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Last Update: Mar 2025
Important
f♯ for pull back; f♯ for push forward; ιx for interior product; ∥⋅∥ for norm; ⋅ for omitting this item;
As in spivak, we use Ik for identity k-cube, i.e. id([0,1]k)
Let M be a C1 manifold of dimension k. Then for each point x∈M, the tangent space TxM is a k-dimensional vector space.
Proof of the Prop.
Coordinate Charts and Local Diffeomorphisms.
By definition of a C1k-dimensional manifold, there exists an open set U⊂Rk and a C1coordinate chartφ:U→M. This map φ is a homeomorphism onto its image, and its inverse φ−1 is defined on φ(U)⊂M.
Differential is an Isomorphism.
For each point p∈U, the differential (a.k.a. Jacobian matrix) of φ at p, denoted
dφ(p):Rk⟶Tφ(p)M,
is a linear map from Rk into the tangent space of M at φ(p). Since φ is a C1 coordinate chart, its differential is a linear isomorphism at each point p. In other words, dφ(p) is invertible.
Dimension Count.
Because dφ(p) is an isomorphism, it maps a k-dimensional space Rkonto the tangent space Tφ(p)M. Hence dimTφ(p)M=dimRk=k
Renaming φ(p) as x∈M completes the argument.
Since the point x was arbitrary, this shows that every tangent space TxM has dimension k, 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 be a k form on [0,1]k with a unique function f such that ω=fdx1∧⋯∧dxn. Then, we define
∫[0,1]kω=∫[0,1]kf
i.e. ∫[0,1]kfdx1∧⋯∧dxn=∫[0,1]kfdx1⋯dxn
If ω is a k-form on A and c is a singular k-cube on A, we define
∫cω=∫[0,1]kc♯f
In particular, we have
∫Ikfdx1∧⋯∧dxn=∫[0,1]kI♯(fdx1∧⋯∧dxn)=∫[0,1]kfdx1⋯dxn
as expected.
For k=0, we also know
∫cω=ω(c(0))
as a 0-form is a function and a 0 cube is a map from {0}→A.
Therefore, we may introduce following important thm:
Theroem 1(Fundamental Calculus Thm / Stokes)
Let ω be a C1k−1-form on an open set A⊂Rn and c be a k chain in A. Then we have:
∫cdω=∫∂cω
Proof of the Thm.
Suppose c=∑aici where ci is singular k cube.
Then we have
∫cdω=∑ai∫cidω=∑ai∫Ikci♯dω=∫Ikd(ci♯ω)
and
∫∂cω=∑ai∫∂ciω=∑ai∫∂Ikci♯ω
Thus, it is suffice to show
∫Ikdω=∫∂Ikω
for standrad k cube Ik.
Likewise, we may simplify the ω into following type k−1-form
fdx1∧⋯∧dxi∧⋯∧dxk
Notice that
∫∂Ikfdx1∧⋯∧dxi∧⋯∧dxk=j=1∑kα=0∑1(−1)j+α∫I(j,α)kfdx1∧⋯∧dxi∧⋯∧dxk=j=1∑kα=0∑1(−1)j+α∫[0,1]k−1(I(j,α)k)♯fdx1∧⋯∧dxi∧⋯∧dxk=j=1∑kα=0∑1(−1)j+α∫[0,1]k−1f(x1,⋯,α,⋯,xk)dx1∧⋯∧dxi∧⋯∧dxk=(−1)i∫[0,1]k−1f(x1,⋯,0,⋯,xk)dx1⋯dxi⋯dxk+(−1)i+1∫[0,1]k−1f(x1,⋯,1,⋯,xk)dx1⋯dxi⋯dxk
Also, we may conclude that
∫Ikd(fdx1∧⋯∧dxi∧⋯∧dxk)=∫Ik∂xi∂f∧dxi∧dx1∧⋯∧dxi∧⋯∧dxk=(−1)i−1∫[0,1]k∂xi∂fdx1⋯dxk=(−1)i−1∫[0,1]k−1(f(x1,⋯,1,⋯,xk)−f(x1,⋯,0,⋯,xk))dx1⋯dxi⋯dxkUsing FCT in 1 dim
Compare these eqs, it is clearly that
∫cdω=∫∂cω
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 k-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 k-chains.
Let’s say c is a C1 singular k-cube in Rn, and we want to look at a re-parametrization, i.e. a map
p:[0,1]k→[0,1]k
which is C1, one-to-one, onto, and detp′(x)≥0, i.e. the Jacobian does not reverse orientations. If ω is a k-form then
∫cω=∫c∘pω
You should compare this with the situation with functions: what if we were integrating a function over p([0,1]k)=[0,1]k. You would have to say there’s a change of variable formula
∫[0,1]kf∘p∣detp′∣=∫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
∫c∘pω=∫[0,1]kp♯∘c♯ω
As we know c♯ω=fdx1⋯dxk, we have
p♯∘c♯ω=p♯(fdx1⋯dxk)=f∘p⋅detJpdx1⋯dxk
Because detJp≥0, we may apply change of variable formula here and conclude that
∫c∘pω=∫[0,1]kp♯∘c♯ω=∫[0,1]kf∘p⋅detJpdx1⋯dxk=∫cω
Q.E.D.
2.2 Integration of forms
2.2.1 Vector Field and forms on a Manifold
Definition 1
A vector fieldF on manifold M is a funtion F:M→N such that
∀x∈M,F(x)∈TxM
Recall the definition of a Cr coordinate chart φ:W⊂Rk→M⊂Rn where dimM=k. The derivative of it induces an isomorphism of vector spaces
φ♯(a)=Dφa:TaRk→Tφ(a)M
and there exist an unique vector field G such that
φ♯(a)(G(a))=F(φ(a))
We say that F∈Cr iff G∈Cr for any coordinate charts.
Note that this definition is independence from the choice of coordinate charts.
Details.
Existence
Since φ♯(a):TaRk→Tφ(a)(M) is a linear isomorphism and F(φ(a))∈Tφ(a)M, there exists a unique vector ξ∈TaRk such that
φ♯(a)(ξ)=F(φ(a)).
We define G(a):=ξ. Because φ♯(a) is an isomorphism, this choice of ξ is unique. Thus, we can define a vector field G:W→T(Rk) by repeating this construction at each point a∈W.
Uniqueness
Suppose there exists another vector field G~ on W such that
φ♯(a)(G~(a))=F(φ(a))for all a∈W.
Then define H(a):=G(a)−G~(a). We have
φ♯(a)(H(a))=φ♯(a)(G(a)−G~(a))=φ♯(a)(G(a))−φ♯(a)(G~(a))=0.
Since φ♯(a) is injective, it follows that H(a)=0 for all a, and thus G(a)=G~(a). Therefore, G is unique.
Independence of Coordinate Charts
Let ψ:V→M be another coordinate chart such that for some smooth map γ:W→V, we have
φ(a)=ψ(γ(a))for all a∈W.
Let H be the vector field corresponding to F in coordinates via ψ, i.e.,
F(ψ(b))=ψ♯(b)(H(b))for b∈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)))).
Since both φ♯(a)−1 and ψ♯(γ(a)) are smooth such that they preserve differentiability, it follows that G∈Cr if and only if H∈Cr.
Q.E.D.
Now, let us consider differential forms on a manifold.
Definition 2
A p-formω on manifold M is a funtion ω which assigns ω(x)∈Ωk(TxM) for every x∈M.
Like vector field, we define ω to be Cr if φ♯ω is Cr for any coordinate chart φ.
Details.
Consider two coordinate charts φ:W→M,ψ:V→M.
On the overlap of their images, we can write:
ψ=φ∘φ−1∘ψ,
which implies that for a differential form ω defined on M, the pullbacks satisfy:
ψ♯ω=ω∘(φ∘φ−1∘ψ)=(ψ∘φ−1)♯(φ♯ω).
Since pullbacks along smooth maps preserve differentiability, and ψ∘φ−1 is a smooth transition map between coordinate charts, it follows that ψ♯ω and φ♯ω have the same differentiability class.
Q.E.D.
Just like the forms on Rn, we have following proposition:
Proposition 1
If ω is a Crp-form on M, then there is a unique Cr−1(p+1)-form dω on M such thatφ♯(dω)=d(φ♯ω)
for every coordinate chart φ:W→M.
Proof of the Prop.
Let ω be a p-form on M. We wish to define a (p+1)-form dω on M by using local coordinate charts.
Local Definition via a Coordinate Chart
Consider a coordinate chart φ:W→M such that a∈φ(W). We define
(dω)(a)(v):=d(φ♯ω)(φ−1(a))(w),
where v=(v1,…,vp+1) is an ordered (p+1)-tuple of tangent vectors at a, and
wi=dφx(vi)with x=φ−1(a).
Here, φ♯ω denotes the pullback of ω to W⊂Rk, and
d(φ♯ω) is the exterior derivative of φ♯ω in the standard Euclidean space Rk.
Clearly, if this procedure is well-defined (i.e., independent of the chosen chart) and yields a unique (p+1)-form on M, then we have defined dω correctly in global coordinates.
Independence of the Coordinate Chart
Let dφω denote the (p+1)-form arising from the above construction using the chart φ. Suppose we choose another chart ψ:V→M with overlapping image, and let dψω be the corresponding definition on ψ(V).
Define the transition map
h:=ψ−1∘φ:W→V,
which is smooth on the overlap of φ(W) and ψ(V). Then for x in the overlap, we have
dψω(x)=d(ψ♯ω)(ψ−1(x))=d(ψ♯ω)(h∘φ−1(x))=d(h♯(ψ♯ω))(φ−1(x))=d((ψ∘ψ−1∘φ)♯ω)(φ−1(x))=d(φ♯ω)(φ−1(x))=dφω(x).
Thus, dφω=dψω on the overlap region. Since every point of M 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 is independent of the chart φ. This justifies the notation dω.
Uniqueness of the (p+1)-Form
Suppose there is another (p+1)-form η on M such that for every coordinate chart φ,
φ♯(η)=d(φ♯ω).
Then, for each φ,
φ♯(η−dω)=φ♯(η)−d(φ♯ω)=0.
If the pullback of η−dω is zero in every coordinate system, it means η−dω 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.
Consequently, η=dω. This shows that our construction yields a unique (p+1)-form on M.
Q.E.D.
2.2.2 Orientation of a manifold
It is often necessary for us to choose an orientation μx for each tangent space TxM of a manifold M.
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 on each tangent space TxM, i.e. for every coordinate chart φ:W→Rn and for any a,b∈W, the relation
[φ♯(a)(e1,a),⋯,φ♯(a)(en,a)]=μφ(a)
holds if and only if
[φ♯(b)(e1,b),⋯,φ♯(b)(en,b)]=μφ(b)
Note
If W is not connected, the definition is wrong as no manifold would be orientable. Here is one example.
Hence, W 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:W→Rk is orientation preserving if
[φ♯a(e1,a),…,φ♯a(ek,a)]=μφ(a)
for one point a , and hence for every point a∈W.
If φ:W→Rk is orientation reversing (i.e. not orientation preserving) and T:Rk→Rk is a linear transformation with detT<0, then φ∘T is orientation preserving.
why?
Orientation in Rk
Recall that an orientation μφ(a) at a point φ(a)∈Rk can be identified with an ordered orthonormal basis [v1,…,vk]. In particular, there exists a unique volume form ω up to scalar such that:
ω(v1,…,vk)=1 whenever [v1,…,vk] is the positively oriented orthonormal basis corresponding to μφ(a).
ω(Lv)=det(L)ω(v) for every linear transformation L and every k-tuple of vectors v=(v1,…,vk).
Determinant and Orientation
From this setup, for a coordinate chart φ:W→Rk and standard basis e1,…,ek in Rk, we have:
[φ♯a(e1,a),…,φ♯a(ek,a)]=ω(φ♯a(e1,a),…,φ♯a(ek,a)).
By the defining property of ω,
ω(φ♯a(e1,a),…,φ♯a(ek,a))=det(Dφ(a))ω(e1,…,ek)=det(Dφ(a))μφ(a).
Hence, a coordinate chart φ preserves orientation if and only if det(Dφ(a))>0 for all a. If det(Dφ(a))<0 for some a, then φ reverses the orientation at that point.
Composition with an Orientation-Reversing Chart
Finally, suppose φ is an orientation-reversing chart. Let T be another smooth map (often a linear transformation in examples). Then, for x in the domain of T, we compute the determinant of the composition:
det(D(φ∘T)(x))=det(dφT(x)∘dTx)=det(dφT(x))⋅det(T).
In situations where det(dφT(x)) is negative and 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 are two coordinate systems such that φ(a)=ψ(b) and
[φ♯(a)(e1,a),…,φ♯(a)(ek,a)]=μx=[ψ♯(b)(e1,b),…,ψ♯(b)(ek,b)]
then det((φ−1∘ψ)′(b))>0 (at every point in the overlap φ(W)∩ψ(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 can be chosen consistently is called orientable, and a particular choice of the μx is called an orientationμ 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 spaceHk⊂Rk is given by
{x∣xi>0}
Definition 7
A subset M⊆Rn is a k-dimensional Crmanifold-with-boundary if for every a∈M, there is an open neighborhood U of a in Rn, an open subset V of Rn and a Cr diffeomorphism h:U→V such that either
(1) The usual condition for a manifold,
h(M∩U)=V∩(Rk×{0∈Rn−k})
(2) The manifold looks like a half space around a, i.e.
h(M∩U)=V∩(Hk×{0∈Rn−k})={y=(y1,…,yn):y1,…,yk≥0∧yk+1=…=yn=0}
holds
Well-defined?
One may ask that if (1) and (2) can be satisfied at a same point a. The answer is no.
Suppose, for the sake of contradiction, that there exists a point a such that both conditions (1) and (2) are satisfied in neighborhoods of a. Thus, we have:
A diffeomorphism h1:U1→V1 satisfying condition (1) on an open neighborhood U1 of a.
A diffeomorphism h2:U2→V2 satisfying condition (2) on an open neighborhood U2 of a.
Since a∈U1∩U2, we may replace U1 and U2 with smaller open sets (if necessary) so that
U=U1∩U2
is an open neighborhood of a on which h1 and h2 remain diffeomorphisms. Denote
V1′=h1(U),V2′=h2(U).
Consider the map
f=h2∘h1−1:V1′⟶V2′.
Since h1 and h2 are diffeomorphisms, f is itself a Cr-diffeomorphism and therefore a homeomorphism onto its image.
As
By condition (1), V1′ locally resembles Rk×{0}n−k in a way that is Cr-diffeomorphic.
By condition (2), V2′ locally resembles Hk×{0}n−k (where Hk is a half-space in Rk) in a way that is Cr-diffeomorphic.
under f, the set
V1′∩(Rk×{0}n−k)
(an open neighborhood in Rk) must map to
V2′∩(Hk×{0}n−k),
which is a set open in Hk (in its subspace topology) but not open in the standard topology of Rk. Since a homeomorphism preserves topological openness, this situation is impossible. The image of an open set in Rk under f would have to remain open in Rk, contradicting the fact that Hk is not open in Rk.
Thus, our assumption that conditions (1) and (2) both hold at a leads to a topological contradiction. Therefore, no single point a 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 M, written as ∂M, is the set of points satisify (2) in Definition 7
Notice that under this definition, Tx∂M will be a k−1 dim subspace of TxM when dimM=k. Thus there are exactly two unit vectors in TxM 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 perpendicular to Tx∂M (pointing in exactly opposite directions).
Let φ:W∩Hk→Rn be a coordinate chart for M where W⊂Rk, and assume
φ(a)=x∈∂M
Then the exactly one of these unit vectors can be written into
φ♯(a)(va)
for some va∈TaRk and vak⩽0.
Definition 9
We define this vector to be the outward unit normal at x, written as n(x).
Note that this definition is independent of the coordinate system chosen.
check
Setup and Transition Map
Since f and g are diffeomorphisms onto their images in M, define the local transition map
γ=g−1∘f,
whose domain is f−1(Im(g)) and codomain is g−1(Im(f)). By construction, γ is a Cr diffeomorphism between open subsets of Rk, and
γ(0)=g−1(f(0))=g−1(x)=0.
Half‐Space Condition
Both f and g are half‐space charts, meaning:
f({tk=0})⊂∂M and f({tk>0})⊂M∖∂M.
g({sk=0})⊂∂M and g({sk>0})⊂M∖∂M.
Because γ=g−1∘f, it follows that if (t1,…,tk) lies in {tk=0}, then f(t1,…,tk)∈∂M. Consequently, γ({tk=0})⊂{sk=0}.
Similarly, γ preserves the interior condition {tk>0}↦{sk>0}. Altogether,
γ({tk≥0})⊂{sk≥0}.
Tangent Cones and Their Images
Denote by H0k⊂T0Rk the set of all velocity vectors α′(0) of curves α(t)⊂{tk≥0} with α(0)=0. Equivalently, H0k is the tangent cone of the closed half‐space {tk≥0} at the origin. Since
γ({tk≥0})⊂{sk≥0},
any curve α in {tk≥0} has its image γ∘α in {sk≥0}. Taking derivatives at 0 shows:
(γ∘α)′(0)=Dγ(0)⋅α′(0)∈H0k,
so Dγ(0)(H0k)⊂H0k. By applying the same argument to γ−1 (which is also a diffeo), we deduce
(Dγ(0))−1(H0k)⊂H0k⟹Dγ(0)(H0k)=H0k.
Hence Dγ(0) is a linear isomorphism from H0k onto itself.
Consistency of the Pushed‐Forward Subspaces
From γ=g−1∘f, we write
f♯(H0k)=(g∘γ)♯(H0k)=g♯(γ♯(H0k)).
But γ♯(H0k) is exactly H0k again, so
f♯(H0k)=g♯(H0k).
Thus both charts f and g push forward the samek-dimensional cone in TxRn, which reflects the tangent‐plus‐normal decomposition at x.
Uniqueness of the Normal Direction
Within this common k-dimensional space, the direction of ∂tk∂ is precisely the one normal to ∂M. Concretely, the subspace spanned by {∂t1∂,…,∂tk−1∂} projects onto Tx(∂M), leaving the line spanned by ∂tk∂ 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 x (up to positive scaling) given by f agrees with that given by g. This shows that the outward normal on ∂M is independent of the choice of half‐space boundary chart, provided those charts align on the same side of ∂M.
Q.E.D.
Definition 10
The induced orientation of ∂M is given by, for each a∈∂M, choosing
v1,…,vk−1∈(∂M)a
such that
[n(a),v1,…,vk−1]=μa
Note that
[n(a),w1,…,wk−1]=μa⟹[w1,…,wk−1]=[v1,…,vk−1]
i.e. the two are the same orientations of (∂M)a. Call this orientation (∂μ)a.
We can show that choosing the orientation (∂μ)a for each a∈∂M gives a consistent orientation on ∂M.
That is,
Proposition 2
If M is orientable, then ∂M is orientable and the orientation μ of M determines the orientation ∂μ for ∂M.
Proof of the Prop.
Let ωx be the oriented volume form on TxM for each x∈∂M. Denote by n(x) the outward normal vector at x. We define a n−1-form wx on the tangent space Tx(∂M) by
wx(v1,…,vn−1):=ωx(n(x),v1,…,vn−1).
Since ωx is a non-degenerate n-form on TxM and n(x) is linearly independent of Tx(∂M), it follows immediately that wx is non-degenerate on Tx(∂M). Hence wx is a valid volume form on Tx(∂M), and it defines an orientation at each x∈∂M.
Consequently, an ordered basis [v1,…,vn−1] of Tx(∂M) is positively oriented (i.e., lies in (∂μ)x) if and only if the extended basis [n(x),v1,…,vn−1] is positively oriented in TxM (i.e., lies in μx). Symbolically,
[v1,…,vn−1]∈(∂μ)x⟺[n(x),v1,…,vn−1]∈μx.
Thus, if M is orientable with orientation μ, the boundary ∂M inherits a natural orientation ∂μ, determined by adjoining the outward normal to oriented bases of ∂M.
Q.E.D.
Remark 1
If we apply these definitions to Hk with the usual orientation, we find that the induced orientation on Rk−1={x∣Hk:xk=0} is (−1)k times the usual orientation.
Proof of the Remark.
We start with the half‐space
Hk={(x1,…,xk)∈Rk:xk≥0},
with its usual orientation given by the standard volume form
μ=dx1∧dx2∧⋯∧dxk
Its boundary is
∂Hk={(x1,…,xk)∈Rk:xk=0},
which is naturally identified with Rk−1 (with the usual orientation dx1∧⋯∧dxk−1).
The induced orientation on ∂Hk is defined by using the outward unit normal to Hk. Since the interior of Hk is {xk>0}, the outward normal is the vector pointing in the direction where xk decreases. In standard coordinates this is
n=−ek=−∂xk∂dxk
The induced (k−1)-form is given by contracting the k-form μ with n:
ιnμ=ι−ek(dx1∧⋯∧dxk)
Since
ιek(dx1∧⋯∧dxk)=(−1)k−1dx1∧⋯∧dxk−1.
we now obtain
ι−ek(dx1∧⋯∧dxk)=−ιek(dx1∧⋯∧dxk)=(−1)kdx1∧⋯∧dxk−1
This shows that the induced orientation on the boundary is given by the (k−1)-form
(−1)kdx1∧⋯∧dxk−1
But the “usual orientation” on Rk−1 is dx1∧⋯∧dxk−1. Hence, the induced orientation on ∂Hk is (−1)k times the usual orientation.
This factor (−1)k comes exactly from the contraction with the outward normal −ek and reflects the combinatorial sign arising from removing the dxk factor from the volume form.
Q.E.D.
2.3.3 Outward Unit Normal for Manifold
We remark briefly that for an oriented (n−1)-dimensional manifold M in Rn, an analogue of the outward normal can be defined, although M need not be the boundary of a manifold.
Definition 11
If [v1,x,…,vn−1,x]=μx, we choose n(x) in TxRn so that n(x) is a unit vector perpendicular to TxM and [n(x),v1,x,…,vn−1,x] is the usual orientation of TxRn. We still call n(x) the outward unit normal to M (determined by μ).
The vectors n(x) vary continuously on M, as the Gram–Schmidt process is a continuous procedure. Conversely, if a continuous family of unit normal vectors n(x) is defined on all of M, then we can determine an orientation of M.
If 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
Computing the Normal Vector
A local normal vector can be obtained by taking the cross product of the partial derivatives
∂θ∂φ(θ,t)and∂t∂φ(θ,t).
At the line t=0, these derivatives simplify. Denote
n(θ,0)=∂θ∂φ(θ,0)×∂t∂φ(θ,0).
Values at θ=0 and θ=2π
By direct (though somewhat tedious) computation, one obtains:
n(0,0)=(0,0,−21),n(2π,0)=(0,0,+21).
Meanwhile, the base points in the strip coincide:
φ(0,0)=φ(2π,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.
Contradiction
If M were an orientable surface in R3, one could choose a continuous unit normal vector field n(x) at every point x∈M. But the Möbius strip is nonorientable, so no such globally continuous choice exists. Concretely, the mismatch
n(0,0)=n(2π,0) while φ(0,0)=φ(2π,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 be a compact oriented k-dimensional manifold-with-boundary (which is at least C2) and ω be a (k−1)-form on M (which is at least C1). Then
∫Mdω=∫∂Mω
where ∂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 p cube c:[0,1]p→M on a manifold M. If ω is a p-form on M we define
∫cω=∫[0,1]pc♯ω
and for p chains c=∑aici, the integral is defined as before, i.e.
∫cω=∑ai∫ciω
Note
In the rest part of this section, we will only work with k cubes c with a stronger condition that there exists an coordinate chart ξ:W→Rn on M such that
c=ξ∣[0,1]k
As a map, we know c is orientation preserving if and only if ξ is orientation preserving.
Now we may prove following lemma:
Lemma 1
Let M be an oriented k-dimensional manifold (with or without boundary), and let c1,c2:[0,1]k→M be orientation-preserving singular k-cubes, with the above assumption holding. If ω is a k-form on M such that ω=0 outside c1([0,1]k)∩c2([0,1]k), then
∫c1ω=∫c2ω
Proof of lemma
Let ξ1,ξ2 be the orientation-preserving charts corresponding to c1,c2. Thus,
c1=ξ1[0,1]k,c2=ξ2[0,1]k.
Since ξ2 is a local diffeomorphism onto its image, we can write
ξ2♯ω=f∧i=1kdxi
for some function f:ξ2−1(supp(ω))→R.
Step 1: Define the transition map
Set
T=ξ2−1∘ξ1:ξ1−1(supp(ω))⟶ξ2−1(supp(ω)).
By hypothesis, T is a local diffeomorphism between open sets in Rk. In particular, on [0,1]k⊂Rk, it restricts to a map whose image remains in ξ2−1(supp(ω)).
Step 2: Pull back ω via ξ1
We compute ∫c1ω by expressing it as an integral in coordinates:
∫c1ω=∫[0,1]k(c1)♯ω=∫[0,1]k(ξ1)♯ω.
Since ξ1=ξ2∘(ξ2−1∘ξ1)=ξ2∘T, this becomes
(ξ1)♯ω=(ξ2∘T)♯ω=T♯(ξ2♯ω)=T♯(f∧i=1kdxi).
Thus,
∫[0,1]k(ξ1)♯ω=∫[0,1]kT♯(f∧i=1kdxi).
Step 3: Change of variables using T
Recall that for a smooth map T:U→V⊂Rk and a k-form fdx1∧⋯∧dxk on V, the pullback is given by
T♯(fdx1∧⋯∧dxk)=(f∘T)det(dT)dx1∧⋯∧dxk.
Since ξ1,ξ2 are orientation-preserving charts, the Jacobian determinant det(dT) is positive, so
∣det(dT)∣=det(dT).
Hence,
∫[0,1]kT♯(f∧i=1kdxi)=∫[0,1]k(f∘T)det(dT)dx1∧⋯∧dxk.
By standard change-of-variable arguments in Rk,
∫[0,1]k(f∘T)det(dT)dx1∧⋯∧dxk=∫T([0,1]k)fdx1∧⋯∧dxk.
But T([0,1]k)⊂ξ2−1(supp(ω)), so continuing,
∫T([0,1]k)fdx1∧⋯∧dxk=∫[0,1]kξ2♯ω=∫c2ω.
Putting everything together, we obtain
∫c1ω=∫[0,1]k(ξ1)♯ω=∫[0,1]kT♯(ξ2♯ω)=∫c2ω.
Because ω vanishes outside c1([0,1]k)∩c2([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 be a compact oriented k-dimensional manifold and let ω be a k-form on M. There are a handful of cases to consider.
If there is an orientation preserving singular k-cube c in M such that ω=0 outside of c([0,1]k), then we will define
∫Mω=∫cω.
which is independent of the choice of c by Lemma 1 as long as ω vanishes outside it.
In general, there is an open cover O of M such that, for every U∈O, there is an orientation preserving singular k-cube c such that U∩M⊂c([0,1]k). Let Φ be a partition of unity subordinate to O that is C∞, or at least, C2. Define
∫Mω=φ∈Φ∑∫Mφω,
where the sum is finite if 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 do not depend on the open cover O or on partition of unity Φ.
Check
TODO
Suppose M is a k-dimensional manifold-with-boundary, and μ is an orientation for M. Let ∂M be given the induced orientation ∂μ. Consider an orientation preserving k-cube c in M such that c(k,0) lies in ∂M and is the only face having interior points in ∂M. c(k,0) is orientation preserving if k is even, otherwise, (−1)kc(k,0) is orientation preserving.
Proof Sketch
Suppose we have a k–cube c that is mapped into M and that c is orientation preserving with respect to the given orientation on M. Only its face
c(k,0)=c∣{xk=0}
lies in ∂M.
When we pull back the orientation from M to the cube by c, the standard orientation on Rk is given by dx1∧⋯∧dxk.
The induced orientation on the boundary (via contraction with the outward normal) is, as computed above in Remark 1, (−1)kdx1∧⋯∧dxk−1.
Thus, if c is originally orientation preserving, then the face c(k,0) inherits the induced orientation that is (−1)k times the “usual” orientation of a (k−1)–cube.
Q.E.D
Suppose now ω is a C1(k−1)-form on M which is zero outside c([0,1]k). Then
∫c(k,0)ω=(−1)k∫∂Mω
So
∫∂cω=∫(−1)kc(k,0)ω=(−1)k∫c(k,0)ω=∫∂Mω
Check
Suppose ω is a k-form on M such that ω vanishes outside the image of a singular k-cube c:[0,1]k→M. By continuity, ω also vanishes on the interior boundary faces of [0,1]k, except possibly the face on which c meets ∂M. Concretely, if we write ∂c=i=1∑kα∈{0,1}∑(−1)i+αc(i,α),
then ω vanishes on all faces c(i,α) except the one that intersects ∂M, which we label c(k,0) without loss of generality. Hence,
∫∂cω=i=1∑kα∈{0,1}∑(−1)i+α∫c(i,α)ω=(−1)k∫c(k,0)ω.
Moreover, by the choice of orientation on M and how c meets ∂M, the integral of ω over c(k,0) relates to the integral of ω on ∂M. Specifically,
∫c(k,0)ω=(−1)k∫∂Mω⟹(−1)k∫c(k,0)ω=∫∂Mω.
Combining the two equations, we obtain:
∫∂cω=(−1)k∫c(k,0)ω=∫∂Mω.
Thus, under these conditions (namely, that ω vanishes outside c([0,1]k) and so also on all boundary faces of the cube not meeting ∂M), we conclude
∫∂cω=∫∂Mω.
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 k-Cube
Setup.
Suppose first there exists an orientation‐preserving map (singular k-cube)
c:[0,1]k⟶M
whose image is entirely in the interior of M (so it does not meet ∂M). Assume also ω vanishes outside c([0,1]k).
Fundamental Theorem of Calculus / Stokes in the Cube.
By the standard form of the Stokes Theorem in Rk (Fundamental Theorem of Calculus), we have
∫cdω=∫[0,1]kc♯(dω)=∫[0,1]kd(c♯ω)=∫∂[0,1]kc♯ω=∫∂cω.
But ω is zero outside c([0,1]k), so ∫Mdω=∫cdω=∫∂cω=0
because ∂c also lies in the interior of M, hence ω vanishes there.
Similarly, since ∂M does not intersect c([0,1]k),
∫∂Mω=0.
Thus, in this special case,
∫Mdω=∫∂Mω=0.
Step 2. The Case of a k-Cube Meeting the Boundary in Exactly One Face
Setup.
Next, suppose there is an orientation‐preserving map
c:[0,1]k⟶M
such that:
c([0,1]k) intersects ∂Monly along the face corresponding (for example) to {tk=0}⊂[0,1]k.
ω vanishes outside c([0,1]k).
Boundary Calculation.
Again using Stokes on the cube,
∫∂cω=∫∂[0,1]kc♯ω=∫[0,1]kd(c♯ω)=∫[0,1]kc♯dω=∫cdω.
However, unlike in the first case, ∂c now has exactly one face on ∂M. By earlier arguments, ∫∂Mω=∫∂cωsince all other faces of c are in the interior, where ω≡0.
Consequently, ∫∂Mω=∫∂cω=∫cdω=∫Mdω.
Therefore, in this second scenario,
∫Mdω=∫∂Mω.
Step 3. The General Case via a Partition of Unity
In the general situation, ω need not vanish outside a single k-cube. We solve this by covering M with local patches of these two special types, then summing.
Open Cover and Partition of Unity.
Let O={Uα}α be an open cover of M such that, on each Uα, either
We can embed the relevant portion of ω into an interior‐type cube (case 1), or
We have a cube meeting ∂M in exactly one face (case 2).
Let {φα}α be a partition of unity subordinate to O. By definition,
α∑φα(x)=1for all x∈M,andsupp(φα)⊂Uα.
Reducing dω to Sums of Special Cases.
Write
ω=α∑φαω
because ∑αφα=1. Observe that each form φαω now has support contained in Uα, so it is of type 1 or type 2 in that local coordinate patch.
Key Observation: ∑αdφα=d1=0.
From the properties of the partition of unity, we get
α∑(dφα)=d(α∑φα)=d(1)=0.
Hence
α∑∫M(dφα)∧ω=∫Mα∑(dφα∧ω)=∫Md(α∑φα)∧ω=∫Md(1)∧ω=0.
Putting it All Together.
We evaluate ∫Mdω by expressing ω through the partition:
∫Mdω=∫Md(α∑φαω)=α∑∫Md(φαω).
But
d(φαω)=(dφα)∧ω+φαdω.
Therefore,
α∑∫Md(φαω)=α∑∫M(φαdω+(dφα)∧ω).
We can separate the sums:
α∑∫Mφαdω+α∑∫M(dφα)∧ω.
The second sum is zero (by the key observation above). Hence,
∫Mdω=α∑∫Mφαdω.
On each Uα, by either case 1 or case 2, ∫Mφαdω equals ∫∂Mφαω. Summing over α gives
∫Mdω=α∑∫∂Mφαω=∫∂M(α∑φα)ω=∫∂Mω.
(Here, we used ∑αφα=1 again.)
Because M is second countable (hence admits locally finite covers) and we only have finitely many φα=0 on compact subsets, the sums and integrals are well-defined.
Thus, in every case, we conclude:
∫Mdω=∫∂Mω.
Q.E.D.
2.4.3 Importance
Stokes’ theorem shares three important attributes with many fully evolved major theorems:
It is trivial.
It is trivial because the terms appearing in it have been properly defined.
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 M⊂R2 be compact R2 manifold-with-boundary and let α,β be 2 C1 function. Then
∫∂Mαdx+βdy=∬M(∂xβ−∂yα)dxdy
Proof
Let ω=αdx+βdy. Then we have
dω=−∂yαdxdy+∂xβdxdy
Thus, by General Stokes’ Thm,
∫∂Mαdx+βdy=∫Mdω=∬M(∂xβ−∂yα)dxdy
Q.E.D.
2.5 Volume Element
2.5.1 Volume of Manifold
Let M be a k-dimensional manifold (or manifold-with-boundary) in Rn, with an orientation μ. If x∈M, then μx and the inner product Tx we defined previously determine a volume element ω(x)∈Ωk(TxM).
We therefore obtain a nowhere-zero k-form ω on M, which is called the volume Element on M (determined by μ) and denoted dV, even though it is not generally the differential of a (k−1)-form.
Definition 14
The volume of M is defined as
∫MdV
provided this integral exists, which is certainly the case if M is compact.
“Volume” is usually called length or surface area for one- and two-dimensional manifolds, and dV is denoted ds (the element of length) or dA [or dS] (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 be some n-dimensional submanifold of Rn with the standard orientation. Then
dV=dx1∧…∧dxn
Hence we have that
∫MdV=∫M1
giving us that the volume of M agrees with our old definition.
Example 2.
TODO
2.5.2 The Volume Element of an Oriented Surface in R3
A concrete case of interest to us is the volume element of an oriented surface (two-dimensional manifold) M⊂R3. Let n(x) be an outward unit normal at x∈M. If ω∈Ω2(TxM) is defined by
ω(v,w)=det[v,w,n(x)]=⟨v×w,n(x)⟩
then ω(v,w)=1 for all orthonormal basis v,w of TxM with postive orientation. Thus, as ω prefectly satisfied the requirements of dA, by uniqueness, we have ω=dA.
Therefore, if [v,w]=μx,
dA(v,w)=⟨v×w,n(x)⟩=∥v×w∥∥n(x)∥=∥v×w∥
If we wish to compute the area of M, we may evaluate ∫[0,1]2c♯dA for orientation-preserving singular 2-cubes c and get
∫[0,1]2c♯dA=∫[0,1]2c♯dA(e1,a,e2,a)=∫[0,1]2dA(Dc(a)(e1),Dc(a)(e2))=∫[0,1]2dA((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]2EG−F2
where E=∑D1ci(a),F=∑D1ci(a)D2ci(a) and G=∑D2ci(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 which suffices for theoretical considerations.
Proposition 3
Let M be an oriented surface in R3, i.e. a 2 dimensional manifold with or without boundary, and n(x)=(n1,n2,n3) be the outward unit normal at x∈M. Then
dA=n1dy∧dz+n2dz∧dx+n3dx∧dy
Moreover,
n1dA=dy∧dz,n2dA=dz∧dx,n3dA=dx∧dy
Proof of Prop.
Part (1). Expression for dA
Setup and Determinant Representation.
The standard definition of the oriented area form on a surface M⊂R3 uses the cross product: for vectors v,w∈Tx(R3)≅R3,
dAx(v,w)=⟨v×w,n(x)⟩
Expanding this scalar triple product via the determinant, we get
dAx(v,w)=detv1w1n1v2w2n2v3w3n3=n1(v2w3−v3w2)−n2(v1w3−v3w1)+n3(v1w2−v2w1).
Wedge Product Representation.
On the other hand, consider the 2‐form
n1dy∧dz+n2dz∧dx+n3dx∧dy.
Recall the definition of the wedge product on coordinate differentials, for v=(v1,v2,v3) and w=(w1,w2,w3):
dy∧dz(v,w)=dy(v)dz(w)−dy(w)dz(v)=v2w3−v3w2.
Similar formulas hold for dz∧dx and dx∧dy. Therefore,
(n1dy∧dz+n2dz∧dx+n3dx∧dy)(v,w)=n1(v2w3−v3w2)−n2(v1w3−v3w1)+n3(v1w2−v2w1).
Equality of the Two Expressions.
Comparing the two expressions shows that, for each x∈M and v,w∈Tx(R3),
dAx(v,w)=n1dy∧dz+n2dz∧dx+n3dx∧dyevaluated at (v,w).
Hence the 2‐form dA on M is given by
dA=n1dy∧dz+n2dz∧dx+n3dx∧dy.
Part (2). Multiplying dA by ni
To prove
n1dA=dy∧dz,n2dA=dz∧dx,n3dA=dx∧dy,
we note that v×w for v,w∈Tx(R3) is always a scalar multiple of n(x) if v,w lie in the tangent plane to M. Concretely, if v,w∈TxM⊆Tx(R3), then v×w is normal to M, hence proportional to n(x).
For any z∈Tx(R3), one has
⟨z,n(x)⟩⟨v×w,n(x)⟩=⟨z,v×w⟩
By choosing z to be the coordinate basis vectors e1, we have
n1dA(v,w)=⟨e1,n(x)⟩⟨v×w,n(x)⟩=⟨e1,v×w⟩=v2w3−v3w2=(dy∧dz)(v,w)
Thus,
n1dA=dy∧dz
Likewise, by setting z to be e2,e3 in R3, one may recover the formulas
n2(dA)=dz∧dx,n3(dA)=dx∧dy.
Hence, all the stated identities hold.
Q.E.D.
A word of caution: if ω∈Ω2(Ra3) is defined by
ω=n1(a)⋅dy(a)∧dz(a)+n2(a)⋅dz(a)∧dx(a)+n3(a)⋅dx(a)∧dy(a),
it is not true, for example, that
n1(a)⋅ω=dy(a)∧dz(a).
The two sides give the same result only when applied to v,w∈TaM.
We may generalize this Prop. into following lemma:
Lemma 2
Let M be an oriented hypersurface on Rn (with or without boundary) and n=n(x) be its outward unit normal. Then
dA=i=1∑n(−1)i−1nidx1∧…∧dxi∧…∧dxn
Moreover,
∀i,nidA=(−1)i−1dx1∧…∧dxi∧…∧dxn
Proof
Proof of Eq1.
Expression for dA
Let β={β1,…,βn−1} be a positively oriented orthonormal basis in TxM. Write βj=(βj1,…,βjn)∈Rn. By definition,
(i=1∑n(−1)i−1nidx1∧⋯∧dxi∧⋯∧dxn)(β)=i=1∑n(−1)i−1nidet(Ai),
where Ai is the (n−1)×(n−1) matrix whose (j,k)-th entry is
dxk(βj),k∈{1,…,i−1,i+1,…,n}.
Equivalently, we can view this sum of determinants as the expanded determinant of the following n×n matrix (adding the row n to the top and filling the rest with the coordinates of β):
n1dx1(β1)⋮dx1(βn−1)n2dx2(β1)⋮dx2(βn−1)⋯⋯⋱⋯nndxn(β1)⋮dxn(βn−1).
Hence,
i=1∑n(−1)i−1nidet(Ai)=det([n,β1,…,βn−1]),
where [n,β1,…,βn−1] denotes the n×n matrix with columns n,β1,…,βn−1.
Relation to the Unit Normal
Since β1,…,βn−1 lie in TxM and n=n(x) is the unit normal, the n-tuple {n,β1,…,βn−1} forms a positively oriented orthonormal basis for Rn. Therefore,
det(n,β1,…,βn−1)=1.
Putting it together, for every positively oriented orthonormal basis β⊂TxM,
(i=1∑n(−1)i−1nidx1∧⋯∧dxi∧⋯∧dxn)(β)=1=dAx(β).
Since such β characterize dA completely, we conclude
dA=i=1∑n(−1)i−1nidx1∧⋯∧dxi∧⋯∧dxn.
Proof of Eq2.
We want to show
nidA=(−1)i−1dx1∧⋯∧dxi∧⋯∧dxn.
Equivalently,
(nidA)(β)=(−1)i−1(dx1∧⋯∧dxi∧⋯∧dxn)(β)for all β⊂TxM.
Orthogonality Condition ∑j=1nnjdxj=0 on TxM
Since n is orthogonal to every vector v∈TxM, we have ⟨n,v⟩=0. But
⟨n,v⟩=j=1∑nnjvj=j=1∑nnjdxj(v),
so (∑j=1nnjdxj)(v)=0 for all v∈TxM. Hence,
j=1∑nnjdxj=0on TxM.
We use this identity to simplify expressions involving wedge products.
Computation
For all j>i, we may obtain
ninjdx1∧…∧dxj∧…∧dxn=(−1)i−1nj(nidxi)k=1,k=i,j⋀ndxk=(−1)injl=1,l=i∑nnldxlk=1,k=i,j⋀ndxk=(−1)il=1,l=i∑nnjnldxl∧k=1,k=i,j⋀ndxk=(−1)injnjdxj∧k=1,k=i,j⋀ndxk=(−1)i+j−2njnjk=1,k=i⋀ndxk
Likewise, for all j<i,
ninjdx1∧…∧dxj∧…∧dxn=(−1)i+j−2njnjk=1,k=i⋀ndxk
and for i=j, we just have nini(⋀k=1,k=indxk).
Hence,
nidA=nij=1∑n(−1)j−1njdx1∧…∧dxj∧…∧dxn=(−1)i−1(j=1∑nnjnj)k=1,k=i⋀ndxk=(−1)i−1dx1∧…∧dxi∧…∧dxn
Q.E.D.
2.5.3 Divergence Theorem / Gauss’s theorem
Theorem 4 (Divergence Theorem / Gauss’s theorem)
Let M⊂Rn be a compact n-dimensional manifold-with-boundary and n the unit outward normal on ∂M. Let F be a differentiable vector field on M. Then
∫MdivFdV=∫∂M⟨F,n⟩dA.
where divF=∂x1∂F1+⋯+∂xn∂Fn, dV is the volume form(i.e. dV=⋀dxi) on Rn, and dA is the induced (n−1)-dimensional area form on the boundary.
Proof
Definition of ω.
Define the (n−1)-form ω on Rn by
ω=i=1∑n(−1)i−1Fidx1∧⋯∧dxi∧⋯∧dxn.
Here, dxi means that the form dxi is omitted from the wedge product.
Compute dω.
Recall that the exterior derivative d distributes over sums and acts on the wedge product by
d(fα)=df∧α+fdα. Since each wedge term involves no further differentials, we get
dω=d(i=1∑n(−1)i−1Fidx1∧⋯∧dxi∧⋯∧dxn)=i=1∑n(−1)i−1dFi∧dx1∧⋯∧dxi∧⋯∧dxn.
Writing dFi=∑j=1n∂xj∂Fidxj and noting that only dxi will survive in the wedge product (otherwise the wedge becomes zero by repetition), we simplify to
dω=i=1∑n(−1)i−1(j=1∑n∂xj∂Fidxj)∧(dxi…)=∑i=1n(−1)i−1∂xi∂Fidxi∧(dxi…)=∑i=1n∂xi∂Fidx1∧⋯∧dxn.
Thus,
dω=(i=1∑n∂xi∂Fi)dV=(divF)dV.
Relating ω to ⟨F,n⟩dA.
By Lemma 2, we have
⟨F,n⟩dA=i=1∑nFinidA=i=1∑n(−1)i−1Fidx1∧⋯∧dxi∧⋯∧dxn=ω.
So on the boundary ∂M, the (n−1)-form ω coincides with ⟨F,n⟩dA.
Applying Stokes’ Theorem.
Since M is an oriented manifold with boundary ∂M, the General Stokes Theorem tells us
∫Mdω=∫∂Mω.
Substituting dω=(divF)dV and ω=⟨F,n⟩dA, we get
∫M(divF)dV=∫∂M⟨F,n⟩dA.
This completes the proof.
Q.E.D.
Let’s look at some examples:
Example 1.
Use the divergence theorem to evaluate ∫SF⋅dS
where F=(xy,−21y2,z)
and the surface consists of the three surfaces:
Top: z=4−3x2−3y2, with 1≤z≤4
Sides: x2+y2=1, with 0≤z≤1
Bottom: z=0
Solution
Step 1. Compute the Divergence of F
Since
F1=xy so ∂x∂F1=y.
F2=−21y2 so ∂y∂F2=−y.
F3=z so ∂z∂F3=1.
we have,
divF=y+(−y)+1=1.
Step 2. The Flux Equals the Volume of V
Since divF=1, the divergence theorem tells us that
∬SF⋅dS=∭V1dV=Vol(V).
So our task reduces to finding the volume of V.
Step 3. Describe the Region V and Set Up the Volume Integral
Examine the three surfaces:
Top Surface:z=4−3(x2+y2) for points where z≥1. Notice that when z=1, we have
1=4−3(x2+y2)⟹x2+y2=1.
Thus, the paraboloid covers the region above the disk x2+y2≤1 in the xy-plane and gives z values from 1 up to 4.
Side Surface:x2+y2=1 for 0≤z≤1. This is a vertical wall closing off the bottom part of V.
Bottom Surface:z=0 for x2+y2≤1.
Putting these pieces together, the region V is described in cylindrical coordinates by:
x=rcosθ,y=rsinθ,z=z,
with:
0≤r≤1,0≤θ<2π,0≤z≤4−3r2.
Notice that when r=1, z runs from 0 to 4−3(12)=1; when r=0, z runs from 0 to 4.
The volume element in cylindrical coordinates is dV=rdzdrdθ. Therefore, the volume of V is
Vol(V)=∫θ=02π∫r=01∫z=04−3r2rdzdrdθ.
Step 4. Evaluate the Volume Integral
Integrate with respect to z:∫z=04−3r2dz=4−3r2.
Integrate with respect to r:∫r=01r(4−3r2)dr.
Expand the integrand:
r(4−3r2)=4r−3r3.
Now compute:
∫01(4r−3r3)dr=[2r2−43r4]01=2−43=48−3=45.
Integrate with respect to θ:∫02πdθ=2π.
Thus, the volume is
Vol(V)=2π⋅45=25π.
Step 5. Conclude the Flux
By the divergence theorem,
∬SF⋅dS=Vol(V)=25π.
Final Answer
25π
Example 2.
Evaluate the flux integral ∬SF⋅ndS
where n is the outward normal to S,
which is the part of the surface z2=x2+y2with1≤z≤2,
and where F=(3x,5y+ecosx,z).
Solution
Step 1. Compute the Divergence
We have
divF=∂x∂(3x)+∂y∂(5y+ecosx)+∂z∂(z).
Since
∂x∂(3x)=3,∂y∂(5y+ecosx)=5,∂z∂(z)=1,
it follows that
divF=3+5+1=9.
Step 2. Compute the Volume of V
The closed surface Sclosed encloses the region
V={(x,y,z):1≤z≤2,x2+y2≤z2}.
It is most convenient to use cylindrical coordinates:
x=rcosθ,y=rsinθ,z=z,
with the relation x2+y2=r2≤z2 so that
0≤r≤z,1≤z≤2,0≤θ<2π.
The volume element is dV=rdrdθdz. Thus,
Vol(V)=∫z=12∫θ=02π∫r=0zrdrdθdz
First, integrate in r:
∫0zrdr=2z2.
Then in θ:
∫02πdθ=2π.
So
Vol(V)=∫z=122z2⋅(2π)dz=π∫z=12z2dz.
Compute the z–integral:
∫12z2dz=3z312=38−1=37.
Thus,
Vol(V)=π⋅37=37π.
Step 3. Apply the Divergence Theorem to the Closed Surface
By the divergence theorem,
∬SclosedF⋅ndS=∭V(divF)dV=9⋅37π=21π.
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=Slat.
Top Cap (z=2)
On the top, z=2 and x2+y2≤4. The outward unit normal is n=(0,0,1). Then
F(x,y,2)=(3x,5y+ecosx,2).
Thus,
F⋅n=2.
The area of the top disk is π(2)2=4π. Hence, the flux through the top is:
Φtop=2⋅(4π)=8π.
Bottom Cap (z=1)
On the bottom, z=1 and x2+y2≤1. Here the outward unit normal is directed \emph{downward} (since V lies above the bottom cap); that is, n=(0,0,−1). At z=1,
F(x,y,1)=(3x,5y+ecosx,1).
Thus,
F⋅n=1⋅(−1)=−1.
The area of the bottom disk is π(1)2=π. So, the flux through the bottom is:
Φbottom=−1⋅π=−π.
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.
We computed:
Φclosed=21π,Φtop=8π,Φbottom=−π.
Thus, the flux through the lateral surface is:
Φlat=21π−(8π+(−π))=21π−(8π−π)=21π−7π=14π.
Final Answer
The flux through the lateral surface S is
14π.
Example 3. Volume of n-ball
Denote the volume of n-ball as Vn and the surface area as Sn, i.e.
Vn(R)=Vol({x12+⋯+xn2⩽R2∣x∈Rn})Sn−1(R)=Vol({x12+⋯+xn2=R2∣x∈Rn})
We will show following 3 properties:
Vn(R)=n2πR2Vn−2(R)
Vn(R)=nRSn−1(R)
Sn−1(R)=dRdVn(R)
Proof of Eq1.
1. Splitting Rn≅Rn−2×R2
Write a vector x∈Rn as x=(u,y), where
u∈Rn−2,y∈R2.
Then ∥x∥≤r implies
∥u∥≤r2−∥y∥2and∥y∥≤r.
Hence, the volume of Bn(r) can be written as
Vn(r)=∫{∥y∥≤r}∫{∥u∥≤r2−∥y∥2}dudy.
The inner integral,
∫{∥u∥≤r2−∥y∥2}du,
is precisely the volume of the (n−2)-dimensional ball of radius r2−∥y∥2. By definition of Vn−2(⋅), this is
Vn−2(r2−∥y∥2).
Therefore,
Vn(r)=∫{∥y∥≤r}Vn−2(r2−∥y∥2)dy.
2. Using Polar Coordinates in the y-Plane
Next, switch to polar coordinates (ρ,θ) in the R2‐plane for y:
y=(ρcosθ,ρsinθ),ρ∈[0,r],θ∈[0,2π].
Then dy=ρdρdθ. Substituting into the integral,
Vn(r)=∫0r∫02πVn−2(r2−ρ2)ρdθdρ.
Since Vn−2(r2−ρ2) does not depend on θ, we can factor out the 2π:
Vn(r)=2π∫0rVn−2(r2−ρ2)ρdρ.
As Vn−2(r2−ρ2)=(r2−ρ2)n−2Vn−2(1), one may find out that
∫0rVn−2(r2−ρ2)ρdρ=−nr2Vn−2(1)(r2−ρ2)2n∣0r=nr2Vn−2(r)
Putting this back into the expression for Vn(r) gives
Vn(r)=2π⋅nr2⋅Vn−2(r)
Thus, we arrive at the desired recursion:
Vn(r)=n2πr2Vn−2(r).
Q.E.D.
Remarks: Explicit Closed‐Form.
Iterating the recursion leads to the well‐known formula
Vn(r)=Γ(2n+1)π2nrn,
where Γ(⋅) is the Gamma function.
Proof of Eq2.
Setup
Let F(x)=x be the vector field on Rn. We consider the closed ball BR⊂Rn of radius R (centered at the origin) and its boundary ∂BR, which is the (n−1)-dimensional sphere of radius R.
Compute divF.
Since F=(x1,x2,…,xn), its divergence is
divF=∂x1∂x1+∂x2∂x2+⋯+∂xn∂xn=n.
Apply the Divergence Theorem
The Divergence Theorem (a.k.a. the Gauss–Ostrogradsky Theorem) tells us
intBR(divF)dV=∫∂BR⟨F,n⟩dA,
where n is the outward unit normal on ∂BR, and dA is the (n−1)-dimensional area element on the sphere.
Left‐Hand Side (Volume Integral)
Since divF=n, the left side is
∫BR(divF)dV=∫BRndV=n∫BRdV=nVn(R),
where Vn(R) is the volume of the n-dimensional ball of radius R.
Right‐Hand Side (Surface Integral)
On the sphere ∥x∥=R, the outward normal is n(x)=Rx. Hence, on ∂BR,
⟨F,n⟩=⟨x,Rx⟩=R1∥x∥2=RR2=R.
Therefore,
∫∂BR⟨F,n⟩dA=∫∂BRRdA=R∫∂BRdA=RSn−1(R),
where Sn−1(R) is the (n−1)-dimensional surface area of the sphere of radius R.
Equating Both Sides
By the Divergence Theorem:
nVn(R)∫BR(divF)dV=RSn−1(R)∫∂BR⟨F,n⟩dA.
Hence we conclude
nVn(R)=RSn−1(R).
Q.E.D.
Proof of Eq3.
Left to reader.
2.5.4 Original Stokes’ Theorem
Theorem 5 (Original Stokes’ Theorem)
Let M⊂R3 be a compact oriented two-dimensional manifold-with-boundary and n the unit outward normal on M determined by the orientation of M.
Let ∂M have the induced orientation. Let T be the vector field on ∂M with ds(T)=1, and let F be a differentiable vector field in an open set containing M. Then
∫M⟨(curlF),n⟩dA=∫∂M⟨F,T⟩ds.
Recall that ds(T)=1 means following equivalent statements:
for x∈∂M, we have [n(x),N(x),T] as a basis of R3 where n(x) is the outward normal at x and N(x) is the outward normal of the boundary at the point x;
for orientation-preserving C1 parameterization c, i.e. c is injective and its derivative is no-where vanishing, such that ds(c′(t))=∥c′(t)∥ and T(t)=∥c′(t)∥c′(t);
T is positively oriented unit tangent vector to ∂M.
Proof
Associate a Differential 1–Form to F:
Given a differentiable vector field F=(F1,F2,F3) on an open set in R3, one can associate the 1–form
ω=F1dx+F2dy+F3dz.
Then by Proposition 3, its exterior derivative is
dω=(∂y∂F3−∂z∂F2)dy∧dz+(∂z∂F1−∂x∂F3)dz∧dx+(∂x∂F2−∂y∂F1)dx∧dy.
Notice that the coefficients here are exactly the components of the curl of F:
curlF=(∂y∂F3−∂z∂F2,∂z∂F1−∂x∂F3,∂x∂F2−∂y∂F1).
Likewise, for RHS, we know
ds=∥γ′(t)∥dt
where γ:[a,b]→∂M is a smooth parametrization of the boundary curve.
As T(t)=∥γ′(t)∥γ′(t), the line integral may become
∫∂M⟨F,T⟩ds=∫ab⟨F,γ′(t)⟩dt=∫abω(γ(t))dt=∫abγ♯ω=∫∂Mω
Apply Stokes’ Theorem:
General Stokes’ theorem tells us that for a compact oriented two-dimensional manifold M with boundary ∂M,
∫Mdω=∫∂Mω.
In our situation, the left-hand side becomes
∫Mdω=∫M⟨curlF,n⟩dA
where n is the unit normal on M (chosen in accordance with the orientation of M) and dA is the area element on M. On the right-hand side, ω restricted to ∂M produces the line integral
∫∂Mω=∫∂M⟨F,T⟩ds,
where T is the unit tangent vector along ∂M (chosen so that the orientation of ∂M is the one induced from M) and ds is the arc length element.
Conclusion:
Combining these observations, we arrive at the desired formula:
∫M⟨curlF,n⟩dA=∫∂M⟨F,T⟩ds.
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