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Last Update: Mar 2025

Important

ff^\sharp for pull back;
ff_\sharp for push forward;
ιx\iota_x for interior product;
\left\lVert{\cdot}\right\rVert for norm;
^\widehat{\cdot} for omitting this item;
As in spivak, we use IkI^k for identity kk-cube, i.e. id([0,1]k)\mathrm{id}([0,1]^k)


Contents




1 Review and Preliminary

1.1 Review of Manifold

Recall an important thing of manifold:

Proposition -1

Let MM be a C1\mathcal{C}^1 manifold of dimension kk. Then for each point xMx \in M, the tangent space TxM\TanS{x}{M} is a kk-dimensional vector space.

Proof of the Prop.
  1. Coordinate Charts and Local Diffeomorphisms.
    By definition of a C1\mathcal{C}^1 kk-dimensional manifold, there exists an open set URkU \subset \R^k and a C1\mathcal{C}^1 coordinate chart φ ⁣:UM\varphi \colon U \to M. This map φ\varphi is a homeomorphism onto its image, and its inverse φ1\varphi^{-1} is defined on φ(U)M\varphi(U)\subset M.

  2. Differential is an Isomorphism.
    For each point pUp \in U, the differential (a.k.a. Jacobian matrix) of φ\varphi at pp, denoted  ⁣dφ(p) ⁣:Rk    Tφ(p)M, \dd \varphi(p) \colon \R^k \;\longrightarrow\; \TanS{\varphi(p)}{M}, is a linear map from Rk\R^k into the tangent space of MM at φ(p)\varphi(p). Since φ\varphi is a C1\mathcal{C}^1 coordinate chart, its differential is a linear isomorphism at each point pp. In other words,  ⁣dφ(p)\dd \varphi(p) is invertible.

  3. Dimension Count.
    Because  ⁣dφ(p)\dd \varphi(p) is an isomorphism, it maps a kk-dimensional space Rk\R^k onto the tangent space Tφ(p)M\TanS{\varphi(p)}{M}. Hence
    dimTφ(p)M  =  dimRk  =  k\dim \TanS{\varphi(p)}{M} \;=\; \dim \R^k \;=\; k Renaming φ(p)\varphi(p) as xMx \in M completes the argument.

Since the point xx was arbitrary, this shows that every tangent space TxM\TanS{x}{M} has dimension kk, which matches the manifold dimension.

Q.E.D.

In the rest of notes, we will take these things as granted.

1.2 Fundamental Calculus Theorem

Definition 0

Let ω\omega be a kk form on [0,1]k[0,1]^k with a unique function ff such that ω=f ⁣dx1 ⁣dxn\omega=f\dd{x^1}\wedge\cdots\wedge \dd{x^n}. Then, we define [0,1]kω=[0,1]kf\int_{[0,1]^k}\omega=\int_{[0,1]^k}f i.e. [0,1]kf ⁣dx1 ⁣dxn=[0,1]kf   ⁣dx1 ⁣dxn\int_{[0,1]^k}f\dd{x^1}\wedge\cdots\wedge \dd{x^n}=\int_{[0,1]^k}f\;\dd{x^1}\cdots \dd{x^n} If ω\omega is a kk-form on AA and cc is a singular kk-cube on AA, we define cω=[0,1]kcf\int_c \omega=\int_{[0,1]^k} c^\sharp f

In particular, we have Ikf ⁣dx1 ⁣dxn=[0,1]kI(f ⁣dx1 ⁣dxn)=[0,1]kf ⁣dx1 ⁣dxn\begin{aligned} \int_{I^k}f\dd{x^1}\wedge\cdots\wedge \dd{x^n} &= \int_{[0,1]^k} I^\sharp (f\dd{x^1}\wedge\cdots\wedge \dd{x^n})\\ &=\int_{[0,1]^k}f\dd{x^1}\cdots \dd{x^n} \end{aligned} as expected. For k=0k=0, we also know cω=ω(c(0))\int_c \omega=\omega(c(0)) as a 0-form is a function and a 0 cube is a map from {0}A\{0\}\to A.

Therefore, we may introduce following important thm:

Theroem 1(Fundamental Calculus Thm / Stokes)

Let ω\omega be a C1 k1\mathcal{C^1}\ k-1-form on an open set ARnA\subset \R^n and cc be a kk chain in AA. Then we have: c ⁣dω=cω\int_{c}\dd\omega=\int_{\partial c}\omega

Proof of the Thm.

Suppose c=aicic=\sum a_ic_i where cic_i is singular kk cube. Then we have c ⁣dω=aici ⁣dω=aiIkci ⁣dω=Ik ⁣d(ciω)\int_{c}\dd\omega=\sum a_i\int_{c_i}\dd\omega=\sum a_i\int_{I^k}c_i^\sharp \dd\omega=\int_{I^k}\dd(c_i^\sharp\omega) and cω=aiciω=aiIkciω\int_{\partial c}\omega=\sum a_i\int_{\partial c_i}\omega=\sum a_i\int_{\partial I^k}c_i^\sharp\omega Thus, it is suffice to show Ik ⁣dω=Ikω\int_{I^k}\dd\omega=\int_{\partial I^k}\omega for standrad kk cube IkI^k. Likewise, we may simplify the ω\omega into following type k1k-1-form f ⁣dx1 ⁣dxi^ ⁣dxkf\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd{x^k} Notice that Ikf ⁣dx1 ⁣dxi^ ⁣dxk=j=1kα=01(1)j+αI(j,α)kf ⁣dx1 ⁣dxi^ ⁣dxk=j=1kα=01(1)j+α[0,1]k1(I(j,α)k)f ⁣dx1 ⁣dxi^ ⁣dxk=j=1kα=01(1)j+α[0,1]k1f(x1,,α,,xk) ⁣dx1 ⁣dxi^ ⁣dxk=(1)i[0,1]k1f(x1,,0,,xk)   ⁣dx1 ⁣dxi^ ⁣dxk        +(1)i+1[0,1]k1f(x1,,1,,xk)   ⁣dx1 ⁣dxi^ ⁣dxk\begin{aligned} \int_{\partial I^k}f\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd{x^k}&=\sum_{j=1}^{k}\sum_{\alpha=0}^1{(-1)}^{j+\alpha}\int_{I^k_{(j,\alpha)}}f\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd{x^k}\\ &=\sum_{j=1}^{k}\sum_{\alpha=0}^1{(-1)}^{j+\alpha}\int_{[0,1]^{k-1}}\left(I^k_{(j,\alpha)}\right)^\sharp f\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd x_k\\ &=\sum_{j=1}^{k}\sum_{\alpha=0}^1{(-1)}^{j+\alpha}\int_{[0,1]^{k-1}}f(x_1,\cdots,\alpha,\cdots,x_k)\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd x_k\\ &={(-1)}^{i}\int_{[0,1]^{k-1}}f(x_1,\cdots,0,\cdots,x_k)\;\dd{x^1}\cdots\widehat{\dd x_i}\cdots \dd{x^k} \\ &\;\;\;\;+ {(-1)}^{i+1}\int_{[0,1]^{k-1}}f(x_1,\cdots,1,\cdots,x_k)\;\dd{x^1}\cdots\widehat{\dd x_i}\cdots \dd{x^k} \end{aligned} Also, we may conclude that Ik ⁣d(f ⁣dx1 ⁣dxi^ ⁣dxk)=Ikfxi ⁣dxi ⁣dx1 ⁣dxi^ ⁣dxk=(1)i1[0,1]kfxi ⁣dx1 ⁣dxk=(1)i1[0,1]k1(f(x1,,1,,xk)f(x1,,0,,xk)) ⁣dx1 ⁣dxi^ ⁣dxkUsing FCT in 1 dim\begin{aligned} \int_{I^k}\dd(f\dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd{x^k})&=\int_{I^k}\frac{\partial f}{\partial x_i}\wedge \dd x_i\wedge \dd{x^1}\wedge\cdots\wedge\widehat{\dd x_i}\wedge\cdots\wedge \dd{x^k}\\ &={(-1)}^{i-1}\int_{[0,1]^k}\frac{\partial f}{\partial x_i} \dd{x^1}\cdots \dd{x^k}\\ &={(-1)}^{i-1}\int_{[0,1]^{k-1}}(f(x_1,\cdots,1,\cdots,x_k)-f(x_1,\cdots,0,\cdots,x_k)) \dd{x^1}\cdots\widehat{\dd x_i}\cdots \dd{x^k}\quad\text{Using FCT in 1 dim}\\ \end{aligned} Compare these eqs, it is clearly that c ⁣dω=cω\int_{c}\dd\omega=\int_{\partial c}\omega

Q.E.D.


2 Integration on Manifold

Note

In this section, if we do not specify the differentiability of manifold, then it will be a smooth manifold.

2.1 Independence of Parametrization

Talking about Stokes’ theorem, what we are really interested in is not Stokes’ theorem on kk-cubes or on chains but on manifolds, where we are going to be comparing the integral on a manifold to the integral on its boundary.To do that,we are going to have to adapt all our machinery for differential forms to work with manifolds. But first, let’s cover an important point about integration over kk-chains. Let’s say c c is a C1 C^1 singular k k -cube in Rn \R^n , and we want to look at a re-parametrization, i.e. a map p:[0,1]k[0,1]k p: [0,1]^k \to [0,1]^k which is C1 C^1 , one-to-one, onto, and detp(x)0 \det p'(x) \geq 0 , i.e. the Jacobian does not reverse orientations. If ω \omega is a k k -form then cω=cpω \int_c \omega = \int_{c \circ p} \omega You should compare this with the situation with functions: what if we were integrating a function over p([0,1]k)=[0,1]k p([0,1]^k) = [0,1]^k . You would have to say there’s a change of variable formula [0,1]kfpdetp=p([0,1]k)f \int_{[0,1]^k} f \circ p | \det p' | = \int_{p([0,1]^k)} f This is clearly a very different case, and indeed why differential forms are the “natural” thing to integrate over: the formula for change of variables is “built in” to the definition. Let’s see how:

Details.

Following the definition, we know that cpω=[0,1]kpcω\int_{c \circ p} \omega=\int_{[0,1]^k}p^\sharp\circ c^\sharp\omega As we know cω=f ⁣dx1 ⁣dxkc^\sharp\omega=f\dd{x_1}\cdots \dd{x_k}, we have pcω=p(f ⁣dx1 ⁣dxk)=fpdetJp ⁣dx1 ⁣dxk\begin{aligned} p^\sharp\circ c^\sharp\omega&=p^\sharp(f\dd{x_1}\cdots \dd{x_k})\\ &=f\circ p\cdot\det J_p\dd{x_1}\cdots \dd{x_k} \end{aligned} Because detJp0\det J_p\geq 0, we may apply change of variable formula here and conclude that cpω=[0,1]kpcω=[0,1]kfpdetJp ⁣dx1 ⁣dxk=cω\int_{c \circ p} \omega=\int_{[0,1]^k}p^\sharp\circ c^\sharp\omega=\int_{[0,1]^k}f\circ p\cdot\det J_p\dd{x_1}\cdots \dd{x_k}=\int_c \omega

Q.E.D.

2.2 Integration of forms

2.2.1 Vector Field and forms on a Manifold

Definition 1

A vector field FF on manifold MM is a funtion F:MNF:M\to N such that xM, F(x)TxM\forall x\in M,\ F(x)\in\TanS{x}{M}

Recall the definition of a Cr\mathcal{C}^r coordinate chart φ:WRkMRn\varphi:W\subset\R^k\to M\subset\R^n where dimM=k\dim M=k. The derivative of it induces an isomorphism of vector spaces φ(a)=Dφa:TaRkTφ(a)M\varphi_{\sharp(a)}=D\varphi_a:\TanS{a}{\R^k}\to\TanS{\varphi(a)}{M} and there exist an unique vector field GG such that φ(a)(G(a))=F(φ(a))\varphi_{\sharp(a)}(G(a))=F(\varphi(a)) We say that FCrF\in\mathcal{C}^r iff GCrG\in\mathcal{C}^r for any coordinate charts. Note that this definition is independence from the choice of coordinate charts.

Details.

Existence

Since φ(a):TaRkTφ(a)(M)\varphi_{\sharp(a)}: \TanS{a}{\R^k} \to \TanS{\varphi(a)}(M) is a linear isomorphism and F(φ(a))Tφ(a)MF(\varphi(a)) \in \TanS{\varphi(a)}{M}, there exists a unique vector ξTaRk\xi \in \TanS{a}{\R^k} such that φ(a)(ξ)=F(φ(a)). \varphi_{\sharp(a)}(\xi) = F(\varphi(a)). We define G(a):=ξG(a) := \xi. Because φ(a)\varphi_{\sharp(a)} is an isomorphism, this choice of ξ\xi is unique. Thus, we can define a vector field G:WT(Rk)G: W \to T(\R^k) by repeating this construction at each point aWa \in W.

Uniqueness

Suppose there exists another vector field G~\tilde{G} on WW such that φ(a)(G~(a))=F(φ(a))for all aW. \varphi_{\sharp(a)}(\tilde{G}(a)) = F(\varphi(a)) \quad \text{for all } a \in W. Then define H(a):=G(a)G~(a)H(a) := G(a) - \tilde{G}(a). We have φ(a)(H(a))=φ(a)(G(a)G~(a))=φ(a)(G(a))φ(a)(G~(a))=0. \varphi_{\sharp(a)}(H(a)) = \varphi_{\sharp(a)}(G(a) - \tilde{G}(a)) = \varphi_{\sharp(a)}(G(a)) - \varphi_{\sharp(a)}(\tilde{G}(a)) = 0. Since φ(a)\varphi_{\sharp(a)} is injective, it follows that H(a)=0H(a) = 0 for all aa, and thus G(a)=G~(a)G(a) = \tilde{G}(a). Therefore, GG is unique.

Independence of Coordinate Charts

Let ψ:VM\psi: V \to M be another coordinate chart such that for some smooth map γ:WV\gamma: W \to V, we have φ(a)=ψ(γ(a))for all aW. \varphi(a) = \psi(\gamma(a)) \quad \text{for all } a \in W. Let HH be the vector field corresponding to FF in coordinates via ψ\psi, i.e., F(ψ(b))=ψ(b)(H(b))for bV. F(\psi(b)) = \psi_{\sharp(b)}(H(b)) \quad \text{for } b \in V. Then, we compute: G(a)=φ(a)1(F(φ(a)))=φ(a)1(F(ψ(γ(a))))=φ(a)1(ψ(γ(a))(H(γ(a)))). \begin{aligned} G(a) &= \varphi_{\sharp(a)}^{-1}(F(\varphi(a))) \\ &= \varphi_{\sharp(a)}^{-1}(F(\psi(\gamma(a)))) \\ &= \varphi_{\sharp(a)}^{-1}(\psi_{\sharp(\gamma(a))}(H(\gamma(a)))). \end{aligned} Since both φ(a)1\varphi_{\sharp(a)}^{-1} and ψ(γ(a))\psi_{\sharp(\gamma(a))} are smooth such that they preserve differentiability, it follows that GCrG \in \mathcal{C}^r if and only if HCrH \in \mathcal{C}^r.

Q.E.D.

Now, let us consider differential forms on a manifold.

Definition 2

A p-form ω\omega on manifold MM is a funtion ω\omega which assigns ω(x)Ωk(TxM)\omega(x)\in\Omega^k(\TanS{x}{M}) for every xMx\in M.

Like vector field, we define ω\omega to be Cr\mathcal{C}^r if φω\varphi^\sharp\omega is Cr\mathcal{C}^r for any coordinate chart φ\varphi.

Details.

Consider two coordinate charts
φ:WM,ψ:VM. \varphi: W \to M, \quad \psi: V \to M.
On the overlap of their images, we can write: ψ=φφ1ψ, \psi = \varphi \circ \varphi^{-1} \circ \psi, which implies that for a differential form ω\omega defined on MM, the pullbacks satisfy: ψω=ω(φφ1ψ)=(ψφ1)(φω). \psi^\sharp \omega = \omega \circ (\varphi \circ \varphi^{-1} \circ \psi) = (\psi \circ \varphi^{-1})^\sharp (\varphi^\sharp \omega). Since pullbacks along smooth maps preserve differentiability, and ψφ1\psi \circ \varphi^{-1} is a smooth transition map between coordinate charts, it follows that ψω\psi^\sharp \omega and φω\varphi^\sharp \omega have the same differentiability class.

Q.E.D.

Just like the forms on Rn\R^n, we have following proposition:

Proposition 1

If ω \omega is a Cr \mathcal{C}^r p p -form on M M , then there is a unique Cr1 \mathcal{C}^{r-1} (p+1) (p+1) -form  ⁣dω \dd\omega on M M such that φ( ⁣dω)= ⁣d(φω)\varphi^\sharp(\dd\omega) = \dd(\varphi^\sharp \omega) for every coordinate chart φ:WM \varphi:W\to M .

Proof of the Prop.

Let ω\omega be a pp-form on MM. We wish to define a (p+1)(p+1)-form  ⁣dω\dd \omega on MM by using local coordinate charts.

Local Definition via a Coordinate Chart

Consider a coordinate chart φ:WM\varphi: W \to M such that aφ(W)a \in \varphi(W). We define ( ⁣dω)(a)(v)  :=   ⁣d(φω)(φ1(a))(w), (\dd \omega)(a)(\Vec{v}) \;:=\; \dd \bigl(\varphi^\sharp \omega\bigr)\bigl(\varphi^{-1}(a)\bigr)\bigl(\Vec{w}\bigr), where v=(v1,,vp+1)\Vec{v} = (\Vec{v}_1, \dots, \Vec{v}_{p+1}) is an ordered (p+1)(p+1)-tuple of tangent vectors at aa, and wi  =   ⁣dφx(vi)with x=φ1(a). \Vec{w}_i \;=\; \dd \varphi_x\bigl(\Vec{v}_i\bigr) \quad\text{with } x = \varphi^{-1}(a). Here, φω\varphi^\sharp \omega denotes the pullback of ω\omega to WRkW \subset \R^k, and  ⁣d(φω)\dd \bigl(\varphi^\sharp \omega\bigr) is the exterior derivative of φω\varphi^\sharp \omega in the standard Euclidean space Rk\R^k.

Clearly, if this procedure is well-defined (i.e., independent of the chosen chart) and yields a unique (p+1)(p+1)-form on MM, then we have defined  ⁣dω\dd \omega correctly in global coordinates.

Independence of the Coordinate Chart

Let  ⁣dφω\dd^\varphi\omega denote the (p+1)(p+1)-form arising from the above construction using the chart φ\varphi. Suppose we choose another chart ψ:VM\psi : V \to M with overlapping image, and let  ⁣dψω\dd^\psi\omega be the corresponding definition on ψ(V)\psi(V).

Define the transition map h  :=  ψ1φ:WV, h \;:=\; \psi^{-1} \circ \varphi : W \,\to\, V, which is smooth on the overlap of φ(W)\varphi(W) and ψ(V)\psi(V). Then for xx in the overlap, we have  ⁣dψω(x)= ⁣d(ψω)(ψ1(x))= ⁣d(ψω)(hφ1(x))= ⁣d(h(ψω)) ⁣(φ1(x))= ⁣d((ψψ1φ)ω) ⁣(φ1(x))= ⁣d(φω)(φ1(x))  =   ⁣dφω(x). \begin{aligned} \dd^\psi \omega(x) &= \dd \bigl(\psi^\sharp \omega\bigr)\bigl(\psi^{-1}(x)\bigr) \\ &= \dd \bigl(\psi^\sharp \omega\bigr)\bigl(h\circ \varphi^{-1}(x)\bigr) \\ &= \dd \Bigl(h^\sharp\bigl(\psi^\sharp \omega\bigr)\Bigr)\!\bigl(\varphi^{-1}(x)\bigr) \\ &= \dd \Bigl((\psi \circ \psi^{-1} \circ \varphi)^\sharp \omega\Bigr)\!\bigl(\varphi^{-1}(x)\bigr) \\ &= \dd \bigl(\varphi^\sharp \omega\bigr)\bigl(\varphi^{-1}(x)\bigr) \;=\; \dd^\varphi\omega\bigl(x\bigr). \end{aligned} Thus,  ⁣dφω= ⁣dψω\dd^\varphi\omega = \dd^\psi\omega on the overlap region. Since every point of MM is contained in at least one coordinate patch, and any two such patches overlap in a region where the definitions agree, it follows that  ⁣dφω\dd^\varphi\omega is independent of the chart φ\varphi. This justifies the notation  ⁣dω\dd \omega.

Uniqueness of the (p+1)(p+1)-Form

Suppose there is another (p+1)(p+1)-form η\eta on MM such that for every coordinate chart φ\varphi, φ(η)  =   ⁣d(φω). \varphi^\sharp(\eta) \;=\; \dd \bigl(\varphi^\sharp\omega\bigr). Then, for each φ\varphi, φ(η ⁣dω)  =  φ(η)     ⁣d(φω)  =  0. \varphi^\sharp(\eta \,-\, \dd \omega) \;=\; \varphi^\sharp(\eta) \;-\; \dd \bigl(\varphi^\sharp \omega\bigr) \;=\; 0. If the pullback of η ⁣dω\eta - \dd \omega is zero in every coordinate system, it means η ⁣dω\eta - \dd \omega vanishes on each coordinate patch. Hence, by the sheaf property (or the formary fact that if a form vanishes in each coordinate system, it must vanish globally),
η     ⁣dω  =  0on M. \eta \;-\; \dd \omega \;=\; 0 \quad\text{on } M. Consequently, η= ⁣dω\eta = \dd \omega. This shows that our construction yields a unique (p+1)(p+1)-form on MM.

Q.E.D.

2.2.2 Orientation of a manifold

It is often necessary for us to choose an orientation μx\mu_x for each tangent space TxM\TanS{x}{M} of a manifold MM. Thus, we may define the orientation of manifold based on this.

Definition 3

An orientation of a manifold is given by a consistent choices of orientations μx\mu_x on each tangent space TxM\TanS{x}{M}, i.e. for every coordinate chart φ:WRn\varphi:W\to\R^n and for any a,bWa,b\in W, the relation [φ(a)(e1,a),,φ(a)(en,a)]=μφ(a)[\varphi_{\sharp(a)}(e_{1,a}),\cdots,\varphi_{\sharp(a)}(e_{n,a})]=\mu_{\varphi(a)} holds if and only if [φ(b)(e1,b),,φ(b)(en,b)]=μφ(b)[\varphi_{\sharp(b)}(e_{1,b}),\cdots,\varphi_{\sharp(b)}(e_{n,b})]=\mu_{\varphi(b)}

Note

If WW is not connected, the definition is wrong as no manifold would be orientable. Here is one example. Hence, WW in this definition, we just let them be as much connected as we want.

Based on this, were going to call a given coordinate chart either orientation preserving or orientation reversing.

Definition 4

A coordinate chart φ:WRk \varphi : W \to \R^k is orientation preserving if [φa(e1,a),,φa(ek,a)]=μφ(a)[\varphi_{\sharp{a}}(e_{1,a}), \ldots, \varphi_{\sharp{a}}(e_{k,a})] = \mu_{\varphi(a)} for one point a a , and hence for every point aW a\in W. If φ:WRk \varphi : W \to \R^k is orientation reversing (i.e. not orientation preserving) and T:RkRk T : \R^k \to \R^k is a linear transformation with detT<0 \det T < 0 , then φT \varphi \circ T is orientation preserving.

why?

Orientation in Rk\R^k

Recall that an orientation μφ(a)\mu_{\varphi(a)} at a point φ(a)Rk\varphi(a)\in\R^k can be identified with an ordered orthonormal basis [v1,,vk][v_1, \dots, v_k]. In particular, there exists a unique volume form ω\omega up to scalar such that:

  1. ω(v1,,vk)=1\omega(v_1, \dots, v_k) = 1 whenever [v1,,vk][v_1, \dots, v_k] is the positively oriented orthonormal basis corresponding to μφ(a)\mu_{\varphi(a)}.
  2. ω(Lv)=det(L)ω(v)\omega(L\,\Vec{v}) = \det(L)\,\omega(\Vec{v}) for every linear transformation LL and every kk-tuple of vectors v=(v1,,vk)\Vec{v} = (v_1, \dots, v_k).

Determinant and Orientation

From this setup, for a coordinate chart φ:WRk\varphi: W \to \R^k and standard basis e1,,eke_1, \dots, e_k in Rk\R^k, we have: [φa(e1,a),,φa(ek,a)]  =  ω(φa(e1,a),,φa(ek,a)). \bigl[\varphi_{\sharp{a}}(e_{1,a}), \ldots, \varphi_{\sharp{a}}(e_{k,a})\bigr] \;=\; \omega\bigl(\varphi_{\sharp{a}}(e_{1,a}), \dots, \varphi_{\sharp{a}}(e_{k,a})\bigr). By the defining property of ω\omega, ω(φa(e1,a),,φa(ek,a))  =  det(Dφ(a))ω(e1,,ek)  =  det(Dφ(a))μφ(a). \omega\bigl(\varphi_{\sharp{a}}(e_{1,a}), \dots, \varphi_{\sharp{a}}(e_{k,a})\bigr) \;=\; \det\bigl(D\varphi(a)\bigr)\,\omega\bigl(e_1, \dots, e_k\bigr) \;=\; \det\bigl(D\varphi(a)\bigr)\,\mu_{\varphi(a)}. Hence, a coordinate chart φ\varphi preserves orientation if and only if det(Dφ(a))>0\det(D\varphi(a)) > 0 for all aa. If det(Dφ(a))<0\det(D\varphi(a)) < 0 for some aa, then φ\varphi reverses the orientation at that point.

Composition with an Orientation-Reversing Chart

Finally, suppose φ\varphi is an orientation-reversing chart. Let TT be another smooth map (often a linear transformation in examples). Then, for xx in the domain of TT, we compute the determinant of the composition: det(D(φT)(x))  =  det( ⁣dφT(x) ⁣dTx)  =  det( ⁣dφT(x))    det(T). \det\bigl(D(\varphi \circ T)(x)\bigr) \;=\; \det\Bigl(\dd \varphi_{T(x)} \,\circ\, \dd T_x\Bigr) \;=\; \det\bigl(\dd \varphi_{T(x)}\bigr)\;\cdot\;\det\bigl(T\bigr). In situations where det( ⁣dφT(x))\det(\dd \varphi_{T(x)}) is negative and det(T)\det(T) is also negative , their product can be nonnegative, illustrating how the combined map may preserve, reverse, or degenerate the orientation.

Q.E.D.

Suppose now φ,ψ \varphi, \psi are two coordinate systems such that φ(a)=ψ(b) \varphi(a) = \psi(b) and [φ(a)(e1,a),,φ(a)(ek,a)]=μx=[ψ(b)(e1,b),,ψ(b)(ek,b)] [\varphi_{\sharp(a)}(e_{1,a}), \ldots, \varphi_{\sharp(a)}(e_{k,a})] = \mu_x = [\psi_{\sharp(b)}(e_{1,b}), \ldots, \psi_{\sharp(b)}(e_{k,b})] then det((φ1ψ)(b))>0 \det((\varphi^{-1}\circ\psi)'(b)) > 0 (at every point in the overlap φ(W)ψ(V) \varphi(W) \cap \psi(V) ). So every orientable manifold can be covered by orientation preserving coordinate charts (i.e. orientation preserving with respect to a consistent choice of orientations).

We now obtain the following definitions:

Definition 5

A manifold for which orientations μx\mu_x can be chosen consistently is called orientable, and a particular choice of the μx\mu_x is called an orientation μ\mu of M. A manifold together with an orientation is called an oriented manifold.

There is a famous example of non-orientable manifold, Mobius strip. However, in this chapter we still can not prove this rigourously.

2.3 Manifold with Boundry

2.3.1 Review of definitions about Manifold with Boundry

Recall following definitions about manifold with boundry:

Definition 6

A half space HkRk\H^k\subset\R^k is given by {xxi>0}\{\Vec{x}|\Vec{x}_i>0\}

Definition 7

A subset MRn M \subseteq \R^n is a k k -dimensional Cr \mathcal{C}^r manifold-with-boundary if for every aM a \in M , there is an open neighborhood U U of a a in Rn \R^n , an open subset V V of Rn \R^n and a Cr \mathcal{C}^r diffeomorphism h:UV h : U \to V such that either

(1) The usual condition for a manifold, h(MU)=V(Rk×{0Rnk})h(M \cap U) = V \cap (\R^k \times \{0 \in \R^{n-k}\})

(2) The manifold looks like a half space around a a , i.e. h(MU)=V(Hk×{0Rnk})={y=(y1,,yn):y1,,yk0yk+1==yn=0}h(M \cap U) = V \cap (\H^k \times \{0 \in \R^{n-k}\}) = \{ y = (y_1, \ldots, y_n) : y_1, \ldots, y_k \geq 0 \wedge y_{k+1} = \ldots = y_n = 0 \}

holds

Well-defined?

One may ask that if (1) and (2) can be satisfied at a same point aa. The answer is no.

Suppose, for the sake of contradiction, that there exists a point aa such that both conditions (1) and (2) are satisfied in neighborhoods of aa. Thus, we have:

  1. A diffeomorphism h1:U1V1h_1 : U_1 \to V_1 satisfying condition (1) on an open neighborhood U1U_1 of aa.
  2. A diffeomorphism h2:U2V2h_2 : U_2 \to V_2 satisfying condition (2) on an open neighborhood U2U_2 of aa.

Since aU1U2a \in U_1 \cap U_2, we may replace U1U_1 and U2U_2 with smaller open sets (if necessary) so that U  =  U1U2 U \;=\; U_1 \,\cap\, U_2 is an open neighborhood of aa on which h1h_1 and h2h_2 remain diffeomorphisms. Denote V1  =  h1(U),V2  =  h2(U). V_1' \;=\; h_1(U), \quad V_2' \;=\; h_2(U). Consider the map f  =  h2h11  :  V1V2. f \;=\; h_2 \circ h_1^{-1} \;:\; V_1' \,\longrightarrow\, V_2'. Since h1h_1 and h2h_2 are diffeomorphisms, ff is itself a Cr\mathcal{C}^r-diffeomorphism and therefore a homeomorphism onto its image.

As

  • By condition (1), V1V_1' locally resembles Rk×{0}nk\R^k \times \{0\}^{n-k} in a way that is Cr\mathcal{C}^r-diffeomorphic.
  • By condition (2), V2V_2' locally resembles Hk×{0}nk\H^k \times \{0\}^{n-k} (where Hk\H^k is a half-space in Rk\R^k) in a way that is Cr\mathcal{C}^r-diffeomorphic.

under ff, the set V1(Rk×{0}nk) V_1' \,\cap\, \bigl(\R^k \times \{0\}^{n-k}\bigr) (an open neighborhood in Rk\R^k) must map to V2(Hk×{0}nk), V_2' \,\cap\, \bigl(\H^k \times \{0\}^{n-k}\bigr), which is a set open in Hk\H^k (in its subspace topology) but not open in the standard topology of Rk\R^k. Since a homeomorphism preserves topological openness, this situation is impossible. The image of an open set in Rk\R^k under ff would have to remain open in Rk\R^k, contradicting the fact that Hk\H^k is not open in Rk\R^k.

Thus, our assumption that conditions (1) and (2) both hold at aa leads to a topological contradiction. Therefore, no single point aa in the manifold can satisfy both conditions simultaneously.

Q.E.D.

Once weve established this result, we can really distinguish these two kinds of points. That means, precisely, that we can make the following definitions

Definition 8

The boundary of a manifold MM, written as M\partial M, is the set of points satisify (2) in Definition 7

Notice that under this definition, TxM\TanS{x}{\partial M} will be a k1k-1 dim subspace of TxM\TanS{x}{M} when dimM=k\dim M=k. Thus there are exactly two unit vectors in TxM\TanS{x}{M} are perpendicular to.

2.3.2 More with Manifold with Boundry

As we can see, the definitions for vector fields, forms, and orientations all make sense in this new context. There are furthermore 2 unit vectors in TxM\TanS{x}{M} perpendicular to TxM\TanS{x}{\partial M} (pointing in exactly opposite directions).

Let φ:WHkRn\varphi:W\cap\H^k\to\R^n be a coordinate chart for MM where WRkW\subset\R^k, and assume φ(a)=xM\varphi(a)=x\in\partial M Then the exactly one of these unit vectors can be written into φ(a)(va)\varphi_{\sharp(a)}(v_a) for some vaTaRkv_a\in\TanS{a}{\R^k} and vak0v_a^k\leqslant 0.

Definition 9

We define this vector to be the outward unit normal at xx, written as n(x)n(x).

Note that this definition is independent of the coordinate system chosen.

check

Setup and Transition Map

Since ff and gg are diffeomorphisms onto their images in MM, define the local transition map γ  =  g1f, \gamma \;=\; g^{-1} \circ f, whose domain is f1(Im(g))f^{-1}\bigl(\mathrm{Im}(g)\bigr) and codomain is g1(Im(f))g^{-1}\bigl(\mathrm{Im}(f)\bigr). By construction, γ\gamma is a Cr\mathcal{C}^r diffeomorphism between open subsets of Rk\R^k, and γ(0)  =  g1(f(0))  =  g1(x)  =  0. \gamma(0) \;=\; g^{-1}\bigl(f(0)\bigr) \;=\; g^{-1}(x) \;=\; 0.

Half‐Space Condition

Both ff and gg are half‐space charts, meaning:

  • f({tk=0})Mf(\{\,t_k=0\}) \subset \partial M and f({tk>0})MMf(\{\,t_k>0\}) \subset M \setminus \partial M.
  • g({sk=0})Mg(\{\,s_k=0\}) \subset \partial M and g({sk>0})MMg(\{\,s_k>0\}) \subset M \setminus \partial M.

Because γ=g1f\gamma = g^{-1} \circ f, it follows that if (t1,,tk)(t_1,\dots,t_k) lies in {tk=0}\{t_k=0\}, then f(t1,,tk)Mf(t_1,\dots,t_k) \in \partial M. Consequently,
γ({tk=0})    {sk=0}. \gamma\bigl(\{\,t_k=0\}\bigr) \;\subset\; \{\,s_k=0\}. Similarly, γ\gamma preserves the interior condition {tk>0}{sk>0}\{t_k>0\}\mapsto \{s_k>0\}. Altogether, γ({tk0})    {sk0}. \gamma\bigl(\{\,t_k\ge 0\}\bigr) \;\subset\; \{\,s_k\ge 0\}.

Tangent Cones and Their Images

Denote by H0kT0RkH_0^k \subset \TanS{0}{\R^k} the set of all velocity vectors α(0)\alpha'(0) of curves α(t){tk0}\alpha(t)\subset \{t_k\ge 0\} with α(0)=0\alpha(0)=0. Equivalently, H0kH_0^k is the tangent cone of the closed half‐space {tk0}\{t_k\ge 0\} at the origin. Since γ({tk0})    {sk0}, \gamma\bigl(\{\,t_k\ge 0\}\bigr) \;\subset\; \{\,s_k\ge 0\}, any curve α\alpha in {tk0}\{t_k\ge 0\} has its image γα\gamma\circ \alpha in {sk0}\{s_k\ge 0\}. Taking derivatives at 00 shows: (γα)(0)  =  Dγ(0)α(0)    H0k, (\gamma \circ \alpha)'(0) \;=\; D\gamma(0)\cdot \alpha'(0) \;\in\; H_0^k, so Dγ(0)(H0k)H0kD\gamma(0)(H_0^k) \subset H_0^k. By applying the same argument to γ1\gamma^{-1} (which is also a diffeo), we deduce (Dγ(0))1(H0k)    H0kDγ(0)(H0k)  =  H0k. \bigl(D\gamma(0)\bigr)^{-1}(H_0^k) \;\subset\; H_0^k \quad\Longrightarrow\quad D\gamma(0)(H_0^k) \;=\; H_0^k. Hence Dγ(0)D\gamma(0) is a linear isomorphism from H0kH_0^k onto itself.

Consistency of the Pushed‐Forward Subspaces

From γ=g1f\gamma = g^{-1}\circ f, we write f(H0k)  =  (gγ)(H0k)  =  g(γ(H0k)). f_{\sharp}(H_0^k) \;=\; (g\circ \gamma)_{\sharp}(H_0^k) \;=\; g_{\sharp}\bigl(\gamma_{\sharp}(H_0^k)\bigr). But γ(H0k)\gamma_{\sharp}(H_0^k) is exactly H0kH_0^k again, so f(H0k)  =  g(H0k). f_{\sharp}(H_0^k) \;=\; g_{\sharp}(H_0^k). Thus both charts ff and gg push forward the same kk-dimensional cone in TxRn\TanS{x}{\R^n}, which reflects the tangent‐plus‐normal decomposition at xx.

Uniqueness of the Normal Direction

Within this common kk-dimensional space, the direction of tk\tfrac{\partial}{\partial t_k} is precisely the one normal to M\partial M. Concretely, the subspace spanned by {t1,,tk1}\{\tfrac{\partial}{\partial t_1}, \dots, \tfrac{\partial}{\partial t_{k-1}}\} projects onto Tx(M)\TanS{x}{(\partial M)}, leaving the line spanned by tk\tfrac{\partial}{\partial t_k} as the normal complement. Since both charts determine the same pushforward space, they also determine the same normal line. By convention, we take the positively oriented side to define the outward normal direction.

Therefore, the outward normal vector at xx (up to positive scaling) given by ff agrees with that given by gg. This shows that the outward normal on M\partial M is independent of the choice of half‐space boundary chart, provided those charts align on the same side of M\partial M.

Q.E.D.

Definition 10

The induced orientation of M \partial M is given by, for each aM a \in \partial M , choosing v1,,vk1(M)av_1, \ldots, v_{k-1} \in (\partial M)_a such that [n(a),v1,,vk1]=μa[n(a), v_1, \ldots, v_{k-1}] = \mu_a Note that [n(a),w1,,wk1]=μa[w1,,wk1]=[v1,,vk1][n(a), w_1, \ldots, w_{k-1}] = \mu_a \Longrightarrow [w_1, \ldots, w_{k-1}] = [v_1, \ldots, v_{k-1}] i.e. the two are the same orientations of (M)a (\partial M)_a . Call this orientation (μ)a (\partial \mu)_a .

We can show that choosing the orientation (μ)a (\partial \mu)_a for each aM a \in \partial M gives a consistent orientation on M \partial M . That is,

Proposition 2

If M M is orientable, then M \partial M is orientable and the orientation μ \mu of M M determines the orientation μ \partial \mu for M \partial M .

Proof of the Prop.

Let ωx\omega_x be the oriented volume form on TxM\TanS{x}{M} for each xMx \in \partial M. Denote by n(x)n(x) the outward normal vector at xx. We define a n1n-1-form wxw_x on the tangent space Tx(M)\TanS{x}{(\partial M)} by wx(v1,,vn1)  :=  ωx(n(x),v1,,vn1). w_x(v_1,\dots,v_{n-1}) \;:=\; \omega_x\bigl(n(x),v_1,\dots,v_{n-1}\bigr). Since ωx\omega_x is a non-degenerate nn-form on TxM\TanS{x}{M} and n(x)n(x) is linearly independent of Tx(M)\TanS{x}{(\partial M)}, it follows immediately that wxw_x is non-degenerate on Tx(M)\TanS{x}{(\partial M)}. Hence wxw_x is a valid volume form on Tx(M)\TanS{x}{(\partial M)}, and it defines an orientation at each xMx \in \partial M.

Consequently, an ordered basis [v1,,vn1][v_1,\dots,v_{n-1}] of Tx(M)\TanS{x}{(\partial M)} is positively oriented (i.e., lies in (μ)x(\partial \mu)_x) if and only if the extended basis [n(x),v1,,vn1][n(x),v_1,\dots,v_{n-1}] is positively oriented in TxMT_x M (i.e., lies in μx\mu_x). Symbolically, [v1,,vn1](μ)x[n(x),v1,,vn1]μx. [v_1,\dots,v_{n-1}]\in (\partial \mu)_x \quad\Longleftrightarrow\quad [n(x),v_1,\dots,v_{n-1}] \in \mu_x. Thus, if MM is orientable with orientation μ\mu, the boundary M\partial M inherits a natural orientation μ\partial \mu, determined by adjoining the outward normal to oriented bases of M\partial M.

Q.E.D.

Remark 1

If we apply these definitions to Hk\H^k with the usual orientation, we find that the induced orientation on Rk1={xHk:xk=0}\R^{k-1} = \{x|\H^k: x^k = 0\} is (1)k(-1)^k times the usual orientation.

Proof of the Remark.

We start with the half‐space Hk={(x1,,xk)Rk:xk0},\H^k = \{(x^1, \dots, x^k)\in\R^k : x^k\ge 0\}, with its usual orientation given by the standard volume form μ= ⁣dx1 ⁣dx2 ⁣dxk\mu = \dd x^1\wedge \dd x^2\wedge \cdots\wedge \dd x^k Its boundary is Hk={(x1,,xk)Rk:xk=0},\partial \H^k = \{(x^1,\dots,x^k)\in\R^k: x^k=0\}, which is naturally identified with Rk1\R^{k-1} (with the usual orientation  ⁣dx1 ⁣dxk1\dd x^1\wedge\cdots\wedge \dd x^{k-1}).

The induced orientation on Hk\partial \H^k is defined by using the outward unit normal to Hk\H^k. Since the interior of Hk\H^k is {xk>0} \{x^k > 0\} , the outward normal is the vector pointing in the direction where xkx^k decreases. In standard coordinates this is n=ek=xk ⁣dxkn = -e_k = -\frac{\partial}{\partial x^k}\dd{x^k} The induced (k1)(k-1)-form is given by contracting the kk-form μ\mu with nn: ιnμ=ιek( ⁣dx1 ⁣dxk)\iota_{n}\mu = \iota_{-e_k}(\dd x^1\wedge\cdots\wedge \dd x^k) Since ιek( ⁣dx1 ⁣dxk)=(1)k1 ⁣dx1 ⁣dxk1.\iota_{e_k}(\dd x^1\wedge\cdots\wedge \dd x^k) = (-1)^{k-1}\,\dd x^1\wedge\cdots\wedge \dd x^{k-1}. we now obtain ιek( ⁣dx1 ⁣dxk)=ιek( ⁣dx1 ⁣dxk)=(1)k ⁣dx1 ⁣dxk1\iota_{-e_k}(\dd x^1\wedge\cdots\wedge \dd x^k) = -\iota_{e_k}(\dd x^1\wedge\cdots\wedge \dd x^k) = (-1)^k\,\dd x^1\wedge\cdots\wedge \dd x^{k-1} This shows that the induced orientation on the boundary is given by the (k1)(k-1)-form (1)k ⁣dx1 ⁣dxk1(-1)^k\,\dd x^1\wedge\cdots\wedge \dd x^{k-1} But the “usual orientation” on Rk1\R^{k-1} is  ⁣dx1 ⁣dxk1\dd x^1\wedge\cdots\wedge \dd x^{k-1}. Hence, the induced orientation on Hk\partial H^k is (1)k(-1)^k times the usual orientation. This factor (1)k(-1)^k comes exactly from the contraction with the outward normal ek-e_k and reflects the combinatorial sign arising from removing the  ⁣dxk\dd x^k factor from the volume form.

Q.E.D.

2.3.3 Outward Unit Normal for Manifold

We remark briefly that for an oriented (n1) (n-1) -dimensional manifold M M in Rn \R^n , an analogue of the outward normal can be defined, although M M need not be the boundary of a manifold.

Definition 11

If [v1,x,,vn1,x]=μx[v_{1,x},\ldots,v_{n-1,x}] = \mu_x, we choose n(x)n(x) in TxRn\TanS{x}{\R^n} so that n(x)n(x) is a unit vector perpendicular to TxM\TanS{x}{M} and [n(x),  v1,x,,vn1,x][n(x),\;v_{1,x},\ldots,v_{n-1,x}] is the usual orientation of TxRn\TanS{x}{\R^n}. We still call n(x)n(x) the outward unit normal to MM (determined by μ\mu).

The vectors n(x)n(x) vary continuously on MM, as the Gram–Schmidt process is a continuous procedure. Conversely, if a continuous family of unit normal vectors n(x)n(x) is defined on all of MM, then we can determine an orientation of MM.

If M M is the boundary of a manifold, however, we can show that the outward normal we derive agrees with Definition 9 above.

Proof

TODO

Now we may prove why Mobius strip is not orientable.

Proof
  1. Computing the Normal Vector
    A local normal vector can be obtained by taking the cross product of the partial derivatives φθ(θ,t)andφt(θ,t). \frac{\partial \varphi}{\partial \theta}(\theta,t) \quad \text{and} \quad \frac{\partial \varphi}{\partial t}(\theta,t). At the line t=0t=0, these derivatives simplify. Denote n(θ,0)  =  φθ(θ,0)  ×  φt(θ,0). \Vec{n}(\theta,0) \;=\; \frac{\partial \varphi}{\partial \theta}(\theta,0) \;\times\; \frac{\partial \varphi}{\partial t}(\theta,0).

  2. Values at θ=0\theta=0 and θ=2π\theta=2\pi
    By direct (though somewhat tedious) computation, one obtains: n(0,0)  =  (0,  0,  12),n(2π,0)  =  (0,  0,  +12). \Vec{n}(0,0) \;=\; \bigl(0,\;0,\;-\tfrac12\bigr), \quad \Vec{n}(2\pi,0) \;=\; \bigl(0,\;0,\;+\tfrac12\bigr). Meanwhile, the base points in the strip coincide: φ(0,0)  =  φ(2π,0). \varphi(0,0) \;=\; \varphi(2\pi,0). That is, the same physical point on the Möbius strip has two different normal vectors if we demand continuity of the normal across this identification.

  3. Contradiction
    If MM were an orientable surface in R3\mathbb{R}^3, one could choose a continuous unit normal vector field n(x)\Vec{n}(x) at every point xMx \in M. But the Möbius strip is nonorientable, so no such globally continuous choice exists. Concretely, the mismatch n(0,0)n(2π,0)\Vec{n}(0,0) \neq \Vec{n}(2\pi,0) while φ(0,0)=φ(2π,0)\varphi(0,0)=\varphi(2\pi,0) contradicts the requirement of continuity for a globally well‐defined normal.

Q.E.D.

2.4 Stokes Theorem on Manifolds / General Stokes for Manifold

2.4.1 Preparations

We now want to prove the general form of Stokes theorem:

Theroem 2(General Stokes)

Let M M be a compact oriented k k -dimensional manifold-with-boundary (which is at least C2 \mathcal{C}^2 ) and ω \omega be a (k1) (k-1) -form on M M (which is at least C1 \mathcal{C}^1 ). Then M ⁣dω=Mω\int_M \dd \omega = \int_{\partial M} \omega where M \partial M has induced orientation.

The problem is, the integral in this theroem has not yet been defined. So that’s what we are going up to be working up first.

Definition 12

Consider a singular pp cube c:[0,1]pMc:[0,1]^p\to M on a manifold MM. If ω\omega is a pp-form on MM we define cω=[0,1]pcω\int_c\omega=\int_{[0,1]^p}c^\sharp\omega and for pp chains c=aicic=\sum a_ic_i, the integral is defined as before, i.e. cω=aiciω\int_c\omega=\sum a_i\int_{c_i}\omega

Note

In the rest part of this section, we will only work with kk cubes cc with a stronger condition that there exists an coordinate chart ξ:WRn\xi:W\to\R^n on MM such that c=ξ[0,1]kc=\xi|_{[0,1]^k}
As a map, we know cc is orientation preserving if and only if ξ\xi is orientation preserving.

Now we may prove following lemma:

Lemma 1

Let M M be an oriented k k -dimensional manifold (with or without boundary), and let c1,c2:[0,1]kM c_1, c_2 : [0,1]^k \to M be orientation-preserving singular k k -cubes, with the above assumption holding. If ω\omega is a k k -form on M M such that ω=0 \omega = 0 outside c1([0,1]k)c2([0,1]k) c_1([0,1]^k) \cap c_2([0,1]^k) , then c1ω=c2ω\int_{c_1} \omega = \int_{c_2} \omega

Proof of lemma

Let ξ1,ξ2\xi_1, \xi_2 be the orientation-preserving charts corresponding to c1,c2c_1, c_2. Thus, c1=ξ1[0,1]k,c2=ξ2[0,1]k. c_1 = \xi_1\big|_{[0,1]^k}, \quad c_2 = \xi_2\big|_{[0,1]^k}. Since ξ2\xi_2 is a local diffeomorphism onto its image, we can write ξ2ω  =  fi=1k ⁣dxi \xi_2^\sharp \omega \;=\; f \,\wedge_{i=1}^k \dd x_i for some function f:ξ21(supp(ω))Rf : \xi_2^{-1}\bigl(\mathrm{supp}(\omega)\bigr)\to \R.

Step 1: Define the transition map

Set T  =  ξ21ξ1 ⁣:ξ11(supp(ω))ξ21(supp(ω)). T \;=\; \xi_2^{-1} \,\circ\, \xi_1 \colon \quad \xi_1^{-1}\bigl(\mathrm{supp}(\omega)\bigr) \,\longrightarrow\, \xi_2^{-1}\bigl(\mathrm{supp}(\omega)\bigr). By hypothesis, TT is a local diffeomorphism between open sets in Rk\R^k. In particular, on [0,1]kRk[0,1]^k\subset \R^k, it restricts to a map whose image remains in ξ21(supp(ω))\xi_2^{-1}\bigl(\mathrm{supp}(\omega)\bigr).

Step 2: Pull back ω\omega via ξ1\xi_1

We compute c1ω\int_{c_1} \omega by expressing it as an integral in coordinates: c1ω=  [0,1]k(c1)ω  =  [0,1]k(ξ1)ω. \begin{aligned} \int_{c_1} \omega &=\; \int_{[0,1]^k} (c_1)^\sharp \omega \;=\; \int_{[0,1]^k} (\xi_1)^\sharp \omega. \end{aligned} Since ξ1=ξ2(ξ21ξ1)=ξ2T\xi_1 = \xi_2 \circ \bigl(\xi_2^{-1}\circ \xi_1\bigr) = \xi_2 \circ T, this becomes (ξ1)ω  =  (ξ2T)ω  =  T(ξ2ω)  =  T(fi=1k ⁣dxi). (\xi_1)^\sharp \omega \;=\; \bigl(\xi_2 \circ T\bigr)^\sharp \omega \;=\; T^\sharp \bigl(\xi_2^\sharp \omega\bigr) \;=\; T^\sharp \bigl(f \wedge_{i=1}^k \dd x_i\bigr). Thus, [0,1]k(ξ1)ω  =  [0,1]kT(fi=1k ⁣dxi). \int_{[0,1]^k} (\xi_1)^\sharp \omega \;=\; \int_{[0,1]^k} T^\sharp\bigl(f \wedge_{i=1}^k \dd x_i\bigr).

Step 3: Change of variables using TT

Recall that for a smooth map T:UVRkT: U \to V \subset \R^k and a kk-form f ⁣dx1 ⁣dxkf \,\dd x_1 \wedge \cdots \wedge \dd x_k on VV, the pullback is given by T(f ⁣dx1 ⁣dxk)=(fT)det( ⁣dT) ⁣dx1 ⁣dxk. T^\sharp \bigl(f \,\dd x_1 \wedge \cdots \wedge \dd x_k\bigr) = (f \circ T)\,\det\bigl(\dd T\bigr) \,\dd x_1 \wedge \cdots \wedge \dd x_k. Since ξ1,ξ2\xi_1, \xi_2 are orientation-preserving charts, the Jacobian determinant det( ⁣dT)\det\bigl(\dd T\bigl) is positive, so det( ⁣dT)=det( ⁣dT). |\det\bigl(\dd T\bigr)| = \det\bigl(\dd T\bigr). Hence, [0,1]kT(fi=1k ⁣dxi)=[0,1]k(fT)det( ⁣dT) ⁣dx1 ⁣dxk. \int_{[0,1]^k} T^\sharp\bigl(f \wedge_{i=1}^k \dd x_i\bigr) = \int_{[0,1]^k} (f \circ T)\,\det\bigl(\dd T\bigl)\,\dd x_1 \wedge \cdots \wedge \dd x_k. By standard change-of-variable arguments in Rk\R^k, [0,1]k(fT)det( ⁣dT) ⁣dx1 ⁣dxk  =  T([0,1]k)f ⁣dx1 ⁣dxk. \int_{[0,1]^k} (f \circ T)\,\det\bigl(\dd T\bigl)\,\dd x_1 \wedge \cdots \wedge \dd x_k \;=\; \int_{T([0,1]^k)} f \,\dd x_1 \wedge \cdots \wedge \dd x_k. But T([0,1]k)ξ21(supp(ω))T([0,1]^k) \subset \xi_2^{-1}\bigl(\mathrm{supp}(\omega)\bigr), so continuing,

T([0,1]k)f ⁣dx1 ⁣dxk=[0,1]kξ2ω=c2ω. \int_{T([0,1]^k)} f\,\dd x_1 \wedge \cdots \wedge \dd x_k = \int_{[0,1]^k} \xi_2^\sharp \omega = \int_{c_2} \omega.

Putting everything together, we obtain c1ω=[0,1]k(ξ1)ω=[0,1]kT(ξ2ω)=c2ω. \int_{c_1} \omega = \int_{[0,1]^k} (\xi_1)^\sharp \omega = \int_{[0,1]^k} T^\sharp\bigl(\xi_2^\sharp\omega\bigr) = \int_{c_2} \omega.

Because ω\omega vanishes outside c1([0,1]k)c2([0,1]k)c_1([0,1]^k)\cap c_2([0,1]^k), all of the above integrals make sense and indeed coincide.

Q.E.D

Therefore, we can define the integral on a manifold:

Definition 13

Let M M be a compact oriented k k -dimensional manifold and let ω \omega be a k k -form on M M . There are a handful of cases to consider.

  1. If there is an orientation preserving singular k k -cube c c in M M such that ω=0 \omega = 0 outside of c([0,1]k) c([0,1]^k) , then we will define Mω=cω.\int_M \omega = \int_c \omega. which is independent of the choice of cc by Lemma 1 as long as ω\omega vanishes outside it.
  2. In general, there is an open cover O \mathcal{O} of M M such that, for every UO U \in \mathcal{O} , there is an orientation preserving singular k k -cube c c such that UMc([0,1]k) U \cap M \subset c([0,1]^k) . Let Φ \Phi be a partition of unity subordinate to O \mathcal{O} that is C C^\infty , or at least, C2 C^2 . Define Mω=φΦMφω,\int_M \omega = \sum_{\varphi \in \Phi} \int_M \varphi \omega, where the sum is finite if M M is compact. In general, this definition holds provided that the sum converges in the sense we have defined before.

Note that these definitions about Mω \int_M \omega do not depend on the open cover O \mathcal{O} or on partition of unity Φ \Phi .

Check

TODO

Suppose M M is a k k -dimensional manifold-with-boundary, and μ \mu is an orientation for M M . Let M \partial M be given the induced orientation μ \partial \mu . Consider an orientation preserving k k -cube c c in M M such that c(k,0) c_{(k,0)} lies in M \partial M and is the only face having interior points in M \partial M . c(k,0) c_{(k,0)} is orientation preserving if k k is even, otherwise, (1)kc(k,0) (-1)^k c_{(k,0)} is orientation preserving.

Proof Sketch

Suppose we have a kk–cube cc that is mapped into MM and that cc is orientation preserving with respect to the given orientation on MM. Only its face c(k,0)=c{xk=0}c_{(k,0)} = c|_{\{x^k=0\}} lies in M\partial M.

  • When we pull back the orientation from MM to the cube by cc, the standard orientation on Rk\R^k is given by  ⁣dx1 ⁣dxk\dd x^1\wedge\cdots\wedge \dd x^k.
  • The induced orientation on the boundary (via contraction with the outward normal) is, as computed above in Remark 1, (1)k ⁣dx1 ⁣dxk1(-1)^k\,\dd x^1\wedge\cdots\wedge \dd x^{k-1}.

Thus, if cc is originally orientation preserving, then the face c(k,0)c_{(k,0)} inherits the induced orientation that is (1)k(-1)^k times the “usual” orientation of a (k1)(k-1)–cube.

Q.E.D

Suppose now ω \omega is a C1\mathcal{C}^1 (k1) (k-1) -form on M M which is zero outside c([0,1]k) c([0,1]^k) . Then c(k,0)ω=(1)kMω\int_{c_{(k,0)}} \omega = (-1)^k \int_{\partial M} \omega So cω=(1)kc(k,0)ω=(1)kc(k,0)ω=Mω\int_{\partial c} \omega = \int_{(-1)^k c_{(k,0)}} \omega = (-1)^k \int_{c_{(k,0)}} \omega = \int_{\partial M} \omega

Check

Suppose ω\omega is a kk-form on MM such that ω\omega vanishes outside the image of a singular kk-cube c:[0,1]kMc:[0,1]^k \to M. By continuity, ω\omega also vanishes on the interior boundary faces of [0,1]k[0,1]^k, except possibly the face on which cc meets M\partial M. Concretely, if we write
c  =  i=1kα{0,1}(1)i+αc(i,α), \partial c \;=\; \sum_{i=1}^k \sum_{\alpha \in \{0,1\}} (-1)^{i+\alpha}\, c(i,\alpha), then ω\omega vanishes on all faces c(i,α)c(i,\alpha) except the one that intersects M\partial M, which we label c(k,0)c(k,0) without loss of generality. Hence, cω  =  i=1kα{0,1}(1)i+αc(i,α)ω  =  (1)kc(k,0)ω. \int_{\partial c} \omega \;=\; \sum_{i=1}^k \sum_{\alpha \in \{0,1\}} (-1)^{i+\alpha}\, \int_{c(i,\alpha)} \omega \;=\; (-1)^k \int_{c(k,0)} \omega.

Moreover, by the choice of orientation on MM and how cc meets M\partial M, the integral of ω\omega over c(k,0)c(k,0) relates to the integral of ω\omega on M\partial M. Specifically, c(k,0)ω  =  (1)kMω(1)kc(k,0)ω  =  Mω. \int_{c(k,0)} \omega \;=\; (-1)^k \int_{\partial M} \omega \quad\Longrightarrow\quad (-1)^k \int_{c(k,0)} \omega \;=\; \int_{\partial M} \omega. Combining the two equations, we obtain: cω  =  (1)kc(k,0)ω  =  Mω. \int_{\partial c} \omega \;=\; (-1)^k \int_{c(k,0)} \omega \;=\; \int_{\partial M} \omega.

Thus, under these conditions (namely, that ω\omega vanishes outside c([0,1]k)c([0,1]^k) and so also on all boundary faces of the cube not meeting M\partial M), we conclude cω  =  Mω. \int_{\partial c} \omega \;=\; \int_{\partial M} \omega.

Q.E.D

2.4.2 Proof of general Stokes

With all these preparetions, we now finally can prove the General Stokes thm.

The Proof

Step 1. The Case of an Interior kk-Cube

  1. Setup.
    Suppose first there exists an orientation‐preserving map (singular kk-cube) c:[0,1]kM c : [0,1]^k \,\longrightarrow\, M whose image is entirely in the interior of MM (so it does not meet M\partial M). Assume also ω\omega vanishes outside c([0,1]k)c([0,1]^k).

  2. Fundamental Theorem of Calculus / Stokes in the Cube.
    By the standard form of the Stokes Theorem in Rk\R^k (Fundamental Theorem of Calculus), we have c ⁣dω  =  [0,1]kc( ⁣dω)  =  [0,1]k ⁣d(cω)  =  [0,1]kcω  =  cω. \int_c \dd \omega \;=\; \int_{[0,1]^k} c^\sharp (\dd \omega) \;=\; \int_{[0,1]^k} \dd \bigl(c^\sharp \omega\bigr) \;=\; \int_{\partial [0,1]^k} c^\sharp \omega \;=\; \int_{\partial c} \omega. But ω\omega is zero outside c([0,1]k)c([0,1]^k), so
    M ⁣dω  =  c ⁣dω  =  cω  =  0 \int_M \dd \omega \;=\; \int_c \dd \omega \;=\; \int_{\partial c} \omega \;=\; 0 because c\partial c also lies in the interior of MM, hence ω\omega vanishes there.
    Similarly, since M\partial M does not intersect c([0,1]k)c([0,1]^k), Mω  =  0. \int_{\partial M} \omega \;=\; 0. Thus, in this special case, M ⁣dω  =  Mω  =  0. \int_M \dd \omega \;=\; \int_{\partial M} \omega \;=\; 0.


Step 2. The Case of a kk-Cube Meeting the Boundary in Exactly One Face

  1. Setup.
    Next, suppose there is an orientation‐preserving map c:[0,1]kM c : [0,1]^k \,\longrightarrow\, M such that:
    • c([0,1]k)c\bigl([0,1]^k\bigr) intersects M\partial M only along the face corresponding (for example) to {tk=0}[0,1]k\{t_k=0\}\subset [0,1]^k.
    • ω\omega vanishes outside c([0,1]k)c([0,1]^k).
  2. Boundary Calculation.
    Again using Stokes on the cube, cω  =  [0,1]kcω  =  [0,1]k ⁣d(cω)  =  [0,1]kc ⁣dω  =  c ⁣dω. \int_{\partial c} \omega \;=\; \int_{\partial [0,1]^k} c^\sharp \omega \;=\; \int_{[0,1]^k} \dd \bigl(c^\sharp \omega\bigr) \;=\; \int_{[0,1]^k} c^\sharp \dd \omega \;=\; \int_c \dd \omega. However, unlike in the first case, c\partial c now has exactly one face on M\partial M. By earlier arguments,
    Mω  =  cωsince all other faces of c are in the interior, where ω0. \int_{\partial M}\omega \;=\; \int_{\partial c} \omega \quad\text{since all other faces of } c \text{ are in the interior, where } \omega \equiv 0. Consequently,
    Mω  =  cω  =  c ⁣dω  =  M ⁣dω. \int_{\partial M} \omega \;=\; \int_{\partial c} \omega \;=\; \int_c \dd \omega \;=\; \int_{M} \dd \omega.

Therefore, in this second scenario, M ⁣dω  =  Mω. \int_M \dd \omega \;=\; \int_{\partial M} \omega.


Step 3. The General Case via a Partition of Unity

In the general situation, ω\omega need not vanish outside a single kk-cube. We solve this by covering MM with local patches of these two special types, then summing.

  1. Open Cover and Partition of Unity.
    Let O={Uα}α\mathcal{O} = \{U_\alpha\}_{\alpha} be an open cover of MM such that, on each UαU_\alpha, either
    • We can embed the relevant portion of ω\omega into an interior‐type cube (case 1), or
    • We have a cube meeting M\partial M in exactly one face (case 2).

    Let {φα}α\{\varphi_\alpha\}_{\alpha} be a partition of unity subordinate to O\mathcal{O}. By definition, αφα(x)  =  1for all xM,andsupp(φα)Uα. \sum_\alpha \varphi_\alpha(x) \;=\; 1 \quad\text{for all } x \in M, \quad \mathrm{and} \quad \mathrm{supp}(\varphi_\alpha) \,\subset\, U_\alpha.

  2. Reducing  ⁣dω\dd \omega to Sums of Special Cases.
    Write ω  =  αφαω \omega \;=\; \sum_\alpha \varphi_\alpha \,\omega because αφα=1\sum_\alpha \varphi_\alpha = 1. Observe that each form φαω\varphi_\alpha\,\omega now has support contained in UαU_\alpha, so it is of type 1 or type 2 in that local coordinate patch.

  3. Key Observation: α ⁣dφα= ⁣d1=0\sum_\alpha \dd \varphi_\alpha = \dd 1 = 0.
    From the properties of the partition of unity, we get α( ⁣dφα)  =   ⁣d(αφα)  =   ⁣d(1)  =  0. \sum_\alpha (\dd \varphi_\alpha) \;=\; \dd \left(\sum_\alpha \varphi_\alpha\right) \;=\; \dd (1) \;=\; 0. Hence αM( ⁣dφα)ω  =  Mα( ⁣dφαω)  =  M ⁣d(αφα)ω  =  M ⁣d(1)ω  =  0. \sum_\alpha \int_M (\dd \varphi_\alpha) \wedge \omega \;=\; \int_M \sum_\alpha (\dd \varphi_\alpha \wedge \omega) \;=\; \int_M \dd \left(\sum_\alpha \varphi_\alpha\right) \wedge \omega \;=\; \int_M \dd (1)\wedge \omega \;=\; 0.

  4. Putting it All Together.
    We evaluate M ⁣dω\int_M \dd \omega by expressing ω\omega through the partition: M ⁣dω  =  M ⁣d(αφαω)  =  αM ⁣d(φαω). \int_M \dd \omega \;=\; \int_M \dd \bigl(\sum_\alpha \varphi_\alpha\,\omega\bigr) \;=\; \sum_\alpha \int_M \dd \bigl(\varphi_\alpha\,\omega\bigr). But  ⁣d(φαω)  =  ( ⁣dφα)ω+φα ⁣dω. \dd \bigl(\varphi_\alpha\,\omega\bigr) \;=\; (\dd \varphi_\alpha)\wedge \omega + \varphi_\alpha\, \dd \omega. Therefore, αM ⁣d(φαω)  =  αM(φα ⁣dω+( ⁣dφα)ω). \sum_\alpha \int_M \dd \bigl(\varphi_\alpha\,\omega\bigr) \;=\; \sum_\alpha \int_M \Bigl(\varphi_\alpha\, \dd \omega + (\dd \varphi_\alpha)\wedge \omega\Bigr). We can separate the sums: αMφα ⁣dω  +  αM( ⁣dφα)ω. \sum_\alpha \int_M \varphi_\alpha\, \dd \omega \;+\; \sum_\alpha \int_M (\dd \varphi_\alpha)\wedge \omega. The second sum is zero (by the key observation above). Hence, M ⁣dω  =  αMφα ⁣dω. \int_M \dd \omega \;=\; \sum_\alpha \int_M \varphi_\alpha\,\dd \omega. On each UαU_\alpha, by either case 1 or case 2, Mφα ⁣dω\int_M \varphi_\alpha\,\dd \omega equals Mφαω\int_{\partial M} \varphi_\alpha\, \omega. Summing over α\alpha gives M ⁣dω  =  αMφαω  =  M(αφα)ω  =  Mω. \int_M \dd \omega \;=\; \sum_\alpha \int_{\partial M} \varphi_\alpha\,\omega \;=\; \int_{\partial M} \Bigl(\sum_\alpha \varphi_\alpha\Bigr) \omega \;=\; \int_{\partial M} \omega. (Here, we used αφα=1\sum_\alpha \varphi_\alpha = 1 again.)

Because MM is second countable (hence admits locally finite covers) and we only have finitely many φα0\varphi_\alpha\neq 0 on compact subsets, the sums and integrals are well-defined.

Thus, in every case, we conclude: M ⁣dω  =  Mω. \boxed{ \int_M \dd \omega \;=\; \int_{\partial M} \omega. }

Q.E.D.

2.4.3 Importance

Stokes’ theorem shares three important attributes with many fully evolved major theorems:

  1. It is trivial.
  2. It is trivial because the terms appearing in it have been properly defined.
  3. It has significant consequences.

We will conclude this chapter by deducing a classical version of Stokes’ Theorem, Green’s Theorem:

Theorm 3 (Green’s Theorem)

Let MR2M\subset\R^2 be compact R2\R^2 manifold-with-boundary and let α,β\alpha,\beta be 2 C1\mathcal{C}^1 function. Then Mα ⁣dx+β ⁣dy=M(xβyα) ⁣dx ⁣dy\int_{\partial M}\alpha\dd{x}+\beta\dd{y}=\iint_M(\partial_x\beta-\partial_y\alpha)\dd{x}\dd{y}

Proof

Let ω=α ⁣dx+β ⁣dy\omega=\alpha\dd{x}+\beta\dd{y}. Then we have  ⁣dω=yα ⁣dx ⁣dy+xβ ⁣dx ⁣dy\dd\omega=-\partial_y\alpha\dd{x}\dd{y}+\partial_x\beta\dd{x}\dd{y} Thus, by General Stokes’ Thm, Mα ⁣dx+β ⁣dy=M ⁣dω=M(xβyα) ⁣dx ⁣dy\int_{\partial M}\alpha\dd{x}+\beta\dd{y}=\int_{M}\dd\omega=\iint_M(\partial_x\beta-\partial_y\alpha)\dd{x}\dd{y}

Q.E.D.

2.5 Volume Element

2.5.1 Volume of Manifold

Let M M be a k k -dimensional manifold (or manifold-with-boundary) in Rn \R^n , with an orientation μ \mu . If xM x \in M , then μx \mu_x and the inner product Tx T_x we defined previously determine a volume element ω(x)Ωk(TxM) \omega(x) \in \Omega^k(\TanS{x}{M}) .

We therefore obtain a nowhere-zero k k -form ω \omega on M M , which is called the volume Element on M M (determined by μ \mu ) and denoted  ⁣dV \dd V , even though it is not generally the differential of a (k1) (k - 1) -form.

Definition 14

The volume of M M is defined as M ⁣dV\int_M \dd V provided this integral exists, which is certainly the case if M M is compact.

“Volume” is usually called length or surface area for one- and two-dimensional manifolds, and  ⁣dV \dd V is denoted  ⁣ds \dd s (the element of length) or  ⁣dA \dd A [or  ⁣dS \dd S ] (the element of[surface] area). We are going to use these for specific versions of Stokes’ Theorem. Let’s look at some examples:

Example 1.

Let M M be some n n -dimensional submanifold of Rn \R^n with the standard orientation. Then

 ⁣dV= ⁣dx1 ⁣dxn \dd V = \dd x^1 \wedge \ldots \wedge \dd x^n

Hence we have that

M ⁣dV=M1 \int_M \dd V = \int_M 1

giving us that the volume of M M agrees with our old definition.

Example 2.

TODO

2.5.2 The Volume Element of an Oriented Surface in R3\R^3

A concrete case of interest to us is the volume element of an oriented surface (two-dimensional manifold) MR3M\subset\R^3. Let n(x)n(x) be an outward unit normal at xMx\in M. If ωΩ2(TxM)\omega\in\Omega^2(\TanS{x}{M}) is defined by ω(v,w)=det[v,w,n(x)]=v×w,  n(x)\omega(v,w)=\det[v,w,n(x)]=\langle v\times w,\; n(x)\rangle then ω(v,w)=1\omega(v,w)=1 for all orthonormal basis v,wv,w of TxM\TanS{x}{M} with postive orientation. Thus, as ω\omega prefectly satisfied the requirements of  ⁣dA\dd A, by uniqueness, we have ω= ⁣dA\omega=\dd A. Therefore, if [v,w]=μx[v,w]=\mu_x,  ⁣dA(v,w)=v×w,  n(x)=v×wn(x)=v×w\dd A(v,w)=\langle v\times w,\; n(x)\rangle=\norm{v\times w}\norm{n(x)}=\norm{v\times w} If we wish to compute the area of MM, we may evaluate [0,1]2c ⁣dA\int_{[0,1]^2}c^\sharp\dd A for orientation-preserving singular 2-cubes cc and get [0,1]2c ⁣dA=[0,1]2c ⁣dA(e1,a,  e2,a)=[0,1]2 ⁣dA(Dc(a)(e1),Dc(a)(e2))=[0,1]2 ⁣dA((D1c1(a),D1c2(a),D1c3(a)),  (D2c1(a),D2c2(a),D2c3(a)))=[0,1]2(D1c1(a),D1c2(a),D1c3(a))×(D2c1(a),D2c2(a),D2c3(a))=[0,1]2EGF2\begin{aligned} \int_{[0,1]^2}c^\sharp\dd A&=\int_{[0,1]^2}c^\sharp\dd A(e_{1,a},\;e_{2,a})\\ &=\int_{[0,1]^2}\dd A(D c(a)(e_{1}),D c(a)(e_{2}))\\ &=\int_{[0,1]^2}\dd A\bigl((D_1c^1(a),D_1c^2(a),D_1c^3(a)),\;(D_2c^1(a),D_2c^2(a),D_2c^3(a))\bigr)\\ &=\int_{[0,1]^2}\norm{(D_1c^1(a),D_1c^2(a),D_1c^3(a))\times(D_2c^1(a),D_2c^2(a),D_2c^3(a))}\\ &=\int_{[0,1]^2}\sqrt{EG-F^2} \end{aligned} where E=D1ci(a), F=D1ci(a)D2ci(a)E=\sum D_1c^i(a),\ F=\sum D_1c^i(a)D_2c^i(a) and G=D2ci(a)G=\sum D_2c^i(a). Calculating surface area is clearly a foolhardy enterprise; fortunately one seldom needs to know the area of a surface. Moreover, there is a simple expression for  ⁣dA\dd A which suffices for theoretical considerations.

Proposition 3

Let M M be an oriented surface in R3 \R^3 , i.e. a 2 dimensional manifold with or without boundary, and n(x)=(n1,n2,n3) n(x) = (n^1, n^2, n^3) be the outward unit normal at xM x \in M . Then  ⁣dA=n1 ⁣dy ⁣dz+n2 ⁣dz ⁣dx+n3 ⁣dx ⁣dy\dd A = n^1 \, \dd y \wedge \dd z + n^2 \, \dd z \wedge \dd x + n^3 \, \dd x \wedge \dd y Moreover, n1 ⁣dA= ⁣dy ⁣dz,n2 ⁣dA= ⁣dz ⁣dx,n3 ⁣dA= ⁣dx ⁣dyn^1 \dd A = \dd y \wedge \dd z, \quad n^2 \dd A = \dd z \wedge \dd x, \quad n^3 \dd A = \dd x \wedge \dd y

Proof of Prop.

Part (1). Expression for  ⁣dA\dd A

  1. Setup and Determinant Representation.
    The standard definition of the oriented area form on a surface MR3M\subset\R^3 uses the cross product: for vectors v,wTx(R3)R3v,w\in T_x(\R^3)\cong \R^3,  ⁣dAx(v,w)  =  v×w,  n(x)\dd A_x(v,w)\;=\;\langle v \times w,\; n(x)\rangle Expanding this scalar triple product via the determinant, we get  ⁣dAx(v,w)  =  det(v1v2v3w1w2w3n1n2n3)  =  n1(v2w3v3w2)    n2(v1w3v3w1)  +  n3(v1w2v2w1).\dd A_x(v,w)\;=\;\det\begin{pmatrix} v^1 & v^2 & v^3 \\ w^1 & w^2 & w^3 \\ n^1 & n^2 & n^3 \end{pmatrix}\;=\;n^1\bigl(v^2 w^3 - v^3 w^2\bigr)\;-\;n^2\bigl(v^1 w^3 - v^3 w^1\bigr)\;+\;n^3\bigl(v^1 w^2 - v^2 w^1\bigr).

  2. Wedge Product Representation.
    On the other hand, consider the 2‐form n1 ⁣dy ⁣dz  +  n2 ⁣dz ⁣dx  +  n3 ⁣dx ⁣dy.n^1 \,\dd y \wedge \dd z\;+\;n^2 \,\dd z \wedge \dd x\;+\;n^3 \,\dd x \wedge \dd y. Recall the definition of the wedge product on coordinate differentials, for v=(v1,v2,v3)v=(v^1,v^2,v^3) and w=(w1,w2,w3)w=(w^1,w^2,w^3):  ⁣dy ⁣dz(v,w)  =   ⁣dy(v) ⁣dz(w)     ⁣dy(w) ⁣dz(v)  =  v2w3    v3w2.\dd y \wedge \dd z\,(v,w)\;=\;\dd y(v)\,\dd z(w)\;-\;\dd y(w)\,\dd z(v)\;=\;v^2 w^3 \;-\; v^3 w^2. Similar formulas hold for  ⁣dz ⁣dx\dd z \wedge \dd x and  ⁣dx ⁣dy\dd x \wedge \dd y. Therefore, (n1 ⁣dy ⁣dz+n2 ⁣dz ⁣dx+n3 ⁣dx ⁣dy)(v,w)=n1(v2w3v3w2)n2(v1w3v3w1)+n3(v1w2v2w1).\bigl(n^1\,\dd y \wedge \dd z+ n^2\,\dd z \wedge \dd x + n^3\,\dd x \wedge \dd y\bigr)(v,w)= n^1 (v^2 w^3 - v^3 w^2)- n^2 (v^1 w^3 - v^3 w^1)+ n^3 (v^1 w^2 - v^2 w^1).

  3. Equality of the Two Expressions.
    Comparing the two expressions shows that, for each xMx\in M and v,wTx(R3)v,w\in T_x(\R^3),  ⁣dAx(v,w)  =  n1 ⁣dy ⁣dz  +  n2 ⁣dz ⁣dx  +  n3 ⁣dx ⁣dyevaluated at (v,w).\dd A_x(v,w)\;=\;n^1\,\dd y \wedge \dd z\;+\;n^2\,\dd z \wedge \dd x\;+\;n^3\,\dd x \wedge \dd y\quad\text{evaluated at }(v,w). Hence the 2‐form  ⁣dA\dd A on MM is given by  ⁣dA  =  n1 ⁣dy ⁣dz  +  n2 ⁣dz ⁣dx  +  n3 ⁣dx ⁣dy.\dd A\;=\;n^1 \,\dd y \wedge \dd z\;+\;n^2 \,\dd z \wedge \dd x\;+\;n^3 \,\dd x \wedge \dd y.


Part (2). Multiplying  ⁣dA\dd A by nin^i

To prove n1 ⁣dA= ⁣dy ⁣dz,n2 ⁣dA= ⁣dz ⁣dx,n3 ⁣dA= ⁣dx ⁣dy,n^1\,\dd A = \dd y \wedge \dd z,\quad n^2\,\dd A = \dd z \wedge \dd x,\quad n^3\,\dd A = \dd x \wedge \dd y, we note that v×wv \times w for v,wTx(R3)v,w \in T_x(\R^3) is always a scalar multiple of n(x)n(x) if v,wv,w lie in the tangent plane to MM. Concretely, if v,wTxMTx(R3)v,w\in \TanS{x}{M}\subseteq T_x(\R^3), then v×wv \times w is normal to MM, hence proportional to n(x)n(x).

For any zTx(R3)z\in T_x(\R^3), one has z,n(x)v×w,n(x)  =  z,  v×w\langle z,n(x)\rangle \,\langle v\times w,\,n(x)\rangle\;=\;\langle z,\;v \times w\rangle By choosing zz to be the coordinate basis vectors e1e_1, we have n1 ⁣dA(v,w)=e1,n(x)v×w,n(x)=e1,  v×w=v2w3    v3w2=( ⁣dy ⁣dz)(v,w)n^1\dd A(v,w)=\langle e_1,n(x)\rangle \,\langle v\times w,\,n(x)\rangle=\langle e_1,\;v \times w\rangle=v^2 w^3 \;-\; v^3 w^2=(\dd y \wedge \dd z)(v,w) Thus, n1 ⁣dA= ⁣dy ⁣dzn^1\,\dd A = \dd y \wedge \dd z Likewise, by setting zz to be e2,e3 e_2, e_3 in R3\R^3, one may recover the formulas n2( ⁣dA)  =   ⁣dz ⁣dx,n3( ⁣dA)  =   ⁣dx ⁣dy.n^2(\dd A) \;=\; \dd z \wedge \dd x,\quad n^3(\dd A) \;=\; \dd x \wedge \dd y. Hence, all the stated identities hold.

Q.E.D.

A word of caution: if ωΩ2(Ra3) \omega \in \Omega^2(\R^3_a) is defined by ω=n1(a)dy(a)dz(a)      +n2(a)dz(a) ⁣dx(a)      +n3(a) ⁣dx(a)dy(a), \omega = n^1(a) \cdot dy(a) \wedge dz(a) \\ \quad\;\;\; + n^2(a) \cdot dz(a) \wedge \dd x(a) \\ \quad\;\;\; + n^3(a) \cdot \dd x(a) \wedge dy(a), it is not true, for example, that n1(a)ω=dy(a)dz(a). n^1(a) \cdot \omega = dy(a) \wedge dz(a). The two sides give the same result only when applied to v,wTaM v, w \in \TanS{a}{M} .

We may generalize this Prop. into following lemma:

Lemma 2

Let M M be an oriented hypersurface on Rn \R^n (with or without boundary) and n=n(x) \Vec{n}=n(x) be its outward unit normal. Then  ⁣dA=i=1n(1)i1ni ⁣dx1 ⁣dxi^ ⁣dxn\dd A = \sum_{i=1}^{n} (-1)^{i-1} \Vec{n}^i \, \dd x^1 \wedge \ldots \wedge \widehat{\dd x^i} \wedge \ldots \wedge \dd x^n Moreover, i,ni ⁣dA=(1)i1 ⁣dx1 ⁣dxi^ ⁣dxn\forall i, \quad \Vec{n}^i \dd A = (-1)^{i-1} \dd x^1 \wedge \ldots \wedge \widehat{\dd x^i} \wedge \ldots \wedge \dd x^n

Proof

Proof of Eq1.

Expression for  ⁣dA\dd A

Let β={β1,,βn1}\beta = \{\beta_1,\dots,\beta_{n-1}\} be a positively oriented orthonormal basis in TxM\TanS{x}{M}. Write βj=(βj1,,βjn)Rn\beta_j=(\beta_j^1,\dots,\beta_j^n)\in\R^n. By definition, (i=1n(1)i1ni ⁣dx1 ⁣dxi^ ⁣dxn) ⁣(β)  =  i=1n(1)i1nidet(Ai),\Bigl(\sum_{i=1}^{n}(-1)^{i-1}\,\Vec{n}^{\,i}\,\dd x^1 \wedge \cdots\wedge \widehat{\dd x^i}\wedge \cdots\wedge \dd x^n\Bigr)\!(\beta)\;=\;\sum_{i=1}^{n}(-1)^{i-1}\,\Vec{n}^{\,i}\,\det(A_i), where AiA_i is the (n1)×(n1)(n-1)\times(n-1) matrix whose (j,k)(j,k)-th entry is  ⁣dxk(βj),k{1,,i1,i+1,,n}.\dd x^k(\beta_j),\quad k \,\in\,\{\,1,\dots,i-1,i+1,\dots,n\}. Equivalently, we can view this sum of determinants as the expanded determinant of the following n×nn\times n matrix (adding the row n\Vec{n} to the top and filling the rest with the coordinates of β\beta): (n1n2nn ⁣dx1(β1) ⁣dx2(β1) ⁣dxn(β1) ⁣dx1(βn1) ⁣dx2(βn1) ⁣dxn(βn1)).\begin{pmatrix} \Vec{n}^{\,1} & \Vec{n}^{\,2} & \cdots & \Vec{n}^{\,n}\\[6pt] \dd x^1(\beta_1) & \dd x^2(\beta_1) & \cdots & \dd x^n(\beta_1)\\[3pt] \vdots & \vdots & \ddots & \vdots \\[3pt] \dd x^1(\beta_{n-1}) & \dd x^2(\beta_{n-1}) & \cdots & \dd x^n(\beta_{n-1}) \end{pmatrix}. Hence, i=1n(1)i1nidet(Ai)  =  det([n,β1,,βn1]),\sum_{i=1}^{n}(-1)^{i-1}\,\Vec{n}^{\,i}\,\det(A_i)\;=\;\det\Bigl(\,[\,\Vec{n},\beta_1,\dots,\beta_{n-1}\,]\Bigr), where [n,β1,,βn1][\Vec{n},\beta_1,\dots,\beta_{n-1}] denotes the n×nn\times n matrix with columns n,β1,,βn1\Vec{n},\beta_1,\dots,\beta_{n-1}.

Relation to the Unit Normal

Since β1,,βn1\beta_1,\dots,\beta_{n-1} lie in TxM\TanS{x}{M} and n=n(x)\Vec{n}=n(x) is the unit normal, the nn-tuple {n,β1,,βn1}\{\Vec{n},\beta_1,\dots,\beta_{n-1}\} forms a positively oriented orthonormal basis for Rn\R^n. Therefore, det(n,β1,,βn1)  =  1.\det\bigl(\,\Vec{n},\beta_1,\dots,\beta_{n-1}\bigr)\;=\;1. Putting it together, for every positively oriented orthonormal basis βTxM\beta\subset \TanS{x}{M}, (i=1n(1)i1ni ⁣dx1 ⁣dxi^ ⁣dxn) ⁣(β)  =  1  =   ⁣dAx(β).\Bigl(\sum_{i=1}^{n}(-1)^{i-1}\,\Vec{n}^{\,i}\,\dd x^1\wedge\cdots\wedge\widehat{\dd x^i}\wedge\cdots\wedge\dd x^n\Bigr)\!(\beta)\;=\;1\;=\;\dd A_x(\beta). Since such β\beta characterize  ⁣dA\dd A completely, we conclude  ⁣dA  =  i=1n(1)i1ni ⁣dx1 ⁣dxi^ ⁣dxn.\dd A\;=\;\sum_{i=1}^{n}(-1)^{i-1}\,\Vec{n}^{\,i} \,\dd x^1\wedge\cdots\wedge\widehat{\dd x^i}\wedge\cdots\wedge\dd x^n.


Proof of Eq2.

We want to show ni ⁣dA  =  (1)i1 ⁣dx1 ⁣dxi^ ⁣dxn.\Vec{n}^{\,i}\,\dd A\;=\;(-1)^{i-1}\,\dd x^1\wedge \cdots\wedge \widehat{\dd x^i}\wedge \cdots\wedge \dd x^n. Equivalently, (ni ⁣dA) ⁣(β)  =  (1)i1( ⁣dx1 ⁣dxi^ ⁣dxn) ⁣(β)for all βTxM.(\Vec{n}^{\,i}\,\dd A)\!(\beta)\;=\;(-1)^{i-1}\,\bigl(\dd x^1\wedge \cdots\wedge \widehat{\dd x^i}\wedge \cdots\wedge \dd x^n\bigr)\!(\beta)\quad\text{for all }\beta\subset \TanS{x}{M}.

Orthogonality Condition j=1nnj ⁣dxj=0\sum_{j=1}^n \Vec{n}^{\,j}\,\dd x^j = 0 on TxM\TanS{x}{M}

Since n\Vec{n} is orthogonal to every vector vTxMv\in \TanS{x}{M}, we have n,v=0\langle \Vec{n},v\rangle=0. But n,v=j=1nnjvj=j=1nnj ⁣dxj(v),\langle \Vec{n}, v\rangle=\sum_{j=1}^n \Vec{n}^{\,j}\,v^j =\sum_{j=1}^n \Vec{n}^{\,j}\,\dd x^j(v), so (j=1nnj ⁣dxj)(v)=0\bigl(\sum_{j=1}^n \Vec{n}^{\,j}\,\dd x^j\bigr)(v) = 0 for all vTxMv\in \TanS{x}{M}. Hence, j=1nnj ⁣dxj  =  0on TxM.\sum_{j=1}^n \Vec{n}^{\,j}\,\dd x^j\;=\;0\quad\text{on }\TanS{x}{M}. We use this identity to simplify expressions involving wedge products.

Computation

For all j>ij > i, we may obtain ninj ⁣dx1 ⁣dxj^ ⁣dxn=(1)i1nj(ni ⁣dxi)k=1,ki,jn ⁣dxk=(1)inj(l=1,linnl ⁣dxl)k=1,ki,jn ⁣dxk=(1)il=1,linnjnl ⁣dxl(k=1,ki,jn ⁣dxk)=(1)injnj ⁣dxj(k=1,ki,jn ⁣dxk)=(1)i+j2njnj(k=1,kin ⁣dxk)\begin{aligned} \Vec{n}^i \Vec{n}^j \dd x^1 \wedge \ldots \wedge \widehat{\dd x^j} \wedge \ldots \wedge \dd x^n&=(-1)^{i-1}\Vec{n}^j(\Vec{n}^i \dd x^i)\bigwedge_{k=1,k\neq i,j}^n\dd x^k\\ &=(-1)^{i}\Vec{n}^j\left(\sum_{l=1,l\neq i}^n \Vec{n}^l\dd x^l\right)\bigwedge_{k=1,k\neq i,j}^n\dd x^k\\ &=(-1)^{i}\sum_{l=1,l\neq i}^n\Vec{n}^j\Vec{n}^l\dd x^l\wedge\left(\bigwedge_{k=1,k\neq i,j}^n\dd x^k\right)\\ &=(-1)^{i}\Vec{n}^j\Vec{n}^j\dd x^j\wedge\left(\bigwedge_{k=1,k\neq i,j}^n\dd x^k\right)\\ &=(-1)^{i+j-2}\Vec{n}^j\Vec{n}^j\left(\bigwedge_{k=1,k\neq i}^n\dd x^k\right)\\ \end{aligned} Likewise, for all j<ij < i, ninj ⁣dx1 ⁣dxj^ ⁣dxn=(1)i+j2njnj(k=1,kin ⁣dxk)\Vec{n}^i \Vec{n}^j \dd x^1 \wedge \ldots \wedge \widehat{\dd x^j} \wedge \ldots \wedge \dd x^n=(-1)^{i+j-2}\Vec{n}^j\Vec{n}^j\left(\bigwedge_{k=1,k\neq i}^n\dd x^k\right) and for i=ji=j, we just have nini(k=1,kin ⁣dxk)\Vec{n}^i\Vec{n}^i\left(\bigwedge_{k=1,k\neq i}^n\dd x^k\right). Hence, ni ⁣dA=nij=1n(1)j1nj ⁣dx1 ⁣dxj^ ⁣dxn=(1)i1(j=1nnjnj)(k=1,kin ⁣dxk)=(1)i1 ⁣dx1 ⁣dxi^ ⁣dxn\begin{aligned} n^i\dd A&=n^i\sum_{j=1}^{n}(-1)^{j-1} \Vec{n}^j \, \dd x^1 \wedge \ldots \wedge \widehat{\dd x^j} \wedge \ldots \wedge \dd x^n\\ &=(-1)^{i-1}\left(\sum_{j=1}^{n}\Vec{n}^j\Vec{n}^j\right)\left(\bigwedge_{k=1,k\neq i}^n\dd x^k\right)\\ &=(-1)^{i-1} \dd x^1 \wedge \ldots \wedge \widehat{\dd x^i} \wedge \ldots \wedge \dd x^n \end{aligned}

Q.E.D.

2.5.3 Divergence Theorem / Gauss’s theorem

Theorem 4 (Divergence Theorem / Gauss’s theorem)

Let MRn M \subset \R^n be a compact nn-dimensional manifold-with-boundary and n \Vec{n} the unit outward normal on M \partial M . Let F F be a differentiable vector field on M M . Then MdivF ⁣dV=MF,n ⁣dA.\int_M \operatorname{div} F \, \dd V = \int_{\partial M} \langle F, n \rangle \, \dd A. where divF=F1x1++Fnxn \operatorname{div} F = \frac{\partial F^1}{\partial x^1} + \cdots + \frac{\partial F_n}{\partial x^n} ,  ⁣dV\dd V is the volume form(i.e.  ⁣dV= ⁣dxi\dd V=\bigwedge\dd x^i) on Rn\R^n, and  ⁣dA\dd A is the induced (n1)(n-1)-dimensional area form on the boundary.

Proof
  1. Definition of ω\omega.
    Define the (n1)(n-1)-form ω\omega on Rn\R^n by ω  =  i=1n(1)i1Fi ⁣dx1 ⁣dxi^ ⁣dxn.\omega \;=\;\sum_{i=1}^n (-1)^{\,i-1}\,F_i\,\dd x^1\wedge \cdots \wedge \widehat{\dd x^i}\wedge \cdots \wedge \dd x^n. Here,  ⁣dxi^\widehat{\dd x^i} means that the form  ⁣dxi\dd x^i is omitted from the wedge product.

  2. Compute  ⁣dω\dd \omega.
    Recall that the exterior derivative  ⁣d\dd distributes over sums and acts on the wedge product by  ⁣d(fα)= ⁣dfα+f ⁣dα\dd (f\,\alpha) = \dd f \wedge \alpha + f\,\dd \alpha. Since each wedge term involves no further differentials, we get  ⁣dω  =   ⁣d(i=1n(1)i1Fi ⁣dx1 ⁣dxi^ ⁣dxn)  =  i=1n(1)i1 ⁣dFi ⁣dx1 ⁣dxi^ ⁣dxn.\dd \omega\;=\;\dd \Bigl(\sum_{i=1}^n (-1)^{i-1}\,F_i\,\dd x^1\wedge \cdots\wedge \widehat{\dd x^i}\wedge \cdots\wedge \dd x^n\Bigr)\;=\;\sum_{i=1}^n (-1)^{i-1}\,\dd F_i \,\wedge\dd x^1\wedge \cdots \wedge \widehat{\dd x^i} \wedge \cdots \wedge \dd x^n. Writing  ⁣dFi=j=1nFixj ⁣dxj\dd F_i = \sum_{j=1}^n \frac{\partial F_i}{\partial x^j}\,\dd x^j and noting that only  ⁣dxi\dd x^i will survive in the wedge product (otherwise the wedge becomes zero by repetition), we simplify to  ⁣dω  =  i=1n(1)i1(j=1nFixj ⁣dxj)( ⁣dxi^)  =  i=1n(1)i1Fixi ⁣dxi( ⁣dxi^)  =  i=1nFixi ⁣dx1 ⁣dxn.\dd \omega\;=\;\sum_{i=1}^n (-1)^{i-1}\Bigl(\sum_{j=1}^n \frac{\partial F_i}{\partial x^j}\,\dd x^j\Bigr)\,\wedge\,(\textstyle\widehat{\dd x^i}\dots)\;=\;\sum_{i=1}^n (-1)^{i-1}\,\frac{\partial F_i}{\partial x^i}\,\dd x^i \wedge (\widehat{\dd x^i}\dots)\;=\;\sum_{i=1}^n \frac{\partial F_i}{\partial x^i}\,\dd x^1\wedge \cdots \wedge \dd x^n. Thus,  ⁣dω  =  (i=1nFixi) ⁣dV  =  (divF) ⁣dV.\dd \omega\;=\;\Bigl(\sum_{i=1}^n \frac{\partial F_i}{\partial x^i}\Bigr)\,\dd V\;=\;(\operatorname{div} F)\,\dd V.

  3. Relating ω\omega to F,n ⁣dA\langle F,\Vec{n}\rangle\,\dd A.
    By Lemma 2, we have F,n ⁣dA  =  i=1nFini ⁣dA  =  i=1n(1)i1Fi ⁣dx1 ⁣dxi^ ⁣dxn  =  ω.\langle F,\Vec{n}\rangle \,\dd A\;=\;\sum_{i=1}^n F_i\,\Vec{n}^i\,\dd A\;=\;\sum_{i=1}^n(-1)^{\,i-1}\,F_i\,\dd x^1\wedge \cdots \wedge \widehat{\dd x^i}\wedge \cdots \wedge \dd x^n\;=\;\omega. So on the boundary M\partial M, the (n1)(n-1)-form ω\omega coincides with F,n ⁣dA\langle F,\Vec{n}\rangle\,\dd A.

  4. Applying Stokes’ Theorem.
    Since MM is an oriented manifold with boundary M\partial M, the General Stokes Theorem tells us M ⁣dω  =  Mω.\int_{M} \dd \omega\;=\;\int_{\partial M} \omega. Substituting  ⁣dω=(divF) ⁣dV\dd \omega = (\operatorname{div}F)\,\dd V and ω=F,n ⁣dA\omega = \langle F,\Vec{n}\rangle\,\dd A, we get M(divF) ⁣dV  =  MF,n ⁣dA.\int_{M} (\operatorname{div}F)\,\dd V\;=\;\int_{\partial M} \langle F,\Vec{n}\rangle\,\dd A. This completes the proof.

Q.E.D.

Let’s look at some examples:

Example 1.

Use the divergence theorem to evaluate
SF ⁣dS\int_S \Vec{F} \cdot \dd\Vec{S} where
F=(xy,12y2,z)\Vec{F} = (xy, -\frac{1}{2} y^2, z) and the surface consists of the three surfaces:

  • Top: z=43x23y2 z = 4 - 3x^2 - 3y^2 , with 1z4 1 \leq z \leq 4
  • Sides: x2+y2=1 x^2 + y^2 = 1 , with 0z1 0 \leq z \leq 1
  • Bottom: z=0 z = 0
Solution

Step 1. Compute the Divergence of F\Vec{F}

Since

  • F1=xyF^1 = xy so F1x=y\frac{\partial F^1}{\partial x} = y.
  • F2=12y2F^2 = -\frac{1}{2} y^2 so F2y=y\frac{\partial F^2}{\partial y} = -y.
  • F3=zF^3 = z so F3z=1\frac{\partial F^3}{\partial z} = 1.

we have, divF=y+(y)+1=1.\operatorname{div} \Vec{F} = y + (-y) + 1 = 1.

Step 2. The Flux Equals the Volume of VV

Since divF=1\operatorname{div} \Vec{F} = 1, the divergence theorem tells us that SF ⁣dS=V1 ⁣dV=Vol(V).\iint_S \Vec{F} \cdot \dd\Vec{S} = \iiint_V 1\, \dd V = \operatorname{Vol}(V).

So our task reduces to finding the volume of VV.

Step 3. Describe the Region VV and Set Up the Volume Integral

Examine the three surfaces:

  • Top Surface: z=43(x2+y2)z = 4 - 3(x^2+y^2) for points where z1z \ge 1. Notice that when z=1z=1, we have 1=43(x2+y2)x2+y2=1.1 = 4 - 3(x^2+y^2) \quad \Longrightarrow \quad x^2+y^2 = 1. Thus, the paraboloid covers the region above the disk x2+y21x^2+y^2 \le 1 in the xyxy-plane and gives zz values from 1 up to 4.

  • Side Surface: x2+y2=1x^2+y^2 = 1 for 0z10 \le z \le 1. This is a vertical wall closing off the bottom part of VV.

  • Bottom Surface: z=0z=0 for x2+y21x^2+y^2 \le 1.

Putting these pieces together, the region VV is described in cylindrical coordinates by: x=rcosθ,y=rsinθ,z=z,x = r\cos\theta,\quad y = r\sin\theta,\quad z=z, with: 0r1,0θ<2π,0z43r2.0 \le r \le 1,\quad 0 \le \theta < 2\pi,\quad 0 \le z \le 4 - 3r^2. Notice that when r=1r=1, zz runs from 0 to 43(12)=14-3(1^2)=1; when r=0r=0, zz runs from 0 to 4.

The volume element in cylindrical coordinates is  ⁣dV=r ⁣dz ⁣dr ⁣dθ\dd V = r\,\dd z\,\dd r\,\dd \theta. Therefore, the volume of VV is Vol(V)=θ=02πr=01z=043r2r ⁣dz ⁣dr ⁣dθ.\operatorname{Vol}(V) = \int_{\theta=0}^{2\pi} \int_{r=0}^{1} \int_{z=0}^{4-3r^2} r\,\dd z\,\dd r\,\dd \theta.

Step 4. Evaluate the Volume Integral

  1. Integrate with respect to zz: z=043r2 ⁣dz=43r2.\int_{z=0}^{4-3r^2} \dd z = 4-3r^2.

  2. Integrate with respect to rr: r=01r(43r2) ⁣dr.\int_{r=0}^{1} r(4-3r^2)\,\dd r. Expand the integrand: r(43r2)=4r3r3.r(4-3r^2) = 4r - 3r^3. Now compute: 01(4r3r3) ⁣dr=[2r234r4]01=234=834=54.\int_{0}^{1} (4r - 3r^3)\,\dd r = \left[2r^2 - \frac{3}{4}r^4\right]_{0}^{1} = 2 - \frac{3}{4} = \frac{8-3}{4} = \frac{5}{4}.

  3. Integrate with respect to θ\theta: 02π ⁣dθ=2π.\int_{0}^{2\pi} \dd\theta = 2\pi.

Thus, the volume is Vol(V)=2π54=5π2.\operatorname{Vol}(V) = 2\pi \cdot \frac{5}{4} = \frac{5\pi}{2}.

Step 5. Conclude the Flux

By the divergence theorem, SF ⁣dS=Vol(V)=5π2.\iint_S \Vec{F} \cdot \dd\Vec{S} = \operatorname{Vol}(V) = \frac{5\pi}{2}.

Final Answer

5π2\boxed{\frac{5\pi}{2}}

Example 2.

Evaluate the flux integral
SFn ⁣dS\iint_S \Vec{F} \cdot \Vec{n} \, \dd S
where n \Vec{n} is the outward normal to S S ,
which is the part of the surface
z2=x2+y2with1z2,z^2 = x^2 + y^2 \quad \text{with} \quad 1 \leq z \leq 2,
and where
F=(3x,5y+ecosx,z).\Vec{F} = (3x, 5y + e^{\cos x}, z ).

Solution

Step 1. Compute the Divergence

We have divF=(3x)x+(5y+ecosx)y+(z)z.\operatorname{div}\Vec{F} = \frac{\partial (3x)}{\partial x} + \frac{\partial (5y+e^{\cos x})}{\partial y} + \frac{\partial (z)}{\partial z}. Since (3x)x=3,(5y+ecosx)y=5,(z)z=1,\frac{\partial (3x)}{\partial x}=3,\quad \frac{\partial (5y+e^{\cos x})}{\partial y}=5,\quad \frac{\partial (z)}{\partial z}=1, it follows that divF=3+5+1=9.\operatorname{div}\Vec{F} = 3+5+1=9.

Step 2. Compute the Volume of VV

The closed surface SclosedS_{\text{closed}} encloses the region V={(x,y,z):1z2,  x2+y2z2}.V=\{(x,y,z): 1\le z\le 2,\; x^2+y^2\le z^2\}. It is most convenient to use cylindrical coordinates: x=rcosθ,y=rsinθ,z=z,x=r\cos\theta,\quad y=r\sin\theta,\quad z=z, with the relation x2+y2=r2z2x^2+y^2=r^2\le z^2 so that 0rz,1z2,0θ<2π.0\le r\le z,\quad 1\le z\le 2,\quad 0\le\theta<2\pi. The volume element is  ⁣dV=r ⁣dr ⁣dθ ⁣dz\dd V=r\,\dd r\,\dd\theta\,\dd z. Thus, Vol(V)=z=12θ=02πr=0zr ⁣dr ⁣dθ ⁣dz\operatorname{Vol}(V)=\int_{z=1}^{2}\int_{\theta=0}^{2\pi}\int_{r=0}^{z} r\,\dd r\,\dd\theta\,\dd z First, integrate in rr: 0zr ⁣dr=z22.\int_{0}^{z} r\,\dd r = \frac{z^2}{2}. Then in θ\theta: 02π ⁣dθ=2π.\int_{0}^{2\pi} \dd\theta = 2\pi. So Vol(V)=z=12z22(2π) ⁣dz=πz=12z2 ⁣dz.\operatorname{Vol}(V)=\int_{z=1}^{2} \frac{z^2}{2}\cdot (2\pi)\,\dd z = \pi\int_{z=1}^{2}z^2\,\dd z. Compute the zz–integral: 12z2 ⁣dz=z3312=813=73.\int_{1}^{2} z^2\,\dd z = \left.\frac{z^3}{3}\right|_{1}^{2} = \frac{8-1}{3}=\frac{7}{3}. Thus, Vol(V)=π73=7π3.\operatorname{Vol}(V)= \pi\cdot\frac{7}{3}=\frac{7\pi}{3}.

Step 3. Apply the Divergence Theorem to the Closed Surface

By the divergence theorem, SclosedFn ⁣dS=V(divF) ⁣dV=97π3=21π.\iint_{S_{\text{closed}}}\Vec{F}\cdot \Vec{n}\,\dd S = \iiint_V (\operatorname{div}\Vec{F})\,\dd V = 9\cdot \frac{7\pi}{3} = 21\pi.

Step 4. Compute the Flux Through the Caps

Now we must “subtract” the flux through the added caps to isolate the flux through the lateral surface S=SlatS=S_{\text{lat}}.

Top Cap (z=2z=2)

On the top, z=2z=2 and x2+y24x^2+y^2\le4. The outward unit normal is n=(0,0,1) \Vec{n}=(0,0,1). Then F(x,y,2)=(3x,  5y+ecosx,  2).\Vec{F}(x,y,2)=(3x,\;5y+e^{\cos x},\;2). Thus, Fn=2.\Vec{F}\cdot \Vec{n} = 2. The area of the top disk is π(2)2=4π\pi(2)^2=4\pi. Hence, the flux through the top is: Φtop=2(4π)=8π.\Phi_{\text{top}} = 2\cdot (4\pi)=8\pi.

Bottom Cap (z=1z=1)

On the bottom, z=1z=1 and x2+y21x^2+y^2\le1. Here the outward unit normal is directed \emph{downward} (since VV lies above the bottom cap); that is, n=(0,0,1) \Vec{n}=(0,0,-1). At z=1z=1, F(x,y,1)=(3x,  5y+ecosx,  1).\Vec{F}(x,y,1)=(3x,\;5y+e^{\cos x},\;1). Thus, Fn=1(1)=1.\Vec{F}\cdot \Vec{n} = 1\cdot(-1)= -1. The area of the bottom disk is π(1)2=π\pi(1)^2=\pi. So, the flux through the bottom is: Φbottom=1π=π.\Phi_{\text{bottom}} = -1\cdot \pi = -\pi.

Step 5. Solve for the Lateral Flux

The total flux through the closed surface is the sum of the fluxes over the three pieces: Φclosed=Φlat+Φtop+Φbottom.\Phi_{\text{closed}} = \Phi_{\text{lat}} + \Phi_{\text{top}} + \Phi_{\text{bottom}}. We computed: Φclosed=21π,Φtop=8π,Φbottom=π.\Phi_{\text{closed}} = 21\pi,\quad \Phi_{\text{top}} = 8\pi,\quad \Phi_{\text{bottom}} = -\pi. Thus, the flux through the lateral surface is: Φlat=21π(8π+(π))=21π(8ππ)=21π7π=14π.\Phi_{\text{lat}} = 21\pi - \left(8\pi + (-\pi)\right)= 21\pi - (8\pi - \pi) = 21\pi - 7\pi = 14\pi.

Final Answer

The flux through the lateral surface SS is 14π.\boxed{14\pi.}

Example 3. Volume of n-ball

Denote the volume of nn-ball as VnV_n and the surface area as SnS_n, i.e. Vn(R)=Vol({x12++xn2R2xRn})V_n(R)=\mathrm{Vol}(\{x_1^2+\cdots+x_n^2\leqslant R^2|x\in\R^n\}) Sn1(R)=Vol({x12++xn2=R2xRn})S_{n-1}(R)=\mathrm{Vol}(\{x_1^2+\cdots+x_n^2= R^2|x\in\R^n\})

We will show following 3 properties:

  • Vn(R)=2πR2nVn2(R)V_n(R)=\frac{2\pi R^2}{n}V_{n-2}(R)
  • Vn(R)=RnSn1(R)V_n(R)=\frac{R}{n}S_{n-1}(R)
  • Sn1(R)= ⁣d ⁣dRVn(R)S_{n-1}(R)=\frac{\dd}{\dd R}V_n(R)
Proof of Eq1.

1. Splitting RnRn2×R2\R^n \cong \R^{n-2} \times \R^2

Write a vector xRn\Vec{x}\in \R^n as x=(u,y)\Vec{x}=(u,y), where u    Rn2,y    R2.u \;\in\; \R^{n-2},\quad y \;\in\; \R^2. Then xr\|\Vec{x}\|\le r implies u    r2y2andy    r.\norm{u}\;\le\;\sqrt{\,r^2 - \norm{y}^2\,}\quad\text{and}\quad\norm{y}\;\le\;r. Hence, the volume of Bn(r)B_n(r) can be written as Vn(r)  =  {yr}{ur2y2} ⁣du ⁣dy.V_n(r)\;=\;\int_{\{\norm{y}\le r\}}\int_{\{\norm{u}\le \sqrt{r^2-\norm{y}^2}\}}\dd u\,\dd y. The inner integral, {ur2y2} ⁣du,\int_{\{\norm{u}\le \sqrt{\,r^2 - \norm{y}^2\,}\}} \dd u, is precisely the volume of the (n2)\,(n-2)-dimensional ball of radius r2y2\sqrt{r^2 - \norm{y}^2}. By definition of Vn2()V_{n-2}(\,\cdot\,), this is Vn2 ⁣(r2y2).V_{n-2}\!\bigl(\sqrt{\,r^2 - \norm{y}^2\,}\bigr). Therefore, Vn(r)  =  {yr}Vn2 ⁣(r2y2) ⁣dy.V_n(r)\;=\;\int_{\{\norm{y}\le r\}}V_{n-2}\!\bigl(\sqrt{r^2 - \norm{y}^2}\bigr)\,\dd y.

2. Using Polar Coordinates in the yy-Plane

Next, switch to polar coordinates (ρ,θ)(\rho,\theta) in the R2\R^2‐plane for yy: y=(ρcosθ,  ρsinθ),ρ    [0,r],θ    [0,2π].y = (\rho\cos\theta,\;\rho\sin\theta),\quad\rho \;\in\;[0,r],\quad \theta\;\in\;[0,2\pi]. Then  ⁣dy=ρ ⁣dρ ⁣dθ\dd y = \rho\,\dd \rho\,\dd \theta. Substituting into the integral, Vn(r)  =  0r02πVn2 ⁣(r2ρ2)ρ   ⁣dθ ⁣dρ.V_n(r)\;=\;\int_{0}^{r} \int_{0}^{2\pi}V_{n-2}\!\bigl(\sqrt{r^2 - \rho^2}\bigr)\,\rho\;\dd \theta\,\dd \rho. Since Vn2(r2ρ2)V_{n-2}(\sqrt{r^2-\rho^2}) does not depend on θ\theta, we can factor out the 2π2\pi: Vn(r)  =  2π0rVn2 ⁣(r2ρ2)ρ ⁣dρ.V_n(r)\;=\;2\pi \int_{0}^{r}V_{n-2}\!\bigl(\sqrt{r^2 - \rho^2}\bigr)\,\rho\,\dd \rho. As Vn2 ⁣(r2ρ2)=(r2ρ2)n2Vn2(1)V_{n-2}\!\bigl(\sqrt{r^2 - \rho^2}\bigr)=\bigl(\sqrt{r^2 - \rho^2}\bigr)^{n-2}V_{n-2}(1), one may find out that 0rVn2 ⁣(r2ρ2)ρ ⁣dρ=r2nVn2(1)(r2ρ2)n20r=r2nVn2(r)\int_{0}^{r}V_{n-2}\!\bigl(\sqrt{r^2 - \rho^2}\bigr)\,\rho\,\dd \rho=-\frac{r^2}{n}V_{n-2}(1)\bigl(r^2 - \rho^2\bigr)^{\frac{n}{2}}|_{0}^{r}=\frac{r^2}{n}V_{n-2}(r) Putting this back into the expression for Vn(r)V_n(r) gives Vn(r)  =  2πr2nVn2(r)V_n(r)\;=\;2\pi\cdot\frac{r^2}{n}\cdot V_{n-2}(r)

Thus, we arrive at the desired recursion: Vn(r)  =  2πr2nVn2(r).\boxed{ V_n(r)\;=\;\frac{2\pi\,r^2}{n}\,V_{n-2}(r).}

Q.E.D.

Remarks: Explicit Closed‐Form.

Iterating the recursion leads to the well‐known formula Vn(r)  =  πn2Γ(n2+1)rn,V_n(r)\;=\;\frac{\pi^{\,\tfrac{n}{2}}}{\Gamma\bigl(\tfrac{n}{2}+1\bigr)}\,r^n, where Γ()\Gamma(\,\cdot\,) is the Gamma function.

Proof of Eq2.

Setup

Let F(x)=x\Vec{F}(\Vec{x}) = \Vec{x} be the vector field on Rn\R^n. We consider the closed ball BRRnB_R\subset\R^n of radius RR (centered at the origin) and its boundary BR\partial B_R, which is the (n1)(n-1)-dimensional sphere of radius RR.

Compute div  F\Div F.

Since F=(x1,x2,,xn)\Vec{F} = (x_1, x_2, \dots, x_n), its divergence is div  F  =  x1x1  +  x2x2  +    +  xnxn  =  n.\Div F\;=\;\frac{\partial x_1}{\partial x_1}\;+\;\frac{\partial x_2}{\partial x_2}\;+\;\cdots\;+\;\frac{\partial x_n}{\partial x_n}\;=\;n.

Apply the Divergence Theorem

The Divergence Theorem (a.k.a. the Gauss–Ostrogradsky Theorem) tells us intBR(div  F) ⁣dV  =  BRF,n ⁣dA,int_{B_R} (\Div F) \,\dd V\;=\;\int_{\partial B_R} \langle \Vec{F}, \Vec{n}\rangle \,\dd A, where n\Vec{n} is the outward unit normal on BR\partial B_R, and  ⁣dA\dd A is the (n1)(n-1)-dimensional area element on the sphere.

Left‐Hand Side (Volume Integral)

Since div  F=n\Div F = n, the left side is BR(div  F) ⁣dV  =  BRn ⁣dV  =  nBR ⁣dV  =  nVn(R),\int_{B_R} (\Div F) \,\dd V\;=\;\int_{B_R} n \,\dd V\;=\;n \,\int_{B_R} \dd V\;=\;n \,V_n(R), where Vn(R)V_n(R) is the volume of the nn-dimensional ball of radius RR.

Right‐Hand Side (Surface Integral)

On the sphere x=R\|\Vec{x}\| = R, the outward normal is n(x)=xR\Vec{n}(\Vec{x}) = \frac{\Vec{x}}{R}. Hence, on BR\partial B_R, F,n  =  x,xR  =  1Rx2  =  R2R  =  R.\langle \Vec{F}, \Vec{n}\rangle\;=\;\langle \Vec{x}, \tfrac{\Vec{x}}{R}\rangle\;=\;\frac{1}{R}\,\|\Vec{x}\|^2\;=\;\frac{R^2}{R}\;=\; R. Therefore, BRF,n ⁣dA  =  BRR ⁣dA  =  RBR ⁣dA  =  RSn1(R),\int_{\partial B_R} \langle \Vec{F}, \Vec{n}\rangle \,\dd A\;=\;\int_{\partial B_R} R \,\dd A\;=\;R \,\int_{\partial B_R} \dd A\;=\;R\, S_{n-1}(R), where Sn1(R)S_{n-1}(R) is the (n1)(n-1)-dimensional surface area of the sphere of radius RR.

Equating Both Sides

By the Divergence Theorem: BR(div  F) ⁣dVnVn(R)  =  BRF,n ⁣dARSn1(R).\underbrace{\int_{B_R} (\Div F) \,\dd V}_{n\,V_n(R)}\;=\;\underbrace{\int_{\partial B_R} \langle \Vec{F}, \Vec{n}\rangle \,\dd A}_{R\,S_{n-1}(R)}. Hence we conclude nVn(R)  =  RSn1(R).\boxed{\,n \,V_n(R) \;=\; R \,S_{n-1}(R).\,}

Q.E.D.

Proof of Eq3.

Left to reader.

2.5.4 Original Stokes’ Theorem

Theorem 5 (Original Stokes’ Theorem)

Let MR3 M \subset \R^3 be a compact oriented two-dimensional manifold-with-boundary and n n the unit outward normal on M M determined by the orientation of M M .
Let M \partial M have the induced orientation. Let T T be the vector field on M \partial M with  ⁣ds(T)=1 \dd s(T) = 1 , and let F F be a differentiable vector field in an open set containing M M . Then M(curl  F),n ⁣dA=MF,T ⁣ds.\int_M \langle (\mathrm{curl}\;F), n \rangle \, \dd A = \int_{\partial M} \langle F, T \rangle \, \dd s.

Recall that  ⁣ds(T)=1\dd s(T)=1 means following equivalent statements:

  • for xMx\in\partial M, we have [n(x),N(x),T][n(x),N(x),T] as a basis of R3\R^3 where n(x)n(x) is the outward normal at xx and N(x)N(x) is the outward normal of the boundary at the point xx;
  • for orientation-preserving C1\mathcal{C}^1 parameterization cc, i.e. cc is injective and its derivative is no-where vanishing, such that  ⁣ds(c(t))=c(t)\dd s(c'(t))=\norm{c'(t)} and T(t)=c(t)c(t)T(t)=\frac{c'(t)}{\norm{c'(t)}};
  • TT is positively oriented unit tangent vector to M\partial M.
Proof

Associate a Differential 1–Form to FF:

Given a differentiable vector field F=(F1,F2,F3)F=(F_1,F_2,F_3) on an open set in R3\R^3, one can associate the 1–form ω=F1 ⁣dx+F2 ⁣dy+F3 ⁣dz.\omega = F_1\dd x + F_2\dd y + F_3\dd z. Then by Proposition 3, its exterior derivative is  ⁣dω=(F3yF2z) ⁣dy ⁣dz+(F1zF3x) ⁣dz ⁣dx+(F2xF1y) ⁣dx ⁣dy.\dd\omega = \left(\frac{\partial F_3}{\partial y} - \frac{\partial F_2}{\partial z}\right)\dd y\wedge \dd z + \left(\frac{\partial F_1}{\partial z} - \frac{\partial F_3}{\partial x}\right)\dd z\wedge \dd x + \left(\frac{\partial F_2}{\partial x} - \frac{\partial F_1}{\partial y}\right)\dd x\wedge \dd y. Notice that the coefficients here are exactly the components of the curl of FF: curl  F=(F3yF2z,F1zF3x,F2xF1y).\mathrm{curl}\;F = \left(\frac{\partial F_3}{\partial y} - \frac{\partial F_2}{\partial z},\, \frac{\partial F_1}{\partial z} - \frac{\partial F_3}{\partial x},\, \frac{\partial F_2}{\partial x} - \frac{\partial F_1}{\partial y}\right).

Likewise, for RHS, we know  ⁣ds=γ(t) ⁣dt\dd s=\norm{\gamma'(t)}\dd t where γ:[a,b]M\gamma:[a,b]\to\partial M is a smooth parametrization of the boundary curve. As T(t)=γ(t)γ(t)T(t)=\frac{\gamma'(t)}{\norm{\gamma'(t)}}, the line integral may become MF,T ⁣ds=abF,γ(t) ⁣dt=abω(γ(t)) ⁣dt=abγω=Mω\int_{\partial M} \langle F, T \rangle \dd s=\int_{a}^{b} \langle F, \gamma'(t) \rangle \dd t=\int_{a}^{b}\omega(\gamma(t))\dd t=\int_{a}^{b}\gamma^\sharp\omega=\int_{\partial M}\omega

Apply Stokes’ Theorem:

General Stokes’ theorem tells us that for a compact oriented two-dimensional manifold MM with boundary M\partial M, M ⁣dω=Mω.\int_M \dd \omega = \int_{\partial M} \omega. In our situation, the left-hand side becomes M ⁣dω=Mcurl  F,n ⁣dA\int_M \dd \omega = \int_M \langle \mathrm{curl}\;F,\, n \rangle\, \dd A where nn is the unit normal on MM (chosen in accordance with the orientation of MM) and  ⁣dA\dd A is the area element on MM. On the right-hand side, ω\omega restricted to M\partial M produces the line integral Mω=MF,T ⁣ds,\int_{\partial M} \omega = \int_{\partial M} \langle F, T \rangle\dd s, where TT is the unit tangent vector along M\partial M (chosen so that the orientation of M\partial M is the one induced from MM) and dsds is the arc length element.

Conclusion:

Combining these observations, we arrive at the desired formula: Mcurl  F,n ⁣dA=MF,T ⁣ds. \boxed{\int_M \langle \mathrm{curl}\;F,\, n \rangle\dd A = \int_{\partial M} \langle F, T \rangle\dd s.}

Q.E.D

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