C A L T E C H

Control & Dynamical Systems

Differential Forms and Stokes Theorem

Jerrold E. Marsden
Control and Dynamical Systems, Caltech
http://www.cds.caltech.edu/marsden/
Differential Forms
 Main idea: Generalize the basic operations of vector
calculus, div, grad, curl, and the integral theorems
of Green, Gauss, and Stokes to manifolds of
arbitrary dimension.

2
Differential Forms
 Main idea: Generalize the basic operations of vector
calculus, div, grad, curl, and the integral theorems
of Green, Gauss, and Stokes to manifolds of
arbitrary dimension.
 1-forms. The term 1-form is used in two ways
they are either members of a particular cotangent space
Tm M or else, analogous to a vector field, an assignment
of a covector in Tm M to each m M .

2
Differential Forms
 Main idea: Generalize the basic operations of vector
calculus, div, grad, curl, and the integral theorems
of Green, Gauss, and Stokes to manifolds of
arbitrary dimension.
 1-forms. The term 1-form is used in two ways
they are either members of a particular cotangent space
Tm M or else, analogous to a vector field, an assignment
of a covector in Tm M to each m M .
 Basic example: differential of a real-valued function.

2
Differential Forms
 Main idea: Generalize the basic operations of vector
calculus, div, grad, curl, and the integral theorems
of Green, Gauss, and Stokes to manifolds of
arbitrary dimension.
 1-forms. The term 1-form is used in two ways
they are either members of a particular cotangent space
Tm M or else, analogous to a vector field, an assignment
of a covector in Tm M to each m M .
 Basic example: differential of a real-valued function.
 2-form : a map (m) : TmM TmM R that as-
signs to each point m M a skew-symmetric bilinear
form on the tangent space TmM to M at m.
2
Differential Forms
 A k-form (or differential form of degree k)
is a map
(m) : TmM TmM (k factors) R,
which, for each m M , is a skew-symmetric k-multi-
linear map on the tangent space TmM to M at m.

3
Differential Forms
 A k-form (or differential form of degree k)
is a map
(m) : TmM TmM (k factors) R,
which, for each m M , is a skew-symmetric k-multi-
linear map on the tangent space TmM to M at m.
 Without the skew-symmetry assumption, would be
a (0, k)-tensor .

3
Differential Forms
 A k-form (or differential form of degree k)
is a map
(m) : TmM TmM (k factors) R,
which, for each m M , is a skew-symmetric k-multi-
linear map on the tangent space TmM to M at m.
 Without the skew-symmetry assumption, would be
a (0, k)-tensor .
 A map : V V (V is a vector space and there
are k factors) R is multilinear when it is linear
in each of its factors.

3
Differential Forms
 A k-form (or differential form of degree k)
is a map
(m) : TmM TmM (k factors) R,
which, for each m M , is a skew-symmetric k-multi-
linear map on the tangent space TmM to M at m.
 Without the skew-symmetry assumption, would be
a (0, k)-tensor .
 A map : V V (V is a vector space and there
are k factors) R is multilinear when it is linear
in each of its factors.
 It is is skew (or alternating ) when it changes sign
whenever two of its arguments are interchanged 3
Differential Forms
 Why is skew-symmetry important? Some examples
where it is implicitly used

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Differential Forms
 Why is skew-symmetry important? Some examples
where it is implicitly used
Determinants and integration: Jacobian determinants in the change
of variables theorem.

4
Differential Forms
 Why is skew-symmetry important? Some examples
where it is implicitly used
Determinants and integration: Jacobian determinants in the change
of variables theorem.
Cross products and the curl

4
Differential Forms
 Why is skew-symmetry important? Some examples
where it is implicitly used
Determinants and integration: Jacobian determinants in the change
of variables theorem.
Cross products and the curl
Orientation or handedness

4
Differential Forms
 Let x1, . . . , xn denote coordinates on M , let
{e1, . . . , en} = {/x1, . . . , /xn}
be the corresponding basis for TmM .

5
Differential Forms
 Let x1, . . . , xn denote coordinates on M , let
{e1, . . . , en} = {/x1, . . . , /xn}
be the corresponding basis for TmM .
 Let {e1, . . . , en} = {dx1, . . . , dxn} be the dual basis
for Tm M .

5
Differential Forms
 Let x1, . . . , xn denote coordinates on M , let
{e1, . . . , en} = {/x1, . . . , /xn}
be the corresponding basis for TmM .
 Let {e1, . . . , en} = {dx1, . . . , dxn} be the dual basis
for Tm M .
 At each m M , we can write a 2-form as
i j
m(v, w) = ij (m)v w ,
where  

ij (m) = m i
, j ,
x x

5
Differential Forms
 Let x1, . . . , xn denote coordinates on M , let
1 n
{e1, . . . , en} = {/x , . . . , /x }
be the corresponding basis for TmM .
 Let {e1, . . . , en} = {dx1, . . . , dxn} be the dual basis
for Tm M .
 At each m M , we can write a 2-form as
m(v, w) = ij (m)v iwj ,
where  

ij (m) = m , ,
xi xj
 Similarly for k-forms.
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Tensor and Wedge Products
 If is a (0, k)-tensor on a manifold M and is a (0, l)-
tensor, their tensor product (sometimes called the
outer product), is the (0, k + l)-tensor on M
defined by
( )m(v1, . . . , vk+l )
= m(v1, . . . , vk )m(vk+1, . . . , vk+l )
at each point m M .

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Tensor and Wedge Products
 If is a (0, k)-tensor on a manifold M and is a (0, l)-
tensor, their tensor product (sometimes called the
outer product), is the (0, k + l)-tensor on M
defined by
( )m(v1, . . . , vk+l )
= m(v1, . . . , vk )m(vk+1, . . . , vk+l )
at each point m M .
 Outer product of two vectors is a matrix

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Tensor and Wedge Products
 If t is a (0, p)-tensor, define the alternation oper-
ator A acting on t by
1 X
A(t)(v1, . . . , vp) = sgn()t(v(1), . . . , v(p)),
p!
Sp

where sgn() is the sign of the permutation ,


+1 if is even ,
sgn() =
1 if is odd ,
and Sp is the group of all permutations of the set
{1, 2, . . . , p}.

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Tensor and Wedge Products
 If t is a (0, p)-tensor, define the alternation oper-
ator A acting on t by
1 X
A(t)(v1, . . . , vp) = sgn()t(v(1), . . . , v(p)),
p!
Sp

where sgn() is the sign of the permutation ,


+1 if is even ,
sgn() =
1 if is odd ,
and Sp is the group of all permutations of the set
{1, 2, . . . , p}.
 The operator A therefore skew-symmetrizes p-
multilinear maps.
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Tensor and Wedge Products
 If is a k-form and is an l-form on M , their wedge
product is the (k + l)-form on M defined by
(k + l)!
= A( ).
k! l!

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Tensor and Wedge Products
 If is a k-form and is an l-form on M , their wedge
product is the (k + l)-form on M defined by
(k + l)!
= A( ).
k! l!
 One has to be careful here as some authors use different
conventions.

8
Tensor and Wedge Products
 If is a k-form and is an l-form on M , their wedge
product is the (k + l)-form on M defined by
(k + l)!
= A( ).
k! l!
 One has to be careful here as some authors use different
conventions.
 Examples: if and are one-forms, then
( )(v1, v2) = (v1)(v2) (v2)(v1),

8
Tensor and Wedge Products
 If is a k-form and is an l-form on M , their wedge
product is the (k + l)-form on M defined by
(k + l)!
= A( ).
k! l!
 One has to be careful here as some authors use different
conventions.
 Examples: if and are one-forms, then
( )(v1, v2) = (v1)(v2) (v2)(v1),
 If is a 2-form and is a 1-form,
( )(v1, v2, v3)
= (v1, v2)(v3) (v1, v3)(v2) + (v2, v3)(v1).
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Tensor and Wedge Products
 Wedge product properties:
(i) Associative: ( ) = ( ) .
(ii) Bilinear:
(a1 + b2) = a(1 ) + b(2 ),
(c1 + d2) = c( 1) + d( 2).
(iii) Anticommutative: = (1)kl , where
is a k-form and is an l-form.

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Tensor and Wedge Products
 Wedge product properties:
(i) Associative: ( ) = ( ) .
(ii) Bilinear:
(a1 + b2) = a(1 ) + b(2 ),
(c1 + d2) = c( 1) + d( 2).
(iii) Anticommutative: = (1)kl , where
is a k-form and is an l-form.
 Coordinate Representation: Use dual basis dxi;
a k-form can be written
= i1...ik dxi1 dxik ,
where the sum is over all ij satisfying i1 < < ik .
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Pull-Back and Push-Forward
 : M N , a smooth map and a k-form on N .

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Pull-Back and Push-Forward
 : M N , a smooth map and a k-form on N .
 Pull-back: of by : the k-form on M
()m(v1, . . . , vk ) = (m)(Tm v1, . . . , Tm vk ).

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Pull-Back and Push-Forward
 : M N , a smooth map and a k-form on N .
 Pull-back: of by : the k-form on M
()m(v1, . . . , vk ) = (m)(Tm v1, . . . , Tm vk ).
 Push-forward (if is a diffeomorphism):
= (1).

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Pull-Back and Push-Forward
 : M N , a smooth map and a k-form on N .
 Pull-back: of by : the k-form on M
()m(v1, . . . , vk ) = (m)(Tm v1, . . . , Tm vk ).
 Push-forward (if is a diffeomorphism):
= (1).
 The pull-back of a wedge product is the wedge product
of the pull-backs:

( ) = .

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Interior Products
 Let be a k-form on a manifold M and X a vector
field.

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Interior Products
 Let be a k-form on a manifold M and X a vector
field.
 The interior product iX (sometimes called the
contraction of X and and written, using the hook
notation, as X ) is defined by
(iX )m(v2, . . . , vk ) = m(X(m), v2, . . . , vk ).

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Interior Products
 Let be a k-form on a manifold M and X a vector
field.
 The interior product iX (sometimes called the
contraction of X and and written, using the hook
notation, as X ) is defined by
(iX )m(v2, . . . , vk ) = m(X(m), v2, . . . , vk ).
 Product Rule-Like Property. Let be a k-form
and a 1-form on a manifold M . Then
iX ( ) = (iX ) + (1)k (iX ).
or, in the hook notation,
X ( ) = (X ) + (1)k (X ).
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Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:

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Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:
If = f is a 0-form, then df is the differential of f .

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Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:
If = f is a 0-form, then df is the differential of f .
d is linear in for all real numbers c1 and c2,
d(c11 + c22) = c1d1 + c2d2.

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Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:
If = f is a 0-form, then df is the differential of f .
d is linear in for all real numbers c1 and c2,
d(c11 + c22) = c1d1 + c2d2.
d satisfies the product rule
d( ) = d + (1)k d,
where is a k-form and is an l-form.

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Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:
If = f is a 0-form, then df is the differential of f .
d is linear in for all real numbers c1 and c2,
d(c11 + c22) = c1d1 + c2d2.
d satisfies the product rule
d( ) = d + (1)k d,
where is a k-form and is an l-form.
d2 = 0, that is, d(d) = 0 for any k-form .

12
Exterior Derivative
 The exterior derivative d of a k-form is the
(k + 1)-form determined by the following properties:
If = f is a 0-form, then df is the differential of f .
d is linear in for all real numbers c1 and c2,
d(c11 + c22) = c1d1 + c2d2.
d satisfies the product rule
d( ) = d + (1)k d,
where is a k-form and is an l-form.
d2 = 0, that is, d(d) = 0 for any k-form .
d is a local operator , that is, d(m) depends only on restricted
to any open neighborhood of m; that is, if U is open in M , then
d(|U ) = (d)|U.

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Exterior Derivative
 If is a k-form given in coordinates by
= i1...ik dxi1 dxik (sum on i1 < < ik ),
then the coordinate expression for the exterior deriva-
tive is
i1...ik j i1 ik
d = j
dx dx dx .
x
with a sum over j and i1 < < ik

13
Exterior Derivative
 If is a k-form given in coordinates by
= i1...ik dxi1 dxik (sum on i1 < < ik ),
then the coordinate expression for the exterior deriva-
tive is
i1...ik j i1 ik
d = j
dx dx dx .
x
with a sum over j and i1 < < ik
 This formula is easy to remember from the properties.

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Exterior Derivative
 Properties.
Exterior differentiation commutes with pull-back, that is,
d() = (d),
where is a k-form on a manifold N and : M N .

14
Exterior Derivative
 Properties.
Exterior differentiation commutes with pull-back, that is,
d() = (d),
where is a k-form on a manifold N and : M N .
A k-form is called closed if d = 0 and is exact if there is a
(k 1)-form such that = d.

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Exterior Derivative
 Properties.
Exterior differentiation commutes with pull-back, that is,
d() = (d),
where is a k-form on a manifold N and : M N .
A k-form is called closed if d = 0 and is exact if there is a
(k 1)-form such that = d.
d2 = 0 an exact form is closed (but the converse need not hold
we recall the standard vector calculus example shortly)

14
Exterior Derivative
 Properties.
Exterior differentiation commutes with pull-back, that is,
d() = (d),
where is a k-form on a manifold N and : M N .
A k-form is called closed if d = 0 and is exact if there is a
(k 1)-form such that = d.
d2 = 0 an exact form is closed (but the converse need not hold
we recall the standard vector calculus example shortly)
Poincare Lemma A closed form is locally exact; that is, if
d = 0, there is a neighborhood about each point on which = d.

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Vector Calculus
 Sharp and Flat (Using standard coordinates in R3)
(a) v [ = v 1 dx + v 2 dy + v 3 dz, the one-form corresponding to the
vector v = v 1e1 + v 2e2 + v 3e3.
(b) ] = 1e1 +2e2 +3e3, the vector corresponding to the one-form
= 1 dx + 2 dy + 3 dz.

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Vector Calculus
 Sharp and Flat (Using standard coordinates in R3)
(a) v [ = v 1 dx + v 2 dy + v 3 dz, the one-form corresponding to the
vector v = v 1e1 + v 2e2 + v 3e3.
(b) ] = 1e1 +2e2 +3e3, the vector corresponding to the one-form
= 1 dx + 2 dy + 3 dz.

 Hodge Star Operator

(a) 1 = dx dy dz.
(b) dx = dy dz, dy = dx dz, dz = dx dy,
(dy dz) = dx, (dx dz) = dy, (dx dy) = dz.
(c) (dx dy dz) = 1.

15
Vector Calculus
 Sharp and Flat (Using standard coordinates in R3)
(a) v [ = v 1 dx + v 2 dy + v 3 dz, the one-form corresponding to the
vector v = v 1e1 + v 2e2 + v 3e3.
(b) ] = 1e1 +2e2 +3e3, the vector corresponding to the one-form
= 1 dx + 2 dy + 3 dz.

 Hodge Star Operator

(a) 1 = dx dy dz.
(b) dx = dy dz, dy = dx dz, dz = dx dy,
(dy dz) = dx, (dx dz) = dy, (dx dy) = dz.
(c) (dx dy dz) = 1.

 Cross Product and Dot Product

(a) v w = [(v [ w[)]].
(b) (v w)dx dy dz = v [ (w[).
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Vector Calculus
 Gradient f = grad f = (df )].

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Vector Calculus
 Gradient f = grad f = (df )].
 Curl F = curl F = [(dF [)]].

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Vector Calculus
 Gradient f = grad f = (df )].
 Curl F = curl F = [(dF [)]].
 Divergence F = div F = d(F [).

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Lie Derivative
 Dynamic definition: Let be a k-form and X be
a vector field with flow t. The Lie derivative of
along X is

1 d 
X = lim [(t ) ] = t  .
t0 t dt t=0

17
Lie Derivative
 Dynamic definition: Let be a k-form and X be
a vector field with flow t. The Lie derivative of
along X is

1 d 
X = lim [(t ) ] = t  .
t0 t dt t=0

 Extend to non-zero values of t:

d
t = t X .
dt

17
Lie Derivative
 Dynamic definition: Let be a k-form and X be
a vector field with flow t. The Lie derivative of
along X is

1 d 
X = lim [(t ) ] = t  .
t0 t dt t=0

 Extend to non-zero values of t:

d
t = t X .
dt
 Time-dependent vector fields
d
t,s = t,sX .
dt
17
Lie Derivative
 Real Valued Functions. The Lie derivative
of f along X is the directional derivative
X f = X[f ] := df X. (1)

18
Lie Derivative
 Real Valued Functions. The Lie derivative
of f along X is the directional derivative
X f = X[f ] := df X. (1)
 In coordinates
i f
X f = X i.
x

18
Lie Derivative
 Real Valued Functions. The Lie derivative
of f along X is the directional derivative
X f = X[f ] := df X. (1)
 In coordinates
i f
X f = X i.
x
 Useful Notation.
i
X = X i.
x

18
Lie Derivative
 Real Valued Functions. The Lie derivative
of f along X is the directional derivative
X f = X[f ] := df X. (1)
 In coordinates
i f
X f = X i.
x
 Useful Notation.
i
X = X i.
x
 Operator notation: X[f ] = df X

18
Lie Derivative
 Real Valued Functions. The Lie derivative
of f along X is the directional derivative
X f = X[f ] := df X. (1)
 In coordinates
i f
X f = X i.
x
 Useful Notation.
i
X = X i.
x
 Operator notation: X[f ] = df X
 The operator is a derivation; that is, the product
rule holds.
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Lie Derivative
 Pull-back. If Y is a vector field on a manifold N and
: M N is a diffeomorphism, the pull-back Y
is a vector field on M defined by
1


( Y )(m) = Tm Y (m).

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Lie Derivative
 Pull-back. If Y is a vector field on a manifold N and
: M N is a diffeomorphism, the pull-back Y
is a vector field on M defined by
1


( Y )(m) = Tm Y (m).
 Push-forward. For a diffeomorphism , the push-
forward is defined, as for forms, by = (1).

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Lie Derivative
 Pull-back. If Y is a vector field on a manifold N and
: M N is a diffeomorphism, the pull-back Y
is a vector field on M defined by
1


( Y )(m) = Tm Y (m).
 Push-forward. For a diffeomorphism , the push-
forward is defined, as for forms, by = (1).
 Flows of X and X related by conjugation.

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Lie Derivative

Ft Ft 1

conjugation X
X

M N

c = integral
c = integral
curve of X
curve of X

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JacobiLie Bracket
 The Lie derivative on functions is a derivation; con-
versely, derivations determine vector fields.

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JacobiLie Bracket
 The Lie derivative on functions is a derivation; con-
versely, derivations determine vector fields.
 The commutator is a derivation
f 7 X[Y [f ]] Y [X[f ]] = [X, Y ][f ],
which determines the unique vector field [X, Y ] the
JacobiLie bracket of X and Y .

21
JacobiLie Bracket
 The Lie derivative on functions is a derivation; con-
versely, derivations determine vector fields.
 The commutator is a derivation
f 7 X[Y [f ]] Y [X[f ]] = [X, Y ][f ],
which determines the unique vector field [X, Y ] the
JacobiLie bracket of X and Y .
 X Y = [X, Y ], Lie derivative of Y along X.

21
JacobiLie Bracket
 The Lie derivative on functions is a derivation; con-
versely, derivations determine vector fields.
 The commutator is a derivation
f 7 X[Y [f ]] Y [X[f ]] = [X, Y ][f ],
which determines the unique vector field [X, Y ] the
JacobiLie bracket of X and Y .
 X Y = [X, Y ], Lie derivative of Y along X.
 The analog of the Lie derivative formula holds.

21
JacobiLie Bracket
 The Lie derivative on functions is a derivation; con-
versely, derivations determine vector fields.
 The commutator is a derivation
f 7 X[Y [f ]] Y [X[f ]] = [X, Y ][f ],
which determines the unique vector field [X, Y ] the
JacobiLie bracket of X and Y .
 X Y = [X, Y ], Lie derivative of Y along X.
 The analog of the Lie derivative formula holds.
 Coordinates:
j j
Y X
(X Y )j = X i i Y i i = (X )Y j (Y )X j ,
x x
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JacobiLie Bracket
 The formula for [X, Y ] = X Y can be remembered by
writing
j i
 
i j i Y j X
X i, Y j
=X i j
Y j i
.
x x x x x x

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Algebraic Approach.
 Program: Extend the definition of the Lie derivative
from functions and vector fields to differential forms,
by requiring that the Lie derivative be a derivation

23
Algebraic Approach.
 Program: Extend the definition of the Lie derivative
from functions and vector fields to differential forms,
by requiring that the Lie derivative be a derivation
 Example. For a 1-form ,
X h, Y i = hX , Y i + h, X Y i ,
where X, Y are vector fields and h, Y i = (Y ).

23
Algebraic Approach.
 Program: Extend the definition of the Lie derivative
from functions and vector fields to differential forms,
by requiring that the Lie derivative be a derivation
 Example. For a 1-form ,
X h, Y i = hX , Y i + h, X Y i ,
where X, Y are vector fields and h, Y i = (Y ).
 More generally, determine X by
X ((Y1, . . . , Yk ))
k
X
= (X )(Y1, . . . , Yk ) + (Y1, . . . , X Yi, . . . , Yk ).
i=1

23
Equivalence
 The dynamic and algebraic definitions of
the Lie derivative of a differential k-form
are equivalent.

24
Equivalence
 The dynamic and algebraic definitions of
the Lie derivative of a differential k-form
are equivalent.
 The Lie derivative formalism holds for all tensors, not
just differential forms.

24
Equivalence
 The dynamic and algebraic definitions of
the Lie derivative of a differential k-form
are equivalent.
 The Lie derivative formalism holds for all tensors, not
just differential forms.
 Very useful in all areas of mechanics: eg, the rate of
strain tensor in elasticity is a Lie derivative and the
vorticity advection equation in fluid dynamics are both
Lie derivative equations.

24
Properties
 Cartans Magic Formula. For X a vector field
and a k-form
X = diX + iX d,

25
Properties
 Cartans Magic Formula. For X a vector field
and a k-form
X = diX + iX d,
 In the hook notation,
X = d(X ) + X d.

25
Properties
 Cartans Magic Formula. For X a vector field
and a k-form
X = diX + iX d,
 In the hook notation,
X = d(X ) + X d.
 If : M N is a diffeomorphism, then

Y = Y
for Y X(N ) and k (M ).

25
Properties
 Cartans Magic Formula. For X a vector field
and a k-form
X = diX + iX d,
 In the hook notation,
X = d(X ) + X d.
 If : M N is a diffeomorphism, then
Y = Y
for Y X(N ) and k (M ).
 Many other useful identities, such as
d(X, Y ) = X[(Y )] Y [(X)] ([X, Y ]).
25
Volume Forms and Divergence
 An n-manifold M is orientable if there is a nowhere-
vanishing n-form on it; is a volume form

26
Volume Forms and Divergence
 An n-manifold M is orientable if there is a nowhere-
vanishing n-form on it; is a volume form
 Two volume forms 1 and 2 on M define the same
orientation if 2 = f 1, where f > 0.

26
Volume Forms and Divergence
 An n-manifold M is orientable if there is a nowhere-
vanishing n-form on it; is a volume form
 Two volume forms 1 and 2 on M define the same
orientation if 2 = f 1, where f > 0.
 Oriented Basis. A basis {v1, . . . , vn} of TmM is
positively oriented relative to the volume form
on M if (m)(v1, . . . , vn) > 0.

26
Volume Forms and Divergence
 An n-manifold M is orientable if there is a nowhere-
vanishing n-form on it; is a volume form
 Two volume forms 1 and 2 on M define the same
orientation if 2 = f 1, where f > 0.
 Oriented Basis. A basis {v1, . . . , vn} of TmM is
positively oriented relative to the volume form
on M if (m)(v1, . . . , vn) > 0.
 Divergence. If is a volume form, there is a func-
tion, called the divergence of X relative to and
denoted by div(X) or simply div(X), such that
X = div(X).
26
Volume Forms and Divergence
 Dynamic approach to Lie derivatives div(X) = 0
if and only if Ft = , where Ft is the flow of X (that
is, Ft is volume preserving .)

27
Volume Forms and Divergence
 Dynamic approach to Lie derivatives div(X) = 0
if and only if Ft = , where Ft is the flow of X (that
is, Ft is volume preserving .)
 If : M M , there is a function, called the Jaco-
bian of and denoted by J() or simply J(), such
that

= J().

27
Volume Forms and Divergence
 Dynamic approach to Lie derivatives div(X) = 0
if and only if Ft = , where Ft is the flow of X (that
is, Ft is volume preserving .)
 If : M M , there is a function, called the Jaco-
bian of and denoted by J() or simply J(), such
that

= J().
 Consequence: is volume preserving if and only if
J() = 1.

27
Frobenius Theorem
 A vector subbundle (a regular distribution) E T M
is involutive if for any two vector fields X, Y on M
with values in E, the JacobiLie bracket [X, Y ] is also
a vector field with values in E.

28
Frobenius Theorem
 A vector subbundle (a regular distribution) E T M
is involutive if for any two vector fields X, Y on M
with values in E, the JacobiLie bracket [X, Y ] is also
a vector field with values in E.
 E is integrable if for each m M there is a local
submanifold of M containing m such that its tangent
bundle equals E restricted to this submanifold.

28
Frobenius Theorem
 A vector subbundle (a regular distribution) E T M
is involutive if for any two vector fields X, Y on M
with values in E, the JacobiLie bracket [X, Y ] is also
a vector field with values in E.
 E is integrable if for each m M there is a local
submanifold of M containing m such that its tangent
bundle equals E restricted to this submanifold.
 If E is integrable, the local integral manifolds can be
extended to a maximal integral manifold. The collec-
tion of these forms a foliation.

28
Frobenius Theorem
 A vector subbundle (a regular distribution) E T M
is involutive if for any two vector fields X, Y on M
with values in E, the JacobiLie bracket [X, Y ] is also
a vector field with values in E.
 E is integrable if for each m M there is a local
submanifold of M containing m such that its tangent
bundle equals E restricted to this submanifold.
 If E is integrable, the local integral manifolds can be
extended to a maximal integral manifold. The collec-
tion of these forms a foliation.
 Frobenius theorem: E is involutive if and only if
it is integrable.
28
Stokes Theorem
 Idea: Integral of an n-form on an oriented n-manifold
M : pick a covering by coordinate charts and sum up
the ordinary integrals of f (x1, . . . , xn) dx1 dxn, where
= f (x1, . . . , xn) dx1 dxn
(dont count overlaps twice).

29
Stokes Theorem
 Idea: Integral of an n-form on an oriented n-manifold
M : pick a covering by coordinate charts and sum up
the ordinary integrals of f (x1, . . . , xn) dx1 dxn, where
= f (x1, . . . , xn) dx1 dxn
(dont count overlaps twice).
 The change of variables
R formula guarantees that the
result, denoted by M , is well-defined.

29
Stokes Theorem
 Idea: Integral of an n-form on an oriented n-manifold
M : pick a covering by coordinate charts and sum up
the ordinary integrals of f (x1, . . . , xn) dx1 dxn, where
= f (x1, . . . , xn) dx1 dxn
(dont count overlaps twice).
 The change of variables
R formula guarantees that the
result, denoted by M , is well-defined.
 Oriented manifold with boundary: the bound-
ary, M , inherits a compatible orientation: generalizes
the relation between the orientation of a surface and its
boundary in the classical Stokes theorem in R3.
29
Stokes Theorem

M
x

y
Tx M
Ty M

30
Stokes Theorem
 Stokes Theorem Suppose that M is a compact,
oriented k-dimensional manifold with boundary M .
Let be a smooth (k 1)-form on M . Then
Z Z
d = .
M M

31
Stokes Theorem
 Stokes Theorem Suppose that M is a compact,
oriented k-dimensional manifold with boundary M .
Let be a smooth (k 1)-form on M . Then
Z Z
d = .
M M

 Special cases: The classical vector calculus theorems of

Green, Gauss and Stokes.

31
Stokes Theorem
(a) Fundamental Theorem of Calculus.
Z b
f 0(x) dx = f (b) f (a).
a

(b) Greens Theorem. For a region R2,

ZZ   Z
Q P
dx dy = P dx + Q dy.
x y

(c) Divergence Theorem. For a region R3,

ZZZ ZZ
div F dV = F n dA.

32
Stokes Theorem
(d) Classical Stokes Theorem. For a surface S R3,
Z Z  
R Q
dy dz
S y
 z    
P R Q P
+ dz dx + dx dy
Z Z z x Z x y
= n curl F dA = P dx + Q dy + R dz,
S S
where F = (P, Q, R).

33
Stokes Theorem
 Poincare lemma: generalizes vector calculus theo-
rems: if curl F = 0, then F = f , and if div F = 0,
then F = G.

34
Stokes Theorem
 Poincare lemma: generalizes vector calculus theo-
rems: if curl F = 0, then F = f , and if div F = 0,
then F = G.
 Recall: if is closed, then locally is exact; that
is, if d = 0, then locally = d for some .

34
Stokes Theorem
 Poincare lemma: generalizes vector calculus theo-
rems: if curl F = 0, then F = f , and if div F = 0,
then F = G.
 Recall: if is closed, then locally is exact; that
is, if d = 0, then locally = d for some .
 Calculus Examples: need not hold globally:
xdy ydx
=
x2 + y 2
is closed (or as a vector field, has zero curl) but is not
exact (not the gradient of any function on R2 minus
the origin).

34
Change of Variables
 M and N oriented n-manifolds; : M N an
orientation-preserving diffeomorphism, an n-form on
N (with, say, compact support), then
Z Z
= .
M N

35
Identities for Vector Fields and Forms
Vector fields on M with the bracket [X, Y ] form a Lie algebra; that
is, [X, Y ] is real bilinear, skew-symmetric, and Jacobis identity
holds:
[[X, Y ], Z] + [[Z, X], Y ] + [[Y, Z], X] = 0.
Locally,
[X, Y ] = (X )Y (Y )X,
and on functions,
[X, Y ][f ] = X[Y [f ]] Y [X[f ]].
For diffeomorphisms and ,
[X, Y ] = [X, Y ] and ( )X = X.
( ) = ( ) and = (1)kl for k- and l-forms
and .
For maps and ,
( ) = and ( ) = .
36
Identities for Vector Fields and Forms
d is a real linear map on forms, dd = 0, and
d( ) = d + (1)k d
for a k-form.
For a k-form and X0, . . . , Xk vector fields,
k
(1)iXi[(X0, . . . , Xi, . . . , Xk )]
X
(d)(X0, . . . , Xk ) =
i=0
(1)i+j ([Xi, Xj ], X0, . . . , Xi, . . . , Xj , . . . , Xk ),
X
+
0i<jk
where Xi means that Xi is omitted. Locally,
k
(1)iD(x) vi(v0, . . . , vi, . . . , vk ).
X
d(x)(v0, . . . , vk ) =
i=0
For a map ,
d = d.
37
Identities for Vector Fields and Forms
Poincare Lemma. If d = 0, then the k-form is locally exact;
that is, there is a neighborhood U about each point on which = d.
This statement is global on contractible manifolds or more generally if
H k (M ) = 0.
iX is real bilinear in X, , and for h : M R,
ihX = hiX = iX h.
Also, iX iX = 0 and
iX ( ) = iX + (1)k iX
for a k-form.
For a diffeomorphism ,
(iX ) = iX (), i.e., (X ) = (X) ().

If f : M N is a mapping and Y is f -related to X, that is,

T f X = Y f,
38
Identities for Vector Fields and Forms
then
iX f = f iY ; i.e., X (f ) = f (Y ).
X is real bilinear in X, and
X ( ) = X + X .

Cartans Magic Formula:

X = diX + iX d = d(X ) + X d.

For a diffeomorphism ,
X = X .
If f : M N is a mapping and Y is f -related to X, then
Y f = f X .

39
Identities for Vector Fields and Forms
(X )(X1, . . . , Xk ) = X[(X1, . . . , Xk )]
Xk
(X1, . . . , [X, Xi], . . . , Xk ).
i=0
Locally,
(X )(x) (v1, . . . , vk ) = (Dx X(x))(v1, . . . , vk )
k
X
+ x(v1, . . . , DXx vi, . . . , vk ).
i=0

More identities:
f X = f X + df iX ;
[X,Y ] = X Y Y X ;
i[X,Y ] = X iY iY X ;
X d = dX ;
X iX = iX X ;
40
Identities for Vector Fields and Forms
X ( ) = X + X .

41
Identities for Vector Fields and Forms
Coordinate formulas: for X = X l /xl , and
= i1...ik dxi1 dxik ,
where i1 < < ik :
 
i1...ik l i1 ik
d = l
dx dx dx ,
x

iX = X l li2...ik dxi2 dxik ,
 
i1...ik
l i1 ik
X = X dx dx
xl
l
 
X i1 i2 ik
+ li2...ik i
dx dx dx + ....
x 1

42