流形上的分析 Calculus on Manifold 笔记

目录






1 Review and Preliminary

1.1 Reviews

Proposition −1
Let 𝑀 be a 𝒞︀1 manifold of dimension 𝑘. Then for each point 𝑥∈𝑀, the tangent space T𝑥𝑀 is a 𝑘-dimensional vector space.
Proof of the Prop.
  1. Coordinate Charts and Local Diffeomorphisms.
    By definition of a 𝒞︀1 𝑘-dimensional manifold, there exists an open set 𝑈⊂ℝ𝑘 and a 𝒞︀1 coordinate chart 𝜑:𝑈→𝑀. This map 𝜑 is a homeomorphism onto its image, and its inverse 𝜑−1 is defined on 𝜑(𝑈)⊂𝑀.

  2. 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 𝒞︀1 coordinate chart, its differential is a linear isomorphism at each point 𝑝. In other words, d𝜑(𝑝) is invertible.

  3. Dimension Count.
    Because d𝜑(𝑝) is an isomorphism, it maps a 𝑘-dimensional space ℝ𝑘 onto 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.


Definition −1

Let 𝐴⊂ℝ𝑛 and let Θ be an open cover of 𝐴.
Then there is a collection Φ of 𝐶∞ functions 𝜑 defined in an open set containing 𝐴, with the following properties:

  1. For each 𝑥∈𝐴 we have 0≤𝜑(𝑥)≤1.
  2. For each 𝑥∈𝐴 there is an open set 𝑉 containing 𝑥 such that all but finitely many 𝜑∈Φ are 0 on 𝑉.
  3. For each 𝑥∈𝐴 we have

    ∑𝜑∈Φ𝜑(𝑥)=1

    (by (2), for each 𝑥 this sum is finite in some open set containing 𝑥).
  4. For each 𝜑∈Φ there is an open set 𝑈 in Θ such that

    𝜑=0outside of some closed set contained in𝑈.
    A collection Φ satisfying (1) to (3) is called a 𝐶∞ partition of unity for 𝐴.
    If Φ also satisfies (4), it is said to be subordinate to the cover Θ. We will only use continuity of the functions 𝜑.

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 𝒞︀1𝑘−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∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘

Notice that

∫𝜕𝐼𝑘𝑓d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘=∑𝑗=1𝑘∑𝛼=01(−1)𝑗+𝛼∫𝐼(𝑗,𝛼)𝑘𝑓d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘=∑𝑗=1𝑘∑𝛼=01(−1)𝑗+𝛼∫[0,1]𝑘−1(𝐼(𝑗,𝛼)𝑘)♯𝑓d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘=∑𝑗=1𝑘∑𝛼=01(−1)𝑗+𝛼∫[0,1]𝑘−1𝑓(𝑥1,⋯,𝛼,⋯,𝑥𝑘)d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘=(−1)𝑖∫[0,1]𝑘−1𝑓(𝑥1,⋯,0,⋯,𝑥𝑘)d𝑥1⋯d𝑥𝑖ˆ⋯d𝑥𝑘+(−1)𝑖+1∫[0,1]𝑘−1𝑓(𝑥1,⋯,1,⋯,𝑥𝑘)d𝑥1⋯d𝑥𝑖ˆ⋯d𝑥𝑘

Also, we may conclude that

∫𝐼𝑘d(𝑓d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘)=∫𝐼𝑘𝜕𝑓𝜕𝑥𝑖∧d𝑥𝑖∧d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑘=(−1)𝑖−1∫[0,1]𝑘𝜕𝑓𝜕𝑥𝑖d𝑥1⋯d𝑥𝑘=(−1)𝑖−1∫[0,1]𝑘−1(𝑓(𝑥1,⋯,1,⋯,𝑥𝑘)−𝑓(𝑥1,⋯,0,⋯,𝑥𝑘))d𝑥1⋯d𝑥𝑖ˆ⋯d𝑥𝑘Using FCT in 1 dim

Compare these eqs, it is clearly that

∫𝑐d𝜔=∫𝜕𝑐𝜔

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 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 field 𝐹 on manifold 𝑀 is a funtion 𝐹:𝑀→𝑁 such that

∀𝑥∈𝑀,𝐹(𝑥)∈T𝑥𝑀

Recall the definition of a 𝒞︀𝑟 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∈𝒞︀𝑟 iff 𝐺∈𝒞︀𝑟 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 all𝑎∈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 all𝑎∈𝑊.

Let 𝐻 be the vector field corresponding to 𝐹 in coordinates via 𝜓, i.e.,

𝐹(𝜓(𝑏))=𝜓♯(𝑏)(𝐻(𝑏))for𝑏∈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∈𝒞︀𝑟 if and only if 𝐻∈𝒞︀𝑟.

Q.E.D.


Now, let us consider differential forms on a manifold.

Definition 2
A p-form 𝜔 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 𝒞︀𝑟 if 𝜑♯𝜔 is 𝒞︀𝑟 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 𝒞︀𝑟 𝑝-form on 𝑀, then there is a unique 𝒞︀𝑟−1 (𝑝+1)-form d𝜔 on 𝑀 such that

𝜑♯(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)with𝑥=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=0on𝑀.

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)

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:

  1. 𝜔(𝑣1,…,𝑣𝑘)=1 whenever [𝑣1,…,𝑣𝑘] is the positively oriented orthonormal basis corresponding to 𝜇𝜑(𝑎).
  2. 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 orientation 𝜇 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 ℍ𝑘⊂ℝ𝑘 is given by

{𝐱|𝐱𝑖>0}
Definition 7

A subset 𝑀⊆ℝ𝑛 is a 𝑘-dimensional 𝒞︀𝑟 manifold-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 𝒞︀𝑟 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:

  1. A diffeomorphism ℎ1:𝑈1→𝑉1 satisfying condition (1) on an open neighborhood 𝑈1 of 𝑎.
  2. 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

𝑉(1)′=ℎ1(𝑈),𝑉(2)′=ℎ2(𝑈).

Consider the map

𝑓=ℎ2∘ℎ1−1:𝑉(1)′⟶𝑉(2)′.

Since ℎ1 and ℎ2 are diffeomorphisms, 𝑓 is itself a 𝒞︀𝑟-diffeomorphism and therefore a homeomorphism onto its image.

As

  • By condition (1), 𝑉(1)′ locally resembles ℝ𝑘×{0}𝑛−𝑘 in a way that is 𝒞︀𝑟-diffeomorphic.
  • By condition (2), 𝑉(2)′ locally resembles ℍ𝑘×{0}𝑛−𝑘 (where ℍ𝑘 is a half-space in ℝ𝑘) in a way that is 𝒞︀𝑟-diffeomorphic.

under 𝑓, the set

𝑉(1)′∩(ℝ𝑘×{0}𝑛−𝑘)

(an open neighborhood in ℝ𝑘) must map to

𝑉(2)′∩(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 𝒞︀𝑟 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 same 𝑘-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=−𝜕𝜕𝑥𝑘d𝑥𝑘

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
  1. Computing the Normal Vector
    A local normal vector can be obtained by taking the cross product of the partial derivatives

    𝜕𝜑𝜕𝜃(𝜃,𝑡)and𝜕𝜑𝜕𝑡(𝜃,𝑡).

    At the line 𝑡=0, these derivatives simplify. Denote

    𝐧(𝜃,0)=𝜕𝜑𝜕𝜃(𝜃,0)×𝜕𝜑𝜕𝑡(𝜃,0).
  2. Values at 𝜃=0 and 𝜃=2𝜋
    By direct (though somewhat tedious) computation, one obtains:

    𝐧(0,0)=(0,0,−12),𝐧(2𝜋,0)=(0,0,+12).

    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.

  3. 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 𝒞︀2) and 𝜔 be a (𝑘−1)-form on 𝑀 (which is at least 𝒞︀1). 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

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.

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.

  1. 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.
  2. In general, there is an open cover 𝒪︀ of 𝑀 such that, for every 𝑈∈𝒪︀, 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 𝒪︀ 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 𝒪︀ 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 𝒞︀1 (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=1𝑘∑𝛼∈{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=1𝑘∑𝛼∈{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

  1. 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).

  2. 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

  1. Setup.
    Next, suppose there is an orientation‐preserving map

    𝑐:[0,1]𝑘⟶𝑀

    such that:

    • 𝑐([0,1]𝑘) intersects 𝜕𝑀 only along the face corresponding (for example) to {𝑡𝑘=0}⊂[0,1]𝑘.
    • 𝜔 vanishes outside 𝑐([0,1]𝑘).
  2. 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 of𝑐are in the interior,where𝜔≡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.

  1. Open Cover and Partition of Unity.
    Let 𝒪︀={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 𝒪︀. By definition,

    ∑𝛼𝜑𝛼(𝑥)=1for all𝑥∈𝑀,andsupp(𝜑𝛼)⊂𝑈𝛼.
  2. Reducing d𝜔 to Sums of Special Cases.
    Write

    𝜔=∑𝛼𝜑𝛼𝜔

    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.

  3. Key Observation: ∑𝛼d𝜑𝛼=d1=0.
    From the properties of the partition of unity, we get

    ∑𝛼(d𝜑𝛼)=d(∑𝛼𝜑𝛼)=d(1)=0.

    Hence

    ∑𝛼∫𝑀(d𝜑𝛼)∧𝜔=∫𝑀∑𝛼(d𝜑𝛼∧𝜔)=∫𝑀d(∑𝛼𝜑𝛼)∧𝜔=∫𝑀d(1)∧𝜔=0.
  4. Putting it All Together.
    We evaluate ∫𝑀d𝜔 by expressing 𝜔 through the partition:

    ∫𝑀d𝜔=∫𝑀d(∑𝛼𝜑𝛼𝜔)=∑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(∑𝛼𝜑𝛼)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:

  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 𝑀⊂ℝ2 be compact ℝ2 manifold-with-boundary and let 𝛼,𝛽 be 2 𝒞︀1 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

  1. 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)=det(𝑣1𝑣2𝑣3𝑤1𝑤2𝑤3𝑛1𝑛2𝑛3)=𝑛1(𝑣2𝑤3−𝑣3𝑤2)−𝑛2(𝑣1𝑤3−𝑣3𝑤1)+𝑛3(𝑣1𝑤2−𝑣2𝑤1).
  2. 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).
  3. 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=1𝑛(−1)𝑖−1𝐧𝑖d𝑥1∧…∧d𝑥𝑖ˆ∧…∧d𝑥𝑛

Moreover,

∀𝑖,𝐧𝑖d𝐴=(−1)𝑖−1d𝑥1∧…∧d𝑥𝑖ˆ∧…∧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=1𝑛(−1)𝑖−1𝐧𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛)(𝛽)=∑𝑖=1𝑛(−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):

(𝐧1𝐧2⋯𝐧𝑛[6𝑝𝑡]d𝑥1(𝛽1)d𝑥2(𝛽1)⋯d𝑥𝑛(𝛽1)[3𝑝𝑡]⋮⋮⋱⋮[3𝑝𝑡]d𝑥1(𝛽𝑛−1)d𝑥2(𝛽𝑛−1)⋯d𝑥𝑛(𝛽𝑛−1)).

Hence,

∑𝑖=1𝑛(−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=1𝑛(−1)𝑖−1𝐧𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛)(𝛽)=1=d𝐴𝑥(𝛽).

Since such 𝛽 characterize d𝐴 completely, we conclude

d𝐴=∑𝑖=1𝑛(−1)𝑖−1𝐧𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛.

Proof of Eq2.

We want to show

𝐧𝑖d𝐴=(−1)𝑖−1d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛.

Equivalently,

(𝐧𝑖d𝐴)(𝛽)=(−1)𝑖−1(d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛)(𝛽)for all𝛽⊂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=1𝑛𝐧𝑗𝑣𝑗=∑𝑗=1𝑛𝐧𝑗d𝑥𝑗(𝑣),

so (∑𝑗=1𝑛𝐧𝑗d𝑥𝑗)(𝑣)=0 for all 𝑣∈T𝑥𝑀. Hence,

∑𝑗=1𝑛𝐧𝑗d𝑥𝑗=0onT𝑥𝑀.

We use this identity to simplify expressions involving wedge products.

Computation

For all 𝑗>𝑖, we may obtain

𝐧𝑖𝐧𝑗d𝑥1∧…∧d𝑥𝑗ˆ∧…∧d𝑥𝑛=(−1)𝑖−1𝐧𝑗(𝐧𝑖d𝑥𝑖)⋀𝑘=1,𝑘≠𝑖,𝑗𝑛d𝑥𝑘=(−1)𝑖𝐧𝑗(∑𝑙=1,𝑙≠𝑖𝑛𝐧𝑙d𝑥𝑙)⋀𝑘=1,𝑘≠𝑖,𝑗𝑛d𝑥𝑘=(−1)𝑖∑𝑙=1,𝑙≠𝑖𝑛𝐧𝑗𝐧𝑙d𝑥𝑙∧(⋀𝑘=1,𝑘≠𝑖,𝑗𝑛d𝑥𝑘)=(−1)𝑖𝐧𝑗𝐧𝑗d𝑥𝑗∧(⋀𝑘=1,𝑘≠𝑖,𝑗𝑛d𝑥𝑘)=(−1)𝑖+𝑗−2𝐧𝑗𝐧𝑗(⋀𝑘=1,𝑘≠𝑖𝑛d𝑥𝑘)

Likewise, for all 𝑗<𝑖,

𝐧𝑖𝐧𝑗d𝑥1∧…∧d𝑥𝑗ˆ∧…∧d𝑥𝑛=(−1)𝑖+𝑗−2𝐧𝑗𝐧𝑗(⋀𝑘=1,𝑘≠𝑖𝑛d𝑥𝑘)

and for 𝑖=𝑗, we just have 𝐧𝑖𝐧𝑖(⋀𝑘=1,𝑘≠𝑖𝑛d𝑥𝑘). Hence,

𝑛𝑖d𝐴=𝑛𝑖∑𝑗=1𝑛(−1)𝑗−1𝐧𝑗d𝑥1∧…∧d𝑥𝑗ˆ∧…∧d𝑥𝑛=(−1)𝑖−1(∑𝑗=1𝑛𝐧𝑗𝐧𝑗)(⋀𝑘=1,𝑘≠𝑖𝑛d𝑥𝑘)=(−1)𝑖−1d𝑥1∧…∧d𝑥𝑖ˆ∧…∧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=𝜕𝐹1𝜕𝑥1+⋯+𝜕𝐹𝑛𝜕𝑥𝑛, 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
  1. Definition of 𝜔.
    Define the (𝑛−1)-form 𝜔 on ℝ𝑛 by

    𝜔=∑𝑖=1𝑛(−1)𝑖−1𝐹𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛.

    Here, d𝑥𝑖ˆ means that the form d𝑥𝑖 is omitted from the wedge product.

  2. 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=1𝑛(−1)𝑖−1𝐹𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛)=∑𝑖=1𝑛(−1)𝑖−1d𝐹𝑖∧d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛.

    Writing d𝐹𝑖=∑𝑗=1𝑛𝜕𝐹𝑖𝜕𝑥𝑗d𝑥𝑗 and noting that only d𝑥𝑖 will survive in the wedge product (otherwise the wedge becomes zero by repetition), we simplify to

    d𝜔=∑𝑖=1𝑛(−1)𝑖−1(∑𝑗=1𝑛𝜕𝐹𝑖𝜕𝑥𝑗d𝑥𝑗)∧(d𝑥𝑖ˆ…)=∑𝑖=1𝑛(−1)𝑖−1𝜕𝐹𝑖𝜕𝑥𝑖d𝑥𝑖∧(d𝑥𝑖ˆ…)=∑𝑖=1𝑛𝜕𝐹𝑖𝜕𝑥𝑖d𝑥1∧⋯∧d𝑥𝑛.

    Thus,

    d𝜔=(∑𝑖=1𝑛𝜕𝐹𝑖𝜕𝑥𝑖)d𝑉=(div𝐹)d𝑉.
  3. Relating 𝜔 to ⟨𝐹,𝐧⟩d𝐴.
    By Lemma 2, we have

    ⟨𝐹,𝐧⟩d𝐴=∑𝑖=1𝑛𝐹𝑖𝐧𝑖d𝐴=∑𝑖=1𝑛(−1)𝑖−1𝐹𝑖d𝑥1∧⋯∧d𝑥𝑖ˆ∧⋯∧d𝑥𝑛=𝜔.

    So on the boundary 𝜕𝑀, the (𝑛−1)-form 𝜔 coincides with ⟨𝐹,𝐧⟩d𝐴.

  4. 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,−12𝑦2,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 𝜕𝐹1𝜕𝑥=𝑦.
  • 𝐹2=−12𝑦2 so 𝜕𝐹2𝜕𝑦=−𝑦.
  • 𝐹3=𝑧 so 𝜕𝐹3𝜕𝑧=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

  1. Integrate with respect to 𝑧:

    ∫𝑧=04−3𝑟2d𝑧=4−3𝑟2.
  2. Integrate with respect to 𝑟:

    ∫𝑟=01𝑟(4−3𝑟2)d𝑟.

    Expand the integrand:

    𝑟(4−3𝑟2)=4𝑟−3𝑟3.

    Now compute:

    ∫01(4𝑟−3𝑟3)d𝑟=[2𝑟2−34𝑟4]01=2−34=8−34=54.
  3. Integrate with respect to 𝜃:

    ∫02𝜋d𝜃=2𝜋.

Thus, the volume is

Vol(𝑉)=2𝜋·54=5𝜋2.

Step 5. Conclude the Flux

By the divergence theorem,

∬𝑆𝐅·d𝐒=Vol(𝑉)=5𝜋2.

Final Answer

5𝜋2



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=𝜕(3𝑥)𝜕𝑥+𝜕(5𝑦+𝑒cos𝑥)𝜕𝑦+𝜕(𝑧)𝜕𝑧.

Since

𝜕(3𝑥)𝜕𝑥=3,𝜕(5𝑦+𝑒cos𝑥)𝜕𝑦=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=𝑧22.

Then in 𝜃:

∫02𝜋d𝜃=2𝜋.

So

Vol(𝑉)=∫𝑧=12𝑧22·(2𝜋)d𝑧=𝜋∫𝑧=12𝑧2d𝑧.

Compute the 𝑧–integral:

∫12𝑧2d𝑧=𝑧33|12=8−13=73.

Thus,

Vol(𝑉)=𝜋·73=7𝜋3.

Step 3. Apply the Divergence Theorem to the Closed Surface

By the divergence theorem,

∬𝑆closed𝐅·𝐧d𝑆=∭𝑉(div𝐅)d𝑉=9·7𝜋3=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 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)=2𝜋𝑅2𝑛𝑉𝑛−2(𝑅)
  • 𝑉𝑛(𝑅)=𝑅𝑛𝑆𝑛−1(𝑅)
  • 𝑆𝑛−1(𝑅)=dd𝑅𝑉𝑛(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=−𝑟2𝑛𝑉𝑛−2(1)(𝑟2−𝜌2)𝑛2|0𝑟=𝑟2𝑛𝑉𝑛−2(𝑟)

Putting this back into the expression for 𝑉𝑛(𝑟) gives

𝑉𝑛(𝑟)=2𝜋·𝑟2𝑛·𝑉𝑛−2(𝑟)

Thus, we arrive at the desired recursion:

𝑉𝑛(𝑟)=2𝜋𝑟2𝑛𝑉𝑛−2(𝑟).

Q.E.D.

Remarks: Explicit Closed‐Form.

Iterating the recursion leads to the well‐known formula

𝑉𝑛(𝑟)=𝜋𝑛2Γ(𝑛2+1)𝑟𝑛,

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)=𝐱𝑅. Hence, on 𝜕𝐵𝑅,

⟨𝐅,𝐧⟩=⟨𝐱,𝐱𝑅⟩=1𝑅‖𝐱‖2=𝑅2𝑅=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:

∫𝐵𝑅(div𝐹)d𝑉⏟𝑛𝑉𝑛(𝑅)=∫𝜕𝐵𝑅⟨𝐅,𝐧⟩d𝐴⏟𝑅𝑆𝑛−1(𝑅).

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:

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=(𝜕𝐹3𝜕𝑦−𝜕𝐹2𝜕𝑧)d𝑦∧d𝑧+(𝜕𝐹1𝜕𝑧−𝜕𝐹3𝜕𝑥)d𝑧∧d𝑥+(𝜕𝐹2𝜕𝑥−𝜕𝐹1𝜕𝑦)d𝑥∧d𝑦.

Notice that the coefficients here are exactly the components of the curl of 𝐹:

curl𝐹=(𝜕𝐹3𝜕𝑦−𝜕𝐹2𝜕𝑧,𝜕𝐹1𝜕𝑧−𝜕𝐹3𝜕𝑥,𝜕𝐹2𝜕𝑥−𝜕𝐹1𝜕𝑦).

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.

Q.E.D


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