流形上的分析 Calculus on Manifold 笔记
目录
1 Review and Preliminary
1.1 Reviews
Proposition −1
Let be a manifold of dimension . Then for each point , the tangent space is a -dimensional vector space.
Proof of the Prop.
Coordinate Charts and Local Diffeomorphisms.
By definition of a -dimensional manifold, there exists an open set and a coordinate chart . This map is a homeomorphism onto its image, and its inverse is defined on .Differential is an Isomorphism.
For each point , the differential (a.k.a. Jacobian matrix) of at , denotedis a linear map from into the tangent space of at . Since is a coordinate chart, its differential is a linear isomorphism at each point . In other words, is invertible.
Dimension Count.
Because is an isomorphism, it maps a -dimensional space onto the tangent space . HenceRenaming as completes the argument.
Since the point was arbitrary, this shows that every tangent space has dimension , which matches the manifold dimension.
Q.E.D.
Definition −1
Let and let be an open cover of .
Then there is a collection of functions defined in an open set containing , with the following properties:
- For each we have .
- For each there is an open set containing such that all but finitely many are 0 on .
For each we have
(by (2), for each this sum is finite in some open set containing ).For each there is an open set in such that
A collection satisfying (1) to (3) is called a partition of unity for .
If also satisfies (4), it is said to be subordinate to the cover . We will only use continuity of the functions .
In the rest of notes, we will take these things as granted.
1.2 Fundamental Calculus Theorem
Definition 0
Let be a form on with a unique function such that . Then, we define
i.e.
If is a -form on and is a singular -cube on , we define
In particular, we have
as expected. For , we also know
as a 0-form is a function and a 0 cube is a map from .
Therefore, we may introduce following important thm:
Theroem 1(Fundamental Calculus Thm / Stokes)
Let be a -form on an open set and be a chain in . Then we have:
Proof of the Thm.
Suppose where is singular cube. Then we have
and
Thus, it is suffice to show
for standrad cube . Likewise, we may simplify the into following type -form
Notice that
Also, we may conclude that
Compare these eqs, it is clearly that
Q.E.D.
2 Integration on Manifold
2.1 Independence of Parametrization
Talking about Stokes’ theorem, what we are really interested in is not Stokes’ theorem on -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 -chains. Let’s say is a singular -cube in , and we want to look at a re-parametrization, i.e. a map
which is , one-to-one, onto, and , i.e. the Jacobian does not reverse orientations. If is a -form then
You should compare this with the situation with functions: what if we were integrating a function over . You would have to say there’s a change of variable formula
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
As we know , we have
Because , we may apply change of variable formula here and conclude that
Q.E.D.
2.2 Integration of forms
2.2.1 Vector Field and forms on a Manifold
Definition 1
A vector field on manifold is a funtion such that
Recall the definition of a coordinate chart where . The derivative of it induces an isomorphism of vector spaces
and there exist an unique vector field such that
We say that iff for any coordinate charts. Note that this definition is independence from the choice of coordinate charts.
Details.
Existence
Since is a linear isomorphism and , there exists a unique vector such that
We define . Because is an isomorphism, this choice of is unique. Thus, we can define a vector field by repeating this construction at each point .
Uniqueness
Suppose there exists another vector field on such that
Then define . We have
Since is injective, it follows that for all , and thus . Therefore, is unique.
Independence of Coordinate Charts
Let be another coordinate chart such that for some smooth map , we have
Let be the vector field corresponding to in coordinates via , i.e.,
Then, we compute:
Since both and are smooth such that they preserve differentiability, it follows that if and only if .
Q.E.D.
Now, let us consider differential forms on a manifold.
Definition 2
A p-form on manifold is a funtion which assigns for every .
Like vector field, we define to be if is for any coordinate chart .
Details.
Consider two coordinate charts
On the overlap of their images, we can write:
which implies that for a differential form defined on , the pullbacks satisfy:
Since pullbacks along smooth maps preserve differentiability, and is a smooth transition map between coordinate charts, it follows that and have the same differentiability class.
Q.E.D.
Just like the forms on , we have following proposition:
Proposition 1
If is a -form on , then there is a unique -form on such that
for every coordinate chart .
Proof of the Prop.
Let be a -form on . We wish to define a -form on by using local coordinate charts.
Local Definition via a Coordinate Chart
Consider a coordinate chart such that . We define
where is an ordered -tuple of tangent vectors at , and
Here, denotes the pullback of to , and is the exterior derivative of in the standard Euclidean space .
Clearly, if this procedure is well-defined (i.e., independent of the chosen chart) and yields a unique -form on , then we have defined correctly in global coordinates.
Independence of the Coordinate Chart
Let denote the -form arising from the above construction using the chart . Suppose we choose another chart with overlapping image, and let be the corresponding definition on .
Define the transition map
which is smooth on the overlap of and . Then for in the overlap, we have
Thus, on the overlap region. Since every point of is contained in at least one coordinate patch, and any two such patches overlap in a region where the definitions agree, it follows that is independent of the chart . This justifies the notation .
Uniqueness of the -Form
Suppose there is another -form on such that for every coordinate chart ,
Then, for each ,
If the pullback of is zero in every coordinate system, it means 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),
Consequently, . This shows that our construction yields a unique -form on .
Q.E.D.
2.2.2 Orientation of a manifold
It is often necessary for us to choose an orientation for each tangent space of a manifold . 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 on each tangent space , i.e. for every coordinate chart and for any , the relation
holds if and only if
Based on this, were going to call a given coordinate chart either orientation preserving or orientation reversing.
Definition 4
A coordinate chart is orientation preserving if
for one point , and hence for every point . If is orientation reversing (i.e. not orientation preserving) and is a linear transformation with , then is orientation preserving.
why?
Orientation in
Recall that an orientation at a point can be identified with an ordered orthonormal basis . In particular, there exists a unique volume form up to scalar such that:
- whenever is the positively oriented orthonormal basis corresponding to .
- for every linear transformation and every -tuple of vectors .
Determinant and Orientation
From this setup, for a coordinate chart and standard basis in , we have:
By the defining property of ,
Hence, a coordinate chart preserves orientation if and only if for all . If for some , then reverses the orientation at that point.
Composition with an Orientation-Reversing Chart
Finally, suppose is an orientation-reversing chart. Let be another smooth map (often a linear transformation in examples). Then, for in the domain of , we compute the determinant of the composition:
In situations where is negative and 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 are two coordinate systems such that and
then (at every point in the overlap ). 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 can be chosen consistently is called orientable, and a particular choice of the is called an orientation 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 is given by
Definition 7
A subset is a -dimensional manifold-with-boundary if for every , there is an open neighborhood of in , an open subset of and a diffeomorphism such that either
The usual condition for a manifold,
The manifold looks like a half space around , i.e.
holds
Well-defined?
One may ask that if (1) and (2) can be satisfied at a same point . The answer is no.
Suppose, for the sake of contradiction, that there exists a point such that both conditions (1) and (2) are satisfied in neighborhoods of . Thus, we have:
- A diffeomorphism satisfying condition (1) on an open neighborhood of .
- A diffeomorphism satisfying condition (2) on an open neighborhood of .
Since , we may replace and with smaller open sets (if necessary) so that
is an open neighborhood of on which and remain diffeomorphisms. Denote
Consider the map
Since and are diffeomorphisms, is itself a -diffeomorphism and therefore a homeomorphism onto its image.
As
- By condition (1), locally resembles in a way that is -diffeomorphic.
- By condition (2), locally resembles (where is a half-space in ) in a way that is -diffeomorphic.
under , the set
(an open neighborhood in ) must map to
which is a set open in (in its subspace topology) but not open in the standard topology of . Since a homeomorphism preserves topological openness, this situation is impossible. The image of an open set in under would have to remain open in , contradicting the fact that is not open in .
Thus, our assumption that conditions (1) and (2) both hold at leads to a topological contradiction. Therefore, no single point 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 , written as , is the set of points satisify (2) in Definition 7
Notice that under this definition, will be a dim subspace of when . Thus there are exactly two unit vectors in 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 perpendicular to (pointing in exactly opposite directions).
Let be a coordinate chart for where , and assume
Then the exactly one of these unit vectors can be written into
for some and .
Definition 9
We define this vector to be the outward unit normal at , written as .
Note that this definition is independent of the coordinate system chosen.
check
Setup and Transition Map
Since and are diffeomorphisms onto their images in , define the local transition map
whose domain is and codomain is . By construction, is a diffeomorphism between open subsets of , and
Half‐Space Condition
Both and are half‐space charts, meaning:
- and .
- and .
Because , it follows that if lies in , then . Consequently,
Similarly, preserves the interior condition . Altogether,
Tangent Cones and Their Images
Denote by the set of all velocity vectors of curves with . Equivalently, is the tangent cone of the closed half‐space at the origin. Since
any curve in has its image in . Taking derivatives at shows:
so . By applying the same argument to (which is also a diffeo), we deduce
Hence is a linear isomorphism from onto itself.
Consistency of the Pushed‐Forward Subspaces
From , we write
But is exactly again, so
Thus both charts and push forward the same -dimensional cone in , which reflects the tangent‐plus‐normal decomposition at .
Uniqueness of the Normal Direction
Within this common -dimensional space, the direction of is precisely the one normal to . Concretely, the subspace spanned by projects onto , leaving the line spanned by 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 (up to positive scaling) given by agrees with that given by . This shows that the outward normal on is independent of the choice of half‐space boundary chart, provided those charts align on the same side of .
Q.E.D.
Definition 10
The induced orientation of is given by, for each , choosing
such that
Note that
i.e. the two are the same orientations of . Call this orientation .
We can show that choosing the orientation for each gives a consistent orientation on . That is,
Proposition 2
If is orientable, then is orientable and the orientation of determines the orientation for .
Proof of the Prop.
Let be the oriented volume form on for each . Denote by the outward normal vector at . We define a -form on the tangent space by
Since is a non-degenerate -form on and is linearly independent of , it follows immediately that is non-degenerate on . Hence is a valid volume form on , and it defines an orientation at each .
Consequently, an ordered basis of is positively oriented (i.e., lies in ) if and only if the extended basis is positively oriented in (i.e., lies in ). Symbolically,
Thus, if is orientable with orientation , the boundary inherits a natural orientation , determined by adjoining the outward normal to oriented bases of .
Q.E.D.
Remark 1
If we apply these definitions to with the usual orientation, we find that the induced orientation on is times the usual orientation.
Proof of the Remark.
We start with the half‐space
with its usual orientation given by the standard volume form
Its boundary is
which is naturally identified with (with the usual orientation ).
The induced orientation on is defined by using the outward unit normal to . Since the interior of is , the outward normal is the vector pointing in the direction where decreases. In standard coordinates this is
The induced -form is given by contracting the -form with :
Since
we now obtain
This shows that the induced orientation on the boundary is given by the -form
But the “usual orientation” on is . Hence, the induced orientation on is times the usual orientation. This factor comes exactly from the contraction with the outward normal and reflects the combinatorial sign arising from removing the factor from the volume form.
Q.E.D.
2.3.3 Outward Unit Normal for Manifold
We remark briefly that for an oriented -dimensional manifold in , an analogue of the outward normal can be defined, although need not be the boundary of a manifold.
Definition 11
If , we choose in so that is a unit vector perpendicular to and is the usual orientation of . We still call the outward unit normal to (determined by ).
The vectors vary continuously on , as the Gram–Schmidt process is a continuous procedure. Conversely, if a continuous family of unit normal vectors is defined on all of , then we can determine an orientation of .
If 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 derivativesAt the line , these derivatives simplify. Denote
Values at and
By direct (though somewhat tedious) computation, one obtains:Meanwhile, the base points in the strip coincide:
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 were an orientable surface in , one could choose a continuous unit normal vector field at every point . But the Möbius strip is nonorientable, so no such globally continuous choice exists. Concretely, the mismatch while 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 be a compact oriented -dimensional manifold-with-boundary (which is at least ) and be a -form on (which is at least ). Then
where 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 cube on a manifold . If is a -form on we define
and for chains , the integral is defined as before, i.e.
Now we may prove following lemma:
Lemma 1
Let be an oriented -dimensional manifold (with or without boundary), and let be orientation-preserving singular -cubes, with the above assumption holding. If is a -form on such that outside , then
Proof of lemma
Let be the orientation-preserving charts corresponding to . Thus,
Since is a local diffeomorphism onto its image, we can write
for some function .
Step 1: Define the transition map
Set
By hypothesis, is a local diffeomorphism between open sets in . In particular, on , it restricts to a map whose image remains in .
Step 2: Pull back via
We compute by expressing it as an integral in coordinates:
Since , this becomes
Thus,
Step 3: Change of variables using
Recall that for a smooth map and a -form on , the pullback is given by
Hence,
By standard change-of-variable arguments in ,
But , so continuing,
Putting everything together, we obtain
Because vanishes outside , 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 be a compact oriented -dimensional manifold and let be a -form on . There are a handful of cases to consider.
If there is an orientation preserving singular -cube in such that outside of , then we will define
which is independent of the choice of by Lemma 1 as long as vanishes outside it.In general, there is an open cover of such that, for every , there is an orientation preserving singular -cube such that . Let be a partition of unity subordinate to that is , or at least, . Define
where the sum is finite if is compact. In general, this definition holds provided that the sum converges in the sense we have defined before.
Note that these definitions about do not depend on the open cover or on partition of unity .
Check
TODO
Suppose is a -dimensional manifold-with-boundary, and is an orientation for . Let be given the induced orientation . Consider an orientation preserving -cube in such that lies in and is the only face having interior points in . is orientation preserving if is even, otherwise, is orientation preserving.
Proof Sketch
Suppose we have a –cube that is mapped into and that is orientation preserving with respect to the given orientation on . Only its face
lies in .
- When we pull back the orientation from to the cube by , the standard orientation on is given by .
- The induced orientation on the boundary (via contraction with the outward normal) is, as computed above in Remark 1, .
Thus, if is originally orientation preserving, then the face inherits the induced orientation that is times the “usual” orientation of a –cube.
Q.E.D
Suppose now is a -form on which is zero outside . Then
So
Check
Suppose is a -form on such that vanishes outside the image of a singular -cube . By continuity, also vanishes on the interior boundary faces of , except possibly the face on which meets . Concretely, if we write
then vanishes on all faces except the one that intersects , which we label without loss of generality. Hence,
Moreover, by the choice of orientation on and how meets , the integral of over relates to the integral of on . Specifically,
Combining the two equations, we obtain:
Thus, under these conditions (namely, that vanishes outside and so also on all boundary faces of the cube not meeting ), we conclude
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 -Cube
Setup.
Suppose first there exists an orientation‐preserving map (singular -cube)whose image is entirely in the interior of (so it does not meet ). Assume also vanishes outside .
Fundamental Theorem of Calculus / Stokes in the Cube.
By the standard form of the Stokes Theorem in (Fundamental Theorem of Calculus), we haveBut is zero outside , so
because also lies in the interior of , hence vanishes there.
Similarly, since does not intersect ,Thus, in this special case,
Step 2. The Case of a -Cube Meeting the Boundary in Exactly One Face
Setup.
Next, suppose there is an orientation‐preserving mapsuch that:
- intersects only along the face corresponding (for example) to .
- vanishes outside .
- intersects only along the face corresponding (for example) to .
Boundary Calculation.
Again using Stokes on the cube,However, unlike in the first case, now has exactly one face on . By earlier arguments,
Consequently,
Therefore, in this second scenario,
Step 3. The General Case via a Partition of Unity
In the general situation, need not vanish outside a single -cube. We solve this by covering with local patches of these two special types, then summing.
Open Cover and Partition of Unity.
Let be an open cover of such that, on each , either- We can embed the relevant portion of into an interior‐type cube (case 1), or
- We have a cube meeting in exactly one face (case 2).
Let be a partition of unity subordinate to . By definition,
- We can embed the relevant portion of into an interior‐type cube (case 1), or
Reducing to Sums of Special Cases.
Writebecause . Observe that each form now has support contained in , so it is of type 1 or type 2 in that local coordinate patch.
Key Observation: .
From the properties of the partition of unity, we getHence
Putting it All Together.
We evaluate by expressing through the partition:But
Therefore,
We can separate the sums:
The second sum is zero (by the key observation above). Hence,
On each , by either case 1 or case 2, equals . Summing over gives
(Here, we used again.)
Because is second countable (hence admits locally finite covers) and we only have finitely many on compact subsets, the sums and integrals are well-defined.
Thus, in every case, we conclude:
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 be compact manifold-with-boundary and let be 2 function. Then
2.5 Volume Element
2.5.1 Volume of Manifold
Let be a -dimensional manifold (or manifold-with-boundary) in , with an orientation . If , then and the inner product we defined previously determine a volume element .
We therefore obtain a nowhere-zero -form on , which is called the volume Element on (determined by ) and denoted , even though it is not generally the differential of a -form.
Definition 14
The volume of is defined as
provided this integral exists, which is certainly the case if is compact.
“Volume” is usually called length or surface area for one- and two-dimensional manifolds, and is denoted (the element of length) or [or ] (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 be some -dimensional submanifold of with the standard orientation. Then
Hence we have that
giving us that the volume of agrees with our old definition.
Example 2.
TODO
2.5.2 The Volume Element of an Oriented Surface in
A concrete case of interest to us is the volume element of an oriented surface (two-dimensional manifold) . Let be an outward unit normal at . If is defined by
then for all orthonormal basis of with postive orientation. Thus, as prefectly satisfied the requirements of , by uniqueness, we have . Therefore, if ,
If we wish to compute the area of , we may evaluate for orientation-preserving singular 2-cubes and get
where and . 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 which suffices for theoretical considerations.
Proposition 3
Let be an oriented surface in , i.e. a 2 dimensional manifold with or without boundary, and be the outward unit normal at . Then
Moreover,
Proof of Prop.
Part (1). Expression for
Setup and Determinant Representation.
The standard definition of the oriented area form on a surface uses the cross product: for vectors ,Expanding this scalar triple product via the determinant, we get
Wedge Product Representation.
On the other hand, consider the 2‐formRecall the definition of the wedge product on coordinate differentials, for and :
Similar formulas hold for and . Therefore,
Equality of the Two Expressions.
Comparing the two expressions shows that, for each and ,Hence the 2‐form on is given by
Part (2). Multiplying by
To prove
we note that for is always a scalar multiple of if lie in the tangent plane to . Concretely, if , then is normal to , hence proportional to .
For any , one has
By choosing to be the coordinate basis vectors , we have
Thus,
Likewise, by setting to be in , one may recover the formulas
Hence, all the stated identities hold.
Q.E.D.
A word of caution: if is defined by
it is not true, for example, that
The two sides give the same result only when applied to .
We may generalize this Prop. into following lemma:
Lemma 2
Let be an oriented hypersurface on (with or without boundary) and be its outward unit normal. Then
Moreover,
Proof
Proof of Eq1.
Expression for
Let be a positively oriented orthonormal basis in . Write . By definition,
where is the matrix whose -th entry is
Equivalently, we can view this sum of determinants as the expanded determinant of the following matrix (adding the row to the top and filling the rest with the coordinates of ):
Hence,
where denotes the matrix with columns .
Relation to the Unit Normal
Since lie in and is the unit normal, the -tuple forms a positively oriented orthonormal basis for . Therefore,
Putting it together, for every positively oriented orthonormal basis ,
Since such characterize completely, we conclude
Proof of Eq2.
We want to show
Equivalently,
Orthogonality Condition on
Since is orthogonal to every vector , we have . But
so for all . Hence,
We use this identity to simplify expressions involving wedge products.
Computation
For all , we may obtain
Likewise, for all ,
and for , we just have . Hence,
Q.E.D.
2.5.3 Divergence Theorem / Gauss’s theorem
Theorem 4 (Divergence Theorem / Gauss’s theorem)
Let be a compact -dimensional manifold-with-boundary and the unit outward normal on . Let be a differentiable vector field on . Then
where , is the volume form(i.e. ) on , and is the induced -dimensional area form on the boundary.
Proof
Definition of .
Define the -form on byHere, means that the form is omitted from the wedge product.
Compute .
Recall that the exterior derivative distributes over sums and acts on the wedge product by . Since each wedge term involves no further differentials, we getWriting and noting that only will survive in the wedge product (otherwise the wedge becomes zero by repetition), we simplify to
Thus,
Relating to .
By Lemma 2, we haveSo on the boundary , the -form coincides with .
Applying Stokes’ Theorem.
Since is an oriented manifold with boundary , the General Stokes Theorem tells usSubstituting and , we get
This completes the proof.
Q.E.D.
Let’s look at some examples:
Example 1.
Use the divergence theorem to evaluate
where
and the surface consists of the three surfaces:
- Top: , with
- Sides: , with
- Bottom:
Solution
Step 1. Compute the Divergence of
Since
- so .
- so .
- so .
we have,
Step 2. The Flux Equals the Volume of
Since , the divergence theorem tells us that
So our task reduces to finding the volume of .
Step 3. Describe the Region and Set Up the Volume Integral
Examine the three surfaces:
Top Surface: for points where . Notice that when , we have
Thus, the paraboloid covers the region above the disk in the -plane and gives values from 1 up to 4.
Side Surface: for . This is a vertical wall closing off the bottom part of .
Bottom Surface: for .
Putting these pieces together, the region is described in cylindrical coordinates by:
with:
Notice that when , runs from 0 to ; when , runs from 0 to 4.
The volume element in cylindrical coordinates is . Therefore, the volume of is
Step 4. Evaluate the Volume Integral
Integrate with respect to :
Integrate with respect to :
Expand the integrand:
Now compute:
Integrate with respect to :
Thus, the volume is
Step 5. Conclude the Flux
By the divergence theorem,
Final Answer
Example 2.
Evaluate the flux integral
where is the outward normal to ,
which is the part of the surface
and where
Solution
Step 1. Compute the Divergence
We have
Since
it follows that
Step 2. Compute the Volume of
The closed surface encloses the region
It is most convenient to use cylindrical coordinates:
with the relation so that
The volume element is . Thus,
First, integrate in :
Then in :
So
Compute the –integral:
Thus,
Step 3. Apply the Divergence Theorem to the Closed Surface
By the divergence theorem,
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 .
Top Cap ()
On the top, and . The outward unit normal is . Then
Thus,
The area of the top disk is . Hence, the flux through the top is:
Bottom Cap ()
On the bottom, and . Here the outward unit normal is directed downward (since lies above the bottom cap); that is, . At ,
Thus,
The area of the bottom disk is . So, the flux through the bottom is:
Step 5. Solve for the Lateral Flux
The total flux through the closed surface is the sum of the fluxes over the three pieces:
We computed:
Thus, the flux through the lateral surface is:
Final Answer
The flux through the lateral surface is
Example 3. Volume of n-ball
Denote the volume of -ball as and the surface area as , i.e.
We will show following 3 properties:
Proof of Eq1.
1. Splitting
Write a vector as , where
Then implies
Hence, the volume of can be written as
The inner integral,
is precisely the volume of the -dimensional ball of radius . By definition of , this is
Therefore,
2. Using Polar Coordinates in the -Plane
Next, switch to polar coordinates in the ‐plane for :
Then . Substituting into the integral,
Since does not depend on , we can factor out the :
As , one may find out that
Putting this back into the expression for gives
Thus, we arrive at the desired recursion:
Q.E.D.
Remarks: Explicit Closed‐Form.
Iterating the recursion leads to the well‐known formula
where is the Gamma function.
Proof of Eq2.
Setup
Let be the vector field on . We consider the closed ball of radius (centered at the origin) and its boundary , which is the -dimensional sphere of radius .
Compute .
Since , its divergence is
Apply the Divergence Theorem
The Divergence Theorem (a.k.a. the Gauss–Ostrogradsky Theorem) tells us
where is the outward unit normal on , and is the -dimensional area element on the sphere.
Left‐Hand Side (Volume Integral)
Since , the left side is
where is the volume of the -dimensional ball of radius .
Right‐Hand Side (Surface Integral)
On the sphere , the outward normal is . Hence, on ,
Therefore,
where is the -dimensional surface area of the sphere of radius .
Equating Both Sides
By the Divergence Theorem:
Hence we conclude
Q.E.D.
Proof of Eq3.
Left to reader.
2.5.4 Original Stokes’ Theorem
Theorem 5 (Original Stokes’ Theorem)
Let be a compact oriented two-dimensional manifold-with-boundary and the unit outward normal on determined by the orientation of .
Let have the induced orientation. Let be the vector field on with , and let be a differentiable vector field in an open set containing . Then
Recall that means following equivalent statements:
- for , we have as a basis of where is the outward normal at and is the outward normal of the boundary at the point ;
- for orientation-preserving parameterization , i.e. is injective and its derivative is no-where vanishing, such that and ;
- is positively oriented unit tangent vector to .
Proof
Associate a Differential 1–Form to :
Given a differentiable vector field on an open set in , one can associate the 1–form
Then by Proposition 3, its exterior derivative is
Notice that the coefficients here are exactly the components of the curl of :
Likewise, for RHS, we know
where is a smooth parametrization of the boundary curve. As , the line integral may become
Apply Stokes’ Theorem:
General Stokes’ theorem tells us that for a compact oriented two-dimensional manifold with boundary ,
In our situation, the left-hand side becomes
where is the unit normal on (chosen in accordance with the orientation of ) and is the area element on . On the right-hand side, restricted to produces the line integral
where is the unit tangent vector along (chosen so that the orientation of is the one induced from ) and is the arc length element.
Conclusion:
Combining these observations, we arrive at the desired formula:
Q.E.D
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