preface This book provides an introduction to differential geometry. those of Whitney and Sard. and atlases. The main theorems are presented in complete detail. the proof of Stokes' theoremwhich is difficult in a concrete contextbecomes transparent in the abstract context. In order to develop the abstract theory. one must work hard at the beginning. allowing one to obtain great generality with maximum efficiency. Chapter II deals with vector fields and differential forms. We assume that the reader has a good working knowledge of multidimensional calculus and pointset topology Many readers have been exposed to the elementary theory of curves and surfaces in threespace. the subsequent proofs are much easier. But these techniques are not necessary prerequisites for this book. ix . Once these notions are understood. reducing to the computation of the integral of a derivative of a function on a closed interval of the real line. In Chapter I we find the first definitions and two important theorems.
This book is an outgrowth of a course which I presented at the Universitk Paris VI. some being straightforward or solved in existing literature. In our work we devote ten pages to developing these ideas. curvature and a working knowledge of the covariant derivative. We hope to further encourage the use of global notation among differential geometers. The exercises are of varying difficulty. the final goal being to determine the manifold completely. but that book is not written as a text for students of the subject. We feel that workers in PDE would be more comfortable with the covariant derivative if they had studied it in a course such as the present one. one may ask why? We feel that it requires a substantial amount of effort. to name one. All of these notions are essential to the study of real or complex manifolds. In some cases we are able to reduce a page of computation in local coordinates to just a few lines of global computation. This material is useful in other fields of mathematics. or. Given that this material is rarely taught. the most difficult notion in differential geometry. I am very grateful to my friend Mark Pinsky. which can be consulted for specific information. which proceeds by mathematical induction on the dimension. Some of these originated from examinations in the course. In Chapter V we specialize to Riemannian manifolds. In Euclidean space the notion of parallel transport is intuitive. The last three chapters are devoted to global notation. We cite in particular the interesting proof of the Frobenius theorem. and there is a shortage of good references. since tangent vectors at distinct points are not obviously related. The viewpoint here is to deduce global properties of the manifold from local properties of curvature. a connection defines an infinitesimal direction of motion in the tangent bundle. The present book is made to be teachable on a chapterbychapter basis. others are more challenging and more directly related to our approach. The aim of this book is to facilitate the teaching of differential geometry. specifically to using the covariant derivative instead of computing in local coordinates with partial derivatives. This concrete notion of connection is rarely taught in books on connections. Chapter IV deals with connections. including the solution of the exercises. Loosely speaking. together with the related notions of torsion. but on a manifold it needs to be developed. I have included many problems and a number of solutions. In Chapter VI we explore some problems in partial differential equations which are suggested by the geometry of manifolds. a connection defines a sort of directional derivative of a vector field with respect to another vector. then extends to pplane fields. such as partial differential equations. equivalently.x Preface Chapter III concerns integration of vector fields. Of course there are reference books such as Kobayashi and Nomizu (5J. who agreed to read the manuscript from beginning .
His comments allowed me to make many improvements.to end. especially in the English. I would like to thank also one of my students. who helped me to prepare the final draft of this book. . Sophie Bismuth.
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BS(p) = {y E R" I Hix . On Rn the usual topology may be defined as follows: Let x be a point of R" and p > 0 a real number. and differential calculus. integration. 0. We consider the open ball of center x and radius p. We will find other examples in 1.3. called open sets. An open set in R" will be a union of open balls or the empty set 0. Examples. the topology is called the discrete topology. The induced topology on F is defined by the following set 0 of subsets ofF: AEOifandonlyifA=AflFwithAEO. Let F be a finite set of points in R. 0) is a topological space.1. Definition.16.2. A topology on a set E is defined by a family O of subsets of E. algebra. The topology on F induced by the usual topology on R" is the discrete topology. 1 . c) Any finite intersection of open sets is an open set. Zbpology 0.yul < p}.Chapter 0 Background Material In this chapter we recall some fundamental knowledge which will be used in the book: topology. 0. If 0 consists of all subsets of E. 0}. the corresponding topology is called trivial. b) Any union of open sets is an open set. Let F be a subset of E endowed with a topology 0. such that a) The set E and the null set 0 are open sets. 0. Induced topology. If 0 = {E. (E.4. Example.
We can verify that a subset A C E is open if and only if it is a neighbourhood of each of its points.5. a contradiction. If J is finite the subcovering is said to be finite. is compact if and only if any family of closed sets whose intersection is empty has a finite subfamily of empty intersection. Background Material 0. If o n B = 0. Theorem. The interior B of B C E is the largest open set contained in B (B is the union of all open sets included in B. there exists x E K such that x 0 K. If K C E is a compact set.}ieI of subsets of E is a covering of B C E if B C (Rt. We argue by contradiction. Let E be a Hausdorf topological space. A subcovering of this covering is a subset of the family. Proposition.6.9.7. 0 A family {Sl. 0. a Hausdorff topological space. {S?L}1ej (with J c I). Now in a Hausdorff topological space. 0. This definition implies the following necessary and sufficient condition: A c E. B C E is closed if A = E\B is open. 0. Definition. the intersection of the closed neighbourhoods of a point x is just the subset {x}. Proof. This condition is sufficient when E is compact. the intersection of all closed sets which contain B (E is one of them) is a closed set according to b) in 0.8. A topological space E is said to be connected if the only subsets which are both open and closed are the empty set 0 and the space E itself. The closure B always existsindeed.1. which itself is a covering. Indeed. which is closed. Definitions. If K is not closed (K 96 7). Proof. 0. hence B C E\SZ and x f B. Any neighbourhood A of X E B has a nonempty intersection with B. A subset A C E is a compact set if it is Hausdorff and if any covering of A by open sets has a finite subcovering. K is closed. Let Q C A be an open neighbourhood of x. Definitions. A topological space is Hausdorff if any two distinct points have disjoint neighbourhoods.2 0. then E\12 is a closed set containing B.) A topological space is separable if it has a countable basis of open sets {Ai}iEN. The closure of a subset B C E is the smallest closed set containing B. That means any neighbourhood of x contains at least one Ai with x E Ai. for any y E E there exist disjoint open sets 9 and . A neighbourhood of a point x in a topological space E is a subset of E containing an open set which contains the point x.
Since x E I?.E J Vi =V would be a neighbourhood of x and V fl K 0. Let E and F be two vector spaces of dimension respectively n and p. where x. he image by a continuous map of a compact set is compact.9). Suppose E compact and A C E closed. (f 1(S2i)}iE j is a covering of K by open sets.6 gives a contradiction.So {ftifiEJ is a covering of f (K). x9 belong to E and y. yl. and is denoted by E ®F. A map f of E into F is continuous if the preimage f ' (f) of any open set 1 C F is an open subset of E. 0. Definition. E\i2 is a closed set. since a closed set in a compact set is a compact set (Theorem 0. If E and F are Hausdorff topological spaces. Since K is compact.10. thus the exists a finite set J C I such that K C UiSJ f '(W.E I of x would have an empty intersection. b) If a E R (in this course the vector spaces are on R). A vector of E OF is called a tensor. which is a neighbourhood of x since A C E\fl. x1. Let E and F be two topological spaces. 0. A map f of E onto F is a homeomorphism if it is one to one and if f and f 1 are continuous maps. A continuous map is said to be proper if the preimage of every compact set is a compact set. Consider any covering of f(K) by open sets 5 (i E I). Definitions. Definition. This product has the following propertim a) (xI+xa)®y=x1®y+x2®yandx®(yi+ya)=x®yl+x@y2. Let E and F be two topological spaces. So f 1(K) is compact.3 12. Proposition 0.13. let K C F be a compact set. Theorem.12. y2 belong to F. f 1(K) is a closed set.11. Indeed. Proof. Then the closed seta for A are closed sets for E.EJ is a covering of K. a continuous map f of E into F is proper if E is compact. and compactness for A follows from the necessary and sufficient coo&tion for A to be compact (see above). 0. The tensor product of E and F is a vector apace of dimension np. there would exist a finite set J C I such that {E\ Vi }. So {E\Vf}jeI would be a covering by open sets of K. Let K C E be a compact set. Thus the traces on K of the closed neighbourhoods { V. Tb X E E and y E F we associate x ®y E E ®F. . Tensors 0. and y E\i2. neighbourhoods respectively of x and y. }. then (ax)®y=xs(ay)=a(x(9 y). Since K is a closed set. Thus n.
say {e«}1<«<n e« = aaej. thus wj = b9CDO.Sp be other bases respectively of E and F.1)tensor X is a vector: X = X'ei = X«e"«. x ® y = xiy'ei ® fj.4 0. then ei ®f1 is a basis of E (9 F.14. Then e« = a%ei and f S = c J j .q)tensor is a linear combination of fl ®f2 ® ®f q. q)tensors. . The indices i and a are called contruvariant indices. the dual space of E. Let ( O } ' < < be the dual basis of {ei}i<i<n A (p.jS#. a basis of F.0)tensor w is a 1form: w = wj9j = w.15. According to a). and fi = e. A (p. if we want. We denote by ® E* E ® the set of the (p. Or. What happens when we change basis? Let {e«}i<a<n and fj. A (0. x=xiei andy=yifj. Examples. attached to a vector space E of dimension n. where fj = 0) for p values of j. A (1. . it is not commutative. The components of w are wj in the basis {0'} and wy in the basis {Bp}. the Kronecker tensor (b. 0. We say that the tensor is p times covariant and q times contravar cant. Here we use The Einstein Convention: When the same index (such as i or j) is above and below.d and t«'s = 04i 'do. The indices j and 0 are called covariant indices. Background Material c) If { ei } 1 <i <n is a basis of E and { f j } i 5.)) is the inverse matrix of and ((d3)) is the inverse matrix of A tensor T = t«13e® ® fp = tdjei ® f2. and f j = dfi f here ((b. Thus X' = aQXa. If we consider another basis of E. the new dual basis is given by B = bJ 8j. for p values of j. where ((by)) is the inverse matrix of ((a')): bjas = o. and from 1 top for j). for z belonging to G. Thus t'j = t°pa . i (or j) is called a dummy index. = 0 if i0jandb =1ifi=j). 0. # = x'yj are the components of x ®y in the basis lei ® fj } of E ® F. is a tensor of El ®E2 ® where E.99 .. then (x®y)®z=x®(y(9 z). The components of X are X' in the basis {ei} and X« in the basis {ea}. for q values of i. summation over this index is assumed (here from 1 to n for i.3j. Definition. with E ®(F (9 G) _ (E ®F) ®G. = E for q values of i and Ej = E*. Let x E E and yEF. q)tensor. d) If G is a third vector space. The tensor product is associative. ei = b ff.
0)tensor.*(. 0. When we change the basis of E. talae. So w is a (1.. according to Theorem 0. Theorem. since g = 9ifel ® 8i = 9ayaea ®Bb We will consider also the curvature tensor R. which is a (3. we find that (wia. wi = b.17.. Then w is a 1form.<n be a system w of n real numbers attached to the basis lei) of E. we get g.17..).ap°p}1"'Qp+ satisfies tili2..ip+9 = ba1bb . ®8'p ®eiy+1®.19..6.. A system of nP+9 real numbers to a basis 8`1®O'2 ®. gij are the components of g in the basis {ei}. At a point. Examples.. Fortunately there are tensoriality criteria. Multiplying the equality by b7 . and {wa}1<a<n the system w in the basis Suppose that for any vector X E E.18..1 = b°bga. that is a 1form.. 11msoriality Criteria Let {wi}1<.ip So we have 41 i7 iP+I.}1 .15)..... attached are the components of a (p. q) tensor on E if and only if in a new basis gal® ®9°p ®eal ® the system of real numbers ta.ap+901 9012 ®.... in the basis {eep} satisfies the following condition: for any vectors X1. This result can be generalized. Suppose that a system T of nv+9 real numbers in the basis {ei}. { ei } r {ea }.. after summation. q)tensor T (in the basis lei }) in terms of its new components (in the basis {e}) by means of the matrix ((&)) for the covariant indices and the matrix ((a )) for the contravariant indices.a2.0p°P+l...ap aP. we get..tc (Example 0.The contravariant indices are up. g is a (2. and the covariant indices are down. Theorem.0)tensor on the tangent space which is isomorphic to R'. Since X' = aa. 0 for any X. b°p aap+1 ..1)tensor. ®eap+ Often it would require long computations to verify the above equalities. Thus Wa = wia'a. 0. 0. . 0. a y+9 OIOt2.. wiX' = °X°. ® gap ®eap.q are the components in a new basis {ea}.. In this book we will consider a Riemannian metric g. ....16. we express the components of a (p.ap+9 Lp ro+1 ap+9 it i2 6i 1 ®g`2 ®.Xp and any 1 forms . We get R ' = b° a. If ga. ga O"P ®eip+1 ®.3 bkbi R in the first basis ands ra the components in the new basis...
<" form a basis of ARE.. we get 4Ii2 ipy.. and for 1 < k < q we have b°wa. For 1 < j < p we have XX = aQX7 .21. Proof. we get. . Multiplying both sides by bk.6 0. Definition. Then T is a (p. wo 9 +v.19.. A 1form is defined when we know what it gives on the vectors of a basis.. We have X' = a. If {x'} and {y'} are the components of x and y in the basis {e.. There are others tensoriality criteria. aa. _ aryP... Putting these expressions in the condition of Theorem 0. btr+v Thus T is a (p. If {x'}1<i<n are the coordinates on R" (or E) corresponding to a basis {ei}1<i<n.. ... then x'yf xxy' = z'j are the components of x A y in the basis {ei A eJ }. v+ t2 . The exterior product of two vectors x and y of E is the skewsymmetric tensor xAy=x®yyOx. which has Cn elements. . X`pwl Pw ...b .}. Background Material 1 v 4i i2. t kX'X' = Zk are the components of a vector Z. By definition... that are the skewsymmetric (p. 1:5 i < j < n.X°. dxal Adx\2 A. Proof.. . We denote by APE the space of the skewsymmetric pforms on E.e.Adxap(ea>.. Thus tk?a. after summation. 11... A dxJ'p)1<_A.b ip+. 0)tensors. = ta.) =avid ..Y'3 and Zk = t42f...l.<A... These forms are well defined when we know what they give on a system of p vectors of a basis. Xp p 1 ap+l .1)tensor.aal ...20. So T is a (2. Example. In this book we will consider especially the skewsymmetric pforms on R" (or on a vector space E of dimension n).. so dx' is well defined. the Kronecker tensor. More generally.a'. q) tenor.... w4 p+4 l .  0. 0. Suppose that a system T of n3 real numbers tip in the basis {ei}. q)tensor. that is. tija' a'b _ since bleary = 67.e.1)tensor.<A2<. Y' = a' . we also have Z"r Then T is a (2.. the elements (dx''' Adxa2 A ...p+aX+t X'2 1 s .0 in the basis {ea} satisfies the following condition: for any vectors X and Y.. we denote by dx' the 1form such that dx'(ei) = 6ji.
We can define differentiable maps of a Banach space BI into a Banach space B2. We say that f is diferentiable at xo E R" if there exists a linear mapping A E C(R'. t7. b° q . There are functions which are differentiable on fl and which are not Cr. and thus get a (p1.QPTv l . Indeed.. we say that f is continuously differentiable on f2..iailsi2 . If fl 3 x . Tip.up < n.ro.RR) is continuous...."' . we denote it by f'(x). .. When we interchange two of them.11w e have ` Differential Calculus r+a.... Let T be a (p. where w(xo. ip9dP+z r+o..0... q 1)tensor. y) + 0 as y . Remark.23. A linear implies A continuous).17 for the notations). we say that f is differentiable on S1. 0.. Recall that a Banach space is a complete normed vector space.f '(X) E C(Rn..i3. we assume that f is at least C1. Indeed. in this book when we talk about a differentiable function f . The definition is the same as above except that the linear mapping A must be continuous (for finite dimensional Banach spaces. Nevertheless. after summation over j=it=ia+i.i2. We call A the differential of f at .. We set them equal and make summations. q)tensor..9 Y3 } 1 = 89. the result changes sign. we arrange the p vectors in order. q1)tensor which is a tenser obtained from T by contraction.24. Let be the components of T (see 0. Let f be a continuous map of an open set fl C R" into RP.. If f is differentiable at every point x E 12..f(xo) = A(y) + IIvI{w(xo. We obtain. Choose for instance it and ip+i. one covariant and the other contravariant. y).. 0 as .ry 7 iPl.. aDb°F b«p+2 P ip+1 iP+2 y . or f is Cr. Contraction of Indices.22. 0. acv b' aa2 = .. Definition. The differential off at x depends on x. Complete means that any Cauchy sequence converges. b°'* ir" 0. which are the components of a (p 1. R") such that for any y E R" with xo + y E it we have f (xo + v) ..here 1 < Al < Az < < Ap < n and 1 < pi < µ2 < <. The contraction consists of choosing two indices. since a. We will never consider differentiable functions which are not C'.
23 we get f°(x+te. JP P of p differentiable functions on Sl (realvalued): the coordinates of f (x) in RP are f' (x). If f is a homeomorphism of fl onto f (S2) C R" (n = p). Background Material 0. f is C' on Sl if and only if the partial derivatives 8 f °/ex' (1 < o < p.all. set A = ((a)). Mean Value Theorem. Here the norm II II is the norm as operator: if u E G(R". RP) is C' on Q. C" functions are analytic functions. f 2(x). thus d(g o f) = dg o df . We say that f is C2 on Il (f E C2(fl)) if the map S2 3 x f(x) E G(R". Then $ is a C' map of I0.27.tei). {y° } i Here {x`}1<i<" are coordinates on R' ({e. From Defni tion 0. 0.} is a basis of R"). In this case (f')1 = (f ' )'.25. = 8 f °/8x`.f(a)ll 5 MIIb.) . .f°(x) = to?+ltlw°(x.0. Set $(t) = f (a + ty) with y = b . and <°<P are coordinates on RP. The rank of f at x is the rank of ((8f°/8xi))x.26. b) C S2. then f is a diffeomorphism if f and f 1 are differentiable. Indeed. and w°(x. Thus if ° is differentiable and a. According to the chain rule mentioned in 0. the image of R" under f'(x). The differential f'(x) is represented by the Jacobian matrix ((8f°/8x'))x with n columns and p rows. b be two points in n C R" such that the line segment la. fP(x). 4'(t) = f'(a+ty)oy. RP).a)/ t E [0. Proof. tei) ' 0 when t . We will write also df for f'. it is the dimension of the vector subspace of RP. Suppose f (11) C 0. . Let g be a C'function of 0 C RP into R'n.0.1)} is compact and x ' ll f'(x)ll is continuous. thus M is finite. in this case each f° has partial derivatives of any order. Let f be a differentiable map of 11 C R" into RP. where M = SUPXEf01 llf'(x) II The set [a.26. 1 < i < n) exist and are continuous on 12. Definition.1) into RP. By induction we define C'functions (r E N). b] = {a + t(b . f 2. since d(f 1 o f) is the identity map. and let f be a Cl function of Cl into RP. C'°functions are funotions which are C'functions for all r E N. Let a. f is defined by means of a system f'.a. 0. then go f is a Clfunction of 11 into R' and (gof )' = go f'. which is defined for t in a neighbourhood of 0. Then Ilf(b) . then (lull = supllzU=1 llu(x) II.
29.t(0) = fo 14'(t)dt = fo f'(a + ty) o y dt 1 and 11f (b) . The same result holds for an open set We give this result because we will use it in Chapter 1. When k oo. We obtain k" little cubes.Differential Calculus 9 Thus f (b) .A[B0(rMrv1n)]. If we consider Kr C R" C RR. Indeed. Let Kr = {x E R" I IX 'I < rfor I < i < n} ({x'} are the coordinates of x). where u denotes the measure in P'. For this we only have to consider a C1mapping f of R" into R" such that f /Ki = f /Ki.) < k"µ(Bo(p)) = k"nµ(Bo(r/i)). For general fl. As R" = Ur' 1 Kr.1 IIf'(a +ty)IIIlyIIdt < MIlyll..) < e. The image of R' by a C1mapping f into RD is of ilcR". where Bp. Thus a countable union of sets of measure zero has measure zero. µ[f (R")] = 0.. (p) is the ball in P' of radius p = ry' /k and center Pj. C Ki+1 and S2 = U . since µ[f (Kr)] = 0 for all r E N. 0. (Lebesgue) measure zero if n < p. On Kr we have Ilf'I1 S Mr. Let f be a C' mapping of an open set 0 C R" into R". Proposition.N FA(B. with sides of length 2r/k. Let f be a C1mapping of R" into RP.k"µ[Bo(pMr)] = k".f(a)ll <. Then µ[f (Ki)] = 0 for all i implies µ[f (0)] = 0. the right hand side goes to zero. This implies jz[f(Kr)] <. 11f (x) . there exists a sequence of compact sets {K} such that K. y in Kr. Recall that a set A C RP is of measure zero (µ(A) = 0) if for an arbitrary e > 0 there exist balls Ba (a E N) such that A C UaEN Ba and E. If f'(xo) is invertible (rank f = n at xo E S2). Proof of Proposition 0.y1l Thus the little cube Kj of center Pj is such that f (Kj) C B f(p. . If f E C'`. the center of a little cube.). 1 0. According to the theorem cited above. We slice each side of the cube Kr into k segments of the same length. c 1 Rp1(p) with p = r//k.. and by the mean value theorem. Inverse Function Theorem. then 4' and 41 are C'` on 0. Kr has measure zero in R".6N K$ We prove that tC[f (K1)] = 0.f (a) = t(1) . K.)(pM. using the result above. for x. we see that f (R") = Vr=1 f (Kr).28.f (y) II <_ Mr II x . So µ(K.28. then µ(Kr) = 0. which goes to zero when k + oo. there exists an open neighbourhood 0 of xo such that $ = f IB is a diffeomorphism of 9 onto f (0) . So p[f (Kr)] = 0.
We have llxk+1xkll = llh(xk)h(xk1)ll <'Ilxkxk111 <' Ilxlxoll =' llyyoll since y E B implies xk E B.h(x')II < 'Ilx . So xk . We define by induction the sequence xk+l = y . Consider the equation x + h(x) = y for y E B given. . since h'(xo) = 0. Indeed. As we can give the same proof at any point zo E 0. = f Is is bijective. According to the mean value theorem. the solution is unique in B.h(x). Remark.31. and rankt1 = n at yo. Background Material Proof. Suppose that a) f is injective.xol1 < r) Set 0 = B n g. then implies II g(x) . We choose r small enough so that rank f = non the ball b C fl of radius r and center xo. since llh'(z)I1 < for z E B. x = y . Theorem.(B). Ilxxll = Ilh(x)h(x)ll S 1Ilxill implies x = x. Let f be a C' mapping of ft C B into b. The inverse function theorem holds in Banach spaces.xoll < r implies llh'(x) 11 < 1. Let us consider the mapping 9(x) = f'1(xj) o f (x). The proof is the same. 0.10 0. Thus o (y . Since (V1)'(y) = f'' [V'(y)l.yo Il.xoll <5Ilxlx1_111 <Ily . Since h is continuous. it follows that $1 is differentiable on f (0).h(xk) (k > 0). x1 = y . Moreover. and b) f'(x) is an isomorphism from B onto b for every x E ci.x'II. This inequality proves that ' is differentiable at xo. and since h'(xo) = 0.yo) . it follows that V1 is C' on f (0). x E B.$1(y) + 1(yo) II < 2elly .9(xo) . For all c > 0. 41 is Ck if f is Ck 0.30.yollE =1 <211yyoll The sequence {xk} is a Cauchy sequence. there exists r > 0 such that llx .x + xoll < Ellx . And now a global result.x.xoj and k 7=1 k Ilxk . h is C1 on f2.[g(xo) . B and B being two Banach spaces. Let B be a ball of center yo = g(xe) and radius smaller than r/2. Indeed. Set h(x) = g(x) .xoll. Its differential is lIf'1(xo) fi1(xo). Soy g(x). for x and x' in B 11h(x) . Let us show that 1 is differentiable on f (0). We have g'(xo) = Identity. there is q > 0 such that 11X .
B) into itself.x)f(t..x) E V.to + a] C R (a > 0) such that I x f2 C V.a) . According to 0. for t E I and a.p.f(t. there exists a neighbourhood V of (to. Then 4' is a contracting mapping of the Banach space C(J. Let B be a Banach space.b11Thus 0 is locally a contracting mapping. Ilf(t. Since f is injective. Ilf(t. The fixed point theorem then implies the existence of a unique z E C(J. b) E 0 x 0. 41 exists. i.29. II$(x)O(y)o <_ Ittolllf(t. a and r satisfying 0. xo) where f (t. there exists k such that. has a unique continuous solution x(t) if f (t. Indeed.y)II <kittolllx(t)y(t)II Pick 0 (0 < 6 < a) such that ik < 1. x) is Lipschitz in x on I x A. Since f is continuous. b in 11.h(b)l < klla .f (t. and let (t. B) such that $(z) = Z. and conversely. and its values are in n.a. Consider the mapping 0 of C(I. x) E B be a continuous function defined in a neighbourhood of (to. Since f is Lipschitz in x. 0) into itself defined by t : C(l.33. : 0 i f (Cl) is invertible. The solution is defined on a neighbourhood J C I of to. (*) a = f (t. to + S] C 1. a continuous function x(t) satisfying (*) satisfies the integral equation x(t) =xo+J f(u. The differential equation z(to) = zo.Then f is a difeomorphism from Il onto f (S2) C B. We consider a closed ball f Z of radius r and center xo in B. . Proof.bit for (a.x(u))du.b)II 5 klla . First of all.e. x) is bounded. B) be the Banach space of all continuous functions g on I into B endowed with the norm sups 11g11. x). $'1 is continuous and C1differentiable (these are local properties). and set J = [to . and I = Ma < r. The Caudh Theorem. Let C(I.32. x(u)) du. x) . 4 = f It. xo) in R x B. Recall that a map h of an open set 0 of a Banach space B1 into a Banach space B2 is Lipschitz in 0 if there exists k E R such that iIh(a) .z)II < M for all (t. [to . fl) i) x(t) y(t) = xo + J f (u. 0.
.33. If f (t. 0. xo) in R x B such that the solution x(t. s) . 3 > 0 being independent of (t.. Remark. x' = 2 jxJ. 0 General solution . t + 01.. x(t) = z. Theorem.12 0.x(t. to. If f is C. (t. Then there exists a neighbourhood 0 of (to. i) E 0.37. In that case there exist a solution greater than the others.36. Greatest solution . The solution of (*) (Theorem 0.Smallest solution 0. But if the Banach space is R". Moreover. and I = [t . x) is not Lipschitz..i) in a neighbourhood 0 of (to. Thus we can write it in the foam x(t. n = 1. Dependence on Initial Conditions. Let f be a continuous function. this map is C°°. x(0) = 0..3. t. . t + o). 0. satisfy I x fit C V for any (t. xo).33) depends on the initial conditions (to. exists on [t' .. If we choose (i. i). but it may not be unique. t. we cannot say anything in general. we can choose r and a small enough so that the closed ball f2j of radius r and center i. t. Example. Background Material 0.35. xo)....a.. then there is a solution of (*). and a solution smaller than the others. Lipschitz in x. as in Theorem 0. x) is continuous. i) of the differential equation x' = f (t. x).x0).34.
Problem. Let t x(t) E R be a function defined on an interval of R.to+a]. g) Establish that xa(t) < 2 for t < 0. x) + .). What is the upper bound of ba? f) Prow that xa > 0 on I. e) Show that bA is finite.1 with n E N.xo)(t . Argue by contradiction. and then on [toa.B.\ has a unique maximal CO° solution xa defined on an interval la = (aa. x) < g(t.xoER". prove that z(t) > y(t) for to <t EInJandthat z(t) <y(t) for to>tEInJ.a..38. d) If f (t. c) Let f (t. Let (to. (t. b) Integrate the equation Eo explicitly. Show that yk(t) is defined and continuous on [to . Hint. xo) be initial conditions. x) .1. b. considering the equation x' = x2(1 + t2A2). (r) the ball with center xo and radius r). x) = g(t. x). Consider the family of functions 9. If f (t. x) on R2.. Then apply Ascoli's theorem: . Let f (t. y(t) the maximal solution of the equation x' = f (t. = x2(1 + t2A2) .to) and the functions yk ( < k E N) defined by yk(t) = yo(t) for t E [to . Problem.a. to + k].a. x) I I for (t. Deduce from the previous question that as = oo.. and choose a . x) and g(t. x(0) = 2. b) Prove that the family yk(t) is equicontinuous on Ithat is to say.Exercism and Problems 13 Exercises and Problems 0. x(to) = xo (it exists on J).. and suppose that f and g are uniformly Lipschitz in x. prove that z(t) > y(t) for to < t E I f1 J and that z(t) < y(t) for to > t E I fl J. for Ilyk(f)yk(s)II < E any e > 0. there exists q > 0 such that It$I < q f o r all k > t ands belonging to I.\ (A E R): X. Set M = sup I If (t.39. a) Consider for t E [to . x) E I x n.. x) be two continuous functions on R2 with value in R. yk(s . x(to) = xo (it exists on I).))ds for t > to. and z(t) the maximal solution of the equation x = g(t. 0. to] and yk(t) = xo + f t f (s. Consider the family of first order differential equations E.r>0.to+a] and S1= B.. Hint. a) Show that E. to] the function yo(t) = xo + f(to.. where I=[to. x) < g(t. x) be a continuous map of I x 1 C R x R" into R". x) on R2. (r)CR"(a>0.
. Show that z satisfies on I the equation E: z' = f (t. Let t .40. Background Material there exists a subsequence {yki} C {yk} which converges uniformly on I to a function z. b) Verify that if x is a solution of (E). c) From now on n = 1 (y E R and f (t. Let p < q be two integers. a unique differentiable solution of (E) such that x(to) = xp. show that there exists. d) What can we say about the existence of a periodic solution of (*) in the case A = 0? e) When f > 0. = f (t.. a) For to E R. Deduce that (E) has a periodic f) Show that solution (of period 1) for all A < 0 if and only if f (t) < 0 for all t. xo being a given real number. Ep (p E N): Y. deduce from c) that (E) has a periodic solution (of period 1) if and only if A > 0. then y = ez is a solution of (*) y' + AY =f ea" f (t + u) du c) When A 0. 0). establish the existence of e > 0 such that (E) has a periodic solution (of period 1) for any A E (e. in a neighbourhood of to. g) If fo' f (t)dt < 0. Deduce that z(t) = limp.f (t)ex. z).14 0. Aya (t) = f (t). and A is a real parameter. Consider the equation Prove that Ep has at least one Clsolution defined on I. prove that YAM = ea 1 1 ( 0 is the unique differentiable solution of (*) which is periodic of period 1. y) + p y(to) = xoz(to) = xo. where f is a nonvanishing continuous periodic function on R with period 1. Consider the differential equation (E) X. . zp(t) is a solution of E larger than any other solution of E. = A .x(t) E R be a function defined on an open set of R. y) E R). z is called the maximal solution of E. 0. zp a solution of Ep and zq a solution of Eq. Problem. Prove that zp(t) > zq(t) for t E I.
0. 1!"+by=1iy. oo) if and only if A < Ao. Let A (n E N) be the positive solutions of tan x = x. Let E={f ECl([O.44. y'(l) =y(1). t) continuous? Does it satisfy G(x. t) on [0. aa). What is the value of AO? b) When A > Ao. Problem. x)? e) If the equation y(x ) = 1 G(x. a) Prove that there exists Ao such that (Ex) has a solution on [0. has a nontrivial solution.0. Problem. x(0)=0.) f (t)dt. a) Show that ?=10' °O 1 1 n=1 b) Consider the equation (E) y" + b2y = f(x). with b > 0 and f a continuous function. and suppose that f(a) < f'(b). AER. Consider the function fe=. what can we say about µ? . t) = G(t. Consider the differential equation (Ea) x'=A+l+t2.41. 0. Let t ' x(t) E R be a function defined on an open set of R. the maximal solution exists on [0. 1] such that the solution of (E) is fo d) Is G(x. 0. 1] x [0. Prove that there exists zo E (a.11)1 f(0)=0and f(1)=1}. b) such that f'(xo) = yo. Problem. Let It E (f'(a). t. Let f be a real valued differentiable function at each point of [a. Show that sinh  < as < sinh ar FAI. What is the greatest real number m such that M<I f'(x) . y(O) = 0. y(0)=0.f(x)I dx kw any f E E? Hint. b] C R. 01) = y(1). Exercise. Is there a solution? Is it unique? c) Find a function G(x. f'(b)).42.48.
E PR(x). x(0) = 0. Exercise. For each n E N..Z.46. verify that F:y y"+i'cotanxpy is a map inPP(x).45.06 be the space of the bounded continuous functions on R endowed with the norm IIf IIco = sup if I.} which is a Cauchy sequence in COD. and prove that if p > 0 (which is assumed henceforth). . Given k p o i n t s x1. Consider the differential equation y' = x  Then x ' Y(x) E R is a function defined on an interval of R. Background Material 0. c) Let f E El. then the equation (1) y"+y'cotanxpy= fR(x) has a unique solution in E2 (that means that the function in E2 satisfies (1) on fl). we consider the solution yn in E 2 of equation (1). Problem. and denote by fa the partial sum up to order n of the Fourier series of f. where tanx 0. For k E N. What can we say about b) For p a real number. . . Show that for the equation y" + y' cotan x = h(x) to have a solution in E2 on the open set Cl C R. we have Ek = { f E Eo I f E &I. Exercise. Eo will be the space of continuous functions on R which are even and periodic of p e r i o d 2sr. Deduce that the equation (2) y"+y'cotanxpy= f(x) . Let C. ir]. with values in it They are even and periodic of period 2ir. Prove that it has a unique solution on (0.(x) the set of the functions in El whose Fourier series have vanishing coefficients ak when k > n (PR(x) is a linear combination of the functions cos kx with 0 < k < n). and P. Consider the differential equation x' =X 2 + t.} which converges at these k points. oo) which is positive and which tends to zero when x + oo. Let f. where t s x(t) E R is a function on a neighbourhood of 0 E it a) Show that a solution exists on (b. d) Prove that there exists a subsequence of {y. show that there exists a subsequence {yp} C {y. a) with a < 3.47. In this problem the given functions and the solutions are defined on R. b) What can we say about b? 0. 0.16 0. xk of 10. it is necessary and sufficient that uniqueness? h(x) sin x dx. Part I a) Let h E Eo.
e) Since f E El. Find the equation (7) satisfied by w = (dyt/dt)to. pk is the solution in E2 of the equation (5) Wk + Vk cotan x  f (x)elk' . Then consider the sequence of functions defined by induction as follows: cpo = m and. where p > 0 is a real number. for k > 0. But in fact there exists a oneparameter family of solutions yt of (6) in E2. When f has a constant sign. Prove that Wr > 00. it is necessary that f be negative at least somewhere. When a = 0. Exhibit two real numbers m and M such that f (x)em < a < f (x)eM for all x E R. verify that for (4) to have a solution in E2. f 0 0 and v 96 0. i1' 0. where a is constant and f E Eu. the equation (6) y" + y' cotan x + 2ey = 2 has an obvious solution yo. Deduce that equation (4) has a unique solution in E2. yt being Cr in a neighbourhood of t. what is the regularity of the solution? 17 Part H We next study the equation (3) z" + z' cotan x + h(x) = f (x)e"=. .Exercises and Problems has a unique solution in E2. establish that the sequence {Wpk} is increasing and bounded by M. it is necessary that a have the sign of f . a) Verify that for (4) to have a solution in E2. c) If p is chosen large enough. d) Prove that {cpk} is a Cauchy sequence in C. b) For the rest of Part II we suppose a>0and f(x)>0forall xER. a) Reduce the study of (3) to the study of the equation (4) y"+y'cotanx+a= f(x)ey. establish that for (4) to have a solution in R2. it is necessary that f changes sign and that fo f (x) sin x dx > 0. When f (x) . where h.Wk1. What is its regularity? Part III In this part we suppose a < 0.a . b) Find the solutions of (7) in E2.2 and a = 2. f belong to Ep and v E R. Let tJi be one of them.
Background Material c) Find solutions of (6) in E2 of the form y = k log [p(1 + E V. When a = 2. where k. Specialists will recognize the KazdanWarner condition for the socalled Nirenberg problem (see Aubin [2]). even if the necessary condition found in III a) is satisfied.18 0. show that equation (4) does not always have a solution.)]. . Prove the following identity: ffIsir2xevix=_(1+a/2)jfev sin 2x dx. la and a are real numbers to be chosen. Find all the solutions of (6) in F1 d) If equation (4) has one or more solutions in E2. let y be one of them.
The reader may skip the proofs of Whitney's theorem and the theorem on partition of unity. We give the difficult proof of Whitney's theorem. Basic Definitions 1. This proof needs pointset topology. Whitney's and Sard's. Definition.1. There are many definitions. We give the proof of the theorem on partition of unity. fortunately we have at our disposal Theorem 1. which will be very useful for applications. and this course is no exception. One must know what a differentiable mapping is. A manifold Mn of dimension n is a Hausdorff topological space such that each point P of Mn has a neighbourhood Cl homeomorphic to Rn (or equivalently to an open set of Rn). The subject of our study is differentiable manifolds. But what is useful throughout the book is differential calculus. The reader is assumed to know the definition of a topology and that of a compact set (see Chapter 0). using the definition. 19 . very useful in differential geometry. because it is a beautiful application of the knowledge already acquired.19. We end the chapter with two basic theorems. To prove that a subset of a manifold is a submanifold. and the Cauchy Theorem on ordinary differential equations. seems to be difficult. especially at the beginning. It is necessary to understand well what a differentiable manifold is.Chapter 1 Differentiable Manifolds One begins a new field in mathematics with some definitions. This chapter continues with the definition of a submanifold.
for which the proof of the notion of dimension is obvious. form a basis of that cp(P) = 0.. A set E is path connected if. given any pair of points P. there is an are in E from P to Q. 2. of [0. Q in E. We will only consider connected manifolds. In this chapter. .R". we study one component at a time. The notion of dimension makes sense because there is no homeomorphism of Rn into RP if n 96 p..1] C R into Mn. we suppose without loss of generality r = 1. p.. As often. Let P E Mn and let it be a neighbourhood of P homeomorphic to an open set of Rn. because we will study differentiable manifolds. Differentiable Manifolds More generally. by a continuous map.. . if any neighbourhood of P contains a neighbourhood of the family). 1. If I' is an arc in R" and cp the homeomorphism of Definition 1. their union is an are from P to T. By definition. We do not prove this main result. Proposition. fl i°.20 1. will be the ball of R" with center 0 and radius r. An arc of M is the image. W1(I') is an arc in Mn. . locally path connected) means that every point has a basis of compact (reap.. If a manifold has more than one component.2. Here we will study only manifolds of finite dimension. locally compact (resp. path connected) neighbourhoods (a family of neighbourhoods is a basis of neighbourhoods at P. B.. If there exist an are from P to Q and another from Q to T. A manifold is locally compact and locally path connected.1. we define a Banach manifold: each point has a neighbourhood homeomorphic to an open set of a Banach space. (p E N).
. and (f2q.3) are two local charts with QC n Qq 0 0. C)? on M. where fl is an open set of M" and 9 a homeomorphism of i2 onto an open set of R". Let P E M. Hence TEW. p. Indeed. and U a neighbourhood of T homeomorphic to R". A local chart on M" is a pair (ft. Definition. Since M" is connected and W 0 0 (P E W). then .3. cp).. W = M". is an atlas for which all changes of charts are Ck (respectively C. Wi)ie1 of local charts such that UfE1 "4 = M" is called an atlas.Basic Definitions 21 neighbourhoods of P which are compact and path connected. if (fL. Definition. W is closed. Proposition. there is also an arc from Q to T.. C).j.4. co) are the coordinates of the point rp(P) in R". A collection ((T. 1. let Q E W. The coordinates of P E fl related to the local chart (12. Indeed. spa). That is to say. thus there exist Q E U fl W and an are from P to Q. A connected manifold is path connected. let T E W. 1.I 1. W is open. and let W be the set of points Q of Mn for which there is an are from P to Q. An atlas of class Ck (respectively CO'. 'p. Q has a neighbourhood f2 homeomorphic to R" and 0 C W.5. We have U f1 W 0 0. Proof.
Indeed.(UtnWQ)when U. W.nWQ#0.1 is Ckdifferentiable at 10(P) since Vo.. Differentiable Manifolds the map FAQ o cp.22 I.1. of VS(f Halo) onto cp.1. P+)iEI and (We. n its) c Rn We consider the following relation of equivalence between atlases of class Ck on Mn: two atlases (U. a function takes its values in R) is Ckdifferentiable at P E M. That is to say that gyp. A function f on Mn (unless we say otherwise. C° or CI) is a manifold together with an equivalence class of Ck atlases (respectively.6. then time are atlases of class C°° (which are Clequivalent to it) if the manifold is paracompact. 0) be another local chart at P. *Q)QEA of Class Ck are said to be equivalent if their union is an atlas of class Ck. but if there exists an atlas of class C'.. o * 1 isCkon*. ip) with P E U the function f o V1 is Ckdifferentiable at W(P).Cw). C° or CO). if for a local chart (U. On a manifold there need not always exist a differentiable atlas (of class Ck).(n. Definition. then f otji1 = f orp1ocpoY.(i2Q nits) is a diffeomorphism of class CA (respectively C.1 . We easily verify that this definition makes sensethe notion of differentiability does not depend on the local chart. Rn D Vo(0Q n its) % 12« n fts f?. A differentiable manifold of class Ck (respectively. It is possible now to talk about differentiable functions Ck on a Crdifferentiable manifold when k < p. 1. called change of charts. let (i2.
vp) as follows: n = S. \{P}. . cpj)iE1. obtained from the atlas (UU. for Q E 0. zj = 0 for 1 < i < n in Rn+1 We define the charts (it. 1. c) and (8.. with P and T the north and south poles of coordinates zi+1 = ±1. is a compact analytic manifold. and for Q E 8.is Ckdifferentiable because k < p. Example. by setting U1 = U. ' ){E. r(Q) = Q2. Proof. An open set Il of a differentiable manifold M. j)jE. of m. Let us consider the unit sphere S. If any change of charts Vj o cpi 1 is holomorphic on pi(S2j fl S2j). We can define complex manifolds M. where Bpi is a homeomorphism of li onto an open set in C. the intersection of the straight line PQ with the hyperplane II of equation zn+1 = 0 ({p is the stereographic projection of pole P). to U1.8. The sphere S. Remark.7. 8 = &\{T}. M is a complex manifold of complex dimension m (n = 2m). fl 12 and letting cpj be the restriction of cp. is a differentiable manifold. It is endowed with the atlas (Ut. cp(Q) = Q1. 1. the intersection of the straight line TQ with H. C Rn+1 centered at 0 E R"+1. Consider an atlas of local charts (f)j.
. Sot}1<j<n+1...9. in Cartesian coordinates {x'} for Q1i {y'} for Q2 we have y'/p = x=/r.. thus y x' 1(x)2 and x' 'j 1(yj)2 y` 1... The cpi (i = 1.y2. Recall that Pn(R) = (Rn+1 . The real projective space P.. . xn+1))..24 I.yi) E ±. t1') form an atlas A for S. a) be polar coordinates for Ql and (p. (y:..w) polar coordinates for Q2.(R) is a compact analytic manifold. where R. Differentiable Manifolds Obviously (0. To the equivalence class t E Q...: 0 U 9 = S and II is identified with R". . which is defined by a = w and p p and r are not zero on SZ (10.... What is the class of A? . We can see that.. Proof. . the r = 1.2. we endow P"(R) with the topology such that the gyp. is the following relation of equivalence: x .1.. (x = (x1. .y 1. The open sets Sgt = U. We consider the atlas A = {f?. . we associate Soi(x) = yt E R" whose coordinates are y* = x?/x' for j < i and y = xj+1/x= f o r j > i.2. where v is defined as follows.n + 1) are bijections. So) and (8. On S2 f16.. 2.y ./1 cover P..{O} if there exists p E R such that x=pi. Thus r = OQI. is analytic since finction apoljr1. P = OQ2i a = w and rp = OP.(R). coordinates are not zero. are homeomorphisms. (i = 1.{O})/R. What is the class of A? Let (r.OT = 1.(R): L)7+1 SZt = . n + 1) be the set of points of Rn+1 whose Oh Let U .1 in Rn+1.
Let { flp } pE V be a family of open sets houteomorphic to R" with lip compact. To study a manifold. being E (E==1Kq) 1.I f o r all 1 < i < n + 1. n Up = 0 except for a finite set of indices i. The set Kq is compact. For instance. which cover K. C Kq CKq+tC .. Up. E is countable at infinity if there is a family of compact sets Kq (q E N) 0 0 such that KI CK2C . locally finite and thinner. Since V" is paracompact.. n K # 0.. we will have to glue together the charts of an atlas.. But yn+I = xn/xn+1 = 1/y. we can associate a covering. Now if 9. The manifold is the union of its connected components...Partition of Unity 25 To simplify the writing let us consider p o +t If a E then x = {x'} with x" and. x = {x'} and x'O be s u c h that Ix'I Ix . In R" the set K defined by Iy'I < 1 for 1 < j < n is compact. least one Up. as a finite union of compact sets. indeed we verify below that the set of open sets 0i which have a nonempty intersection with a given compact set K is finite. + 1ltn+1 = y /y for j < n.. we consider Kc. = W1 (K) is compact. . to any covering of E by open set f2. (with this notation. there is a locally finite cover {0{} thinner than the cover {flp}. thus K. Proof. xx"+1 nonzero. then 9.10. we consider in each Sti a compact Ki suet that P"(R) _ I 1"+'K. the set of s such that Ix'I < Ix') for all i. In fib.. A topological space E is paracompact if. by open sets 0j. let Vn be one of them. Up2. n up O 0 for at. A paracompact manifold is the union of a family of connected manifolds which are countable at infinity. For j < n we have yin+1 = z^I /x"+t and p = xi/xn. (i E I). Pick 91 96 0 and set K1 = BSI. The family { Up } covers K.. Partition of Unity 1... being the set of indices j for which 9 f n Kq_I 0. thus there exist Up. may be the empty set). and use partitions of unity. To prove that Pn(R) is compact. and the set of these 0. Theorem. Thinner means that 9 C fl.11. lets E Pn(R). is finite. Locally finite means that any point has a neighbourhood W such that Z n W # 0 except for a finite set of indices i. . . J. the union of the K. This is why we will suppose the manifolds compact (the weakest topological hypothesis which implies the existence of partitions of unity). Let Up be an open neighbourhood of P such that 9. This change of coordinates is analytic since yn 36 0. then by induction we define Kq = U3EJa e'.. some 0.
Now {. so is the partition of unity. Kp being compact._1 C UiEJq 9j =Kq.bE1 be a covering of a manifold by open sets. let us consider a local chart (VQ.pqi I (B1) cover Kp+t \ Kp..<1. we will mention it no more.(B1). let 9j." 36 0. Thus it is proved that V" is countable at infinity.. C 9. Differentiable Manifolds Moreover K. .12. ii) Any point P has a neighbourhood U such that Unsuppoj = 0 except for a finite set of ai. Br C R" is the ball centered at 0 of radius r.6.. . Set 7j (Q) = 7 (kPQ1(Q) I ) when VQ1(Q) exists.+I. But W is closed too.} be the given covering.. 2[. . for P E W.1 Kp. A partition of unity subordinate to the covering {9f} is a family of functions {(x.pQ1(B1)}QEM is a covering of K1. and for Q E Kp+ 1 \Kp.12. We ver (B3) form a locally finite covering thinner ify that the open sets Sgt. Kp CK. According to Theorem 1. rpQ ) such that VQl(B3) is included in an open set 0. From now on. The functions a j = ryj ( 1 7i form a partition of unity subordinate to the covering {Oj}. = than 0.. see 1. M. zero otherwise. thus gyp' (Bl ) . so W = t 1 Kq is open. Proof of Theorem 1. Let us consider the function 7(r) = [j2P(t)(tt}' j(t)d with p (t) = e 1T for 1 < t < 2 and p(t) = 0 for t 0 ] 1.. has nonempty intersection with a compact set Kq.. co Qjj (B1) of {VQ1(Bi)}QEM covers K1. Theorem (Partition of unity). The function 1(r) is equal to 1 for r < 1 and vanishes for r ? 2. if the manifold is C' (respectively Ck). since V" is connected and W * 0.26 1. iii) 0<a.° C K9+1 C W = V. thus 0j. 1. . manifolds are always paracompact. On a paracompact differentiable manifold of class Ck (respectively C°0). is countable at infinity: M = U. thus a finite subset pQ. Let us prove the result for a connected component Af of the manifold. Let {9. be one of the open sets of the covering which is a neighbourhood of P. and P E 0. and in Kp}2\Kp_1 (here we suppose that pQ(Q) = 0 E R" and pQ(VQ) = R"). Since 'y(r) is C. Indeed.}jE j with the following properties: i) suppa. By induction we exhibit a sequence of points Qk such that the open sets VQ' (Bi) (Q E M) 0 0 cover Kp+l\ Kp.11. there exists a Ck (respectively C°O) partition of unity subordinated to a given covering.aejaa=1. We have Wfl9. Let {0.
(9i). which is differentiable. A Cr differentiable mapping f of Wp onto Mn is a submersion if the rank of f is equal tan = dim Mn. Definition.15.13. since it does not depend on the local charts. Indeed. each function pt is a homeomorphism of 9. Choose (9.16. l') is a local chart of M. and p >_ n if f is a submersion. into M is an immersion if the rank of f is equal top = dim Wp at every point P of Wp. 1. = R. Since rank f < max(p. and (11. It is an imbedding if f is an injective immersion such that f is a homeomorphism of Wp onto f (Wp) endowed with the topology induced from M.a with f (P) E ft.. and we define the rank of f at P to be the rank of 1# o f o <p1 at Sp(P). A Ck mapping f of a differentiable manifold Wp into another Mn is called C'differentiable (r < k) at P E 9 C Wp if 0 o f o v1 is Crdifferentiable at ip(P). But now cpj is a diffeomorphism of ej onto V. according to Definition 1. it follows that n > p if f is an immersion. Mn = R2. Definition. n). W. 1. Here (9.14. Remark. w) is a local chart of Wp at P. Examples. gyp) and a local chart (I t ).Differentiable Mappings 27 Differentiable Mappings 1. onto sider an atlas cpi(9i) C Rn. We easily verify that this definition makes sense. gyp. we have to verify that 0 o Bpi o V1 is differentiable for a local chart (9. when we conVj)jEr. A Cr differentiable mapping f of W. gyp) = (9. to see if joi is a differentiable mapping.1 = Id. then obviously dpi is differentiable: Id o Vi o 4p. In the definition of a differentiable manifold.) and = Identity.18. 1. CO t (ii) t (iii) f P (v) .
1. r = i for t > 1. a neighbourhood of 0 contains open sets of the form f ((1. Let M. M be two Ck differentiable manifolds. +e)) U f ((E . Definition. and ii) there exists a neighbourhood 11 of P such that 11' (Q) is diffeomor phic to flxF.28 I. The map II is a 2sheeted covering if F consists of two points. (v) is an imbedding. but it is not an injective immersion. (iii) is an injective immersion. In the induced topology. In example (iv) the equation of the mapping is. (iv) is an imbedding. (i) is not an immersion. 8 = t. Each point P E 111(P) has a neighbourhood f2' C M such that the restriction II' of II to SY is a diffeomorphism of IT onto Q. in the induced topology. we have rank f = I everywhere. oo) ). such that for every P E M: i) II1(P) is a discrete space F. oo)).17. +e)) for any e > 0 is not an open set in the induced topology. Indeed. (ii) is an immersion. M is called a covering manifold of M if there exists a differentiable mapping II (called a projection) of M onto M. a neighbourhood of 0 contains open sets of the form f ((e. rank f = 0 at 0. Differentiable Manifolds In example (iii) the equation of the mapping for t < 0 is x(t) = t. f ((e. y(t) = 0 and for t > 1 it is x(t) = 0. !1 Af . in polar coordinates. but it is not an imbedding. y(t) = t. Here there is no difficulty.
. = fli n w and Bpi the component on 8i of the restriction of gyp.. defined by a set of n . ... W is endowed with the topology induced from Mn.. is a submanifold of dimension n. x") the corresponding coordinates. (P) = 0.{y1} E R". n.. Considering this definition.). gyp. According to the inverse function theorem. .E j is an atlas for W of the same class with ft.. 1. The set Sn(1) of the points x = {x'} E Rn+1 satisfying fl(x) Indeed. =. where o(1l) is an open set of the form 8 x V with 9 c RP and V c R"P. to f2. y" = fnp. A submanifold of dimension p of a differentiable manifold Mn is a subset W of Mn such that for any point of W there exists a local chart (fl. _ w. V..EJ with fli = fls n e and 0. . We consider for Mn an atlas (fl.1 = 0 is a submanifold of Rn+l. .). gyp) of Mn.). is a differentiable aubmanifold Wp of Mn if the map of Mn into R"P defined (f1(P). fnp are C1functions on Mn... let us suppose that it is the one where j =p+ 1. x2. /f4 is an atlas for e. 0(8 n W) CRP x {O}. WP is endowed with a structure of differentiable manifold induced from Mn. Let aP be the homeomorphism defined on 0 by P . fn_p(P) = 0. . .p) x (n .) is an open set of Rn.p equations f. Example. the derivatives are 8fi/8xa = 20. Fortunately there is the following theorem.19. .p. Without loss of generality. Let xo be a point of W C Mn. .Submanifakls 29 Submanifolds 1. xn) on Sl such Thus there exists a system of local coordinates (x 1.. of local charts as above.. One of the determinants of the (n .pat any point P E W. .. fnp(P)) is of rank n .p+2. 1. If aj are the components of the matrix M E T(n.). p) with p rows and n columns is a normed vector space. and (fl.'(x')' .. p.18. An open set 9 of a manifold M. f+l = fl. we set . then (fl. Theorem.. it seems difficult to prove that a subset W of Mn is a submanifold. by P Proof.p) submatrices of the matrix ((8f/9z')) is nonzero at xe. . which is very convenient. gyp) a local chart of Mn with xo E fl. = xn = 0. Then (fli. Let us consider an atlas (Sli. where fl. that Wp is locally defined by the equations xP+1 = xp+2 = . p). A subset W of M.20. p.EJ for Mn. such that V(flnW) = 8 x {0}. Here W is a differentiable submanifold of Mn. (x1.. and The set of matrices T (n.. there is a neighbourhood 8 C fl of x0 on which as coordinates of P E ewe can take y1 = x1.. Definition.E. (fl. yP = xP. The rank of the matrix ((8f1/8x1)) is 1 on the matrix is never 0 on Sn (1) since (xi )2 = 1.
Thus if k = inf (n. is not zero.19. Theorem. D"k. The set Ea of the points satisfying Da # 0 is an open set of T(n. p) which is of dimension np (an open set of a manifold is a submanifold). is a homeomorphism. p. Differentiable Manifolds JIM 11 = sup la. p).. Let us suppose Dl 96 0. The set T(n. E1 nT(n. p. Indeed. k a1 a1 k+a Da3(M) = al k ak k .vk(M)} is of rank (p . 1 : 5 a 1 <µ<pk. and their union is an open set of T(n. Here one chart covers the manifold T(n.22. 1. In order for the rank of M E T(n. we have proved that T(n. .p) of dimension np.30 1.18 (which is purely local) T (n. we have to show (and it is a necessary and sufficient condition) that all the (k + 1) x (k + 1) determinants of the type 1 a1 . . p. p.').W"k)(nk) defined by M i {D11(. ak. the partial derivatives with respect toxx with A = k+v+n(k+. k) at least one of the determinants D(.. s Thus the map 1 is of rank (n . But as T(n. °°3 IN = Dl if v = a and it =0. k+8 ak+Q ak+9 vanish with 1 < a < n . p) Proof. we have to have that one of the determinants DQ of the submatrices k x k of M not zero.. p. The Whitney Theorem 1. 1 ) 1 2 ( M ) .p) . according to Definition 1. are 0 otherwise. The map r : T(n.k and 1 < 0 < p .u 1). . p) of matrices of rank k is a submanifold of T(n. k) C U EQ.21. k) is a submanifold of dimension k(n + p .k. then at a point M E T (n. it is a submanifold of T(n.p) to be greater than or equal to k.p) onto ilt"P defined by ((a=)) {xk} with xi+"(i1) = a.p). p). According to Theorem 1. p).So the bijection of T(n.p). ..k) of T(n.k)(p .k) on El. Every parncompact differentiable and connected manifold M may be imbedded in 1R2"+1 . p. If k < inf (n. p).k).M).k)(n . k) is a submanifold of dimension np(nk)(pk) = k(n+pk). k) is a submanifold of T(n. k) C T(n.
there exists a sequence of balls A. The steps of the ifold has an immersion in R2' and an imbedding in proof are Propositions 1. k)) is empty. Then for any c > 0 there exists an n x p matrix f (x) + A.1) (p + 1) < np . if the measure of A is zero. k) is n+k(n+p. for any x. p. different from the matrices of the form B . locally in 9. With the second lemma we prove that if f is already an immersion on a compact K. k) into T(n. In particular. 1. if IIAII < +l. gyp) a local chart. such that A C U°° 1 Bi and i= . p. B) p B . If the rank of f is equal to n on a compact set K C 91. Therefore when k < n the image of St x T (n.J(x) is C'. no open set. Recall that a set A C RP is said to be of zero measure if for any c > 0. We write J(g) for the Jacobian matrix of g. k) by F is of zero measure in T(n. then taking p > 2n). A determinant is a continuous function of its components. so that the new map is an immersion on 11.1 (by setting k = n .27. p. Thus the interior of E = F(f1 x Lrk0 T(n. 6(x) is positive and continuous on K.1.J(x) with B a matrix of rank < n.The Whitney Theorem 31 We will prove a weaker theorem: every connected C2 differentiable manR2"+1. thus there exists 6 > 0 such that 6(x) > 6 for all x E K. we want J(x) + A to be of rank n for all x E S1. p. p) not in E as close as we want to the zero matrix. When k < n the dimension of fl x T(n. If J(x) is the Jacobian matrix of f at x. then there exists rl > 0 such that for any C'map g satisfying IIJ(g)II < rl on K we have f +g of rank nonK. is included in A. Let f (x) be a C2differentiable map of an open set Sl C R" into RP (with p > 2n). )) with Iai I < e for all i and j so that x immersion. except the null set. . Proof. The map F of 11 x T(n. identified with R"" according to a well known theorem of measure theory: The image by a C1mapping of an open set of R" into R' (n < p) is of zero measure in R". p) defined by (x.24. (11. In the first lemma we will prove that we can perturb the map f a little bit. therefore there is an it > 0 such that. into R" (p > n).x is an A = ((a. p). the matrix J(f) + A is of rank n on K. vol Bx < E. we can do this perturbation so that the new map is still an immersion on K. Lemma. Lemma. Proof. That is to say. and we can choose A E T(n. Let f be a Cl map of M. 1.25 and 1.23. Let 6(x) be the maximum of the absolute values of the determinants of the n x n submatrices of J(f) at x. A must be.k) < n+ (n .
By induction we define a sequence of Ckdifferentiable maps fr of rank n on K. We consider the map f of Mn into R2n defined by f (P) = 0 for all P E Mn. Let f be a Ckmap (2 < k < oo) of the connected and Ckdiffereentiable manifold Mn into RP (p > 2n) and let be a continuous function everywhere positive on Mn.  Proof. Oj). According to Proposition 1. and we choose r'(P) = p. Differentiable Manifolds 1.23 to f o VI 1 on B3 with a small enough. Theorem.g(P)II <'P(P) for all P E M. it follows that f1 is of rank non V1 and 11h (P) . The image of the manifold may be in a ball Bo C R2n of radius p > 0 as small as one wants.19. According to Theorem 1. The covering being locally finite.fr(P)II < 2r'j. Proposition. VI.32 1. Let us apply Lemma 1. the A. Let f be a Ckdifferentiable map (2 < k < oo) of the connected Ckdifferentiable manifold Mn into R' (p > 2n + 1) and let rji be a continuous everywhere positive function on Mn..+1 being chosen according to Lemma 1. Proposition.. into RP such that II f (P) . like Vj = cps 1(131). Proof.27. There exists a Ckimmersion g of M. We set f1(P) = f (P) + y1(P)A1 o cp1(P). at a given point P. Since y1 < 1.+1 and a small enough so that Ilfr+1(P) .g(P)II < tP(P)/2 for all P E Mn. We set f. y1 = 1 on Y1 and y1 = 0 outside wpi'(B2). Ckdifferentiable manifold has a Ckimmersion in R2n.25.+1(P) = fr(P) +yr+1(P)Ar+1 0 pr+l(P). Proof. there is an immersion g of Mn into R2n such that II f (P) . there exists an immersion g of Mn into R2n such that g(Mn) C B. form a locally finite cover of Mn. be a sequence of local charts such that the) .12. U'=. Then there is an injective Ckimmersion h of Mn into RP satisfying Il f (P) .25.25.24). . from some jo on we have fj (P) = f?+1(P) for j > jo. paracompact.23 with Sl = 52. because we have chosen a small enough for that. For the notations. Thus the limit of the sequence { fj } is a Ckdifferentiable map g which is an immersion satisfying II f (P) g(P)II < ri(P) for allPEMn. 1. Every connected.(P) and so that fr+1 is still of rank n on Kr nfirt1 (Lemma 1.. According to Proposition 1. Let (Sti. we refer to the proof of Theorem 1.f(P)II < %'(P)/2.. g is locally injective: every point P E Mn has a neighbourhood fl where g is injective. j E N.h(P) II < i(P) for all PEMn. 1. homeomorphic to B3.26.
Let {bi} be a sequence of points of R2"+1 which we will choose later. h1(K) is compact. Now hr+1(Pi) = hr+i(P2) gives hr(Pi)+bryr(P1) = hr(P2) +brryr(P2). Pick 0 1 and all the components of f (P) zero except the first. The covering {S1 } being locally finite. Theorem. and close enough to 0 E R2n+i. being equal to 1 on Vl. We consider the map Gr of the open set Dr into R2n+1 defined by hr(P1) . from some io on.28. be a sequence of such compact neighbourhoods which form a locally finite covering of M (as in Proposition 1. .The Whitney Theorem 33 Let {S4}. we choose f1(P) _ F 1 jy j (P). there is an injective immersion h of M. and its image is a closed subset of R2"+1... not in Gr(Dr) Gr : (Pi. we have hi(Pi) = h. (P2 ) and hj(P1) = h(P1) = h(P2) = hl(P2). P2) for which yr(Pi) 96 ryr(P2). as we said above. The limit of the sequence hi is a Ckdifferentiable immersion h which is injective. we have hi(P) = h.24. In order that h be an imbedding.17). (A) is not zero. We will choose f and ay for that. which is compact (y. R2n+i. P2) . Indeed. which is in contradiction with h1(Pi) 96 hi (Pi) if Pi # P2. i(P) and small enough so that the maps hr = g + i=1 biyi are immersions r 1 according to Lemma 1.27. h will be then a homeomorphism of M" onto h(M"). say yip (Pi) 0 0. it is necessary and sufficient that for any compact set K C R2"+n. into R2n+'. for any i. f i being homeomorphic to B3. We have that h(P) E K implies IIh(P)lI 5 p = sup }IxII for x E K and IIf(P)II <_ p + 1. P f i when j>p+1). By induction. (D. 1. i E N. So Fl and P2 belong to S. by contradiction.(2) and' (P1) ='yi(P2) At least one y. Thus P E U1<.25). let us suppose that there exist f1 and P2 such that h(P1) = h(P2). Thus yip (P2) is not zero. Since br ¢ Gr(Dr). According to Proposition 1. Let us say already that we will choose bi satisfying Ilbill < 2(i+21 inf PEtl. since h is injective. where g = hl is injective.hr(P2) yr(P2) Mj 1) Gr is C2differentiable and the dimension of Dr is 2n.) is of zero measure in So we can successively choose b. Every Ckdiferentiable manifold (2 < k < oo) has a Ckimbedding into R2"+1. (P1) = y. therefore G. Let jo be an integer such that for j > jo we have 'y. Indeed.+1(P) for i>io.< . at every point P. this implies that yr(Pi) = 7r(Pz) and hr(P1) = hr(P2). Let Dr C M x M be the set of pairs (P1. Proof.
whose definition is abstract. Let M" and W. such that f 1(Q) contains at least one critical point is called a critical value. but nevertheless we were able to prove a very important theorem.28. Theorem (The Sard theorem). If n < p. are critical since rank f < inf(n. Proof. and let f be a map of class Ck (k > 1) of M into Wp. Thus the theorem will be proved if the result holds when M is an open set of R" and W = R. When f is a smooth real valued function (WV = R). This is obvious according to Proposition 0. And now it is possible to give a second very important theorem: 1. M. we have Sard's theorem for any p if and only if r > n. is nothing else than a surface of dimension n in RP for p large enough. n > p. Morse proved that any bounded smooth funetlon f:M R can be uniformly approximated by smooth functions which have no degenerate critical point (see Milnor 18]). we will only have to consider the map of 0 0  into tp(A) C RP. the Whitney Theorem. Let M and W p be two C°° differentiable manifolds of dimension n and p respectively. and the critical values form a set of measure zero. all points of M.. We are at the beginning of the course (in Chapter 1) and we have only seen some definitions and a few theorems. The points of M" where rank f < p are called critical points of f .29. So) of M and a local chart (0. Since the manifolds are separable (they are connected).0) of W such that f (Sl) C 9.p + 1. A point Q E W.. The gradient at P vanishes. If k > it . Differentiable Manifolds The Sard Theorem 1.30. In case the manifolds are only C''. and let f be a map of class Ck of M into Wp.p) < p. All other points of M are called regular points. A critical point P is called nondegenemte if and only if the matrix ((8a f /8x' 8xi)) p is nonsingular. The index of f at P is the number of negative eigenvalues of ((a'f/8x'8xi))p. . be two connected C°G differentiable manifolds of dimension n and p respectively. Definition. which shows that a differentiable manifold. we have only to prove the result for a local chart (fl. Indeed.34 1. since (rank f)p = 0. But the Sard Theorem asserts that this result holds in general if the map f is Cl: the set of critical values is of measure zero. the critical values form a set of measure zero. All other points of WP are called regular values. P is a critical point off if all the first derivatives off at P vanish.
xII < n1/2/m implies 11f (y) . B being the set of critical points of g. As in the proof of Proposition 0. The proof is by induction on the dimension n. we have mess f (K) < 2Em"nn/2.1. The function h. The result is true for n = 1. When x E Ak (k < n). If K.xI < 1/m implies I f'(y)I < e.xII S nl/2/m implies that the norm of the differential D"f (y) of order n at y is less than E. The number of these intervals is at most m. and g is a Ci1 map of 9 into R.p + 1. . we only have to prove the result when Mn is a unit closed cube C of R". as f is C' on the compact set C. First step.1. Thus Iy . Therefore we assume n > p. that if 9 is an open set in R"1.28. which is at least C'. at least one derivative off of order k+ 1 does not vanish at x. Moreover. Since c is as small as one wants. The Sard theorem is true for functions (p = 1). We divide C into m intervals of length 1/m. We have mess f (J) < s/m. Suppose without loss of generality that 01h(x) 0 0 with h some derivative off of order k.The Sari Theorem 35 Thus henceforth f is a Ck map with k > max(n . Let g = f ID.f(x)II << on"n"/2. meas f (A) = 0. by the induction hypothesis messg(Ak n 0) = 0. Obviously Ak n 0 C D.zI < 1/m implies If (v) .f'(z)I < E. 1) of an open set fl C R" into RP. so in a neighbourhood e of x the set D = {y E 9 I h(y) = 0} is a submanifold of dimension n . mess f (An) = 0. has rank I at x. according to the begining of the proof. has a point z E A. Since E is as small as one wants.28. for any c > 0 there exists m E N such that Ilv . At most m" little cubes have a nonempty intersection with An. one of them. Then we split the unit cube C into Mn cubes of side 1/m. So mess f (A) < me/m = E. Let J be one of them which has a critical point. Let Ak (1 < k < n) be the set of critical points x of f such that all derivatives of f of order less than or equal to k vanish at x. Suppose n = 1 and f E C'. Thus Ily . The result follows since R" is separable. When n < p we proved the result in 0. Then x E S2 C R" is a critical point off if and only if f(x) = 0. The set A of critical points of f is covered by some intervals like J. and according to the mean value theorem If (x) . by induction. with x Ak+1 when k < n.f (y) I < e/m. for any c > 0 there exists m E N such that Iy .28. of course. If x E An. The result is also true if 8 is a C°O separable manifold. h(x) = 0. thus mess f (An) < 2En"/2. Now we proceed as in the proof of Proposition 0. Now we suppose. then g(B) has measure zero. and A is the set of the critical points of f .
When the regularity off is only k = max(n . Hence Ao is measurable. Third part of the proof of Sard's theorem. The proof of Sard's theorem is complete when k > n. By Lemma 1. Set F(y) = f (x).32. If not. By the following lemma. Let Aj = {x E f2 I rank D f (x) = j }. z) E V}. Fj+2(a. Hence mess F(Ej) = 0 according to Fubini's theorem. According to the inverse function Theorem 0. we have only to show that for any j any xo E Aj has a neighbourhood 0 C R" such that mess f (8 n Aj) = 0. F(VO n Ej) has measure zero in RPj.. Observe that U0<1<j Ai is closed for each j. I where a E Rj and V.p + 1. 1.) c f. where y = cp(x). {yi} with yi = fi for 1 < i < j and y' = x' for j < i < n is a coordinate system. we have two more lemmas to prove. Let Ej be the set of critical points of F. (x) be the first coordinate of f (x).31 by using Lemmas 1. Ej is nothing else than Aj n V1(V). Differentiable Manifolds Second step. we have all = 0 for i > j and l > j. Since the rank of F at yo is j. thus Al is measurable and by induction any Aj is measurable. (1 < a < j. A= U Aj. we can prove the result of Lemma 1. z).29.33 and 1. We have Aa C B = {x E f ( dfl(x) = 0}.31. Up to the diffeomorphism of change of coordinate systems. By the first step. Let f : 0 . DF(yo) is represented by a matrix ((ad)) such that ail = (8FF/8y`)(yo) = b° for 1 < a < j. Lemma.31. then DG(zo) = 0 if (a.34. 0<j<p Since R" is separable. zo) = yo. This implies meas f (Aj n rp1(V)) = 0. but the proof is not so easy. 1. so that fl (B x R'1) has measure zero in RP according to Fubini's thearem. where the rank of F is j. We have FF(y) = fi(x) = yi for 1 < i < j.) has measure zero in R.1 < i < j) does not vanish. in a neighbourhood of x. V being the diffeomorphism of change of coordinate systems. z)). Remark. Let 0 < j < p and xo E Al be such that rank D f (xo) = j. .. Let f. f (0 n Ao) has measure zero. = {z E R"f (a.. Since the rank of this matrix is j. We can suppose without loss of generality that ((8ff/8x`))2. Hence if we consider the map G: RPj D V. 3 z (Fj+1(a. Proof. F(y) is a Ck map of a neighbourhood V of yo = ip(xo) E R' into W. Fp(a. hence f(A. f1 (B) has measure zero in R". z).1).1...36 1. and then mess f (Aj) = 0. (13) x RP. Then f (A.RP be a Ck map (k > n) and let Ao = {x E D I D f (x) = 0}.
U A with Ao countable and A such that. Proof. If x E A .Ao where f"(x) = 0 (Ao is countable) and so on until we consider fk(x). there is a sequence of points xi in A such that xi + x. The assumption on kin Sard's theorem is sharp. then Ily . c A be the set of isolated points (A' is countable). 1. Lemma. When kp > n.f (y) II < a(E)Ek. f'(xi) = 0 implies f"(x) = 0. y in A belong to the same little cube C. Using the mean value theorem. where fl(x) =0. We can extend the proof in the case n > 1 ( see Sternberg [141). We setA=A .p.U1<_i<! A. fp) = f.yII c..f2. At being the set of isolated points x in A . Whitney (see Sternberg [141) gave a counterexample in the case when k < max(n .yID)IIx . If n = 1. 1. Let f be a function of class Ck on a closed unit cube in Rn. We saw that A = Ao U A (Lemma 1.33). Since there are at most Mn cubes K with K n A 9& 0. y) in A. 1f(x) .35.p + 1 > n/p if n > p. Let A. Remarks. where a(E)0 as e0. . 1). Then f (A) has measure zero if k > n/p.. V = f1(Q) is defined locally by a set of p functions (f1. and we know that rank f = p. At xEAwe have fi(x)=0(1<j<k). and A the set of critical points of f.36. Lemma. since y + fk(y) is continuous.The Sard Theorem 37 1. When k > max(n . The set of regular values of a C°° map f of Mn onto Wp is everywhere dense in Wp.33..34.p + 1. .Aa. sinc n . 1). Corollary. we have k _> n/p.p + 1. we get the inequality of the lemma. Hence 11f (x) . is countable. Hence mess f (A) =0.x1 l < n1/2/m = e. Then A. so we have to consider a local chart at Q. 1. measf(A) < wp1ap(E)Ekpnn'n/2. If x. for any pair (x. and mess f (C fl A) < wp_lap(e)Ekp. Then A = A. = U1u<k Ao is countable. the right hand side is as small as one wants. If Q is a regular value.A!. f (Ao) has measure zero since A.a(Ilx . Proof. Let Ao be the set of isolated points x E A . Let f be a Ck map of a closed unit cube in Rn into RP and let A be the set of points when f has rank zero. then f (Q) is a submanifold of Mn of dimension n . For Awe split the unit cube into m" cubes K of side 1/m (m E N). A is the set of points x where f'(x) = 0. Also.f(y)I <.
On R2.37. On C'"+' \ {0} consider the equivalence relation R defined by zl . according to Theorem 1. b) P r o v e that the cardinality of 11 ' (P) does not depend on P. Let M. Let z be the equivalence class of . rA) (i = 1.z2 if there exists p E C. W be two differentiable manifolds.19. d) Construct a counterexample which will establish that if W is not compact. . imbedding) and about the subset So(R) of V. V is a submanifold of M. We consider the map w of R"+'. 1.39.. One will choose M = R. y). What can we say about <p (immersion. whose coordinates are {y° } (a = 1. As we did for the real projective space. p 3A 0. endowed with the coordinate system {x'} (i = 1.y)=x3+xy+y3+1. 2. 2.p. The quotient set of C'"+1 \ {0} by R is called the complex projective space Pm(C). Exercise. 1. a) For which points P E R2 is f ' [f(P)] a submanifold imbedded in R2? b) Draw the complementary set of this set of points P. 1.38. into R2n+1. endowed with the coordinate system (x. Exercise.. defined by rp : {y°} with y' _ k+l=I+a xkxl for l<a<2n+l... e2'"u) E T./R.a of dimension n . .41. we define an atlas (fl . W may be not a covering manifold of M. Let Ut be the set of points of Cni+1 \ {0} whose ate' complex coordinate is not zero. 2n + 1). a) Let P E M. .. Exercises and Problems 1.38 1. n + I).. Differentiable Manifolds Thus. construct an imbedding of P"(R) into R. m+ 1) as follows. . Exercise. andy2"+1 =7 11(x')2 a) On which open set of R"+' is So an immersion? b) From gyp. such that zI = pz2. We suppose W is compact and M is connected. and show that II'(P) is a finite subset of W. 2. and let fl = U. Exercise. Exercise. c) Verify that W is a covering manifold of M. 1. We consider a differentiable map II of W into M such that II is locally a diffeomorphism at any point Q E W. we consider the map p of R into the torus T = C x C defined by R 3 u + V(u) = (e2"'.. injective immersion. C = {z E CJIzI = 1} being the unit circle centered at 0 in C.40. we consider the function f defined by f(x.
b) Deduce the existence of an imbedding ip of M" into R9 with q = (n + 1)p. p) homeomorpllic to a ball of R" such that 9..e+1. Show that a proper injective immersion is an imbedding. (x) = 1 when x E 9s. Let E be the set of straight lines in R3.. . (172)3] E C° \ {0}. t+1.. the point f o f C. supp f. on M" satin ying 0 < f= < 1. 1. 1. Show that M is a compact submanifold of dimension 2 of P3(C). 2.of c o m p l e x Coordinates 1. a) Exhibit a finite cover of Mn by a family of open sets 9..42. Prove that 6 is a diffeomorphism of P1 (C) onto M. Vi (i) will be .. Let M.Exercises and Problems 39 a pointaEUi. be a COO compact manifold of dimension n. C 1'2. and f. Is ir open? (A map is open if the image of any open set is an open set. b) Consider the map 4 : P'(C) + P3(C) defined by P1(C)32 41(2)=iEP1(C) with Z = (rl1. Eiunrcise.. C) Show that the set Mn of n x n matrices whose determinant is equal to 1 may be identified with a submanifold of R"2 .) c) Show that E is Hausdorg.111(112)2. 1. What is its dimension? d) Characterize the tangent space to Mn at the unit n x n matrix In. (S )2 = ee} where z = ((1.44. g2. +')Ez. 3 4) E i. 1. b) We endow E with the structure of a topological space (the finest possible) such that a is continuous..48.f12) E C2 \ {0} and z= [(t I)3.45.. (g1)2g2.aadlet 1. 1. Exercise. a) Show that the set M2 of 2 x 2 matrices whose determinant is equal to 1 is a submanifold of R4. (i = 1. Exercise. (t2)2 = t1S3. We identify R4with the set of 2 x 2 matrices. What is its dimension? b) Prove that the tangent space to M2 at 12 = (o °) may be identified with the set of matrices of zero trace.. a) Establish a bijection between E and the quotient set of P2 x R4 by an equivalence relation (P2 the real projective space of dimension 2). Prove the existence of C°° functions f. a) We define a subset M of P3(C) by M = {i E P3(C) I t2t3 = t1t4. Exercise. C f2i with each fli homeo morphic to a ball of R.
Sp is everywhere of rank 1.37. which is as small as one wants. If cp(u) = W(v). . If cp is an imbedding. It is well known that for any a > 0. and two C°° maps g and h such that g is a submersion of fE into V and h is an immersion of V into Wn with f lo = h o g.nJ < a. What is its dimension? f) Let S be the unit sphere in R3. Let Mp and W. What is its dimension? Hint. 3) cover P2 as in the course. Finally. there would exist an open set Cl of T whose intersection with o(R) would be a given connected arc ry of w(R) through P. and let f be a CO0 map from M. n < par. Characterize its elements. Consider the open sets 0. and the set {xp}pEN C 10. Therefore cp is an injective immersion. b) Shaw that the function Mp ? x + r(x) =rank off at x is lower semicontinuous. but also uv E xZ in order that e2i" = e2". there are integers n and p such that tpsr . 1 (.e j = 1e24" 1J = Je*n ) 1J < Jean 11. show that E is a vector fiber bundle. For P E N we set xp = inf(prr . Let P = (e2i". Solutions to Exercises Solution to Exercise 1. there are points of V(R) which do not belong to 7. into W. where f is a subimmersion is dense in M. a) Prove that f is a subimmersion if and only if the rank of f is constant in a neighbourhood of x. we would have uv E Z in order that e2`" = 0`". = ir(fj x Rs). let us prove the well known fact mentioned above. Set v = u + n. Since 7r is irrational. a C°°° manifold V. e2'"a = e2i'"' and Je2'" . where the open sets f2. this is impossible except if u = v. thus p is an immersion. We say that f is a subirnnersion at x E Mp if there exist a neighbourhood n C Mp of x. e) Using the proof of the previous question. Differentiable Manifolds d) On E define a structure of an analytic manifold. a theorem of the course. Prove that the set of tangent straight lines to S is a compact differential submanifold of E.40 1.np. (i = 1. be two C°° differentiable manifolds of dimension p and n respectively. c) Prove that the subset of M. 2. a neighbourhood 0 C W of f (x). 1. So xp = par .46.n) for n E N. as close as one wants to P. For the compactness look at the proof of compactness of P2. Apply in $. eu"") be a point of V(R). Exercise. Hint. We can show that.
' ).j. So we have (P. WO \ fl is a submanifold. f (D) = 1 + 1/27. If x is small with respect to y. The complementary set of A is Wn U WQ.Then f(0. then Wp is a submanifold imbedded in R2 according to Theorem 1. Let D be the line of equation x + y = 1/3.38.y2. In a similar way as above. {Q} U D and a curve through Cl asymptotic to D. The equation of Wn is x3 + xy + y3 = 0. Solution to Exercise 1. . y = g ). At f2 there are two arcs.3) =1+1/27.0) = land Let us study Wn.+. y) . f2 is a double point. y = 0) and f(.i f (x.+1 . (x = .19. y = 0 is impossible if x:1.0. one with tangent y = 0. . That is.1) U (1.0) and Q = ('. we find aye = 0. y) is everywhere of rank 1 on Wp = f V (P)].ay with a 96 0.) . which is impossible. we prove that Q is an isolated point.Solutions to Exercises 41 Let {xp. but we have an arc where x .1 + 1/27) U (1 + 1/27. } be a subsequence which converges in (0.(rb. We have to see what happens at Q. Wq \ Q is a submanifold. Let us study WQ.x2. the other with tangent x = 0. This set is symmetric with respect to the line y = x. Now 8f /8x = 3x2 + y vanishes when y = 3x2.Pi) r . 11. oo)). If (x. Therefore the set of points P for which Wp is a submanifold is A = f '((oo.rip. Set f1= (0. the equation is xy + y3 = 0. By symmetry we have an arc where y .0. So WQ is not a submanifold. These two equations have for solution (x = 0. and Of/ft = 3y2 + x is zero when x = 3ya. There is nothing more in the neighbourhood of Cl. since if we suppose x .
Solution to Exercise 1. Let us prove the equality by contradiction. then Q = P or Q is the point opposite to P on S . Let S be the unit sphere in Ri+1 and let do be the restriction of (p to S. If we do not have equality.42 1. Since f is obviously proper (PR(R) is compact).n < i < a. f is a homeomorphism of P. This will imply that c a r d II1(P) = Constant. there is a sequence {xk} in W such that f(xk)=Qkand xkVS2ifor all hand 1. .39. Let {Qk} be a sequence in 9 which converges to P. On Sn. = 2x1+'' (n + 1) x (n + 1) determinant in Drp is equal to (2x1)"+1 # 0. m) be the points of II1(P). . II(x) = P. If x1 = 0 and x2 3& 0.oo. since V is connected.. the first row is zero but the (n + 1) x (n + 1) determinant in Dcp with the n + 1 following rows is equal to (2x2)"+1 76 0. and.. x is not a point Pi.40.. Let II be the natural projection Sn P. Thus we can write f = f o 11. Obviously limsupk. F a set of m points. We verify easilrv that if f (P) = f (Q). L e t P i (i = 1. 0[ U ] 1. II1(9) is diffeomorphic to F x 9. noted always {xk}. (R). II1(P) is compact (a closed subset of a compact set). If x1 0. For a counterexample take W = ] . y2n+1 = 1. the first We have 8y2r+1/&zi = 2x` and ey° f 8x. and II1(P) is a set of isolated points since n is locally a diffeomorphism. We verify that V is of rank n + 1 on R"+1 ` {0}. card II'(Qt) > card II1(P). Since W is compact. with f an injective immersion of P(R) into R2". Thus II1(P) is a finite subset of W. We consider the map f of Sa into R20 defined by f°(P) = Co' for 1 <a<2n. converges to a point x of W. Differentiable Manifolds Solution to Exercise 1. There are disjoint neighbourhoods f2 of Pi which are homeomorphic to a neighbourhood 9 of P. when a . by the continuity of II. a subsequence. a contradiction. Thus rank f = rank iv = n. and so on. 2. (1t) on its image. We will show below that cardII1(P) is locally constant. oo[ and II the identity map.
Likewise we define differential pforms. we will prove that the definitions are equivalent. exterior differential pforms. is a C' differentiable manifold (r > 1) and (Q. Likewise we define the cotangent bundle T*(M). .r(X) = P E M if X E Tp(M)). Then. We will show that if r > 1. 43 . We will give two different definitions of a tangent vector at a point P E M.. (they are dual to each other). then differential forms.. {s{} are the corresponding coordinates. First we will study tangent vectors. The linear cotangent mapping V allows us to transport differentiable pforms in the direction opposite to that of the map This chapter continues with the definition of the bracket [X. . A vector field on M is a differentiable map f of M into T (M) such that 7r o C is the identity. which has a natural vector space structure of dimension n. T(M) carries a structure of differentiable manifold of class C". ir. It is the set of the tangent vectors X at P. P E M. The notions of linear tangent mapping and linear cotangent mapping (4)*)p associated to a differentiable map 4 of one differentiable manifold into another are very important. Thus a vector field X on M is a mapping that assigns to each point P E M a vector X(P) of Tp(M).. of course. M) of fiber R" and basis M (T(M) B X i . which is a vector fiber bundle (T(M). The union of all tangent spaces is the tangent bundle T(M). M.Chapter 2 Tangent Space In this chapter we introduce many basic notions. W) a local chart at P. Y] of two vector fields X and Y. We dune the tangent space Tp(M). an assignment which satisfies some regularity condition.
We say that f is flat at P if d(f oW'1) is zero at W(P).1. it does not depend on the local chart. We say that ryl . Definition. the inner product and the exterior differential on the direct sum of exterior differential forms. our definition is an extension to exterior differential forms of the usual differential of differentiable functions.2. Let us consider a differentiable realvalued function f defined on a neighbourhood 0 of P E Q.2. is an equivalence class for R.% if V o n and V o rya have the same differential at zero. We verify that this definition makes sense (it does not depend on the local chart). Tangent Vector 2. then. We proceed with the study of orientable manifolds and of manifolds with boundary. where X satisfies the following conditions: a) IfA. It is an equivalence relation R. d(f o'P1) = d(f o ca ) o d(V o cp 1 }. jo) be a local chart at P. A tangent vector X at P to M. It follows from a) and b) that . Definition. is a map X : f . If (S2. Consider differentiable maps 7i of a neighbourhood of 0 E R into Mn such that t(O) = P. Tangent Space We will define the exterior product. Let (it. 2. on n fl fl. then X(Af+ug)=AX(f)+AX(g). b) X(f)=0iffisflat atP.pER..X (f) E ]R defined on the set of the differentiable functions in a neighbourhood of P. A tangent vector at P E M. and conclude with Stokes' formula. 3) is another local chart at P. This definition makes sense.
9(P))] + f (P)X (9) + g(P)X(f) since X(1) = 0 (the constant function 1 is flat). The tangent space Tp(M) at P E M is the set of tangent vectors at P.9(P)) is flat at P. X(f9) = X{(f f(P)+f(P)](99(P)+9(P)]}. Observe that the expression of X (f) contains only the first derivatives of f. and c) follows. X(f) X(xt)ax P] (f). and they form a basis.4. . Now d((figi) o w']. Proposition. And now let us exhibit a basis. We set (X + Y)(f) = X(f) + Y(f) and (AX)(f) = AX(f). With this sum and this product.(p) = d((fi o'')(g1 o V1)].E 1(a f /ax') px' is flat at p.f (P))(9 .(p) = 0 if fi and 91 are zero at P. as f .Tangent Vector 45 c) X(f9) = f(P)X(9)+9(P)X(f) Indeed. we define the vector (8/8x')p by (0x. a') The X' = X(x) are the components of X in the basis (a/ax')p. 2. Tp(M) is a vector space.2.)p(f)_ 9T I L(p) The vectors (a/ax')p (1 < i < n) are independent since (a/ax')p(x3) _ J. The two definitions of a tangent vector are equivalent. Definition. gyp). Using Definition 2. Indeed.'. Thus (f .3 has a natural vector space structure of dimension n. let us show that the tangent space of Definition 2. 2.3. {x'} being the coordinate system corresponding to (f2. X(f9) = X V .f (P))(9 .
we will show that T(M) carries a structure of differentiable manifold of class C". here X E Tp(M). Moreover. Let X be a tangent vector (Definition 2. Tangent Space Let y(t) be a map in the equivalence class 7 (7(0) = P). and if f is flat at P. Consider the map ry: (e. Then (8(f 0'Y)1 at J t_o _ c 8(f o V') 8(tXi) _ X(f}. The tangent bundle T(M) is UpEM Tp(M). and f a realvalued function in a neighbourhood of P.X is onetoone and onto.1) to the set of tangent vectors (Definition 2.(8(f o ry)/8t]t__o. Let P E M. If r > 1. Definition.2): (a) is obvious. Linear Tangent Mapping 2.6.2). which is . r 8x 8t So 'P is onto. X is a tangent vector (Definition 2. if yl is not equivalent to y2i then [d(+p o y1)] t=6 # [d(+p o y2)]t=o. since d(f o7) = d(f if y1 . X = E 1 X'(8/8ci)p. if f is flat at Q. e) ? t p y(t) E Mn. and set Q = 4(P). Definition. then f o t. f pX ] (f) is linear. Considering the map X : f . ((P+)pX E TQ(W) and f is a differentiable function in a neighbourhood 9 of Q.2). We call the linear tangent mapping of $ at P. The map d induces a linear map (4*)p of the tangent bundle Tp(M) into TQ(W) defined by [(4)*)pX1(f) = X Y o fl. Let 4) be a differentiable map of Mn into Wp (two differentiable manifolds). Moreover. we must specify how it acts on differentiable functions defined in a neighbourhood of Q.46 2. If 7 (M) denotes the dual space of Tp(M)..2). 2. than (8(f o y)/&)to = 0 since (d(f o cp1) pi = 0. Indeed. we define a map 'P of the set of tangent vectors (Definition 2. and it is possible to exhibit a function f such that [d(f o tl)]t= * [d(f o 2)]t=0. To define a vector of TQ(W) (Definition 2. Moreover. ' : X.t2 we have ov1 ocpo7) = d(f ra(fat71)lc=o = (a(J)lc=o' because by definition [d(v o yl)]t=o = [d(cp o 72)]to. Obviously. Let us show now that ' : ry .5. the point whose coordinates are {tX{} (we suppose that p(P) = 0 E ft"). the cotangent bundle T*(M) is UpEM Tp(M). Likewise for Tp* (M)..
7. we get X(fo0)=d(foO)poX=(df)o(d4')poX=(dj)o($*)pX. Let P E Mn and Q = 4'(P). x2. 2. and we have X (f o4) = 0. (4*)p(X)) for allX E Tp(M).8. When we use intrinsic notation. x"). 'l o ib* = (if o 4P)*. . When we do not specify the point P. Using intrinsic notations to simplify. instead of (4)p.. (O*)p is nothing else than (d4i)p. is flat at P. . In case w = df we saw (Definition 2. Indeed. Thus (4*)p(df) = d(f o ')p 2. Indeed. Definition. X) _ (w. If f is a differentiable function in a neighbourhood of T(Q) . the equality above shows that (df)p = ((09*°/8x'))p = (4 )p. the components of Y = (41*) pX are n ° Y° I '''' 8x* X' in the basis {(8/8y°)Q}. So ((*)p is a linear map of Tp(M) into TQ(R'). p. 2. Let V be a third differentiable manifold and V a differentiable mapping of W into V. we define the linear cotangent mapping (V) p of TQ(W) into 7p(M) as follows: 7Q(W) 9 w . consider a local chart at P with coordinates {x*} and a local chart at Q with coordinates {y°}. By duality. (($*)p(w). . Linear cotangent mapping ($*)p. we write L.6) that d(f o P) p o X = (df) o ($) pX.. {X1} being the components of X in the basis {(8/8x`)p}. 4P is defined in a neighbourhood of P by p realvalued functions 4'°(x1. (4)p(w) E TA(M). a = 1. we do not specify the local charts. In the coordinate systems {x`} and {y°}.Linear Tangent Mapping 47 differentiable in a neighbourhood of P. Proposition.
z) = P for all z E F. Example.9. then we have 8=(Q. II'1(P) = Ep is isomorphic to F and there exist a neighbourhood U of P in M and a diffeomorphism p of U x F onto RI(U) whose restriction to each Ep is linear. If we consider the equality of two functions. Definition. Proposition. b) C R into Mn).'. If {zt} are the coordinates of Q E U and {e } the coordinates of p(Q) E Rn. For a differentiable function f in a neighbourhood of ry(to). On Sp.10. By definition ( )i is the tangent vector at 7(to) defined by (_2)t = [N(d)lt. Let to E (a. (y is a differentiable map of (a. I la ) P1 1P \Lf ).(4 X)](f) = ['T (X)](f o'I') = X(f oI o$) = 01 o'P)*(X)](f) If $ is a diffeomorphism.. X) = [e(Q). n Us # 0. n U8) set 0 = vo o cp. an atlas for T(V). Let (U. 2.48 2. is be an atlas for Mn.f [7(to)] h. p) be a local chart on Mn and P E U. we must write a' = ` o V. where Q E p0(Ua n Us) and X E TQ(RR). (1) being the unit vector on R. Let us show that this atlas is of class Cr1.)P 0 (f ° gyp) = Indeed. A differentiable manifold E is a vector fiber bundle of fiber the vector space F if there exist a differentiable manifold M (called the basis) and a differentiable map II of E an M such that. p satisfying 11 o p(P. This is the equality of two real numbers.* is bijective and (61) _ ('F.(U.p* is a bijection of T(U) onto V(U) x R" C R. . we have dry dt) w (f)  d(f ° 7) dt ) to = tim f [7(to + h)] . if Mn is a differentiable manifold of class C'' with r> 1.o h Vector Bundles 2. The tangent vector 2 to a differentiable curve y(t) of M. Thus (dO)Q is of class C''' 1.{P) = (') (P) (f). (f being a differentiable function in ((a neighbourhood of Sp(P) in R'. 2. then ['I'. (dO)Q(X)]. b). we infer that 4. Thngent Space and X E Tp(M).11. The tangent bundle T(M) has a structure of differentiable manifold of class C''1.. Thus .)1. Sup pose U. We have V ( W. then z' _ i' for 1 < i < n. Let (U0. for all P E M. The set of ]T(UB).
and we know that (rp. A section of a vector fiber bundle (E. The Bradwt (X. then the map n is x + II(X) = P.Y](f) = X[Y(f)] ..77(M): T*(M) = U 17(M). Definition. 1 o (V. A dTJP. If (U. II..jdx" A dxh A . s)tensor field is a section of 7..<j2<. /FP(M) will denote the vector space of exterior differential pforms. U where A'77(M) is the space of skewsymmetric pforms on Tp(M). PEM A7M= PEM A(M).jp are real valued functions. M) is a differentiable map { of M into E such that II o e = identity. M is the basis. A vector field is a section of T(M).. An exterior differential pform is a section of AP 7' (M). we Itn. 11 49 2.The Bracket [X. The tangent bundle T(M) is a vector bundle of fiber IIn. In a local chart an exterior differential pform 17 = 1j. Y] 2. Y] of two vector fields X and Y is the vector field defined by [X. s). r(M) will denote the vector space of vector fields. p(P.<jp<n where a1 . Likewise we can consider the fiber bundles T*(M). for all z E Rn.14.13.12. on Tp(M). which is a vector space of dimension n: F = R".1) p is linear. z) E Tp(M). s)tensor fields. (T(M)). where covariant.Y[X(f)].. 0 7P(M) 4 Tp(M) is the space of tensors of type (r. Definition. If X E T(M) and X E Tp(M) for a unique point P E M. Proposition. rp) is a local chart at P. 2. An (r. Thus II1(P) = Tp(M). Id). A" r(M).. So we saw that ip is a diffeommorphism of T(U) = II1(U) onto rp(U) x can choose p = V. 7 (M) will denote the vector space of (r. and P U 07 p(M) PEM Tp(M).15. L aj. The bracket [X. Definition. r times 2. Moreover. .. and thus ]a o p(P.. z) = P.. s times contravarlant.
Definition.X . There are two reasons for this. Y] satisfies the Jacobi identity. 4r (M) may be not all W. it is clear that [X.Y = df[dY. Y] is bilinear and antisymmetric.18. Tangent Space where f is a C2 function on M. Using intrinsic notations.dX. the definition is valid for CI functions and that we have defined above a new vector field [X. 2. but in most cases it does not allow us to associate to a vector field X on M a vector field on W.(d2f)(Y.d[df. then [X. and let g be a C2 . and a) is obvious.Y = (d2f ) (X. Definition.X]. we may have at some points of W several tangent vectors images by +Yt of vectors of the vector field X. 2. Proposition. [Y. First.50 2. any vector field X on M is projectable by 41.dX. Let M and W be two differentiable manifolds and W a differentiable map of M into W.X]. This is why we say that a vector field X is projectable by AY. endowed with a bilinear map L x L into L satisfying a) and 3). A straightforward computation proves. second. If the vector fields X and Y are C'. [Z.dY. Y) + df.Y2] are compatible by 4 (see 2. Projectable vector field. Lie algebra.Y = d[df.X . Y] satisfies conditions (a) and (b) of Definition 2.X . [X.d[X(f )]. Y2 be two pairs of vectors fields compatible by 40. Let us show that. Y) + [X. The vector fields X and Y are said to be compatible by 41 if for all P E M we have Y(T(P)).Y](f) = d[Y(f )].17. Y] is a Cr1 vector field. Y] = [Y. we have independent of i. 2. Then (XI.17 for the notations).X) . P(M) is assumed to be W. since d2 f is a symmetric bilinear form. and [X. Y]] + [Y. X]] = o. gyp).X . So the set of CO° vector fields is a Lie algebra. X21 and [Y1. 13) [X. in fact. Z]] + [Z. Let Y be a vector field on W. Y]. Y1 and X2.2. if %P is not injective.df. A real vector space L. The map (X. We have defined the linear tangent mapping. if for all Q E W(M) and each P E M such that P(P) = Q. [X. If 41 is a diffeomorphism. In a coordinate system {x' } corresponding to a local chart (S2.Y](f ).Y]. From this expression.16. Let X1.dX.YJ = [dY. a) [X. Consider P E M and Q = 41(P).X .3). is called a Lie algebra.
X 0j.. Conversely. fi = 01 and T(M) is trivial."at where the At are n real numbers.0) = 0.. That is impossible. Thus *.(X2)] In the proof above there are some subtle points. then 0 is a di$eomorphism. difeomorphic to M x R".. 2. such that. . n) such that for all P E M. let its consider the map 9 of M x R" into T(M) defined by 9`P. ei) for all P E M. Set X. and Wp is a differentiable manifold of dimension n + p. 2.X2]) = ['1'. as otherwise a linear combination e 0 of et would be such that 6 1(P. n. pt)jEt being an atlas on M" and (0j. n.Y2](g) = Y1{Y2(9)] _ Y2[Yl(9)] = X1[X2(9o'I')] _ X2[Xi(9o'I')] = [X1. linear for fixed P. 9 is a differentiable bijection.. defined by the atlas (U. A manifold M" is parallelisable if and only if its tongent bundle T(M) is trivialthat is to say.X2(P). Definition. .21.20.X2](9o W). z) = P (see 2. IPf)jEJ an atlas on Wp. the set {XX(P) } is a basis of Tp(M). If we prove that the rank of 0 is 2n. The product manifold M x W of two differentiable manifolds M.19. and i = 1. Then the set{X{(P)}. . Definition.([X1. But here they are functions. A differentiable manifold M of dimension n is paral. Proposition. When we write for the definition of the linear tangent mapping Y2(g) = X2(9 o 41). since 01 is a diffeomorphism and b'(P. Y] 51 function in a neighbourhood of Q.(P). Let . be a basis of R" and b the diffeomorphism of T(M) Let { e1. Then [Y1. X"(P)} is a basis for Tp(M). {Xl(P). if there exist n v e c t o r fields Xi (i = 1 . e{/ .. (P) = $1(P. i = 1. onto M x R" if T(M) is trivial..  2. 2. So we must write [1`2(9)] 0'1' = X2 (9 o '). . X2i point P E M. the dfeomorphisrn p being linear on each fiber and satisfying R o p` 1(P. X.. 2. (Uj.(X1). O?)) ((i.12). So M" is parallelisable. we understand the equality of two real numbers. j) E I x J) on the topological product space M X W. (apt.'X. 2. at any leliaable if on V there are n vector fields X1... e) = 0. is a basis of Tp(M). `l'.The Bracket [X..
XQ(P+q)). (i = 1. 2.. the exterior product of in and t. is invertible. the inverse image of q by 4b. Definition. .. Given q E Aq(M) and E AP(M). A q = (1)Pgq A l. .14. To any differential qform q on W.. we define qAf E AP''(M).Xq1) = FAX. Exterior Differential 2. by (n A C)(X1. Thus the rank of (DO)p is 2n. We also define the inner product i(X)77 of a differential form q E Aq(M) (1 < q< n) by a vector field X.. . X0(q)X(Xc(1+q).... Xp+q) I E e(a)n(Xv(1).a into WP. then i(X)(q At) _ [i(X)q] A1: + (1)qq A [i(X).. .Xq1) We verify that if t E AP(M).(M) and AP(M) for p > 0 are defined in 2. . e(a) being the signature of a. (A) is an n x n matrix. 2. The algebra of exterior differential forms A(M).. For simplicity we will say only "diferential form? instead of "exterior differential form" when no confusion is possible. The exterior product is where X1.23. Proposition.. Xi(x) _ k1 Xi (x) 49 and (gy)p = \(A) (XX (P))) Here (Id) is the n x n identity matrix. i(X)v7 is a differential (q . p'q' VE'P . . and the n x n matrix (X (P)).J and i(X)[i(X)q] = 0.. The algebras A°(M) = C"". {x'} and {aV} form a coordinate system in a neighbourhood of (P. X1.X2.44Xq).X2. A(M) = (DP"fl AP(M)....+q are p + q vector fields and the sum is over the set P of permutations a. X. associative and anticommutative: l. q 1) are q 1 vector fields . Let 0 be a differentiable map of M. .52 2.. defined by (4*q)p(X1. We suppose M is a COO manifold.. Xq) = fi(n) ('4X 1. X2. Tangent Space {z'} be a coordinate system in a neighbourhood of P. ... .. is an algebra..22. .1)form defined as follows: If X. with an exterior product defined below. with components Xjk(P). .. Moreover. R") in M x W". . we can associate a differential qform 0*q E Aq(M). . . (0) is the n x n zero matrix. then [i(X)17](X1.
Local expression of the exterior differential. But we have to prove the C°(M)linearity: for any f E C°°(M).Xj].rl([fX.Exterior Differential X1. di (fX. For a function f on W (f E A°(W )... gyp) be a local chart.(fX) . Xi..Adxj. . .Y = f [X. since V X. .(_1)i+j]7([Xi. .Y]) = fX[t(Y)] Y[fri(X)] .. To q E Aq(M)..Y]) Let us show that dq is indeed a differential form. . then Q = $(P) is unique and (4*ri)p = (. and (dO} the dual basis. YJ = dY. Y) = dq(Y. We verify that 2..Y) According to the expression of dry.Y)X. . .. Y) = dq(Xj. n) the n vector fields of the natural basis... . A . but we have a simpler expression of the exterior differential. X) and that dri(Xi + X2. Xq+i are vector fields.. Let (i2.Y) = fX[r!(Y)] Y[r!(fX)] . Here there is no difficulty such as in Definition 2. f EA°(M)df(X)=X(f).Y) = fd>7(X..... For q > 1 the proof is similar.Yj Y(f)X). jl <ja<yq . .(cf. Xq+1) = E(1)i'Xi[r1(X1. 53  . Y) + dn(X2.. . . Xq being q vectors of Tp(M). term is omitted.. Y). As Yffr1(X)] = fY[rf(X)] +rl(X)Y(f). x" the corresponding coordinates.17. 2.. Y] .d(f X ).. .rl(f[X. According to this definition.25. Xq+l)] i=1 +. A caret over a term means that this where Xi. gEA'(M) di7(X.24. Definition.Xj.jq(x)d2J1A.DP)r7i. It is obvious that dr7(X.. Indeed if P E M..X1. x1. we sets*f =fo4. we associate the exterior differential form dri E Aq+l(M) defined by q+1 r dr1(X1.Y)=X[n(Y))Y[0(X)]n([X. X. The differential qform n is written 37 _ E aj. {8/8x`} (i = 1.X.X4+1) i<j . dri(fX.... from which it is obvious that dq is an exterior differential (q + 1)form. Exterior differential. we have proved the announced result for a differential 1form.
we will speak of the differential instead of the exterior differential..25) drt= Thus *(drl) = i t <i2 dajl...jq Adx'' = E (4'*daj.. {x'} being the coordinate system in the considered chart on W. On differential forms.26. d(4*r)) = 0*(dr!) We saw this result on the functions f E A°(W): d(f o 6) = *(df) (see Definition 2. [77 ^ ..23). Proposition. <jq . From this expression we see that d(ii A ) = drl A t + (1)1r) A and then that d2 = 0... by definition an ( a q+1 a 1 5D. Tangent space where aj...7).. Since [8/ax=.jk.. P(r) AC) = (*(rl) A 4b*(t..). A t*dxjq <jq E d(aj.. j l <j2 <. 88x7] = 0. we easily verify that dr7 = j j <j2 <.54 2.... ll k=1 q+1 XJ" %kl aaj. Choose local charts on M and W. . Let M and W be differentiable manifolds and 0 a differentiable Snap of M into W...jq) A 4 dx't A . ... 2.. A dx'q. <jq da j..jg}.jq are differentiable realvalued functions. We have (see 2. For any exterior differential form rl E A(W).jq o 4) A d(xi' o 6) A A d(x'v o )... yq A dx't A .. For a differential 1form ri = d f E Al (W) the proposition is trivially true since d2 = 0... k=1 arjk Thus. Moreover (Proposition 2.
Cl wi is nowhere zero. let w be a nonvauishing differential nform. A given point P belongs only to a finite number of f2. is connected.Adx A A dx.. . l I f=2 w(P) does not vanish. a. Let be a locally finite atlas. 2. the Jacobian matrix A = ((Ai')) E GL(R')+. = Bpi. with fin8 0. = a. is orientable. A d(xj4 0 4'). (52.Orientable Manifolds 55 On the other hand. the subgroup of GL(R) consisting of those matrices A for which det A = JAI > 0.. Suppose M. f. Definition.... let A.28. be these f4. the composition of fpj with .). o A d(x" o $) A . Write all wi(P) in the same coordinate system {xi}: ( m 1 w(P)=1a1(P)+ a. Let us verify that w = L_. we consider yaj. and consider the differential nform w.3. (P) > 0 l iI P and 84/8I>0. o). xf.(P)Jdx. and A = (t2. Conversely.. whenever fj is negative. . Otherwise. 'Vii = E (aj. (P) = 1.j4 o 4')d(xl' o ID) A . (x)dxi A dxi A .. has a fixed sign. . 522. xi be the coordinates on i2{. Given two charts of the atlas. A d(ziQ o 4)).. Let x. From A we will construct an atlas all of whose changes of charts are positive. let f21.. and according to 2. are connected.. If f{ is positive. 0)..(x)dz' A dx. According to the definition. Orlentable Manifolds 2... = ay°/Ox' and Bay = 8xj/W. A dx.. A . ft. Recall that a. Vi)jer an atlas such that all the i2.. gyp) and (0.. In that case we set c3...} a partition of unity subordinate to the covering {R}.. Since w does not vanish and since 52.. denote by {s'} the coordinates corresponding to (0. <jv d(aj. A differentiable manifold M is orientable if and only if there exists a differential n form that is everywhere nonvanishing. On ft. A differentiable manifold is said to be orientable if there exists an atlas (in the equivalence class) all of whose changes of charts have positive Jacobian. we keep the chart (52.25 d(Vt1) _ E J1 «s<... all of whose changes of charts have positive Jacobian. A dx?.. and {a. Theorem. since each term in the bracket is nonnegative and some of them are strictly positive. there exists a nonvanishing function fi such that w(x) = f. gyp.27. ip) and by {y°} those correspond ing to (9. In n n 9.
and complex manifolds. E). then f. D = (1. There are two equivalence classes.p2(x. 1 [x . Vl = identity.9).56 2. is equivalent to f. denoting by Al Cthe determinant of the Jacobian of pj o Bpi 1. 1) X ] . E[. Some examples of orientable manifolds are the sphere. 4[ x cR2. the cylinder. E). but in the chart (f4.29. real projective spaces of odd dimension. c )iEI (xl. = and identify the segment AB with CD. At X E fki n f2j. If we do this by identifying A with D and B with C. Definition. the torus. Some examples of nonorientable manifolds are the Mobius band. consider the following equivalence re lation: wl . are positive. .E. then M is called oriented. a rectangle ABCD in R2: [1. E[. we get a Mobius band. we have fjJAI = fi. ' [ x . b) _/ (x + 2. = fi if Vi = Vii. Let M be a connected orientable manifold.1( X ]E. We can see the Mobius band in R3. There are two possible orientations of an orientable connected manifold. Bpi). B (1. Tangent Space the transformation (x1. f12=]1. and real projective spaces of even dimension (see 1. where f1i =]4. If instead we identify A with C and B with D. the Klein bottle.E.2[ X P2 = identity on ] 2.E[U [1. IM. 2. P2. fj = fJ otherwise.col). Thus JAI > 0 and all changes of charts of A have positive Jacobian.w2 if there exists f > 0 such that wl = fw2. Let us consider the atlas A with two charts. Choosing one of them defines an orientation of M. A = (1. So fj and f. x2. (fZl. c > 0. 'X") of R". E). x") i we construct an atlas A = (f4.(1. So from A Now if f. the tangent bundle of any manifold. we have a cylinder. On the set of nonvanishing differential nforms. x2. C = (1. y) on [1. e).
and D with B. 2. f and g two continuous (respectively differentiable) maps of C into a manifold M. The cylinder is a twosheeted covering manifold of the Mobius band. Definition.1]. More precisely. We define the integral of w. The torus is a twosheeted covering manifold of the Klein bottle. t) be C' in x on C x [0. If M is simply connected. fl 51. e [ the change of coordinates is x2 = X1. y2 = yl. If f and g are C'. that is.32. On the first open set the change of coordinate chart has positive Jacobian. Definition. Let (xl.1) = g(x). f (C) homotopic to g(C) is an equivalence relation. Let M be a differentiable orientable manifold. We get a torus if we identify A with A'. 2.28 we saw that. f (C) is said to be homotopic to g(C) if there exists a continuous map F(s. If M is nonorientable. Let ABCD be four points (in that order) on C1. Consider a cylinder with end circles C1 and C2. It is in R°. B with D'. y are coordinates on R2).30. and A'B'C'D' four points (again. 4.. In the proof of Theorem 2. t) of C x [0. but on the second it has negative Jacobian.entable covering manrold M.d[ x ]E. E. y2 = yl. The manifold M is said to be simply connected if any closed curve f (C) in M is homotopic to one point. I [ x on ]  [ x ] . then M is orientable. there exists F(x. B with B'. For the proof see Narasimhan [10]. 2. we always have one positive Jacobian and one negative Jacobian on the two open sets of fl. as follows: . yl) and (x2r y2) be the considered coordinate systems on f1l and respectively. M is said to be simply connected if any closed curve in M may be reduced to one point by a continuous deformation. C with C'. we get a Klein bottle if we identify A with A'. M has a twosheeted ori.E[CR2. C with C'. in order) on C2.31. 0) = f (x) and F(x. Thus the Mobius band is not orientable. from an atlas A we can construct an atlas A all of whose changes of charts are positive only by the eventual change of coordinate x2 p x2.1] into M such that F(x. and On I". E[ it is x2 = xl + 2. t) as above with g(C) reduced to one point. and D with D. Definition. On the other hand.Orientable Manifolds 57 (x. Theorem. Let C be a circle. a differential nform with compact support.E.E[U]2. The equivalence classes are called homotopy classes. The Klein bottle is the compact version of the Mobius band. if a manifold is orientable. Here if we do that. We identify C1 and G. Then i21f1S22]41[ x ]E.33. we require that F(x. Let f (C) and g(C) be closed (respectively differentiable) curves of M. 2.
then aM is a (C"differentiable) manifold of dimension n .EI. be a (Ckdifferentiable) manifold with boundary. Definition. If 8M is not empty. Manifolds with Boundary 2. Let M. On Sti. We identify the hyperplane n of R". n dxn. x1 = 0.1. Letting fl and 8 be two open sets of E. One may verify that the definition makes sense. with R"1. By definition..34. and call it the boundary of M. Theorem. and the sum is finite. XI being the first coordinate of Rn. We denote the set of boundary points by W. Let E be the halfspace xl > 0 of R".36. Tangent Space Let (fZ. . A)iEI be an atlas compatible with the orientation chosen. By definition. LI IP 2. a function is Ckdifferentiable on E if it is the restriction to E of a Ckdifferentiable function on R". w is equal to fi (x)dx. 2. and ' : 0 0 a homeomorphism. A separated topological space M" is a manifold with boundary if each point of M" has a neighbourhood homeomorphic to an open set of E. and {ai}iEi a partition of unity subordinate to the covering {Sli}. Consider E C R" with the induced topology. The integral does not depend on the partition of unity.. The other points are called boundary points. E is the standard manifold with boundary.35. without boundary: O(OM) _ 0. A dx? A dx. it is possible to prove that the restriction of tp to St n II is a homeomorphism of fl n II onto 0 n II. as R" is the standard manifold.58 2. The points of Mn which have a neighbourhood homeomorphic to R" are called interior points. They form the interior of Mn. So the boundary II of the manifold with boundary E is preserved by homeomorphism. we define a Ckdifferentiable manifold with boundary. As in 1. JM _ iEI J0'(a) (ai(x)fi(x)] o Bpi 1dx' n dx2 n . .6.
there exists a neighbourhood n of Q homeomorphic by W to an open set 9 C .w).). cp. a Ckpartition of unity subordinate to {1'4}.EI be a Ckatlas.37. Thus OM is a manifold (without boundary) of dimension n . el V TQ(&M). 2. M and (S2 j. For convenience we have written Jam w instead of J and 2. SO3 )jE! be an admissible atlas with the orientation of Mn. This procedure defines a canonical orientation on OM. f dw = E 41 iEj j d(a. Theorem. 2. Let (12 j. We choose a basis {e2.El turns out to be a Ckatlas for OM. Then {e2. The restriction Yf of Sp to ft = ii fl 8M is a homieomorphism of the neighbourhood 12 of Q E OM onto an open set 8 = e n n of Rn1. {p.).(X) E TQ(M). let (S2i. 8M 8A/ i*w (for the definition of i* see 2. en} of TQ(8M) such that the basis {el. en} is a positive basis for Tq(8M). If Q E 8M. Given Q E OM.Manifolds with Boundary 59 Proof.). cp. en} of TQ(N) belongs to the positive orientation given on Mn. e3. An orientation of Mn induces a natutl omentation of OM. where OM is oriented according to rthe previow theorem.EJ be a finite atlas compatible with the orientation of Mn. as one can see.). Proof. then 8M is orientable. and X E TQ(OM) with 1. ei(f) > 0 for all differentiable functioos on a neighbourhood of Q which satisfy f < 0 in Mn and f (Q) = 0. Let (12{. Thus we have only to prove that d(a.w) = j(o. namely.1). oj) jE I the corresponding atlas of OM.u I dw = Jam aM W. (57. Consider {a. Let M be a Ckdifferentiable oriented compact manifold with boundary. as above. el being oriented to the outside.}. eg. Stokes' Formula. We identify Q with i(Q).. J . and w a differential (n 1)form on Mn. .w). If Mn is a Ckdifferentiable oriented manifold with boundary.38. e2.25). . . .7 Proof. Let i : OM be the canonical imbedding of 8M into M. pick el E TQ(M).1 (Definition 1. Clearly. Set e. If M is Ckdifferentiable. By definition. e3. such an atlas exists. because Mn is compact. then 1. = w(Sl.
In ((Z.. we consider a vector field X of components Xi(x): 3 (x) = i=1 (x)axi.60 2. Observe that W1)*w So. Now.. where j is the inclusion R E. Exercise.'y E AQ(W). Let P E M. endowed with an orthonormal coordinate system (x1... J6 d(aaw) = jf1(x)dx2 A dx3 A .) we have n a.Ade.. Consider Y E TQ(W) and . and we identify j*a/axk with a/axk. ax fi(x).25.w=Efj(x)dx1A..w (j. 2. According to Fubini's theorem. .AddjA. i a a.. On R3.. A Can j*(C w). gyp. and set Q = f (P).hdx by 2. cluded in d(aiw) = j=1 dfi(x)Adx'Adx2A. x2.. Indeed. Express f*i(Y)%r in terms of ry = f*j. and f a diffeomorphism of M onto W.. j=1 where the fj(x) are CAdifferentiable functions with compact support indxj means this term is missing..40. Let M and W be two differentiable manifolds. x3). q > 1. An1(lI) Exercises and Problems 2.(SZj) = O1 fl fI.ndx" [(_1p_10)1ds1A2A. Exercise. a a j*(aiw) (5121.AdxjA.. Let (Z be a bounded connected open set of R3 such that St is a differentiable manifold with boundary.39... we have (gyp 1)* o i1' = j* o 60T.. Tangent Space we recall that f4 = (Zi fl am and we have set 6i = w.
defined by U x (x2 + y2 + z2)' . the following three vector fields: 2. b) Let (u. Y(m). Hint. let v (P) be the normal unit vector of 80 oriented to the outside of Q. dw = c=1 . We set 3 49 U a and a av = 3 v ax. y. X the scalar product of v and Y. Y]. X do. +2(1x2y2+z2)z. z). w). X] and express them in the basis (X. b) Compute the three Lie brackets [X.J).41. and . orthonormal at P and such that (v .. (x. Exercise. Jest where dE is the volume element on R3. Y. [Y. do. 8) in terms of the components of c) Use Stokes' formula. Proceed as follows: v a) Find a differential 2form w on R3 such that s . y. endowed with a coordinate system X = 1(1x2y2zz)ax+(Elz) +(xz+y) Y = (xy+z) Z = (xz . c) Let 0 = R3 . (x.. Consider on R3. the area element on 8f2.y) + (yz+x) 19 z +2(1x2+y2z2)ay+(yzx)1. Prove the wellknown formula 1 8X ax dE = fan v . [Z. Z). Compute w(&. Z]. Z(m) form an orthogonal basis of R3 at each point m E R3 (the components of the Euclidean metric are in the coordinate system ej = 6. v. and .{0} and consider the map cp of t2 into fl.Exercises and Problems 61 Is the boundary 80 orientable? At P E 852. dx' A dx2 A dx3. v) be a coordinate system on a neighbourhood 0 C OIL of P. z) (u. a) is a positive basis in Tp(R3). a) Verify that the three vectors X(m).
62
2. Tangent Space
V
z2),
V = (x2
+ y2 +
w=
z
(x2 + y2 + x2).
The restrictions of X, Y, Z to fl are still denoted X, Y, Z. Verify that V is a diffeomorphism, and compute 9#X, cp*Y and p.Z. d) Using an atlas with two charts on S3, deduce from c) the existence of three vector fields on S3 forming a basis of the tangent space at each point of S3. Notice that p is the diffeomorphism of change of charts for an atlas with two charts on S3 constructed by stereographic projection.
2.42. Exercise. Let W be the set of real 3 x 3 matrices whose determinant is equal to 1.
a) Exhibit a differentiable manifold structure on W. Show that W is a hypersurface of R", and specify n. b) Identify to a set of matrices the tangent space Tg(W) of W at 1, the identity matrix.
2.43. Problem. In R3, we consider a compact and connected differentiable submanifold M of dimension 2. a) Show that 11 = R3\M has at most two connected components. b) We admit that $I has at least two connected components. Prove that one of them is bounded. We call it W. c) Construct on M a continuous field v(P) of unit vectors in R3 such that v(P) is orthogonal to Tp(M) at each point P E M. The norm of the vectors comes from the scalar product (.,.) defined by the Euclidean metric on R3 endowed with a coordinate system {xi}, i = 1, 2, 3. d) Deduce that M is orientable. e) On R3, consider the differential 3form w = dx' A dx2 A dx3 and a vector field X. Verify that
3
d[i(X )w] = (divX)w,
f) Prove that
where divX =
k=1
8Xk
8xk
1
(divX)w = JM
,)j*[i(v)wJ
for an orientation on M. Here j is the inclusion M C W. g) Let f be a C2 function defined on R3. We suppose that f satisfies
i8;;f =O on W.
If f I M = 0, or if 8 f = 0 on M, prove that f is constant on W.
Exercises and Problems
63
h) When M is the get of zeros of a C1 function on R3 such that R3 9 x f (x) is of rank 1 at any point x E M, show that Cl has at least two connected components.
2.44. Problem. In this problem R" is endowed with the Euclidean metric E, {x1} is a coordinate system denoted (x, y, z) on R3 , and S1 is the set of the points of R" satisfying a1(x')Z = 1. T is the inclusion Sn_1 c R".
a) On R3  {O}, consider the differential 2form
w=(xdyAdzydxAdz+zdxAdy)(x2+y2+z2).
Verify thatrw is closed.
b) Compute
coordinates. c) Is w homologous to zero on R3  {0}? (See 5.18 for the definition.) d) On R"  {0}, consider the differential 1form
n
n
J
**&.,. For lack of a better method, one can use spherical
I
Compute *a (the adjoint of a, see 5.16 for the definition; here t712..n = 1) and prove that *a is closed.
e) What is the value of fs
+Il*(*a)?
Is *a homologous to zero on
R"{0}?
2.45. Exercise. Let 0(n) be the set of the n x n matrices M such that
tMM = I, the identity matrix. a) Show that 0(n) is a manifold. What is its dimension? Hint. If you
want, first consider the problem in a neighbourhood of I. b) Identify Tj(O(n)) with a set S of n x n matrices.
c) Show that if A E S and M E 0(n), then MA E TM(O(n)). Verify
that the map Is: (M, A) + (M, MA) is a diffeomorphism of 0(n) x S onto T(O(n)). d) Deduce from this result that 0(n) is parallelisable.
2.46. Problem. In this problem w is a C°° differential 1form on Rn+1
which is not zero at 0 E Rn+1
a) Show that if there exist two C°° functions f and g, defined on a 0, such that w = f dg neighbourhood V of 0 E Rn+1 with f (0)
on V, then there exists a differential 1form 9 in a neighbourhood of 0 E R"+1 such that dw = 0 A w.
64
2. Tangent Space
b) Exhibit an expression of 0 if w = yzdx + xzdy + dz, (x, y, z) being a coordinate system on R3. Show that we can choose f = e11'.
Compute g.
c) Ifw=dz  ydx  dy,do f andgexist?
d) Next, put w in the form w = fdg. In the general case, show that the problem may be reduced to the case where, in a neighbourhood of 0,
w=dzA,(x,z)dx'.
i=1
Here z E R, x = (xl, X2'.. , x") E R", and the Ai are Coo functions. e) a = (a', a2, , a") E R" and c E R being given, consider the differential equation
dz
dt
"
=
Ai(at,z)a',
z(0) = c.
Show that there exists a C°° map F : (t, a, v) ' F(t, a, v) of I x W x J into R with I, W, J neighbourhoods respectively of 0 E R, 0 E R" and c E R, such that OF
_
"
Ai (at, F)ai,
F(0, a, c) = c.
i=1
Verify that F(t, a, v) = F(1, at, v) if one of these terms exists.
f) Prove that u and v defined by u = x and F(1, u, v) = z form a
coordinate system in a neighbourhood of (0, c) E R" x R. Hint. Show that (8F/8v) (t, a, v) does not vanish in a neighbourhood of (0, 0, c). 1 Pi (u, v)dui + B(u, v)dv. Show that In this chart w =
Pi(at, v)a' = 0.
i=1
g) LetWbethemapofRxR"xRinto R"xRdefined by
1@ (t, a, v) _ (ta, v) = (u, v).
Compute 41*w. Denote by Ri(t, a, v) the coefficient of dai in 4' w. h) We suppose that dw = 0 Aw, 0 being a differential 1form in a neighbourhood of 0 E R"}1. Show that 8Ri/8t = HRi, with H(t, a, v) the
coefficient of dt in IIY*B.
Deduce from this result that there exists a neighbourhood of
0 E Rn+1 where w = Bdv.
2.47. Exercise. Let M be a C°° differentiable manifold of dimension n. Consider its cotangent bundle T*(M), and denote by H the canonical pro
jection T*(M) i M.
Exercises and Problems
65
a) (9, gyp) being a local chart on M and {C'} the corresponding coordinate
system, on II1(9) consider the coordinate system (x', x2, ... , xn, y1, y2, . , yn) with x' _ V o II and y' the components of the 1form in the basis {dl;'} (i = 1, 2, , n). Let a E 7= (M), and define a
linear form on TQ (7" (M)) by
T.(T*(M)) D u p (II*u, a) = (u, W or).
Show that a  I o defines a differential 1form w on M. What is
its expression?
n times
b) Compute n = dw A dw A  . A dw. Deduce from the result that T* (M) is orientable.
2.48. Exercise. Prove that for any C°° differentiable manifold M the tangent space T(M) is orientable.
2.49. Problem.
a) Describe an atlas of the projective space P2(R) with three local charts (f2i,Oi), i = 1,2,3. b) Compute the changes of charts, and deduce that P2 is not orientable. c) Consider the cylinder H = [1,11 x C, where C is the circle quotient
of R by the equivalence relation in R: 9  9 + 2kx (k E Z). Verify that the Mobius band M may be identified with the quotient of H by the equivalence relation in H: (t, 9)  (t, 9 + x) . Prove that the boundary of M is diffeomorphic to a circle C : C 3 0  ' 0(9) E 8M. d) Let (r, w) be a polar coordinate system on the disk
D={xER2IIxI< 1}.
Show that P2(R) may be identified with the quotient of D U M by the equivalence relation: (1, 0) E D is equivalent to ¢(9) E M. 2.50. Problem. On a C°° differentiable manifold M of dimension 2n, we suppose that there exists a closed 2form fZ of rank 2n. That is to say that
f2 A A .. A
n times
76 0 everywhere on M.
a) To a C°° vector field X E r(m) we associate the 1form wX = i(X)S2. Verify that wX is closed if and only if CXSl = 0.
b) Show that the map h : X  wx is an isomorphism of r(m) on /l' (M) c) a and Q being two 1forms, we set (a, Q) = h([X,,, X,6]) with X,, =
h1(a) and X0 = h1(13). If a is closed, prove that Cx013 = (a,#).
Deduce that (a,,S) is homologous to zero if a and j3 are closed.
66
2. Tangent Space
d) Let f, g be two CO° functions on M, and set
(f, 9) = fl(Xdq, XdI).
Show that (d f, dg) = d(f, g). Deduce that f is constant along the
integral curves of Xd, if and only if g is constant along the integral
curves of X. e) Assume that locally there exists a coordinate system (x1 , ... , x", y1, ... , yn) such that 12 = dx' A V. Compute the local ex1
pression of (f, g) in this coordinate system.
2.51. Exercise.
a) Let f be a differentiable map of Rn into R of maximal rank everywhere. Show that f 1(0) is an orientable manifold. b) Prove that the manifold that is the product of two C°° differentiable manifolds M and W is orientable if and only if M and W are orientable.
2.52. Exercise. Let w be a differential 1form on a C°° differentiable mann times
ifold M of dimension 2n + 1. When wA dw A dw A . . A
is never zero on
M, we say that w is a C form.
a) Verify that wo = dx2i+1 + E1 x2dldz&2i is a Cform on with coordinates {x?} (j = 1, 2, ... , 2n + 1). b) Let (6k, ^)LEK be an atlas and y a differential 1form such that on each Sk we have y = fk'pkwp, with fk a differentiable function which does not vanish. Show that 7 is a Cform.
c) Conversely, 7 being a Cform, find an atlas (0k,''k)kEK such that on each Bk. For simplicity, do the proof when n = 3. 7=
Solutions to Exercises and Problems
Solution to Exercise 2.39. f*i(Y)7 is a (q  I)form on M. Let Xi (1 < i < q 1) be q 1 vectors
in Tp(M). We have
[f*i(y)i](Xl, X2, ... , Xq1) = i(Y)7(Yi, ... , Yqi) if Y = f.Xi,
i(Y)?'(Y1,... ,Yq1) = i(Y,Yi,Y2,... ,Yq1) =
f"7(X,Xl,X2,... ,Xqi)
Thus f*i(Y). = i(X)7 with X = f,,'Y.
Solution to Exercise 2.40.
0 C W is orientable; thus 811 is orieltabie.
Solutions to Exercises and Problems
a) Set w = X1 dx& A dx3 + X2dx3 A dx1 + X3dx1 A dx2, and
3
67
dw =1: ;X'dxl A dx2 A dx3.
i=1
b) w(J, &) = Xl(u2v3  u3v2) + X2(u3v1  v3u1) + X3(t'v2  u2v1).
c) Stokes' formula gives
a =1
i*w,
on Ion
where i is the inclusion a52
Q. Let us compute i*w at P:
(
v = (u2v3  u3v2)
8 a)duAdv=X. v do.
+ (u3v1
8  v3u1) ay + (4t1v2  u2v1) az
.
Indeed, du A dv is the area element and
8
ax
We can verify that v is orthogonal to
and to
,
and that
Il v ll =1
Solution to Exercise 2.41. y + z p x, we obtain X i Y + Z . X. a) fransposing x
Thus if we prove that X does not vanish and that X is orthogonal to Y, the three vectors form an orthogonal basis of R3 at each point m E R3. X does not vanish. Indeed, in that case z = xy, y = xz and 1 + x2 = y2 + z2; thus z = x2z and y = x2y. We would have y = z = 0, which is impossible since y2 + z2 > 1. We verify that the scalar product (X, Y) = 0. b) A straighforward computation yields [X, YJ = 2Z Thus [Y, Z) = 2X and [Z, X] = 2Y. c) On 0, , o jP = Identity; thus W is invertible. It is a diffeomorphism since V and io1 are differentiable. Using the fact that cp* = Dip, a computation leads to
rp,X=Z(1+u2v2w2) a (w+uv)
(uw  v)
.
We obtain tp*Y and o*Z by transposing. d) We saw in 1.8 that V is the diffeomorphism of change of charts for an atlas with two charts on S3 constructed by stereographic projection from the north and south poles P and P, respectively. rp*X extends into a vector field U on R3, and V,X at zero is equal to Likewise for p*Y and V,Z in V and W.
Then 8W n v = v1(D) is an open set of M. If W(t) _ ((aj. OW /Bail = Mi3. .MI = Ls1 a1jMlj = 1 on W.{P} for instance) extends by U in the other chart. 01 is included in a connected component W of i2. 1 < i.W(t) be a map of a neighbourhood of zero in R into W such that V(O) = I.42. V) of R3 (cp(V) a ball in R3) such that cp(V n M) is a disk D of R2. then ail(0) = 6.68 2. W is a submanifold of dimension 8inR9. Writing det 0 leads to t a'a(0) = 0. Tangent Space Thus the vector field on S3 equal to X in one chart (on 53 .3) i detIMI of R9 in R is of rank 1 on W. the bijection +Il : M _ x = {xk} may be defined by xk = a j with k = 3(i . Indeed. Hence 8W = M. If M = ((aii) ).(t))).3) of real 3 x 3 matrices M is in bijection with R9. j < 3. and {xk } is a coordinate system on R9.1) + j. and it is nonempty. b) Let t .43. Solution to Exercise 2. 3.3) such that det IMO =1. W is the subset of T(3. At the most there are two connected components: one contains Bl and the other contains 92. Solution to Problem 2. the Kronecker symbol. and the tangent vector to the curve t + v(t) at t = 0 is the matrix ((a'1(0))). Thus 8W n m is an open set in M. a) The set T(3. since M is connected. Thus the tangent space Tr (W) may be identified with the set of real 3 x 3 matrices of zero trace. there is a local chart (V. Thus according to Theorem 1. But it is also compact (OW is closed and included in M.19. the minor of ai f in det IM 1. The map $: T(3. V n Sl has two connected components 01 and 02. since det I. a) At P E M. which is compact). Now all minors cannot vanish on W.
el. . we find that I V f I = 0 in W. f 8/8x' ).Solutions to Exercises and Problems 69 b) M is compact.X2dx1 A dx3 + X 3dx1 A dx2. Thus fdivX1J = JMN)1g) We choose X = fV f (on R". [i(X)w](e1. R3\B is connected. e) We have i(X )w = X ldx2 A dx3 . e2) = w((X. c) At each point P.37) we have fW div Xw = fMIi(X)w].2) we arrange that (v. so M is included in a ball B. we denote by 92 the open set which belongs to the connected component of it which is not bounded. thus it is included in a connected component of f).0 Wi=1 3 according to the result above and the hypothesis 18. and get fW Eai(fb4f)w= fW(Of)2W+ff B fW. f = 0 in W.1. We choose the unit vector v(P) orthogonal to Tp(M) oriented to 92. 8/81. = d[i(X)w] E k=1 3 49X k w. for the canonical orientation on M (see 2. It is well defined and continuous. all of whose changes of charts have positive Jacobian. e2). Thus we exhibit an atlas for M. If f6 f = 0 on M. 8/82) is a positive basis in R3 (this means replace 11 by Cl. v)v. e2) = w(X. v)[i(v)w](el. if necessary). the gradient V f of f is the vector V f = X18. Thus f is constant. f) According to Stokes' formula.. while W is included in B. e2) (X. where el = 8/8t1 and e2 = 8/82. el. i=1 3 3 3 W f=1 Thus JM f [i(v)w] = f (af)2w . d) On each local chart on M (whose coordinates are X1.
Now as IVfI(P) # 0 at each point P of M.y has the value f (P) somewhere.sin rp sin 0dcp. the basis (v 5S. 4) is positive.. d) (*a)23. and y cuts across M. (*a)ls.. and w is closed. Solution to Problem 2. Thus f I. c) w is not homologous to zero on l3 . = at. . a) We have dw=3(z2+y2+z2)hdxAdyAdz 3(x2 + y2 + z2)z(x2 + y2 + z2)dx A 4 Adz = 0. hngent Space h) The proof is by contradiction.. y = coo W sin 8. Suppose Il is connected. Otherwise we would have w = dy and qf*w = d'k*y. *w = [cosg co c os2 B + cos3 <p sin2 8 + sin2 W(cos2 B cos W + cos cp sin2 B)]dB A dye Cos Vd9 A d(p. since the metric is the Euclidean metric £. If v' is the unit exterior normal vector at a point of S2. dy = cos cp c o s 8d8 . x = coo V Cos 0.c. dz = cos cp4. z = sin W..{0}. = b (the Kronecker symbol). eo that the exists an are y starting from 01 which goes to 02 without cutting across M (M n y = 0).n = a^2r ak (k means that k is omitted). b) Let (0.44. we have for instance f (x) < f (P) = 0 for x E 01 and f (z) > f (P) = 0 for x E 02.70 2.. Thus r j 4c*w = / cos 04P f d8 = 49r. Thus dx = (sin <p cos 84 + cos W sin Ode).p) be spherical coordinates. Thus according to Stokes' formula we would have fS2 % w = 0.
.. since (v .&. dx2 A ... we find the same value.ndX1 A .. 8/8sn) is a positive basis if v is the unit exterior normal vector at a point of Snl n {x1 > 01. since otherwise we would have fS. . X3'. = 2'[j=1(X02]j' we have n = F [ (xj)2J r .dx..Adxn En j1_E(x*)2dx2.. . with x2. *a cannot be homologous to zero... n{s' >0} aidx2A. A dxn = dz' dx".. When we integrate.n(xr)2I'E(xf)2] `l n 11 Thus we verify `that n EOak ark k=1 0..Adxn=vol(Bn) gn1 'Y* (*a) = n volBB = on_i. Thus Al = j vol(BB).... since then x1 = j Pn2 p2dp. the unit sphere in RII. we find that Al = n2 where 0n2 is the volume of Sn2. Set P = Z72 (XI)2. Thus and aldx2A.Solutions to Exercises and Problems 71 Let us compute d(*a): d(*a) _ k=1 E(1)k1 a (*a)12.. A dxn = dx2 dxn on the half sphere x1 < 0. 8/8x2.. t=2 where Bni is the unit ball in Rn'. We have dx2 A .. e) Integrate aldx2 A .. A dxn n 8Ck dx' A . A dxn Since a.. . xn as coordinates: Al= J _.. q`*(*a) = 0.A dxn on the half sphere where x1 > 0.. ..
1i_1. j. r is of rank n n+1 in a neighbourhood of I in 0(n). B12. Oakj aajk . Then M E O(n) if and only if Bj = j(a. Thus 1' is of rank 24R at I...Y= n i=1 then 2 n/2 Or. n) defined by M .1) + j. Theorem 1. there is in Dr a diagonal matrix with 2 and 1 on the diagonal. B23.1' aajj 2' The other derivatives vanish.k aB = 1. At I we obtain aBjk aB. the bijection maybe defined by xk = a. n) of dimension .j. a) We saw that the set T (n. If we prove that the map r : M . j)) and {xk } is a coordinate system in Rn'. The map of V into T(n. . Thus V fl O(n) is a subAs A is arbitrary. B(n1)n) is of rank n n+l on 0(n). n) of dimension !!n1n1 submanifold of T(n. . Adx" and W*(*ry) =area of Sn1(1) = Qn1 Solution to Exercise 2. n) of n x n matrices M is in bijection with Rn' . 0(n) is a manifold of T(n. . B1n.aik. . Let .19 will imply that 0(n) is a submanifold of Rn' of dimension n n1 We have 13Bj = 2a. . Or. then *ry = i(v)dx1 Adx2 A. aBjk ..  OBjk = a.45. If M = ((a.(B1.  So this neighbourhood is a submanifold of Rn' of dimension 21V11 Now consider the question in a neighbourhood V of A E 0(n).j with k = n(i .. Tangent Space There are two alternative short proofs without computation.1)2 = 1 and Bjk = > aijaik = O i=1 n n i=1 for all jandailk>j. ..p tAM is a homeomorphism of V onto a neighbourhood of I.. y = [ n (xi)2] J n1(1) '@*(*a) = J ni(1) 'I`*(*7) = J (1) d(*y) = nvolB" = an1. If we suitably arrange the Bj and Bjk. There are n n+1 equations. B. if we consider the unit normal vector v = x'8 at x E S. Since I' is CO°..72 2.
thus a submanifold.M(t) be a differentiable curve in O(n) such that M(O) = I. We have (DSp)M(H) = 'MH + tHM. dg = exd(yzdx + xzdy + dz) = d(ze`y). with O= log l f l in a neighbourhood where f does not vanish. a) We have dw =4f A dg = d log if I A w = dO n w. Thus dM(t)/dt is a tangent vector of O(n) at I.M(u) be a differentiable curve in O(n) such that M(O) = M.46.. b) We have dw = dz A (ydx + xdy). With f = e'Y.n) identified to Rn2. The rank of cp at M E O(n) is equal to 24a. Indeed. Thus O(n) = 91(1) is a submanifold of GL(R") of dimension n n1 = n2 . W1 is linear on each fiber. the dimension of E. Let W be the map of GL(R') into the set E of symmetric matrices. B) + (M. defined by co : M 'MM. and this map is differentiable. let B E E. Indeed. We have indeed dw = d log an A w. Then u ' M(u) = tMM(u) is a differentiable curve in O(n) through I. c) Let u . n). and dM/du = MdM/du. Thus T(O(n)) is parallelisable. then JMB satisfies (D'p)M('MB) = 2tMMB + LBtMM = B. Solution to Problem 2. aij(0) = S. the Kronecker symbol. b) Let t . We have (dB(O) ao 2a(0) and akj(O) +a.. The result follows. tMB). Set M(t) = ((aij(t))).Solutions to Exercises and Problems 73 We can give an alternative proof. n). since (Dcp)M is surjective. Thus Tj(O(n)) may be identified with the set S of antisymmetric n x n matrices. since dimGL(Rn) = n2. M(u) = MM(u). and it is easy to see that E is also a submanifold of T(n. Moreover 1Y is differentiable. We saw just above that * is bijective.14U. Moreover. GL(Rn) is an open set of T(n. S may be identified to R"('21).k(0) Since Bj(t) and Bjk(t) are constants. d log f A w = (xdy + ydx) A [(ydx + xdy)z + dz] = dz A (ydz + xdy). since S is defined by n n+i linear equations in T(n. it follows that ajj(0) = 0 and akj(0) + ajk(0) = 0 for all j and k 96 j. %1 is the map of T(O(n)) onto O(n) x S : (M.(0))). d) T(O(n)) is trivial since it is diffeomorphic to O(n) x Rn s ' . This vector may be identified with the antisynunetric matrix ((a. So .
Set w = w/B(x. If dv = 0 (c is given) and u = at with a = constant. b. z) f.(at. v) be a solution of the equation OF = E A. b.v)=0. a.v)tda' + B(at.a. Setting t = Au yields OF cat = ° i=1 A. 0) 36 0.v)dv according to the result above. F(t. and R. Thus R. This gives us the result. z). and let F(u. v) exists. (u. since the solution of the equation is unique. v). A = t. there is a coefficient of the 1form w which does not vanish on a neighbourhood V of 0 E Rs+1: w = B(x. v) = F(u. we can express v in terms of u and z. F)a'. v) = tP. then w = 0 according to the definition of F. c). v) 36 0 in a neighbourhood of (0. OF (0.74 Z. v). a.(0. Tangent Space and we can choose g = zen. then w = fdz with f = B(x. OR. i=1 F(0. c) If f and g exist. c) = c. Since the coefficient of dt A da' must be the same on both sides. c) = c in J. Aa. Now here dw = dx A dy does not have a term with dz like 0 A w with B not zero. Thus (t. c). and depends differentially on t and on the parameter (a. z)dz + with B(0. Thus. F(Au. Thus Pi(at. e) According to Cauchy's theorem. a. c).(at. Applying the inverse function theorem. The solution of this equation is unique according to Cauchy's theorem. Thus R. c) = 1. aA. Consider b = Aa with A E R. a. v) form a coordinate system in a neighbourhood of (0. 0 and w = B(u. a. g) *w = L1 P. and w has a simpler expression. v)a' = 0.(at. d) Since w(O) 96 0. we can write dw = B A w. Thus dR. Adai + dB A dv = Vk*0 A i=1 Rda'+Bdv). h) We have d(l!*w) = *dw = TV A W*w. f) Since F(0. So f and g do not exist.(aAu. Pick u = 1. a. F(0. F)Aa'. (t. c) = c. a. If we can write w = f dg. 8t =HR. . v)dv.
b) We have dw = E7 1 dy n de and Q = n1 dy1 A dCI A dya n . Hence 7'"(M) is orientable. a) _ Thus w = E! 1 y'dC. since y' = a. A dC'.Solutions to Exercises and Problems 75 Solution to Exercise 2. Then (II*u. a) Letu= 1(u'O+v'8)..u'..dx`.47. at a. Let a = EL1 a. Then 14u 1 u4 Z'FO. . which is nonzero everywhere. a.
.
Instead of considering a vector field X (x) (1direction field). P) = P. Va+t = P. and b) for all s and t belonging to R. if a certain necessary and sufficient condition is satisfied. a unique integral manifold of dimension p. its components in a local chart are differentiable functions. Wo = identity.Chapter 3 Integration of Vector Fields and Differential Forms The first part of this chapter concerns the integration of vector fields. we can con sider pdirection fields H. of a vector field Y or a differential form w. for all xE W? Frobenius' theorem states that. P) + cp(t. It defines a oneparameter local group of local diffeotnorphisms. P) = Wt(P) of R x M into a differentiable manifold M is called a one parameter group of diffeomorphisms on M if a) W(0. the Lie derivative with respect to the vector field X.. Definition. o Ot 77 .1. we prove that a vector field X is integrable. by the Cauchy theorem. there exists. by definition. do there exist submanifolds Wsuch that Tx(W)=H. through a given point xo. So. A differentiable map (t. Integration of Vector Fields 3. a section of T(M). As a vector field is. That allows us to define Ex. (1 < p < n) and ask the question: Do there exist integral manifolds W of dimension p? That is.
o ct 4 4 (q times). (t + s. l. P) and [s.+u(P)] dt 141.+u(P) = co3[cPu(P))1.y(t) = cpt (P). and b) for all P E M and all t and s in R.2. Thus C1 is everywhere of 9 9 rank n on C.y of P : t +. d<pt(P) dt = X (p). A C'''1 vector field X on M. P) exists for all u E [0. since cw. t(t. Consequently. Consider a compact neighbourhood 0 of the curve C = f t(ut. P) = P. The tangent vector at cp.e._f o . to = identity.)XP 3. A one parameter local group of local diffeomorphisms £t defines a vector field Xp = [det(P)/dt)t o. P)] are in 11. 1] }. e[ x R C Q. P). since C is a compact set. P) I u E [0. The converse is the goal of 3. du _ o {d<pu[P.(P)I1 L du J U=0  = Xv Moreover.. Ldu(P)J du u0 = (w. Definition. 4 9 9 the product of q factors £ j. since cpt o cpt = cPt o 9t = cpo A one parameter group of diffeomorphisms on M defines a vector field on M by Xp = [dpt(P)/dt)t=o. An integral curve of X is a differentiable curve 7(t) such that dy{t} = X dt y( . it is locally invertible at P. P) = Et(P) of 11. we have dcp. (t. and e > 0 such that) . Theorem. It is the tangent vector at t = 0 to the trajectory . Integration of Vector Fields and Differential Forts cpt is indeed a diffeomorphism.78 3. Let q E N be such that Iti < qe. Let us verify that £ is indeed a local diffeomorphism.(P) to ry is = [dy. into M is called a one parameter local group of local difeomorphisms i.(t. r > 1.t of M if a) t(0. defines a one parameter local group of local difeomorphisms obtained by integrating the following differential equation on M. A differentiable map (t. We can write &(P) _ (: ore 0... which is invertible.o£4)(P).. Let t 0 0 be a real number such that (ut. 6 is of rank n at P. P)] whenever (t. P is fixed. an open neighbourhood of 0 x M C R X M.1). {(t+s. and 4_f o t.3. We verify easily that B and a exist.P)l t. P) = £[s. P) .
I 'his definition of co makes sense because of the uniqueness of the solution. Lx (Y) = [X. The Lie derivative. So in the definition of Cx (Y) we have the difference of two vectors at P in the bracket..Lie Derivative L e t (0. uniqueness implies that p.x2..+t(P) _ Spt[V. P) in R x 0 and a unique differentiable map p(t. Q) = Q for all Q in U.+t. .4. Y1. (wt)* at P is a map of Ti(p) onto Tp(M). since dp. Lie Derivative 3. .(P)1 Thus we exhibit a cover of M by open sets U. such that on I j x Uj there is a map tp j with the properties defined above.. Cx (f) is the differential at t = 0 of f o pt Now (d(fo)) =dfo(±Pt) dt t=o =X(f) In a neighbourhood of P we saw that for t small enough cpt and Spt exist. 79 . Let X and Y be two C2 vector fields on a differentiable manifold M.xn). of a function f is Gx(f)=t and that of a differential form w is t1 m (f Pt f).. Q) of I x U into 0 satisfying the equation above and V(0. P) if (t. Definition.+t/d(s+t) = Xw. *) be a local c h a r t with coordinate system xl. let P E 0.+t/dt = dp.5. with respect to the vector field X.. and set op(t. The Cauchy theorem asserts that there exist a neighbourhood I x U of (0. Moreover.''!PI Let us verify that Cx (f) = X (f ). x2. Likewise we define the Lie derivative of contravariant tensor fields. P) = pj(t. dx' =X`(x1. denoting (P)] by xt(t). The equation is. j E J. Cx(w) = tli 0 t [(apt)* &' (P) . 3. P) E I j x Uj. Propoattlon. Set f l = U J EJ(If x Uf ) (Cl is an open neighbourhood of 0 x M in R x M). and apt the local group of local diffeomorphisms related to X. The vector field Cx(Y) = tlim YP] is called the Lie derivative of the vector field Y with respect to the vector t field X. For differential forms we must use (spt)* to have the difference of two forms at P in the bracket.
3. Integration of Vector Fields and Differential Forms
Proof. Let f be a C2 function in a neighbourhood Cl of P. Compute
[Gx (Y)] p(f ). For t small, we can write
[(vt)*Yv'(P)](f)  YP(.f) = [YwrP](f O P) The result follows. Indeed,
t
and
y
(p)](f) + [Y49 (P)](f)  YP(f)
0t
r
(f)]P} = X [Y(f)]P
o t {[Yv,(P)](f o vt) 
tli o LY
(Jo
o t  f )J
tP)
_ Y[X(t)Jp.
t is small enough so that Spt(P) and W_t(P) belong to Cl. [Y(p)](f) is the value of Y(f) at VI(P).
3.6. Proposition.
then
a) If u and v are two contrnvariant tensor fields,
,Cx (u ®v) = Lx (u) ®v + u (3 Lx (v). b) If w and w' are two differential forms, then
Gx(wAw') =Gx(w) Aw'+wACx(w').
On differential forms,
d,Cx = Gxd
0*(w A w) _ (cp*w) A
and Gx = i(X)d+di(X).
we can write
The proof of (a) is similar to the proof of the first part of (b). Since
(wc) (w A w ),, (P)  wp A wp
_ (V*war(p)) A (tptwsvt(P)  wP] + [V*wp,(P)  wp] Awp.
The first result in (b) follows. For the second we use Proposition 2.26:
p*d = dip*. Thus
Ex(dw) =
tl
tll t d[(dot)*(w)
= dCxw. and i(X)df = X (f) = Lx(f)
For differential 1forms, such as 4f,
t ((jpt)*(dw)s.,(P)  (dw)p]
(P)  "P]
And now let us prove the last result. It is true for functions: i(X) f = 0
d[i(X)df] = dX(f) = dCx(f) =Gx(df) and [i(X)d]4f = 0.
The Flobenius Theorem
81
Since GX is linear, we have to prove the result only for pforms such as w = fdx" A A dx":
,CXw = Lx! dx" A ... A dx'"
P
+ f E dx'' A ... A dx"' A GXdx'J A dx'J+t A ... A dxi'.
1=1
Observe that Cxdx' = dCxx' = dX(x') = dX', where {X'} are the components of the vector X in the basis {8/8x'}. Moreover,
i(X)w = f t(1Y^1dx" A ... A
j=1
P
dx'J A X'dx'J+' A ... A dx'",
di(X)w = tV A E(1)j1dx" A ... A dx'J' A Xjdx'J+' A ... A dx'P
j=1
+fEdx"
A
P
AdXjAdx'J+'
A
A E(1)jdx'' j=1
A ... A dx'J ' A X3dx'f}1 A ... A
'p.
Thus Lxw = [i(X)d + di(X )]w.
The Frobenius Theorem
3.7. Definition. A pdirection field H= on M is defined by prescribing, at each point x of M,,, a vector subspace H,, of dimension p of TZ(M) which satisfies a differentiability condition. We can write this condition in one of
the following forms:
a) Each Xo E M has a neighbourhood V where there exist p differen, XP(x) , XP such that Xi(x), X2(x), tiable vector fields X1, X2i form a basis of HS for all x E V. b) Each xo E M. has a neighbourhood V where there exist q = n  p differential 1forma wl, w2, , wq such that

XEHr4*wl(X)=w2(X)=...=wq(X)=0.
3.8. The F robenius Theorem. In order that, for each point xo E M,,,
9 xo of dimension p (called the integral manthere exist a submanifold ifold through xo) of a neighbourhood V of xo, tangent to H. in each point
x E WW,, it is necessary and sufficient that [Xi, Xj]. E Hx for all i, j and
82
3. Integration of Vector Fields and Differential Fbrms
x (1 < i < j < p) if we consider condition (a). On the other hand, if we
consider condition (b), a necessary and sufficient condition for the existence of an integral manifold through any given point is that
foralli(1<i<q).
We will give below a proof of Frobenius' theorem and some developments of Pfaff systems.
If p = 1, we have to integrate vector fields. We saw that this is always possible. We can verify that the conditions of Frobenius' theorem are satisfied when p = 1. In this case H,, has dimension 1. Let X # 0 be a vector field such that X (X) E Hr; when x E V, we have (X, X} , = 0 E Hr. The condition written with differential 1forms is also trivially satisfied. As q = n  1, dwi Awl A w2 n . n w,a_1 is a differential (n + 1)form which
vanishes.
But when p > 1, intuitively there is no integral manifold in general (for example, when p = 2 and n = 3). Let X, Y be two vector fields generating H2 for xE V.
zo
From xo, we integrate X, then Y. We get Co and Co. Let C1 be the integral curve of X from a point xl of Co, and let C2 be the integral curve of Y from a point x2 of Co. There is no reason that C2 should intersect Cl. But if there is an integral surface S through xo, then C1 meets C2 since they are included in S.
3.9. Definition. A system of exterior differential equations on M is a set
o f N equations {wQ = 0}, a = 1, 2, .. , N, where wQ are exterior differential
p.forms. The solutions of the system are vector subspaces T such that
w (XI, X2, ... , Xp.) = 0 for all a whenever X1i X2, , Xp. belong to T.
Theorem.. Two systems of exterior differential equations are said {wO = 01. 3.0 implies 4*dw° = d(4*w°) . The YO are called first integrals of the Pfaff system. then &A = E. The differential system {dw° = 0. Definition. Indeed. . That is to say.. the two systems have the same solutions. In writing w° we omit the sign F.. then through each point xO E fl there is exactly one integral submanifold of dimension p = n . ° = 01 is called the closure of the system {w° = 0}. A system of exterior differential equations and its closure have the same integral manifolds. 3. 6 is called a dummy index.10. . summation over this index is assumed (here from 1 to q). in an open set Il. so are their closures. The equations {w° = 0} determine at one point a vector subspace which contains the tangent space of all integral submanifolds W p C M.. Then each element 06 = F.. . According to Proposition 3. 2. 2. 2. The Einstein Convention. When the same index (say 0) is above and below. If a Pfaff f system of rank q in 11 C M is completely integrable in f3. w° A 0°.q. Consider the ideal I of the exterior algebra A generated by the w°: w E 14=4w = 1<°<x w° n 0° with O° E A. and conversely.14. 3.0. Definition. 3. . is an integral manifold of the system if $*w° = 0 for all a. and vice versa. 3.') consisting of a manifold and of a differentiable map 4 of Wp in M. The closure of a system is closed (d2 = 0).15. N) is algebraically equivalent to the systems {y# = 0} (j3 = 1. w° = aady'. if a)P = E. if they generate the to be algebraically equivalent. since d and $* commute.16..13.12. q) such that the system {w° = 0} (a = 1. Definition. A system is said to be closed if it is algebraically equivalent to its closure: dI C I.11. {w° = 01 same ideal. If two systems are algebraically equivalent. Proposition. Henceforth we will use the Einstein convention to simplify the writing. Proposition. A system of exterior differential equations is called a Pfaff system if the w° are all differential 1forms. Vw° .10.° w° A 01. Definition. A Pfaff system of rank q.. q). This is the Einstein convention. 3.The Frobenius Theorem 83 The pair (Wp. Every solution of the system {w° = 0) is a zero of each form of I. is said to be completely integrable if there exist q differentiable functions y# (0 = 1. 3. Indeed. dw° A 0° + E° (1)p°w° A d0°.
we can write dw" .9 A wO. there are q functions ys. of rank q in fl. 3. is that the system is closed in f2.q through x0.. Integration of Vector Fields and Differential Forms Proof.Oda. In the general case. the matrix A = ((A. . . .. since a.3:5 q) define a differentiable submanifold W of dimension p = n .dbp + 00 A dx".. dx` = 0} is of rank q.17. The proof proceeds by induction on the dimension n. when the dimension is greater than q.2.1 variables x1. n {w _ i=1 a°dr = 0} (a=1.3. where the as depend differentiably on n variables and some parameters. . i being the inclusion. j = 1. of rank q in fl. the system {w" = 0} being of rank q. Without loss of generality we can suppose that {w" = E. Thus. the system {dys = 0} is of rank q.q). if dw"  =1 ry. First. if a Pfaff system {w° = 0}. The equations ys(x) = yO(xo) (1 <. is closed. q. x"+1. a system of rank q is completely integrable. 2. is an integral manifold of the system. if I is the ideal generated by the w°. the ideal generated by the w° in A(fl). Necessity. then there exist q first integrals z" which depend differentiably on the n 1 variables and on the parameters.6. and on some other parameters. the unique integral manifold of dimension p through XO. where A = ((a')) is an invertible matrix. Let {V} be the q first integrals. More precisely. it follows that d/' E I the ideal generated by the w" in A(SZ n 7r) (7r being the hyperplane x' = Const).. Consider the Pfaff system of rank q. 00 E A1(t'). the system {wj = 0} is equivalent to the system {dx' = 0}. then dI C I. A necessary and sufficient condition for a Pfaf system {w°1 = 0}. xn is a parameter).. to be completely integrable in 1._i a. Indeed. i). d designates differentiation in Rn1 and d differentiation in R": dw" . Proof.)) being invertible by hypothesis.. .. X2'. in a space of dimension q. Indeed. xn1 and on some parameters xn. dx= with i.. suppose we have proved the theorem up to dimension n 1 > q. Let B((b4)) be its inverse.3Aw7. Then dw0 doeAdyeb. Indeed. w" = a°dy. the 411" depending differentiably on n . The Frobenius Theorem (second version). Since by hypothesis dw" E I. The forms iv°are differential 1forms on Rn1 depending on xn (at this stage. We verify easily that (W. Sufficiency.
. Indeed.. zq.. To prove the sufficiency.. as otherwise we would have in the right hand side a term in dx' A dz°.. depending differentiably on the variables and the parameters. zq. consider a basis of A'(Sl) with w1.18. 3. which locally has a solution according to Cauchy's theorem. ... but no such term in the left hand side.... a differential 1form which is a linear combination of the dz° and dx" only. zq. The system {w° = 0} is equivalent to the system JUPO = BQw° = 0}. A w". Thus the system {00 = 0} is an ordinary system of differential equations 615 dxn = by (f . .. The system {w° = 0} is equivalent to the system {dy° = 0}it is completely integrable. w2. 8b9/8xt = 0 for q < i < n. . xn) (1 < a < q) in a neighbourhood of the considered point. where w6 is nothing else but BQandxn = dz# + b1dxn. w: 9= E ai. xq+r. if 0 = F. If w1. x") ( 1< 0<0 .Awq=0.0 cannot have a term in dxi with q < i < n. z2. Obviously the condition is necessary.. Z2. wq completed with n . in the coordinate system zi. 0 satisfies this condition. and b8 is a function of the z°. Consequently there is no term in dxt A dx" in the right hand side. . dba n dxn = 9. w2. ((A°)) being an invertible matrix (((B4)) its inverse) whose elements A' depend differentiably on the variables and on the parameters. n (dz° + b°dx") = dz' + with 0. ... 0. .q 1forms wq+i. Integrability Criteria. ..0. xn.ipw'1 n w 2 n . Since this system is closed (cam E I). The y° depend differentiably on the parameters. of xn and of the parameters only. a necessary and sufficient condition for the p form 0 to belong to the ideal I generated by the wQ (1<a<q) is that 0Awlnw2A.12. . Consider q independent first integrals y°(zl.Integrability Criteria in the form q 85 dw° E ry0* A w + 9° A dxn =1 with E Al (SZ n ir) and dm = 0=1 nw15 Thus there exist q functions z°..6. . wq are q independent Pfaff forms. such that w° = A°dz.a_10° A w°.. it<is<<iy . z..
We saw already that in a space of dimension n.x")} with i.1.22. for all i. Thus 0EI. The system {E. 2.. 2. in a neighbourhood of xo."_1 a°dx` = 0} is then equivalent to a system of the type {dx=/dzn = A=(x2. 3. consider q differential 1forms wa (a = 1. 3. 3. n . 2. Then 0 A w l A w2 A .19. if rank w = 1 and if Bag aOnX3 ai 8a3 aal s1 axl) + a3 (Gla2 .p) such that wa (X) = 0 for all a is equivalent to X E H1. and through xo there is one and only one integral manifold of dimension 2.20. The criterion above shows that this is also the case if the rank of the system is equal ton 1 (an (n+ 1)form is identically zero). 3.86 3. .8x3) + a2 aa3  This can be written as A rot A = 0 with A the vector of components a. . 2. Proposition. Xi]z E H. Remark. p (see Definition 3. n .a1dx1 + a2dx2 + a3dx3 = 0 is completely integrable in a neighbourhood Il of a point xo if al.x2dx1 = 0. . j = 1. .j. . ('J ... The Pfaff equation in R2.1) are independent. j.12. q = n . If the wa = F 1 qdT' (a = 1.1. The necessary and sufficient condition of the Frobenius theorem is dwaAwI for 1 <a <q. The Pfaff equation in R3. We can prove this result directly. x1 8x2 . i = 1.1) is invertible.7).9X2 = 0. Its equation is W(x) = W(xo). and x (1 < i j:5 p)Indeed. a2 and a3 do not vanish simultaneously and if w A dw = 0that is.x1dx2 . = 0 whenever i t > q. w = 0 is equivalent to dcp = 0 for some function cp. the necessary and sufficient condition of the F vbenius theorem is [X. Under this condition. In R2 . . The necessary and sufficient condition for the Pfaff system to be completely integrable is that . . Example.21. n . a Pfaff system of rank n is always integrable. The integral manifolds are straight lines x2 = kx' (k E R). If a pdirection field on M is defined by p vector fields Xi(x). is completely integrable in P2 .{0} the rank of w is I (it is zero at 0). Through each point xo 96 0 there is one and only one integral manifold. w . The Cauchy theorem gives us the first integrals. Integration of Vector Fields and Differential Forms A wa = 0 implies that a. . Example.{0}. . we can suppose that the matrix ((aq)) (/3 = 1.
c) Prove that &(GGSZ) = GuCx. If dw E I. and let Cl E A2(M). Xj) = 0. and. then dw(X1.l 96 0. Express on U the components of Gu I in terms of the components flap of fl on 8.dwEI.Exercises and Problems 87 dwa E I. b E ]0. that. a n d The differential forms are assumed to be C°°. w2.24.. If [Xi. Let M be a C°° differentiable manifold of dimension n = 2m. That is. atanyypoint xEM. according to the definition of the differential d. and let (u. Xj) = aq+i.. Exercises and Problems 3. we have dw(Xi. To see this we consider a basis of A' (fl) with wl. E A'(B) such that fZ = dry. then dw(Xi. Xl]r E H. We must have ail=Owlieneveri>q. b[ C R) such that..[w(Xj)] .Gt(x). that is to m times s a y .)] . Let M and W be two COD differentiable manifolds of the same dimension.q+j if i<j. dw(Xi. 1] the homothety Gu (Gu(x) = ux). prove that GaIZ Gafl is the differential of a differential 1form ry(a. wQ+v such that w(Xj) = b (the Kronecker symbol). If dw = E1<k< <n aktwk Awl. f) What is the limit of Galwhen g) Show that there exists ..Xj[w(X. We denote by Xu(y) the tangent vector at y = G.Xj) = X. w4 completed with n  q = p differential 1fag w¢+1. b). thus [Xi. X f]: E H=.. d) From now on M = W = Bo(1) = B. On which open set is X. b[ E) t .fl.(y) a vector field? What are its components? e) Henceforth Cl is closed (dC2 = 0). (x) to the differentiable curve ]a.w= Aft Q A . We assume that the rank of fl is 2m.23. Gu (x) is a diffeomorphism of M onto C W. For a.w([X{. X j) = 0 and we have w([Xi. . the ideal generated by the wa. 1]. a) Show that for any X 76 0. 3.. . . i(X)Sl is nonzero.. x) + Gu (x) be a C°° differentiable map of ]a. Xj]) = 0. We consider for u E ]0. a) Let fl be a differential 2form on W (Il E A2(W)). Problem. for fixed u. . the ball of center 0 and radius 1 in Rn.. which implies dw E I. b[ x M into W (]a. b) Compute GuCx Q. Let {xi} be a coordinate system in a neighbourhood U of xo E M and {y} a coordinate system in a neighbourhood 0 of W = Gu(xo).Xj]). Problem.
y. 3. and that there exists a differential 1form ti on V such that ry(xo) = 0 and dry = fl . z (its second component vanishes). y. fo(x) = Id. (i = 1. consider the constant differential 2form fl such that fl = fa at xo. f) From the previously posed questions.23).1] x W C V0. Problem.fl). Write w in the coordinate system (x.yz)dx . ei) = 0 for the other pairs e. 2m) of xo fixed. the space of C°O differentiable vector fields. e) Prove that there is. III) at xo.x(z + x)dy + (1 + xy)dz a) Is the equation w = 0 completely integrable? What is its rank? Is the set M of points where w = 0 a submanifold of R3? b) Find a nonzero vector field Y such that w(Y) = 0. 1] x M in T(M) is C°°. m and fl(ei. . z) be a coordinate system on R3 where we consider the differential 1form w = (1 . We will admit that there is W such that [0. set fat = fa + t(Sl .11. 2. y.88 3. Prove that & (f t Sat) = 0 (use the result of Problem 3. How many integral manifolds are there through a given point of R3? . u).. Integrate the vector field Y. F o r t E [0.1]. Let (x. d) Show that the map X i(X)fl is an isomorphism of r(M).23). 2.. such that . c) On V. What is the expression of fk(xo) in a coordinate system {x` } associated to the local chart (V. x) ' Xt(x) of [0. Verify that there is a neighbourhood W C V of xo on which fat is of rank 2m for all t E [0. Was the result obtained foreseeable? d) What are the integral manifolds of the equation w = 0? Verify that they are indeed submanifolds of R3. We admit that the map (t. on a neighbourhood Vo of (0. on Al (M). What are the integral curves? c) Exhibit two independent first integrals y and u of the equations considered in (b).25. a C°° differentiable map ft(x) such that Oft(x)l& = Xt(x). xo) in [0.. if (g/ax`)"o = e:? We suppose that *(V) is a ball of R". 1] x M. Y being of the form Y = a i + c with a and c polynomials in x. Denote by Xt the vector field defined by i(Xt)f4 = y. Sa(e2k_1i elk) = 1 for k = 1. ej with i < j. deduce the existence of a coordinate system {yJ } on a neighbourhood of xo such that Sa = dy1 A dye + dy3 A dy4 + .Cl (use Problem 3. + dye"1 A dy2m. Integration of Vector Fields and Differential Forms b) Exhibit a basis e.
(x. Consider q equations f. z) E W. Let E be a vector space of dimension n. a) Show that the set of regular contact elements may be identified to FxE`. z) E E x R and of a hyperplane H through it is called a contact element of F.a.' } (1 5 j < n) the coordinates of E and by { ay } (1 < j < n) those of E*. b) For a submanifold W of F of dimension p (p < n). y. On F x E* we consider the differential form w = dz .yat. we say that the contact element is regular. 3.Exercises and Problems 89 e) Beginning by integrating a vector field X whose first component is zero. with ft r= Cl such that df. Prove that the set of regular contact elements tangent to W forms a submanifold W of F x E* of dimension n. z) = 0 which define W. On R4. prove again the previous result. z) E W and T(r. Problem.27. If the hyperplane is not parallel to the Oz axis. Hint. t). a) On which submanifold M of R4 do these two vector fields define a twoplane field? Is this twoplane field integrable on M? b) We consider on R4 a third vector field Z = z +t 49 +xax . Y. (1 < i < q) are independent when (x.z)(W) C H. we consider two vector fields. Prove that W is an integral manifold of the Pfaff equation w = 0. z. Problem. H) is tangent to W if (x. d) Is it possible that the equation w = 0 has integral manifolds of dimension d > n? 3. z. we say that the contact element (x.26. w(t)=0 atEHp.dx'. Is this field Hp integrable? d) Find a differential 1form w such that for all P E M and 1: E Tp(M). Z define at each point P E M a 3hyperplane field Hp. c) We denote by {x. Integrate this vector field. Set F = E x R. The pair consisting of a point (x. Do the integral paths have any particular property? c) Show that X. . endowed with the coordinate system (x. X =t and ax +z by yaz a a 'N a a Y=y8x+xaytaz+z&.
29. Integration of Vector Fields and Differential Forms e) If they exist. Verify that the rank of a nonvanishing 2form on R3 is always 2.e the three conditions for the vector X of components (x.dx2 A dx3 + dx3 A dxl = 0. a) Find functions f and g for which the system S is completely integrable.xIx2]dxl A dx2 . Problem. Hint. Denote by Q the smallest subspace of Al (R" I such that S C A(Q). For sufficiency. Hint. f) Let S = {wl. Show that it is then equivalent to a system of rank 2 in R3. Let S = {w"}"EA be a family of exterior forms on the vector space R" each of degree q" > 0.(x1)2 . Problem.ions asked in (a) and (c).90 3. According to question (e). x3 = a3v. x2. wri. what are the integral manifolds of the ques. x2 = a2v. c) Consider the differential equation in 1R3 w == [x3 . y. a) Prove the existence and uniqueness of Q. proceed by induction on the rank of the forms. b) Establish that the 1forms of S belong to Q.28. w is the exterior product of linear forms) is that the rank of S = {w} is p. c) Show that a necessary and sufficient condition for an exterior inform w to be a monomial (that is to say. d) Denote by H the subspace of Wt such that ixO = 9(X) = 0 for all 0EQwhen XEH. e) Prove that XEHifandonly ifixwEIforallwEI. Show that ixw" = 0 for all a E A. Its dimension is called the rank of S. Consider a basis of Al (R") formed by a basis of Q completed with a basis dual ro a basis of H. b. . A.(xl )2]dxl + x1 x2dx2 + dx3 = 0. w2 = fdx1+gdx2=O. z) to belong to H. Consider in 1R4 the Pfaff system S: { l wl = [x3 . w2} with wl = adx + bdy + cdz and w2 = Cdx A dy + Bdz A dx + Ady A dz on R3. B and C are CO0 functions on 1R3. x4. and I the ideal generated by these forms in A(R"). 3. x3. Here a. 3. where f and g are functions of the four coordinates xl. Write the integral manifold through the line x1 = alv. Q is associated to S. b) Find the integral manifolds of dimension 2 of the system S when f=9=1. c.
6x3y)(x2 + lf2)3/2. Exercise. show that it is equivalent to a system of rank 2inR3.30. Exercise. In this case. We consider in R4 the Pfaff system S: . 1 w2 fdxl+gdxa=0. Each point x E fl is associated to a subspace Q.3x4 . 3.y4). i) Consider on R3 two systems El = {wl = 0. 3. 2. P = { = 0}1<i<p is said to be associated to E. of 2 (M) corresponding to S = {w°(x)}QEA.x2 .{0} find the integral curves of the vector field j lr = (10xy3 .Exercises and Problems 91 g) Find three 1forms (ryf } (j = 1.32. 3. k) What are the integral manifolds of the system El and those of E2 ? Problem 5. We assume that there exist p differential 1forms yi on 12 forming at each point x a basis of Qy. What are the Pfaff systems P1 and P2 associated respectively to El and E2? j) Integrate the Pfaff systems PI and P2.w2 = 0} and E2 = {w2 = 0} with wl = dx + 2dy and w2 = dx A dy + 2dz A dz + 4dy A dz. Prove that there is only one closed integral curve.(xl )2]dx1 + xlx2dx2 + dx3 = 0. rys} to be of rank 2. and find the integral manifolds.3)1 is equivalent to X E H. a) Find the functions f and g for which the system S is completely integrable.2. On R2 . y' _ x + (1 . h) Show that an integral manifold of the Pfaff system P = {ryi = 01 is an integral manifold for the system E. b) What are the integral manifolds of dimension 2 of the system S when f=g=1? .30 (see Chapter 5) is a beautiful application of the Frobenius theorem.y2)y. Find sufficient conditions for S = {ryl. where (z'} is a coordinate system on R4 and f.3) such that {ry) (X) = 0 (j = 1. On R2 we consider the following vector field: X' Y. g two functions on R4. W 1 = [z3 J x' = (x2 + U2)3/2(12x2y2 . rya. Henceforth E = {w* = 0}QEA is a system of exterior differential forma on an open set Q of a differentiable manifold M.31. Exercise.
a) Write the Pfaff system (1) associated to Y. yo).4 0 . 0) this vector field has a unique integral curve Ot (xo. and whether ti is an injective immersion or even an imbedding in R2.. yo) _ (xe.dx2 A dx3 + dx3 A dx' = 0. Hint. d) What is the Frobenius condition for system (2) to be completely integrable.4). determine whether the image of R by the map i : t . Exercise. defined for all t E R. 3. y3. y2.1 and p satisfying this condition.. Integrate an arbitrary vector field which is a linear combination of Y and Z.92 3. x3 = CV. y) + X (x.YO)  b) According to the value of zo + 14 > 0. yo) E R2 \ (0.(z1)2 . Write system (2) in the form +e2_2 ) w1 = A (e2s'dxl + e22dz2) (e2=' dx3 = 0. yo) is a submanifold of R2. Hint. b. Integration of Vector Fields and Differential Forms c) Let us consider the following equation in R3: W = {x3 .  W2 = !ice (e2h' dx1 + e2xadx2) + e2(x1+12) (dx1 .ot (zo.33.(e2x1 + 212) e2x`dx4 = 0 . Problem.dx2) .' 0+ e2. x2 = by. On R4 we consider the following vector field: Y= e2x1 1 e2. Find three independent first integrals of system (1): y1. On R2 we consider the vector field defined by R2 (x. c) Let Z be the vector field Z=5j1 Write the Pfaff system (2) corresponding to the 2plane field defined by Y and Z (A and p are C1 functions on R4). 3. 2.y22) a) Show that for any (xo. a. c being real numbers.. y4 is to be chosen. 1J) _ x + y(1 x2 .x'x2}dx' A dx2 . such that 00(xo. Deduce from this the solutions ofY(f)=0. Write the integral manifold through the straight line l(v) defined by x1 = av..34. 3. Find functions . b) Write the equation Y(f) = 0 in a new coordinate system {y*} (i = 1.
find the first integrals of system (2)._l ). since Lxd = dLx and LXya = Xa.23. Integrate system (3) in the two cases. W.'O.j (x) = b) According to Proposition 3. Z. e) According to b) and c).) = e2(r'r2) or µ(x') = 2(x . . Lx..u) dx' A dxJ. X'Y8S1au.6. S2ryi8aX. Indeed. and GuLx. 8.IZ = Xu(fl. SZ = (XU't 8.u(B) = Bo(u).j)dya A dya + naf3(dXu A dyO + dya A dXu ). Then (G* 11). the result follows.yQ. a) Set A?(u. We consider the Pfaff system (3) corresponding to the 3plane field defined by Y. G11 = jb (G1)du = bGL[i(Xu(y))1 =d f a f a b ]du = d'Y(a. Find the solutions of the system Y(f) = Z(f) = IV (f) = 0.. d) Xu(y) is a vector field on G. Xu(y) = 49U = u' its components are XU (y) = ya/u...Solutions to Exercises and Problems e) Verify that this condition is satisfied if we choose . What is the Frobenius condition for which system (3) is completely integrable? h) We choose p(x') as previously. Of3X.x) = 8Gu(x)/8x. + A A.\(xt) = O(x3)'41. + Sta..b). In these two cases. = A '?O. and P(x'. are two arbitrary C1 functions of one variable with ¢ never zero. Solutions to Exercises and Problems Solution to Problem 3.3 + SZ yI88X'y + f2aryarjXu) dy" A dyf3.. Thus Lx... We have 8Gu(x) x _ Y. / e2''' + e2x2 1 I 93 where 0 and 4. I = A.'A j (X. f) Let IV = 8/8x3. = a (AaA' )Q. c) Since a (Gun)>. Use these first integrals to solve the system Y(f) = Z(f) = 0.
i(X)SZ is reduced to {0}. So toy E A' (V) there corresponds X E F(V ). hence f2 = dy with y = f0 Solution to Problem 3.Y1. According to 3. at . Thus g is an isomorphism of Tx(V) onto T(V). Then in El we choose e3 # 0 and e. which is in contradiction with the hypothesis.) = 1..3(y) Thus Ga11+0when g) Gi = Id. Y2.fl (see 3. there exist Y1. Y1i Y2. By hypothesis P(Rj) 54 0 on V. Yn_1 such that (X. N(Put) = atfjf2 +t5ift 0 fl)+fi*0 Cl).....0. Thus w(X. e2 exists according to question a). j = 1. . there is a neighbourhood W ofxn such that for x E W we have S2(xo) = dx1 A dx2 + dx3 A dx4 + 1152(x) . We do the same on the local charts of an atlas. Let El = {X E T.. According to the continuity of Q. Then dim El = 2(m . e) The existence and uniqueness of fi(x) are given by the Cauchy theorem.1). j).Yn_1) is a basis of T.' = OGu(x)/ax' = u6 and (GafZ)ij = a2S.. d) We saw in a) that the kernel of g : X ..(M).Y2i .94 3. 11.Y) for some i. 1) = 0. then e2 such that 1l(el. Y1. n (yj being the comporents of the given differential 1form y). since d(f) !5) = 0.f2]. such that SZ(e3. The map y X is linear.24. Then A dx2"' + c) w = P(SZij)dx1 A dx2 A . Moreover.Yn_1) is a sun of terms each having a factor Q(X. there exists f > 0 such that jaijI < e for all (i. there exists y E A1(V) such that y(ap) = 0 and dy = SZ . e. at each point x E V.'8gi2Q. e4) = 1. Since P is continuous on the f2ij.23).. . The solution is a C°O function of the yj and S2ij.X) = 0 and 52(e2rX) _= 0}. A dxn with P a polynomial in the Stij. Integration of Vector Fields and Differential Forms f) We have A. we can suppose that V is compact and that the coordinate system exists on V. 2. Y) = 0 for all Y. a) If X . If SZ(X. .23c we find that a (ft* Q0 = f 11xrI1t + Cl . b) In T0(M) we choose el 96 0.f2(x0))ijI < e // dx2ni1 for all (i. Moreover. Y2. since the determinant MR AI is nowhere zero. j) implies P(S2ij + aij) 54 0 on V. (M) I fl(e1. we will have w(X. We can solve the system Xjftij = yj. Then the rank of Q1 is 2m on W fort E 10. By induction we exhibit the basis e1.
1. since x = 0 is impossible according to the third equation. Thus (f. since z=Dandy=0donot happen simultaneously on M.yz)2x .2ydz A dx + 2xdy A dz. d zy . So the rank is zero on the differential curve M defined by the equations z = x and yz = 1. Indeed. and w A dw = [(1. its rank is zero when yz = 1.Solutions to Exercises and Problems 95 Since d(It = 0.1 is two on M. Its rank is equal to 1 except on M.f4t = d[i(Xt)flt] = dry. y = yo.nt)=0.u. z= (aew + 1). and xy = 1. f2) with fi = z + x and f2 = yz . b) w(Y) = a(1yz)+c(1+xy). We can choose a = 1+xy and c = yz1. = 0. In the coordinate system corresponding to the local chart (f1(W).x(z + x)(2y) + (1 + xy)(2x)]dx A dy A dz = 0. They are straight lines in the planes y = yo. Integrating yields y = yo. Thus the equation w = 0 is completely integrable. Now we have to consider the system 1 = 1 + xy. y. the integral curves of the vector field Y are given by x= (Ae" . If yo = 0.. then M is a submanifold of Rs. The second equation gives z = x.1 uxy+f . log 11 + xyo yot + Constant and log jzlp 11 = yot+Constant. it follows that Cx. v are constants. A = (xoyo + 1) and A = (yozo . a) We have dw = 2xdx n dy . x(z+x) = 0. f) We have f152 = fOM = ft according to the previous equality.1).25.1). So if yb 0. z) (fi. c) We have dx _ dz 1+xyo zyo1 Thus the second first integral may be zy . Solution to Problem 3. n is the constant 2form fl. Now the rank ofD4c=(os is two on M. the integral curves are straight lines I x+z y where A.* o (fi ') ). If the rank of the map W : (x.
96
3. Integration of Vector Fields and Differential Fbrms
Putting z = ux + (u + 1)/y in the expression of w yields
w
=
u (1+ xy)dx  x
[
x+ux +u+I
dy
,
+(1+xy) [udx+xdu+ u (u+1)!]
w=
(1 +xy)2y2[(u+ 1)dy+ydu].
We could expect this result. As u and y are first integrals, we have dy(Y) = 0 and du(Y) = 0. So w(Y) = 0 and dx(Y) 9k 0 imply that dx cannot appear in the expression of w in the coordinate system (x, y, u). d) We can write w = (1 + xy)(z + x)[du/(1 + u)  dy/y]. If (1 + xy) (z + x) 0 0, then w = 0 is equivalent to
w
1
du +u
dy
y
= 0.
Cv = 0 leads to 1 + xy = k(z + x), with k E R. They are the integral manifolds of the equation w = 0. Indeed, we verify that 1 + xy = 0
(k = 0) is an integral manifold (when x = y ,w = 0). The plane z + x = 0 is also an integral manifold. Fork E R  {0}, we have to
consider the map cp : (x, y, z) i 1 + xy  k(z + x),
Dip= (yk,x,k),which is of rank 1, except for k = 0 if x = y = 0.
Hence the integral manifolds are submanifolds of R. Through a point (xo, bb, zo) of R3  M, there is a unique integral manifold, the one with k = (1 + xoyo)/(zo + xo). Through a point of M, there are two integral manifolds: the plane
x+z=0and the surface 1+xy=0.
e) If X is of the form X = bO + c with b = 1 + xy and c = x(z + x),
then w(x) = 0. Integrating the equation
xdy
_
dz
1+xy
z+x
with x = xo gives at once the first integral
V
z+X
Solutions to Exercises and Problems
97
Solution to Problem 3.26.
a) A hyperplane H is defined by a vector orthogonal to H. Let {af} (1 s i : n + 1) be its components. If the hyperplane H is not parallel 96 0. Then we choose, as vector orthogonal to H, to Oz, then
a bijection between the the vector having hyperplanes which are not parallel to Oz and the set {al, a2, . , which may be considered as the coordinates of a point of E*.
b) The c; = (8f,/8xj)dx' +(Of;/8z)dz (1 < i < q) are independent. A regular contact element will be tangent to W if 8 = a;dx' + dz is a
linear combination of the df;. Suppose that the determinant IDI = 18f1 /Oxj I < q) does not vanish. Then, for every k > q,
(1 : i < q, 1 < j
D
of
8xk
ak
D =0
Dk =
at
...
and b =
al
=0.
aq
W belongs to the space F x E*, which has dimension 2n + 1. But among the n + 1 first coordinates only p = n + 1 q are independent: (x, z) E W. For the n last coordinates, we have p independent conditions. Indeed, ODk/Oak = IDI # 0, and at (k > q) appears only once in the determinants Dj (when j = k). Moreover, b = [DI + via' = 0. 0, at least one of the A' (1 < i < q) is not zero, say Since IDI
Aj 36 0. In the Jacobian matrix of
(at,a2,... ,a,.) *
(Dq+t,...
,D.,D),
we can exhibit the determinant
IDI
IDI
0
ODk Oaj
IDI
,
0
which does not vanish. The dimension of W is (p + n)  p = n.
c) When p = n, at a point (x, z) E W there is only one contact hyperplane, defined by aj = Oz/8xj. Thus dz = ajdza. When p < n, W is defined by z = ff(x) (1 < i < q) at least when the contact element is regular. And aj = AzOfjl8zi for some A with E a' = 1. Thus we verify that w = 0 on W.
98
3. Integration of Vector Fields and Differential Forms
d) The answer is no. Otherwise the integral manifold depends on d
variables. For instance we would have z = f (xl,
 ,
z", ail,   , aaf ),
and dz would be expressed as a function of the dad but also as a
function of some daj, which is not the case.
then Dx(fY) = X(f)Y + fDxY. more generally. Closely related to this is the fact that if we consider a vector field Y. c) If f is a differentiable function. CXY = [X. Y) (denoted by DXY) is in Tp(M). 4. there is a natural notion: the parallel transport of a geometric picture.1. But. thanks to the linear tangent map (V_t)*. On a manifold. Y] depends not only on Xp E Tp(M). b) For any P E M the restriction of D to Tp(M) x F(M) is bilinear. First Definitions 4. This is the reason for introducing a connection on a manifold.Chapter 4 Linear Connections In R". we transported the vector Y.. but also on the vector field X. that notion does not existit is impossible to compare two vectors which do not belong to the same tangent space. as we saw. This allows one to compare two vectors in R' which do not have the same origin. then D(X. we assume that the manifold is C°° differentiable. Defnftion. of a tensor field) at a point in a direction. We define below the derivative of a vector field (then. A connection on a differentiable manifold M is a mapping D (called the covariant derivative) of T(M) x r(M) into T(M) which has the following properties: a) If X E Tp(M).2. Henceforth. 99 . and we defined CXY. we do not know what it means to differentiate Y at a point in a direction.e(p) into the tangent space Tp(M). In the preceding chapter.
Let us write the covariant derivative DxY of a vector field Y with respect to a vector X E Tp(M) in a local coordinate system {x'} corresponding to a local chart (fl. x2. DxY=XID.100 4. According to the definition above.Y=X'(OYj) +X'YJD. Conversely. there does. So we will be able to differentiate a vector field with respect to a given vector. Then. A natural question arises: On a given C°O differentiable manifold.3. {Xt} (1 < i < n) and {Yi} (1 < j < n) are the components of X E Tp(M) and Y E F(0). . (D. Writing in the basis {a/axk}. does there exist a connection? The answer is yes. n) and Y = Yl 19 axi are n vector fields on f2 which form at each point {8/ax'} (i = 1. 2. then DxY is in r(M) and is of class C". (D. . if for all pairs (i. according to d) (the manifold is assumed to be C°°). cp) has (D. They define the local expression of the connection in the local chart (f).`. Oxk. According to (c) and the bilinearity of D.YJ instead of (VY). . g'). 4. x". Definition. VY is the differential (1.Y)' is equal to V.Y)j as components.5. Q E f2 a basis of TQ(M).) = I'.Y1: V. Definition. To simplify we write V. X of class C' and Y of class C''+1. According to (d)..Y.FHB/8xk. Di(8/8xi) is a vector field on fl. to simplify the notation. T are called Christofel symbols of the connection D with respect to the local coordinate system x1.Yj = 4Y' + l' Yk . then a unique connection D is defined in A.YY is the jrn component of the vector field D.4.1)tensor which in the local chart (Il. gyp) with P E Q: X = X' axi . Recall that l'(M) denotes the space of differential vector fields (2. Christoffel Symbols 4. . (ate. j) we are given Di(8/axi) = I . where we denote Dal&: by Di and 9f /8xt by &J. as we saw in Chapter 2. applying Proposition 4. D. we have all connections.14). exists. They are COO functions in 11. Linear Connections d) If X and Y belong to f(M). the Riemannian connection. We will prove in Chapter 5 that a particular connection.
Y) + DXY + C. so it is the same in any chart. 0) be another local chart at P. Since the equality above is true for any X and w.a. we get G°ik = Aj conversely. Y = Y. [(BQYk)AL$ + Yka. Proposition.DyX .q. = 1 if k = j) and since the equality is true for any Y.9 '' = Vk (= 0 if k j. since 1 = B/S Ak + Ai° Ak B10. (b). Indeed.Ak + ro.'kX'Yk Sri satisfies conditions (a).AAkYkIBB. then Xi(V. 8jYi + rJikYk = 4.1)tensor. Indeed. we get rjk = BJOAA" + A°AkB'5r0a. the mapping D : (X. YO = AkYk and w'9 = Biwj. in a change of local chart they do not transform like the components of a tensor.1)tensor field. {y°} the associated coordi nate system. Moreover. and w = wkdxk = wadyA is a differential 1form. then ]: = Ck. If X = Xi8/8x' = Xa8/8y°'.6. are the components of a (2.I4. Conversely. the family of coo functions c9 + r k defines a connection D.. twice covariant and once contravariant. we can write X° = ArV. Proof. . As 0.2. Let (9.Yj)wj = Xa(V"Y3)w'3 X`Aa[8Q(YkAk) +F AkYk[B'@wj. Y) = DXY . T h e C h r i s t o ff e l symbols r 101 of a connection D are not the components of a tensor field. Y].Torsion and Curvature 4. If I' are the Christofel symbols of another connection b.5. Xd(ViYj)wj is a real function.YJ = As BaYJ. then Ckj = r s . Y) ' T (X. Torsion and Curvature 4. Definition. are the components of a tensor. whereas 01. in SZ.8/8xi = Y08/O*J. A'O . k Christaffel symbols I`iik are not the components of a tensor. +r are the Christoffei symbols of a connection. (c) and (d) of Definition 4. if r k are the Christoffel symbols of a connection D and Cikj the components of a (2. Let Ai' = 8}I°/8xi and B336 = 8z'/8V.[X. The torsion of a connection D is the map of r x r into r defined by (X.
In fl.j Z') + I4j1(Di Z )t] The terms in (D3Z)k.D[x.(X'BiYj .1 im). Linear Connections Let us verify that the value of T(X.Y)]' = XiVjY' YjVjX' .r . The curvature of a connection D is a 2form with values in Hom(r.ij are the components of a (3.5 with r and 1' we get 7.°AkB30TQa. For the definition we suppose that the vector fields are at least C2.7.r=kj)X. Thus we get . Definition. R.k = A.Y)Z at P depends only on the values of X.Yk = T9kXjyk.X'Yj [8j (8 Zk + I'k. .Y and Z at P. 11 It is possible to give an alternative proof. [R(X. One verifies that R(X..rk.102 4.rjtl. Denote by Ri j the k'h component of R(8/8x'.y]. and does not depend on the first derivatives of the components of X and Y.Y'BoXj)(D. the 7lk are C°° functions.[X.ajr + r. So the T. We have Rj.DyDx . r) defined by (X. Y) at P depends only on the values of X and Y at P.1)tensor on 1. [R(X. The operator of Tp(M) x Tp(M) into Tp(M) defined by T: p is represented by 7?k(P).. 4.Y]j)(D.n + r l jm .Z)k + X*Yj[8i(BjZk + rj1Z1) +rki(DjZ)'] . We have [T(X.Z)k = ()0OYj . Since 8 Ak = 8ikyO = 06e _ according to the formula in 4. since after contraction with three vectors we get the components of a vector R 4ZLX'YI = [R(X. Y) = DxDy .Y'DI[X1(DDZ)k] ... In a local chart.Y)Z]k = X'DI[Y)(DjZ)k] .k are the components of a (2. Y) + R(X..ajr . 8/8x) 0&.Y'B Xj . aiZ' and BjZ' vanish. Y)Z]k = X'YjZ(air . Y)Z]k.1)tensor since contraction with two vectors yields a vector.r .(X'83Y' Yj8jX') = (I'jk . which are the components of a (2.1)tensor.jj = &r .
%. we get D fX(t) = (t)vjx(t) = *(t) [. This is why we will talk about parallel vector fields along C. Thus. once we define the covariant derivative of a tensor field. in a local chart. on S. R(X.. A vector field X is said to be parallel along a differentiable curve C if its covariant derivative in the direction of the tangent vector to C is zero. dj(t) fi +Nik(C(t))X (t) Wi(t) = 0. and by induction X. consider a unit tangent vector Xo at the north pole P. we get [(DjDjZ)k  (DjDoZ)k]&. The parallel translate along a piecewise differentiable curve C = ( 1 Ci is defined in a natural way. Letting X(t) __ X(C(t)). Y) _ R(Y. thus R . 4. if we choose X = 8/8x' and Y = 8/exi in il. is called the parallel translated vector of X0 along C.j(t) + r k(C(t))xk(t)las = o. Geodesics 103 According to the definition. bJ. then . but it depends on C. and let C the following piecewise differentiable curve: half meridian tangent to Xo. X. Geodesics 4. X1 is the parallel translated vector of X0 along the differentiable curve C1. for a vector field X to be parallel along C depends only on the values of X along C. Let P and Q be two points of M. since the equation is linear.. is the parallel translated vector of Xi_1 along the differentiable curve Cg. a (a al z = . azi a jz'& Parallel Transport. The definition of the parallel translate of a tensor along C is similar.. Thus X(t) is a parallel vector field along C if. C(b) = Q). = R jkj. and Xo a vector of Tp(M). Since [8/84 8/8z1] = 0. For instance.Parallel Transport. C(t) a differentiable curve from P to Q (C(a) = P.. even if they are defined only along C. One verifies that if two vector fields are equal to each other at each point of C.9. That is not the case in R. the initial value problem X(a) = Xo of the equation above has a unique solution X (t) defined for all t E [a.8. Definition. The vector X (b) of this parallel vector field along C (with X (a) = Xo) is called the parallel translated vector of Xo from P to Q along C.k = R axi. The parallel translate at Q of Xo along C is unique according to Cauchy's theorem. Definition. According to Cauchy's theorem. X). then one is parallel along C if and only if the other is.
. such that X is its tangent vector at P. A differentiable curve C(t) of class C2 is a geodesic if its field of tangent vectors is parallel along C(t). Id) we choose r = 0. The parallel translated vector of Xn along C (resp. they define a connection. The parallel transport is the usual one.3) is then .d). it depends on B. Given P E M and X E Tp(M). the geodesic is reduced to the point P.11.36 and 5. Connections on an open set 9 C R' (recall t:liat fl is a manifold). l. Writing in a local chart.8) with X(t) = dC(t)/dt. It is an equation of the second order. If on (fl.12. we find that C(t) is a geodesic if and only if d2C?(t) + rj.5.51). for instance (St. (C(t)) dC'(t) dCk(t) _ 0 ik dt2 dt dt This is the geodesic equation. It is possible to verify this result after Chapter 5 (Exercises 5. Example. PA) is X3 (resp. 4. starting at P. Definition. If X = 0. Linear Connections a piece of equator AB.10. That is to say. X1). Indeed. There are atlases with one chart. this procedure cannot be applied according to Proposition 4. Ddeldtw = 0. This geodesic depends smoothly on the initial conditions at P and X. But this equation is not linearit is much more complicated. the equation (see 4. 4. According to Cauchy's theorem.104 4. and finally another half meridian back to P. It is obtained from the parallel translation equation (see 4. Id) we choose arbitrary Christoffel symbols. When there is more than one chart in the atlas. Proposition. there exists a unique geodesic. If on (St. X2 is the parallel translated vector of Xn along AB. We will study it in detail in Chapter 5. 4. Any given unit tangent vector at P may be the parallel translated vector of X0 along C. the curvature vanishes.
Y't. The geodesic equation is then d2Ci(t)/dt2 = 0. Let X = X48/0x'. The definition of covariant derivative extends to differentiable tensor fields as follows: a) For functions. s)tensor field u.1NkWj. Let us show how we compute the covariant derivative of a differential 1form w in a local chart. Covariant Derivative 4. Definition. Dx f = X (f ). where u and v are tensor fields. d) Dx commutes with the contraction. In a similar way we compute the covariant derivative Vi of an (r. and according to (d) Dx(wkYk) = Dx[W(Y)] = (Dxw) (Y) +w(DxY). Vw is the twice covariant tensor having components (Vw)ik written Viwk equal to (DiW)k: ViWk = aiwk . Thus (DXw)kYk = r(8iwk)Yk + X`WkO Yk . (Diw)k = 8iwk  By definition. according to (c) Dx(w ®Y) _ (Dxw) ®Y + w 0 (DxY). and so geodesics are straight lines (each Ci(t) is a linear function oft). of a terms with 1.wkrijY9.(WkYk). since the equality is true for any Y. c) Dx (u ®v) = (Dxu) ®v + u ®(Dx v ). and r terms with N? .wk`V. so the components of X(t) are constant. b) Dx preserves the type of the tensor. The rule is the following: Viu is the sum of the partial derivative 8iu. Y = Yj8/8x' and w = wkdxk. Setting X = 8/8x' leads to (Diw)kYk = (aiWk)Yk .k where j is equal successively to the values of the s contravariant indices and k is a dummy index.13.Covariant Derivative 105 dXJ(t)/dt = 0. According to (a) DX(wkYk) = X 8. Interchanging the dummy indices k and j in the last term yields.
VVViZk = (DiDjZ)k . Proposition.lijVtwk.IjV. since for functions Oi f = V 1 f .1)tensor field. we can compute A = V*Vj(Zkwk) VjVi(Zkwk) in two different ways: A = &.k) and identities are (VAN .VjZk VjVjZk) + Zk(ViVjwk .Zk.DJZ)k .k) j.(f81(Zkwk) .I'°Rtkaj . nijk = a(ij. The first formula looks strange when we notice that. by Definition 4. 4.. and the first result follows. The difference comes from the fact that DjZ is a vector field whereas VZ is a (1.T.i(Zkwk) + I'ji8t(ZkuJk) = 7 jVt(Zkwk).Zk ViVjwk .16. (Zkwk) .15. 0)tensor field. We have Vi9jk = a9jk .jV.VjViwk).IlkYjl Let Rlkij be the components of the curvature tensor. 4.VjVZk =1 {'Zi .i.14. (D. 4.rij9lk . And if we develop A as A = wk(V. Examples.k) a(i.(DjDiZ)k . the second formula follows.Zk)+IkVjZl .Q.7 '1 k) o(ij.TijV1Zk. Linear Connections where j is a dummy index and k is equal successively to the values of the r covariant indices.k) E Vj "ki = E 7 o(iJ. (DiD?Z)k = &(DDZ)k + I'(DfZ)t. Prove the following formulas (commuting of the covariant derivatives): V.I'OmjRtk.VjZk and . whereas ViVjZk = 8c(V.(DjD{Z)k = 1 ijZ'. For the second result.W&kij + IkR4° . .VjViwk = R1 jw1. Its covariance derivative is VmRtkij = $mRlkij .106 4. Exercise. Thus V{VjZk .7. Let g be a (2.
b) Write the differential equation satisfied by a (1.k) R. t E (0. A differentiable curve C(s) being given.k) OjR1% = 0.j. We will prove them in Chapter 5. by means of the Christoffel symbols. a) Give. Prove that this property is equivalent to the condition that [4:1k(s) +l k dCi(s)1 8 a.] 8xk and X have the same direction. C2(t) = 0. 4. r222 = 2x2.jk = 0 and the second Ea(i. Consider a differentiable manifold endowed with a connection.Exercises and Problems 107 where Ea(i. Consider on R2 the connection defined by 1'11 = xli r12 = 1.J.1)tensor field.k) means the sum on the circular permutations of i.17. the Bianchi identities are simple. Exercise.j. the expression of D010 (dx') and of DXT. When the connection is torsion free. Show that these curves C are geodesics up to a change of parameters.19. where T is a (2. Exercises and Problems 4. Determine the Tk. Let Mn (n > 1) be a C°° differentiable manifold endowed with a linear connection (1' are the Christoffel symbols in a coordinate system). 1)tensor field parallel along a differentiable curve C.18. a) We say that two vector fields that are never zero have the same direction. Let c be the arc on R2 defined by C'(t) = t. b) Write the geodesic equation of this connection. Write the differential system satisfied by the curve C whose tangent vectors preserve a parallel direction along C. 4. Exercise. so that the two connections define the same parallelism: for any differentiable . if at each point of M the vectors of these vector fields have the same direction. So we define an equivalence relation in the set of vector fields that do not vanish. in local coordinates. a) Compute the parallel translate along C of the tangent vector 8/8x2 at 0. the other Christoffel symbols vanishing. The first identity is E0(i. Problem. 1]. b) We consider on M a second linear connection whose Christoffel symbols are and we set T j = ft 1' .j and k. we say that the vector field X preserves a parallel direction along C if there exists in the equivalence class of X a parallel vector field along C.
D be two connections on M. if a vector field preserves a parallel direction for one connection. The general solution is X1(t) = ec r= J0 e$du+ ke4. c) Given a linear connection on M.7. X ). So r1 z 57X1 9X2 . where the µ are the cony ponents of a differentiable 1form. Linear Connections curve. Thus X2 = 1 and (X 1). z Also. c) Prove that for D and b to have the same geodesics up to a change of parameterization. Y) = A(X. + x1X 1 + 1 = 0 with XI (0) = 0. X1(0) implies k = 0. Y) = w(X)Y + w(Y)X. b) Verify that D and D are identical if the two connections have the same geodesics and torsion. it is necessary and sufficient that that A(X. it does the same for the other. Exercise. X) be proportional to X.20. is it possible to exhibit a connection without torsion which defines the same parallelism? 4.17. Then 1 9 + r. Y) = 0.. d) In this case exhibit a Iform w such that B(X. dX2 dt 0. Y) = DXY .. a) Show that a necessary and sufficient condition for D and b to have the same geodesics is that B(X.k(C(t)) xk = 1 +X IXI + X2 = 0. Y) + A(Y. Let M be a differentiable manifold and let D. Deduce from the above result that the necessary and sufficient condition we are looking for is 83 _ pjb. For two vector fields X and Y we set A(X. a) Let X`(t) = X(C(t)) be the components of the parallel vector field X along C which is equal to C7/8x2 at 0.108 4.DXY and B(X. Solutions to Exercises Solution to Exercise 4.
any (i. with w = dx'. Also. w = wkdxk. (a)2 2C2 + 2C2 dt2 = o. Thus Da18:. a) Delft: (w). with w. j.R DxT = Xi[8.j). ]dx= 0 dx' ® C)Xk b) The equation is DdcldtZ = 0 with Z = ZJ dx` ®818xj.(&) = _r? dxk rj.18.Solutions to Exercises 109 b) We have 1 1 1 2 1 dC2 +C(dCd2 d t=0.rmTm. Solution to Exercise 4. That is. is a differential 1form. for .T . = i and wk = 0 if k Finally.
.
I. which is confined to the main topics. 9) is a metric space.. There are a lot of exercises and problems. Definition. If the manifold is CI. X) for all X. Y. we consider a C' atlas C'equivalent to the C' atlas. using global notation. We define a distance on (M. a section of T*(M) ®T*(M)) such that. it is convenient to consider a Riemannian metric on it. A CO° Riemannian manifold of dimension n is a pair (M.5). is a CO0 differentiable manifold and g a Riemannian metric. gp(X.. We continue with the exponential mapping. We can do this without loss of generality. (Ms. In these systems the computations are easier. ill . Y) = gp(Y. g). so (M.9). Then we define some operators on the differential forms. at each point P E M. where M. Most of them extend the course itself. we study each of its connected components separately. since there exists a C°O Riemannian metric g on a C°O paracompact differentiable manifold M. In the sequel. and we conclude with the proofs of some theorems.Chapter 5 Riemannian Manifolds In this chapter we will apply what we learned in the previous chapters to the study of Riemannian manifolds. When we have to study a manifold. Then we introduce normal coordinate systems at a given point. g) will always be a connected C°° Riemannian manifold endowed with the Riemannian connection (Definition 5. If the manifold is not connected. Some Definitions S.X)>0 if Xt0. gp is a positive definite bilinear symmetric form: gp(X. A Riemannian metric is a twicecovariant tensor field g (that is to say.
This partition exists.xn). The length of a differentiable curve C : R D [a. Theorem. let {y°} (a = 1..).x. 2. a= 1.2. Indeed. Proof : Let (Vi..X) > 0.. . If h is an imbedding M . . X). E = ((4k)) being the Euclidean metric on R" (in an orthonormal basis EJk = bJ ).2n+1..I The components of the imbedding metric tensor are given on Il by ft. Moreover.w _ E fta Slta $xi 8xj 8xi 8rj S. cp). Y) = E aie(Spi. iEl according to the definition of the linear cotangent mapping and since C is symmetric. Riernannian Manifolds 5. does not vanish. . we consider the tensor field 9EEla+4(E) Let us verify that g is a Riemannian metric on M. On a paraonnpact C°° differentiable manifold M. its length is the sum of the lengths of the pieces.22.12). 2n+' or.. Let aio(P) # 0. g(X.x) >_ ai'(P)0Piofx. the imbedding metric g is g = W. In a local chart (0. If {xi} is the coordinate system on R corresponding to (12. is invertible. 2n + 1) be coordinates in (R2n+1 e) The imbedding h is defined on 11 by 2n + 1 Cfunctions e(xi x2.) pX 96 0. we can also define a Riemannian metric on Mn: the imbedding metric. X) = iE1 0 if X 34 0. g(x. since the manifold is paracompact (Theorem 1. at least one a.. Then X # 0 implies (+pia. there exists a C°° Riemannian metric g.S. at a point P. .. Vi*Y) = g(Y.R2n+'. Indeed. By using the Withney Theorem 1.2. Definition.112 5. since Vi. If a curve is piecewise differentiable.EJ be an atlas of M and {ai} a partition of unity subordinate to the covering {Y }.'pi). . gyp) at a point P E M let us compute the components of g. Thus gp(x. b] + Mn of lass C' is defined to be jb L(C) _ gc(t) ( dt.
and is coed by a finite set of local charts (St. the union of the arcs Ck (1 < k < m). when the infimwn is overall piecewise C1diferentiable paths C from P to Q. such that 9i(Sli) is a ball of R. and the topology determined by this distance is equivalent to the initial topology on M. . 1:) > 0. from P.(1. C(b) = R.' (e). for means the segment in R". there is a ball Br C R".x) E R. x is a Moreover.3). it follows that g. Q).. 2. where F"_1 is the unit sphere of dimension n . Since 3 (t. 0 is continuous (in fact C) and K = compact set. Theorem. Q in a C°O differentiable manifold M. P) and d(P. Q) + d(P. C = LrQ1 Ci.1 and radius 1 in R". If t = t(s) with dt/ds > 0.. i = 1. then y(s) _ C(t(s)) and C(t) have the same length. to obtain a COO differentiable arc from P to Q. there is a COO differentiable arc from P to Q. since the inf of the length of the piecewise differentiable arcs from P to Q is less than or equal to the length of the piecewise differentiable arcs from P to Q through R. It remains to prove that d(P.. m. Q) = d(Q.4. It does not depend on the atlas or on the parameterization. 5. Q) = inf ET1 L(Cj). . Set d(P. we do it by contradiction. 9c" ( 4f ' )dt Aj 11d( dtlldt>Ar. the continuous path ry from P to Q is compact.n_1 to Q. Let Pe be in Sli (1 R+ I. Let us consider the map rY defined by E1 x W. R) + d(R. of radius r with center 0. thus 4' achieves its minimum A2 and its maximum µ2 on K which satisfy 0 < A < p < oo and. and 34 0. Then (P. Q) defines a distance on Mn. We have L(G')2L(r)°r. Let r be the connected component of P on the are C from P to Q in The end points oft are P and R. C(a) = P.. Indeed. gyp) be a local chart at P with q(P)_= 0. until the are C. If Q 54 P. And so where instance w on. Then it is possible to smooth the corners at the points P. Bpi). Q) = 0 implies P = Q. For given P. such that Br C V(fl) and Q f tp1(Br). for any f E R" and x E A2 If MI2 <_ Q µ2IKII2 being the Euclidean norm..Some Definitions 113 We verify that the definition makes sense. Instead of the are 7 from P to Pl in il1i we consider a C°O differentiable are Cl in Sl1 from P to A. Q) < d(P. Let (S2. Obviously d(P. We get a piecewise C°O differentiable arc from P to Q. A connected manifold is path connected (Proposition 1.
Iik. let us write that Vk9i.5. thus r 1 = r i.9ki . SA. Definition.9.114 5. t a. Q) > 0 if P # Q. we have. = 0. we have d(P. Picking V o C to be the straight lint from 0 to V(R). . Likewise we prove that.rki91. C p1(Br). we find that d(P. R) < L(1') < µ b I) d( dt C) II dt for any arc r from P to R. The Riemannian connection is the unique connection with vanishing torsion tensor. = 0.k = V.r. Riemannian Manifolds Indeed. Riemannian Connection 5. The computation gives a proof of the existence aad uniqueness of the Riemannian connection. R) < µr. according to the proof above. for which the covariant derivative of the metric tensor is zero (Vg = 0). . Let us compute the expression of the Christoffel symbols in a local coordinate system. Q) E r}.9ki = 0: ak9i3 . . Moreover. Thus d(P.9k. The connection has no torsion. Hence the topology defined by the metric is the initial topology. Setting Sr = {Q E M I d(P.. = Vi9. dC dt _ d(V oC) dt and the length of V(1:) in &k" is at least r.rjk91. 1(90 C SNr Indeed.
Definition. For example. 5. then ai = giji are the components of a 1form.. the indices go down by con traction. the indices go up by contraction.6. by a linear transformation. A normal coordinate system at P E M. the components of the metric tensor are iii(y) = 9ki(x)[ak  since 8xk/8yi = &k . we may choose a frame in R" so that 9. Hence (8gii /8y'") p = 0 and all the Christoffel symbols t(P) are zero. With the metric tensor of components gij. k. and {x} the corresponding coordinate system.9ii(x) is [1`'im(P)+1m(P)lym=(a2M)pym ( )Pym. x and y represent the same point Q in a 93 neighbourhood of P. Let (0. In the coordinate system {yi}.Riemannian Connection 115 Taking the sum of the last two equalities minus the first one. where the gke are. Then consider the change of coordinates defined by xkyk=1F 2 %J (P)yiy1 {yi} is a coordinate system in a neighbourhood of P according to the inverse function theorem.8k9ijI9M. by definition.5. for instance.R7ji are the components of the 4covariant curvature tensor. there exists a normal coordinate system.. W) be a local chart at P with cp(P) = 0. For example. the components of the inverse matrix of the matrix ((gii)) : giigkj = 6 (the Kronecker symbol). (4gii(P) = 0 is equivalent to 1'h(P) = 0.n Rkii 'j. the proof of the Bianchi identities. If Rj are the components of the curvature tensor (see below). it is the identity matrix. see the proof above in 5. j.7. First. then i = giiai are the components of a vector. Since the Jacobian matrix ((8xk/8yi)) is invertible at P. we find that Ili = 2 [8igkj + 8j9ki .) Let us prove that at each point P. For the tensor of components gii.q p)%'.j(P) = 4. if 4j (1 < j < n) are the components of a vector field. 5. then Rklij = gk. . is a local coordinate system for which the components of the metric tensor at P satisfy gi (P) = 6. The first order term in y°L of 9ij(y) .1 and 8kgij(P) = 0 for all i. and R1'i = gk. The value of a normal coordinate system will be obvious when we consider.. if ai are the components of a 1form.
VmRijkl + VkRijtm + VIRij.k = 0.k)P = (8lmAkj)P . (VkRjjlm)P = (8tk mj)P . 9ihVmRjkl = Vm(gihRfk!) = VmRhjkl So we find that VmRijkl + VkRijlm + VIRij.mk = 0. This is the first Bianchi identity (a tensor equality is proved when it is proved in some coordinate system).116 5. We put it into the form written above by multiplying it by gih. Z].(8kfji)P. and recall the following equality (see 4. The curvature tensor.. Rjki(P) _ (8kl ij)P . we find that VmRjkl + Vkim + VI1r. Let {tk} be the components of a vector field. Z. Rijk(P) = (Sjl1ki)P .8.(BImI"kj)P.Vi£k = Ri{jS.(8mk1' )P. I4 (P) _ (8ejk)P .. According to the expression of the components of the curvature tensor.15 with zero torsion): Vivitk . In this expression we see that Rijkl = R.8ki9jl . Riemannian Manifolds 5. Y. its components are Rijw = gi.. Consider the 4covariant tensor R(X. The equality remaining to be proved is R{jW = Rjjj.k = 0..V. and Rijkl + Riljk + &U.(8irkj)P. It has the properties Rijjd = Rijlk (by definition). we get zero. = 0.(8 L'tik)P. Taking the sum of these three equalities. Let us prove them.Rm . . which is the second Bianchi identity.8jl9ik]P. Differentiating the components of the curvature tensor at P.. Since Vg = 0.)P Taking the sum of these three equalities. we find that (VmRjkl)P = ((8kws j)P ..(8lk1"m. T) = g[R(X.. Rijkl = Rklij. Consider at P a normal coordinate system.. (VIRmj. In a normal coordinate system at P we have Rklij(P) = 2 [Sjkga + 8it9jk . Y)T.. The last two equalities are the Bianchi identities.
y))2]. Y)/[g(X. = Rj. Let (U. X. X. . the parameter of are length. X)g(Y. where the {x'} are the coordinates of Q E U and {C'} the components of X in the basis {8/8x'}. The Ricci curvature in the direction of the unit tangent vector X = {e} is Rij The contraction of the Ricci tensor R = Rijgij is called the scalar curvature.. Then the quantity gij(C(t)) WidC. gyp) be a local chart related to a normal coordinate system {x'} at P. We may consider C'(t. The Ricci tensor is symmetric: Rtj = gkI Rtikj = g"Rkjti = gtkRkjl. By definition. . Exponential Mapping 5..Exponential Mapping 117 5. Y) . g(X. other tensors? We obtain only one nonzero tensor (or its negative). X) = C`(t. Its components are Rij = Rkk_. X). Y) = R(X. Scalar curvature.9. According to the Cauchy Theorem 0. we will write C(t. £1. X) starting from P. xl.(X. Y) is the sectional curvature of the 2dimensional subspace of T(M) defined by the vectors X and Y. Sectional curvature. /3 may be chosen valid for initial conditions in an open set. . the covariant derivative along C of each of the three terms is zero: Dg = 0 and Dd l 4 = 0. Q.(t) dC (t) is constant along C. Y. Y. P. g(Y. C v(U) being a ball centered at 0 of radius r > 0 and a > 0). let X = {Ci} 54 0 be a tangent vector of Tp(M). Let C'(t) be the coordinates of the point C(t) belonging to the geodesic defined by the initial conditions C(O) = P and (dC/dt)t=o = X.Y) = R(X. Indeed. .I (B. C(t) is defined for the values oft satisfying 0 < t < 0 (i3 given by the Cauchy theorem). X and Y being orthonormal (i. Y) = 0).. x2. X) = 1. but also of the initial conditions.37. is proportional to t (s = IIXllt): gij(C(t)) (t) Wi(t) =gij(C(0)) (dC*(t)) i=o (dC dt t)Jt 11X112. Otherwise o(X. Y) = 1. it is called the Ricci tensor. Hence s..) and IIXII < a (B. From the curvature tensor is it possible to obtain. Also. we suppose W(P) = 0. As we will consider only geodesics C(t. Ricci curvature.e.. according to the properties of the metric and curvature tensors.(g(X... X) for C(t. xn. P. by contraction. The C'(t) are C°° functions not only of t.10. for instance for Q E V.. V). o . . and g(X.
10 that expp(X) is a COO map from a neighbourhoo of 0 E R" into M" (Q may chosen greater than 1).and d2ry A2 d2C du dt du2 dt2 Thus. . r the components of k such that C(1. defined by R"DO X . if a is small enough. it is C(u. AX) = C(At. ^y satisfies the geodesic equation (4. o = AX.1)pX. .'} are the coordinates of Q E Q. ry is a geodesic starting from P such that (dry/du)u. then we have t 1. 5. f = expp 0. The exponential mapping expp(X). X) for all A. £n can be expressed as functions of C'. since C is a geodesic.11 if we have Q (that is to say C'.. then. and the corresponding coordinate system is called a normal geodesic coordinate system. we compute the derivative in a given direction X: (fexPpAx) A=O _ (c(1.xt)) a=o _ (c(.12. where the mapping is defined) onto a neighbourhood fl of P. expel) is a local chart. since by 5. Proof. f2'. is a difeomorphism of 0 (a neighbourhood of zero. We verify that C'(t) = t k' for t E [0.l)pX. and r. Then dry _ A. X). Let Bo(r(P)) be the greatest ball with center 0 and radius r(P) in 0. . Set y(u) = C(Au. according to the inverse function theorem.118 5. Corollary. AX). C2.1]this comes from the equality C(t. Theorem. C". r(P) is called the injectivity radius at P..P. e. {!.10). the exponential mapping is locally a diffeomorphism (on 0): f1.X)EMn. C"). Let C(t) _ {C`(t)} be the geodesic from P to Q lying in Q. Hence in all cases. X) = Q. = infpEM r(P) is called the igjectivity radius of the manifold. We saw in 5. tX ).t)) A=O =X=(rp. when one of the two numbers exists. .C(1. 5. X) _ C(1. and the identification of R" with Tp(M) is made by means of gyp. (ft. At 0 the Jacobian of this map is 1. By definition. C2..11. Riemannian Manifolds Let us verify that C(t. we may assume /3 > 1 without loss of generality. expp(O) _ P. There exists a neighbourhood f2 of P such that every point Q E fl can be joined to P by a unique geodesic entirely included in f2. It remains to be proved that this coordinate system is normal at P. . .: X = (W. In this new coordinate system. To compute the Jacobian matrix at 0.
Hence. Every geodesic starting from P is perpendicular to Ep(r). Then I.=I%f implies 1'k. Letting t . (P)=0 foralli.'}. at Q. where t"' are the geodesic coordinates of Q. Ep(r) Is the subset of the points Q E f2 satisfying 1(f`)2 = r2.j. d2Ck/dt2 = 0 implies 1'tJ[C(t)]C'41 = 0. 5. if y(u) is a differentiable curve in Ep(r) through Q. r8k911(r) + 291k(r) = 0.. {(u))2 = r3 and E7_1 y'(u)d7'(u)/du = 0 by differentiation. and differentiation with respect to 8kgi.k. because a vector Y in TQ(M) tangent to Ep(r) has a zero first component: n j ( L C' if gl. since y(u) = 0 at Q for i > 1.(Q) = 0 for i > 1. The desired result will be established if we prove that glt(Q) = bl for all i. Choose an orthonormal frame of RI such that the geodesic coordinates of Q E Ep(r) are CI = r and t.j _ 3 (i)2 t.10).0 gives 1' (P)s:'t:3 = 0 for all (el. = {t.3 = _ = 0. so n 9ij(Q)tto = F(S )2 = IIX112.Exponential Mapping 119 Q_C(1. Proposition. . if k 11. At Q that gives gii(Q) yields = 1. then we have ELl[.k)a.)t.xpPix (t') k P The arc length s = II X IIt = II X 11 t.13. (Q)eCj + 29gk(Q)C' = 24k.'t.k)C(1. 12 Indeed.tk)=. We saw that g j(t.prx(ti) MC(t. the image by expp of the sphere of center 0 and radius r in Rn when r is small enough. that implies dyl(u)/du = 0 at Q. i=1 s and the length of the geodesic from P to Q is IIXII. Since C(t) satisfies the geodesic equation (4.2 = t. Thus.
we have (dLdAa)) xo 2 = 0. Consider a family {Ca} of C2 differentiable curves from P to Q (Ca C 11 for A E ] . e = 0 for i > 1. cp). . which is the length of the unique geodesic from P to Q given by Corollary 5. which lies in a chart (R. We will prove that it is a geodesic. I jj(r)E = 0 leads to 28rglk(r) = Okgll(r).. 5. r] 3 t ' C(t) E C). Since the quantity r 0 (' ) dt attains its minimum at A = 0. Hence we obtain dt +F k(C(t)) i dC* =0.120 5. Thus we get glk(r) +r8.14. It is zero at P. that is. dt dt This is the Euler equation of the problem: "Minimize L(r) for all C2 differentiable curves I' from P to Q. N[rglk(r)] = 0 and rglk(r) is constant along the geodesic from P to Q. c[). Riemannian Manifolcks where g. t fi(t) being Coo functions on [0.e. f [+2g. Let C be a minimizing C2 differentiable curve from P to Q parame trized by the arc length t ([0. Theorem. Proof." It is also the geodesic equation (4. Thus C is a geodesic.10). Moreover.1(C(t)) dCJ  As we have t d 2 [9<j(C(t)) &} = 28k9t4(C(t))] 11 &2 dCk dCj dt dt integration by parts of the second term gives dC' dt Pd2C az .glk(r) = 0.j(r) are the components of g at the point with coordinates £1 = r.r]. the distance from P to Q = expp X is IIXII. hence glk(Q) = 0 fork96 1.2gct(C(t)) } dt =0 for all t vanishing at 0 and T. A C2 differentiable curve which minimizes the distance is a geodesic.12. If HX N is small enough. and let {x'} be the associated coordinate system. defined by Ca(t) = &(t) + V(t) with C'(0) = Ci(r) = 0 for all i.
f7(t)] dt dt 10'r Hence d(P. let us consider A? = 8y°/8x'. On an oriented Riemannian manifold Mn. If the geodesic coordinates of Q are {l.1] 3 t lying in 12 (y(0) = P..1]). the subgroup of GL(Rn) consisting of those matrices A for which det A = I AI > 0.13 implies that with p(I(t)) = i=1(ry=(t)) . in another chart (0. If (p.Some Operators on Differential Forms 121 We choose V = expel. we define the following operators on the differentiable forms. the length of the geodesic from P to Q.15.0(y) = and hence I9(y)I = IBI2I9(x)I. On f2 n 0 we have g. In the coordinate system {x'} corresponding to (S2. the differential nform q is by definition q = 19(x)Idxl A dxz A . and its length is r = i=1(Z.. Let us prove that the length of y is greater the than or equal to r.Q). is equal to r.. Bp = 8x)/8ya. On f2 n 0.. we have . g) be an oriented Riemannian manifold and A an atlas compatible with the orientation (all changes of charts have positive Jacobian). .') y(t) E M. Proposition 5. a differentiable curve from P to Q Consider ry : [0. the distance from P to Q.' }. Thus L(7) = d'y' d7' dt > V9.' on fin 0. q is a global differentiable nform. Indeed.. Since I B I > 0 and IAIIBI= 1. A dxn. j 1 dp(7(t)) dt = p(7(1)) = r. with coordinate system {y°}. we saw that the equation of the geodesic from P to Q is {C' (t) = t(. We set B = ((Bk)). consider the differentiable nform it = I9(y)Idyl A dy2 A . called an oriented volume n farm.. Let (M. That yields ij = I BI (9(x)IIAIdx1 A dxz A . where Ig(x)I is the determinant of the metric matrix ((9. Some Operators on Differential Forms 5. The Jacobian matrix A = ((A°)) E GL(Rn)+. gyp) E A.1 and radius 1).' for 1 < i < n} (t E [0. A dxn.0) are geodesic polar coordinates (0 E sphere of dimension n . Definition. Moreover. and it is nowhere zero. ry(1) = Q).J)). E A such that snit # 0.. A dyn.
S vanishes: b f = 0.. and 1 ga u..n = Also..2. We define Sa by its components in a local chart as follows: On functions... the manifold need not be orientable. The operator * associates to a pform a an (np)form *a. Thus we can suppose that (a A (*$))p = (a(P))1...17. A ds"l _ and AP(M). Codifferential J.2.. *a has only one component which is not zero.122 5...p.2.2. For the definition of 6. we can suppose without loss of generality that a = Q1... (a.. Let us verify that *.. g p" 1.16.7=1. .. Riermannian Maoibide 5. where 3 is a pform. We choose a system of normal coordinates at P...(F}2).ay See in 5.2..A2..t 'Pp .. p).n = (1"p)(a(P))1. $9) denotes the scalar product of a and $9: (a. A dxP. . Thus t7(P) = dxl A dx2 A ..pdxx+1 A dx"+2 A ..(a+2)..1. Since * is linear. the components of *a are (*a)v+= e *1=17.... Adjolnt operator *. y(*o(P))(p+l).3) We will prove the formula above at a point P. .. In a chart (52...p&' A dx2 A ...(P+2)..2... Let a E AP(M).' ".. (* * a(P))1..fA)prl Note that the adjoint operator is an isomorphism between the spaces AP(M 5. .6 how the indices go up and down. a = a1... called the acyoint of a. here (a. A dxe A[($(P))1. namely (*a(P))(a+i).p = rl(p+1)... defined as Mows. A dx".. **a = (1)a("P)a a A (*0) = (C"MV. A dxp.. Since the exterior product is bilinear.2.pdx1 A dx2 A ..pd 1 A dx2 A ..
lAP 8 1) In 9'.. If a is a differential pform.).. according to the It1.. JAq sip of the permutation f"'P9 = ±1. a is said to be closed if da = 0..I8P µP+1. V1. The Laplacian operator 0 is defined by 0 = d5 + 8d.p!(n J" p)r(n .Some Operators on Differential Fbrms 123 The differential (p 1)form is called the codj femntial of a and has the following properties: on the pforms 6 = (_1)P *1 d*... Then 1d(*a)] .. The last result is a consequence of the first: bd = ... of = sdf = vvv.... 1 1 fpJ+P+1: .l'y 1 PVl *.p + 1)form. we choose a system of normal coordinates at P. dtn  .VP1 :.ft y. 1i.. and I Mti.T .... a is said to be coexact or cohomologous to zero if . I3.l.. then Aa is a differential pform and the Laplacian commutes with the adjoint operator: A* = *A....~ 5. ..... N.. Th prove the first result at P...' Jf Jy. hence (1)P+(p1)(np+l) (&t)n. codosed if Sa = 0.f.I+. db * ._ `` µt.Vj1 (P1)(np+i)* . it follows that eov .. We saw that * 1 = { on an (n . . Indeed.*1 dd* = 0..n I   (np)(P1)fl+lr. a is said to be enact or homologous to zero if there exists a differential form f such that a = dfi.18.p + 1)! XfPPPrl..v... v9 isa permutation of pi..An 1'%AP Since 714... and harmonic if Lea = 0. . 66 = 0. .lrsr~ . on differential pforms *dd = (1)P+'d*d= (1)l+p(np+l}d[{1}(p+1)('aPi) * ' d*] * _ (1)P+i+P(nP)d*d** _ For a function f ..& 1.W.a....
13) = fM(a. d. Global scalar product. the statement remains true. the global scalar product (a. and g = x*g (Theorem 2. But d(a A *y) = da A *y + (1)Pa A d * y. by) = fda A *y .124 5.20. Riemannian Manifolds there exists a differential form y such that a = by. 8) = v b comes from the formula '4. If M is not orientable.r*a. We consider a twosheeted covering manifold !tit of M such that M is orientable Or : V .f) = (4. which is harmonic. Using this result yields (Aa.3).21.16 f(aM)i= f aA*by=(1)x''1 f aAd*y.30). thus the function f is constant.df) = (MVLfVf'7.A)n Recall that (a. The name of the operator (da. 6 is the adjoint operator of d for the global scalar product. then &a=0 by definition. /3) of two differential pforms a and /3 is defined as follows: (a. Proposition. da). Da=0implies be=0andda=0. A harmonic function is constant. . and so (a. Ifba=0andda=0. This follows from the equality above with 0 = a: (Da. 5. y) according to Stokes' formula.19. On a compact oriented Riemannian manifold M any harmonic form is closed and coclosed.thus da=0andba=0. On a compact orientable Riemannian manifold. 6y) for all differential (p + 1)forms y. 5. then r (Af. /3) = (ba. be) + (da. b$) + (da. If f E C2(M). Remark. V). A harmonic function satisfies df = 0. Wehave da=0andba=0. Let us prove this formula. We work on a = . a) = (Sa. 5. According to 5. Two differential pforms are homologous if their difference is exact.f d(a A *i) = (da. A is an elliptic selfadjoint differential operator.y) = (a.
.. dx".(M. where Ha is a harmonic differential pform.n V" V 191 = o. 191f) o V1dx1dx2 ..x9sition is unique. Since A* = *0 (see 5. or we can see directly that drl = 0 and bq = 0. For a continuous function f on M with compact support.2. In general. Let M.) of harmonic pforms is called the ih Betti number of M. It is finite. The Lebesgue Integral. JM f dV= . Uniqueness comes from the orthogonality of the three spaces for the global scalar product: (a.. Ha).22. we set f Mfdv = iEI M J aifdV. 5. be a compact and orientable Riemannian manifold. For a compact support lying in It.Spectrum of a Manifold 125 5.. Let (Mn. bn = 1 or bn = 0 according to whether it is orientable or not. . we set continuous function f on M with cco. * defines an isomorphism between the spaces H. The decom.. with {xi} the associated coordinate system. H0(M. by is the number of connected components. There is no nonzero (n + 1)form. bp) + (Ha. The dimension by of the space Hp(M. dA is exact and 8p coexact. see de R.) and HRp(Mn).18). g) be a Riemannian manifold and (11..23. Hodge Decomposition Theorem. a) = (dA. since Vg = 0. Hence bp(MM) = bnp(Mn). cp) a local chart. r! is harmonic since q = *1. and. For the proof. dA) + (tp.) is the space of constant functions and Hn(Mn) is the space of differential nforms proportional to the oriented volume nfiorm rl. The number XWO = E(1)pbp(Mn) P=O bn(Mn) = 1 is called the EulerPoincarl characteristic.20). Spectrum of a Manifold I E1.harn [111. (Proposition 5. Clearly. Indeed. A differential pform a may be decomposed into the scam of three differential p forms: da = dA + Sµ + Ha. For a connected manifold.
fM &JdV = 0. Hence f . be a compact Riemannian manifold.3j }jEJ subordinate to the covering (8j}jEJ.. Rienannian Manifolds where {aj}iE1 is a partition of unity subordinate to the covering {Ri}m. ^... !Moreover.15). Oj } jEJ and a partition of unity {. let (0.. since K fl supp arj is empty except for a finite set of indices i if K is compact.. 1) = (w. dzn 4 PrA ( Ig(y)1f)o0'dyldy2.'dV.. Then fjW bwdV = 0. We have iE1 M ail = JM(at[Nj)dV iEt JEJ OjfdV. dx" the Riemannian volume element. I &"adV = 2 J & .)iE/ being an atlas.. Proposition. Indeed. Suppose supp f c SA fl 8. In the sum. IIAiIdx'dx2. and w a diferential 1 form.24. Let 7r be the covering map M+ M. we consider an orientable twosheeted Riemannian covering manifold M of M (Theorem 2. In particular..w. jEJ M since the sums are finite. since Ig(v)I = IB1alg(x)I and dy'dy2. Let M.dx".30). and the theory of the Lebesgue integral can be applied. then fmAfdV =0..126 5. If M is orientable.dy"' = Consider another atlas {8j.fm fdV defines a positive Radon measure. 5.. Then ( Ie(x)If) o wldxldx' . tai) be another chart. We have to prove that this definition makes sense. We call dV = (x) I dx'dx2 . Since M is orientable. dl) = 0. If M is nonorientable. by choosing the correct orientation we have IM dwdV = f &ori = (6w. if f E C2(M). It depends neither on the local chart nor on the partition of unity. {ya} the associated coordinate system. only a finite number of terms are nonzero.. M . set as usual i/8x' = A? and 8xj/8yJ = B'jq (see 5. and letg=7r*gandw=7r*w. (IZj.
25. We have f M 2 J b(a.JVVdV>0. then fm 8(df )dV = 0.1).20 and Remark 5. If its Ricci curvature is greater than or equal to k > 0. then Al > nk/(n . M whence the result follows.ai Contracting the equality at the end of 5.0. then A > 0. let {ai}1<i<m be a partition of unity subordinate to the covering {f2P}PEM. the set of corresponding eigenfunctions forms a vector space of finite dimension (Fredholm's theorem). Then bl(M). Theorem.. because 'Al IM The eigenvalues of the Laplacian form an infinite sequence 0 = Ao < Al < A2 < .24. and f an eigenfunction.8 (i = k) with l k = ak gives (*) Rijai = V (Vja`) . if a does not vanish everywhere. Fbr AO the vector space is onedimensional. Let a be a harmonic 1form. 'V = 0. A is called an eigenvalue of the Laplacian. f 0. The spectrum of M is SS(M) = {A E R J there exists f E C2(M). Let M be a compact Riemannian manifoid.vj(viai). And for each eigenvalue Ai. satisfying Af = Af}. Then. J V1 [aj(Vja)Jd since via.going to +oo. is zero. Let M be a compact Riemannian manifold with strictly positive Ricci curvature. according to Proposition 5. we have Ojaj=Ojajand viai=0 in a local coordinate system where a = aidxl. But C7iaj = Ojai implies viaj=Aajrilak=aairjiak=V. = 0. by Proposition 5. where F consists of twofpoints. . 5. If f E C2(M). Let M be a compact Riemannian manifold. IM Hence. M 5.w)dV. Moreover.da=0 and &a=0. That is to say. 5. . Then multiplying by or) and d integrating over M lead to IM RljaWdV = / V [&(V ai)]dV 1M (Viai)(O1a`)dV. the first Betti number of M. 1p being a neighbourhood of P such that r1(Up) is diffeomorphic to ftp x F. If A E SS(M).27. Al f2dV=fofdV=V. the left hand side will be strictly positive.Spectrum of a Manifold 127 Indeed. while the right hand side is < 0.26. Lichnerowics's theorem. since Viaj = V jai.21.
But we have more. Exercises and Problems 5. express Lxq in terms of ba and g. M V'fVifdV IM ffdV=1M V'(fVjf)dV+IAr _ ( V'fVifdV 96 0. If k = n 1. oriented Riemannian manifold of dimension n > 1. 5.128 5. g) be a compact. with a = c(f.36 or Problem 5.ffVifdV Since n 1M fAfdV >_ k f VfVafdV. Exercise. prove that the scalar curvature R of the Riemannian manifold is constant when the dimension n > 2. Let (M.27 is the best possible. The inequality of Theorem 5. becauseg./M VVJJ . by Vj f . . the 2tensor Rij . Remark. we associate to X the 1form a such that a(Y) = g(X.ig#j =n.Afg'J/n) > 0. Since (ViVif + Af94i/n)(V4VJf +.28. Integrating the second integral by parts gives jf(if)= f Af JM V`[V'fV3Vif]dV r ju V'VJ fvjVifdV = . M the result follows. At once we get A > k. An Einstein metric is a metric for which the Ricci tensor and the metric tensor are proportional at each point. When X is a C°° vector field on Mn. Y) for all vectors Y E T(M).25. Hence al V. Thus the Ricci curvature is n 1.kgij is nonnegative. Inof dimension n and radius 1. Exercise. we get Aj > n.Vjf thanks to Proposition 5. the sectional curvadeed..24 and the equality Vi V i f = V j V i f . 5.. and we will see that n is an eigenvalue for the Laplacian on Sn(l) (see Exercise 5. it follows that fV1VjfV'Vjf > (. Thus Rij V' f Vi f > kV' f Vi f . Multiplying formula (*) used in 5. for the sphere ture is 1.29.38). and integrating over Mn lead to J f RijV`fVJfdV=1M VifV`(VjVif)dV+A JM VJfVjfdV.f)'/n.. a) For an oriented volume nform rt. If the metric is Einstein.30. Riemannian Manifolds Let f be an eigenfunction: A f = A f with A > 0. According to the hypothesis.
Show that Exw = 0 if GXg = 0.. then £x6 = 6LX. c) Show that a necessary and sufficient condition for LXg = 0 is that Viaj+Vjaj=0 for all (i. and the components of the Ricci tensor. and let b be the Riemannian connection on (RP. Problem.j). By 4'* we identify a tangent vector of M to a tangent vector of RP (T(M. Hint. Let Y C T(RP) be a vector field defined on M. b) Which system of differential equations must the 4 satisfy? c) Represent this system as a Pfaff system of order n 2 on a space of dimension p (p to be specified) and use the Frobenius theorem. of a.M = 0).10) be a local chart at P and {x'} the corresponding coordinate system. We have to exhibit a local chart (Il. Problem.31. a) Recall the expression of the components gij (x) of g as functions of the coordinates ya(x) of the point 4'(x). a) Express d4 in terms of 4. and let X E Show that DXY is well defined. Denote by 4' the inclusion M C RP.. and {ya} the coordinates on RP. g) be a C°° Riemannian manifold with zero curvature (Ri. Let {x'} be the coordinate system in a neighbourhood of Q E M. the imbedding metric g = 4*E. 5. . Prove that there exists an atlas whose local charts ((I. On 9 set 41 = I' ikjdx'. Let M be a C°° submanifold of RP endowed with the Euclidean metric 6. d) Prove that Gxg = 0 if and only if dda = 0 and Act = 2RjXjdx'.. and consider on M. Hint. e) Let G be the one parameter local group of local diffeamorphisms Vt(X) associated to X. where E is the Euclidean metric on R'2.) C T(RP)). VjVja. If Gxg = 0. x E Q. where the X? are the components of X. w) at P with coordinate system {ya} such that V*E = g. Let (9. express the components of Aa by means of the components a. 5.Exercises and Problems 129 b) In a local coordinate system.. d) Solve the problem. cp) are such that W*E = g.. E). Let (M. gyp). Verify that Deduce from this equality that pig = g if LXg = 0.32. and in a neighbour hood of P set A? = 8y°/8x'.. f) Let w be a harmonic pform. associated with the chart (11.
e. a] 3 t . Verify that H(X. y) when z E C? Ebwill be thesetofpoints QEMoftheform Q=C(1.. Y). Show that there is a point yo of y with yo = y(uo). We set d(x.z. y is a differentiable map of the circle into M. such that d(x.. ) = 0 and that gC(e)(e(t). orthogonal to TQ(M.) at each point Q E M..(t)=C (Asin C(t)ie(t) J.X) (see 5. cp) such that the corresponding coordinate system is normal . e[ (e > 0 small) by [0. 5. e) We consider the family of curves Ca defined for A E ] ..X). We consider a closed geodesic y. Y) = DXYDXY. In this case verify that we can write H(X.(X. prove that d(z. Do we have d(z. h being a symmetric bilinear form satisfying h(X..7) = a. Verify that Ca is a differentiable curve with endpoints x and a point y(ul) of y. is orthogonal to (dC/dt)ta. and set d(x. a) Let x f y be a point of M... Y)N..).t is orientable. Consider a local chart (St.X) = b2.33. Let (M". c) Show that Y = Hint. c) For two vector fields X and Y on M. Q) = b when Q E Eb. We assume the following result: any pair (P.(Y. What is the value of ul? f) We will admit the existence of a neighbourhood 9 of C and of a local chart (9.. d) If p = n + 1 and if M. exp T') at z E C close enough to yo so that yoE0. DXN). Q) of points of M can be joined by a geodesic arc whose length is equal to d(P. prove that DxY = TQ(M. Riemannian Manifolds b) Let irQ be the orthogonal projection of vectors of TQ(RP) onto is a vector field on M. If Y C 1rQDXY defines a connection on M which is the Riemannian connection of (M.10 for the notations) with g. y) = infy d(x. g) be a connected and complete COD Riemannian manifold of sectional curvature greater than or equal to k2 > 0. a] 3t'C. Q). Y) = h(X. g). y). 4Jo) = d(x. b) Let us consider a geodesic C from x to yo of length L(C) = a.. y). we set H(X. show that there exists on 4b(M" ) a differentiable vector field N C T(R"+i) of unit Euclidean norm. C(t) E M with C(O) = x and C(a) = yo. Y) = E(Y. yo) = d(z. that is. Verify that 9C(c)(e(t). d) Let e(t) be the parallel vector field along C such that e(a) = Y.Y) = H(Y. e(t)) = g . Let [0... Problem.130 5. If b is small enough.
Here H. } c R converging to a. Prove that f (0) = T. g) From the fact that f (A) is minimum at A = 0. 9) be a complete C°° Riemannian manifold and C a geodesic through P: [0. y. show that f y' A 0' depends only on y' and ¢. show that the sequence C(tj) converges to a point Q E M. OG = Gb and G* = *G. the set of the differential pforms which are orthogonal to ff. c) Deduce from b) that on a complete Riemannian manifold all geodesics are infinitely extendable. Exercise. Let (M.. c) Verify that dG = Gd.35. It is a diffeomorphism of a ball 0 = Bo(r) in R' onto a neighbourhood of Q in M. S2 is the unit sphere centered at 0 in R3 and 4' is the inclusion of S2 in R3. G is defined for each p (0 p < n). for the global scalar product. Exercise. z) E S2. 5. *cp) = 0? 5. 6. When y' E y and 0' E 0. Let P be the point of S2 for which z = 1. O) = f y A 0. b) Consider the map expQ. such that AG = GA = Identity on A. a) Let ry E AP(M).Exercises and Problems 131 at any point of C.. a) For an increasing sequence (t. g) be a compact and oriented C°° Riemannian manifold. .. is the set of harmonic differential pforms. (x. d) For two closed differential forms y E AP(M) and E A P(M). and prove that the geodesic C from P to Q can be extended beyond Q (for t E [a. a[ 9 t r C(t) with C(0) = P. gciii(v(t). Show that as = y has a solution Cr E AP(M) if and only if y E Ay. z) is a coordinate system on R3 endowed with the Euclidean metric. A.34. When M = (x. e) Which harmonic forms p satisfy (cp.36. We set f (A) = L(CA). Verify that there exists an io such that C(t. and r the length of the are PM of meridian. 0 will denote the angle (Ox.) E 11 = expQ 0 for i > io. Exercise. y) < x/2k. Let (y. y.. )dt for some vector field v. a + e) with f > 0). Verify that f'(0) = 0. b) Exhibit a map G : Ap . Let (M. deduce that d(x. we denote by y (respectively ) the set of differential pforms homologous to y (respectively 0).OM z ).
4' being the inclusion S C Rr+1. Exercise.38. r) is a polar coordinate system? Express the coordinates (x. P being a point of Q. Consider the arc or =Qx and compute in polar coordinates on ?r. y. Problem. Hint. g) being endowed with the R. Find a simple expression of App. Let S be the unit sphere in Rn+1 endowed with the Euclidean metric S. and by {yk} (1 < k < n) the coordinates of y in 7r.r) of ME Il. compute r. deduce the components of the metric g = 4*E on fl. From that. compute the components of the curvature tensor and of the Ricci tensor. b) (S2. a) Let (f2. 0 its center. 4') be a local chart of a C0° Riemannian manifold (M. What is the corresponding eigenvalue? Is it the first (the smallest) nonzero eigenvalue of the Laplacian? 5. and let Q be the point opposite to P on the sphere. a) Is {yk} a coordinate system on 52 corresponding to a local chart C? b) Express the coordinates {r} of x E S) in terms of the coordinates {yk}ofyE7r. We consider on S. Q). note by {x'} (1 < j c n + 1) the coordinates of x E Ri+1. c) What are the components of the metric g in the local chart C? . the imbedded metric Let P be the point with ong = 4'*E. ordinates xJ = 0 (1 < i < n). Riemannian Manifolds a) What is the greatest open set 11 C S2 where (0. z) of 4'(M) in terms of the coordi nates (O. Is the Ricci tensor proportional to the metric tensor? c) For which values of 0 are the curves 0 = Constant geodesics? Fbr which values of r are the curves r = Constant geodesics? What are the geodesics of the sphere? d) Prove that the function f = cos r is an eigenfunction of the Laplacian. in terms of the determinant I9I of the matrix ((gu)). xi+1 = 1 (the x' are the coordinates on Rn+' ). Consider a polar geodesic coordinate system at P. We will de. To a point we associate the point y. and compute Vi(ghivjw) 5.iemannian connection. Hint. b) Consider a C°° function V on fZ such that cp(Q) = f (r) for all points Q E fl with r = d(P.37. On Sl.132 5. and the value of the scalar curvature.g). the intersection of the straight x E fl = line Px with the plane it with equation xn+1 = 0: y = 4'(x).
Are they geodesics for the metric g? (Take care of the parametrization. e) The straight lines of x through 0 are geodesics for £. b) If f is not onto.) p is n if Q = f (P)). We consider the map Ft of Sn into IZn+1 : x . compact and oriented differentiable manifolds of dimension n.. Use the Hodge decomposition theorem. 5.Exercises and Problems 133 d) If £. Let X}(x) be the components of X in R"+1. Suppose there is on Sn a differentiable field X of unit tangent vectors (g(X.y of coordinates yt = xi cos in+Xl (x) sin zrt. c) For the rest of this problem we suppose f is onto. and compare fw w and fll. four=k w. Hint.r. j) Show that i+p = aV for a real number A to be determined.g)? h) What are the components on D of the metric g in a polar geodesic coordinate system (r. Thus 'p is an eigenfunction for the Laplacian A on (Sn.39. f"w for each i. for all differential nforms w E An (W). Problem.r is the Euclidean metric on 7r.. open sets 1. k) Does there exist an eigenfunction for A on (Sn.) f) What are the geodesics of the sphere Sn? g) What is the distance r from Q to x on (Sn. Hint. Prove that f1(Q) is a finite set and that there exists an open neighbourhood 0 of Q in W such that f 1(8) is the disjoint union of M.37 is useful. f being a positive C100 function of p = [En_. Let Q E W be a regular value of f (the rank of (f.9) with 0 E Sn_1? i) Let +p be the trace on Sn of the coordinate function xi±1 : V(x) = x"'1 Express rp as a function of r. X) = £(X. . Deduce that k = 0 under this hypothesis. X) = 1).4d) Prove that k is an integer. show that there exists an open set 0 C W such that f1(e) = 0. g) equal to cost r + k for some constant k? For j) and k). We endow Sn C IRn+1 with the imbedding metric. e) Let Sn be the set of unit vectors in R"t1. Let M and W be two connected. the result of Exercise 5. Consider a differential nform w with suppw C 0. and f a differentiable map of M into W. (yk)2] . verify that g = f (p)£. a) Prove that there is a real number k such that. g).
5. 0) for coordinates and such that (8/8xr)c(c) = e. where {`} (2 _< i < n) are the components of the vector t. 0. b) In the sequel we consider.a] DtC(t)EM.Y11t.134 5. Riemannian Manifolds Verify that Ft is where the xt are the coordinates of x E a differentiable map of S" into S. show that for any e > 0. prove that R"+1.k(t) is continuous.(t) for all t and j. C) = inf {d(Q.} (i = 1. P) = a: R D [0. a ' (t)J .. E R"and where e.Q) = d(Q. Let (M.41. We denote by k(t) the number defined in a) for the map Ft.C). R) I R E C}. verify that there exists at least one point Q E C such that d(Q. and consider the map f of [0. g) be a C°° Riemannian manifold and P E M.. en(t)} form an orthonormal basis of TC(t)(M). P = C(a). and t is the arc length parameter. . . there does not exist a vector field on S" which is nowhere zero. 0. a coordinate system {x`} such that C(t) has (t. For two vectors X. a) Verify that the vectors {el (t). we consider an orthonormal basis {e. So let C be a geodesic from P to P whose length L(C) = d(P.40. . e2(t).(t) = (8/8xt)o.i(C(t)) of g and for the Christoffel symbols I'}j(C(t))? c) Let B be the unit ball in R"1.. We denote by e.expptY) < (1 +F)IIX .. Exercise. Let (Mn. n) of Tp(M) such that el = ( )t o. P). Y of R".then d(expptX. We admit that for every pair of points P and P of M there exists at least one geodesic C through P and P whose length is d(P. 0)? Is it invertible? d) For a given point Q of M.. Problem.f (t.. What can we deduce from this property for the components g. {xti} being the coordinates of R'. What is the differential of f at (t. Show that t . g) be a complete C°O Riemannian manifold of dimension n > 2. a] x B into M defined by expC(t)1 (t. on a neighbourhood SI of C. ) . f) What are the values of k(0) and k(1)? When n is even. At P = C(0). . 2. . there exists it > 0 such that if0<t<rl. where by definition d(Q. 5.(t) the parallel translated vector of ei from P to C(t) along C.
X . t a. f) Compute the scalar curvature R of (M. one of the points found in d). observe that we can choose a vector Y proportional to Z so that 9§(X . v} a) What is the rank of ti? b) We identify C x C (C the circle of radius 1) to the quotient of R2 by {u. Compute the Christoffel symbols of the Riemannian connection. Verify that the nonzero components of g (in the coordinate system u. For two real numbers a and b with a > b > 0 we define the map 90 of R2 into R3 as follows: I x = (a + boos v) cos u. Hint.u = 2kir. h E Z. What is the value of fm RdV? (u(t). Note that it has the same sign as cosv. C). z) be a coordinate system for R3 and (u. g).42. Y E T4 (M) (gg(X. Problem. then there exists a unique point Q of C such that d(Q. compute the Christoffel symbols at C(t). t. the equivalence relation (u. l u . being the open ball of radius a in R".40. C") is a coordinate system on 9 = f 00. f) Prove that there is e > 0 such that. v) are equal to b2 and (a + b oos v)2. v) a coordinate system for R2. z = bsinv. Q) = d(Q. Are the intersections of M with the planes through the axis Oz arcs of geodesics? .Exercises and Problems 135 e) Prove that if Q.l. Is M diffeomorphic to C x C? e) Determine the Riemannian metric g on M induced by the Euclidean metric on R3. C) < e. B.0. is orthogonal to Cat Q. . Z) 36 0). g) Deduce from f) that (t. is neither P nor P. then a geodesic y from Q to Q.O(R2) and only on M. X). v)  J . 5. a( xBB). Let (x. d) Prove that M is a submanifold of R3. g). .Y) < g(X. if d(Q. Use the result of Exercise 5.Y.v = 2hir. v(t)) g) Write the differential equations that arcs of geodesics t satisfy on (M.Q). kEZ. y. y = (a+bcosv)sinu. y. h) In this coordinate system. v Show that we can define a map of C x C into R3 from the map. For two nonorthogonal vectors X. Is ib an imbedding? c) Find a polynomial P of the fourth degree in x. of length L(y) = d(Q. z which vanishes on M =..
then trQuu = 0).. Compare (9. By F we identify X E T (M) to F*X E T(R"+k). ./du vanishes d') 94 p = a > 0 with the one for which (d) p = a? for the first time at a value u. 1 X.136 5. where 7rQ is the orthogonal projection of TQ(R"+k) on TQ(M)./M depends only on X and v. ... Y and v will be three vector fields defined on M. satisfied by the differentiable curves which are arcs of some geodesic of M different from the geodesic S found above. vi) = b. fl /M with [X. k) orthogonal to M (£(v. Deduce that there are at least three geodesics from P to Q = tt'(2ua. verify that DX f. a) Consider three vector fields X.0). k and v in R"+k which are equal to X. Riemannian Manifolds Find all geodesics which are included in a plane perpendicular to Oz. j) We study the geodesics from P = tP(0. the solution of equation (E) with va. R"+k. Compare their lengths to it b(a + b) and (a + b)Tr. except for some geodesics 9 that one will identify. What is the geodesic for which (J')p = 0? Which symmetry permutes the geodesic for which ( We denote by v. For the Riemannian connection b on (R"+k.)? 1) Show that vo(2ua) = 0. thus T(M) C Let £ be the Euclidean metric on R"+k. (i = 1. Y and v on M. Y) = E(Dxv.(0) = 0 and e"'(0) = a. What is the sign of va(u.. What is the differential equation (E). Verify that ddv/dus always has the same sign as . set (DxY)Q = trQ(DgY)Q. YJ. We denote by F the inclusion M . Hint. and set g = F"£ T(R"+k). i) Deduce from the result above that we can substitute the parameter t for u.sin v.£). Let M be a COD differentiable submanifold of R"+* (k > 1).Y).. Y) Riemannian connection of (M. . b) For Q E M. DxY is a connection on M. does not vanish.. if at a point of the are of geodesic ry. 2. 0).. c) In a neighbourhood 0 of P E M. Problem. where the unknown is v(u). 5. with X and Y included in T(M). then is not zero at any point of 'y. Set 4(X. < a/2 when u increases from zero. g).43. then dv. Use Cauchy's theorem.. which is the Verify that (X. k) Prove that if a is small enough (0 < a << 1). h) Show that. and if QE 8. we consider k orthonormal vector fi e l d s v .
with y(fl) a ball centered at y(P) = 0 E R" . Compute Ivp*gJ and t h. b) A C°° differentiable map t' of M into M is called a conformal transformation of (M. Consider a local chart (fZ. where 191 is the determinant of ((gig)).Y) a symmetric bilinear form on TQ(M)? d) Compute bxbyZ. Let (M. prove that the sectional curvature of (M. If n = 2. f) Suppose k = 1.T)1i(Y. .T) = g(DxDYZ. Deduce from this that a necessary and sufficient condition for h to be invariant under G is Cx h = 0.(X. g) be a CO0 compact Riemannian manifold of dimension n and let X. e) Deduce from this formula that the curvature tensor of (M. i=i HinL Use the fact that the curvature tensor of the Euclidean metric vanishes. Show that Cxh = 0 is a necessary and sufficient condition for the diffeomorphisms of G to be conformal transformations of (M. g) at Q in terms of the Ai. {xi} being the associated coordinate system. Is tt(X. Z) for two vector fields Z < T E M included in T(M).T)  £.(X. c) Let P be a point where Y(P) 0. 5.Y. We choose (0. Z. compute the scalar curvature of (M. and let A (j = 1.g). Set h = JgJ` y g. Z)J. Z)t1(Y.T) . Let iA be the one parameter group of local diffeomorphisms corresponding to Y and let ao be a . . g) if Tp*g = efg. Y be C°° vector fields on M. If n > 2. f being a C°° function on M. T) = E(fi(X.44. n) be the eigenvalues of tj at Q. y) at P. y) such that Y # 0 on Q. g) at Q cannot be negative with respect to all 2planes of TQ(M). Problem. By definition. verify that d(pih)/dt = pitxh. h is invariant under G if V *h = h when V *h exists. we suppose Y" 96 0 on is (Y = Y'8/8x'). We consider the one parameter local group G of local diffeomorphisms Vi (x) corresponding to X.Y)vi. and then show that k £(DxbyZ.fi(X.Exercises and Problems Establish the following formula: 137 DxY = DxY  k 1.T)e!i(Y. g) is given by k R(X. a) For a covariant tensor field h. 2.
Prove that x'. 5. Hint. prove that a geodesic C of M is included in W if at one of its points C(t).. xr1. If W has this property.(Y. e) We admit that there exist a geodesic C from PO to Qo (Po. V). such that Q.)QX.} C R. Riemannian Manifolds point in fZ such that xo = {x1. where i : W + M is the inclusion). x"1. V) = inf d(x. By definition r = d(W. If W is a submanifold of M. is identified to (i. Let H be the set of the vectors of TQo (M) obtained from the vectors of Tpo (W) by parallel transport along C. . . Q E W. Set Fb = C(O) and Qo = C(r).. Qo) = d(W. Prove that there exist Po E W and Qo E V such that d(Fb. x2. x' = 0 for i > 1. t form a coordinate system in a neighbourhood of P. Qo as in d)) of length L(C) = r. Use the coordinate system constructed above. we consider the tangent vectors to W as tangent vectors of M (each X E TQ(W).45. a) Since the manifold is complete. = exp tX exists in M for any i.Y'g]_ Hint. . which converges to r.138 5. g) be a connected complete CO° Riemannian manifold of dimension n. y) for all x E W and y E V. Prove that the sequence {Q. and such that this coordinate system is normal at each point C(t) of C. Let Y E H n TQ. prove that expp X exists for any XER' and any P E M. b) The compact submanifold W is said to be totally geodesic if any geodesic of W is a geodesic of M. (J)C(t) ET(W)c) We admit that there exists a coordinate system {x'} in a neighbourhood of a geodesic arc C : [0.r] D t . and Vq be two compact totally geodesic submanifolds of dimension respectively p and q such that W. 0}. Then apply at Q the theorem of the exponential mapping (5. For the rest of this problem we suppose p + q > n. If it exists in ft. Prove that the vector fields (8/&) are parallel along C. . } in M converges to a point Q E M.C(t) E M. Moreover. Prove that H n TQ° (V) is not reduced to the zero vector. Consider a sequence {t. W is endowed with the metric g = i*g. d) Prove that Cyh = 191n [Cyg . .11). we set x = (xo). (V) be of norm 1 (gQ(. d) Let W. n Vq = 0..2V. Y) = 1). Let (M.. such that the coordinates of the points C(t) are x1 = t. Problem. and a coordinate system {x'} as in c).
y may be a regularization of the following curve: r. Show that we can construct by continuity a differentiable curve e C TV.f (R) E IlP is a strictly positive continuous map which achieves its minimum at least at one point. as C from C with Co(a) = P.Al homotopic to C and such that y(a) = y(i3) = R.g. we consider a differentiable curve y : [a. locally diffeomorphic to C by 7r/C. .that is to say. g) such that TV is simply connected. For instance. Why is C(b) = P not the point P? (1) If CO is a curve from P to P.\ (t) = eXJ)((1) AX (t). Set P = C(a) = C(b) and choose a point P E 7r'(P). C(t). We recall that the curvature tensor is given by RAtij (C(t)) = 2 (a. If a : TV . C = ir(C) its projection.8j.Y.Exercises and Problems 139 f) Consider the vector field X(t) parallel along C such that X(r) = 1'. Prove that Al D R . h) Deduce from g) that the intersection of WVp and V. we define the are )a by [0. We set f (P) = d(P. 5. What can we say about f (A) = L(ya)? g) Compute first f'(0). (Al. Show that L(C) > L(C) and that the projection of a geodesic are is a geodesic are (L denotes the length). Set R' = ry(j3) and f (R) = d(R.xg t . For a chosen A E R. R'). then f"(0). 9) be a compact Riemannian manifold.46. b] not homotopic to zero.. Al is the projection of W on M.c . C0 being constructed from Cc. g) is complete. T] t . is not empty if the sectional curvature is everywhere strictly positive. e) For a point R of Al. a] . ). Verify that y. Problem. if r is a differentiable curve from R to P. such that. g) of (M. (Al. then C. then g = lr*g. Q E Al. We suppose that IV has more than one sheet. prove that we find the same endpoint P = Co(b). P'). Al be a differentiable closed curve of Al which is c) Let C : [a. So f (P) depends on P and on the chosen homotopy class. (W. and consider a Riemannian cover (IV.. a) Let C be a differentiable arc of W. b) Verify that. From a point R E it1(R). then r from P to R. we construct (as in c) and d)) a curve y C TV locally diffeomorphic to y by it/y` with y(a) = R. in terms of the sectional curvature a(X(t).k + akg )Cct) 1 in a coordinate system which is normal at.\ is a C" differentiable are whose endpoints are a point of W and a point. of Al.g k . homotopic to C. g) is not simply connected. C(a) = P. Let.
where f is a C°O function on M. Then at Q = C(t) we consider the vectors ei(t) obtained from e. Y) < 0). deduce the expression of c ilk = I . 5. Show that 7r(5) is a geodesic from Q to Q. . L(y) = d(P.. d) In terms of f . c) In a neighbourhood of P. R' and R being the scalar curvatures of (M. by parallel translation along C. g) be a compact Riemannian manifold. the expression of R. What is its length? We assume that any pair of points (P. g). b] 3 t .47. Consider the metric g' on M defined by g' = of g. .48. of Tp(M) (P = C(a)) such that el = (Vi)a. .1(C(t))X'(t). w e consider an orthonormal f r a m e el. a) Show that (M.Rt i where RI 'k Rik.Q)). g) may be joined by a minimizing geodesic y (that is to say. g') and (M. g') and of (M.(Q) = 0.t .k where V. and what can we say about the Christoffel symbols at Q? c) We suppose that there exists a coordinate system in a neighbourhood Sl of C such that at any point Q of C we have gij (Q) = S` and q. g') is a Riemannian manifold. e. Then we consider a minimizing geodesic ry" from Q to Q'. f) Express R' as a function of R and f.. are the Christoffel symbols of (M. g). Exercise. Let (M. . g). then a closed geodesic (the curve is also a geodesic at Q). . compute the Christoffel symbols I'. Let (M. from the result above. b) In a normal coordinate system at P E M. . Given a geodesic C : R D [a. we construct the point Q' from a point Q E 7r1(Q). g) be a Riemannian manifold with nonpositive sectional curvature (v(X. We suppose that t is the are length. we consider a vector field X whose components X'(t) written for X'(C(t)) satisfy c2 '(t) dt2 _ R. x2. the difference of the components of the Ricci tensors of (M. are respectively ii 4 the components of the curvature tensors of (M. g). n) form a basis of TQ(M)? b) Let x1. 2. 5.140 5. (P) of (M.I''. C(t) E M. Along C. . ea. Riemannian Manifolds f) As above. x" be a coordinate system in a neighbourhood of C such that (8/8x')Q = ei(t). Problem. e) Deduce. a) Do the vectors ei(t) (i = 1. g') and (M. g`) in terms of f. compute Rik . Q) of a complete Riemannian manifold (M..RJi. What are the values of the components of the metric tensor at Q.
Q) = d(f (P). where X' _. Q) can be joined by a geodesic. Hint_ Consider W (t) = =g(X'(b).(t)Y(t).Q) E M x M. g) be a connected complete C°O Riemannian manifold of dimension n.n2 fs(b)Y(t). Problem. then there exists a unique geodesic arc from P to Q whose length is d(P.9. c) Prove that any geodesic arc through P can be extended infinitely (that is to say. and that they form a vector subspace of E. and show that I(X) j) Prove that I(Z) > I(X). and f a map of M into M which preserves the distance: d(P. Q). (t)Y=(t). . 0 5. and that they form a vector space E.g [R(dt'Z) Z. X). the injectivity radius at P.1 differentiable functions fi(t) on ]a. show that g(Y. Let (Mn.1(P). 3. and establish the equality i=2 I(Z) _ f g(W(t). . i) We define I(Z) =J {(z' Z') .49. e) Prove that a nonzero vector field J may be zero only once. En f. n). Show that V is a linear map of Tp(M) onto Tp. a) Show that the image by f of a geodesic arc is a geodesic arc.X(b)). What is the dimension of E? d) Verify that there exist vector fields J which are orthogonal at each point to the geodesic.W(t))dt+g(X'(b).Exercises and Problems 141 Shaw that such vector fields J exist. f (Q)) for all pairs (P.(M). X') = g(Y'. g) Prove that there exists one and only one vector field J such that X(a) = 0 and X(b) = Xot a given vector of Tc(b)(M). Set X(t) = E.X(b)). b] are associated to a differentiable vector field Z along C vanishing at P and orthogonal to C such that Z(t) = E a f. expp tY)t1] = IIX . We denote by X' = +p(X) its tangent vector at P'. We assume that any pair of points (P. h) Consider n1 vector fields J which satisfy Ye(a) = 0 and Y (b) = ej (b) (i = 2. f) If X and Y are two vector fields J along C vanishing at P. prove that li m[d(expp tX. Verify that n . d) The image by f of a geodesic through P (X is its tangent vector at P) is a geodesic through P' = f(P). Q) < . expp X exists for any X E R"). d] I dt. Recall that if d(P. b) If X and Y belong to W'. ..
in a neighbourhood of a point where Y is nonzero. b) Deduce from a) that Gyh = jgj_n [Gyg 2D. We set h = lgI g. and let C be the geodesic of S through x E S with initial condition (x.51.. v). g) Define a map of I(M). the set of the isometries of M. where Rij are the components of the Ricci tensor. . Riemannian Manifolds e) Establish that f is differentiable and that f*(g o f) = g.. f) Prove that two isometries f and h are identical if there exists a point P E M such that f (P) = h(P) and (ff)p = (h*) p. h) Prove that Lxg = 0 if and only if V2Vitj+RijX° =0 and Deduce f om the result that if GXh = 0 and if the i) Compute scalar curvature R is constant. 8/8x'] = 0 for all i. e) Prove that O't(a)ij = 2R.(1 . a) Prove that C is included in P.ja' . f) Consider the differential 1form u(a) defined by u(a)i = ajt(a)ij. Let us consider the unit sphere S C R"+1 endowed with the canonical metric g = i'E (i the inclusion).Y'g]. c) Set t(a) _ IginGYh. Consider the differential 1forms and a associated to X and Y.n) 64 = where S(k)i = nRij£j. g) be a compact Riemannian manifold of dimension n. Compute 8u(a) in terms of a1V't(a)ij and (t(a). where I I is the determinant of ((gij)).50. 5. t(a)).. Exercise. Problem.(da)j . gijXj and ai = gijYj are their components in a local chart. Let (M..142 5. Consider the orthogonal symmetry u with respect to the 2plane P defined by x and v in R'. g) Show that Lxh = 0 if and only if (n1)+ ` 1. Show that the components of t(a) are t(a)ij = Viaj + Vjai + abagii. d) Verify that (Aa)j = O'Viaj+Rija'. f is called an isometry. and X. v belonging to TT(S ). Y two C°° vector fields on M. into M x 0.? 5. there exists a coordinate system {x'} such that [Y. a) Show that. What can we say when M is the sphere S.2)(d6a)j. then (n1)&5 =R5C.
we consider the ball B.52. w+. The complex projective space P. . x] 3 t + z cos t + v sin t.(S2. 0)).54. 0.Exercises and Problems 143 b) Deduce that the geodesics of the sphere are the great circles. with coordinates {w'}. tp).53. . 7/(t) = (&x'(t. . g)? 5. c) What is the length of q(C) in (Pn(C).. 5.M.41. A=0. Problem. Exercise. 5. W"). Exercise. For IAI < E. = 0. 0) is a geodesic on M...55.41). let us consider a family {Ca} of differentiable curves in 6 defined by the C' maps ]0. .0)=Iandx'(t. there exists a coordinate system {x'} on a neighbourhood 0 of C which is normal at each point of C (the coordinates of C(t) are (t. .0)=0fori> 1. We consider the carve C : (0. c) What are the geodesics of the quotient P. Problem.(R) of S. A) = 0. A) E 0 with xi (0. A) . (C) is the quotient of by the equivalence relation R (see 1. b) Prove that there is a unique Riemannian metric g on Pn(C) such that q9=9. In Rn. 0. Let M be a C°° Riemannian manifold and let C be a geodesic from P to Q ((0. Hint. and a C°O map ¢ of BE into i2 (with 0(0) = P) such that t + ¢(t. r] 3 t .+1).. . Let us consider the unit sphere Sea+1 C Cn+1 endowed with the canonical metric g. Let (MM.. E) 9 (t. of center 0 E Rn and ra dius e > 0. 0..46 and the expression of the second variation of the length integral found in the problem above. and {x'} (i = 1. endowed with the Riemannian connection D. n) a normal coordinate system on P E M corresponding to the local chart (1Z. a) Verify that C C S27 +1 and that q(C) is a smooth closed curve in P... According to Problem 5.. 0. by the antipo dal map? Show that they are periodic with period r if they are parametrized by are length. A)/8A)a=o 5. . z'(t. Define z = (ws.g) be a Riemannian manifold.. let q: Pri(C) be the corresponding projection. a) Verify that the first variation of the length integral of Ca is zero at b) Prove that the second variation of the length integral of CA at A = 0 is a)1 Jwhere = f{fl()2 + Ri1 (C(t))v`(t)i(t).. Use the result of Problem 5. Let z E S2n+1 and v E T. r] x (E. and .C(t) E M).2. Prove that a compact orientable Riemannian manifold of even dimension with positive sectional curvature is simply connected.xf (t.
c:) If M. u. c) Prove that g(X (t).. u. u. We will assume (or prove) that.. there exist only a finite number of minimizing geodesics from P to Q.144 5. Let M" be a compact Cl* orientable manifold of dimension to > 1.56. it is necessary and sufficient that p(X) be finite for all X E S1.u. Q) of points of M. Riemannian Manifolds let Z(t. is compact and has nonpositive sectional curvature. Let X be a vector field.. z) and T(t. (X' I9I). endowed with the usual topology. P] = r}. Show that DyDyX = R(Y. Y(t)) = at + b. be a complete Riemannian manifold of dimension n > 1.57. Let M. b) We endow M" with a linear connection whose Christoffel symbols are Ft.. z) = 80(t. dxlAdx2A. u. c) Does the Riemannian connection satisfy this condition? d) We suppose (here and for e)) that the manifold is endowed with the Riemannian connection.Adx". z)]. 0) and Y(t) = T(t.1 we define p(X) = sup{r E V I d[expp(rX). X )Y.. e) Let a = i(X)q.1.. given a pair (P. u. u. 5. z) = 8. 5._1 into I = R+ u {+oo}. z) to the curve u 0(t. Then show that the set Cp = {expp[p(X)X] I X E S1} is the union of a finite number of manifolds of dimension n . u. b) Prove that for M" to be compact. T(t.)). if there is only one minimizing geodesic from P to .. u. a) Show that X + u(X) is a continuous map of S. Show that a necessary and sufficient condition for Vq = 0 is that Ni = 1A 109 191. 0. 0. show that. Exercise. z)/8u be the tangent vector at ¢(t. We consider a Riemannian metric g on M" and g E A"(M) defined in a coordinate system by q= where IgI = det((g. b) Set X (t) = Z(t. For X E S. a) Compute the bracket [Z(t. z).z). Show that Dix' = 18.. where {X E R"1 I IXI = 1} and P is a given point. Exercise.0(t. a and b being two real numbers. Compute da and the value of fm VZX`q. 0). z)/8t the tangent vector to the curve t+O(t. a) Verify that q is a differential reform on M. when Q E Cp.
Xj = gj'ai. Indeed.Solutions to Exercises and Problems 145 Q = expp Y then X .8kgij) .1) = VkR. A geodesic from P to Q is minimizing if its length is equal to d(P. Q). a) If {Y'} are the components of a vector Y in a coordinate system. contracting twice the second Bianchi identity (5. We get (n . and V1X' = ax + I jXj with r>> _ 2gik(8i9jk + 8j9ik .j(P) = f(P)gij(P).X'dxj. Indeed. if we do i = k = 1. Contracting this equality leads to V2R = nViRij.29. 2. then Lxri = ('Xjg'k8j9ik + 81X1t = V. and with our notations we have ai = X'. for instance. Solution to Exercise 5. thus the components of a are ai = gijXj. Recall that for functions Vkf = 8k f.. then by gi<) V'Rijki + VkRi/ . Since Lxx' = X(xi) = Xj8jx' = Xi. On the other hand. Likewise.Xig = bag.. dXi = 8. n...8) yields (we multiply it by gjm. Contracting this equality gives R(P) = n f (P) (9ij9ki = dk.2)VjR = 0. Hence when n 36 2 the scalar curvature R must be constant. The covariant derivative of Rgij = nRij is gijVkR = nVkRij. Solutions to Exercises and Problems Solution to Exercise 5. then aiY' = gijXjY'. 9ln'OkRijlm = OkW 'Rijlm) = OkRik and g' VkRit = Vk(9'lR. then VkR = 2V'Rik. expp X is singular at X = Y. we find that gijg'j = n).VlRik = 0. it follows that Lxr7 =Xj8j n dx' A dx2 A Nl'lgldX' Adxn + i=1 We have 19j V191 = 1 M = 29'kaj9ik 191. By hypothesis . and R is a function.30.
is omitted. (. integrating by parts leads to (see 5. Riemannian Manifolds For an alternative proof we note that Cx = i(X)d+di(X) on the forms.ViVjaj = XI . by contraction we get 6a = V'ai = 0.a)i = RjX'+VJViaj = RjXj+V'ViajViVjaj = 2RijXj. c) Cx is distributive and Cxdx' = dXi = 8jX'dxj.. and according to b).A dx' A.Ad^.)(Viaj +Vja')dV = 2J(V'ai + V'ai)ViajdV..d(Vjaj) and dai A dx' = 8jaidxi A dx' = V ja{dx' A dx`. Hence ba = 0. Adx" =ViXif. dba) = 0.146 5.. Thus Cxil = d[i(X )ri] = d[Xiq. Thus. ((Viaj + Vja.Vja' = Rija'.. here n n R n dxl A . Moreover.V'Vjai.dxj A dr' = 0. We obtain d[EXi(1)ii A Cxi? = i=t Wj]dx' Adx2A.(tkx)jI dV . = Pkj implies t . Cx'1 = 8(X')dxl Adx2 A. Then multiplying by Vk gives VkV jak + VkVkaj = 0. Thus (Aa)i = VjVjai + V'Viaj . Conversely. A means that l. which implies V. b) We have Aa = 6da + d6a = 6(dai A dx') . Then since V'ai = 0.. d6a = 0 implies J(ba)2dV = (da. since I'1k.1[2RijX' . d) If V iaj + V jai = 0. The result follows.... according to b).A dx' A . Sa) = (a.. Thus Cx9 = Xkakgidx" ® dx' + gk(dX' 0 dxk + dxi ® dXk) = (Xk8kgj + 9kj&Xk + gkOjXk)da' ®dxi (Viaj + Vjai)dx' ®dxi.27) r (Viaj + Vjai)(V1& + V'a`)dV = 2 J ai(VzV'aj + Ri ja')dV = 2 J = 0 . dxn.
On the other hand. which is (1) {dAj  0}. Wi is an isometry. b) I17 = r B' BryAk .r ij rkW)dx' Adx' = I Then. since each dA7 appears only once in the system. sinceCxw is homologous to zero (exact) and coclosed. c) We choose p = n + n2. e t6 = 6V*.31. a . .`. and x' which are constant.Solutions to Exercise's and Problems 147 e) We have ('pi+ug .. Indeed.20). We want that rg.)) is the inverse matrix of ((Aj")). We have dw = 0 and bw = 0. = 0.r. f) We saw just above that if Cxg = 0. according to the expression of R.*. (see 4. since Aw = 0 (see 5. Recall that ((B. which is of order n2 with respect to the A.. (u) {dy" = A7 (x')dx'}.)dx' A dx' _ 2(r. A dx' = air dx' A dx' = 2 (air. that is. But since the system {dF) = 0} is equivalent to (i).Pi9) = 'pi [ti ( pug . . = Ak r. .yields OiA91 _ r kAk. Thus there are n2 functions Fj of A.i = a. the Ak and the coordinates x' will be the variables. .rn. Moreover.Ak i.A. Multiplying by 4.g)] .d = 0. Hence Cxw = 0. So Cxw is homologus to zero: Cxw = [i(X)d+ di(X)]w = d[i(X)w]. . gyp).Al wk) A wil. A dx'. Thus the covariant derivative commutes with gyp=. a) Since Ru. it follows that dwjk = wjm A wnk. thus 8.ByasA.i. are the Christoffel symbols on (Q. d) System (ii) is integrable since dA9 (x) A dxj = 0.7) we get dw. This is obvious. The system (i) is integrable since it is closed: dAk n w + Ak dw _ (dAk . as rm/ = r. the system is of order n2.. Solution to Problem 5. we have ak &A.3A. So Cxg = 0 implies d (Vi g) = 0.. . This implies Cxb = bCx. = dri`. it is the same for the system {dFj = 0}.a. and thus apt *g = g.f.W*Lxg when u tends u to zero. = r B''Ak. 5Gxw = Cxbw = 0. Hence it may be written oya/ax' = Ajo(x').
DzX. fl. because (RP. Solution to Problem 5. Moreover.YQBfP)Q = Xi88Y$ . by definition g(X. DxY is well defined. a) We have gg1(x) . But fIQ is C. For a vector field Z on M. since Dz = Dz on functions.Y] = [X. c) We have H(X. Furthermore.Y) IIQDXY is bilinear since HQ is linear. Y) DxY defines a connection with vanishing torsion tensor. Y]Q . since [X.then {Dx(fY)]Q = flQ[X(f)Y+f(Q)DxY] = [X(f)Y+fDxY]Q. we have chosen a coordinate system {ya} in a neighbourhood of Q in RP such that ya = rQ for 1 < a < n. So. Y) .DyX = HQ[X. Thus fIQDXY E The restriction to x r (m..YS = 0 for 3 > n. Y). k) + E(X. Y) + g(X. Hence Dz9 = 0. if f E C' on a neighbourhood ofQinM.Ea0 aya av 02 i  P fta gya t Let k be a vector field on RP whose restriction to M is Y: (DXY)'l = Xa(BQY$ + f$y ') = X'(Ar. B. gyp) which we wanted to find.Y).) of (X.Y'B.H(Y. and thus the differentiability condition holds. letting X be a vector field on RP whose restriction to M is X. because Y is orthogonal to DzX . Y]Q = 0 (we saw this result in b)).32.Y) = E(DzX. DZY) = E(DzX. Y) + g(DzX.Y')Q and Y(Q).X5 (see a)). + I'si yYy). Riemannian Manifolds Hence there are n functions ya(x) defined in a neighbourhood f1 of P which are the coordinates corresponding to the local chart (f2. we have DxY E TQ(RP). X) = DXY . e) is a Riemannian manifold.[X.(DxY . Indeed.148 5. Y) = E(X. . applying Dz to this equality at Q gives (Dzg)(X.DyX) = [X.6 .DYX = [X. DzY). In fact we have more: as X and Y belong to T(M). Y]. Applying IIQ to this equality yields DxY . DXY depends on k only by (O. Hence (X.Y]Q = (Xa8aY.DyX . But E(DzX. we have DAY . b) As X E TA(RP).
10). it does not depend on i. and furthermore there is the geodesic of the exponential map which is included in f2.C(u. according to Proposition 5. so it is equal to 1 since f (0) = a. (u. Moreover.Asin .E j be an atlas for M compatible with the orientation. 8/8x°. Solution to Problem 5. b) We have d(z. As E(Y. c) Define Sb = {P E M I d(z.). The result follows since £(DXY. Moreover. so the result follows. as otherwise the are xz U zy would be shorter than the arc ayo. P) < b = d(z. X) is differentiable.exps 1). The result follows. cp. the first geodesic must go outside f2 and its length would be greater than b (see 5. Ca(0) = C(0. N) = 0.33. Q). At each point Q E M. Q. y) > d(z. y). we have £(DXY. y) is a strictly positive and continuous function on a compact set y. e) The maps t . We know that there is a geodesic from z to Q of length d(z. t . Its length is b = g=(Jf'. since Dg = 0. y) = a > 0. the open set of the local chart (11.\_o A =1. N) is positive in R"+1 This definition of N makes sense. yo) = d(x. a) y . Q. e(0)) = x and CC(a) = C(A. we choose N such that the basis (8/8x.13. )] = 0 and DdC/dt[gc(t)(e(t). yo)}. so they are equal to their values at yo. and {x. If the first geodesic is not the second. a point of y. x. both geodesics are the same. yo) = d(z. Y) _ y(ul). Thus ul = no + A.X). Thus d(z. N) = 0. Then y f1 Sb = 0.l')). } the associated coordinate systems. (4 )t=a is perpendicular to Eb. thus is tangent to Eb.C(t) and t y e(t) are differentiable. Y = () d) We have Ddc/dtEgc(t)(e(t). DXN) = 0. Da/dt4 = 0 and Ddc/dte(t) = 0.d(x. X) . yo) for ally E y. Also. .. yo. Since dC(Adyo.Solutions to Exercises and Problems 149 d) Let (Ilj. . f) We have = J0 iloc a (:) (dC A dCA)f() dt dt On C (A = 0) we know that the square root is constant. Thus there exists yo E y such that d(x. Eb C f2. Thus both expressions are constant along C.e(t))] = 0. If b is small enough. N) + E(Y. We can differentiate under the integral sign with .
) dt since we can permute the derivatives (the function is C2).k't = 2gij on C. moreover. Hence f'(0) = with v(t) N (30 J 9c{:) (v(t). It is obvious that f'(0) = 0.150 5.10). But R. Now sin ste(t) 2a aA COQ\W) a=o (see 5. g) Since f (A) is minimum at A = 0. Thus 0<f"(0) < and a < it/2k. The integral vanishes since e(t) is orthogonal to dc. a=o Now f"(0) = 2J dt iii' sine 2a7rt + ( 2a)2 /oaco62 gq(C(t))e`(t)&(t)dt. 2 [1 2a12k2]9ya(Y. the first derivative of gU on C is zero. Riemannian Manifolds respect to A.Y) . we have > 0. ra Coe2 27rt a dt = To am2 2a 2. Hence v(t) = cos be(t) + sin DFe(t) = ' cos2a't e(t). Moreover. and. i 2 dal . according to the definition of yo.
3 E A such that a = GS.xy) < [8p . it follows that C(t) for t > t.sqJ. Setting a = bw.10 the geodesic can be extended for all values oft such that a<t<a+r. and y = Aa = .34. bib) + (da. . then Act = dba + bda. r Indeed. P (da) A (¢ + d$) + y A d# = d[a n (0 + d(3)] + (1)pd(y A i3). a) If Aa = y.11). c) Let A = (. belongs to the geodesic from Q to C(tj ). Now let us suppose that (y. If Aa = 0 then a E H. a = Gy. Moreover. If a E A. a) The parameter s of are length of C is proportional to t (see 5. since (y + da) n (0 + dpi) _ / 7 n ¢. Let a E Ap. Soy is orthogonal to Hp. Ap. there exists .22 three times.. thus a = 0 since a E Ap. rli) = 0 for any harmonic differential Inform 0. then (y.Solutions to Exercises and Problems 151 Solution to Exercise 5. According to 5. ti) + (bda. say Q E M. GA = Identity on Ap.20. Without loss of generality. As d. b and * are T operators. the result follows. thus GTO = GT o AGES = GA o TGO = TGQ since AG = GA = Identity on A.35. b) According to (a) we only have to prove that a is unique in Ap. Since there is a unique geodesic included in it from Q to C(t. which does not depend on the sequence {sp}. We suppose that a linear operator T on A satisfies T o A = A o T. Set xp = C(sp). we get Aa = y.. Solution to Exercise 5. Let ti' be a harmonic differential pform.4Gy implies AG = Identity on Ap. c) Consequently all geodesics are infinitely extendable.r. b) Let io be such that C(tj) E 1 with tj. G exists. and according to (a) a = GAa.a) (Theorem 5. We have d(xp.:l') = (ba. Then d±b = 0 and 5 ' = 0 according to Proposition 5. we see that there exist two differential forms B and w such that y = d6d/3 + bdbw. Applying de Rham's Theorem 5. i) = (dba. according to Stokes' formula the integral pn the right hand side vanishes. we can suppose that t = s..10). dio) = 0. Hence {xp} is a Cauchy sequence converging to a point. > a . d) We have 7 = y+ da and ¢' = 0 + dfl for some a and p.JJp.
g''" = 1.e sg°° =1. Thus 17100 j8. The scalar curvature R = 2. y = sinrsin0. *cp) A f (<p. (gyp. We know that there is only one component to compute for the curvature tensor: RB. r. Thus (gyp. 0 = . Thus (5i. Then S2 = S2 . Solution to Exercise 5. We have gee sin r sin 0.36. *(p is closed.. *ip) makes sense.{Q} is in bijection with B E R2. *!p) = f then (gyp. Riemannian Manifolds e) Since *. We infer from this value that Rrr = R. and ( . B being the open disk of radius 7r centered at 0 E R2. 90 Likewise we compute 90r and 9. r) is a polar coordinate system..: ger = = 0. RB.1'1' 0. . Also. b) 8. Moreover.g00 = sin 2r.152 5.g. = 0. = . If cp is not zero. and we have R.0. r(t)] is a ROO = sm2 geodesic if off +I'BOr'0'=0 and r"+r (0')2=0. g0i' = 0 and g00 = sin2 r (r 34 0). We write I x = sinroos0...sin 2r and 2 rre = 2 12 8x900 = cotan r. where (0. the curve t + [0(t).. p)rj = 0 implies V . z = cos r..)2+ + = sin r cos 0. 9rr = sin r [cos r cos 0(sin 0) + cos r sin 0 cos 0] e CJ2+ ()2 r 60 Or (20 M) + ('2) cos2r+sin2r= 1. 0. and the other first derivatives of the components of the metric tensor vanish..p is harmonic. = 91S c) According to the geodesic equation.coe 2r + sin r cos r cotan r =sine r. a) Let Q be the point opposite to P on S2.Z)2 = Sin2 r.O = 8r I'BO .
The meridians and the equator are geodesics. The curve r = Constant is a geodesic if 1' = 0. the Ricci curvature of the sphere S2 is 1 (9ijC1 i = 1 implies 1). only the great circles are geodesics. the intersections of S with the planes through the center of S C Rri+i d) Since g''B = 0. 191. then.Solutions to Exercises and Problems 153 The curve 0 = Constant is a geodesic for any value of the constant. we find that Al > 2. for r=s/2. Moreover. a) We have rilir = 9ij(8i9jk + 8k9ij . since Vg = 0If cp(Q) = f (r). On the sphere. (x')2 = sin2a and (y')2 = p2.37. The corresponding eigenvalue is A = 2.27. b) We have e+z = Since xi = kyi (1 cosa.8j9ik) = 2049ij.y is a bicontinuous bijection of 0 on ir. that is. Solution to Exercise 5. 8kI9I _ 19194ek2ij. *) is a local chart C. with k = 1 and n = 2. and the corresponding coordinates are {yk}. and it is the first nonzero eigenvalue according to Lichnerowicz's Theorem 5. it follows that .p.38. Thus 0=at+b. a. and hence rsik = 28k log 191 = I "k 10919 V(1_ b) We have A = 9ijViOj+P = Vi(9"w) = 8i(g"O.p) + r{ikgkj8j. when f depends only on r we have Af = 9ijvijf = Vrrf + 9"Veef = Vrrf .=. Since g' = 0 and g''" = 1. Here. Indeed. aV = f" + f'Or log Solution to Problem 5. that is. 6"=0. i < n) for some real number k > 0. In this case.9°°rree8rf and Acosr = cosr+ mar(sinrcosr)(sinr) = 2cosr. in a geodesic coordinate system. (S2. 8jW = 0 when j # r. a) IF : x .
=0. d) We verify that g = (4/(1 + p2)2)4. .154 5.logg" 2p 1+p2.1<i<n1.(s)[h'(s)]2=0. so f (p) = 4(1 + p2)2. The arc length satisfies ds = gppdp Moreover..20.. Riemannian Manifolds sin2a = k2p2. _ e..8yjEs. Considering the two triangles POy and PxQ yields _ P 2 sin i 2sin Ee sin a i _ P _ tan2 a 2 1+p2y 2 for1<i<n.. They will be geodesics for the metric g if1i. and p" = pp'.1) and E(x. and cylindrical coordinates on Rnt1 (those of r and xn+1). Choose polar coordinates on 7r. e) In polar coordinates the straight lines have the equations Constant and p = h(s). We easily verify that I'oP = 0. 2dp + p2 and so s = 2 Arctan p.. _ 1 __ Imo.1 we have O'(x) = Oj(y) (1 < j < n . ggae.)2 = Sin2 a = We have n (2)2 l)2 (88pa)2+ (8p gvn= _ (cos2a+sin2a) r_j2 \8p (1+p2)2 4 and gpgj = 0. Thus k = :15. p = tan 21. p' = 1(1 + 02) .andh"(s)+I''°. In local coordinates 8j on S. =Vi sin2 a = (1±p2)2 b .and xn+i=_1_p21 1+p2 c) We have 1+p2 INWW Ij=8y.
there exist a real number a and a differential (n .1) cos r = 2 . So V is a n eigenfunction f o r A on (S . Also. Indeed. = 1. since there are nforms w whose integral is not zero.Solutions to Exmrlses and Problems Thus hn+r(h. We want that 0& = 2(n + 1)c'. cp) is a local chart with coordinates {x'}. h) Of course 9. AV = no. and only them..1) sin r WF = n cos r. So the geodesics of the sphere S.)2P(1+P2) 155 2 2p 1 + p2 Me) 2=0. as above. gpo = 0.2(n + 1) cost r sin r according to the formula of Exercise 5. f) We found all the geodesics of S throught Q. not empty if f is not onto. h>Oand supphC11. and by symmetry gtv depends only on r. f (M) is a compact set of W. We have according to Stokes' formula. it follows that JMJMJMJM k=fM . Since fw w = a fw rf.37. rl being a nonzero harmonic nform (all harmonic nforms are proportional). Solution to Problem 5.sin 2r(n . g) r = a = 2 Arctan p. w = h(x)dx' A dx2 A A W. choose hsmooth. Thus k does not depend on w. This implies A2 = 2(n + 1) and (n + 1)k = p 1.coo r. Then fw w # 0 and fm fw = 0. fw rl 96 0. For instance. . a) According to the Hodge decomposition theorem. Then h' = .39. Thus k = 0 in this case. k = 1/(n + 1). g). since f* and d commute. j) We have AV = cos r + (n . and Al = n.7 /fu'7. Now the length of the horizontal circle through x has two expressions: and 27r sin a. Thus goo = sine r. b) Since f is continuous. if (Sl. Consider on it C 0.1)form cp such that w = ail + dip.+ are the great circles. k) Set 10 = cost r + k = h(r). i) We have W(x) = . Thus 0 = W\f(M) is an open set.sin 2r and Atp _ 2 cos 2r .
d) f in. (x) = x. P. since the k(t) are integers.156 5. This is in contradiction with k(t) = Constant. which implies by continuity that f (P) = Q. The proof is by contradiction. If IItXII < p/2 and IItYII < p/2. hence k(0) = 1. f) Fo(x) = x and FO = Id. Rn+1. into S. an are from Q = exptX to Q = exptY is included in e = expp B(p) when its length is smaller than p. thus fw w = f fat f *w according to the chosen orientations on M and W. Since the map RxSnE) (t. If ij is the oriented volume (n + 1)form on Set F = Id on R"+1 the orientation of S is the natural orientation induced by that of Also. q = i(O) and F*i% = v o F. since gij(P) = b= and (.p1)p = Id. Thus n+1 E (Jj )2 = II cos 7rt2 + sin 7rtX II2 = cos2 7rt + Sine 7rt = 1. Then E(s. (1)n+1. F.) and S?. Moreover.). For any Z > 0 there exists p such that if IIZII < p (Z E B(p). and set 0 = ( 1 f(fl. Then f 1(0) = U' 1 SZi. We would consider X/II X II Solution to Exercise 5. This is impossible. Let q be the oriented volume nform on S. Thus t k(t) is also continuous. (I)n+in. Also. the ball of radius p in Rn centered at 0). Choose the U disjoint. j=1 So Ft is a differentiable map of S. is of rank n. . Hence k is an integer (Iki < m). E7(x) has {2`' } for components. Hence f 1(Q) = {P1.n). k(0) is not equal to k(1). then (1for any vector [sj(eXpP I IIFII2(1 + E Rn.i = fli fl f 1(B). Rn+1. Let (l. Riemannian Manifolds c) Let Pi E f 1(Q). Then k(t) is constant. P2i . since X(x) E T=(S. Since (df) p. So.40. and F1 is the restriction to Sn of Id on R1+1. Ft *j? is continuous. gyp) be a normal coordinate system at P. Suppose f 1(Q) is not finite. f is a diffeomorphism on a neighbourhood SZi of Pi. So f would be a diffeomorphism on a neighbourhood f) of P.. is a diffeomorphism. on Sn when n is even.x)iFt(x)ESn is C'. Hence F*q = i(i1)F*i = (1)n+lq and k(1) = When n is even. since f o r l a r g e j w e would have P j E i2. e) Let f be a unit vector... There exists a sequence {Pj } C f 1(Q) such that Pj P. there does not exist a vector field X which is nowhere zero. it follows that t i fS.X(x)) = 0. F"7j = Let v the unit normal vector to Sn oriented to the outside.
0) = C(t).k (t) = 6 . the first since Dg = 0 and the others since Ddcldtej(t) = 0 for 1 < j < n. P) + d(P. f is COO. Also. DFej(t)).YH[. In the right hand side the three terms vanish. expp tY) < t 1 + E JJX . [D4jej(t)Ik = dz(t) +I'ii(C(t))et. 8') = 8i. Q) < d(Q. Solution to Problem 5. f (t.Solutions to Exercises and Problems 157 Since d(Q. 9C(t)(ei(t). all differentiable curves y from Q to Q that we must consider for the definition of d(Q. Thus I'lj(C(t)) = 0 for all pairs j. Q) are included in e._ i_2 Eei(t) . and so d(Q. [tX. Q) < p. b) We have 9ij(C(t)) = 9C(t) (a ' Moreover.(t) = 0. ej) = 5 . fort E Rn1 ( = `fit (0f(ttz)) . ej(t)) + 9C(t) (Dc ei(t).41. where Lg is the Euclidean length. since C(t) is a geodesic. k. ei(t)) = 9p(ei. We infer that for alli. tYJ). c) According to the properties of the exponential mapping. Note that el(t) = dc. since e.j. This is true for any y. a) We have D#j [gc(t) (ei (t). we find that d(expp tX. ej(t))] = (Dac9)C(t)(ei(t). and thus (L) (t o) )(t o) 7_2 C`e. (t)) we have Moreover. tYJ being the segment from tX to tY. We know nothing about the other Christoffel symbols. Choosing y = co 1((tX. Q) < L(y) < 1 + ELE(v o y). ej (t)) + 9C(t) [i(t).
il). Z) < gQ(X.40 yields. Z)/9Q(Z. Qkl) = d(Qk.expQtY) < (1+e)tIIX .o) is invertible. That is not possible. for instance. Uk) if Qk. Thus we get the contradiction and the existence off > 0. and Q10. f) The proof is by contradiction. R) is a continuous function on the compact set C. with X = D expel X and Y = D Thus the curve formed by the two area of geodesics. a point such as Qk. Since C is a compact set.Y[] <tIXll Y. then the shortest geodesic from expQ tX to expQtY. which is differentiable according to the inverse function theorem. We choose Y = ZgQ(X.f (tk. has a length smaller than the length of y. Qk. Thus the inf is achieved at least at one point Q. We suppose that X = (dy(u)/du)Q and Z = (dC(t)ldt)Q are not orthogonal vectors. according to c).a) from TC(t)(M) to T0(R') is n n i=1 i=1 d) R . for small t. X) .Y.. g) f is bijective on 10. b=d(expQtX. # Qk. with d(Qk. Qk. according to the inverse function theorem. Let {Qk} be a sequence of points such that there exist Qk. 0) and Qa = f (tk. Z). a[ xBE onto 9. for k large Qk = f (tk. Z)]2/9Q(Z.[9Q(X. and QA. X). uk) = . and (D f)(t. We have gQ(X . = f (tk. e) The proof is by contradiction. Using the result of Exercise 5. C) < 1/k. Moreover. a[ xBE. 0) Now in a neighbourhood of R.Y) = 9Qi(X. tend to a point R of C.158 5. we can suppose that QA. and (9. for large k. Thus f is a diffeomorphism of ]0.1 (Q) _ . it admits an inverse function  f 1. Riemannian Manifolds Thus (D f)(t.) = d(Qk. Thus Qk tends to R also. a piece of y from Q to expQ tX. X . . Recall that 9i.d(Q. f 1) is a local chart.. is the image by f of a unique pair (t. and.
sine v). Solution to Problem 5.) satisfies the geodesic equation: 82f`(t. Moreover.. Also.4a2(x2 + y2). Then cos v = cos v and sin v = sin v imply v = v + 2hir (h E Z). if u 54kir (k E Z). since a > b. Indeed.a)2 = b2 .0. U ) 8fj(t. when v = hr 1)2= b(a + b cos v) sin u cos v 0 0 and when u = k7r and v = h7r D3 = (a+bcosv)bcosvcosu 9k 0.ul. y. v).z2) = 0. Finally. 4 is an imbedding since i/. z) = 0.z) = (x2 + y2 + z2 + a2 . c) We have x2 + y2 = a2 + tab cos v + b2(1 . suppose 4.u4) &U2 + rjk(t.y. But (r .(u. 1 < ij j < n. We can write P in the form P(x.b2 = tar with x = r cos u and y = r sin u. is 2. ut. and f i(t. v) ti (fi. is proper.b2 + z2)2 .= (a+bcosv)cosu 0 bsinvsinu bcosv The 2 x 2 determinants of DO are D1 = (a + b cos v)b sin v 0 if v 3khir (h E Z). C x C being a compact set. Thus at u = 0 the equation above yields r (C(t))t it j = 0.(III2) P(x..42.b2)2 . since a > b. then 4'(u. z) _ (x2 + y2 . a) The rank of 4. Thus u = u + 2kir (k E Z).ut)Ofk(t. On M = 4. 4. Thus we can define from V.. b) If (u. . y.) 8u 8u .4a 2(b2 . v).z2 implies z = b sin v and r= a+ b cos v. Thus M= P1(0).(u.a2 . uu) = t. ut) = uei for i > 1. v) = 4. (a+bcosv)sinu bsinvcosu D4. Now f 1(t. This implies q(C(t)) = 0 when 2 < i. is differentiable of rank 2 like 4. j < n and 1 < k < n. v) = tb(u.Solutions to Exercises and Problems 159 h) We saw that DdC(t)1dcei(t) = 0 implies rii(C(t)) = 0. for all E E Rn1 and all 1 < k < n. If P(x. So the Christoffel symbols vanish on the geodesic C. v). Indeed. then r2 + z2 + a2 . . Then the equality x2 +y2 = (a+bcosv)2 = (a+bcosb)2 implies a + b cos v = a + b cos v.W is injective. Moreover let us write that u f (t.
(OX)2 + (. 4zQ + 8a2z). 0) = (a2 .b2. then DP = (4xQ.b2)2 > 0.2 . is of rank 2. which is differentiable and bijective.160 5. Since Q = tab cos v. 4i is locally invertible and its inverse D4' is differentiable.7) _ 2g Rte _ b(a + boos v)' bcosv Since b2sin2v _ 62sin2v bcasv a+bcosv + (a+bcosv)2 igj = b(a +bcosv).. To r/' there corresponds 0: C x C + M. 2 cos v bsinv a + b cos v f) We have R because (see 4. 49z $z b. e) The components of the metric g in the coordinate system (u. v) are (. then # 0.ru (du )2 _ (a+bbcoev) sine Idu) . appears (those with one v and two u's): (a+bcosv) b sin v and r:. If Q 96 0 and z j4 0. Since D4. Riemannian Manifolds d) DP is of rank 1 on M. Q = 0 implies z2 = 0.Z)2 = The Christoffel symbols that may be nonzero are those in which Bog. t' is differentiable and injective.4)2 = (a+bcosv)2.. 4yQ. 0. M is diffeomorphic to C x C. g) The differential equations satisfied by the arcs of geodesics are d2u = dt2 and du dv (I" + I"` )dt dt "e °" 2 b sin v du dv a + b cos v dt dt . Indeed. 2x (a+boosv)2 = a+bcosv' JM RdV=4zr 1cosvdv=0. if Q = x2 + y2 + z2 .a2 . and M is a submanifold of R3. it folknvs that DP is of rank 1 on M.)2+ Ox 8x 8y Oy (. As (0. and then V= 8a2 z 9& 0. 0. 0) 0 M since P(0.
w satisfies the equation w" = °w and the initial conditions w(0) = 0. We know the solution with initial data (uo. k) When u'0we have va(u)Nauand a+b 2b z Thus va(u) decreases from a until zero if a is small enough. If we substitute v for v in (E). Then va. va is increasing. For the other geodesics. i) The geodesics whose equations are is = uo. 0) in R3. v. Hence we find that (E) bsinv (v)z b a+bcosv v" always has the same sign as . it permutes the geodesic for which (d') p = a with the one for which (dv) p = a. The intersections of planes through Oz with M are geodesics. Thus if du 96 0 at some point. it is the circle of radius a + b centered at O in the plane z = 0. (E) remains satisfied. v. We have dv dt d dut ' d d2 d2u dtz 2 b sin v a + b cos v v' (du) 2 dt J ' =v"(dt)z+v a2. .ut are those which are in a plane through Oz.) > 0 and va(u) < au. The geodesic for which (d')p = 0 has for equation v = 0. The equation of a plane orthogonal to Oz is z = zo. vo. 0. Then (u/u.sin v.. Then u = uo + At is a solution of the first equation. (t&. is = At. Define w = lima.. Let v' and v" denote 9Z and d respectively. A). du = 0.v) is a symmetry with respect to the plane z = 0. w'(0) = 1. then du does not vanish. 0) = P is the point of coordinates (a+b. v = vo + At. v/ ." are of the order of a. and the equations have a solution u = uo. the solution is unique according to Cauchy's theorem. This implies du = 0. The geodesics which are in a plane orthogonal to Oz are those which are in the plane z = 0.ve). thus v = vo. For any A. 0. When initial conditions are given. V'a. du never vanishes and we can choose is as parameter. v = vo +. h) If d" = 0 at (uo.o(va/a). Hence v = kir (k E Z). then u(t) = uo and v(t) = vo + At is a solution of the equations.Solutions to Exercises and Problems 161 The equation of a plane through Oz is u = uo. but the second then implies sinv = 0. ua[. j) 0(0. whatever t. On )0.
DyZ)vi k . Y) = E(vi. Z)]vii=1 i=1 The result follows since E(vi. We saw that. T) = g[R(X. Solution to Problem 5. Questions (a) and (b) are solved in Problem 5.E fi(Y.E[DXti(Y. E(v. We saw also that if a is small enough.43. n+b then ua is close to uo and smaller than 7r/2. va(ua) is close to 1) Since we have va(0) = 0 and va(ua) = 0. ei(X. d) We have DXDyZ = bx[DyZ  k ei(Y Z)viJ i=1 k = DXDyZ k k £ (X. X) since E(vi. They have the same length 1a. c) We have E(vi. Z)DXVi . Z. DXY) _ £(v1.T] .Y)Z. by symmetry that implies va(2ua) = 0.Y. then ua exists and la < (a + b)ir.2 ti (X. Y]) = 0. There are three geodesics from P to Q: this geodesic. DXY). when a tends to zero.T) = 0 for any 1 < i < k. X) is a symmetric bilinear form. the one with (du) p = a and the arc of circle in the plane z = 0. [X.162 5. Thus f (Y.32. Y) = 0. Since DE = 0. Riemannian Manifolds Thus w( u) _ b Va+bsin (V bb +b1 uJ n+b w' vanishes for the first time at uo = z If a is small enough.DyX) = 4(Y. la to = 2(a + b)uo = b(a + b). Y)vi As the Euclidean connection is without torsion.. e) We have R(X. Y) = E(DXvi. Thus k DXY = DXY .
have the same sign or some A. Necessity.DybxZ .. Thus R = 2A1A2. 'on (xo)) defined on a neighbourhood of 0 E R. and x1. .Dy DX Z ..T) = R(X. the left hand side above is zero by hypothesis.h)]. If h is invariant under G. in a unique way according to the implicit function theorem. tp*g = I'f'*9I1rn919I1/n is of the form efg. Then R(X. Sufficiency. The result follows from (d). thus Cxh = 0. Z. a) We have (cp h) = Bpi [ h . SO 1Cxh = 0. thus O*h = IG*9I1/"*9 = ef9/ef I9I'In = h.. c) We have L = Y. consider the map r: (x1. y)12. Y. X. Moreover. 0 Yn is invertible. Thus r is a diffeomorphism of a neighbourhood 9 of 0 E Rn onto a neighbourhood of P. Sufficiency. Passing to the limit leads u a to d(sh)/dt = O Cxh. If 10 is a conformal transformation. Then xe = (x). h is invariant under G. Solution to Problem 5.Y. Lx h = 0 implies Ot h = c h = h.2... z"`1. t form a coordinate system on this neighbourhood. choose a basis Xt of TQ(M) such that a is diagonal. x2. Since Y" 0. 163 e(DXDyZ . X.. So we can express t as a function of the coordinates of x... 0.[e(X. since two A.. f) Ifk=landn=2. 0 Yl . . Choose two orthonormal vectors X. 0 y2 1 0 0 . X. in a neighbourhood of P.. (1pi (xo). Indeed.. X)e(Y. Y)Z = DX Dy Z . then R(X. If k = 1 and n > 2. Necessity. t) . X j. All these values cannot be negative.. 1pt (zo). Y) = A1A2. are zero. . . 1. Y.y) Z.44. b) We have jO*9I = enf I9I .DpX.Solutions to Exercises and Problems with R(X. y) .D1X. T) = 0... Then 1 0 1 (Dr)o = 0 . Cxh = 0 implies 'Ge h = h. Xj) = A{A f. y) = t(X. Y such that t is diagonal and R(X. Consequently.y1Z.
Now we know that there is a unique geodesic y (u ' y(u)) from expp sX to Q included in 0 (y(0) = Q and y(rs) expp sX).t j I.45.8j9. we have Yi = 1) for i < n ViY' _ . Solution to Problem 5. since it is a tensor equality. Thus the geodesic C(s) extends for r < s < r+e. Qi) . = I9I1/n 11C y9  n 1911Gy 1919] = 1 IgI1/n {c9_ t(9i)GY9ij)9 . b) Let y(u) be the geodesic of W from C(t) such that Cdulc(c) d dtt))C(t) Since W is compact. Then Qi = expp tiX (i E N) is a Cauchy sequence. a) Choose X such that IIXII = 1.r.'A Q. i] 91CCygij = 9:3an9ij = 21'. and {ti } is a Cauchy sequence. Riemannial.'(t)/dt. it is valid in any coordinate system. but there is only one geodesic with given initial data C(t). Because of the uniqueness. namely (d(. . Y) exists for any u E ] .164 5.r. Since Y = and Y' = 1. r being the largest real number having this property (r exists according to Theorem 5.11). 1 £1 h. The proof is by contradiction. Let {ti } be an increasing sequence such that ti . Q when t . W is complete and y(u) extends itself infinitely. there exists an s such that expp tX E I2 for s < t < r. in this case t is the arc length. Q. e > 0 smaL. Since expp tX . According to the hypothesis y(u) is a geodesic of M. The equality is proved in a coordinate system.qiY' + rijYj = rin = and 29'j [O pnj + an9ij . Q = exprX. There is a neighbourhood It of Q where expel is a diffeomorphism. Let Y = Fu )Q.t) = expp tX.)C(t) Thus C and y are the same. e[. Since M is complete. Suppose that expp tX is defined for 0 < t < r.e. Manifolds d) In this coordinate system. The geodesic has an end point. Now we use the theorem on the exponential mapping . d(Qi. Then . we suppose r finite. y(r . there exists Q E M such that d(Q. 0 when i oc. Qj) < I ti . Indeed. Let us compute gijCygij.n = 2V1Y' since g'2 = gJ'. This is in contradiction with the definition of r. then y(u) = C(u.
(n 1) > 0. A + expQ0 AY is a geodesic of M.1. because p + q . The vector fields 8/8x' are parallel along C. e) Let X (t) be a parallel vector field along C. Thus f (A) > r. Since A i 7. (&YA(t)) dA = X(t) and X(t) = > X' .(V) does not reduce to zero. dc) = 0 and according to c). Indeed. thus ryo(t) = t and yo(t) = 0 for i > 1. (M) a X(0) + X(T) E TQ®(M) is injective. since the Christoffel symbols vanish on C. such that d(P0. Choose A small enough so that the geodesic 7a lies in the coordinate system.(t) satisfies the geodesic equation.Q0)=r>0. X (t) and t _. Z) . included in V since Y E TQa (V).. a=o . However. it follows that H f) TO. Then yo(t) = C(t). Since f (A) > f (0). A) + rya(t) is C°° differentiable.. The norm of X (t) is constant along C.13. So the map T.. Thus dim H = p. Thus r is achieved: There exist P. we have f'(0) = 0. Also. Likewise A exppe AX(0) is a geodesic of M. Indeed.expR Z is C°G differentiable.=a \ a ) c(t) with each X' = Constant. Since dim TQo (V) = q with p + q > n.Q) > 0 is continuous on a compact set. since 9(X (t).Solutions to Exercises and Problems 165 c) We have dC/dt = 8/8x1. we have ( x _ n(t)) (d Wi(t)) A=O Wi(t)) Cd = U. We have 8A = 0 and 9+i(iu(t)) 1 A=O dt dt = 1 since (8kgtt)c(t) = 0 (the Christoffel symbols vanish on C). g) The function A f (A) _ 0 9ai(1'a(t)) 'a d2j ek. C(t) are C°° differentiable. gr(t)(X(t).(W). so DA (mss) =0. Thus dim(H +TQ0(V)) < n .X(t)) = Constant since the covariant derivatives D(cfdt of g and X(t) are zero. a d(P. included in W since X(0) E Tp. it is an isomorphism. and Q. ( )QQ is perpendicular to H and to TQo (V) according to Proposition 5.dt dt is C°O differentiable. d) The map W x V 3 ( P . Thus (t. f) t _. and we also know that (H.
. Pj) with Pi = ir(P1). Riemannian Manifolds since the Christoffel symbols vanish on C. by definition of a covering manifold. P belongs to 01i and is . Pj) < p/2. Thus there exists P E Cl n it1(P) such that Pj+P'when c) Any point of C admits a neighbourhood 11 such that ir'1(fl) is diffeomorphic to fl x F. g). since some arcs of e may have the same projection. 0 Since 497k(C(t)) = 0. thus f"(0) > 0.46. 01. If C satisfies the geodesic equation. since any point P E W admits a neighbourhood diffeomorphic to a neighbourhood of P = ir(P). Thus L(C) _> L(C). a) Let [a. So if l = j =1 in the expression of Rk1ij.(t)Xk(t) X(t) and dc are unit vectors (gik(C(t))Xi(t)Xk(t) = 1). But as dryo/dt = 0 when 1 > 1. f12. then f"(0)=. cover C. d(Pi. So when we compute f"(0). Let P be the limit of {Pi}. ilk. we obtain f "(O) = 2 f O 911(C(t))Xk(t)X(t)dt. P5) < p/2. Set C(t) = it o e(t). aft . a finite number of these neighbourhoods. which is a contradiction. Since d(Pi. According to (a). There exists k such that if i > k and j > k then d(Pi. Solution to Problem 5. 0 0. with F a discrete space. b] 3 t ' C(t). it follows that (191t9jk)C(t) = 0. we get v (X(t). Thus {P1} is a Cauchy sequence in M. f is minimum at 0.166 5. b) Let {Pi} be a Cauchy sequence in (W. Pi belongs to an open set 0 of B(p) x F which is diffeomorphic to B(p) by 7r/S2. dc) > 0. We can have strict inequality.J a(X(t). Indeed. since 1 = Rk111(C(t))Xk(t)X'(t) _ 28ik911X. all points Pj for j > k belong to Sl. So in that case Wp n V. Pj) > d(Pi. h) If o. P admits a neighbourhood B(p) of radius p centered at P such that ir1(B(p)) is diffeomorphic to B(p) x F.(X (t). so does C (it is a local condition). we can get something which is not zero only if we differentiate 9ij twice. Since C is compact. o )dt<0. Locally dC dC 9 dt . dt =9 (dC dC) dt . which is compact.
0) = C(t) and 0(t.. all x [0. ell). Let 4)1 be the inverse of 1r/521. for instance. b] x [0. d) Since Co is homotopic to C. Then ('1(Cnf21) is an arc [a.Solutions to Ekerciges and Problems 167 diffeomorphic to f21 by 7r/521. el )..1) = o G(t.1) for (t. 1) = co(t). C would be closed.1) = P. 04. by the construction above 1 will be close to C. = G(t. A) would be a continuous map of [a.11 into M such that F(t. thus homotopic to zero since W is simply connected. 0) = C(t) and G(t. f) We saw (question a)) that 7r(j) is a geodesic from Q to Q. Indeed. Co(b) = C(b) = P. flk is also a covering of G([a. Moreover ir(7) is also a geodesic at Q. b] x [0. If C(b) = P. Then (t.1) E jai. A) be a continuous map of [a. We construct an arc e of M which is locally diffeomorphic to C.1) is a continuous function in lr1(P) = F. This is impossible. . We choose C(al) E 7r'(%) n t. Thus there exists a continuous map G(t. . (C n %). from C. Since f (R) > 0 and M is compact.1) = Co(t). because then the curve ^' constructed above would be strictly smaller than f (Q).1) for (t. . thus this function is constant. there exists a continuous map G(t. and so on. we would have C homotopic to zero. Thus k is close to P and R . lk is a covering of C. 0) = C(t) and F(t. as otherwise there exists a curve ' close to a(y). f (R) achieves its minimum at least at one point Q E M. and its length is f (Q). We have proved the existence of a shortest closed geodesic in any houmtopy class. l) of [a. ell. . By 7r. we obtain C2 just as we obtained CE. A) + F(t.. Then I .1) = P. And so on. From CE.f (R) is continuous.\) = Yr o F(t. And so on. 0) = C(t) and F(t. which is in contradiction with the hypothesis. %. Set G(t. 1) of [a. ell . C(al) belongs to 4 and is diffeomorphic to ftra by 7r/52.1] into W such that 67(t.1] into W such that F(t. such that its length is smaller than f (Q).. 1) _ $s o G(t. Then we consider the curve CE. e) If we choose R close to P and it close to P. 01.. let F(t. G(b. .1) into M such that G(t.1) E [0. b] x [0. thus homotopic to 7r(5). b] x [0.al[ W. b] x [0. For A small enough (A < el ). aril x [0.
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Nevertheless.3. on the scalar curvature problem. For example.2. A pioneering work has been completed by Yamabe [161. at least three of which we will give below. This is a geometrical problem which we will transform into a problem in analysis. Therefore Yamabe considered the conformal metric g' = efg. The Yamabe problem.5. analysis has been used in order to try to solve problems in geometry. 169 according to 5. Yamabe wanted to prove that on a compact Riemannian manifold (M.. In Chapter 5.rtut . For leas than forty years. we have acquired enough knowledge to study nonlinear problems in Riemannian geometry. 6.. where f is a C°° function on M. . Let us compute R' in terms of f.It = 29im(9mki%f + 9miOkf . If we are in a local chart. Vilk and i i denote the Christoffel symbols corresponding to 9' and g respectively: I. We suppose R is not constantotherwise we have nothing to do. g).1.9ik8mf ).Chapter 6 The Yamabe Problem: An Introduction to Research 6.. g) of dimension n > 3 there always exists a metric with constant scalar curvature. for solving then it is necessary to know some theorems in functional analysis. the simplest is a conformal one. Let R be the scalar curvature of (M. If we think of all possible changes of metric. 6. let us study the Yamabe problem..
rik) + rimrk .f On this expression we do not see how to proceed to find a function f such that R' is constant. The Yamabe Problem To simplify we assume that the coordinates are normal at P for g (gij(P) = S? and rikj (P) = 0) (see 5. rr'm Thus at P R'kj Rkj =ai(rkrk) a(rikrik)+rimrk R'kj Rkj 1 im = 29 (9mkaij f + 9mjafksl .9. Thus.f) .rik .9jmalf)(9gka.Rkj = (28kj f + Of9jk) . To simplify the equation.rj".4(n(9jfakf +2akfajf 2O''fO. R'. + 4(8mf +namf amf)9m`(9(k8jf +9ljakf 9jka. contracting (1) by gkj. and R'kj . R'kj ..9ikagf)9i'9"'q.4 (91m8jf + 9ljamf . (2) R'ef . . we obtain. Yamabe considered the conformal deformation in the form g' = p4/(n 2).nV'f01.2 (n8kjf) + 4 (2akfajf .f + 9giakf 900j)..f + 9giakf .Rkj = (1) n2 VkVj f + 2Of9jk 1 2 +n4 2vkfvjf  n4 20" foJ9jk We have equality between two tensor fields.9jkaimf ) .OV I VVI9jk) . so the identity holds in any coordinate system.fgjk .Rkj = n 2 2 akjf + 21f9jk+ 1 n2akfajf .29im (9mkaijf +9miOjkf 9ikajmf ) jmik .Rkij = rjk)  aj(rik .!(9agajf + bjVg f if )(9gka. .fgjk).R = (n1)Of .7): R'kij . since 9''j = ef 9'?. Now w must be strictly positive...170 6. 1 .(n2)(n1)0°f 4 O.
If we set V = yi. The Yamabe problem is a geometrical one: find a metric with constant scalar curvature.5. Consequently u'(P) = Ii(Q) = 1. R'V.T 8ku'). We have to consider.An Introduction to Research Letting f = n422 LogV in (2). If k = R' < 0 we easily see that (4) has only one solution rG . It is a problem of PDEs (PDEs means partial differential equations).1)A (n . if k and R' are constant. one of the most powerful is the variational method.1)Ap 2) with cP>0. In the negative case. we find that (3) 171 (4(n n. thus < Rt'(Q).2) + RV. if there are two solutions of (3)./ = Constant. then 0 = (R/R')(i2)/4 is the unique solution of (4). Thus R and R' have the same sign (or are both equal to zero). The solutions of (4) are proportional. then 0& = 0.2 > Rrp(P). Now at a point. Now let us integrate (4) with respect to the metric (5) kf dV R' J 0'67 since f O. We have proven that if we look for a conformal metric. negative or zero. the new scalar curvatures of them have the same sign. . The variational method. If R = R' = 0.. a functional I bounded from below on A such that the Euler equation of the variational problem . assume that g' has constant scalar curvature R' and g = y4/(a2)g has constant scalar curvature R. we find that We have proven that there are three cases. is minimum we have(Da')Q < 0.4.1. this is possible since 'P and y are strictly positive. on a set A of functions. and in the negative and zero cases the solutions of (4) are proportional. and we find that V. the problem is equivalent to proving that equation (3) with R' = Constant has a strictly positive C00 solution. hence u. Indeed. according to whether R' is positive. Q where V.(n+2)/(n2) Here 9''(d jV./'dV = 0. and u'(Q)4/(n2) > 1. Indeed. How can we prove the existence of a solution of (3) with R' = Constant? There are several methods for solving nonlinear equations. at a point P where ip is maximum we have (4 )p > 0. 6. thus R'Vi(P). Thus g' = 14/(n2)g and (4) 4(n . It is easy to see that. = jeV.(P)4/(n2) < 1.(Q)L(^±2i 6. This is an elliptic equation (the Laplacian operator is elliptic) which is nonlinear: the exponent in the right hand side is greater than 1. Let us compute R' in the metric g.
none. as we will see. 2) l We have to use the fact that DI(v) is proportional to DuK(v). Assume that we choose for A the set of CO° strictly positive functions V such that IIPIIN = (f l/N Ic INdV) = 1.. we can write the Euler equation only if u E A. . I(uj) = p. DuI(v) = 2 Jv r 4(n .2) V`uViv + Ruv dV.2 Du + Ru = lrlul4/(n2)u if the constraint is K(u) = 11N. Indeed.2) Indeed.1) V'uQ. the limit of a subsequence (u. The constraint which Will give j.172 6. The Yamabe Problem is (3). Now we have to choose the set A.). even impossible..6. the inf of 1(u) on A). The 'Sobolev imbedding theorem. 6. is a strictly positive C°° function. give twice the left hand side of (3) is I(u) _  4(n . Du[(u2)N/2](v) = 2 (u2) i l2uv = The functional which will. For this reason. On the other hand. Here R' appears as a Lagrange multiplier. In practice. it is not so easy. Thus the Euler equation is 4n1 (6) (n .} which converges to a strictly positive solution of (3) with R' = Constant. This is roughly the idea of the method. Then. For some equations. p is the Lagrange multiplier: multiplying (6) by u and integrating lead to I(u) = pNK(u). {u. we can imagine several functionals. we obtain Du1(v) 2 j l (nn. for of hers there are. If we formally perform an integration by parts.7.(n+2)/(n2) is K(u) = N J nf I uI NdV with N = n2n2 NIuI4/(ii2)uv.} (i E N) being a minimizing sequence (i. we introduce the Sobolev space H1. 6.e. to prove that u. {u$} C A and limi. It will be very difficult.1) (n . we try to exhibit a subsequence {u?} c {u.1) Au + Ru J vdV. Indeed..u + Ru2)dV. (n .
then Jul E Hl and IVIull = IVul almost everywhere.2) O Vu p2 <.e. without loss of generality we may suppose that the volume V is equal to 1. and obviously K(u) = K(Jul). 0) IIU. It is a Hilbert space. and a homothetic change of metric is a conformal one.inf (R.0)V2/"IIuIIN = inf(R. = (IIVu!I2 + IIu1I2)1/2.An Introduction to Research Let E be the set of C°O functions on M endowed with the norm IIuIIH. We have only to choose k = V2/". choosing a constraint like u > 0 implies several difficulties (we cannot write the Euler equation when u is zero). Let us consider a minimizing sequence {i4} C A: 1(uj) . and the limit u will be positive or zero: u = Jul. Moreover. there exists a constant C such that any u E Hi satisfies nuIIN < Coup). In general. according to Holder's inequality.0)IIu0I2 >_ inf(R. Henceforth we assume that the volume is equal to 1. Hence equation (6) is equation (3) with R' = p. Moreover.2) JM RuadV and A = {uEH?. We can suppose I(ur) < p+1. the Sobolev imbedding theorem (see (2]) asserts that H? C LN for compact Riemannian manifolds. Observe that 1(u) > inf(R.p. by a homothetic change of metric we can set the volume equal to 1.1) fm IVuJ2dV + (rt . 2 . These difficulties are not present here. IIu D2 < HwlIN =1. 4(n 2 . Let g' = kg with k > 0. Indeed. its L2 norm is (fv V1uV'udV)'/2 The Sobolev apace H1 is the completion of E with respect to the norm II IIH2. Indeed. then V1 = J dV' = k"/2 J dV = k"/2V.0)V2/". and that the inclusion is continuous (i. 173 The gradient is ]VuJ = (V{uViu)1/2. the Euler equation can be written without any technical problem.it + 1. Here V = fu dV. Thus the inf of 1(u) on A is equal to the inf of I(u) on A = {u E H1 I IIUIIN = 1}. Therefore. u >_ 0 1 IIu1IN = 1}.u>0I IIuIIN=1}. According to Holder's inequality. 8.112< Constant.8. Let us prove that p = infA I(u) is finite. we will choose A = {u E H1. it is a fact that if u E H2 . we have I(u) = I(Jul). We therefore consider the following variational problem: find inf I(u) for U E A. To solve the variational problem. Recall that I(u) = 4(n . which makes sense according to the Sobolev imbedding theorem.
.174 6. .e. according to the Kondrakov theorem. and some regularity theorems imply w E C.} such that uj 4 w weakly in Hl (i. Thus we have IIuj112 11w1I2. Returning to our problem.e. the inclusion H1 C Lq is compact for 1 < q < N = 2n/(n . uj)Hi . One can prove that Ilweak l m ll <in ll II. for any u E Hl. if {u. on compact Riemannian manifolds. we can choose the subsequence {uj} such that uj .2) fm V'wVivdV + f RwvdV = µ f wN1vdV. V RwvdV. u > 0 for 2 < q < N. Assume that we are able to prove that IIwIIN = 1. Weak convergence.. for any v E H?. That is.) of {u. in par'ticular. thus (7) dwIIH. This is why Yamabe considered an approximated equation (8) 4 (n . } in M12. which satisfies equation (6) weakly in H12. w $ 0. It is easy to verify that convergence in H1 (1 uj . v v Indeed. We say that w is the weak limit in H1 of the sequence {uj}. 1(w) > µ). 4(n . 0) implies weak convergence. This implies. Unfortunately it is impossible to prove that (lw11N = 1. there exists a subsequence which converges in Lq. (u. We have used two theorems. Thus w satisfies equation (6) in the sense of functions.9.10.liminf Ilujllfn 6. we now have to use a third theorem. So we have exhibited w E H12. the Kondrakov theorem (see [21).w q.0 6. It asserts that. that there exist w E H1 and a subsequence {u. v We infer that I (w) < µ = lim 1(u j).(u. This means that. the Sobolev theorem and the Banach theorem.f Ruj2dVI <supIRlllwujlI2(Ilwll2+IIujII2). w > 0.> I l V u j 112 according to (7)..} is a bounded sequence in H1. The Banach theorem (see [2]) asserts. I7 in L2 and also uj 0 a.} is bounded in H12 6. w)Hl as j ' oo).2). Then w E A and I(w) =. that in a Hilbert space the closed unit ball is weakly sequentially compact. for every bounded sequence {u. I I V w 112 <. It is not difficult to prove that in fact w = T.f RwvdV. We then write the Euler equation.11.u according to the definition of At (if w E A.1) Au + Ru = icquq1. (n M M The maximum principle then implies w > 0. and f Ru3dV . <.lim inf j _. The Yamabe Problem Thus the sequence {u.
Perspective in research.12. We can also consider generalised versions of the Yamabe problem. Consequently 1 = IIu. where it is the socalled Nirenberg problem. µ is defined in 6. For example.1)w2n/" Thus the Yamabe problem is solved. there exists a strictly positive solution w E COO of (3) with R' =. 6. If the manifold is not conformal to the sphere. One may pose the same problem on complete noncompact manifolds. Thus wq E A.. now 175 Aq={uEH?. We always have is < n(n If s < n(n . positive. the equation to solve is (see (2) with n = 2) AV+R= fe`e. There are only a few results. On compact Riemannian manifolds.u and IIwlIN = 1. negative or zero (according to the sign of u in the compact case).8.12 is strict. see [1] or [2]). 6. Here w is the volume of the sphere of radius 1 and dimension n. it is not clear that there are three different cases. and wq satisfies equation (8). and they are different from those on compact manifolds. We ask the following question: Does there exist a conformal metric g' for g such that R' = f? In dimension n > 3. In dimension n = 2.u>0 Ilupq=l}. that the inequality of Theorem 6.g). . For instance. we can choose the subsequence {ul} such that u1 + wq in Lq. . According to the Kondrakov theorem. In order to see. Nevertheless. There always exists a conformal metric g' such that R' = Constant (the sphere has constant curvature. let us consider the prescribed scalar curvature problem: Let f be a C°° function on the Riemannian manifold (M. Indeed.An Introduction to Research For this equation the proof above works. this problem is equivalent to solving the following equation: (n . we can prove that p < n(n . Theorem (Aubin. This is difficult. hence constant scalar curvature).IIq ' IIwgIIq.1)w2n/". This problem is particularly hard on the sphere.1) 4(n)Ocp+R = fcp(" s).13.. Now we have to see what happens when q + N. the Yamabe problem is solved. tp>0. we have succeeded in proving the following. we have to put test functions in the functional I.
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: Foundations of Differentiable Manifolds and Lie Groups. 1963. The University Press of Virginia.: Differential Geometry..: Riemannian Geometry. S. 1979. Publish or Perish. (151 Warner. 1987.: Differential Geometry (5 volumes). New York.: Lectures on Differential Geometry. H. 1965. Lie Groups and Symmetric Spaces. 2137. D. G. [131 Spivak.: Varietes diffdrentiables. Grenoble 22 (1946). S. New York. G. Interscience.: Nonlinear Analysis on Manifolds. [61 Lichnerowicz. Osaka Math J. S. Berkeley. J. Dunod. [141 Sternberg. Amsterdam. and NorthHolland.: Morse Theory (Annals Studies 51).: Sur la thdorie des formes differentielles harmoniques.: Topology from the Differentiable Viewpoint. 1969. T. 1955. New York.: Ggomktrie des groupes de transformations. Academic Press. R. [101 Narasimhan.: Foundations of Differential Geometry. New York. and Lafontaine. NJ. [7) Malliavin. 135152. Academic Press. 1978. SpringerVerlag. Paris. SpringerVerlag. J. 1998. [21 Aubin. (11] de Rham. Univ. P. Englewood Cliffs. SpringerVerlag. 177 .1. Paris. 1958. [31 Gallot.. Hermann. [161 Yamabe. [4J Helgason. PrenticeHall. and Nomizu. 1121 de Rham. MongeAmpere Equations (Grundlehren 252).: Some Nonlinear Problems in Riemannian Geometry. T. 1971. A. Masson. New York. 1971. Ann. Paris. 151 Kobayashi. Paris.. [91 Milnor. 1982. [81 Milnor. Press. Princeton Univ. New York. F.: Analysis on Real and Complex Manifolds. . I and II. Hulin. 1972. S. 1963. M. Hermann.: Gdometrie diffenentielle intrinseque.Bibliography [11 Aubin.: On the deformation of Riemannian structures on compact manifolds. 12 (1960). K.
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8 diffeomorphiam ILlS differentIable set 03 system 514 013 511 compact set (LB compatible (vector flelde) 2.1 covering manifold LiZ 5. 5.2 covering 0.9 tensor 5.11 complete 0.39 thInner Liii aitical point chart L4 Chr4..2 Riemannian d.3.15 set 03 system 314 sectIonal 5. contravariant QJA coordinates L4 geodesic 512 normal cotangent bundle 23 countable at Infinity Liii covariant (Index.24 completely integrable 2.35 2.35 113 dIfferentIal 2.39 class conformal metric 03 [Aconnected 03 connection 4.2 form 3.15 contraction (of indices) 022.1 Ricci &9 scaler 5.stoffel symbols 4.25 179 .15 functIon Lfl manifold 1.8 bundle 211 theorem dependance on Initial condition 0. tensor) covenant derivative of a tensor field 413 of a vector field 4.24 Banach'a theorem 5.8 with boundary 2.9 basis 23j Betti numbers 5.Subject Index adjoint operator flJfl algebraically equivalent (systems) 311 arc U arc length &3 Aseoli's theorem 0.fl boundary 2. closed curvature definitIon 4.25 Blanchi's Identities 413.flnltion L4 equivalent L5 Banach space 0.
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24.11 R 5.9 4. n > 2.7 DxY or D(X. Rn is the Euclidean nspace.25 d(P. 2.. 0. C..:S. ]a. in R" (or (z. 9) Riemannian manifold. g`1 the components of g 5. Positive means strictly positive.23.Notation Basic Notation We use the Einstein summation conv ration. 0.21.6 f'(x) differential of f at x. We often write 8+ for 8/& and Al for 8i8j.Y) dxj 0. the set of real numbers. with points r = (xi. xi E R.(R) real projective space.. 2. 5. 1.23 4. n E N. x. 0.2 expp(X) 5.j. 0.2 Riemannian metric. or Af manifold of dimension n.34 Sn E is the Euclidean metric 5.P)ipi d exterior differential. (a.4 M. V.. xn). 2. 5.45 P.5 Cx Lie derivative with respect to X. . When it is not otherwise stated.26 dV Rlemannian volume element. Q) distance from P to Q.1 9. 5. 1.1 O(n) 2.9 the sphere of dimension n 183 .23 g CC = nl/(n . Cdifermaiable function. 5. b) may also be the point of R2 whose coordinates are a and b. b( or (a. Compact manifold means compact manifold without boundary unieas we say otherwiseM is the set of positive integers. 1.1 (Mn. Nonnegative means positive or zero.4 R(X. x2. b) means an open interval in R.25 di dtial off.Y) E={xERn(x1<0) 2. a coordinate system (mil I 5. 3.26 manifold. Notation Index Ck . t) in R") is chosen to be orthonormal. Sometimes we write V 1 for V1V1.
abrl ® 8/8si 4.13 . 2.9 T(n.15 terror product. 2. 0.6 p) 2. 0.14 A(M) 2.5 5.5 A Laplacian operator.15 * adjoint operator.22 W. 4.k) 7'.35. 028 AD(M) o(X.p. 5.3 [X.14 4.Y) eectJooal curvature. 4.17 Kronecker's symbol. 2.3 T(M) 2.7. (M) 2. x 4!" 2. 2.1 codifierentiaL 5.5 T.5 T(X. 5. 2. 5.18 8M boundary of M. 5.20 1.22 # Lebesgue measure.Y) 4. S.4 (8/8x4) p tangent vector at P.14. Vu 4. Y) bracket.14 ri`i Christ" symbols. 2.21 2.(M) 1'(M) space of vector 8ekie on M.38 b 'R 1. 5.6 2.13 VY = V1Y.23 the 1 Potncar4 characteristic.184 Notation Tp(M) 2.3.5. the volume of the unit sphere S.
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