Leonor Godinho
Jos Natrio
An Introduction to
Riemannian Geometry
With Applications to Mechanics
and Relativity
Universitext
Universitext
Series editors
Sheldon Axler
San Francisco State University, San Francisco, CA, USA
Vincenzo Capasso
Universit degli Studi di Milano, Milan, Italy
Carles Casacuberta
Universitat de Barcelona, Barcelona, Spain
Angus MacIntyre
Queen Mary University of London, London, UK
Kenneth Ribet
University of California, Berkeley, CA, USA
Claude Sabbah
CNRS cole Polytechnique Centre de mathmatiques, Palaiseau, France
Endre Sli
University of Oxford, Oxford, UK
Wojbor A. Woyczynski
Case Western Reserve University, Cleveland, OH, USA
Thus as research topics trickle down into graduatelevel teaching, first textbooks
written for new, cuttingedge courses may make their way into Universitext.
An Introduction
to Riemannian Geometry
With Applications to Mechanics
and Relativity
123
Leonor Godinho Jos Natrio
Departamento de Matemtica Departamento de Matemtica
Instituto Superior Tcnico Instituto Superior Tcnico
Lisbon Lisbon
Portugal Portugal
This book is based on a onesemester course taught since 2002 at Instituto Superior
Tcnico (Lisbon) to mathematics, physics and engineering students. Its aim is to
provide a quick introduction to differential geometry, including differential forms,
followed by the main ideas of Riemannian geometry (minimizing properties of
geodesics, completeness and curvature). Possible applications are given in the final
two chapters, which have themselves been independently used for onesemester
courses on geometric mechanics and general relativity. We hope that these will
give mathematics students a chance to appreciate the usefulness of Riemannian
geometry, and physics and engineering students an extra motivation to learn the
mathematical background.
It is assumed that readers have basic knowledge of linear algebra, multivariable
calculus and differential equations, as well as elementary notions of topology and
algebra. For their convenience (especially physics and engineering students), we
have summarized the main definitions and results from this background material at
the end of each chapter as needed.
To help readers test and consolidate their understanding, and also to introduce
important ideas and examples not treated in the main text, we have included more
than 330 exercises, of which around 140 are solved in Chap. 7 (the solutions to the
full set are available for instructors). We hope that this will make this book
suitable for selfstudy, while retaining a sufficient number of unsolved exercises to
pose a challenge.
We now give a short description of the contents of each chapter.
Chapter 1 discusses the basic concepts of differential geometry: differentiable
manifolds and maps, vector fields and the Lie bracket. In addition, we give a brief
overview of Lie groups and Lie group actions.
Chapter 2 is devoted to differential forms, covering the standard topics: wedge
product, pullback, exterior derivative, integration and the Stokes theorem.
Riemannian manifolds are introduced in Chap. 3, where we treat the
LeviCivita connection, minimizing properties of geodesics and the HopfRinow
theorem.
v
vi Preface
1 Differentiable Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Topological Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Differentiable Manifolds. . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Differentiable Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Tangent Space. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5 Immersions and Embeddings. . . . . . . . . . . . . . . . . . . . . . . . . 21
1.6 Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.7 Lie Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.8 Orientability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
1.9 Manifolds with Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
1.10 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
1.10.1 Section 1.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
1.10.2 Section 1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
1.10.3 Section 1.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
1.10.4 Section 1.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
1.10.5 Section 1.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
1.10.6 Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . 58
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2 Differential Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
2.1 Tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
2.2 Tensor Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
2.3 Differential Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
2.4 Integration on Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.5 Stokes Theorem. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
2.6 Orientation and Volume Forms . . . . . . . . . . . . . . . . . . . . . . . 86
2.7 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.7.1 Section 2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.7.2 Section 2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
vii
viii Contents
3 Riemannian Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1 Riemannian Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
3.2 Affine Connections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
3.3 LeviCivita Connection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
3.4 Minimizing Properties of Geodesics. . . . . . . . . . . . . . . . . . . . 109
3.5 HopfRinow Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.6 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
3.6.1 Section 3.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
3.6.2 Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . 122
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
4 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
4.1 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.2 Cartan Structure Equations . . . . . . . . . . . . . . . . . . . . . . . . . . 132
4.3 GaussBonnet Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4.4 Manifolds of Constant Curvature . . . . . . . . . . . . . . . . . . . . . . 148
4.5 Isometric Immersions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
4.6 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
4.6.1 Section 4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
4.6.2 Bibliographical Notes . . . . . . . . . . . . . . . . . . . . . . . . 163
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
6 Relativity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
6.1 Galileo Spacetime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
6.2 Special Relativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
6.3 The Cartan Connection. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
Contents ix
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
Chapter 1
Differentiable Manifolds
In pure and applied mathematics, one often encounters spaces that locally look like
Rn , in the sense that they can be locally parameterized by n coordinates: for example,
the ndimensional sphere S n Rn+1 , or the set R3 S O(3) of configurations of a
rigid body. It may be expected that the basic tools of calculus can still be used in such
spaces; however, since there is, in general, no canonical choice of local coordinates,
special care must be taken when discussing concepts such as derivatives or integrals
whose definitions in Rn rely on the preferred Cartesian coordinates.
The precise definition of these spaces, called differentiable manifolds, and the
associated notions of differentiation, are the subject of this chapter. Although the
intuitive idea seems simple enough, and in fact dates back to Gauss and Riemann,
the formal definition was not given until 1936 (by Whitney).
The concept of spaces that locally look like Rn is formalized by the definition
of topological manifolds: topological spaces that are locally homeomorphic to Rn .
These are studied in Sect. 1.1, where several examples are discussed, particularly in
dimension 2 (surfaces).
Differentiable manifolds are defined in Sect. 1.2 as topological manifolds whose
changes of coordinates (maps from Rn to Rn ) are smooth (C ). This enables the
definition of differentiable functions as functions whose expressions in local coor
dinates are smooth (Sect. 1.3), and tangent vectors as directional derivative operators
acting on realvalued differentiable functions (Sect. 1.4). Important examples of dif
ferentiable maps, namely immersions and embeddings, are examined in Sect. 1.5.
Vector fields and their flows are the main topic of Sect. 1.6. A natural differential
operation between vector fields, called the Lie bracket, is defined; it measures the
noncommutativity of their flows and plays a central role in differential geometry.
Section 1.7 is devoted to the important class of differentiable manifolds which are
also groups, the socalled Lie groups. It is shown that to each Lie group one can
associate a Lie algebra, i.e. a vector space equipped with a Lie bracket. Quotients
of manifolds by actions of Lie groups are also treated.
Orientability of a manifold (closely related to the intuitive notion of a surface
having two sides) and manifolds with boundary (generalizing the concept of
a surface bounded by a closed curve, or a volume bounded by a closed surface)
Springer International Publishing Switzerland 2014 1
L. Godinho and J. Natrio, An Introduction to Riemannian Geometry, Universitext,
DOI 10.1007/9783319086668_1
2 1 Differentiable Manifolds
are studied in Sects. 1.8 and 1.9. Both these notions are necessary to formulate the
celebrated Stokes theorem, which will be proved in Chap. 2.
We will begin this section by studying spaces that are locally like Rn , meaning that
there exists a neighborhood around each point which is homeomorphic to an open
subset of Rn .
Definition 1.1 A topological manifold M of dimension n is a topological space
with the following properties:
(i) M is Hausdorff, that is, for each pair p1 , p2 of distinct points of M there exist
neighborhoods V1 , V2 of p1 and p2 such that V1 V2 = .
(ii) Each point p M possesses a neighborhood V homeomorphic to an open
subset U of Rn .
(iii) M satisfies the second countability axiom, that is, M has a countable basis for
its topology.
Conditions (i) and (iii) are included in the definition to prevent the topology of
these spaces from being too strange. In particular, the Hausdorff axiom ensures that
the limit of a convergent sequence is unique. This, along with the second countability
axiom, guarantees the existence of partitions of unity (cf. Sect. 7.2 of Chap. 2), which,
as we will see, are a fundamental tool in differential geometry.
Remark 1.2 If the dimension of M is zero then M is a countable set equipped with the
discrete topology (every subset of M is an open set). If dim M = 1, then M is locally
homeomorphic to an open interval; if dim M = 2, then it is locally homeomorphic
to an open disk etc.
Example 1.3
(1) Every open subset M of Rn with the subspace topology (that is, U M is an
open set if and only if U = M V with V an open set of Rn ) is a topological
manifold.
(2) (Circle) The circle
S 1 = (x, y) R2  x 2 + y 2 = 1
(a) (b)
(c)
(3) (2sphere) The previous example can be easily generalized to show that the
2sphere
S 2 = (x, y, z) R3  x 2 + y 2 + z 2 = 1
Example 1.4 We can also obtain topological manifolds by identifying edges of cer
tain polygons by means of homeomorphisms. The edges of a square, for instance,
can be identified in several ways (see Figs. 1.2 and 1.3):
(1) (Torus) The torus T 2 is the quotient of the unit square Q = [0, 1]2 R2 by the
equivalence relation
(a)
(b)
(3) (Projective plane) The projective plane RP 2 is the quotient of Q by the equiv
alence relation
(x, y) (x + 1, 1 y) (1 x, y + 1).
Remark 1.5
(1) The only compact connected 1dimensional topological manifold is the circle
S 1 (see [Mil97]).
(2) The connected sum of two topological manifolds M and N is the topologi
cal manifold M#N obtained by deleting an open set homeomorphic to a ball
on each manifold and gluing the boundaries, which must be homeomorphic
to spheres, by a homeomorphism (cf. Fig. 1.4). It can be shown that any com
1.1 Topological Manifolds 5
(a)
(b)
(a) (b)
Fig. 1.6 Mbius band inside a Klein bottle; b Real projective plane
Remark 1.7
1. Making a paper model of the Mbius band, we can easily verify that its boundary
is homeomorphic to a circle (not to two disjoint circles), and that it has only one
side (cf. Fig. 1.5).
2. Both the Klein bottle and the real projective plane contain Mbius bands
(cf. Fig. 1.6). Deleting this band on the projective plane, we obtain a disk
(cf. Fig. 1.7). In other words, we can glue a Mbius band to a disk along their
boundaries and obtain RP 2 .
Two topological manifolds are considered the same if they are homeomorphic.
For example, spheres of different radii in R3 are homeomorphic, and so are the two
surfaces in Fig. 1.8. Indeed, the knotted torus can be obtained by cutting the torus
along a circle, knotting it and gluing it back again. An obvious homeomorphism is
then the one which takes each point on the initial torus to its final position after cutting
and gluing (however, this homeomorphism cannot be extended to a homeomorphism
of the ambient space R3 ).
Exercise 1.8
(1) Which of the following sets (with the subspace topology) are topological mani
folds?
(a) D 2 = (x, y) R2  x 2 + y 2 < 1 ;
(b) S 2 \ { p} ( p S 2 );
1.1 Topological Manifolds 7
(c) S 2 \ { p, q} ( p, q S 2 , p = q);
(d) (x, y, z) R3  x 2 + y 2 = 1 ;
(e) (x, y, z) R3  x 2 + y 2 = z 2 ;
(2) Which of the manifolds above are homeomorphic?
(3) Show that the Klein bottle K 2 can be obtained by gluing two Mbius bands
together through a homeomorphism of the boundary.
(4) Show that:
(a) M#S 2 = M for any 2dimensional topological manifold M;
(b) RP 2 #RP 2 = K 2 ;
(c) RP 2 #T 2 = RP 2 #K 2 .
(5) A triangulation of a 2dimensional topological manifold M is a decomposition
of M in a finite number of triangles (i.e. subsets homeomorphic to triangles in
R2 ) such that the intersection of any two triangles is either a common edge, a
common vertex or empty (it is possible to prove that such a triangulation always
exists). The Euler characteristic of M is
(M) := V E + F,
where V , E and F are the number of vertices, edges and faces of a given trian
gulation (it can be shown that this is well defined, i.e. does not depend on the
choice of triangulation). Show that:
(a) a vertex to a triangulation does not change (M);
adding
(b) S 2 = 2;
(c) T 2 = 0;
(d) K 2 = 0;
(e) RP 2 = 1;
(f) (M#N ) = (M) + (N ) 2.
Rn Rn
1
U 1 U
W := (U ) (U ) = ,
1 1 1
: (W ) (W )
1
1 1
: (W ) (W )
are C ;
(iii) the family A = {(U , )} is maximal with respect to (i) and (ii), meaning
that if 0 : U0 M is a parameterization such that 1
0 and
1 are
0
C for all in A, then (U0 , 0 ) is in A.
1.2 Differentiable Manifolds 9
Remark 2.2
(1) Any family A = {(U , )} that satisfies (i) and (ii) is called a C atlas for M.
If A also satisfies (iii) it is called a maximal atlas or a differentiable structure.
(2) Condition (iii) is purely technical. Given any atlas A = {(U , )} on M,
there is a unique maximal atlas A containing it. In fact, we can take the set
A of all parameterizations that satisfy (ii) with every parameterization on A.
Clearly A A, and one can easily check that A satisfies (i) and (ii). Also, by
construction, A is maximal with respect to (i) and (ii). Two atlases are said to
be equivalent if they define the same differentiable structure.
(3) We could also have defined C k manifolds by requiring the coordinate changes
to be C k maps (a C 0 manifold would then denote a topological manifold).
Example 2.3
(1) The space Rn with the usual topology defined by the Euclidean metric is a Haus
dorff space and has a countable basis of open sets. If, for instance, we consider
a single parameterization (Rn , id), conditions (i) and (ii) of Definition 2.1 are
trivially satisfied and we have an atlas for Rn . The maximal atlas that contains this
parameterization is usually called the standard differentiable structure on Rn .
We can of course consider other atlases. Take, for instance, the atlas defined by
the parameterization (Rn , ) with (x) = Ax for a nonsingular (n n)matrix
A. It is an easy exercise to show that these two atlases are equivalent.
(2) It is possible for a manifold to possess nonequivalent atlases: consider the two
atlases {(R, 1 )} and {(R, 2 )} on R, where 1 (x) = x and 2 (x) = x 3 . As the
map 1 2 1 is not differentiable at the origin, these two atlases define differ
ent (though, as we shall see, diffeomorphic) differentiable structures [cf. Exer
cises 2.5(4) and 3.2(6)].
(3) Every open subset V of a smooth manifold is a manifold of the same dimension.
Indeed, as V is a subset of M, its subspace topology is Hausdorff and admits a
countable basis of open sets. Moreover, if A = {(U , )} is an atlas for M and
we take the U for which (U ) V = , it is easy to 1
check that the family
of parameterizations A = (U , U ) , where U = (V ), is an atlas for
V.
(4) Let Mnn be the set of n n matrices with real coefficients. Rearranging the
2
entries along one line, we see that this space is just Rn , and so it is a manifold.
By Example 3, we have that G L(n) = {A Mnn  det A = 0} is also a
manifold of dimension n 2 . In fact, the determinant is a continuous map from
Mnn to R, and G L(n) is the preimage of the open set R\{0}.
(5) Let us consider the nsphere
2 2
S =
n
x ,...,x
1 n+1
R
n+1
 x 1
+ + x n+1
=1
i+ : U Rn S n
x 1 , . . . , x n x 1 , . . . , x i1 , g x 1 , . . . , x n , x i , . . . , x n ,
i : U Rn S n
x 1 , . . . , x n x 1 , . . . , x i1 , g x 1 , . . . , x n , x i , . . . , x n ,
where 2 2
U = (x 1 , . . . , x n Rn  x 1 + + x n < 1}
and
2 1
n 2 2
g x ,...,x
1 n
= 1 x 1
x .
Being a subset of Rn+1 , the sphere (equipped with the subspace topology) is a
Hausdorff space and admits a countable basis of open sets. It is also easy to check
n+1
that the family U, i+ , U, i i=1 is an atlas for S n , and so this space is
a manifold of dimension n (the corresponding charts are just the projections on
the hyperplanes x i = 0).
(6) We can define an atlas for the surface of a cube Q R3 making it a smooth
manifold: Suppose the cube is centered at the origin and consider the map f :
Q S 2 defined by f (x) = x/x. Then, considering an atlas {(U , )} for
S 2 , the family {(U , f 1 )} defines an atlas for Q.
Remark 2.4 There exist topological manifolds which admit no differentiable struc
tures at all. Indeed, Kervaire presented the first example (a 10dimensional manifold)
in 1960 [Ker60], and Smale constructed another one (of dimension 12) soon after
[Sma60]. In 1956 Milnor [Mil07] had already given an example of a 8manifold
which he believed not to admit a differentiable structure, but that was not proved
until 1965 (see [Nov65]).
Exercise 2.5
(1) Show that two atlases A1 and A2 for a smooth manifold are equivalent if and
only if A1 A2 is an atlas.
(2) Let M be a differentiable manifold. Show that a set V M is open if and only
if 1
(V ) is an open subset of R for every parameterization (U , ) of a C
n
atlas.
(3) Show that the two atlases on Rn from Example 2.3(1) are equivalent.
(4) Consider the two atlases on R from Example 2.3(2), {(R, 1 )} and {(R, 2 )},
where 1 (x) = x and 2 (x) = x 3 . Show that 1 2 1 is not differentiable at
the origin. Conclude that the two atlases are not equivalent.
(5) Recall from elementary vector calculus that a surface S R3 is a set such
that, for each p S, there is a neighborhood V p of p in R3 and a C map
1.2 Differentiable Manifolds 11
atlas is equivalent to the atlas on Example 2.3(5). The maximal atlas obtained
from these is called the standard differentiable structure on S n .
(8) (Real projective space) The real projective space RP n is the set of lines through
the origin in Rn+1 . This space can be defined as the quotient space of S n by the
equivalence relation x x that identifies a point to its antipodal point.
(a) Show that the quotient space RP n = S n / with the quotient topology
is a Hausdorff space and admits a countable basis of open sets. (Hint: Use
Proposition 10.2).
(b) Considering the atlas on S n defined in Example 2.3(5) and the canonical
projection : S n RP n given by (x) = [x], define an atlas for RP n .
(9) We can define an atlas on RP n in a different way by identifying it with the
quotient space of Rn+1 \{0} by the
equivalence relation
x x, with R\{0}.
For that, consider the sets Vi = x 1 , . . . , x n+1  x i = 0 (corresponding to the
N
Sn
p
N (p)
set of lines through the origin in Rn+1 that are not contained on the hyperplane
x i = 0) and the maps i : Rn Vi defined by
i x 1 , . . . , x n = x 1 , . . . , x i1 , 1, x i , . . . , x n .
Show that:
(a) the family {(Rn , i )} is an atlas for RP n ;
(b) this atlas defines the same differentiable structure as the atlas on Exer
cise 2.5(8).
(10) (A nonHausdorff manifold) Let M be the disjoint union of R with a point p and
consider the maps f i : R M (i = 1, 2) defined by f i (x) = x if x R\{0},
f 1 (0) = 0 and f 2 (0) = p. Show that:
(a) the maps f i1 f j are differentiable on their domains;
(b) if we consider an atlas formed by {(R, f 1 ), (R, f 2 )}, the corresponding
topology will not satisfy the Hausdorff axiom.
In this book the words differentiable and smooth will be used to mean infinitely
differentiable (C ).
Definition 3.1 Let M and N be two differentiable manifolds of dimension m and
n, respectively. A map f : M N is said to be differentiable (or smooth, or C )
at a point p M if there exist parameterizations (U, ) of M at p (i.e. p (U ))
and (V, ) of N at f ( p), with f ((U )) (V ), such that the map
f := 1 f : U Rm Rn
M N
f
Rm Rn
U V
Exercise 3.2
(1) Prove that Definition 3.1 does not depend on the choice of parameterizations.
(2) Show that a differentiable map f : M N between two smooth manifolds is
continuous.
(3) Show that if f : M1 M2 and g : M2 M3 are differentiable maps between
smooth manifolds M1 , M2 and M3 , then g f : M1 M3 is also differentiable.
(4) Show that the antipodal map f : S n S n , defined by f (x) = x, is differ
entiable.
(5) Using the stereographic projection from the north pole N : S 2 \ {N } R2
and identifying R2 with the complex plane C, we can identify S 2 with C {},
where is the socalled point at infinity. A Mbius transformation is a map
f : C {} C {} of the form
az + b
f (z) = ,
cz + d
14 1 Differentiable Manifolds
d(x i c)
vi = (0),
dt
v i = v(x i ),
d( f c)
v( f ) := (0).
dt
v
p
Tp S S
and
c
f
d( f c) d 1
c(0)( f) = (0) = ( f ) ( c) =
dt dt
t=0
d 1 f
n
dxi
= f x (t), . . . , x n (t) =
c(0) (0) =
dt t=0 x i dt
i=1
n
= x (0)
i
( f).
x i 1 ( p)
i=1
16 1 Differentiable Manifolds
with x 1 , . . . , x n = 1 ( p).
It is easy to show [cf. Exercise 4.9(1)] that these operators are linearly independent.
Moreover, each tangent vector to M at p can be represented by a linear combination
of these operators, so the tangent space T p M is a subset of D p . We will now see that
D p T p M. Let v D p ; then v can be written as
1.4 Tangent Space 17
n
v= v i
.
x i p
i=1
(where x 1 , . . . , x n = 1 ( p)), then
= x 1 + v 1 t, . . . , x n + v n t
c(t)
(d f ) p : T p M T f ( p) N
(d f ) p : T p M T f ( p) N
d ( f c)
v (0),
dt
18 1 Differentiable Manifolds
Proof Let (U, ) and (V, ) be two parameterizations around p and f ( p) such
that f ((U )) (V ) (cf. Fig. 1.13). Consider a vector v T p M and a curve
c : (, ) M such that c(0) = p and c(0)
= v. If, in local coordinates, the curve
c is given by
:= 1 c (t) = x 1 (t), . . . , x m (t) ,
c(t)
then (0)
is the tangent vector in T f ( p) N given by
n
d i 1
(0)
= y x (t), . . . , x m (t)
dt t=0 y i f ( p)
i=1
! m i "
n y
= x (0)
k
(x(0))
x k y i f ( p)
i=1 k=1
! i "
n m
y
= v k
(x(0)) ,
x k y i f ( p)
i=1 k=1
M N
v f
p
c
(df )p (v)
Rm Rn
f
c
U V
where the v k are the components of v in the basis associated to (U, ). Hence (0)
does not depend on the choice of c, as long as c(0) = v. Moreover, the components
of w = (d f ) p (v) in the basis associated to (V, ) are
m
yi j
wi = v ,
x j
j=1
yi
where x j
is an n m matrix (the Jacobian matrix of the local representation
1
( p)). Therefore, (d f )
of f at p : T p M T f ( p) N is the linear transformation
which, on the basis associated to the parameterizations and , is represented by
this matrix.
Remark 4.7 The derivative (d f ) p is sometimes called differential of f at p. Several
other notations are often used for d f , as for example f , D f , T f and f .
Example 4.8 Let : U Rn M be a parameterization around a point p M.
We can view as a differentiable map between two smooth manifolds and we can
compute its derivative at x = 1 ( p)
(d)x : Tx U T p M.
For v Tx U
= Rn , the ith component of (d)x (v) is
n
x i j
v = vi
x j
j=1
x i
(where is the identity matrix). Hence, (d)x (v) is the vector in T p M which,
x j
in the basis x i
associated to the parameterization , is represented by v.
p
df : TM TN
T p M v (d f ) p (v) T f ( p) N .
Exercise 4.9
(1) Show that the operators x i
are linearly independent.
p
(2) Let M be a smooth manifold, p a point in M and v a vector tangent to M at p.
$n $n
Show that if v can be written as v = i=1 a x i
i and v = i=1 b y i
i
p p
for two basis associated to different parameterizations around p, then
20 1 Differentiable Manifolds
n
y j
bj = ai .
x i
i=1
d 1 d 1
c1 c2 c1 (0) = c2 (0)
dt dt
(d(g f )) p = (dg) f ( p) (d f ) p .
f f
(d f ) p = (x( p)) d x 1
+ + (x( p)) d x n p ,
x 1 p x n
where f := f x 1 .
(8) (Tangent bundle) Let {(U , )} be a differentiable structure on M and consider
the maps
1.4 Tangent Space 21
: U Rn T M
(x, v) (d )x (v) T (x) M.
1 : M 1 M 2 M 1
2 : M 1 M 2 M 2
immersion theorem.
22 1 Differentiable Manifolds
F : U Rnm Rn
x 1 , . . . , x n f x 1 , . . . , x m + 0, . . . , 0, x m+1 , . . . , x n ,
j
Rm U Rn
V
U and V
(for possibly smaller open sets U V ). Hence, on these new coordinates,
f is the canonical immersion.
Remark 5.2 As a consequence of the local immersion theorem, any immersion at a
point p M is an immersion on a neighborhood of p.
When an immersion f : M N is also a homeomorphism onto its image
f (M) N with its subspace topology, it is called an embedding. We leave as an
exercise to show that the local immersion theorem implies that, locally, any immer
sion is an embedding.
1.5 Immersions and Embeddings 23
Example 5.3
(1) The map f : R R2 given by f (t) = t 2 , t 3 is not an immersion at t = 0.
(2) The map f : R R2 defined by f (t) = (cos t, sin 2t) is an immersion but it is
not an embedding (it is not injective).
(3) Let g : R R be the function g(t) = 2 arctan(t) + /2. If f is the map defined
in (5.3) then h := f g is an injective immersion which is not an embedding.
Indeed, the set S = h(R) in Fig. 1.14 is not the image of an embedding of R
into R2 . The arrows in the figure mean that the line approaches itself arbitrarily
close at the origin but never selfintersects. If we consider the usual topologies
on R and on R2 , the image of a bounded open set in R containing 0 is not an
open set in h(R) for the subspace topology, 1
t and sot h is not continuous.
(4) The map f : R R given by f (t) = e cos t, e sin t is an embedding of R
2
into R2 .
If M N and the inclusion map i : M N is an embedding, M is said to be
a submanifold of N . Therefore, an embedding f : M N maps M diffeomorphi
cally onto a submanifold of N . Charts on f (M) are just restrictions of appropriately
chosen charts on N to f (M) [cf. Exercise 5.9(3)].
A differentiable map f : M N for which (d f ) p is surjective is called a
submersion at p. Note that, in this case, we necessarily have m n. If f is a
submersion at every point in M it is called a submersion. Locally, every submersion
is the standard projection of Rm onto the first n factors.
Theorem 5.4 Let f : M N be a submersion at p M. Then there exist local
coordinates around p and f ( p) for which f is the standard projection.
Proof Let us consider parameterizations (U, ) and (V, ) around p and f ( p), such
that f ((U )) (V ), (0) = p and (0) = f ( p). In local coordinates f is given
by f := 1 f and, as (d f ) p is surjective, (d f)0 : Rm Rn is a surjective
By a linear change of coordinates on R we may assume that
linear transformation. n
(d f )0 = Inn  . As in the proof of the local immersion theorem, we will use
an auxiliary map F that will allow us to use the inverse function theorem,
24 1 Differentiable Manifolds
F : U Rm Rm
x 1 , . . . , x m f x 1 , . . . , x m , x n+1 , . . . , x m .
f F 1 = 1 : W Rn .
= 1 f F 1 = f F 1 = 1 .
1 f
Remark 5.5 This result is often stated together with the local immersion theorem in
what is known as the rank theorem (see for instance [Boo03]).
Proof For each point p f 1 (q), we choose parameterizations (U, ) and (V, )
around p and q for which f is the standard projection 1 onto the first n factors,
(0) = p and (0) = q (cf. Theorem 5.4). We then construct a differentiable
structure for L := f 1 (q) in the following way: take the sets U from each of these
parameterizations of M; since f = 1 , we have
1.5 Immersions and Embeddings 25
1 f 1 (q) = 11 1 (q) = 11 (0)
= 0, . . . , 0, x n+1 , . . . , x m  x n+1 , . . . , x m R ,
and so
:= 1 (L) =
U x 1, . . . , x m U  x 1 = = x n = 0 ;
hence, taking 2 : Rm Rmn , the standard projection onto the last m n factors,
and j : Rmn Rm , the immersion given by
j x 1 , . . . , x mn = 0, . . . , 0, x 1 , . . . , x mn ,
X : M TM
p X ( p) := X p T p M.
The vector field is said to be differentiable if this map is differentiable. The set of
all differentiable vector fields on M is denoted by X(M). Locally we have:
for some functions X i : W R. In the local chart associated with the parameteri
zation (U Rn , d) of T M, the local representation of the map X is
X x 1 , . . . , x n = x 1 , . . . , x n , X 1 x 1 , . . . , x n , . . . , X n x 1 , . . . , x n .
A vector field X is differentiable if and only if, given any differentiable function
f : M R, the function
X f :M R
p X p f := X p ( f )
is also differentiable [cf. Exercise 6.11(1)]. This function X f is called the direc
tional derivative of f along X . Thus one can view X X(M) as a linear operator
X : C (M) C (M).
Let us now take two vector fields X, Y X(M). In general, the operators X Y
and Y X will involve derivatives of order two, and will not correspond to vector
fields. However, the commutator X Y Y X does define a vector field.
Z f = (X Y Y X ) f
n
n
X= Xi and Y = Yi .
x i x i
i=1 i=1
Then,
n
n
f f
(X Y Y X ) f =X Y i
Y Xi
x i x i
i=1 i=1
n f
i f
= X Yi Y X
x i x i
i=1
28 1 Differentiable Manifolds
n
2 f 2
j i f
+ X jYi Y X
x j x i x j x i
i, j=1
n
= X Y i Y Xi f,
x i
i=1
n
Zp = X Y Y X
i i
( p) .
x i p
i=1
Hence, the operator X Y Y X defines a vector field. Note that this vector
field is differentiable, as (X Y Y X ) f is smooth for every smooth function
f : M R.
The vector field Z is called the Lie bracket of X and Y , and is denoted by [X, Y ].
In local coordinates it is given by
n
[X, Y ] = X Y i Y Xi . (1.1)
x i
i=1
We say that two vector fields X, Y X(M) commute if [X, Y ] = 0. The Lie
bracket as has the following properties.
Proposition 6.3 Given X, Y, Z X(M), we have:
(i) Bilinearity: for any , R,
[X + Y, Z ] = [X, Z ] + [Y, Z ]
[X, Y + Z ] = [X, Y ] + [X, Z ];
(ii) Antisymmetry:
[X, Y ] = [Y, X ];
( f X ) f ( p) := (d f ) p X p .
df
TM TN
X f X
f
MN
d ci
(t) = X i c(t)
, for i = 1, . . . , n. (1.2)
dt
The (local) existence and uniqueness of integral curves is then determined by
the PicardLindelf theorem of ordinary differential equations (see for example
[Arn92]), and we have
Theorem 6.5 Let M be a smooth manifold and let X X(M) be a smooth vector
field on M. Given p M, there exists an integral curve c p : I M of X at
p (that is, c p (t) = X c p (t) for t I = (, ) and c p (0) = p). Moreover, this
curve is unique, meaning that any two such curves agree on the intersection of their
domains.
30 1 Differentiable Manifolds
X
c
Rn
X
U
c
This integral curve, obtained by solving (1.2), depends smoothly on the initial
point p (see [Arn92]).
t : W M
q F(q, t) = cq (t).
Hence, as cq (t +s)t=0 = cq (s), the curve ccq (s) (t) is just cq (t +s), that is, t+s (q) =
t (s (q)). We can use this formula to extend t to s (W ) for all s I such that
t + s I . In particular, t is well defined on t (W ), and (t t )(q) = 0 (q) =
cq (0) = q for all q W . Thus the map t is the inverse of t , which consequently
is a local diffeomorphism (it maps W diffeomorphically onto its image).
Theorem 6.8 If X X(M) is a smooth vector field with compact support then it is
complete.
Corollary 6.9 If M is compact then all smooth vector fields on M are complete.
Theorem 6.10 Let X 1 , X 2 X(M) be two complete vector fields. Then their flows
1 , 2 commute (i.e. 1,t 2,s = 2,s 1,t for all s, t R) if and only if
[X 1 , X 2 ] = 0.
Exercise 6.11
(1) Let X : M T M be a differentiable vector field on M and, for a smooth
function f : M R, consider its directional derivative along X defined by
X f :M R
p X p f.
Show that:
(a) (X f )( p) = (d f ) p X p ;
(b) the vector field X is smooth if and only if X f is a differentiable function
for any smooth function f : M R;
(c) the directional derivative satisfies the following properties: for f, g
C (M) and R,
(i) X ( f + g) = X f + X g;
(ii) X ( f ) = (X f );
(iii) X ( f g) = f X g + g X f .
(2) Prove Proposition 6.3.
(3) Show that (R3 , ) is a Lie algebra, where is the cross product on R3 .
(4) Compute the flows of the vector fields X, Y, Z X(R2 ) defined by
X (x,y) = ; Y(x,y) = x +y ; Z (x,y) = y +x .
x x y x y
X1 = y z , X2 = z x , X3 = x y ,
z y x z y x
d
L X f ( p) := (( f t )( p)) ,
dt t=0
A Lie group G is a smooth manifold which is at the same time a group, in such a
way that the group operations
GG G G G
and
(g, h) gh g g 1
is the most basic example of a nontrivial Lie group. We have seen in Exam
ple 2.3(4) that it is a smooth manifold of dimension n 2 . Moreover, the group
multiplication is just the restriction to
G L(n) G L(n)
O(n) = {A Mnn  At A = I }
f (A + h B) f (A)
(d f ) A (B) = lim
h0 h
(A + h B)t (A + h B) At A
= lim
h0 h
= B t A + At B,
1.7 Lie Groups 35
det (I + h B) det I
(d f ) I (B) = lim = tr B
h0 h
implying that
det (A + h B) det A
(d f ) A (B) = lim
h0 h
(det A) det I + h A1 B det A
= lim
h0 h
det I + h A1 B 1
= (det A) lim
h0 h
= (det A) (d f ) I (A B) = (det A) tr(A1 B).
1
Since det (A) = 1, for any k R, we can take the matrix B = nk A to obtain
(d f ) A (B) = tr nk I = k. Therefore, (d f ) A is surjective for every A S L(n),
and so 1 is a regular value of f . Consequently, S L(n) is a submanifold of
G L(n). As in the preceding example, the group multiplication and inversion are
differentiable, and so S L(n) is a Lie group.
(5) The map A det A is a differentiable map from O(n) to {1, 1}, and the level
set f 1 (1) is
S O(n) = {A O(n)  det A = 1},
is also a Lie group now of dimension n 2 1 (note that A det (A) is now a
differentiable map from U (n) to S 1 ).
As a Lie group G is, by definition, a manifold, we can consider the tangent space
at one of its points. In particular, the tangent space at the identity e is usually denoted
by
g := Te G.
Lg : G G R :GG
and g
h g h h h g
for every g, h G. There is, of course, a vector space isomorphism between g and
the space of leftinvariant vector fields on G that, to each V g, assigns the vector
field X V defined by
X gV := (d L g )e V,
(d L g )h X hV = (d L g )h (d L h )e V = (d(L g L h ))e V = (d L gh )e V = X gh
V
.
[A, B] = AB B A.
From Exercise 6.11(7) we see that this will always be the case when G is a matrix
group, that is, when G is a subgroup of G L(n) for some n.
(2) If G = O(n) then its Lie algebra is
In fact, we have seen in Example 7.1(3) that O(n) = f 1 (I ), where the identity
I is a regular value of the map
f : Mnn Snn
A At A.
f : Mnn R
A det A.
Proposition 7.3 Let F be the local flow of a leftinvariant vector field X at a point
h G. Then the map t defined by F (that is, t (g) = F(g, t)) satisfies t = Rt (e) .
Moreover, the flow of X is globally defined for all t R.
R0 (e) (g) = g e = g
1.7 Lie Groups 39
and
d d d
Rt (e) (g) = L g (t (e)) = (d L g )t (e) (t (e))
dt dt dt
= (d L g )t (e) X t (e) = X gt (e)
= X Rt (e) (g) ,
implying that Rt (e) (g) = cg (t) = t (g) is the integral curve of X at g. Consequently,
if t (e) is defined for t (, ), then t (g) is defined for t (, ) and g G.
Moreover, condition (1.3) in Sect. 1.6 is true for each /2 < s, t < /2 and we can
extend the map F to GR as before: for any t R, we write t = k/2+s where k Z
and 0 s < /2, and define F(g, t) := F k (F(g, s), /2) = g F(e, s)F k (e, /2).
Remark 7.4 A homomorphism F : G 1 G 2 between Lie groups is called a Lie
group homomorphism if, besides being a group homomorphism, it is also a differ
entiable map. Since
the integral curve t t (e) defines a group homomorphism between (R, +) and
(G, ).
Definition 7.5 The exponential map exp : g G is the map that, to each V g,
assigns the value 1 (e), where t is the flow of the leftinvariant vector field X V .
Remark 7.6 If cg (t) is the integral curve of X at g and s R, it is easy to check
that cg (st) is the integral curve of s X at g. On the other hand, for V g one has
X sV = s X V . Consequently,
In fact, this series converges for any matrix A and the map h(t) = e At satisfies
h(0) = e0 = I
dh
(t) = e At A = h(t)A.
dt
Hence, h is the flow of X A at the identity (that is, h(t) = t (e)), and so exp A =
1 (e) = e A .
40 1 Differentiable Manifolds
Let now G be any group and M be any set. We say that G acts on M if there is
a homomorphism from G to the group of bijective mappings from M to M, or,
equivalently, writing
(g)( p) = A(g, p),
Example 7.8
(1) Let G be a group and H G a subgroup. Then H acts on G by left multiplication:
A(h, g) = h g for h H , g G.
(2) G L(n) acts on Rn through A x = Ax for A G L(n) and x Rn . The same
is true for any subgroup G G L(n).
G p = {g G  g p = p}.
GM MM
(g, p) (g p, p)
is proper (recall that a map is called proper if the preimage of any compact set is
compactcf. Sect. 1.10.5).
Remark 7.9 Note that a smooth action is proper if and only if, given two convergent
sequences { pn } and {gn pn } in M, there exists a convergent subsequence {gn k } in
G. If G is compact this condition is always satisfied.
quotient (topological) space M/ is usually called the orbit space of the action,
and denoted by M/G.
R = {( p, q) M M  p q}
is closed (cf. Proposition 10.2). This follows from the fact that R is the image of the
map
GM MM
(g, p) (g p, p)
Under certain conditions the orbit space M/G is naturally a differentiable mani
fold.
Theorem 7.11 Let M be a differentiable manifold equipped with a free proper action
of a Lie group G. Then the orbit space M/G is naturally a differentiable manifold of
dimension dim M dim G, and the quotient map : M M/G is a submersion.
Proof By the previous proposition, the quotient M/G is Hausdorff. Moreover, this
quotient satisfies the second countability axiom because M does so and the equiva
lence relation defined by G is open. It remains to be shown that M/G has a natural
differentiable structure for which the quotient map is a submersion. We do this only
in the case of a discrete (i.e. zerodimensional) Lie group (cf. Remark 1.2); the proof
for general Lie groups can be found in [DK99].
In our case, we just have to prove that for each point p M there exists a
neighborhood U p such that g U h U = for g = h. This guarantees that
each point [ p] M/G has a neighborhood [U ] homeomorphic to U , which we
can assume to be a coordinate neighborhood. Since G acts by diffeomorphisms, the
differentiable structure defined in this way does not depend on the choice of p [ p].
Since the charts of M/G are obtained from charts of M, the overlap maps are smooth.
Therefore M/G has a natural differentiable structure for which : M M/G is a
local diffeomorphism (as the coordinate expression of U : U [U ] is the identity
map).
Showing that gU hU = for g = h is equivalent to showing that gU U =
for g = e. Assume that this did not happen for any neighborhood U p. Then there
42 1 Differentiable Manifolds
%
would exist a sequence of open sets Un p with Un+1 Un , + n=1 Un = { p} and
a sequence gn G \ {e} such that gn Un Un = . Choose pn gn Un Un .
Then pn = gn qn for some qn Un . We have pn p and qn p. Since the
action is proper, gn admits a convergent subsequence gn k . Let g be its limit. Making
k + in qn k = gn k pn k yields g p = p, implying that g = e (the action is
free). Because G is discrete, we would then have gn k = e for sufficiently large k,
which is a contradiction.
Example 7.12
$n i 2
(1) Let S n = x Rn+1  i=1 x = 1 be equipped with the action of G =
Z2 = {I, I } given by I x = x (antipodal map). This action is proper and
free, and so the orbit space S n /G is an ndimensional manifold. This space is
the real projective space RP n [cf. Exercise 2.5(8)].
(2) The group G = R\{0} acts on M = Rn+1 \{0} by multiplication: t x = t x. This
action is proper and free, and so M/G is a differentiable manifold of dimension
n (which is again RP n ).
(3) Consider M = Rn equipped with an action of G = Zn defined by:
k1, . . . , kn x 1, . . . , x n = x 1 + k1, . . . , x n + kn .
This action is proper and free, and so the quotient M/G is a manifold of dimen
sion n. This space with the quotient differentiable structure defined in Theo
rem 7.11 is called the ntorus and is denoted by Tn . It is diffeomorphic to the
product manifold S 1 S 1 and, when n = 2, is diffeomorphic to the torus
of revolution in R3 .
Remark 7.14
(1) It is clear that we must have dim M = dim B.
(2) Note that the collection of mutually disjoint open sets {U } must be countable
(M has a countable basis).
(3) The fibers 1 ( p) M have the discrete topology. Indeed, as each slice U
is open and intersects 1 ( p) in exactly one point, this point is open in the
subspace topology.
1.7 Lie Groups 43
Example 7.15
(1) The map : R S 1 given by
Example 7.16
(1) In the universal covering of S 1 of Example 7.15(1) the deck transformations are
translations h k : t t + k by an integer k, and so the fundamental group of S 1
is Z.
(2) Similarly, the deck transformations of the universal covering of Tn are transla
tions by integer vectors [cf. Example 7.15(2)], and so the fundamental group of
Tn is Zn .
(3) In the universal covering of RP n from Example 7.15(3), the only deck transfor
mations are the identity and the antipodal map, and so the fundamental group of
RP n is Z2 .
Exercise 7.17
(1) (a) Given two Lie groups G 1 , G 2 , show that G 1 G 2 (the direct product of the
two groups) is a Lie group with the standard differentiable structure on the
product.
(b) The circle S 1 can be identified with the set of complex numbers of absolute
value 1. Show that S 1 is a Lie group and conclude that the ntorus T n =
S 1 . . . S 1 is also a Lie group.
44 1 Differentiable Manifolds
(2) (a) Show that (Rn , +) is a Lie group, determine its Lie algebra and write an
expression for the exponential map.
(b) Prove that, if G is an abelian Lie group, then [V, W ] = 0 for all V, W g.
(3) We can identify each point in
H = (x, y) R2  y > 0
is given by
V
X (x,y) = y + y .
x y
with y > 0.
(4) Consider the group
ab
S L(2) =  ad bc = 1 ,
cd
1.7 Lie Groups 45
a = p + q, d = p q, b = r + s, c = r s,
h : R R\{0}
t det e At
sinh
e A = cosh I + A.
(b) Show that exp : sl(2) S L(2) is not surjective.
(8) Consider the vector field X X(R2 ) defined by
&
X= x 2 + y2 .
x
Gr (n, k) := G L(n)/H
R3 R3
n n
v exp v exp
2 2
1.8 Orientability
Let V be a finite dimensional vector space and consider two ordered bases =
{b1 , . . . , bn } and = {b1 , . . . , bn }. There is a unique linear transformation S :
V V such that bi = S bi for every i = 1, . . . , n. We say that the two bases are
equivalent if det S > 0. This defines an equivalence relation that divides the set
of all ordered bases of V into two equivalence classes. An orientation for V is an
assignment of a positive sign to the elements of one equivalence class and a negative
sign to the elements of the other. The sign assigned to a basis is called its orientation
and the basis is said to be positively oriented or negatively oriented according to
its sign. It is clear that there are exactly two possible orientations for V .
Remark 8.1
(1) The ordering of the basis is very important. If we interchange the positions of two
basis vectors we obtain a different ordered basis with the opposite orientation.
(2) An orientation for a zerodimensional vector space is just an assignment of a
sign +1 or 1.
(3) We call the standard orientation of Rn to the orientation that assigns a positive
sign to the standard ordered basis.
An isomorphism A : V W between two oriented vector spaces carries equiva
lent ordered bases of V to equivalent ordered bases of W . Hence, for any ordered basis
, the sign of the image A is either always the same as the sign of or always the
opposite. In the first case, the isomorphism A is said to be orientationpreserving,
and in the latter it is called orientation reversing.
An orientation of a smooth manifold consists of a choice of orientations for all
tangent spaces T p M. If dim M = n 1, these orientations have to fit together
smoothly, meaning that for each point p M there exists a parameterization (U, )
around p such that
(d)x : Rn T(x) M
Proof We will show that the set of points where two orientations agree and the
set of points where they disagree are both open. Hence, one of them has to be M
and the other the empty set. Let p be a point in M and let (U , ), (U , )
be two parameterizations centered at p such that d is orientationpreserving for
the
first orientation
and d is orientationpreserving for the second. The map
d(1
) 0 : R R is either orientationpreserving (if the two orienta
n n
tions agree at p) or
reversing. In the first case, it has positive determinant at 0, and
so, by continuity, d(1 ) x has positive determinant for x in a neighborhood
of
0, implying that the two orientations agree in a neighborhood of p. Similarly,
if
1 1
d( ) is orientation reversing, the determinant of d( ) is neg
0 x
ative in a neighborhood of 0, and so the two orientations disagree in a neighborhood
of p.
Let O be an orientation for M (i.e. a smooth choice of an orientation O p of T p M
for each p M), and O the opposite orientation (corresponding to taking the
opposite orientation O p at each tangent space T p M). If O is another orientation
for M, then, for a given point p M, we know that O p agrees either with O p or
with O p (because a vector space has just two possible orientations). Consequently,
O agrees with either O or O on M.
Proposition 8.5 A smooth manifold M is orientable if and only if there exists an atlas
A = {(U , )} for which all the overlap maps 1
are orientationpreserving.
Exercise 8.6
(1) Prove that the relation of being equivalent between ordered bases of a finite
dimensional vector space described above is an equivalence relation.
(2) Show that a differentiable manifold M is orientable iff there exists an atlas
A = {(U , )} for which all the overlap maps 1 are orientation
preserving.
1.8 Orientability 49
M = {( p, O p )  p M, O p O p }.
) *
where x = x 1 , . . . , x n U and x 1 , . . . , x n represents the
(x) (x)
equivalence class of the basis x 1
, . . . , x n of T(x) M.
(x) (x)
50 1 Differentiable Manifolds
(a) Show that these maps determine the structure of an orientable differentiable
manifold of dimension n on M .
(b) Consider the map : M M defined by ( p, O p ) = p. Show that is
differentiable and surjective. Moreover, show that, for each p M, there
exists a neighborhood V of p with 1 (V ) = W1 W2 , where W1 and W2
are two disjoint open subsets of M, such that restricted to Wi (i = 1, 2)
is a diffeomorphism onto V .
(c) Show that M is connected (M is therefore called the orientable double
covering of M).
(d) Let : M M be the map defined by ( p, O p ) = ( p, O p ), where
O p represents the orientation of T p M opposite to O p . Show that is
a diffeomorphism which reverses orientations satisfying = and
= id.
(e) Show that any simply connected manifold is orientable.
with the topology induced by the usual topology of Rn . Recall that a map f :
U Rm defined on an open set U Hn is said to be differentiable if it is the
restriction to U of a differentiable map f defined on an open subset of Rn containing
U (cf. Sect. 1.10.2). In this case, the derivative (d f ) p is defined to be (d
f ) p . Note
that this derivative is independent of the extension used since any two extensions
have to agree on U .
Definition 9.1 A smooth nmanifold with boundary is a topological manifold with
boundary of dimension n and a family of parameterizations : U Hn M
(that is, homeomorphisms of open sets U of Hn onto open sets of M), such that:
W := (U ) (U ) = ,
1 1 1
: (W ) (W )
1
1 1
: (W ) (W )
are smooth;
1.9 Manifolds with Boundary 51
(iii) the family A = {(U , )} is maximal with respect to (i) and (ii), meaning
that, if 0 : U0 M is a parameterization such that 0 1 and 1 0
are C for all in A, then 0 is in A.
Recall that a point in M is said to be a boundary point if it is on the image of Hn
under some parameterization (that is, if there is a parameterization : U Hn M
such that (x 1 , . . . , x n1 , 0) = p for some (x 1 , . . . , x n1 ) Rn1 ), and that the
set M of all such points is called the boundary of M. Notice that differentiable
manifolds are particular cases of differentiable manifolds with boundary, for which
M = .
Proposition 9.2 The boundary of a smooth nmanifold with boundary is a differen
tiable manifold of dimension n 1.
Proof Suppose that p is a boundary point of M (an nmanifold with boundary) and
choose a parameterization : U Hn M around p. Letting V := (U ),
we claim that (U ) = V , where U = U Hn and V = V M.
By definition of boundary, we already know that (U ) V , so we just have
to show that V (U ). Let q V and consider a parameterization :
U V around q, mapping an open subset of Hn to an open subset of M and such
that q (U ). If we show that (U ) (U ) we are done. For that, we
prove that 1 1
(U ) U . Indeed, suppose that this map takes a
point x U to an interior point (in R ) of U . As this map is a diffeomorphism, x
n
we have
1
x 1
, . . . , x n1
, 0 =
= y 1 x 1 , . . . , x n1 , 0 , . . . , y n1 x 1 , . . . , x n1 , 0 , 0
and
1
x 1 , . . . , x n1 = y 1 x 1 , . . . , x n1 , 0 , . . . , y n1 x 1 , . . . , x n1 , 0 .
Consequently, denoting x 1 , . . . , x n1 , 0 by (
x , 0),
d 1

x
d 1
= +
x ,0)
(
 xy n (
n
0 x , 0)
and so
yn
det d 1
= (
x , 0) det d 1
.
x ,0)
( x n x
coordinate system around p in M. Setting n p := x n (called an outward
p
pointing vector at p), the induced orientation on M is defined by assigning a pos
itive sign to an ordered basis of T p ( M) whenever the ordered basis {n p , } of
n
T p M is positive, and negative otherwise. Note that, since xy n 1 ( p) > 0 (in the
above notation), the sign of the last component of n p does not depend on the choice
of coordinate system. In general, the induced orientation is not the one obtained from
the charts of M by simply dropping the last coordinate (in fact, it is (1)n times this
orientation).
1.9 Manifolds with Boundary 53
Exercise 9.5
(1) Show with an example that the product of two manifolds with boundary is not
always a manifold with boundary.
(2) Let M be a manifold without boundary and N a manifold with boundary. Show
that the product M N is a manifold with boundary. What is (M N )?
(3) Show that a diffeomorphism between two manifolds with boundary M and N
maps the boundary M diffeomorphically onto N .
1.10 Notes
We begin by briefly reviewing the main concepts and results from general topology
that we will need (see [Mun00] for a detailed exposition).
(1) A topology on a set M is a collection T of subsets of M having the following
properties:
(i) the sets and M are in T ;
(ii) the union of the elements of any subcollection of T is in T ;
(iii) the intersection of the elements of any finite subcollection of T is in T .
A set M equipped with a topology T is called a topological space. We say
that a subset U M is an open set of M if it belongs to the topology T . A
neighborhood of a point p M is simply an open set U T containing p. A
closed set F M is a set whose complement M \ F is open. The interior int A
of a subset A M is the largest open set contained in A, and its closure A is
the smallest closed set containing A. Finally, the subspace topology on A M
is T A := {U A}U T .
(2) A topological space (M, T ) is said to be Hausdorff if for each pair of distinct
points p1 , p2 M there exist neighborhoods U1 , U2 of p1 and p2 such that
U1 U2 = .
(3) A basis for a topology T on M is a collection B T such that, for each point
p M and each open set U containing p, there exists a basis element B B
for which p B U . If B is a basis for a topology T then any element of T
is a union of elements of B. A topological space (M, T ) is said to satisfy the
second countability axiom if T has a countable basis.
(4) A map f : M N between two topological spaces is said to be continuous
if for each open set U N the preimage f 1 (U ) is an open subset of M.
A bijection f is called a homeomorphism if both f and its inverse f 1 are
continuous.
(5)
cover for a topological space (M, T ) is a collection {U } T such
An open
that U = M. A subcover is a subcollection {V } {U } which is still
54 1 Differentiable Manifolds
[ p] = {q M  q p}.
Proof Assume that R is closed. Let [ p], [q] M/ with [ p] = [q]. Then
p q, and ( p, q) / R. As R is closed, there are open sets U, V containing
p, q, respectively, such that (U V ) R = . This implies that [U ][V ] = .
In fact, if there were a point [r ] [U ][V ], then r would be equivalent to points
p U and q V (that is p r and r q ). Therefore we would have p q
(implying that ( p , q ) R), and so (U V ) R would not be empty. Since
[U ] and [V ] are open (as is an open equivalence relation), we conclude that
M/ is Hausdorff.
Conversely, let us assume that M/ is Hausdorff. If ( p, q) / R, then p q
and [ p] = [q], implying the existence of open sets U , V M/ containing
[ p] and [q], such that U V = . The sets U := 1 (U ) and V := 1 (V )
are open in M and (U V ) R = . In fact, if that was not so, there would
exist points p U and q V such that p q . Then we would have
V
[ p ] = [q ], contradicting the fact that U = (as [ p ] (U ) = U and
[q ] (V ) = V ). Since ( p, q) U V (M M) \ R and U V is open,
we conclude that (M M) \ R is open, and hence R is closed.
for all q V .
The identity element of this group is the equivalence class of the constant loop
based at p.
If M is connected and this is the only class in 1 (M, p), M is said to be simply
connected. This means that every loop through p can be continuously deformed
to the constant loop. This property does not depend on the choice of point p, and
is equivalent to the condition that any closed path may be continuously deformed
to a constant loop in M.
(4) Quaternions are a generalization of the complex numbers introduced by Hamil
ton in 1843, when he considered numbers of the form a + bi + cj + dk with
a, b, c, d R and
i 2 = j 2 = k 2 = i jk = 1.
1 = (1, 0, 0, 0)
i = (0, 1, 0, 0)
j = (0, 0, 1, 0)
58 1 Differentiable Manifolds
k = (0, 0, 0, 1)
and the bilinear associative product defined by the Hamilton formulas (and the
assumption that 1 is the identity). With these definitions, H is a division ring, that
is, (H \ {0}, ) is a (noncommutative) group and multiplication is distributive
with respect to addition.
The material in this chapter is completely standard, and can be found in almost
any book on differential geometry (e.g. [Boo03, dC93, GHL04]). Immersions and
embeddings are the starting point of differential topology, which is studied in [GP73,
Mil97]. Lie groups and Lie algebras are a huge field of mathematics, to which we
could not do justice. See for instance [BtD03, DK99, War83]. More details on the
fundamental group and covering spaces can be found for instance in [Mun00].
References
[Mil97] Milnor, J.: 1413 Topology from the Differentiable Viewpoint. Princeton University Press,
Princeton (1997)
[Mil07] Milnor, J.: On the relationship between differentiable manifolds and combinatorial man
ifolds, Collected papers. III. Differential topology. pp. 1928, American Mathematical
Society, Providence (2007)
[Mun00] Munkres, J.: Topology. PrenticeHall, Upper Saddle River (2000)
[Nov65] Novikov, S.P.: Topological invariance of rational Pontrjagin classes. Soviet Math. Dokl.
6, 921923 (1965)
[Sma60] Smale, S.: The generalized Poincar conjecture in higher dimensions. Bull. AMS 66,
373375 (1960)
[War83] Warner, F.: Foundations of Differentiable Manifolds and Lie Groups. Springer, Berlin
(1983)
[Whi44a] Whitney, H.: The selfintersections of a smooth nmanifold in (2n 1)space. Ann. Math.
45, 247293 (1944)
[Whi44b] Whitney, H.: The selfintersections of a smooth nmanifold in 2nspace. Ann. Math. 45,
220246 (1944)
Chapter 2
Differential Forms
2.1 Tensors
Example 1.1
(1) The space of 1tensors T 1 (V ) is equal to V , the dual space of V , that is, the
space of realvalued linear functions on V .
(2) The usual inner product on Rn is an example of a 2tensor.
(3) The determinant is an ntensor on Rn .
This operation is bilinear and associative, but not commutative [cf. Exercise 1.15(1)].
Proof We will first show that the elements of this set are linearly independent. If
T := ai1 ...ik Ti1 Tik = 0,
i 1 ,...,i k
and contravariant are related to the transformation behavior of the tensor components
under a change of basis in V , as explained in Sect. 2.7.1.
We can also consider mixed (k, m)tensors on V , that is, multilinear functions
defined on the product V V V V of k copies of V and m copies
of V . A (k, m)tensor is then k times covariant and m times contravariant on V .
The space of all (k, m)tensors on V is denoted by T k,m (V , V ).
Remark 1.3
(1) We can identify the space T 1,1 (V , V ) with the space of linear maps from V to
V . Indeed, for each element T T 1,1 (V , V ), we define the linear map from
V to V , given by v T (v, ). Note that T (v, ) : V R is a linear function
on V , that is, an element of (V ) = V .
(2) Generalizing the above definition of tensor product to tensors defined on
different vector spaces, we can define the spaces T k (V ) T m (W ) gener
ated by the tensor products of elements of T k (V ) by elements of T m (W ).
Note that T k,m (V , V ) = T k (V ) T m (V ). We leave it as an exercise to find
a basis for this space.
A tensor is called alternating if, like the determinant, it changes sign every time
two of its variables are interchanged, that is, if
T (v1 , . . . , vi , . . . , v j , . . . , vk ) = T (v1 , . . . , v j , . . . , vi , . . . , vk ).
1
Alt(T ) := (sgn ) (T ),
k!
Sk
(k + m)!
T S := Alt(T S).
k! m!
T S = 2 Alt(T S) = T S S T,
It is easy to verify that this product is bilinear. To prove associativity we need the
following proposition.
Proposition 1.7
(i) Let T T k (V ) and S T m (V ). If Alt(T ) = 0 then
Alt(T S) = Alt(S T ) = 0;
Proof
(i) Let us consider
Alt(Alt(S R) S R) = 0.
Hence, by (i),
(k + m + l)!
(T S) R = Alt((T S) R)
(k + m)! l!
(k + m + l)!
= Alt(T S R)
k! m! l!
and
(k + m + l)!
T (S R) = Alt(T (S R))
k! (m + l)!
(k + m + l)!
= Alt(T S R).
k! m! l!
We can show by induction that Alt(Ti1 Tik ) = k!1 Ti1 Ti2 Tik . Indeed,
for k = 1, the result is trivially true, and, assuming it is true for k basis tensors, we
have, by Proposition 1.7, that
Hence,
1
T = ai1 ...ik Ti1 Ti2 Tik .
k!
i 1 ,...,i k
However, the tensors Ti1 Tik are not linearly independent. Indeed, due to
anticommutativity, if two sequences (i 1 , . . . i k ) and ( j1 , . . . jk ) differ only in their
orderings, then Ti1 Tik = T j1 T jk . In addition, if any two of the
indices are equal, then Ti1 Tik = 0. Hence, we can avoid repeating terms by
considering only increasing index sequences:
T = bi1 ...ik Ti1 Tik
i 1 <<i k
Since (i 1 , . . . , i k ) and ( j1 , . . . , jk ) are both increasing, the only term of the second
sum that may be different from zero is the one for which = id. Consequently,
0 = T (v j1 , . . . , v jk ) = b j1 ... jk .
The following result is clear from the anticommutativity shown in Example 1.6.
T S = (1)km S T.
Remark 1.11
(1) Another consequence of Theorem 1.9 is that dim(n (V )) = 1. Hence, if
V = Rn , any alternating ntensor in Rn is a multiple of the determinant.
(2) It is also clear that k (V ) = 0 if k > n. Moreover, the set 0 (V ) is defined
to be equal to R (identified with the set of constant functions on V ).
and so
det (Ae1 , . . . , Aen ) = C,
Exercise 1.15
(1) Show that the tensor product is bilinear and associative but not commutative.
(2) Find a basis for the space T k,m (V , V ) of mixed (k, m)tensors.
(3) If T T k (V ), show that
Show that:
(a) (v1 )((v2 )T ) = (v2 )((v1 )T );
(b) if T k (V ) and S m (V ) then
The definition of a vector field can be generalized to tensor fields of general type.
For that, we denote by T p M the dual of the tangent space T p M at a point p in M
(usually called the cotangent space to M at p).
Definition 2.1 A (k, m)tensor field is a map that to each point p M assigns a
tensor T T k,m (T p M, T p M).
Example 2.2 A vector field is a (0, 1)tensor field (or a 1contravariant tensor field),
that is, a map that to each point p M assigns the 1contravariant tensor X p T p M.
(d f ) p : T p M R
f
(d f ) p (v) = vi (x( p)),
x i
i
and so they form a basis of each cotangent space T p M, dual to the coordinate
basis x 1 p
, . . . , x n p of T p M. Hence, any (1, 0)tensor field on W can be
written as = i i d x i , where i : W R is such that i ( p) = p x i
.
p
In particular, d f can be written in the usual way
n
f
(d f ) p = (x( p))(d x i ) p .
x i
i=1
Remark 2.4 Similarly to what was done for the tangent bundle, we can consider the
disjoint union of all cotangent spaces and obtain the manifold
T M = T p M
pM
called the cotangent bundle of M. Note that a (1, 0)tensor field is just a map from
M to T M defined by
p p T p M.
j ... j
where the ai11...ikm : W R are functions which at each p W give us the
components of T p relative to these bases of T p M and T p M. Just as we did with
vector fields, we say that a tensor field is differentiable if all these functions are
differentiable for all coordinate systems of the maximal atlas. Again, we only need
to consider the coordinate systems of an atlas, since all overlap maps are differentiable
[cf. Exercise 2.8(1)].
Example 2.5 The differential of a smooth function f : M R is clearly a differen
f
tiable (1, 0)tensor field, since its components x i
x on a given coordinate system
x : W Rn are smooth.
An important operation on covariant tensors is the pullback by a smooth map.
2.2 Tensor Fields 71
( f T ) p (v1 , . . . , vk ) = T f ( p) ((d f ) p v1 , . . . , (d f ) p vk ),
for v1 , . . . , vk T p M.
Remark 2.7 Notice that ( f T ) p is just the image of T f ( p) by the linear map (d f )p :
T k (T f( p) N ) T k (T p M) induced by (d f ) p : T p M T f ( p) N (cf. Sect. 2.1).
Therefore the properties f (T + S) = ( f T ) + ( f S) and f (T S) =
( f T ) ( f S) hold for all , R and all appropriate covariant tensor fields T, S.
We will see in Exercise 2.8(2) that the pullback of a differentiable covariant tensor
field is still a differentiable covariant tensor field.
Exercise 2.8
(1) Find the relation between coordinate functions of a tensor field in two overlap
ping coordinate systems.
(2) Show that the pullback of a differentiable covariant tensor field is still a differ
entiable covariant tensor field.
(3) (Lie derivative of a tensor field) Given a vector field X X(M), we define the
Lie derivative of a kcovariant tensor field T along X as
d
L X T := (t T ) ,
dt t=0
L X (T (Y1 , . . . , Yk )) = (L X T )(Y1 , . . . , Yk )
+ T (L X Y1 , . . . , Yk ) + . . . + T (Y1 , . . . , L X Yk ),
X (T (Y1 , . . . , Yk )) = (L X T )(Y1 , . . . , Yk )
+ T ([X, Y1 ], . . . , Yk ) + . . . + T (Y1 , . . . , [X, Yk ]),
It is easy to verify that the pullback of forms satisfies the following properties.
Moreover, for v T p M,
y
Example 3.6 Consider the form = x 2 +y 2 d x + x 2 +y 2 dy defined on R \{0}.
x 2
Then,
y x
d = d 2 dx + d dy
x + y2 x 2 + y2
y2 x 2 y2 x 2
= dy d x + d x dy = 0.
(x 2 + y 2 )2 (x 2 + y 2 )2
Proof Property (i) is obvious. Using (i), it is enough to prove (ii) for = a I d x I
and = b J d x J :
d( ) = d(a I b J d x I d x J ) = d(a I b J ) d x I d x J
= (b J da I + a I db J ) d x I d x J
= b J da I d x I d x J + a I db J d x I d x J
= d + (1)k a I d x I db J d x J
= d + (1)k d.
n
a I
d = da I d x = I
dxi dx I ,
x i
i=1
we have
n
n
2aI
d(d) = dx j dxi dx I
x j x i
j=1 i=1
n
2aI 2aI
= i j d x j d x i d x I = 0.
x x
j i x x
i=1 j<i
n
(g f ) j
= d x = d(g f ) = d( f g).
x j
j=1
Then, if = a I d x I , we have
d( f ) = d(( f a I )d f I ) = d( f a I ) d f I + ( f a I )d(d f I ) = d( f a I ) d f I
= f da I ( f d x I ) = f (da I d x I ) = f (d)
(1
) = .
Setting f equal to 1
, we have
f (d ) = d( f ) = d .
Consequently,
(1 1
) d = ( ) f (d )
= ( f 1
) (d )
= (1
) (d ),
and so the two definitions agree on the overlapping set W . Therefore d is well
defined. We leave it as an exercise to show that the exterior derivative defined for
forms on smooth manifolds also satisfies the properties of Proposition 3.7.
Exercise 3.8
(1) Prove Proposition 3.3.
(2) (Exterior derivative) Let M be a smooth manifold. Given a kform in M we
can define its exterior derivative d without using local coordinates: given k + 1
vector fields X 1 , . . . , X k+1 X(M),
k+1
d(X 1 , . . . , X k+1 ) := (1)i1 X i (X 1 , . . . , X i , . . . , X k+1 )
i=1
+ (1)i+ j ([X i , X j ], X 1 , . . . , X i , . . . , X j , . . . , X k+1 ),
i< j
76 2 Differential Forms
(3) Show that the exterior derivative defined for forms on smooth manifolds satisfies
the properties of Proposition 3.7.
(4) Show that:
(a) if = f 1 d x + f 2 dy + f 3 dz is a 1form on R3 then
d = g 1 dy dz + g 2 dz d x + g 3 d x dy,
where (g 1 , g 2 , g 3 ) = curl( f 1 , f 2 , f 3 );
(b) if = f 1 dy dz + f 2 dz d x + f 3 d x dy is a 2form on R3 , then
d = div( f 1 , f 2 , f 3 ) d x dy dz.
t
Q()(t,x) = a I ds d x I ,
I t0
f Q = Q
f .
M)).
(e) Use (d) to show that, for k > 0 and n > 0, every closed kform in Rn is
exact, that is, H k (Rn ) = 0 if k > 0.
(f) Use (d) to show that, if f, g : M N are two smoothly homotopic
maps between smooth manifolds (meaning that there exists a smooth map
H : R M N such that H (t0 , p) = f ( p) and H (t1 , p) = g( p) for
some fixed t0 , t1 R), then f = g .
(g) We say that M is contractible if the identity map id : M M is smoothly
homotopic to a constant map. Show that Rn is contractible.
78 2 Differential Forms
(h) (Poincar lemma) Let M be a contractible smooth manifold. Show that every
closed form on M is exact, that is, H k (M) = 0 for all k > 0.
(Remark: This exercise is based on an exercise in [GP73]).
(7) (Lie derivative of a differential form) Given a vector field X X(M), we define
the Lie derivative of a form along X as
d
L X := (t ) ,
dt t=0
where t = F(, t) with F the local flow of X at p [cf. Exercise 2.8(3)]. Show
that the Lie derivative satisfies the following properties:
(a) L X (1 2 ) = (L X 1 ) 2 + 1 (L X 2 );
(b) d(L X ) = L X (d);
(c) Cartan formula: L X = (X )d + d((X ));
(d) L X ((Y )) = (L X Y ) + (Y )L X
[cf. Exercise 6.11(12) on Chap. 1 and Exercise 1.15(8)].
x = a(x) d x 1 d x n ,
supp = {x Rn  x = 0}.
We will assume that this set is compact (in which case is said to be compactly
supported). We define
= a(x) d x 1 d x n := a(x) d x 1 d x n ,
U U U
where the integral on the right is a multiple integral on a subset of Rn . This definition
is almost wellbehaved with respect to changes of variables in Rn . Indeed, if
f : V U is a diffeomorphism of open sets of Rn , we have from (2.1) that
f = (a f )(det d f )dy 1 dy n ,
2.4 Integration on Manifolds 79
and so
f = (a f )(det d f )dy 1 dy n .
V V
If f is orientationpreserving, then det (d f ) > 0, and the integral on the right is, by
change of variables theorem for multiple integrals in R (cf. Sect. 2.7.2), equal to
the n
U . For this reason, we will only consider orientable manifolds when integrating
forms on manifolds. Moreover, we will also assume that supp is always compact
to avoid convergence problems.
Let M be an oriented manifold, and let A = {(U , )} be an atlas whose
parameterizations are orientationpreserving. Suppose that supp is contained in
some coordinate neighborhood W = (U ). Then we define
:= = .
M U U
Note that this does not depend on the choice of coordinate neighborhood: if supp is
contained in some other coordinate neighborhood W = (U ), then = f ,
where f := 1 is orientationpreserving, and hence
= f = .
U U U
To define the integral in the general case we use a partition of unity (cf. Sect. 2.7.2)
subordinate to the cover {W } of M, i.e. a family of differentiable functions on M,
{i }iI , such that:
(i) for every point p M, there exists a neighborhood V of p such that V
supp i = except for
a finite number of i ;
(ii) for every point p M, iI i ( p) = 1;
(iii) 0 i 1 and supp i Wi for some element Wi of the cover.
Because of property (i), supp (being compact) intersects the supports of only
finitely many i . Hence we can assume that I is finite, and then
= i = i = i
iI iI iI
Remark 4.1
(1) When supp is contained in one coordinate neighborhood W , the two definitions
above agree. Indeed,
= = i = i
M W W iI U iI
= i = i = i ,
U iI iI U iI M
i =
j i
iI M iI jJ M
and
j = i
j .
jJ M jJ iI M
(3) It is also easy to verify the linearity of the integral, that is,
a1 + b2 = a 1 + b 2 .
M M M
Exercise 4.2
(1) Let M be an ndimensional differentiable manifold. A subset N M is said
to have zero measure if the sets 1
(N ) U have zero measure for every
parameterization : U M in the maximal atlas.
(a) Prove that in order to show that N M has zero measure it suffices to check
that the sets 1
(N ) U have zero measure for the parameterizations in
an arbitrary atlas.
(b) Suppose that M is oriented. Let n (M) be compactly supported and let
W = (U ) be a coordinate neighborhood such that M\W has zero measure.
Show that
= ,
M U
2.4 Integration on Manifolds 81
where the integral on the righthand side is defined as above and always
exists.
(2) Let x, y, z be the restrictions of the Cartesian coordinate functions in R3 to S 2 ,
oriented so that {(1, 0, 0); (0, 1, 0)} is a positively oriented basis of T(0,0,1) S 2 ,
and consider the 2form
= xdy dz + ydz d x + zd x dy 2 (S 2 ).
= zd x dy dw xdy dz dw.
Compute the two possible values of M .
(4) Let M and N be ndimensional manifolds, f : M N an orientation
preserving diffeomorphism and n (N ) a compactly supported form.
Prove that
= f .
N M
where we consider M with the induced orientation (cf. Sect. 9 in Chap. 1).
Hence, to prove this theorem, it is enough to consider the case where supp is
contained inside one coordinate neighborhood of the cover. Let us then consider an
(n 1)form with compact support contained in a coordinate neighborhood W .
Let : U W be the corresponding parameterization, where we can assume U
to be bounded (supp( ) is compact). Then, the representation of on U can be
written as
n
= a j d x 1 d x j1 d x j+1 d x n ,
j=1
n
a j
d = d = (1) j1 j d x 1 d x n .
x
j=1
n cj a j
= (1) j1
d x d x 1 d x j1 d x j+1 d x n
j
Rn1 bj x j
j=1
n
= (1) j1 a j (x 1 , . . . , x j1 , c j , x j+1 , . . . , x n )
j=1 Rn1
a j (x 1 , . . . , x j1 , b j , x j+1 , . . . , x n ) d x 1 d x j1 d x j+1 d x n = 0,
where we used the Fubini theorem (cf. Sect. 2.7.3), the fundamental theorem of
Calculus and
=
the fact that the a j are zero outside U . We conclude that, in this case,
M i M d = 0.
If, on the other hand, W M = we take a rectangle I containing U now
defined by the equations b j x j c j for j = 1, . . . , n 1, and 0 x n cn .
Then, as in the preceding case, we have
n n
a a j
d = (1) j1 j d x 1 d x n = (1) j1
dx1 dxn
M U x j
I x j
j=1 j=1
cn
a n
= 0 + (1)n1 d x n d x 1 d x n1
Rn1 0 x n
= (1) n1
an (x 1 , . . . , x n1 , cn ) an (x 1 , . . . , x n1 , 0) d x 1 d x n1
R
n1
= (1) n
an (x 1 , . . . , x n1 , 0) d x 1 . . . d x n1 .
Rn1
To compute M i we need to consider a parameterization of M defined on
an open subset of R n1 which preserves the standard orientation on Rn1 when we
consider the induced orientation on M. For that, we can for instance consider the set
(x 1 , . . . , x n1 ) := (1)n x 1 , x 2 , . . . , x n1 , 0 .
Recall that the orientation on M obtained from by just dropping the last coordinate
is (1)n times the induced orientation on M (cf. Sect. 9 in Chap. 1). Therefore
1 , . . . , x n1 ) = (1)n x 1 , x 2 , . . . , x n1 , 0 .
i(x
84 2 Differential Forms
Hence,
i = i =
) =
(i =
( i) i .
M
U
U
U
U
Moreover,
n
i = i a j d x 1 d x j1 d x j+1 d x n
j=1
n
= d i1 d i j1 d i j+1 d in
(a j i)
j=1
d x 1 d x n1 ,
= (1)n (an i)
= (1)n an (1)n x 1 , x 2 , . . . , x n1 , 0 d x 1 d x n1
U
= (1) n
an (x , x , . . . , x
1 2 n1
, 0) d x d x
1 n1
= d
Rn1 M
for any (n 1)differential form on M with compact support. This can be viewed
as a particular case of the Stokes theorem if we define the integral over the empty
set to be zero.
Exercise 5.3
(1) Use the Stokes theorem to confirm the result of Exercise 4.2(3).
(2) (Homotopy invariance of the integral) Recall that two maps f0 , f 1 : M N are
said to be smoothly homotopic if there exists a differentiable map H : R M
N such that H (0, p) = f 0 ( p) and H (1, p) = f 1 ( p) [cf. Exercise 3.8(6)]. If M
is a compact oriented manifold of dimension n and is a closed nform on N ,
show that
f 0 = f 1 .
M M
2.5 Stokes Theorem 85
(3) (a) Let X X(S n ) be a vector field with no zeros. Show that
Xp
H (t, p) = cos(t) p + sin(t)
X p
is a smooth homotopy between the identity map and the antipodal map,
where we make use of the identification
X p T p S n T p Rn+1
= Rn+1 .
where
n+1
= (1)i+1 x i d x 1 d x i1 d x i+1 d x n+1
i=1
In this section we will study the relation between orientation and differential forms.
Proof Let be a volume form on M, and consider an atlas {(U , )}. We can
assume without loss of generality that the open sets U are connected. We will
construct a new atlas from this one whose overlap maps have derivatives with positive
determinant. Indeed, considering the representation of on one of these open sets
U Rn , we have
= a d x1 d xn ,
where the function a cannot vanish, and hence must have a fixed sign. If a is
positive, we keep the corresponding parameterization. If not, we construct a new
parameterization by composing with the map
(x 1 , . . . , x n ) (x 1 , x 2 , . . . , x n ).
Clearly, in these new coordinates, the new function a is positive. Repeating this for
all coordinate neighborhoods we obtain a new atlas for which all the functions a
are positive, which we will also denote by {(U , )}. Moreover, whenever W :=
(U ) (U ) = , we have = (1
) . Hence,
a d x1 d xn = (1
) (a d x d x )
1 n
= (a 1 1
)(det(d( ))) d x d x
1 n
and so det(d(1
)) > 0. We conclude that M is orientable.
Conversely, if M is orientable, we consider an atlas {(U , )} for which the
overlap maps 1 1
are such that det d( ) > 0. Taking a partition
2.6 Orientation and Volume Forms 87
i := i d xi1 d xin
d x 1j d x nj = det(d(1
j i ))d x i d x i
1 n
and hence
j ( p)
( j ) p (v1 , . . . , vn ) = (det(d(1
j i )))(i ) p (v1 , . . . , vn ) 0.
i ( p)
Remark 6.3 Sometimes we call a volume form an orientation. In this case the orien
tation on M is the one for which a basis {v1 , . . . , vn } of T p M is positive if and only
if p (v1 , . . . , vn ) > 0.
Exercise 6.4
(1) Show that M N is orientable if and only if both M and N are orientable.
oriented manifold with volume element (M). Prove
(2) Let M be a compact n
that if f > 0 then M f > 0. (Remark: In particular, the volume of a compact manifold is always
positive).
(3) Let M be a compact orientable manifold of dimension n, and let be an (n 1)
form in M.
(a) Show that there exists a point p M for which (d) p = 0.
88 2 Differential Forms
(b) Prove that there exists no immersion f : S 1 R of the unit circle into R.
(4) Let f : S n S n be the antipodal map. Recall that the ndimensional projective
space is the differential manifold RP n = S n /Z2 , where the group Z2 = {1, 1}
acts on S n through 1 x = x and (1) x = f (x). Let : S n RP n be the
natural projection.
(a) Prove that k (S n ) is of the form = for some k (RP n ) if
and only if f = .
(b) Show that RP n is orientable if and only if n is odd, and that in this case,
= 2 .
Sn RPn
(c) Show that for n even the sphere S n is the orientable double covering of RP n
[cf. Exercise 8.6(9) in Chap. 1].
(5) Let M be a compact oriented manifold with boundary and n (M) a volume
element. The divergence of a vector field X X(M) is the function div(X )
such that
L X = (div(X ))
2.7 Notes
(1) Given a finite dimensional vector space V we define its dual space as the space
of linear functionals on V .
2.7 Notes 89
n
n
Ti (v) = a j Ti (v j ) = a j i j = ai .
j=1 j=1
n
0 = T (v j ) = bi Ti (v j ) = b j .
i=1
n
n
n
n
T (v) = bi Ti (v) = a j bi Ti (v j ) = a j bi i j = ai bi .
j=i i, j=1 i, j=1 i=1
implying that
T1 T1
.. 1 ..
. = S . .
Tn Tn
and so b = aS. Note that the coordinate vectors of the covariant 1tensors on V
transform like the basis vectors of V (that is, by means of the matrix S) whereas
the coordinate vectors of the contravariant 1tensors on V transform by means
of the inverse of this matrix. This is the origin of the terms covariant and
contravariant.
2.7 Notes 91
(2) To define smooth objects on manifolds it is often useful to define them first
on coordinate neighborhoods and then glue the pieces together by means of a
partition of unity.
Proof Let us first assume that M is compact. For every point p M we consider
a coordinate neighborhood W p = p (U p ) around p contained in an element V p
of V, such that p (0) = p and B3 (0) U p (where B3 (0) denotes the ball of
radius 3 around 0). Then we consider the C functions (cf. Fig. 2.1)
1 2
:R
R
1
h:RR
2
(t) dt
x x2 ,
1 (t) dt
: Rn R
x h(x) .
Note that kj=1 p j (q) = 0 since q is necessarily contained inside some
pi (B1 (0)) and so i (q) = 0. Moreover, 0 i 1, i = 1 and
supp i = supp pi V pi .
If M is not compact we can use a compact exhaustion, that is, a sequence
{K i }iN of compact subsets of M such that K i int K i+1 and M = i=1 K .
i
The partition of unity is then obtained as follows. The family { p (B1 (0))} pM
is a cover of K 1 , so we can consider a finite subcover of K 1 ,
p1 (B1 (0)), . . . , pk1 (B1 (0)) .
covers K i \ int K i1 (a compact set). Then, for each i, we consider the corre
sponding bump functions
pi , . . . , pi : M [0, 1].
1 ki
j
j Ki
i+ j=l lN
is a compact exhaustion of M.
The material in this chapter can be found in most books on differential geometry
(e.g. [Boo03, GHL04]). A text entirely dedicated to differential forms and their
applications is [dC94]. The study of de Rham cohomology leads to a beautiful and
powerful theory, whose details can be found for instance in [BT82].
References
The metric properties of Rn (distances and angles) are determined by the canonical
Cartesian coordinates. In a general differentiable manifold, however, there are no such
preferred coordinates; to define distances and angles one must add more structure by
choosing a special 2tensor field, called a Riemannian metric (much in the same
way as a volume form must be selected to determine a notion of volume). This
idea was introduced by Riemann in his 1854 habilitation lecture On the hypotheses
which underlie geometry, following the discovery (around 1830) of nonEuclidean
geometry by Gauss, Bolyai and Lobachevsky (in fact, it was Gauss who suggested the
subject of Riemanns lecture). It proved to be an extremely fruitful concept, having
led, among other things, to the development of Einsteins general theory of relativity.
This chapter initiates the study of Riemannian geometry. Section 3.1 introduces
Riemannian metrics as tensor fields determining an inner product at each tangent
space. This naturally leads to a number of concepts, such as the length of a vector
(or a curve), the angle between two vectors, the Riemannian volume form (which
assigns unit volume to any orthonormal basis) and the gradient of a function.
Section 3.2 discusses differentiation of vector fields. This concept also requires in
troducing some additional structure, called an affine connection, since vector fields
on a differentiable manifold do not have preferred Cartesian components to be differ
entiated. It provides a notion of parallelism of vectors along curves, and consequently
of geodesics, that is, curves whose tangent vector is parallel. Riemannian manifolds
come equipped with a special affine connection, called the LeviCivita connection
(Sect. 3.3), whose geodesics have distanceminimizing properties (Sect. 3.4). This is
in line with the intuitive idea that the shortest distance route between two points is
one that does not turn.
Finally, the HopfRinow theorem, relating the properties of a Riemannian man
ifold as a metric space to the properties of its geodesics, is proved in Sect. 3.5. This
theorem completely characterizes the important class of complete Riemannian man
ifolds.
n
g= gi j d x i d x j
i, j=1
in V , where
gi j = g , .
xi x j
g p (v, w) = v, w p .
n
g= dxi dxi
i=1
Proof We just have to prove that f g is symmetric and positive definite. Let p M
and v, w T p M. Since g is symmetric,
3.1 Riemannian Manifolds 97
( f g) p (v, v) = 0 g f ( p) ((d f ) p v, (d f ) p v) = 0 (d f ) p v = 0 v = 0
(as (d f ) p is injective).
S n = {x Rn+1  x = 1}
is for instance
(x 1 , . . . , x n ) = x 1 , . . . , x n , 1 (x 1 )2 (x n )2 ,
Two Riemannian manifolds will be regarded as the same if they are isometric.
1
A Riemannian metric allows us to compute the length v = v, v 2 of any
vector v T M (as well as the angle between two vectors with the same base point).
Therefore we can measure the length of curves.
b
l(c) = c(t)dt.
a
The length of a curve segment does not depend on the parameterization [see
Exercise 1.10(5)].
Recall that if M is an orientable ndimensional manifold then it possesses volume
elements, that is, differential forms n (M) such that p = 0 for all p M.
Clearly, there are as many volume elements as differentiable functions f C (M)
without zeros.
p (v1 , . . . , vn ) = 1
Notice that if M is connected there exist exactly two Riemannian volume elements
(one for each choice of orientation). Moreover, if is a Riemannian volume element
and x : V R is a chart compatible with the orientation induced by , one has
= f dx1 . . . dxn
If S is the matrix whose columns are the components of x1
, . . . , x n on some
orthonormal basis with the same orientation, we have
1 1 1
2
f = det S = det S 2 = det S t S 2 = det(gi j ) 2
since clearly S t S is the matrix whose (i, j)th entry is the inner product g xi
, x j =
gi j .
3.1 Riemannian Manifolds 99
If X and Y are vector fields in Euclidean space, we can define the directional deriv
ative X Y of Y along X . This definition, however, uses the existence of Cartesian
coordinates, which no longer holds in a general manifold. To overcome this difficulty
we must introduce more structure:
Definition 2.1 Let M be a differentiable manifold. An affine connection on M is a
map : X(M) X(M) X(M) such that
(i) f X +gY Z = f X Z + gY Z ;
(ii) X (Y + Z ) = X Y + X Z ;
(iii) X ( f Y ) = (X f )Y + f X Y
for all X, Y, Z X(M) and f, g C (M, R) (we write X Y := (X, Y )).
The vector field X Y is sometimes known as the covariant derivative of Y
along X .
Proposition 2.2 Let be an affine connection on M, let X, Y X(M) and p M.
Then ( X Y ) p T p M depends only on X p and on the values of Y along a curve
tangent to X at p. Moreover, if x : W Rn are local coordinates on some open set
W M and
n
n
i
X= X , Y = Yi i
xi x
i=1 i=1
Proof It is easy to show that an affine connection is local, that is, if X, Y X(M)
coincide with X(M) in some open set W M then X Y =
X, Y
X Y on W
[see Exercise 2.6(1)]. Consequently, we can compute X Y for vector fields X, Y
defined on W only. Let W be a coordinate neighborhood for the local coordinates x :
W Rn , and define the Christoffel symbols associated with these local coordinates
through (3.2). Writing out
n
X Y =
n i Yj j
i=1 X x i x
j=1
3.2 Affine Connections 101
and using the properties listed in definition (2.1) yields (3.1). This formula shows
that ( X Y ) p depends only on X i ( p), Y i ( p) and (X Y i )( p). Moreover, X i ( p) and
Y i ( p) depend only on X p and Y p , and (X Y i )( p) = dt d i
Y (c(t))t=0 depends only
on the values of Y (or Y ) along a curve c whose tangent vector at p = c(0) is X p .
i
Remark 2.3 Locally, an affine connection is uniquely determined by specifying its
Christoffel symbols on a coordinate neighborhood. However, the choices of Christof
fel symbols on different charts are not independent, as the covariant derivative must
agree on the overlap.
A vector field defined along a differentiable curve c : I M is a differentiable
map V : I T M such that V (t) Tc(t) M for all t I . An obvious example is
the tangent vector c(t). If V is a vector field defined along the differentiable curve
c : I M with c = 0, its covariant derivative along c is the vector field defined
along c given by
DV
V = ( X Y )c(t)
(t) := c(t)
dt
for any vector fields X, Y X(M) such that X c(t) = c(t) and Yc(s) = V (s) with
s (t , t + ) for some > 0. Note that if c(t)
= 0 such extensions always exist.
Proposition 2.2 guarantees that ( X Y )c(t) does not depend on the choice of X, Y . In
fact, if in local coordinates x : W Rn we have x i (t) := x i (c(t)) and
n
V (t) = V i (t) ,
xi c(t)
i=1
then
n
n
DV
(t) = V (t) +
i
jk (c(t))x (t)V (t)
i j k
.
dt x i c(t)
i=1 j,k=1
n
V i + ijk x j V k = 0 (i = 1, . . . , n). (3.3)
j,k=1
This is a system of firstorder linear ODEs for the components of V . By the Picard
Lindelf theorem, together with the global existence theorem for linear ODEs
[Arn92], given a curve c : I M, a point p c(I ) and a vector v T p M,
there exists a unique vector field V : I T M parallel along c such that V (0) = v,
which is called the parallel transport of v along c.
Moreover, the geodesic equations are
n
x +
i
ijk x j x k = 0 (i = 1, . . . , n). (3.4)
j,k=1
This is a system of secondorder (nonlinear) ODEs for the coordinates of c(t). There
fore the PicardLindelf theorem implies that, given a point p M and a vector
v T p M, there exists a unique geodesic c : I M, defined on a maximal open
interval I such that 0 I , satisfying c(0) = p and c(0)
= v.
We will now define the torsion of an affine connection . For that, we note that,
in local coordinates x : W Rn , we have
n n
X Y Y X = X Y i Y Xi + ijk X j Y k Y j X k i
x
i=1 j,k=1
n
= [X, Y ] + ijk ki j X j Y k i .
x
i, j,k=1
T (X, Y ) = X Y Y X [X, Y ],
n
T = ijk ki j d x j d x k i
x
i, j,k=1
(recall from Remark 1.3 in Chap. 2 that any (2, 1)tensor T T 2,1 (V , V ) is
naturally identified with a bilinear map T : V V V = V through
T (v, w)() := T (v, w, ) for all v, w V, V ).
3.2 Affine Connections 103
ijk = ki j (i, j, k = 1, . . . , n)
Exercise 2.6
(1) (a) Show that if X, Y X(M) coincide with X, Y X(M) in some open set
W M then X Y =
X Y on W . (Hint: Use bump functions with support contained on W
and the properties listed in definition 2.1).
(b) Obtain the local coordinate expression (3.1) for X Y .
(c) Obtain the local coordinate Eq. (3.3) for the parallel transport law.
(d) Obtain the local coordinate Eq. (3.4) for the geodesics of the connection .
(2) Determine all affine connections on Rn . Of these, determine the connections
whose geodesics are straight lines c(t) = at + b (with a, b Rn ).
(3) Let be an affine connection on M. If 1 (M) and X X(M), we define
the covariant derivative of along X , X 1 (M), by
X (Y ) = X ((Y )) ( X Y )
n
= i d x i .
i=1
Show that
n
n
X = X i kji X j k d x i .
i=1 j,k=1
X Y, Z = X Y, Z + Y, X Z
If is compatible with the metric, then the inner product of two vector fields V1
and V2 , parallel along a curve, is constant along the curve:
d
V1 (t), V2 (t) = c(t)
V1 (t), V2 (t) + V1 (t), c(t)
V2 (t) = 0.
dt
In particular, parallel transport preserves lengths of vectors and angles between vec
tors. Therefore, if c : I M is a geodesic, then c(t)
= k is constant. If a I ,
the length s of the geodesic between a and t is
t
t
s= c(v)
dv = k dv = k(t a).
a a
1
where g i j = gi j .
Proof Let X, Y, Z X(M). If the LeviCivita connection exists then we must have
X Y, Z = X Y, Z + Y, X Z ;
Y X, Z = Y X, Z + X, Y Z ;
Z X, Y = Z X, Y X, Z Y ,
3.3 LeviCivita Connection 105
[X, Z ], Y = X Z , Y + Z X, Y ;
[Y, Z ], X = Y Z , X + Z Y, X ;
[X, Y ], Z = X Y, Z Y X, Z .
2 X Y Y X, Z = 2 X Y, Z 2Y X, Z = 2[X, Y ], Z
for all X, Y, Z X(M), and hence is symmetric. Finally, again using the Koszul
formula, we have
2 X Y, Z + 2Y, X Z = 2X Y, Z
and therefore the connection defined by this formula is compatible with the metric.
Choosing local coordinates (x 1 , . . . , x n ), we have
, =0 and , = gi j .
xi x j xi x j
Exercise 3.3
(1) Show that the Koszul formula defines a connection.
(2) We introduce in R3 , with the usual Euclidean metric , , the connection
defined in Cartesian coordinates (x 1 , x 2 , x 3 ) by
ijk = i jk ,
Show that:
(a) is compatible with , ;
(b) the geodesics of are straight lines;
(c) the torsion of is not zero in all points where = 0 (therefore is not the
LeviCivita connection unless 0);
(d) the parallel transport equation is
3
V i + i jk x j V k = 0 V + (x V ) = 0
j,k=1
(a) Using these coordinates, determine the expression of the Riemannian metric
induced on S 2 by the Euclidean metric of R3 .
(b) Compute the Christoffel symbols for the LeviCivita connection in these
coordinates.
(c) Show that the equator is the image of a geodesic.
(d) Show that any rotation about an axis through the origin in R3 induces an
isometry of S 2 .
3.3 LeviCivita Connection 107
H = {(x, y) R2  y > 0}
1
g= (d x d x + dy dy)
y2
[cf. Exercise 1.10(4)]. (Remark: H endowed with this metric is called the hyperbolic plane).
(b) Compute the Christoffel symbols of the LeviCivita connection in the coor
dinates (x, y).
(c) Show that the curves , : R H given in these coordinates by
(t) = 0, et
1
(t) = tanh t,
cosh t
(7) Let (M, g) be a Riemannian manifold with LeviCivita connection . Show that
g is parallel along any curve, i.e. show that
X g = 0
V0 V0
V
V0
(c) if c : I M is a geodesic then c(t),
X c(t) is constant.
(9) Recall that if M is an oriented differential manifold with volume element
n (M), the divergence of X is the function div(X ) such that
L X = (div(X ))
[cf. Exercise 6.4(5) in Chap. 2]. Suppose that M has a Riemannian metric and
that is a Riemannian volume element.Show that at each point p M,
n
div(X ) = Yi X, Yi ,
i=1
(t) = a cv (at),
110 3 Riemannian Manifolds
e xpp (v )
Tp M
and consequently
= a cv (a cv ) = a 2 cv cv = 0.
Thus is also a geodesic. Since (0) = cv (0) = p and (0) = a cv (0) = av, we
see that is the unique geodesic with initial velocity av T p M (that is, = cav ).
Therefore, we have cav (t) = cv (at) for all t I . This property is sometimes referred
to as the homogeneity of geodesics. Notice that we can make the interval J arbitrarily
large by making a sufficiently small. If 1 I , we define exp p (v) = cv (1). By
homogeneity of geodesics, we can define exp p (v) for v in some open neighborhood
U of the origin in T p M. The map exp p : U T p M M thus obtained is called
the exponential map at p (Fig. 3.2).
Proposition 4.1 There exists an open set U T p M containing the origin such that
exp p : U M is a diffeomorphism onto some open set V M containing p
(called a normal neighborhood).
d d
d exp p 0 v = exp p (tv)t=0 = cv (t)t=0 = v.
dt dt
3.4 Minimizing Properties of Geodesics 111
We conclude that d exp p 0 : T0 (T p M) = T p M T p M is the identity map. By the
inverse function theorem, exp p is then a diffeomorphism of some open neighborhood
U of 0 T p M onto some open set V M containing p = exp p (0).
Example 4.2 Consider the LeviCivita connection in S 2 with the standard metric,
and let p S 2 . Then exp p (v) is well defined for all v T p S 2 , but it is not a
diffeomorphism, as it is clearly not injective. However, its restriction to the open ball
B (0) T p S 2 is a diffeomorphism onto S 2 \ { p}.
Now let (M, , ) be a Riemannian manifold and its LeviCivita connection.
Since , defines an inner product in T p M, we can think of T p M as the Euclidean
nspace Rn . Let E be the vector field defined on T p M \ {0} by
v
Ev = ,
v
Since cv (1) = cv (0) = v, we see that X exp p (v) is the unit tangent vector to
the geodesic cv . In particular, X must satisfy
X X = 0.
For > 0 such that B (0) U := exp1 p (V ), we define the normal ball with center
p and radius as the open set B ( p) := exp p (B (0)), and the normal sphere of
radius centered at p as the compact submanifold S ( p) := exp p ( B (0)). We will
now prove that X is (and hence the geodesics through p are) orthogonal to normal
spheres. For that, we choose a local parameterization : W Rn1 S n1
T p M, and use it to define a parameterization
: (0, +) W T p M through
(r, 1 , . . . , n1 ) = r ( 1 , . . . , n1 )
= E,
r
since
(r,) = E r () = ( ) =
E (r, ),
r
112 3 Riemannian Manifolds
and so
X = (exp p ) . (3.6)
r
Since i
is tangent to {r = }, the vector fields
Yi := (exp p ) (3.7)
i
are tangent to S ( p). Notice also that i = i = r i is proportional to
[cf. Exercise 6.11(9) in Chap. 1], or, since the LeviCivita connection is symmetric,
X Yi = Yi X.
Proof We can assume that (t) = p for all t (0, 1), since otherwise we could
easily construct a curve
: [0, 1] M with (0) = p,
(1) = (1) S ( p) and
) < l( ). For the same reason, we can assume that ([0, 1)) B ( p). We can
l(
then write
(t) := exp p (r (t)n(t)),
3.4 Minimizing Properties of Geodesics 113
where r (t) (0, ] and n(t) S n1 are well defined for t (0, 1]. Note that r (t)
can be extended to [0, 1] as a smooth function. Then
where X = (exp p ) r and Y (t) = r (t)(exp p ) n(t)
is tangent to Sr (t) ( p), and hence
orthogonal to X (t) . Consequently,
1 1
l( ) = r (t)X (t) + Y (t), r (t)X (t) + Y (t) 2 dt
0
1 1
2
= r (t)2 + Y (t)2 dt
0
1
r (t)dt = r (1) r (0) = .
0
It should be clear that l( ) = if and only if Y (t) 0 and r (t) 0 for all t
= 0 (implying that n is constant), and (t) = exp p (r (t)n) =
[0, 1]. In this case, n(t)
cr (t)n (1) = cn (r (t)) is, up to reparameterization, the geodesic through p with initial
condition n T p M.
Conversely, we have
114 3 Riemannian Manifolds
v1 + + vn n .
x1 x
The geodesic equations,
n
x i + ijk x j x k = 0 (i = 1, . . . , n),
j,k=1
These equations define the local flow of the vector field X X(T M) given in local
coordinates by
n
n
X= vi i ijk v j v k i ,
x v
i=1 i, j,k=1
called the geodesic flow. As it was seen in Chap. 1, for each point v T M there
exists an open neighborhood W T M and an open interval I R containing 0
such that the local flow F : W I T M of X is well defined. In particular, for
each point p M we can choose an open neighborhood U containing p and > 0
such that the geodesic flow is well defined in W I with
W = {v Tq M  q U, v < }.
Exercise 4.8
(1) Let (M, g) be a Riemannian manifold and f : M R a smooth function. Show
that if grad( f ) 1 then the integral curves of grad( f ) are geodesics, using:
(a) the definition of geodesic;
(b) the minimizing properties of geodesics.
(2) Let M be a Riemannian manifold and the LeviCivita connection on M. Given
p M and a basis {v1 , . . . , vn } for T p M, we consider the parameterization
: U Rn M of a normal neighborhood given by
(x 1 , . . . , x n ) = exp p (x 1 v1 + + x n vn )
(c) Show that the geodesics of G are the integral curves of leftinvariant vector
fields, and that the maps exp (the Lie group exponential) and expe (the
geodesic exponential at the identity) coincide.
(d) Let be the LeviCivita connection of the biinvariant metric and X, Y two
leftinvariant vector fields. Show that
1
X Y = [X, Y ].
2
(e) Check that the leftinvariant metrics Exercise 1.10(4) are actually
biinvariant.
(f) Show that any compact Lie group admits a biinvariant metric. (Hint: Take the
average of a leftinvariant metric over all right translations).
X X Yi = R(X, Yi )X,
R(X, Y )Z = X Y Z Y X Z [X,Y ] Z ,
is called the curvature operator (cf. Chap. 4). (Remark: It can be shown that
(R(X, Y )Z ) p depends only on X p , Y p , Z p ).
(b) Consider a geodesic c : R M parameterized by the arclength such that
c(0) = p. A vector field Y along c is called a Jacobi field if it satisfies the
Jacobi equation along c,
D2 Y
= R(c,
Y ) c.
dt 2
Y (t) = exp p (tv(s))
s s=0
Example 5.1
(1) Given two distinct points p, q Rn there exists a unique (up to reparameteri
zation) geodesic for the Euclidean metric connecting them.
(2) Given two distinct points p, q S n there exist at least two geodesics for the
standard metric connecting them which are not reparameterizations of each other.
(3) If p = 0 then there exists no geodesic for the Euclidean metric in Rn \ {0}
connecting p to p.
In many cases (for example in Rn \ {0}) there exist geodesics which cannot be
extended for all values of its parameter. In other words, exp p (v) is not defined for
all v T p M.
Therefore we can discuss the completeness of M as a metric space (that is, whether
Cauchy sequences converge). The fact that completeness and geodesic completeness
are equivalent is the content of the following theorem.
y0
r
x0
and so
d(y0 , q) = t0 . (3.8)
d( p, y0 ) d( p, q) d(y0 , q) = ( t0 ) = t0 + ,
and, since the piecewise differentiable curve which connects p to r through cv and
r to y0 through a geodesic has length t0 + , we conclude that this is a minimizing
curve, hence a (reparameterized) geodesic. Thus, as promised, y0 = cv (t0 + ).
Consequently, Eq. (3.8) can be written as
B R ( p) = {q M  d( p, q) < R}.
3.6 Notes
In this section we use several definitions and results about metric spaces, which we
now discuss. A metric space is a pair (M, d), where M is a set and d : M M
[0, +) is a map satisfying the properties enumerated in Proposition 5.4. The set
B ( p) = {q M  d( p, q) < }
is called the open ball with center p and radius . The family of all such balls is a
basis for a Hausdorff topology on M, called the metric topology. Notice that in this
topology pn p if and only if d( pn , p) 0. Although a metric space (M, d) is
not necessarily second countable, it is still true that F M is closed if and only if
every convergent sequence in F has limit in F, and K M is compact if and only
if every sequence in K has a sublimit in K .
A sequence { pn } in M is said to be a Cauchy sequence if for all > 0 there exists
N N such that d( pn , pm ) < for all m, n > N . It is easily seen that all convergent
sequences are Cauchy sequences. The converse, however, is not necessarily true (but
if a Cauchy sequence has a convergent subsequence then it must converge). A metric
space is said to be complete if all its Cauchy sequences converge. A closed subset
of a complete metric space is itself complete.
A set is said to be bounded if it is a subset of some ball. For instance, the set of all
terms of a Cauchy sequence is bounded. It is easily shown that if K M is compact
then K must be bounded and closed (but the converse is not necessarily true). A
compact metric space is necessarily complete.
122 3 Riemannian Manifolds
The material in this chapter can be found in most books on Riemannian geometry
(e.g. [Boo03, dC93, GHL04]). For more details on general affine connections, see
[KN96]. Biinvariant metrics on a Lie group are examples of symmetric spaces,
whose beautiful theory is studied for instance in [Hel01].
References
The local geometry of a general Riemannian manifold differs from the flat geometry
of the Euclidean space Rn : for example, the internal angles of a geodesic triangle in
the 2sphere S 2 (with the standard metric) always add up to more than . A mea
sure of this difference is provided by the notion of curvature, introduced by Gauss
in his 1827 paper General investigations of curved surfaces, and generalized to
arbitrary Riemannian manifolds by Riemann himself (in 1854). It can appear under
many guises: the rate of deviation of geodesics, the degree of noncommutativity of
covariant derivatives along different vector fields, the difference between the sum of
the internal angles of a geodesic triangle and , or the angle by which a vector is
rotated when paralleltransported along a closed curve.
This chapter addresses the various characterizations and properties of curvature.
Section 4.1 introduces the curvature operator of a general affine connection, and,
for Riemannian manifolds, the equivalent (more geometric) notion of sectional cur
vature. The Ricci curvature tensor and the scalar curvature, obtained from the
curvature tensor by contraction, are also defined. These quantities are fundamental
in general relativity to formulate Einsteins equation (Chap. 6).
Section 4.2 establishes the Cartan structure equations, a powerful
computational method which employs differential forms to calculate the curvature.
These equations are used in Sect. 4.3 to prove the GaussBonnet theorem, relating
the curvature of a compact surface to its topology. This theorem provides a simple
example of how the curvature of a complete Riemannian manifold can constrain its
topology.
Complete Riemannian manifolds with constant curvature are discussed in
Sect. 4.4. These provide important examples of curved geometries, including the
negatively curved nonEuclidean geometry of Gauss, Bolyai and Lobachevsky.
Finally, the relation between the curvature of a Riemannian manifold and the
curvature of a submanifold (with the induced metric) is studied in Sect. 4.5. This
generalizes Gausss investigations of curved surfaces, including his celebrated
Theorema Egregium.
4.1 Curvature
As we saw in Exercise 3.3(4) of Chap. 3, no open set of the 2sphere S 2 with the
standard metric is isometric to an open set of the Euclidean plane. The geometric
object that locally distinguishes these two Riemannian manifolds is the socalled
curvature operator, which appears in many other situations [cf. Exercise 4.8(6) in
Chap. 3].
R(X, Y )Z = X Y Z Y X Z [X,Y ] Z .
n
R= Ri jk l d x i d x j d x k ,
x l
i, j,k,l=1
where each coefficient Ri jk l is the lcoordinate of the vector field R ,
x i x j
x k
,
that is,
n
R , = Ri jk l l .
x x j
i x k x
l=1
Using the fact that ,
x i x j
= 0, we have
R , =
x i x j x k x i x j x
k
x j x i x
k
n
n
m m
= jk m ik m
x i x x j x
m=1 m=1
n n
= mjk ik
m
+ mjk im
l
ik
m l
jm
x i x j x m x l
m=1 l,m=1
4.1 Curvature 125
n ljk ik
l
n
n
= + mjk im
l
ik
m l
jm ,
x i x j x l
l=1 m=1 m=1
and so
ljk ik
l n n
Ri jk l = + mjk im
l
ik
m l
jm .
x i x j
m=1 m=1
Example 1.2 Consider M = Rn with the Euclidean metric and the corresponding
LeviCivita connection (that is, with Christoffel symbols ikj 0). Then Ri jk l = 0,
and the curvature R is zero. Thus, we can also interpret the curvature as a measure of
how much a connection on a given manifold differs from the LeviCivita connection
of the Euclidean space.
When the connection is symmetric (as in the case of the LeviCivita connection),
the tensor R satisfies the socalled Bianchi identity.
Proposition 1.3 (Bianchi identity) If M is a manifold with a symmetric connection
then the associated curvature satisfies
Proof This property is a direct consequence of the Jacobi identity of vector fields.
Indeed,
We will assume from this point on that (M, g) is a Riemannian manifold and
its LeviCivita connection. We can define a new covariant 4tensor, known as the
curvature tensor:
R(X, Y, Z , W ) := g(R(X, Y )Z , W ).
126 4 Curvature
Notice that because the metric is nondegenerate the curvature tensor contains the
same information as the Riemann tensor. Again, choosing a coordinate system
x : V Rn on M, we can write this tensor as
n
R(X, Y, Z , W ) = Ri jkl d x i d x j d x k d x l (X, Y, Z , W )
i, j,k,l=1
where
n
n
Ri jkl = g R , , = g R m , = Ri jk m gml .
x i x j x k x l i jk x m x l
m=1 m=1
Proof Property (i) is an immediate consequence of the Bianchi identity, and property
(ii) holds trivially.
Property (iii) is equivalent to showing that R(X, Y, Z , Z ) = 0. Indeed, if (iii)
holds then clearly R(X, Y, Z , Z ) = 0. Conversely, if this is true, we have
Now, using the fact that the LeviCivita connection is compatible with the metric,
we have
X Y Z , Z
= X Y Z , Z
+ Y Z , X Z
and
[X, Y ] Z , Z
= 2 [X,Y ] Z , Z .
Hence,
R(X, Y, Z , Z ) = X Y Z , Z
Y X Z , Z
[X,Y ] Z , Z
= X Y Z , Z
Y Z , X Z
Y X Z , Z
1
+ X Z , Y Z
[X, Y ] Z , Z
2
4.1 Curvature 127
1 1 1
= X (Y Z , Z
) Y (X Z , Z
) [X, Y ] Z , Z
2 2 2
1 1
= [X, Y ] Z , Z
[X, Y ] Z , Z
= 0.
2 2
2R(Z , X, Y, W ) 2R(Y, W, Z , X ) = 0.
An equivalent way of encoding the information about the curvature of a
Riemannian manifold is by considering the following definition.
Definition 1.5 Let be a 2dimensional subspace of T p M and let X p , Y p be two
linearly independent elements of . Then, the sectional curvature of is defined as
R(X p , Y p , X p , Y p )
K () := .
X p 2 Y p 2 X p , Y p
2
Note that X p 2 Y p 2 X p , Y p
2 is the square of the area of the
parallelogram in T p M spanned by X p , Y p , and so the above definition of sectional
curvature does not depend on the choice of the linearly independent vectors X p , Y p .
Indeed, when we change the basis on , both R(X p , Y p , X p , Y p ) and X p 2 Y p 2
X p , Y p
2 change by the square of the determinant of the change of basis matrix
[cf. Exercise 1.12(4)]. We will now see that knowing the sectional curvature of every
section of T p M completely determines the curvature tensor on this space.
Proposition 1.6 The Riemannian curvature tensor at p is uniquely determined by
the values of the sectional curvatures of sections (that is, 2dimensional subspaces)
of T p M.
Proof Let us consider two covariant 4tensors R1 , R2 on T p M satisfying the
symmetry properties of Proposition 1.4. Then the tensor T := R1 R2 also satisfies
these symmetry properties. We will see that, if the values R1 (X p , Y p , X p , Y p ) and
R2 (X p , Y p , X p , Y p ) agree for every X p , Y p T p M (that is, if T(X p , Y p , X p , Y p ) = 0
for every X p , Y p T p M), then R1 = R2 (that is, T 0). Indeed, for all vectors
X p , Y p , Z p T p M, we have
128 4 Curvature
0 = T (X p + Z p , Y p , X p + Z p , Y p ) = T (X p , Y p , Z p , Y p ) + T (Z p , Y p , X p , Y p )
= 2T (X p , Y p , Z p , Y p ),
and so
0 = T (X p , Y p + W p , Z p , Y p + W p ) = T (X p , Y p , Z p , W p ) + T (X p , W p , Z p , Y p )
= T (Z p , W p , X p , Y p ) T (W p , X p , Z p , Y p ),
Remark 1.7 As we will see later, the Gauss curvature measures how much the
local geometry of the surface differs from the geometry of the Euclidean plane. For
instance, its integral over a disk D on the surface gives the angle by which a vector
is rotated when paralleltransported around the boundary of D [cf. Exercise 2.8(7)].
Alternatively, its integral over the interior of a geodesic triangle is equal to the
difference between the sum of the inner angles of and [cf. Exercise 3.6(6)]. We
will also see that the sectional curvature of an ndimensional Riemannian manifold
is actually the Gauss curvature of special 2dimensional submanifolds, formed by
the geodesics tangent to the sections [cf. Exercise 5.7(5)].
n
A := K p ( gik g jl gil g jk ) d x i d x j d x k d x l .
i, j,k,l=1
n
j
A(X p , Y p , X p , Y p ) = K p ( gik g jl gil g jk ) X ip Y p X kp Y pl
i, j,k,l=1
= K p X p , X p
Y p , Y p
X p , Y p
2
4.1 Curvature 129
= R(X p , Y p , X p , Y p ),
n
Ric(X, Y ) := dxk R , X Y .
x k
k=1
n
n
Ric p (X p , Y p ) = R(E k , X p )Y p , E k = R(E k , X p , Y p , E k )
k=1 k=1
n
n
= R(Y p , E k , E k , X p ) = R(E k , Y p , X p , E k )
k=1 k=1
= Ric p (Y p , X p ).
n
that is, Ri j = k=1 Rki j k .
130 4 Curvature
Incidentally, note that we obtained a (2, 0)tensor from a (3, 1)tensor. This is an
example of a general procedure called contraction, where we obtain a (k 1, m 1)
tensor from a (k, m)tensor. To do so, we choose two indices on the components of
the (k, m)tensor, one covariant and other contravariant, set them equal and then sum
over them, thus obtaining the components of a (k 1, m 1)tensor. On the example
defined by the curvature,
of the Ricci tensor, we took the (3, 1)tensor R
R(X, Y, Z , ) = (R(X, Y )Z ),
chose the first covariant index and the first contravariant index, set them equal and
summed over them:
n
Ric(X, Y ) = R , X, Y, d x .
k
x k
k=1
Similarly, we can use contraction to obtain a function (0tensor) from the Ricci
tensor (a covariant 2tensor). For that, we first need to define a new (1, 1)tensor field
T using the metric,
T (X, ) := Ric(X, Y ),
n
n
S( p) := T , dxk = Ric , Yk ,
x k x k
k=1 k=1
n
j
Z k = d x k (Z ) = Z , Yk
= gi j Z i Yk .
i, j=1
n
ik
n
n
n
S( p) = Ric , g = Rki g ik = g ik Rik .
x k x i
k=1 i=1 i,k=1 i,k=1
Exercise 1.12
(1) (a) Show that the curvature operator satisfies
(i) R( f X 1 + g X 2 , Y )Z = f R(X 1 , Y )Z + g R(X 2 , Y )Z ;
(ii) R(X, f Y1 + gY2 )Z = f R(X, Y1 )Z + g R(X, Y2 )Z ;
(iii) R(X, Y )( f Z 1 + g Z 2 ) = f R(X, Y )Z 1 + g R(X, Y )Z 2 ,
for all vector fields X, X 1 , X 2 , Y, Y1 , Y2 , Z , Z 1 , Z 2 X(M) and smooth
functions f, g C (M).
(b) Show that (R(X, Y )Z ) p T p M depends only on X p , Y p , Z p . Conclude
that R defines a (3, 1)tensor. (Hint: Choose local coordinates around p M ).
(2) Let (M, g) be an ndimensional Riemannian manifold and p M. Show that if
(x 1 , . . . , x n ) are normal coordinates centered at p [cf. Exercise 4.8(2) in Chap. 3]
then
2
1 g jl 2 gil 2 g jk 2 gik
Ri jkl ( p) = i l + ( p).
2 x i x k x j x k x x x j x l
(3) Recall that if G is a Lie group endowed with a biinvariant Riemannian metric,
is the LeviCivita connection and X, Y are two leftinvariant vector fields
then
1
X Y = [X, Y ]
2
[cf. Exercise 4.8(3) in Chap. 3]. Show that if Z is also leftinvariant, then
1
R(X, Y )Z = [Z , [X, Y ]].
4
In this section we will reformulate the properties of the LeviCivita connection and
of the Riemannian curvature tensor in terms of differential forms. For that we will
take an open subset V of M where we have defined a field of frames {X 1 , . . . , X n },
that is, a set of n vector fields that, at each point p of V , form a basis for T p M (for
example, we can take a coordinate neighborhood V and the vector fields X i = x i ;
however, in general, the X i are not associated to a coordinate system). Then we
consider a field of dual coframes, that is, 1forms { 1 , . . . , n } on V such that
i (X j ) = i j . Note that, at each point p V , { 1p , . . . , np } is a basis for T p M.
From the properties of a connection, in order to define X Y we just have to establish
the values of
n
Xi X j = ikj X k ,
k=1
where ikj is defined as the kth component of the vector field X i X j on the basis
{X i }i=1
n . Note that if the X are not associated to a coordinate system then the k
i ij
cannot be computed using formula (9), and, in general, they are not even symmetric
in the indices i, j [cf. Exercise 2.8(1)]. Given the values of the ikj on V , we can
define 1forms kj ( j, k = 1, . . . , n) in the following way:
n
kj := ikj i . (4.1)
i=1
Conversely, given these forms, we can obtain the values of ikj through
ikj = kj (X i ).
The connection
n is then completely
ndetermined from these forms: given two vector
fields X = i=1 a i X i and Y = i=1 bi X i , we have
n
n
X X j = i=1
n
ai X i X j = ai Xi X j = a i ikj X k (4.2)
i=1 i,k=1
n
n
= a i kj (X i ) X k = kj (X ) X k
i,k=1 k=1
4.2 Cartan Structure Equations 133
and hence
n
n
X Y = X i
b Xi = (X bi )X i + bi X X i (4.3)
i=1 i=1
n
n
j
= X b + j
b i
i (X ) X j.
j=1 i=1
Note that the values of the forms kj at X are the components of X X j relative to
the field of frames, that is,
ij (X ) = i X X j . (4.4)
The kj are called the connection forms. For the LeviCivita connection, these forms
cannot be arbitrary. Indeed, they have to satisfy certain equations corresponding to
the properties of symmetry and compatibility with the metric.
We have
n n
Y X = Y
(X )X j =
j
Y j (X ) X j + j (X ) Y X j ,
j=1 j=1
which implies
n
i (Y X ) = Y i (X ) + j (X ) i (Y X j ). (4.5)
j=1
134 4 Curvature
= i (Y X ) Y ( i (X )) i ( X Y ) + X ( i (Y )),
and so
n
d i j ij (X, Y )
j=1
n
= X ( i (Y )) Y ( i (X )) i ([X, Y ]) j ij (X, Y )
j=1
= ( X Y Y X [X, Y ]) = 0.
i
Note that equation (i) is equivalent to symmetry of the connection. To show that (ii)
holds, we notice that
dgi j (Y ) = Y X i , X j
,
n
gk j i + gki j (Y ) =
k k
gk j ik (Y ) + gki kj (Y )
k=1 k=1
n
n
= ik (Y ) Xk , X j + kj (Y ) Xk , Xi
k=1 k=1
= Y X i , X j
+ Y X j , X i
.
Y X i , X j
= Y X i , X j
+ X i , Y X j
,
j
uniqueness of the set of forms i satisfying (i) and (ii) (note that each connection
determines a unique set of n 2 connection forms and vice versa).
Remark 2.2 Given a field of frames on some open set, we can perform
GramSchmidt orthogonalization to obtain a smooth field of orthonormal frames
{E 1 , . . . , E n }. Then, as gi j = E i , E j
= i j , equations (i) and (ii) above become
(i) d i = nj=1 j ij ,
j
(ii) i + ij = 0.
where the Ri jk l are the coefficients of the curvature relative to these frames:
n
R(X i , X j )X k = Ri jk l X l .
l=1
n
j
n
j
n
j
R(X, Y )X i = i (X, Y )X j = di ik k (X, Y ) X j .
j=1 j=1 k=1
Indeed,
R(X, Y )X i = X Y X i Y X X i [X,Y ] X i
136 4 Curvature
n
n
n
= X ik (Y )X k Y ik (X )X k ik ([X, Y ])X k
k=1 k=1 k=1
n
= X (ik (Y )) Y (ik (X )) ik ([X, Y ]) X k +
k=1
n
n
+ ik (Y ) X X k ik (X )Y X k
k=1 k=1
n n
j j
= dik (X, Y )X k + ik (Y ) k (X ) X j ik (X ) k (Y ) X j
k=1 k, j=1
n
j
n
j
= di (X, Y ) (i k )(X, Y ) X j .
k
j=1 k=1
Equations (i), (ii) and (iii) are known as the Cartan structure equations. We list
these equations below, as well as the main definitions.
(i) d i = nj=1 j ij ,
(ii) dgi j = nk=1 (gk j ik + gki kj ),
j j j
(iii) di = i + nk=1 ik k ,
n j j
where i (X j ) = i j , kj = i=1 ikj i and i = k<l Rkli k l .
Remark 2.4 If we consider a field of orthonormal frames {E 1 , . . . , E n }, the above
equations become:
(i) d i = nj=1 j ij ,
j
(ii) i + ij = 0,
j j j j
(iii) di = i + nk=1 ik k (and so i + ij = 0).
Example 2.5 For a field of orthonormal frames in Rn with the Euclidean metric,
the curvature forms must vanish (as R = 0), and we obtain the following structure
equations:
(i) d i = nj=1 j ij ,
j
(ii) i + ij = 0,
j j
(iii) di = nk=1 ik k .
To finish this section, we will consider in detail the special case of a 2dimensional
Riemannian manifold. In this case, the structure equations for a field of orthonormal
frames are particularly simple: equation (ii) implies that there is only one indepen
dent connection form (11 = 22 = 0 and 21 = 12 ), which can be computed from
equation (i):
4.2 Cartan Structure Equations 137
d 1 = 2 12 ;
d 2 = 1 12 .
Equation (iii) then yields that there is only one independent curvature form
21 = d12 . This form is closely related to the Gauss curvature of the manifold.
Proof Let p be a point in M and let us choose an open set containing p where we
have defined a field of orthonormal frames {E 1 , E 2 }. Then
K = R(E 1 , E 2 , E 1 , E 2 ) = R1212 ,
and consequently
Note that K does not depend on the choice of the field of frames, since it is a
sectional curvature (cf. Definition 1.5), and, since 1 2 is a Riemannian volume
form, neither does the curvature form (up to a sign). However, the connection forms
do. Let {E 1 , E 2 }, {F1 , F2 } be two fields of orthonormal frames on an open subset V
of M. Then
F1 F2 = E 1 E 2 S
= S 1 = S
(cf. Sect. 2.7.1 in Chap. 2), and the Cartan structure equations as
d = A and d = A .
Therefore
d = S d + d S = S A + d S S 1
= S A S 1 + d S S 1 = S AS
1 d S S 1 ,
1 d SS 1 .
A = S AS
and the result follows (we also obtain a da + b db = 0, which is clear from
det S = a 2 + b2 = 1).
Hence,
Therefore, integrating along a curve yields the angle by which F1 rotates with
respect to E 1 along the curve.
In particular, notice that is closed. This is also clear from
d = d 21 d12 = K 1 2 + K 1 2 = 0
E 1 E 1 = 11 (E 1 )E 1 + 12 (E 1 )E 2 = 12 (E 1 )E 2 ,
kg (s) := 12 (E 1 (s))
Show that:
(a) C ijk = ijk ki j ;
n
(b) ijk = 21 l=1 g il X j gkl + X k g jl X l g jk
n
+ 21 C ijk 21 l,m=1 g il g jm Cklm + g Cm ;
km jl
(c) d i + 21 nj,k=1 C ijk j k = 0, where { 1 , . . . , n } is the field of dual
coframes.
140 4 Curvature
X k X i , X j
= X k X i , X j
+ X i , X k X j
for all i, j, k.
(3) Compute the Gauss curvature of:
(a) the sphere S 2 with the standard metric;
(b) the hyperbolic plane, i.e. the upper halfplane
H = {(x, y) R2  y > 0}
g = A2 (r )dr dr + r 2 d d + r 2 sin2 d d
1
(c) And when A(r ) = (1 + r 2 ) 2 (that is, when M is locally isometric to the
hyperbolic 3space)?
(d) For which functions A(r ) is the scalar curvature constant?
(7) Let M be an oriented Riemannian 2manifold and let p be a point in M. Let D
be a neighborhood of p in M homeomorphic to a disc, with a smooth boundary
D. Consider a point q D and a unit vector X q Tq M. Let X be the
parallel transport of X q along D in the positive direction. When X returns
to q it makes an angle with the initial vector X q . Using fields of positively
oriented orthonormal frames {E 1 , E 2 } and {F1 , F2 } such that F1 = X , show that
= K.
D
K ( p) = lim .
D p vol(D)
We will now use the Cartan structure equations to prove the GaussBonnet theorem,
relating the curvature of a compact surface to its topology. Let M be a compact,
oriented, 2dimensional manifold and X a vector field on M.
Definition 3.1 A point p M is said to be a singular point of X if X p = 0. A
singular point is said to be an isolated singularity if there exists a neighborhood
V M of p such that p is the only singular point of X in V .
Since M is compact, if all the singularities of X are isolated then they are in finite
number (as otherwise they would accumulate on a nonisolated singularity).
To each isolated singularity p V of X X(M) one can associate an integer
number, called the index of X at p, as follows:
(i) fix a Riemannian metric in M;
142 4 Curvature
We will now check that the index is well defined. We begin by observing that,
since is closed, I p does not depend on the choice of D. Indeed, the boundaries
of any two such discs are necessarily homotopic [cf. Exercise 5.3(2) in Chap. 2].
Next we prove that I p does not depend on the choice of the frame {E 1 , E 2 }. More
precisely, we will show that
1
I p = lim 21 ,
r 0 2 Sr ( p)
(1) (2)
F1 = X F1 = Y
X Y
E1 = x
(3) (4)
F1 = Z
Z F1 = W
W
21 21 0
Sr1 ( p) Sr2 ( p)
and hence
2 I p = = 21 12 = 2 I p .
Sr1 ( p) Sr1 ( p)
Finally, we show that I p does not depend on the choice of Riemannian metric.
Indeed, if ,
0 , ,
1 are two Riemannian metrics on M, it is easy to check that
,
t := (1 t) ,
0 + t ,
1
is also a Riemannian metric on M, and that the index I p (t) computed using the metric
,
t is a continuous function of t [cf. Exercise 3.6(1)]. Since I p (t) is an integer for
all t [0, 1], we conclude that I p (0) = I p (1).
Therefore I p depends only on the vector field X X(M). We are now ready to
state the GaussBonnet theorem:
k
K = 2 I pi (4.7)
M i=1
X
F1 = ,
X
where the Bi have the orientation induced by the orientation of Bi . Taking the limit
as r 0 one obtains
k
K = 2 I pi .
M i=1
Remark 3.4
(1) Since the righthand side of (4.7) does not depend on the metric, we conclude
that M K is the same for all Riemannian metrics on M.
(2) Since the lefthand side of (4.7) does not depend on the vector field X , we
k
conclude that (M) := i=1 I pi is the same for all vector fields on M with
isolated singularities. This is the socalled Euler characteristic of M.
(3) Recall that a triangulation of M is a decomposition of M in a finite number of
triangles (i.e. images of Euclidean triangles by parameterizations) such that the
intersection of any two triangles is either a common edge, a common vertex or
empty (it is possible to prove that such a triangulation always exists). Given a
triangulation, one can construct a vector field X with the following properties
(cf. Fig. 4.2):
(a) each vertex is a singularity which is a sink, that is,
X = x y
x y
(b) the interior of each 2dimensional face contains exactly one singularity
which is a source, that is
X=x +y
x y
(M) = V E + F,
where V is the number of vertices, E is the number of edges and F is the number
of 2dimensional faces on any triangulation. This is the definition we used in
Exercise 1.8(5) of Chap. 1.
Example 3.5
(1) Choosing the standard metric in S 2 , we have
1 1
(S ) =
2
1= vol(S 2 ) = 2.
2 S2 2
Exercise 3.6
(1) Show that if ,
0 , ,
1 are two Riemannian metrics on M then
,
t := (1 t) ,
0 + t ,
1
is also a Riemannian metric on M, and that the index I p (t) computed using the
metric ,
t is a continuous function of t.
4.3 GaussBonnet Theorem 147
k
K+ kg = 2 I pi
M M i=1
2
(H f ) p (v, w) = ( f )(s, t),
ts s=t=0
(M) = m s + n,
where m, n and s are the numbers of maxima, minima and saddle points
respectively. (Hint: Choose a Riemannian metric on M and consider the vector field X := grad f ).
148 4 Curvature
j
i = K i j , (4.8)
j
j
i = i (E k , El ) k l = j (R(E k , El )E i ) k l
k<l k<l
= R(E k , El )E i , E j
k l = Rkli j k l
k<l k<l
4.4 Manifolds of Constant Curvature 149
= K (ki l j k j li ) k l = K i j .
k<l
K () = R(X, Y, X, Y )
n
K () = X i Y j X k Y l R(E i , E j , E k , El )
i, j,k,l=1
n
= X i Y j X k Y l lk (E i , E j )
i, j,k,l=1
n
=K X i Y j X k Y l k l (E i , E j )
i, j,k,l=1
n
=K X i Y j X k Y l k (E i )l (E j ) k (E j )l (E i )
i, j,k,l=1
n
=K X i Y j X k Y l (ik jl jk il )
i, j,k,l=1
= K X 2 Y 2 X, Y
2 = K .
{(x 1 , . . . x n ) Rn  x n > 0}
a2
gi j (x) = i j .
(x n )2
This Riemannian manifold has constant sectional curvature K = a12 . Indeed, using
the above lemma, we will show that on H n (a) there is a field of orthonormal frames
150 4 Curvature
for K = a12 . For that, let us consider the natural coordinate system x : H n (a) Rn
and the corresponding field of coordinate frames {X 1 , . . . , X n } with X i = x i . Since
a2
X i , X j
= i j ,
(x n )2
n
we obtain a field of orthonormal frames {E 1 , . . . , E n } with E i = xa X i , and the
corresponding dual field of coframes { 1 , . . . , n } where i = xan d x i . Then
n
a 1 i 1
d i = d x i
d x n
= n
= j
jn i
,
(x n )2 a a
j=1
n
d i = j ij
j=1
j
i + ij = 0,
we can guess that the connection forms are given by ij = a1 (in j jn i ). Indeed,
we can easily verify that these forms satisfy the above structure equations, and hence
must be the connection forms by unicity of solution of these equations. With these
j
forms it is now easy to compute the curvature forms i using the third structure
equation
j
n
j j
di = ik k + i .
k=1
We have
j 1 1
di =d ( jn in ) = 2 ( jn i n in j n )
i j
a a
and
n
j 1
n
ik k = (kn i in k ) ( jn k kn j )
a2
k=1 k=1
4.4 Manifolds of Constant Curvature 151
1
n
= (kn jn i k kn i j + in kn k j )
a2
k=1
1
= 2 ( jn i n i j + in n j ),
a
and so,
j j
n
j 1 i
i = di ik k = j.
a2
k=1
Proof The proof of this theorem can be found in [dC93]. Here we just give the
proof in the case when M is simply connected, n = 2 and K = 0. In this case,
the CartanHadamard theorem [cf. Exercise 5.8(5) in Chap. 3] implies that given
p M the map exp p : T p M M is a diffeomorphism. Let {E 1 , E 2 } be a global
orthonormal frame on M (obtained by orthonormalizing the frame associated to
global Cartesian coordinates). Since K = 0, the corresponding connection form 12
satisfies d12 = 0, and so by the Poincar Lemma [cf. Exercise 3.8(5) in Chap. 2]
we have 12 = d f for some smooth function f C (M). Let {F1 , F2 } be the
152 4 Curvature
orthonormal frame with the same orientation as {E 1 , E 2 } such that the angle between
E 1 and F1 is = f . Then its connection form 21 satisfies 21 = 12 + d = 0, that
is, F1 F1 = F1 F2 = F2 F1 = F2 F2 = 0. We conclude that [F1 , F2 ] = 0, and
so, by Theorem 6.10 in Chap. 1, their flows commute. We can then introduce local
coordinates (x, y) in M by using the parameterization
g = d x d x + dy dy,
where we make the identification R2 = C [cf. Exercise 4.7(8) and Sect. 4.6.1]. To find
orientable hyperbolic surfaces, that is, surfaces with constant curvature K = 1, we
have to find discrete subgroups of P S L(2, R) acting properly and freely on H 2 .
Here there are many more possibilities. As an example, we can consider the group
= f
generated by the translation f (z) = z + 2. The resulting surface is known
as a pseudosphere and is homeomorphic to a cylinder (cf. Fig. 4.3). However, the
width of the end where y + converges to zero, while the width of the end
where y 0 converges to +. Its height towards both ends is infinite. Note that
this surface has geodesics which transversely autointersect a finite number of times
(cf. Fig. 4.4).
4.4 Manifolds of Constant Curvature 153
2 0 2 4
2 0 2 4
(b)
(a)
1 0 1
polynomial has odd degree (n+1), and so it has a real root, equal to 1. Consequently,
A2 has 1 as an eigenvalue, and so it has to be the identity. Hence, A = A1 = At ,
and so A is symmetric, implying that all its eigenvalues are real. The eigenvalues of
A are then either all equal to 1 (if A = id) or all equal to 1, in which case A = id.
We conclude that = { id} implying that our manifold is either S n or RP n . If n is
odd there are other possibilities, which are classified in [Wol78].
Exercise 4.7
(1) Show that the metric of H n (a) is a leftinvariant metric for the Lie group
structure induced by identifying (x 1 , . . . , x n ) H n (a) with the affine map
g : Rn1 Rn1 given by
g(t 1 , . . . , t n1 ) = x n (t 1 , . . . , t n1 ) + (x 1 , . . . , x n1 ).
1
gi j ( p) = i j ,
2
(its name derives from the property that the distance between any point in the
curve and the xaxis along the tangent is constant equal to 1). Show that the
surface of revolution generated by rotating a tractrix about the xaxis (trac
troid) has constant Gauss curvature K = 1. Determine an open subset of the
pseudosphere isometric to the tractroid. (Remark: The tractroid is not geodesically complete;
in fact, it was proved by Hilbert in 1901 that any surface of constant negative curvature embedded in Euclidean
3space must be incomplete).
(11) Show that the group of isometries of S n is O(n + 1).
156 4 Curvature
be the metric
induced on N by f (which is therefore called an isometric immersion). For every
p V , the tangent space T p M can be decomposed as
T p M = T p N (T p N ) .
), respectively.
[cf. Exercise 3.3(6) in Chap. 3]. We define the second fundamental form of N as
B(X, Y ) :=
X Y X Y.
Note that this map is well defined, that is, it does not depend on the extensions of
X, Y
X, Y [cf. Exercise 5.7(1)]. Moreover, it is bilinear, symmetric, and, for each p V ,
B(X, Y ) p (T p N ) depends only on the values of X p and Y p .
Using the second fundamental form, we can define, for each vector n p (T p N ) ,
a symmetric bilinear map Hn p : T p N T p N R through
Hn p (X p , Y p ) = B(X p , Y p ), n p
.
4.5 Isometric Immersions 157
The corresponding quadratic form is often called the second fundamental form of
f at p along the vector n p .
Finally, since Hn p is bilinear, there exists a linear map Sn p : T p N T p N
satisfying
Sn p (X p ), Y p
= Hn p (X p , Y p ) = B(X p , Y p ), n p
Sn p (X p ) = (
X n) p ,
, n
= 0 on N and
where n is a local extension of n p normal to N . Indeed, since Y
X is tangent to N , we have on N
Sn (X ), Y
= B(X, Y ), n
=
X Y X Y, n
= X n
X Y , n
= X Y , n
Y ,
= X n) , Y
.
X n, Y
= (
Therefore
Sn p (X p ), Y p
= (
X n) p , Y p
for all Y p T p N .
Example 5.1 Let N be a hypersurface in M, i.e. let dim N = n and dim M =
n + 1. Consider a point p V (a neighborhood of N where f is an embedding),
and a unit vector n p normal to N at p. As the linear map Sn p : T p N T p N
is symmetric, there exists an orthonormal basis of T p N formed by eigenvectors
{(E 1 ) p , . . . , (E n ) p } (called principal directions at p) corresponding to the set of real
eigenvalues 1 , . . . , n of Sn p (called principal curvatures at p). The determinant
of the map Sn p (equal to the product 1 n ) is called the Gauss curvature of f
and H := n1 tr Sn p = n1 (1 + + n ) is called the mean curvature of f . When
n = 2 and M = R3 with the Euclidean metric, the Gauss curvature of f is in fact
the Gauss curvature of N as defined in Sect. 4.1 (cf. Example 5.5).
Example 5.2 If, in the above example, M = Rn+1 with the Euclidean metric, we
can define the Gauss map g : V N S n , with values on the unit sphere,
which, to each point p V , assigns the normal unit vector n p . Since n p is normal to
T p N , we can identify the tangent spaces T p N and Tg( p) S n and obtain a welldefined
map (dg) p : T p N T p N . Choosing a curve c : I N with c(0) = p and
c(0) = X p T p N , we have
d d c n) p ,
(dg) p (X p ) = (g c)t=0 = n c(t) t=0 = (
dt dt
158 4 Curvature
0 = c(t) c n, n
,
n, n
= 2
implying that
c n) p = (
(dg) p (X p ) = ( c n)
p = Sn p (X p ).
B(X p , X p ), B(Y p , Y p )
B(X p , Y p )2
K N () K M () = .
X p 2 Y p 2 X p , Y p
2
Proof Observing that the righthand side depends only on , we can assume, without
loss of generality, that {X p , Y p } is orthonormal. Let X, Y be local extensions of
X p , Y p , defined on a neighborhood of p in N and tangent to N , also orthonormal.
Let X, Y be extensions of X, Y to a neighborhood of p in M. Moreover, consider a
field of frames {E 1 , . . . , E n+k }, also defined on a neighborhood of p in M, such that
E 1 , . . . , E n are tangent to N with E 1 = X and E 2 = Y on N , and E n+1 , . . . , E n+k
are normal to N (n + k = m). Then, since B(X, Y ) is normal to N ,
k
k
B(X, Y ) = B(X, Y ), E n+i
E n+i = H E n+i (X, Y ) E n+i .
i=1 i=1
K N () K M () = R N (X p , Y p , X p , Y p ) + R M ( p ,
X p, Y p )
X p, Y
= ( X Y X + Y X X + [X,Y ] X
+
X Y X Y
X ,Y]
X X [ X )p, Yp
= ( X Y X + Y X X +
X Y
Y
X
X X ) p , Y p
,
Y
(B(X, X ) + X X ) =
X X = Y
Y H E n+i (X, X )E n+i + X X
i=1
k
= H E n+i (X, X ) (H E n+i (X, X ))E n+i +
Y E n+i + Y Y X X,
i=1
we have
k
Y
Y E n+i , Y
+
Y X X, Y
.
X X, Y
= H E n+i (X, X )
i=1
Moreover,
0=Y E n+i , Y
=
Y E n+i , Y
+ E n+i ,
Y Y
Y E n+i , Y
+ E n+i , B(Y, Y ) + Y Y
=
Y E n+i , Y
+ E n+i , B(Y, Y )
=
Y E n+i , Y
+ H E n+i (Y, Y ),
=
and so
k
Y
X X, Y
=
Y X X, Y
k
X Y X, Y
= H E n+i (X, Y )H E n+i (X, Y ) + X Y X, Y
,
i=1
and then
K N () K M ()
k
= (H E n+i (X p , Y p ))2 + H E n+i (X p , X p )H E n+i (Y p , Y p )
i=1
= B(X p , Y p )2 + B(X p , X p ), B(Y p , Y p )
.
n p , we have
K N () K M ()
= B((E i ) p , (E j ) p )2 + B((E i ) p , (E i ) p ), B((E j ) p , (E j ) p )
= Sn p ((E i ) p ), (E j ) p
2 + Sn p ((E i ) p ), (E i ) p
Sn p ((E j ) p ), (E j ) p
= i j .
Example 5.5 In the special case where N is a 2manifold, and M = R3 with the
Euclidean metric, we have K M 0 and hence K N ( p) = 1 2 , as promised in
Example 5.1. Therefore, although 1 and 2 depend on the immersion, their product
depends only on the intrinsic geometry of N . Gauss was so pleased by this discovery
that he called it his Theorema Egregium (remarkable theorem).
Let us now study in detail the particular case where N is a hypersurface in M =
Rn+1 with the Euclidean metric. Let c : I N be a curve in N parameterized
by arc length s and such that c(0) = p and c(0) = X p T p N . We will identify
this curve c with the curve f c in Rn+1 . Considering the Gauss map g : V S n
defined on a neighborhood V of p in N , we take the curve n(s) := (g c)(s) in S n .
Since is the LeviCivita connection corresponding to the Euclidean metric in R3 ,
we have c c,
n
= c,
n
. On the other hand,
c c,
n
= B(c,
c)
+ c c,
n
= B(c,
c),
n
= Hn (c,
c).
kn  =  c(0),
n
 = c(0)
= kc ,
where kc := c(0)
is the socalled curvature of the curve c at c(0). The same
formula holds if c is a geodesic of N [cf. Exercise 5.7(6)].
Example 5.6 Let us consider the following three surfaces: the 2sphere, the cylinder
and the saddle surface z = x y.
(1) Let p be any point on the sphere. Intuitively, all points of this surface are on the
same side of the tangent plane at p, implying that both principal curvatures have
4.5 Isometric Immersions 161
the same sign (depending on the chosen orientation), and consequently that the
Gauss curvature is positive at all points.
(2) If p is any point on the cylinder, one of the principal curvatures is zero (the
maximum or the minimum, depending on the chosen orientation), and so the
Gauss curvature is zero at all points.
(3) Finally, if p is a point on the saddle surface z = x y then the principal curvatures
at p have opposite signs, and so the Gauss curvature is negative.
Exercise 5.7
and let N be
(1) Let M be a Riemannian manifold with LeviCivita connection ,
a submanifold endowed with the induced metric and LeviCivita connection .
Let X(M) be local extensions of X, Y X(N ). Recall that the second
X, Y
fundamental form of the inclusion of N in M is the map B : T p N T p N
(T p N ) defined at each point p N by
B(X, Y ) :=
X Y X Y.
Show that:
(a) B(X, Y ) does not depend on the choice of the extensions ;
X, Y
(b) B(X, Y ) is orthogonal to N ;
(c) B is symmetric, i.e. B(X, Y ) = B(Y, X );
(d) B is bilinear;
(e) B(X, Y ) p depends only on the values of X p and Y p ;
(f) [
]
X ,Y X [X,Y ] X is orthogonal to N .
(2) Let S n (r ) Rn+1 be the n dimensional sphere of radius r .
(a) Choosing at each point the outward pointing normal unit vector, what is the
Gauss map of this inclusion?
(b) What are the eigenvalues of its derivative?
(c) Show that all sectional curvatures are equal to r12 (so S n (r ) has constant
curvature r12 ).
(3) Let (M, ,
) be a Riemannian manifold. A submanifold N M is said to be
totally geodesic if the the geodesics of N are geodesics of M. Show that:
(a) N is totally geodesic if and only if B 0, where B is the second fundamental
form of N ;
(b) if N is the set of fixed points of an isometry then N is totally geodesic. Use
this result to give examples of totally geodesic submanifolds of Rn , S n and
Hn.
(4) Let N be a hypersurface in Rn+1 and let p be a point in N . Show that if K ( p) = 0
then
vol(g(D))
K ( p) = lim ,
D p vol(D)
162 4 Curvature
(h (s))2 + (g (s))2 = 1.
The image of f is the surface of revolution S with axis Oz, obtained by rotating
the curve (s) = (h(s), g(s)), parameterized by the arclength s, around that
axis.
(a) Show that f is an immersion.
(b) Show that f s := (d f ) s and f := (d f )( ) are orthogonal.
(c) Determine the Gauss map and compute the matrix of the second fundamental
form of S associated to the frame {E s , E }, where E s := f s and E :=
1
f f .
(d) Compute the mean curvature H and the Gauss curvature K of S.
(e) Using these results, give examples of surfaces of revolution with:
(1) K 0;
(2) K 1;
(3) K 1;
4.6 Notes 163
4.6 Notes
The isometries of the hyperbolic plane are examples of linear fractional transfor
mations (or Mbius transformations), i.e. maps f : C C given by
az + b
f (z) = ,
cz + d
The material in this chapter can be found in most books on Riemannian geome
try (e.g. [Boo03, dC93, GHL04]). The proof of the GaussBonnet theorem (due to
S. Chern) follows [dC93, CCL00] closely. See [KN96, Jos02] to see how this theo
rem fits within the general theory of characteristic classes of fiber bundles. A more
elementary discussion of isometric immersions of surfaces in R3 (including a proof
of the GaussBonnet theorem) can be found in [dC76, Mor98].
164 4 Curvature
References
Mechanics, the science of motion, was basically started by Galileo and his
revolutionary empirical approach. The first precise mathematical formulation was
laid down by Newton in the Philosophiae Naturalis Principia Mathematica, first
published in 1687, which contained, among many other things, an explanation for
the elliptical orbits of the planets around the Sun. Newtons ideas were developed
and extended by a number of mathematicians, including Euler, Lagrange, Laplace,
Jacobi, Poisson and Hamilton. Celestial mechanics, in particular, reached an exquisite
level of precision: the 1846 discovery of planet Neptune, for instance, was triggered
by the need to explain a mismatch between the observed orbit of planet Uranus and
its theoretical prediction.
This chapter uses Riemannian geometry to give a geometric formulation of
Newtonian mechanics. As explained in Sect. 5.1, this is made possible by the fact
that the kinetic energy of any mechanical system yields a Riemannian metric on
its configuration space, that is, the differentiable manifold whose points represent
the possible configurations of the system. Section 5.2 describes how holonomic con
straints, which force the system to move along submanifolds of the configuration
space, yield nontrivial mechanical systems. A particularly important example of this,
the rigid body, is studied in detail in Sect. 5.3. Nonholonomic constraints, which
restrict velocities rather than configurations, are considered in Sect. 5.4.
Section 5.5 presents the Lagrangian formulation of mechanics, where the
trajectories are obtained as curves extremizing the action integral. Also treated is
the Noether theorem, which associates conservation laws to symmetries. The dual
Hamiltonian formulation of mechanics, where the trajectories are obtained from
special flows in the cotangent bundle, is described in Sect. 5.6, and used in Sect. 5.7 to
formulate the theory of completely integrable systems, whose dynamics are partic
ularly simple. Section 5.8 generalizes the Hamiltonian formalism to symplectic and
Poisson manifolds, and discusses reduction of these manifolds under appropriate
symmetries.
m x = F(x, x),
where F : Rn Rn Rn is the force acting on the particle and m > 0 is the particles
mass. Therefore the solutions of this equation describe the possible motions of the
particle.
(v)(w) = v, w
Remark 1.3 In particular, the geodesics of a Riemannian manifold (M, , ) are the
motions of the mechanical system (M, , , 0) (describing a free particle on M).
Example 1.4 For the mechanical system comprising a single particle moving in n
dimensional space, the configuration space is clearly Rn . If we set
for all v, w Rn , where , is the Euclidean inner product in Rn , then the Levi
Civita connection of , will still be the trivial connection, and
5.1 Mechanical Systems 167
D x
= x.
dt
Setting
Hence the motions of the particle are the motions of the mechanical system
(Rn , , , F) with F defined by (5.1).
Definition 1.7 Let (M, , , F) be a mechanical system. The kinetic energy is the
differentiable map K : T M R given by
1
K (v) = v, v
2
for all v T M.
Example 1.8 For the mechanical system comprising a single particle moving in n
dimensional space, one has
1
K (v) := m v, v.
2
Proof
dE d 1 D c
(t) = c(t),
c(t) + U (c(t)) = (t), c(t)
+ (dU )c(t) c(t)
dt dt 2 dt
D c
= (c)
F(c)( c)
= 0.
dt
Proof We shall need the two following lemmas, whose proofs are left as exercises.
for all X, Y X(M) (where the gradient is taken with respect to , ).
D c
= f (t) c
dt
c
D D c
= + 2d(c)
c c,
c
grad ,
dt dt
D
where dt is the covariant derivative along c with respect to the Jacobi metric and
e = 2(h U ). The Newton equation yields
2
D c D c
= dU = grad U = e2 grad ,
dt dt
c, = 2K = 2(h U ) = e2 .
c
Consequently we have
c
D
= 2d(c)
c,
dt
which by Lemma 1.13 means that c is a reparameterized geodesic of the Jacobi
metric.
A very useful expression for writing the Newton equation in local coordinates is
the following.
(i = 1, . . . , n).
Example 1.15
(1) (Particle in a central field) Consider a particle of mass m > 0 moving in R2 under
the influence of a conservative
force whose potential energy U depends only on
the distance r = x 2 + y 2 to the origin, U = u(r ). The equations of motion
are most easily solved when written in polar coordinates (r, ), defined by
170 5 Geometric Mechanics
x = r cos
.
y = r sin
Since
d x = cos dr r sin d,
dy = sin dr + r cos d,
, = d x d x + dy dy = dr dr + r 2 d d,
and hence
1
2
2
K r, , vr , v = m vr + r 2 v .
2
Therefore we have
K K K
2 K
= mvr , = mr 2 v , = mr v , = 0,
vr v r
and consequently the Newton equations are written
d
(m r ) mr 2 = u
(r ),
dt
d 2
mr = 0.
dt
Notice that the angular momentum
p := mr 2
is constant along the motion. This conservation law can be traced back to the
fact that neither K nor U depend on .
(2) (Christoffel symbols for the 2sphere) The metric for the 2sphere S 2 R3 is
written as
, = d d + sin2 d d
[cf. Exercise 3.3(4) in Chap. 3]. A quick way to obtain the Christoffel symbols
in this coordinate system is to write out the Newton equations for a free particle
(of mass m = 1, say) on S 2 . We have
5.1 Mechanical Systems 171
1
2
2
K , , v , v = v + sin2 v
2
and hence
K K K
2 K
= v , = sin2 v , = sin cos v , = 0.
v v
d
sin cos 2 = 0 sin cos 2 = 0,
dt
d 2
sin = 0 + 2 cot = 0.
dt
Since these must be the equations for a geodesic on S 2 , by comparing with the
geodesic equations
2
x +
i
ijk x j x k = 0 (i = 1, 2),
j,k=1
Exercise 1.16
(1) Generalize Examples 1.1, 1.4, and 1.8 to a system of k particles moving in Rn .
(2) Let (M, , , F) be a mechanical system. Show that the Newton equation
defines a flow on T M, generated by the vector field X X(T M) whose local
expression is
n
n
X =v i
+ g (x)F j (x, v)
i j
jk (x)v v i ,
i j k
xi v
j=1 j,k=1
n
F= Fi (x, v)d x i
i=1
given by
1 2 2
U (x) := x .
2
(a) Write the equation of motion and its general solution.
(b) Friction can be included in this model by considering the external force
d
F u = dU 2ku d x
dx
(b) the fixed points of the flow are the points of the form (x0 , 0), where x0 is a
critical point of U ;
(c) if x0 is a maximum of U with U
(x0 ) < 0 then (x0 , 0) is an unstable fixed
point;
(d) if x0 is a minimum of U with U
(x0 ) > 0 then (x0 , 0) is a stable fixed point,
with arbitrarily small neighborhoods formed by periodic orbits.
1
(e) the periods of these orbits converge to 2U
(x0 ) 2 as they approach (x0 , 0);
(f) locally, any conservative mechanical system (M, , , dU ) with dim M =
1 is of the form above.
(5) Prove Lemma 1.12. (Hint: Use the Koszul formula).
(6) Prove Lemma 1.13.
(7) If (M, , ) is a compact Riemannian manifold, it is known that there exists a
nontrivial periodic geodesic. Use this fact to show that if M is compact then any
conservative mechanical system (M, , , dU ) admits a nontrivial periodic
motion.
(8) Prove Proposition 1.14.
(9) Recall that the hyperbolic plane is the upper half plane
H = (x, y) R2  y > 0
5.1 Mechanical Systems 173
[cf. Exercise 3.3(5) in Chap. 3]. Use Proposition 1.14 to compute the Christoffel
symbols for the LeviCivita connection of (H, , ) in the coordinates (x, y).
(10) (Kepler problem) The Kepler problem (in appropriate units) consists in deter
mining the motion of a particle of mass m = 1 in the central potential
1
U = .
r
(a) Show that the equations of motion can be integrated to
r 2 = p ,
r 2 p 2 1
+ 2 = E,
2 2r r
where E and p are integration constants.
(b) Use these equations to show that u = r1 satisfies the linear ODE
d 2u 1
+u = 2.
d 2 p
(c) Assuming that the pericenter (i.e. the point in the particles orbit closer to
the center of attraction r = 0) occurs at = 0, show that the equation of
the particles trajectory is
p 2
r= ,
1 + cos
where
= 1 + 2 p 2 E.
(Remark: This is the equation of a conic section with eccentricity in polar coordinates).
(d) Characterize all geodesics of R2 \ {(0, 0)} with the Riemannian metric
1
, =
(d x d x + dy dy) .
x 2 + y2
Show that this manifold is isometric to the surface of a cone with aperture 3 .
174 5 Geometric Mechanics
Example 2.2
(1) A particle of mass m > 0 moving in R2 subject to a constant gravitational accel
eration g is modeled by the mechanical system (R2 , , , mg dy), where
N = {(x, y) R2  x 2 + y 2 = l 2 }
(diffeomorphic to S 1 ).
(2) Similarly, a particle of mass m > 0 moving in R3 subject to a constant gravita
tional acceleration g is modeled by the mechanical system (R3 , , , mg dz),
where
v, w := m v, w
(, being the Euclidean inner product on R3 ). Requiring the particle to move
on a surface of equation z = f (x, y) yields the holonomic constraint
k
(v1 , . . . , vk ), (w1 , . . . , wk ) := m i vi , wi
i=1
with initial condition c(0) = v.
For any holonomic constraint there exist in general infinite possible choices of
reaction forces. The following definition yields a particularly useful criterion for
selecting reaction forces.
Definition 2.4 A reaction force in a mechanical system with holonomic constraint
(M, , , F, N ) is said to be perfect, or to satisfy the dAlembert principle, if
1 (R(v)) (T p N )
Remark 2.5 The variation of the kinetic energy of a solution of the generalized
Newton equation is
176 5 Geometric Mechanics
dK D c
= , c = F(c)(
c) + R(c)(
c) = F(c)(
c) + 1 (R(c)),
c .
dt dt
Therefore, a reaction force is perfect if and only if it neither creates nor dissipates
energy along any motion compatible with the constraint.
Example 2.6 In each of the examples above, requiring the reaction force to be perfect
amounts to the following assumptions.
(1) Simple pendulum : The force transmitted by the rod is purely radial (i.e. there
is no damping);
(2) Particle on a surface : The force exerted by the surface is orthogonal to it (i.e. the
surface is frictionless);
(3) Rigid body : The cohesive forces do not dissipate energy.
The next result establishes the existence and uniqueness of perfect reaction forces.
are exactly the motions of the mechanical system (N , , , F N ), where , is
the metric induced on N by , and F N is the restriction of F to N . In particular,
if F = dU is conservative then F N = d (U  N ).
Proof Recall from Sect. 4.5 of Chap. 4 that if is the LeviCivita connection of
(M, , ) and is the LeviCivita connection of (N , , ) then
X Y =
XY
for all X, Y X(N ), where are any extensions of X, Y to X(M) (as usual,
X, Y
v = v + v designates the unique decomposition arising from the splitting
T p M = T p N (T p N ) for each p N ). Moreover, the second fundamental
form of N ,
B(X, Y ) =
X Y X Y =
,
X Y
Assume that a perfect reaction force R exists; then the solutions of the generalized
Newton equation satisfy
c c = 1 (F(c))
+ 1 (R(c)).
5.2 Holonomic Constraints 177
On the other hand, the component of the generalized Newton equation orthogonal
to N yields
B(c, = 1 (F(c))
c) + 1 (R(c)).
c c = c c + B(c,
= 1
c) + 1 (F (c))
N (F N (c)) + 1 (R(c))
= 1 (F (c)) + 1 (F (c))
+ 1 (R(c))
= 1 (F (c))
+ 1 (R(c)).
Example 2.8 To write the equation of motion of a simple pendulum with a per
fect reaction force, we parameterize the holonomic constraint N using the map
: (, ) R2 defined by
( ) = (l sin , l cos )
(so that = 0 labels the stable equilibrium position, cf. Fig. 5.1). We have
d dx dy
= + = l cos + l sin ,
d d x d y x y
178 5 Geometric Mechanics
U (x, y) = mg y,
U ( ) = mgl cos .
Exercise 2.9
(1) Use spherical coordinates to write the equations of motion for the spherical
pendulum of length l, i.e. a particle of mass m > 0 moving in R3 subject to a
constant gravitational acceleration g and the holonomic constraint
N = (x, y, z) R3  x 2 + y 2 + z 2 = l 2 .
l1
m1
l2
m2
If at least three particles are not collinear, this manifold is diffeomorphic to O(3).
In fact, if we fix a point (1 , . . . , k ) in N then any other point in N is of the form
(S1 , . . . , Sk ) for a unique S O(3). A motion in N can therefore be specified
by a curve S : I R O(3). The trajectory in R3 of the particle with mass m i
will be given by the curve Si : I R R3 , whose velocity is S i (where we
use O(3) M33 (R) = R9 to identify TS O(3) with an appropriate subspace of
M33 (R)). Therefore the kinetic energy of the system along the motion will be
1
n
K = i ,
m i Si , S
2
i=1
Definition 3.1 A rigid body with a fixed point is any mechanical system of the
form (S O(3), , , F), with
V, W := V , W dm
R3
for all V, W TS S O(3) and all S S O(3), where , is the usual Euclidean inner
product on R3 and m (called the mass distribution of the reference configuration)
is a positive finite measure
on R3 , not supported on any straight line through the
origin, and satisfying R3 2 dm < +.
Example 3.2
(1) The rigid body composed by k particles of masses m 1 , . . . , m k corresponds to
the measure
k
m= m i i ,
i=1
Remark 3.3 The rotational motion of a general rigid body can in many cases be
reduced to the motion of a rigid body with a fixed point [cf. Exercise 3.20(2)]. Unless
otherwise stated, from this point onwards we will take rigid body to mean rigid
body with a fixed point.
Therefore there exist at most as many rigid bodies as inner products on so(3)
= R3 ,
i.e. as real symmetric positive definite 33 matrices [cf. Exercise 1.10(4) in Chap. 3].
In fact, we shall see that any rigid body can be specified by 3 positive numbers.
Proposition 3.5 The metric , defined on S O(3) by a rigid body is given by
V, W = tr V J W t ,
where
Ji j = i j dm.
R3
Proof We consider first the case in which the rigid body is nonplanar, i.e. m is
not supported in any plane through the origin. In this case, the metric , can be
extended to a flat metric on M33 (R)
= R9 by the same formula
V, W = V , W dm
R3
for all V, W TS M33 (R) and all S M33 (R). Indeed, this formula clearly
defines a symmetric 2tensor on M33 (R). To check positive definiteness, we notice
that if V TS M33 (R) is nonzero then its kernel is contained on a plane through the
origin. Therefore, the continuous function V , V is positive on a set of positive
measure, and hence
V, V = V , V dm > 0.
R3
This metric is easily seen to be flat, as the components of the metric on the natural
coordinates of M33 (R) are the constant coefficients Ji j . Therefore all Christoffel
symbols vanish on these coordinates, and the corresponding LeviCivita connection
is the trivial connection. If S : I R M33 (R) is a curve then
S = S.
S
Since , is the metric induced on S O(3) by , , we see that for any curve
S : I R S O(3) one has
S S = S = S ,
S
and hence
V = S , V = S,
S S, V = V dm
S,
R3
We can use this result to determine the geodesics of (S O(3), , ). A remarkable
shortcut (whose precise nature will be discussed in Sect. 5.5) can be obtained by
introducing the following quantity.
Definition 3.7 The angular momentum of a rigid body whose motion is described
by S : I R S O(3) is the vector
!
"
p(t) :=
(S(t) ) S(t) dm
R3
Proof We have
!
" !
"
p = S
S
+ (S ) S dm =
(S ) S dm.
R3 R3
A = (A)
for all R3 and A so(3). Moreover, ([A, B]) = (A) (B) for
all A, B so(3) (that is, is a Lie algebra isomorphism between so(3) and
(R3 , )).
1 1 1
K (V ) = V, V = S A, S A = I , ,
2 2 2
for all V TS S O(3) and all S S O(3), where V = S A and = (A).
Proof We start by checking that I is symmetric:
# $
I v, w = [ (v )] dm, w = (v ), w dm
R3 R3
= v , w dm = v, I w .
R3
In particular we have
I , = , dm = A, A dm
R3 R3
5.3 Rigid Body 185
= S A, S A dm = 2K (V ).
R3
= (I ) .
I
186 5 Geometric Mechanics
p = S I .
Therefore
0 = p = S I + S I
= S AI + S I
= S (I ) + I
.
Remark 3.15 Any point R3 in the rigid body traverses a curve x(t) = S(t)
with velocity
In the basis {e1 , e2 , e3 } of the principal axes, the Euler equations are written
1 = (I2 I3 )2 3
I1
2 = (I3 I1 )3 1
I2 .
3
I3 = (I1 I2 )1 2
S(t)
(t)
(t)
Proposition 3.16 If I1 > I2 > I3 , the stationary points of the Euler equations are
given by
P = ei ( R, i = 1, 2, 3),
Proof Since there are no external forces, the kinetic energy K , given by
2
2
2
1 P1 P2 P3
2K = I , = P, I P = + + ,
I1 I2 I3
e2
e1
e3
2 2 2
p2 = P2 = P 1 + P 2 + P 3 .
Therefore the flow is along spheres. The integral curves on a particular sphere can
be found by intersecting it with the ellipsoids corresponding to different values of
K , as shown in Fig. 5.4.
ez
e3
e2
ex
ey
e1
If the rigid body is not free, one must use parameterizations of S O(3).
The geometric interpretation +of the Euler, angles is sketched in Fig. 5.5: if the rota
tion carries the canonical basis ex , e y , ez to a new orthonormal basis {e1 , e2 , e3 },
then is the angle between e3 and ez ,+ is the, angle between the line of intersection
of the planes spanned by {e1 , e2 } and ex , e y (called the nodal line) and the xaxis,
and is the angle between e1 and the nodal line.
The general expression of the kinetic energy in the local coordinates of T S O(3)
associated to the Euler angles is quite complicated; here we present it only in the
simpler case I1 = I2 .
Proposition 3.19 If I1 = I2 then the kinetic energy of a rigid body in the local
coordinates (, , , v , v , v ) of T S O(3) is given by
I1
2
2 2 I3
2
K = v + v sin + v + v cos .
2 2
Proof Exercise 3.20(13).
A famous model which can be studied using this expression is the socalled
Lagrange top, corresponding to an axisymmetric rigid body in a constant gravity
field g. The potential energy for the corresponding mechanical system is
U := g S, ez dm = Mg S , ez ,
R3
is the position of the center of mass in the rigid bodys frame. By axisymmetry, the
center of mass satisfies = le3 for some l R, and so
U = Mgl cos .
190 5 Geometric Mechanics
Exercise 3.20
(1) Show that the bilinear form , defined on S O(3) by a rigid body is indeed
a Riemannian metric.
(2) A general rigid body (i.e. with no fixed points) is any mechanical system of
the form (R3 S O(3), , , F), with
(v, V ), (w, W ) := v + V , w + W dm
R3
for all (v, V ), (w, W ) T(x,S) R3 S O(3) and (x, S) R3 S O(3), where
, is the usual Euclidean inner product on R3 and m is apositive finite
measure on R3 not supported on any straight line and satisfying R3 2 dm <
+.
(a) Show that one can always translate m in such a way that
dm = 0
R3
(i.e. the center of mass of the reference configuration is placed at the origin).
(b) Show that for this choice the kinetic energy of the rigid body is
1 1
K (v, V ) = Mv, v + V, V ,
2 2
where M = m(R3 ) is the total mass of the rigid body and , is the
metric for the rigid body (with a fixed point) determined by m.
(c) Assume that there exists a differentiable function F : R3 R3 such that
F(x, S, v, V )(w, W ) = F(x + S ), w + W dm.
R3
Show that, if
(S ) F(x + S ) dm = 0
R3
for all (x, S) R3 S O(3), then the projection of any motion on S O(3) is
a geodesic of (S O(3), , ).
(d) Describe the motion of a rigid body falling in a constant gravitational field,
for which F = gez is constant.
(3) Prove Proposition 3.6 for a planar rigid body. (Hint: Include the planar rigid body in a smooth
oneparameter family of nonplanar rigid bodies).
5.3 Rigid Body 191
1
= p ;
I1
(b) if I1 = I2 = I3 then the rigid body rotates about a fixed axis with constant
angular speed (i.e. is constant);
(c) if I1 = I2 = I3 then precesses (i.e. rotates) about p with angular velocity
p
pr := .
I1
(9) Many asteroids have irregular shapes, and hence satisfy I1 < I2 < I3 . To
a very good approximation, their rotational motion about the center of mass
is described by the Euler equations. Over very long periods of time, however,
their small interactions with the Sun and other planetary bodies tend to decrease
their kinetic energy while conserving their angular momentum. Which rotation
state do asteroids approach?
(10) Due to its rotation, the Earth is not a perfect sphere, but an oblate spheroid;
therefore its moments of inertia are not quite equal, satisfying approximately
I1 = I2 = I3 ;
I3 I1 1
.
I1 306
192 5 Geometric Mechanics
The Earths rotation axis is very close to e3 , but precesses around it (Chandler
precession). Find the period of this precession (in the Earths frame).
(11) Consider a rigid body whose motion is described by the curve S : R S O(3),
and let be the corresponding angular velocity. Consider a particle with mass
m whose motion in the rigid bodys frame is given by the curve : R R3 .
Let f be the external force on the particle, so that its equation of motion is
d2
m (S ) = f.
dt 2
(a) Show that the equation of motion can be written as
m = F m ( ) 2m m
Show that the inertia ellipsoid of a freely moving rigid body rolls without
slipping on a fixed plane orthogonal to p (that is, the contact point has zero
velocity at each instant). (Hint: Show that any point S(t)(t) where the ellipsoid is tangent to a plane
orthogonal to p satisfies S(t)(t) = 1 (t)).
2K
(13) Prove Proposition 3.19. (Hint: Notice that symmetry demands that the expression for K must not
depend neither on nor on ).
(14) Consider the Lagrange top.
(a) Write the equations of motion and determine the equilibrium points.
(b) Show that there exist solutions such that , and are constant, which in
the limit  (fast top) satisfy

Mgl
.
I3
(15) (Precession of the equinoxes) Due to its rotation, the Earth is not a perfect
sphere, but an oblate ellipsoid; therefore its moments of inertia are not quite
equal, satisfying approximately
5.3 Rigid Body 193
I1 = I2 = I3 ;
I3 I1 1
I1 306
2
U = (I3 I1 ) cos2 ,
2
2
where 168 days.
(a) Write the equations of motion and determine the equilibrium points.
(b) Show that there exist solutions such that , and are constant, which in
the limit  (as is the case with the Earth) satisfy

2 (I3 I1 ) cos
.
I3
Given that for the Earth 23 , determine the approximate value of the
period of (t).
(16) (Pseudorigid body) Recall that the (non planar) rigid body metric is the restric
tion to S O(3) of the flat metric on G L(3) given by
V, W = tr V J W t ,
where
Ji j = i j dm.
R3
(a) What are the geodesics of the LeviCivita connection for this metric? Is
(G L(3), , ) geodesically complete?
(b) The Euler equation and the continuity equation for an incompressible
fluid with velocity field u : R R3 R3 and pressure p : R R3 R
are
u
+ (u )u = p,
t
u = 0,
194 5 Geometric Mechanics
where
= , 2, 3
x x x
1
x(t, ) = S(t),
u(t, x) = S(t)
= S(t)S 1
(t)x.
Show that the velocity field u satisfies the Euler equation (with p = 0), but
not the continuity equation.
(c) Let f : G L(3) R be given by f (S) = det S. Show that
f
= cof(S)i j
Si j
df
1 .
= (det S) tr SS
dt
(e) Show that the geodesics of (S L(3), , ) yield solutions of the Euler
equation with
t
p = x t S 1 J 1 S 1 x
2
which also satisfy the continuity equation.
5.3 Rigid Body 195
(Remark: More generally, it is possible to interpret the Euler equation on an open set U Rn as a
mechanical system on the group of diffeomorphisms of U (which is an infinitedimensional Lie group); the
continuity equation imposes the holonomic constraint corresponding to the subgroup of volumepreserving
diffeomorphisms, and the pressure is the perfect reaction force associated to this constraint).
Some mechanical systems are subject to constraints which force the motions to
proceed in certain admissible directions. To handle such constraints we must first
introduce the corresponding geometric concept.
for all q U .
for all p U [cf. Exercise 4.15(1)]. We will assume from this point on that all
distributions are differentiable.
Example 4.3
(1) (Wheel rolling without slipping) Consider a vertical wheel of radius R rolling
without slipping on a plane. Assuming that the motion takes place along a straight
line, we can parameterize any position of the wheel by the position x of the
contact point and the angle between a fixed radius of the wheel and the radius
containing the contact point (cf. Fig. 5.6); hence the configuration space is RS 1 .
X=R + ,
x
or, equivalently, by the kernel of the 1form
= d x Rd.
(2) (Ice skate) A simple model for an ice skate is provided by a line segment which
can either move along itself or rotate about its middle point. The position of the
skate can be specified by the Cartesian coordinates (x, y) of the middle point
and the angle between the skate and the xaxis (cf. Fig. 5.7); hence the config
uration space is R2 S 1 .
If the skate can only move along itself, we must require that (x, y ) be proportional
to (cos , sin ); this is equivalent to requiring that the motion be compatible with
the distribution defined on R2 S 1 by the vector fields
X = cos + sin , Y = ,
x y
One may wonder whether there exists any connection between holonomic and
nonholonomic constraints. To answer this question, we must make a small digres
sion.
p = Tp L p
for all p M, where L p is the leaf containing p. The leaves of F are called the
integral submanifolds of the distribution.
Integrable distributions are particularly simple. For instance, the set of points
q M which are accessible from a given point p M by a curve compatible
with the distribution is simply the leaf L p through p. If the leaves are embedded
submanifolds, then an integrable nonholonomic restriction reduces to a family of
holonomic restrictions. For this reason, an integrable distribution is sometimes called
a semiholonomic constraint, whereas a nonintegrable distribution is called a true
nonholonomic constraint.
It is therefore important to have a criterion for identifying integrable distributions.
Proof The proof of this theorem can be found in [War83] [see Exercise 4.15(3) for
the only if part].
di 1 nm = 0 (i = 1, . . . , n m)
+ ,
for all locally defined sets of differential forms 1 , . . . , nm whose kernels deter
mine .
Since the condition of the Frobenius theorem is local, this condition needs to be
checked only for sets of differential forms whose domains form an open cover of M.
Example 4.10
(1) (Wheel rolling without slipping) Recall that in this case the constraint is given
by the kernel of the 1form
= d x Rd.
Since
with initial condition in are compatible with . The reaction force is said to be
perfect, or to satisfy the dAlembert principle, if
1 (R(v))
p
for all v T p M, p M.
Just like in the holonomic case, a reaction force is perfect if and only if it neither
creates nor dissipates energy along any motion compatible with the constraint.
B(v, w) = ( X Y ) ,
n
Zi Z j = ikj Z k .
k=1
200 5 Geometric Mechanics
Consequently,
n
m
n
B(v, w) = ( X Y ) = ikj X i Y j Z k
i=1 j=1 k=m+1
D c
= 1 (F(c))
+ 1 (R(c)).
dt
D c
(recall that dt = c c).
Therefore, if R exists then it must be given by
1
R(v) = (B(v, v)) (F(v))
for any v , and by R(v) = R v for any v T M (as R F ). This proves
the uniqueness of R.
To prove existence, we just have to show that for this choice of R the solutions
of the generalized Newton equation with initial condition on are compatible with
. Consider the system
m i
c = i=1 v Zi
D c
. (5.3)
dt = 1 (F(c))
1 (F(c))
+ B(c,
c)
we see that this equation has only m nonvanishing components in the local frame
{Z 1 , . . . , Z n }. Therefore, (5.3) is a system of (n + m) firstorder ODEs on n + m
unknowns, and has a unique local solution for any initial condition. If c(0) c(0) ,
we can always choose v 1 (0), . . . , v m (0) such that
m
c(0) = v i (0) (Z i )c(0) .
i=1
The solution of (5.3) with initial condition (x 1 (0), . . . , x n (0), v 1 (0), . . . , v m (0))
must then, by uniqueness, be the solution of
D c
= 1 (F(c))
+ 1 (R(c))
dt
with initial condition c(0). On the other hand, it is, by construction, compatible
with .
Example 4.13 (Wheel rolling without slipping) Recall that in this case the constraint
is given by the kernel of the 1form
= d x Rd.
Since 1 R is orthogonal to the constraint for a perfect reaction force R, the con
straint must be in the kernel of R, and hence R = for some smooth function
: T M R.
If the kinetic energy of the wheel is
M x
2 I
2
K = v + v
2 2
then
D c
x + I d.
= M xd
dt
O
x
The motion of the wheel will be given by a solution of this equation which also
satisfies the constraint equation, i.e. a solution of the system of ODEs
M x = Mg sin +
I = R .
x = R
This system is easily solved to yield
2
x(t) = x0 + v0 t 2 t
v0 2
(t) = 0 + R t 2R t
I
= R2
where
g sin
=
1+ I
M R2
for all q U .
(2) Show that the foliation
F = (x, y) R2  y = 2x +
R
M x
2 y
2 I
2
K = v + v + v
2 2
and that the reaction force is perfect, show that the skate moves with constant
speed along straight lines or circles. What is the physical interpretation of
the reaction force?
204 5 Geometric Mechanics
(c) Determine the motion of the skate moving on an inclined plane, i.e. subject
to a potential energy U = Mg sin x.
(9) Consider a vertical wheel of radius R moving on a plane.
(a) Show that the nonholonomic constraint corresponding to the condition of
rolling without slipping or sliding is the distribution determined on the con
figuration space R2 S 1 S 1 by the 1forms
1 = d x R cos d, 2 = dy R sin d,
M x
2 y
2 I
2 J
2
K = v + v + v + v
2 2 2
and that the reaction force is perfect, show that the wheel moves with constant
speed along straight lines or circles. What is the physical interpretation of
the reaction force?
(c) Determine the motion of the vertical wheel moving on an inclined plane,
i.e. subject to a potential energy U = Mg sin x.
(10) Consider a sphere of radius R and mass M rolling without slipping on a plane.
(a) Show that the condition of rolling without slipping is
x = R y , y = R x ,
where (x, y) are the Cartesian coordinates of the contact point on the plane
and is the angular velocity of the sphere.
(b) Show that if the spheres mass is symmetrically distributed then its kinetic
energy is
M 2 I
K = x + y 2 + , ,
2 2
where I is the spheres moment of inertia and , is the Euclidean inner
product.
(c) Using as coordinates on the fibers of T S O(3), show that
D c
= x + y + .
dt x y
(Hint: Recall from Exercise 4.8(3) in Chap. 3 that the integral curves of leftinvariant vector fields on a Lie
group with a biinvariant metric are geodesics).
(d) Since we are identifying the fibers of T S O(3) with R3 , we can use the
Euclidean inner product to also identify the fibers of T S O(3) with R3 .
5.4 Nonholonomic Constraints 205
O
y
R
x := d x R e y , y := dy + R ex
+ ,
(where ex , e y , ez is the canonical basis of R3 ). Is this distribution inte
grable? (Hint: Show that any two points of R2 S O(3) can be connected by a piecewise smooth curve
compatible with the distribution).
(e) Show that the sphere moves along straight lines with constant speed and
constant angular velocity orthogonal to its motion.
(f) Determine the motion of the sphere moving on an inclined plane, i.e. subject
to a potential energy U = Mg sin x.
(11) (The golfer dilemma) Show that the center of a symmetric sphere of radius
R, mass M and moment of inertia I rolling without slipping inside a vertical
cylinder of radius R + a moves with constant angular velocity with respect
to
the axis of the cylinder while oscillating up and down with a frequency
I
I +M R 2
times the frequency of the angular motion.
206 5 Geometric Mechanics
b
S(c) :=
L (c(t)) dt.
a
We can look for the global minima (or maxima) of the action by considering
curves on C.
d
S( (s)) = 0
ds s=0
Notice that the global minima (or maxima) of S must certainly be attained at
critical points. However, a critical point is not necessarily a point of minimum (or
maximum). It turns out that the critical points of the action are solutions of second
order ODEs.
Theorem 5.3 The curve c C is a critical point of the action determined by the
Lagrangian L : T M R if and only if it satisfies the EulerLagrange equations
d L L
(x(t),
x(t)) i (x(t), x(t))
=0 (i = 1, . . . , n)
dt v i x
Proof Assume first that the image of c is contained on the domain of a local chart
(x 1 , . . . , x n ). Let : (, ) C be a variation of c. Setting x(s, t) := (x
)(s, t),
we have
b
x
S( (s)) = L x(s, t), (s, t) dt,
t
a
5.5 Lagrangian Mechanics 207
and hence
b
n i
d L x x
S( (s)) = x(0, t), (0, t) (0, t) dt
ds s=0 xi t s
a i=1
b
n 2 i
L x x
+ x(0, t), (0, t) (0, t) dt.
v i t st
a i=1
Differentiating the relations x(s, a) = x( p), x(s, b) = x(q) with respect to s one
obtains
x x
(0, a) = (0, b) = 0.
s s
Consequently, the second integral above can be integrated by parts to yield
b
n
d L x xi
x(0, t), (0, t) (0, t) dt,
dt v i t s
a i=1
and hence
n
b
d L d L
S( (s)) =
(x(t), x(t)) (x(t),
x(t)) wi (t) dt,
ds s=0 xi dt v i
a i=1
where we have set x(t) := (x c)(t) and w(t) := sx (0, t). This shows that if c
satisfies the EulerLagrange equations then c is a critical point of the action.
To show the converse, we notice that any smooth function w : [a, b] Rn
satisfying w(a) = w(b) = 0 determines a variation : (, ) C given in local
coordinates by x(s, t) = x(t) + sw(t), satisfying sx (0, t) = w(t). In particular, if
: [a, b] R is a smooth positive function with (a) = (b) = 0, we can take
L d L
wi (t) := (t)
(x(t), x(t)) (x(t),
x(t)) .
x i dt v i
n
b 2
L d L
(x(t), x(t))
(x(t), x(t)) (t) dt = 0,
xi dt v i
a i=1
d
(FL)v (w) := L(v + tw)
dt t=0
for all w T p M.
Definition 5.6 If L : T M R is a Lagrangian function then its associated Hamil
tonian function H : T M R is defined as
Theorem 5.7 The Hamiltonian function is constant along the solutions of the Euler
Lagrange equations.
Proof In local coordinates we have
n
L
H (x, v) = vi (x, v) L(x, v).
v i
i=1
1
L(v) = v, v U ((v))
2
(where : T M M is the canonical projection). Clearly,
1 d
(FL)v (w) = v + tw, v + tw = v, w,
2 dt t=0
and hence
1 1
H (v) = v, v v, v + U ((v)) = v, v + U ((v))
2 2
is the mechanical energy.
d
X Vp := (exp(t V ) p) = d A p e V,
dt t=0
m
Then the infinitesimal action of V = a=1 V a y a has components
210 5 Geometric Mechanics
m
Ai
X i (x) = (x, 0)V a .
ya
a=1
Setting y = y(t) in the above identity, where y 1 (t), . . . , y m (t) is the expression of
the curve exp(t V ) in local coordinates, and differentiating with respect to t at t = 0,
we obtain
n
m
L Ai
n
m
L 2 Ai
(x, v) (x, 0)V a
+ (x, v) (x, 0)v j V a = 0
xi ya v i ya x j
i=1 a=1 i, j=1 a=1
n
L
n
L Xi
(x, v)X i
(x) + (x, v) (x)v j = 0.
xi v i x j
i=1 i, j=1
In these coordinates,
n
L
J V (x, v) = (x, v)X i (x).
v i
i=1
1
k
L(x1 , . . . , xk , v1 , . . . , vk ) = m i vi , vi U (x1 , . . . , xk ).
2
i=1
k
(FL)(v1 ,...,vk ) (w1 , . . . , wk ) = m i vi , wi .
i=1
is conserved along the motion of the system for any V so(3). In other words, the
systems total angular momentum
k
Q := m i xi xi
i=1
is conserved.
Exercise 5.14
(1) Complete the proof of Theorem 5.3.
(2) Let (M, , ) be a Riemannian manifold. Show that the critical points of the
arclength, i.e. of the action determined by the Lagrangian L : T M R given
by
1
L(v) = v, v 2
(where we must restrict the action to curves with nonvanishing velocity) are
reparameterized geodesics.
(3) (Brachistochrone curve) A particle with mass m moves on a curve y = y(x)
under the action of a constant gravitational field, corresponding to the potential
energy U = mg y. The curve satisfies y(0) = y(d) = 0 and y(x) < 0 for
0 < x < d.
212 5 Geometric Mechanics
(a) Assuming that the particle is set free at the origin with zero velocity, show
that its speed at each point is
v= 2g y,
and that therefore the travel time between the origin and point (d, 0) is
d 1
21 1
1 + y
2 (y) 2 d x,
2
S = (2g)
0
where y
= ddyx .
(b) Show that the curve y = y(x) which corresponds to the minimum travel
time satisfies the differential equation
d
1 + y
2 y = 0.
dx
(c) Check that the solution of this equation satisfying y(0) = y(d) = 0 is given
parametrically by
x = R R sin
y = R + R cos
where d = 2 R. (Remark: This curve is called a cycloid, because it is the curved traced out by a
point on a circle which rolls without slipping on the x x axis).
1
L= mv, v + eA, v e ,
2
m x = eE + e x B,
1 x
2 y
2
L x, y, v x , v y = v + v + xv y yv x
2
1 2 1
+ x + y2 + + .
2 r1 r2
(c) Find the Hamiltonian function. (Remark: The fact that this function remains constant gives
the socalled Tisserand criterion for identifying the same comet before and after a close encounter with
Jupiter).
(d) Compute the equilibrium points (i.e. the points corresponding to stationary
solutions) which are not on the xaxis. How many equilibrium points are
there in the xaxis?
(e) Show that the linearization of the system around the equilibrium points not
in the xaxis is
214 5 Geometric Mechanics
3 3 3
2 =
(1 2)
4 4
,
+ 2 = 3 (1 2) + 9
3
4 4
and show that these equilibrium points are unstable for
1 69 1 69
1 << 1+ .
2 9 2 9
k
P := m i xi
i=1
k
JX = m i ci , X
i=1
center of mass, and its direction is given by the unit vector e. The rotors mass
is symmetrically distributed around the axis, producing a moment of inertia J .
(a) Show that the configuration space for the satellite with unlocked rotor is the
Lie group S O(3) S 1 , and that its motion is a geodesic of the leftinvariant
metric corresponding to the kinetic energy
1 1
K = I , + J 2 + J , e,
2 2
We will now see that under certain conditions it is possible to study the Euler
Lagrange equations as a flow on the cotangent bundle with special geometric prop
erties.
Let M be an ndimensional manifold. The set
.
T M T M := Tq M Tq M
qM
n
n
v= vi , = pi d x i ,
xi
i=1 i=1
n
x 1 , . . . , x n , v 1 , . . . , v n , p1 , . . . , pn =
H pi v i L x 1 , . . . , x n , v 1 , . . . , v n ,
i=1
and hence
n
n
n
= L L i
dH pi i dv i + v i dpi dx .
v xi
i=1 i=1 i=1
L 1
pi = x , . . . , x n , v1, . . . , vn (i = 1, . . . , n).
v i
It follows that the set of all such critical points is naturally a 2ndimensional sub
manifold S T M T M such that 1 S : S T M is a diffeomorphism. If
2 S : S T M is also a diffeomorphism then the Lagrangian is said to be
hyperregular. In this case, 2 S 1 S 1 : T M T M is a fiberpreserving
diffeomorphism, called the Legendre transformation.
Given a hyperregular Lagrangian, we can use the maps 1 S and 2 S to make the
identifications T M =S = T M. Since the Hamiltonian function H : T M R is
clearly related to the extended Hamiltonian function through H = H 1 1 , we
S
can under these identifications simply write H = H  S . Therefore
n
n
L i
dH = v i dpi dx
xi
i=1 i=1
(here we must think of x 1 , . . . , x n , v 1 , . . . , v n , p1 , . . . , pn as local functions on
1
S such that both x , . . . , x n , v 1 , . . . , v n and x 1 , . . . , x n , p1 , . . . , pn are local
coordinates). On the other hand, thinking of H as a function on the cotangent bundle,
we obtain
n
H i H
n
dH = d x + dpi .
xi pi
i=1 i=1
where the partial derivatives of the Hamiltonian
must be computed with respect
to the local coordinates x 1 , . . . , x n , p1 , . . . , pn and the partial derivatives of the
Lagrangian
1 must be
computed with respect to the local coordinates
x , . . . , x n , v1, . . . , vn .
we
1 see thatn this system reduces
to the Hamilton equations in the local coordinates
x , . . . , x , p1 , . . . , pn . Since the Hamilton equations clearly define a flow on
T M, the EulerLagrange equations must define a flow on T M.
1 n
L x 1, . . . , x n , v1, . . . , vn = gi j x 1 , . . . , x n v i v j U x 1 , . . . , x n .
2
i, j=1
L n
pi = = gi j v j (i = 1, . . . , n),
v i
j=1
n
vi = gi j p j (i = 1, . . . , n).
j=1
1
n
H= gi j v i v j + U.
2
i, j=1
Using the Legendre transformation, we can see the Hamiltonian as the following
function on the cotangent bundle.
1
n
1 kl
n
H= gi j g ik pk g jl pl + U = g pk pl + U.
2 2
i, j,k,l=1 k,l=1
The flow defined by the Hamilton equations has remarkable geometric properties,
which are better understood by introducing the following definition.
Definition 6.4 The canonical symplectic potential (or Liouville form) is the 1
form 1 (T M) given by
and
n
n
v= d x i (v) + dpi (v) .
x i pi
i=1 i=1
5.6 Hamiltonian Mechanics 219
Consequently,
n
(d ) (v) = d x i (v) ,
xi
i=1
and hence
n n
n
(v) = ((d ) (v)) = pi d x i d x j (v) j = pi d x i (v).
x
i=1 j=1 i=1
We conclude that
n
= pi d x i ,
i=1
and consequently
n
= dpi d x i .
i=1
Proposition 6.6 The Hamilton equations are the equations for the flow of the vector
field X H satisfying
(X H ) = d H.
Proof The Hamilton equations yield the flow of the vector field
n
H H
XH = .
pi x i x i pi
i=1
220 5 Geometric Mechanics
Therefore
n
(X H ) = (X H ) dpi d x i d x i dpi
i=1
n
H H
= i dxi dpi = d H.
x pi
i=1
(X F ) = d F.
Proof We have
X F F = d F(X F ) = ((X F )) (X F ) = (X F , X F ) = 0,
as is alternating.
d
L XF = t ,
dt t=0
L X F = (X F )d + d((X F )) = d(d F) = 0.
5.6 Hamiltonian Mechanics 221
Therefore
d d d d
t = (t+s ) = (s t ) = t (s )
dt ds s=0 ds s=0 ds s=0
d
= t s = t L X F = 0.
ds s=0
We conclude that
t = (0 ) = .
Theorem 6.11 (Liouville) Hamiltonian flows preserve the integral with respect to
the symplectic volume form: if t : T M T M is a Hamiltonian flow and
F C (T M) is a compactly supported function then
F t = F.
TM TM
Proof This is a simple consequence of the fact that t preserves the symplectic
volume form, since
t (n ) = (t )n = n .
Therefore
F t = (F t )n = (F t )t (n )
TM TM TM
= t (Fn ) = Fn = F
TM TM TM
Consider the open sets Un := nT (U ). If these sets were all disjoint then one could
N C (M) for each N N as
define functions G
N () = (G nT )() if Un and n N
G .
0 otherwise
N
F N =
G G nT = N G
TM TM n=1T M TM
for all N N, which is absurd. We conclude that there must exist m, n N (with,
say, n > m) such that
Um Un = mT (U ) nT (U ) = U (nm)T (U ) = .
Proposition 6.14 (C (T M), {, }) is a Lie algebra, and the map that associates
to a function F C (T M) its Hamiltonian vector field X F X(T M) is a Lie
algebra homomorphism, i.e.
(i) {F, G} = {G, F};
(ii) { F + G, H } = {F, H } + {G, H };
(iii) {F, {G, H }} + {G, {H, F}} + {H, {F, G}} = 0;
(iv) X {F,G} = [X F , X G ]
for any F, G, H C (T M) and any , R.
Proof We have
which proves the antisymmetry and bilinearity of the Poisson bracket. On the other
hand,
5.6 Hamiltonian Mechanics 223
X {F,G} = [X F , X G ].
Finally,
Exercise 6.15
(1) Prove Proposition 6.5.
(2) Let (M, , ) be a Riemannian manifold, 1 (M) a 1form and U C (M)
a differentiable function.
(a) Show that the EulerLagrange equations for the Lagrangian L : T M R
given by
1
L(v) = v, v + (v) p U ( p)
2
for v T p M yield the motions of the mechanical system (M, , , F),
where
F(v) = (dU ) p (v)(d) p
for v T p M.
(b) Show that the mechanical energy E = K +U is conserved along the motions
of (M, , , F) (which is therefore called a conservative mechanical sys
tem with magnetic term).
(c) Show that L is hyperregular and compute the Legendre transformation.
(d) Find the Hamiltonian H : T M R and write the Hamilton equations.
(3) Let c > 0 be a positive number, representing the speed of light, and consider
the open set U := {v T Rn  v < c}, where is the Euclidean norm.
The motion of a free relativistic particle of mass m > 0 is determined by the
Lagrangian L : U R given by
/
v2
L(v) := mc2 1 .
c2
224 5 Geometric Mechanics
X H F = 0 {H, F} = 0.
In general, there is no reason to expect that there should exist nontrivial first
integrals other than H itself. In the special cases when these exist, they often satisfy
additional conditions.
1
2
2
L r, , vr , v = m vr + r 2 v u(r ),
2
and so the Legendre transformation is given by
L L
pr = = mvr and pr = = mr 2 v .
v r v
The Hamiltonian function is then
pr 2 p 2
H (r, , pr , p ) = + + u(r ).
2m 2mr 2
By the Hamilton equations,
H
p = = 0,
and hence p is a first integral. Since
p 2 pr p
d H = 3 + u
(r ) dr + dpr + dp ,
mr m mr 2
we see that d H and dp are independent on the dense open set of T R2 formed
by the points whose polar coordinates (r, , pr , p ) are well defined and do not
satisfy
p 2
u
(r ) = pr = 0
mr 3
(i.e. are not on a circular orbit cf. Exercise 7.17(4). Therefore this Hamiltonian
is completely integrable.
Proposition 7.6 Let H be a completely integrable Hamiltonian with first integrals
F1 , . . . , Fn in involution, independent in the dense open set U T M, and such
that X F1 , . . . , X Fn are complete on U . Then each nonempty level set
L f := { U  F1 () = f 1 , . . . , Fn () = f n }
226 5 Geometric Mechanics
where i,t : L f L f is the flow of X Fi . Since these flows commute, this map
defines an action of Rn on L f . On the other hand, for each L f , the map
A : Rn L f given by A (t1 , . . . , tn ) = A(t1 , . . . , tn , ) is a local diffeomorphism
at the origin, as
d
(d A )0 (ei ) = i,t () = X Fi
dt t=0
and the vector fields X Fi are linearly independent. Therefore the action is locally
free (that is, for each point L f there exists an open neighborhood U Rn of
0 such that A(t, ) = for all t U \ {0}), meaning that the isotropy groups are
discrete. Also, the action is locally transitive (i.e. each point L f admits an open
neighborhood V L f such that every V is of the form = A(t, ) for some
t Rn ), and hence transitive on each connected component (for given L f both
the set of points L f which are of the form = A(t, ) for some t Rn and the
set of points which are not are open).
The isotropy subgroups of the action above are discrete subgroups of Rn . We next
describe the structure of such subgroups.
Proposition 7.7 Let be a discrete subgroup of Rn . Then there exist k
{0, 1, . . . , n} linearly independent vectors e1 , . . . , ek such that = spanZ
{e1 , . . . , ek }.
Proof If = {0} then we are done. If not, let e \ {0}. Since is discrete, the set
{e  0 < 1}
is finite (and nonempty). Let e1 be the element in this set which is closest to 0. Then
(for otherwise e1 would not be the element in this set closest to 0). If = spanZ {e1 }
then we are done. If not, let e \ spanZ {e1 }. Then the set
5.7 Completely Integrable Systems 227
e2
e1
{e + 1 e1  0 < , 1 1}
is finite (and nonempty). Let e2 be the element in this set which is closest to
spanR {e1 } (Fig. 5.10). Then
t (x) = x + t.
t (x)
Proof Since the connected components of the level sets of (F1 , . . . , Fn ) are compact,
the vector fields X Fi are complete. All that remains to be seen is that the flow of X H
on the invariant tori is a linear flow. It is clear that the flow of each X Fi is linear in
the coordinates given by Proposition 7.8. Since X H is tangent to the invariant tori,
n
we have X H = i=1 f i X Fi for certain functions f i . Now
n
0 = X {Fi ,H } = [X Fi , X H ] = (X Fi f j )X F j ,
j=1
and hence each function f i is constant on the invariant torus. We conclude that the
flow of X H is linear.
Proof Since T n = Rn /Zn , the differentiable functions on the torus arise from
periodic differentiable functions on Rn , which can be expanded as uniformly con
vergent Fourier series. Therefore it suffices to show that the theorem holds for
f (x) = e2ik,x with k Zn .
If k = 0 then both sides of the equality are 1, and the theorem holds.
If k = 0 that the righthand side of the equality is zero, whereas the lefthand side
is
T
1
f (x) = lim e2ik,x+t dt
T + T
0
1 2ik,x e2ik,T 1
= lim e =0
T + T 2ik,
Exercise 7.17
(1) Show that if F, G C (T M) are first integrals, then {F, G} is also a first
integral.
(2) Prove Proposition 7.3.
(3) Consider a surface of revolution M R3 given in cylindrical coordinates
(r, , z) by
r = f (z),
1
2
L , z, v , v z = ( f (z))2 v + ( f
(z))2 + 1 (v z )2 .
2
(b) Show that the curves given in local coordinates by = constant or f
(z) = 0
are images of geodesics.
(c) Compute the Legendre transformation, show that L is hyperregular and
write an expression in local coordinates for the Hamiltonian H : T M R.
(d) Show that H is completely integrable.
(e) Show that the projection on M of the invariant set
l
f (z) .
2E
pr 2 p 2
H (r, , pr , p ) = + + u(r ).
2m 2mr 2
(a) Show that there exist circular orbits of radius r0 whenever u
(r0 ) 0.
(b) Verify that the set of points where d H and dp are not independent is the
union of these circular orbits.
(c) Show that the projection of the invariant set
5.7 Completely Integrable Systems 231
l2
u(r ) + E.
2mr 2
3u
(r0 )
u
(r0 ) + >0
r0
where U R3 is the open set given by r > 2M (the coordinate u is called the
time coordinate, and in general is different from the proper time of the particle,
i.e. the parameter t of the curve).
(a) Show that L is hyperregular and compute the corresponding Hamiltonian
H : T U R.
(b) Show that H is completely integrable.
(c) Show that there exist circular orbits of any radius r0 > 2M, with H < 0 for
r0 > 3M, H = 0 for r0 = 3M and H > 0 for r0 < 3M. (Remark: The orbits
with H > 0 are not physical, since they correspond to speeds greater than the speed of light; the orbits with
H = 0 can only be achieved by massless particles, which move at the speed of light).
(d) Show that the set of points where d H , dpu and dp are not independent
(and pu = 0) is the union of these circular orbits.
(e) Show that the projection of the invariant cylinder
(f) Conclude that if r0 > 6M then the circular orbit of radius r0 is stable.
232 5 Geometric Mechanics
(6) Recall that the Lagrange top is the mechanical system determined by the
Lagrangian L : T S O(3) R given in local coordinates by
I1
2
2 2 I3
2
L= v + v sin + v + v cos Mgl cos ,
2 2
where (, , ) are the Euler angles, M is the tops mass and l is the distance
from the fixed point to the center of mass.
(a) Compute the Legendre transformation, show that L is hyperregular and
write an expression in local coordinates for the Hamiltonian H : T S O(3)
R.
(b) Prove that H is completely integrable.
(c) Show that the solutions found in Exercise 3.20(14) are stable for 

if  is large enough.
(7) Show that the the Euler top with I1 < I2 < I3 defines a completely integrable
Hamiltonian on T S O(3).
(8) Consider the sequence formed by the first digit of the decimal expansion of each
of the integers 2n for n N0 :
1, 2, 4, 8, 1, 3, 6, 1, 2, 5, 1, 2, 4, 8, 1, 3, 6, 1, 2, 5, . . .
1 2ik
n
lim e = 0.
n+ n + 1
k=0
(b) Prove the following discrete version of the Birkhoff ergodicity theorem: if a
differentiable function f : R R is periodic with period 1 and R \ Q
then for all x R
1
1
n
lim f (x + k) = f (x)d x.
n+ n + 1
k=0 0
All definitions and results of Sects. 5.6 and 5.7 (Hamiltonian flow and its proper
ties, Liouville and Poincar recurrence theorems, Poisson bracket, completely inte
grable systems and the ArnoldLiouville theorem) are readily extended to arbitrary
symplectic manifolds. In fact, all symplectic manifolds are locally the same (i.e. there
is no symplectic analogue of the curvature), as we now show.
n
= dpi d x i
i=1
T
S p
XP Q(q)(q)
X P {F, G} = {P, {F, G}} = {{P, F}, G} + {F, {P, G}} = {0, G} + {F, 0} = 0,
and similarly X Q {F, G} = 0, implying that {F, G} is the extension of the Poison
bracket on (S, i ). Therefore, if the Darboux theorem holds for (S, i ), meaning
that we have m 2 = 2n 2 and local coordinates (x 1 , . . . , x n1 , p1 , . . . , pn1 )
with {x i , x j } = { pi , p j } = 0 and { pi , x j } = i j for i, j = 1, . . . , n 1, then,
making x n = Q and pn = P, we have the result for (M, ).
In fact, to have Hamiltonian flows all that is required is the existence of a Poisson
bracket. This suggests a further generalization.
Definition 8.4 A Poisson manifold is a pair (M, {, }), where M is a differentiable
manifold and {, }, called the Poisson bracket, is a Lie bracket on C (M) satisfying
the Leibniz rule, that is,
(i) {F, G} = {G, F};
(ii) { F + G, H } = {F, H } + {F, H };
(iii) {F, {G, H }} + {G, {H, F}} + {H, {F, G}} = 0;
(iv) {F, G H } = {F, G}H + {F, H }G
for any , R and F, G, H C (M).
5.8 Symmetry and Reduction 235
Example 8.5
(1) Any symplectic manifold (M, ) is naturally a Poisson manifold (M, {, })
[cf. Exercise 6.15(7)].
(2) Any smooth manifold M can be given a Poisson structure, namely the trivial
Poisson bracket {, } := 0. This is not true for symplectic structures, even if M
is evendimensional [cf. Exercise 8.23(2)].
(3) If , is the Euclidean inner product on R3 then the formula
The bilinearity and Leibniz rule properties of the Poisson bracket imply that {F, }
is a derivation (hence a vector field) for any F C (M). This allows us to define
Hamiltonian flows.
Definition 8.6 If (M, {, }) is a Poisson manifold and F C (M) then the Hamil
tonian vector field generated by F is the vector field X F X(M) such that
X F G = {F, G}
Proof Property (i) is immediate from the bilinearity of the Poisson bracket. Property
(ii) arises from the Jacobi identity, as
The functions in the kernel of the homomorphism F X F are called the Casimir
functions, and are simply the functions F C (M) that Poisson commute with all
other functions, that is, such that {F, G} = 0 for all G C (M). Notice that Casimir
functions are constant along any Hamiltonian flow. The image of the homomorphism
F X F is the set of Hamiltonian vector fields, which in particular forms a Lie
subalgebra of (X(M), [, ]).
236 5 Geometric Mechanics
Example 8.8
(1) If (M, ) is a symplectic manifold then the Casimir functions are just the (locally)
constant functions.
(2) If {, } := 0 is the trivial Poisson bracket on a smooth manifold M then any
function is a Casimir function, and the only Hamiltonian vector field is the zero
field.
(3) If {, } is the Poisson bracket defined on R3 by the formula
for any smooth function F C (R3 ). It follows that the Hamiltonian vector
fields are necessarily tangent to the spheres of constant C (and in particular must
vanish at the origin).
Since the Poisson bracket can be written as
we see that {F, G}( p) is a linear function of both (d F) p and (dG) p . Therefore the
Poisson bracket determines a bilinear map B p : T p M T p M R for all p M.
Definition 8.9 The antisymmetric (0, 2)tensor field B satisfying
where the contraction of a covector with the Poisson bivector is defined in the same
way as the contraction of a vector with an alternating tensor [cf. Exercise 1.15(8)] in
Chap. 2). Therefore we have
X F = (d F)B,
and so the set of all possible values of Hamiltonian vector fields at a given point
p M is exactly the range of the map T p M ()B T p M.
Theorem 8.10 (Kirillov) Let (M, {, }) be a Poisson manifold such that the rank of
the map T p M ()B T p M is constant (as a function of p M). Then M
is foliated by symplectic submanifolds (S, S ) (called symplectic leaves) such that
5.8 Symmetry and Reduction 237
Proof Since the rank r of the map T p M ()B T p M is constant, the range
p of this map has dimension r for all p M, and so determines a distribution
of dimension r in M. By construction, all Hamiltonian vector fields are compatible
with this distribution, and it is clear that for each p M there exist F1 , . . . , Fr
C (M) such that is spanned by X F1 , . . . , X Fr on a neighborhood of p. Since
[X Fi , X F j ] = X {Fi ,F j } for i, j = 1, . . . , r , the distribution is integrable, and so M
is foliated by r dimensional leaves S with T p S = p for all p S. If , T p M
then B(, ) = (()B) = (()B) depends only on the restrictions of and
to p , that is, B restricts to p p . Moreover, this restriction is nondegenerate,
since the map p ()B p is surjective. It is then easy to check that
the Poisson bracket determined in each leaf S by the restriction of B to T S T S
arises from a symplectic form on S [cf. Exercise 8.23(4)].
Remark 8.11 Kirillovs theorem still holds in the general case, where the rank of
the map T p M ()B T p M is not necessarily constant. In this case the
symplectic leaves do not necessarily have the same dimension, and form what is
called a singular foliation.
Example 8.12
(1) If (M, ) is a symplectic manifold then there is only one symplectic leaf (M
itself).
(2) If {, } := 0 is the trivial Poisson bracket on a smooth manifold M then the
Poisson bivector vanishes identically and the symplectic leaves are the zero
dimensional points.
(3) If {, } is the Poisson bracket defined on R3 by the formula
for any v, w R3 , where we use the Euclidean inner product , to make the
identification (R3 )
= R3 . Therefore at x R3 we have
(v)B = x v,
and so the range of B at x is the tangent space to the sphere Sx of radius x cen
tered at the origin. The symplectic leaves are therefore the spheres Sx (including
the origin, which is a singular leaf), and if x = 0 the symplectic form on Sx is
given by
238 5 Geometric Mechanics
1
(v, w) = x, v w
x2
1 1
(X F , v) = x, X F v = v, x ((grad F)B)
x2 x2
1
= v, x (x grad F)
x2
1
= v, x, grad Fx x 2
grad F
x2
= v, grad F = d F(v).
Next we consider the geometric properties of Hamiltonian flows, that is, flows
generated by Hamiltonian vector fields. Just like in the symplectic case, we have a
Hamiltonian version of energy conservation.
X F F = {F, F} = {F, F} = 0.
Recall that in the symplectic case Hamiltonian flows preserve the symplectic form.
To obtain the analogue of this property in Poisson geometry we make the following
definition.
{F, G} f = {F f, G f }
for all F, G C (N ).
f X F f = X F .
( f X F f ) G = X F f (G f ) = {F f, G f } = {F, G} = X F G.
5.8 Symmetry and Reduction 239
d d d d
(G t ) = (t G) = ((t+s ) G) = ((t s ) G)
dt dt ds s=0 ds s=0
d
= (s (t G)) = X F (t G) = {F, t G}.
ds s=0
K t := {G, H } t {G t , H t } = t {G, H } {t G, t H }.
= X F (t {G, H }) {F, {t G, t H }} = X F K t .
Integrating from {0} M along the integral curves of t X F we then obtain K t = 0
for all t I .
We are now ready to discuss symmetry and reduction.
Definition 8.17 Let G be a Lie group acting on a Poisson manifold (M, {, }). The
action is said to be:
(1) Poisson if for each g G the map Ag : M M given by Ag ( p) := g p is a
Poisson map;
(2) Hamiltonian if for each V g there exists a function J (V ) C (M) such that
the infinitesimal action X V is the Hamiltonian vector field generated by J (V ),
that is, X V = X J (V ) .
If G is connected then Proposition 8.16 guarantees that a Hamiltonian action is
Poisson [cf. Exercise 8.23(6)]. Notice that because X V is a linear function of V we
can take J (V ) to be a linear function of V , and thus think of J as a map J : M g .
This map is called the momentum map for the action.
240 5 Geometric Mechanics
Theorem 8.18 (Noether, Hamiltonian version) If the action of the Lie group G on
the Poisson manifold (M, {, }) is Hamiltonian with momentum map J : M g
and H C (M) is Ginvariant then J is constant along the Hamiltonian flow of
H.
X V H = 0 X J (V ) H = 0 {J (V ), H } = 0 X H J (V ) = 0.
Example 8.19 The relation between the Hamiltonian and the Lagrangian versions
of the Noether theorem is made clear by the following important example. Let M
be a differentiable manifold, and let G be a Lie group acting on M. We can lift this
action to the symplectic (hence Poisson) manifold T M by the formula
g = Ag1
(A1 (x 1 , . . . , x n , y 1 , . . . , y m ), . . . , An (x 1 , . . . , x n , y 1 , . . . , y m ))
then we have n
n
Ai
Ag1 pi d x i = pi (x, y)d x j ,
x j
i=1 i, j=1
m
Therefore the infinitesimal action of V := a=1 V a y a on T M is
n
n
X j
n
J
n
J
X (x) i
i
(x) p j = ,
x xi pi pi x i x i pi
i=1 i, j=1 i=1 i=1
5.8 Symmetry and Reduction 241
where
m
Ai
X i (x) = (x, 0)V a
ya
a=1
n
J= X i (x) pi .
i=1
J ()(V ) = (X V ),
Proof We just have to observe that the if the action is Poisson then the Poisson
bracket of Ginvariant functions is Ginvariant.
If G is a Lie group then G acts on G by left multiplication, and the lift of this
action to T G is free, proper and Hamiltonian. If moreover G is connected then the
action is Poisson, and we have the following result.
Theorem 8.21 (LiePoisson reduction) If G is a connected Lie group then the quo
tient Poisson bracket on T G/G g is given by
m
F H
{F, H } = a
pa Cbc ,
pb pc
a,b,c=1
m
= pa a ,
a=1
1 a b
m
da = Cbc c ,
2
b,c=1
m
1
m
= d = dpa a a
pa Cbc b c
a
2
a,b,c=1
m
m
m
= dpa a a dpa a
pa Cbc b c .
a a a,b,c=1
Setting
m
m
X F := a Xa + a ,
pa
a=1 a=1
m
m
m
(X F ) = a dpa +
a b c
pa Cbc a a .
a=1 a,b,c=1 a=1
m
F
m
a F
XF = Xa + pa Cbc ,
pa pb pc
a=1 a,b,c=1
m
F H
{F, H } = X F H = a
pa Cbc .
pb pc
a,b,c=1
m
m
F H F H
{F, H } = pa ([X b , X c ])
a
= pa a
Xb, Xc
pb pc pb pc
a,b,c=1 a,b,c=1
m
= pa a ([d F, d H ]).
a
(R3 ) =
on so(3) = R3 , where we used Lemma 3.9 to identify so(3) with (R3 , )
and the Euclidean inner product , to make (R3 )
= R3 .
Exercise 8.23
(1) Consider the symplectic structure on
S 2 = {(x, y, z) R3  x 2 + y 2 + z 2 = 1}
determined by the usual volume form. Compute the Hamiltonian flow gener
ated by the function H (x, y, z) = z.
(2) Let (M, ) be a symplectic manifold. Show that:
n
(a) = i=1 dpi d x i if and only if {x i , x j } = { pi , p j } = 0 and { pi , x j } =
i j for i, j = 1, . . . , n;
(b) M is orientable;
(c) if M is compact then cannot be exact. (Remark: In particular if M is compact and
all closed 2forms on M are exact then M does not admit a symplectic structure; this is the case for all
evendimensional spheres S 2n with n > 1).
F( ) := p
( ) := 1 , + U ( p)
H
2
for T p M. (Remark: Since the projections of the two flows on M coincide, we see that the
magnetic term can be introduced by changing either the Lagrangian or the symplectic form).
n
B= Bi j ,
x i x j
i, j=1
where B i j = {x i , x j } for i, j = 1, . . . , n;
(b) the Hamiltonian vector field generated by F C (M) can be written as
p
F
XF = Bi j ;
xi x j
i, j=1
for all i, j, k = 1, . . . , n;
(d) if {, } arises from a symplectic form then (B i j ) = (i j )1 ;
(e) if B is nondegenerate then it arises from a symplectic form.
5.8 Symmetry and Reduction 245
n
X Fi = ai j ;
x j
j=1
ei (r, ) = (r, + ),
pr 2 p 2
H (r, , pr , p ) = + 2 + u(r ).
2 2r
Show that H is S O(2)invariant, and determine its Hamiltonian flow on the
reduced Poisson manifold Q.
(f) Use the Noether theorem to obtain a quantity conserved by the Hamiltonian
flow of H on T M.
(9) Recall that the upper half plane H = {(x, y) R2  y > 0} has a Lie group
structure, given by the operation
1
g := (d x d x + dy dy)
y2
on H [cf. Exercise 7.17(3) in Chap. 1 and Exercise 3.3(5) in Chap. 3]. The
geodesics are therefore determined by the Hamiltonian function K : T H
R given by
y2 2
K (x, y, px , p y ) = px + p 2y .
2
are also H invariant, and use this to obtain the quotient Poisson structure on
T H/H . Is this a symplectic manifold?
(c) Write an expression for the momentum map for the action of H on T H ,
and use it to obtain a nontrivial first integral I of the geodesic equations.
Show that the projection on H of a geodesic for which K = E, px = l and
I = m satisfies the equation
l 2 x 2 + l 2 y 2 2lmx + m 2 = 2E.
1
L= I , ,
2
where are the leftinvariant coordinates on the fibers resulting from the
identifications
= so(3)
TS S O(3) = d L S (so(3)) = R3 .
(a) Show that if we use the Euclidean inner product , to identify (R3 ) with
R3 then the Legendre transformation is written
P = I ,
= S

(a) {P i , P j } = 3k=1 i jk P k ;
(b) { i , j } = 0;

(c) {P i , j } = 3k=1 i jk k ,
where
+1 if (i, j, k) is an even permutation of (1, 2, 3)
i jk = 1 if (i, j, k) is an odd permutation of (1, 2, 3)
0 otherwise.
(Hint: Show that = along any motion of the Euler top, where is the angular velocity in the Euler
i 2
tops frame, and regard (P2 ) as the limit of the Euler top Hamiltonian when Ii = 1 and I j + for j = i ).
(12) If in Exercise 8.23(11) we set = gez , where g is the (constant) gravitational
acceleration, then the motion of a rigid body (with a fixed point) of mass M
and moment of inertia I , whose center of mass has position vector L R3 in
its frame, is given by the Hamiltonian flow of
1
H= P, I 1 P + M , S L.
2
(a) Show that H is S 1 invariant for the lift to T S O(3) of the action of S 1 on
S O(3) determined by ei S = R S, where
cos sin 0
R := sin cos 0
0 0 1
(d) Use the functions P and to write the equations of motion on the quotient,
and give an example of a nonconstant Casimir function.
5.9 Notes
Throughout this chapter, starting at the exercises of Sect. 5.1, we need several defi
nitions and facts related to stability of fixed points of vector fields in Rn (refer for
instance to [Arn92, GH02] for additional details). In order to study nonlinear systems
5.9 Notes 249
x = f (x)
(x Rn ) (5.4)
x(0) = x0
one usually starts by finding the zeros of f , called fixed points, equilibria or sta
tionary solutions. A fixed point x is called stable if for each neighborhood U of x
there exists another (possibly smaller) neighborhood V of x such that if x0 V then
x(t) U for each t > 0 where the solution is defined. The behavior of solutions
near x can, in many situations, be studied by linearizing (5.4) at x and analyzing the
resulting (linear) system
= A
( Rn ) (5.5)
(0) = 0
(0 , t) = et A 0 ,
where et A can be seen as a map from Rn to Rn defining the flow of the vector field
A . If we put A in the Jordan canonical form then it is clear that this flow has the
following invariant subspaces:
References
[AM78] Abraham, R., Marsden, J.: Foundations of Mechanics. Addison Wesley, New York (1978)
[Arn92] Arnold, V.I.: Ordinary Differential Equations. Springer, New York (1992)
[Arn97] Arnold, V.I.: Mathematical Methods of Classical Mechanics. Springer, New York (1997)
[Aud96] Audin, M.: Spinning Tops. Cambridge University Press, Cambridge (1996)
[Blo03] Bloch, A.: Nonholonomic Mechanics and Control. Springer, New York (2003)
[BL05] Bullo, F., Lewis, A.: Geometric Control of Mechanical Systems. Springer, New York
(2005)
[CB97] Cushmann, R., Bates, L.: Global Aspects of Classical Integrable Systems. Birkhuser,
Basel (1997)
[GPS02] Goldstein, H., Poole, C., Safko, J.: Classical Mechanics. Addison Wesley, New York
(2002)
[GH02] Guckenheimer, J., Holmes, P.: Nonlinear Oscillations Dynamical Systems and Bifurca
tions of Vector Fields. Springer, New York (2002)
[MR99] Marsden, J., Ratiu, T.: Introduction to Mechanics and Symmetry. Springer, New York
(1999)
[Oli02] Oliva, W.: Geometric Mechanics. Springer, New York (2002)
[War83] Warner, F.: Foundations of Differentiable Manifolds and Lie Groups. Springer, New York
(1983)
Chapter 6
Relativity
In fact, any two inertial frames must be related by such an affine transformation
[cf. Exercise 1.1(3)].
The Galileo spacetime, which underlies Newtonian mechanics, is obtained by
further requiring that inertial frames should:
(1) agree on the time interval between any two events (and hence on whether two
given events are simultaneous);
(2) agree on the distance between simultaneous events.
Therefore, up to translations and reflections, all coordinate transformations
between inertial frames belong to the Galileo group Gal(4), the group of linear
orientationpreserving maps which preserve time functions and the Euclidean struc
tures of the simultaneity hypersurfaces.
When analyzing problems in which only one space dimension is important, we can
use a simpler 2dimensional Galileo spacetime. If (t, x) are the spacetime coordinates
associated to an inertial frame and T Gal(2) is a Galileo change of basis to a new
inertial frame with global coordinates (t , x ), then
6.1 Galileo Spacetime 253
:= T = +v
t t t x
:= T =
x x x
with inverse
1 0
S 1 = .
v 1
t = t
(v R)
x = x vt
(Galileo transformation), and hence the new frame is moving with velocity v with
respect to the old one (as the curve x = 0 is the curve x = vt). Notice that S 1 is
obtained from S simply by reversing the sign of v, as one would expect, as the old
frame must be moving relative to the new one with velocity v. We shall call this
observation the relativity principle.
Exercise 1.1
(1) (Lucas problem) By the late 19th century there existed a regular transatlantic
service between Le Havre and New York. Every day at noon (GMT) a transat
lantic ship would depart Le Havre and another one would depart New York. The
journey took exactly seven days, so that arrival would also take place at noon
(GMT). Therefore, a transatlantic ship traveling from Le Havre to New York
would meet a transatlantic ship just arriving from New York at departure, and
another one just leaving New York on arrival. Besides these, how many other
ships would it meet? At what times? What was the total number of ships needed
for this service? (Hint: Represent the ships motions as curves in a 2dimensional Galileo spacetime).
(2) Check that free particles move with constant velocity relative to inertial frames.
(3) Let f : Rn Rn (n 2) be a bijection that takes straight lines to straight lines.
Show that f must be an affine function, i.e. that
f (x) = Ax + b
254 6 Relativity
The Galileo spacetime requirement that all inertial observers should agree on the
time interval between two events is intimately connected with the possibility of
synchronizing clocks in different frames using signals of arbitrarily high speeds.
Experience reveals that this is actually impossible. Instead, there appears to exist
a maximum propagation speed, the speed of light (approximately 300,000 km/s),
which is the same at all events and in all directions. A more accurate requirement is
then that any two inertial frames should
Notice that we no longer require that different inertial frames should agree on the
time interval between two events, or even on whether two given events are simulta
neous. However, we still require that any two inertial frames should
(2 ) agree on the distance between events which are simultaneous in both frames.
It is convenient to choose units such that the speed of light is 1 (for instance
measuring time in years and distance in lightyears). Fix a particular inertial frame
with coordinates (x 0 , x 1 , x 2 , x 3 ). A free particle moving at the speed of light on an
inertial frame x : R4 R will be a straight line whose tangent vector
v = v0 + v1 1 + v2 2 + v3 3
x 0 x x x
must satisfy
(v 0 )2 = (v 1 )2 + (v 2 )2 + (v 3 )2 , (6.1)
so that the distance traveled equals the elapsed time. In other words, v must satisfy
v, v
= 0, where
3
v, w
:= v 0 w 0 + v 1 w 1 + v 2 w 2 + v 3 w 3 = v w ,
,=0
6.2 Special Relativity 255
(, = 0, 1, 2, 3).
Since we used a particular inertial frame to define the Minkowski inner product,
we must now check that it is well defined (i.e. it is independent of the inertial frame
we chose to define it). Let (x 0 , x 1 , x 2 , x 3 ) be the coordinates associated to another
inertial frame. The analogue of (6.1) on the new inertial frame implies that the vectors
i
x 0 x
Since ,
is nondegenerate, we conclude that there must exist k = 0 such that
, = k
x x
(, = 0, 1, 2, 3).
The simultaneity hypersurfaces {x 0 = const.} and {x 0 = const.} are 3planes in
R . If they are parallel, they will coincide for appropriate values of the constants;
4
otherwise, they must intersect along 2planes of events which are simultaneous in
both frames. In either case there exist events which are simultaneous in both frames.
Let v = 0 be a vector connecting two such events. Then d x 0 (v) = d x 0 (v) = 0, and
hence
3
3
v= vi i = vi i .
x x
i=1 i=1
3
3
2 2
vi = vi .
i=1 i=1
Consequently, from
3
3 3
3
i i
2 2
v i
= v, v
= v
, v
= k vi ,
x i x i
i=1 i=1 i=1 i=1
must also be an orthonormal basis. In particular, this means that the Minkowski
inner product ,
is well defined (i.e. it is independent of the inertial frame we
choose to define it), and that we can identify inertial frames with orthonormal bases
of (R4 , ,
).
null vector
y
p
spacelike vector
x
Fig. 6.1 Minkowski geometry (traditionally represented with the taxis pointing upwards)
[cf. Exercise 2.2(1)], and consequently any two events p and p + v occur on the
same spatial location in this frame, separated by a time interval v;
(2) spacelike if v, v
> 0; in this case, there exists an inertial frame (x 0 , x 1 , x 2 , x 3 )
such that
v = v 1
x
[cf. Exercise 2.2(1)], and consequently any two events p and p + v occur simul
taneously in this frame, a distance v apart;
(3) lightlike, or null, if v, v
= 0; in this case any two events p and p + v are
connected by a motion at the speed of light in any inertial frame.
The set of all null vectors is called the light cone, and it is in a way the structure
that replaces the absolute simultaneity hypersurfaces of Galileo spacetime. It is the
boundary of the set of all timelike vectors, which has two connected components; we
represent by C(v) the connected component that contains a given timelike vector v.
A time orientation for Minkowski spacetime is a choice of one of these components,
whose elements are said to be futurepointing; this is easily extended to nonzero
null vectors (Fig. 6.1).
An inertial frame (x 0 , x 1 , x 2 , x 3 ) determines a time orientation,
namely
that for
which the futurepointing timelike vectors are the elements of C x 0 . Up to trans
lations and reflections, all coordinate transformations between inertial frames belong
to the (proper) Lorentz group S O0 (3, 1), the group of linear maps which preserve
orientation, time orientation and the Minkowski inner product (hence the light cone).
A curve c : I R R4 is said to be timelike if c, c
In other words, massive particles must always move at less than the speed of light
[cf. Exercise 2.2(13)]. The proper time measured by the particle between events
c(a) and c(b) is
b
(c) := c(s)ds.
a
with inverse
cosh u sinh u
S 1 = .
sinh u cosh u
t = t cosh u x sinh u
x = x cosh u t sinh u
(Lorentz transformation), and hence the new frame is moving with velocity
v = tanh u with respect to the old one (as the curve x = 0 is the curve x = vt;
notice that v < 1). The matrix S 1 is obtained from S simply by reversing the sign
of u, or, equivalently, of v; therefore, the relativity principle still holds for Lorentz
transformations.
Moreover, since
cosh u = 1 v 2 21
1 ,
sinh u = v 1 v 2 2
In everyday life situations, we deal with frames whose relative speed is much smaller
that the speed of light, v
1, and with events for which x
t (distances traveled
by particles in one second are much smaller that 300,000 km). An approximate
expression for the Lorentz transformations in these situations is then
t = t
x = x vt
which is just a Galileo transformation. In other words, the Galileo group is a conve
nient lowspeed approximation of the Lorentz group.
Suppose that two distinct events p and q occur in the same spatial location in the
inertial frame (t , x ),
q p = t
= t cosh u + t sinh u = t + x .
t t x t x
We see that the time separation between the two events in a different inertial frame
(t, x) is bigger,
t = t cosh u > t .
Loosely speaking, moving clocks run slower when compared to stationary ones (time
dilation).
If, on the other hand, two distinct events p and q occur simultaneously in the
inertial frame (t , x ),
q p = x = x sinh u + x cosh u = t + x ,
x t x t x
then they will not be simultaneous in the inertial frame (t, x), where the time differ
ence between them is
t = x sinh u = 0
(relativity of simultaneity).
Finally, consider two particles at rest in the inertial frame (t , x ). Their motions
are the lines x = x0 and x = x0 + l . In the inertial frame (t, x), these lines have
equations
x0 x + l
x= + vt and x = 0 + vt,
cosh u cosh u
which describe motions of particles moving with velocity v and separated by a
distance
260 6 Relativity
l
l= < l .
cosh u
Loosely speaking, moving objects shrink in the direction of their motion (length
contraction).
Exercise 2.2
(1) Let ,
be a nondegenerate symmetric 2tensor on ndimensional vector space
V . Show that there always exists an orthonormal basis {v1 , . . . , vn }, i.e. a basis
such that vi , vj
= i j , where ii = 1 and i j = 0 for i = j. Moreover,
n
show that s = i=1 ii (known as the signature of ,
) does not depend on
the choice of orthonormal basis.
(2) Consider the Minkowski inner product ,
on R4 with the standard time
orientation.
(a) Let v R4 be timelike and futurepointing. Show that:
(i) if w R4 is timelike or null and futurepointing then v, w
< 0;
(ii) if w R4 is timelike or null and futurepointing then v + w is timelike
and futurepointing;
(iii) {v} := {w R4  v, w
= 0} is a hyperplane containing only
spacelike vectors (and the zero vector).
(b) Let v R4 be null and futurepointing. Show that:
(i) if w R4 is timelike or null and futurepointing then v, w
0, with
equality if and only if w = v for some > 0;
(ii) if w R4 is timelike or null and futurepointing then v + w is timelike
or null and futurepointing, being null if and only if w = v for some
> 0;
(iii) {v} is a hyperplane containing only spacelike and null vectors, all of
which are multiples of v.
(c) Let v R4 be spacelike. Show that {v} is a hyperplane containing timelike,
null and spacelike vectors.
(3) Show that if (t, x) are the spacetime coordinates associated to an inertial frame
and T S O0 (1, 1) is a Lorentzian change of basis to a new inertial frame with
global coordinates (t , x ), we must have
=T = cosh u + sinh u
t t t x
=T = sinh u + cosh u
x x t x
for some u R.
(4) (Twin paradox) Twins Alice and Bob part on their 20th birthday: while Alice
stays on the Earth (which is approximately an inertial frame), Bob leaves at
80 % of the speed of light towards Planet X, 8 lightyears away from the Earth,
which he therefore reaches 10 years later (as measured in the Earths frame).
6.2 Special Relativity 261
After a short stay, Bob returns to the Earth, again at 80 % of the speed of light.
Consequently, Alice is 40 years old when they meet again.
(a) How old is Bob at this meeting?
(b) How do you explain the asymmetry in the twins ages? Notice that, from
Bobs point of view, he is the one who is stationary, while the the Earth
moves away and back again.
(c) Imagine that each twin has a very powerful telescope. What does each of
them see? In particular, how much time elapses for each of them as they see
their twin experiencing one year?
(Hint: Notice that light rays are represented by null lines, i.e. lines whose tangent vector is null; therefore, if
event p in Alices history is seen by Bob at event q then there must exist a futuredirected null line connecting
p to q ).
(5) (Car and garage paradox) A 5meter long car moves at 80 % of light speed
towards a 4meter long garage with doors at both ends.
(a) Compute the length of the car in the garages frame, and show that if the
garage doors are closed at the right time the car will be completely inside
the garage for a few moments.
(b) Compute the garages length in the cars frame, and show that in this frame
the car is never completely inside the garage. How do you explain this
apparent contradiction?
(6) Let (t , x ) be an inertial frame moving with velocity v with respect to the
inertial frame (t, x). Prove the velocity addition formula: if a particle moves
with velocity w in the frame (t , x ), the particles velocity in the frame (t, x)
is
w + v
w= .
1 + w v
What happens when w = 1?
(7) (Hyperbolic angle)
(a) Show that
0u
(i) so(1, 1) = uR ;
u0
0u cosh u sinh u
(ii) exp = := S(u);
u0 sinh u cosh u
(iii) S(u)S(u ) = S(u + u ).
(b) Consider the Minkowski inner product ,
on R2 with a given time ori
entation. If v, w R2 are unit timelike futurepointing vectors then there
exists a unique u R such that w = S(u)v (which we call the hyperbolic
angle between v and w). Show that:
(i) u is the length of the curve formed by all unit timelike vectors between
v and w;
(ii) 21 u is the area of the region swept by the position vector of the curve
above;
(iii) hyperbolic angles are additive;
262 6 Relativity
t
x = vt
(iv) the velocity addition formula of Exercise 2.2(6) is simply the formula
for the hyperbolic tangent of a sum.
(8) (Generalized twin paradox) Let p, q R4 be two events connected by a
timelike straight line l. Show that the proper time between p and q measured
along l is bigger than the proper time between p and q measured along any
other timelike curve connecting these two events. In other words, if an inertial
observer and a (necessarily) accelerated observer separate at a given event and
are rejoined at a later event, then the inertial observer always measures a bigger
(proper) time interval between the two events. In particular, prove the reversed
triangle inequality: if v, w R4 are timelike vectors with w C(v) then
v + w v + w.
(9) (Doppler effect) Use the spacetime diagram in Fig. 6.2 to show that an observer
moving with velocity v away from a source of light of period T measures the
period to be
1+v
T =T .
1v
(Remark: This effect allows astronomers to measure the radial velocity of stars and galaxies relative to the
Earth).
(10) (Aberration) Suppose that the position in the sky of the star Sirius makes an
angle with the xaxis of a given inertial observer. Show that the angle
measured by a second inertial observer moving with velocity v = tanh u along
the xaxis of the first observer satisfies
sin
tan = .
cosh u cos + sinh u
6.2 Special Relativity 263
(11) Minkowski geometry can be used in many contexts. For instance, let l = R t
represent the motion of an observer at rest in the atmosphere and choose units
such that the speed of sound is 1.
(a) Let : R4 R the map such that ( p) is the t coordinate of the event
in which the observer hears the sound generated at p. Show that the level
surfaces of are the conical surfaces
1 (t0 ) = p R4  t0 p is null and futurepointing .
t
> 0.
t
(c) Argue that the observer hears a sonic boom whenever c is tangent to a surface
= constant. Assuming that c is a straight line, what does the observer hear
before and after the boom?
(12) Let c : R R4 be the motion of a particle in Minkowski spacetime parame
terized by the proper time .
(a) Show that
c,
c
= 1
and
c,
c
= 0.
(13,12)
missile
(12,12)
(11,0)
Enterprise
radio signal
(0,0) x
radio warning. Unfortunately, it is too late: eleven years later (as measured by
them), the Klingons launch their missile, moving at 12 times the speed of light.
Therefore the radio warning, traveling at the speed of light, reaches the Earth at
the same time as the missile, twelve years after its emission, and the Enterprise
arrives at the ruins of the Earth one year later.
(a) How long does the Enterprises trip take according to its crew?
(b) On the Earths frame, let (0, 0) be the (t, x) coordinates of the event in which
the Enterprise sends the radio warning, (11, 0) the coordinates of the mis
siles launch, (12, 12) the coordinates of the Earths destruction and (13, 12)
the coordinates of the Enterprises arrival at the Earths ruins (cf. Fig. 6.3).
Compute the (t , x ) coordinates of the same events on the Enterprises
frame.
(c) Plot the motions of the Enterprise, the Klingon planet, the Earth, the radio
signal and the missile on the Enterprises frame. Does the missile motion
according to the Enterprise crew make sense?
(Remark: This exercise is based on an exercise in [TW92]).
6.3 The Cartan Connection 265
2 2 2
+ + = 4
x 2 y2 z 2
(we are using units in which Newtons universal gravitation constant G is set equal
to 1). The vacuum Poisson equation (corresponding to the case in which all matter
is concentrated on singularities of the gravitational potential) is the wellknown
Laplace equation
2 2 2
+ + = 0.
x 2 y2 z 2
Notice that the equation of motion is the same for all particles, regardless of
their mass. This observation, dating back to Galileo, was made into the socalled
equivalence principle by Einstein. It implies that a gravitational field determines
special curves on Galileo spacetime, namely the motions of freefalling particles.
These curves are the geodesics of a symmetric connection, known as the Cartan
connection, defined through the nonvanishing Christoffel symbols
00
i
= (i = 1, 2, 3)
x i
[cf. Exercise 3.1(1)], corresponding to the nonvanishing connection forms
0i = dt.
x i
It is easy to check that the Cartan structure equations
3
= d +
=0
still hold for arbitrary symmetric connections, and hence we have the nonvanishing
curvature forms
266 6 Relativity
3
2
i0 = d x j dt.
x j x i
j=1
[cf. Exercise 3.1(2)], and hence the Poisson equation can be written as
Ric = 4 dt dt.
Ric = 0.
Exercise 3.1
(1) Check that the motions of freefalling particles are indeed geodesics of the Cartan
connection. What other geodesics are there? How would you interpret them?
(2) Check the formula for the Ricci curvature tensor of the Cartan connection.
(3) Show that the Cartan connection is compatible with Galileo structure, i.e.
show that:
(a) X dt = 0 for all X X(R4 ) [cf. Exercise 2.6(3) in Chap. 3];
(b) if E, F X(R4 ) are tangent to the simultaneity hypersurfaces and parallel
along some curve c : R R4 , then E, F
is constant.
(4) Show that if the Cartan connection has nonzero curvature then it is not the Levi
Civita connection of any pseudoRiemannian metric on R4 (cf. Sect. 6.4).
is constant, as
d D c
c(s),
c(s)
=2 (s), c(s)
= 0.
ds ds
< 0,
c,
c
= 0 or c, c
< 0. In this
case, c represents the motion of a particle with nonzero mass (which is accelerating
unless c is a geodesic). The proper time measured by the particle between events
c(a) and c(b) is b
(c) = c(s)ds,
a
1
where v =  v, v
 2 for any v T M.
To select physically relevant spacetimes we must impose some sort of constraint.
By analogy with the formulation of the Laplace equation in terms of the Cartan
connection, we make the following definition.
S
Ric g = 8 E,
2
where S = 3,=0 g R is the scalar curvature and E is the socalled energy
momentum tensor of the matter content of the spacetime. The simplest example of
a matter model is that of a pressureless perfect fluid, which is described by a rest
density function C (M) and a unit velocity vector field U X(M) (whose
integral lines are the motions of the fluid particles). The energymomentum tensor
for this matter model is
E = ,
Ric = 8T,
where
1
3
T := E g E g
2
,=0
Ric = 4(2 + g)
(compare this with the Poisson equation in terms of the Cartan connection).
It turns out that spacetimes satisfying the Einstein field equation for appropriate
choices of T model astronomical phenomena with great accuracy.
Exercise 4.3
(1) Show that the signature of a pseudoRiemannian manifold (M, g) is well defined,
i.e. show that the signature of g p T 2 (T p M) does not depend on p M.
(2) Show that:
(a) the Einstein field equation can be rewritten as
Ric = 8T ;
6.4 General Relativity 269
(b) the reduced energymomentum tensor for a pressureless perfect fluid with
rest density and unit velocity 1form is
1
T = + g .
2
N := {v M  v, v
= 1 and v 0 > 0}.
DV
= V, A
U V, U
A.
d
(a) Show that U is FermiWalker transported along c.
(b) Show that if V and W are FermiWalker transported along c then V, W
is constant.
(c) If V, U
= 0 then V is tangent at U to the submanifold
N := {v R4  v, v
= 1 and v 0 > 0},
8, y, z) is a (flat) vacuum solution of the Einstein field equation. Assume that the
Earths motion is represented by the line x = y = z = 0, and that once again
Bob departs at 80 % of the speed of light along the xaxis, leaving his twin sister
Alice on the Earth, on their 20th birthday [cf. Exercise 2.2(5)]. Because of the
topology of space, the two twins meet again after 10 years (as measured on the
Earth), without Bob ever having accelerated.
(a) Compute the age of each twin in their meeting.
(b) From Bobs viewpoint, it is the Earth which moves away from him. How do
you explain the asymmetry in the twins ages?
(7) (Rotating frame)
(a) Show that the metric of Minkowski spacetime can be written as
g = dt dt + dr dr + r 2 d d + dz dz
g = (1 2 r 2 )dt dt + r 2 dt d + r 2 d dt
+ dr dr + r 2 d d + dz dz.
(c) Show that in the region U = {r < 1 } the coordinate curves of constant
(r, , z) are timelike curves corresponding to (accelerated) observers rotat
ing rigidly with respect to the inertial observers of constant (r, , z).
(d) The set of the rotating observers is a 3dimensional smooth manifold with
local coordinates (r, , z), and there exists a natural projection : U .
We introduce a Riemannian metric h on as follows: if v, w T( p) then
h(v, w) = g v , w ,
r2
h = dr dr + d d + dz dz.
1 2r 2
6.4 General Relativity 271
(Remark: This is the metric resulting from local distance measurements between the rotating observers;
Einstein used the fact that this metric has curvature to argue for the need to use nonEuclidean geometry in
the relativistic description of gravity).
(e) The image of a curve c : I R U consists of simultaneous events from
the point of view of the rotating observers if c is orthogonal to t at each
point. Show that this is equivalent to requiring that (c)
= 0, where
r 2
= dt d .
1 2r 2
(8) (Static spacetime) Let (, h) be a 3dimensional Riemannian manifold and con
sider the 4dimensional Lorentzian manifold (M, g) determined by M := R
and
g := e2 ( ) dt dt + h,
D
= (1 + h(,
))
G,
d
is a constant of motion.
(b) Let c : I R M be a null geodesic, c its reparameterization by the
coordinate time t, and
:=
c. Show that is a geodesic of the Fermat
metric
l := e2 ( ) h.
where div G is the divergence of G, Ric and are the Ricci curvature
and the LeviCivita connection of h, and d is the tensor defined by
(d)(X, Y ) := ( X d) (Y ) for all X, Y X() [cf. Exercises 2.6(3).
and 3.3(9). in Chap. 3].
The vacuum Einstein field equation is nonlinear, and hence much harder to solve than
the Laplace equation. One of the first solutions to be discovered was the socalled
Schwarzschild solution, which can be obtained from the simplifying hypotheses of
time independence and spherical symmetry, i.e. by looking for solutions of the form
g = 0 0 + r r + +
with
0 = A(r )dt;
r = B(r )dr ;
= r d;
= r sin d,
3
d = ;
=0
3
dg = g + g ,
=0
3
d = ;
=0
6.5 The Schwarzschild Solution 273
00 = ii = 0;
i0 = 0i ;
j
ij = i
A r
d 0 = dt;
B
dr = 0;
1
d = r d;
B
sin r
d = d + cos d,
B
yield the nonvanishing connection forms
A
r0 = 0r = dt;
B
1
r = r = d;
B
sin
r = =
r
d;
B
= = cos d.
The curvature forms can be computed from the second structure equations
3
= d + ,
=0
A B A B r
r0 = r0 = 0 ;
AB 3
A
0 = 0 = 0 ;
r AB 2
A
0 = 0 = 0 ;
r AB 2
B
r = r = r ;
r B3
B
r = r = r ;
r B3
274 6 Relativity
B2 1
= = .
r 2 B2
Thus the components of the curvature tensor on the orthonormal frame can be
read off from the curvature forms using
= R .
<
and can in turn be used to compute the components of the Ricci curvature tensor Ric
on the same frame. The nonvanishing components of Ric on this frame turn out to
be
A B A B 2 A
R00 = + ;
AB 3 r AB 2
A BAB 2B
Rrr = 3
+ ;
AB r B3
A B B2 1
R = R = + + .
r AB 2 r B 3 r 2 B2
Thus the vacuum Einstein field equation Ric = 0 is equivalent to the ODE system
A A B 2 A A B
+ =0
+ =0
A B
A AB rA
2
A A B 2B A A 2 A
=0 +2 + =0 .
A
AB rB A
A rA
A B B2 1
2B + B 1 = 0
2
=0
A B r B r
The last equation can be immediately solved to yield
1
2m 2
B = 1 ,
r
2m 2m 1
g = 1 dt dt + 1 dr dr (6.2)
r r
+ r 2 d d + r 2 sin2 d d.
To interpret this family of solutions, we compute the proper acceleration [cf. Exer
cise 2.2(12)] of the stationary observers, whose motions are the integral curves
of . If {E 0 , Er , E , E } is the orthonormal frame obtained by normalizing
! t "
t , r , , (hence dual to { , , , }), we have
0 r
1
2m 2
3
A 0 m
E0 E 0 = 0 (E 0 )E = 0r (E 0 )Er = (E 0 )Er = 2 1 Er .
AB r r
=0
away from the origin, to prevent falling towards it. In other words, they are expe
riencing a gravitational field of intensity G(r ), directed towards the origin. Since
G(r ) approaches, for large values of r , the familiar acceleration m/r 2 of the New
tonian gravitational field generated by a point particle of mass m, we interpret the
Schwarzschild solution as the general relativistic field of a point particle of mass
m. Accordingly, we will assume that m > 0 (notice that m = 0 corresponds to
Minkowski spacetime).
When obtaining the Schwarzschild solution we assumed A(r ) > 0, and hence
r > 2m. However, it is easy to check that (6.2) is also a solution of the Einstein
vacuum field equation for r < 2m. Notice that the coordinate system (t, r, , ) is
singular at r = 2m, and hence covers only the two disconnected open sets {r > 2m}
and {r < 2m}. Both these sets are geodesically incomplete, as for instance radial
timelike or null geodesics cannot be extended as they approach r = 0 or r = 2m
[cf. Exercise 5.1(7)]. While this is to be expected for r = 0, as the curvature blows
up along geodesics approaching this limit, this is not the case for r = 2m. It turns
out that it is possible to fit these two open sets together to obtain a solution of the
Einstein vacuum field equation regular at r = 2m. To do so, we introduce the so
called Painlev time coordinate
2m 2m 1
t = t + 1 dr.
r r
t r = 2m
Notice that the Schwarzschild solution in Painlev coordinates is still not geo
desically complete at the event horizon, as radial timelike and null geodesics are
incomplete to the past as they approach r = 2m [cf. Exercise 5.1(7)]. Physically, this
is not important: black holes are thought to form through the collapse of (approxi
mately) spherical stars, whose surface follows a radial timelike curve in the spacetime
diagram of Fig. 6.4. Since only outside the star is there vacuum, the Schwarzschild
solution is expected to hold only above this curve, thereby removing the region of
r = 2m leading to incompleteness. Nevertheless, it is possible to glue two copies
of the Schwarzschild spacetime in Painlev coordinates to obtain a solution of the
vacuum Einstein field equation which is geodesically incomplete only at the two
copies of r = 0. This solution, known as the Kruskal extension, contains a black
hole and its timereversed version, known as a white hole.
For some time it was thought that the curvature singularity at r = 0 was an artifact
of the high symmetry of Schwarzschild spacetime, and that more realistic models of
collapsing stars would be singularityfree. Hawking and Penrose proved that this is
not the case: once the collapse has begun, no matter how asymmetric, nothing can
prevent a singularity from forming (cf. Sects. 6.8 and 6.9).
Exercise 5.1
(1) Let (M, g) be a 2dimensional Lorentzian manifold.
(a) Consider an orthonormal frame {E 0 , E 1 } on an open set U M, with
associated coframe { 0 , 1 }. Check that the Cartan structure equations are
10 = 01 ;
d 0 = 1 10 ;
d 1 = 0 10 ;
01 = d10 .
(b) Let {F0 , F1 } be another orthonormal frame such that F0 C(E 0 ), with
associated coframe { 0 , 1 } and connection form 01 . Show that = 01 10
is given locally by = du, where u is the hyperbolic angle between F0 and
E 0 [cf. Exercise 2.2(7)].
(c) Consider a triangle U whose sides are timelike geodesics, and let ,
and be the hyperbolic angles between them (cf. Fig. 6.5). Show that
=+ 01 ,
Conclude that massive particles can orbit the central mass in circular orbits
for all r > 3m.
(b) Show that there exists an equatorial circular null geodesic for r = 3m. What
does a stationary observer placed at r = 3m, = 2 see as he looks along
the direction of this null geodesic?
(c) The angular momentum vector of a freefalling spinning particle is parallel
transported along its motion, and orthogonal to it [cf. Exercise 4.3(5)]. Con
sider a spinning particle on a circular orbit around a pointlike mass m. Show
that the angular momentum vector precesses by an angle
6.5 The Schwarzschild Solution 279
1
3m 2
= 2 1 1 ,
r
where t is the difference between the time coordinates of the two events.
(Remark: This effect has been measured experimentally; loosely speaking, gravity delays time).
(b) Show that if (t (s), r (s), (s), (s)) is a geodesic then so is (t (s)+t, r (s), (s), (s))
for any t R.
(c) Use the spacetime diagram in Fig. 6.6 to show that if a stationary observer
at r = r0 measures a light signal to have period T , a stationary observer at
r0 r1
r = r1 measures a period
1 2m
T = T
r1
1 2m
r0
(4) Let (M, g) be the region r > 2m of the Schwarzschild solution with the Schwarz
schild metric. The set of all stationary observers in M is a 3dimensional smooth
manifold with local coordinates (r, , ), and there exists a natural projec
tion : M . We introduce a Riemannian metric h on as follows: if
v, w T( p) then
h(v, w) = g v , w ,
(b) Show that h is not flat, but has zero scalar curvature.
(c) Show that the equatorial plane = 2 is isometric to the revolution surface
generated by the curve z(r ) = 8m(r 2m) when rotated around the zaxis
(cf. Fig. 6.7).
(Remark: This is the metric resulting from local distance measurements between the stationary observers;
loosely speaking, gravity deforms space).
(5) In this exercise we study in detail the timelike and null geodesics of the Schwarz
schild spacetime. We start by observing that the submanifold = 2 is totally
geodesic [cf. Exercise 5.7(3) in Chap. 4]. By adequately choosing the angular
coordinates (, ), one can always assume that the initial condition of the geo
desic is tangent to this submanifold; hence it suffices to study the timelike and
null geodesics of the 3dimensional Lorentzian manifold (M, g), where
2m 2m 1
g = 1 dt dt + 1 dr dr + r 2 d d.
r r
(a) Show that t and are Killing fields [cf. Exercise 3.3(8) in Chap. 3].
(b) Conclude that the equations for a curve c : R M to be a futuredirected
geodesic (parameterized by proper time if timelike) can be written as
g(c,
c)
=
2 = E2 + L2
1 2m
r r2 r
g t , c = E
1 2m t = E
r
g , c = L r 2 = L
d 2u m
2
+ u = 2 + 3mu 2 .
d L
(d) For situations where relativistic corrections are small one has mu
1, and
hence the approximate equation
d 2u m
2
+u = 2
d L
holds for timelike geodesics. Show that the solution to this equation is the
conic section given in polar coordinates by
m
u= (1 + cos( 0 )),
L2
where the integration constants 0 and 0 are the eccentricity and the
argument of the pericenter.
(e) Show that for
1 this approximate solution satisfies
282 6 Relativity
2m m2
u2 u .
L2 L4
Argue that timelike geodesics close to circular orbits where relativistic cor
rections are small yield approximate solutions of the equation
d 2u 6m 2 m 3m 2
+ 1 2 u = 2 1 2 ,
d2 L L L
6m
r
radians per revolution.
(Remark: The first success of general relativity was due to this effect, which explained the anomalous
precession of Mercurys perihelion43 arcseconds per century).
(f) Show that if one neglects relativistic corrections then null geodesics satisfy
d 2u
+ u = 0.
d2
Show that the solution to this equation is the equation for a straight line in
polar coordinates,
1
u = sin( 0 ),
b
where the integration constants b > 0 and 0 are the impact parameter
(distance of closest approach to the center) and the angle between the line
and the xaxis.
(g) Assume that mu
1. Let us include relativistic corrections by looking for
approximate solutions of the form
1 m
u= sin + v
b b
(where we take 0 = 0 for simplicity). Show that v is an approximate
solution of the equation
d 2v
+ v = 3 sin2 ,
d2
4m
= +
b
radians along its path, and hence the null geodesic is deflected towards the
center by approximately
4m
b
radians.
(Remark: The measurement of this deflection of light by the Sun1.75 arcsecondswas the first experi
mental confirmation of general relativity, and made Einstein a global celebrity overnight).
(6) (Birkhoff theorem) Prove that the only Ricciflat Lorentzian metric given in local
coordinates (t, r, , ) by
in the Painlev coordinates are freefalling, and that t is their proper time.
284 6 Relativity
(d) What does a stationary observer see as a particle falls into a black hole?
(8) Show that an observer who crosses the horizon will hit the singularity in a proper
time interval m.
6.6 Cosmology
where a > 0 is the radius of space and k = 1, 0, 1 according to whether the cur
vature is negative, zero or positive [cf. Exercise 6.1(1)]. Allowing for the possibility
that the radius of space may be varying in time, we take our model of the universe
to be (M, g), where M = R and
1
g = dt dt + a 2 (t) dr dr + r 2
d d + r 2
sin 2
d d .
1 kr 2
g = 0 0 + r r + +
with
0 = dt;
1
2
r = a(t) 1 kr 2 dr ;
= a(t)r d;
= a(t)r sin d,
1
2
r0 = 0r = a 1 kr 2 dr ;
0 = 0 = ar
d;
0 = 0 = ar
sin d;
1
r = r = 1 kr 2 d;
2
1
r = r = 1 kr 2 sin d;
2
= = cos d.
The curvature forms can be computed from the second structure equations, and
are found to be
a 0
r0 = r0 = r ;
a
a
0 = 0 = 0 ;
a
a
= 0 = 0 ;
0
a
k a 2
r = =r
+ 2 r ;
a2 a
k a 2
r = r = + r ;
a2 a2
k a 2
= = + .
a2 a2
The components of the curvature tensor on the orthonormal frame can be read
off from the curvature forms, and can in turn be used to compute the components of
the Ricci curvature tensor Ric on the same frame. The nonvanishing components of
Ric on this frame turn out to be
3a
R00 = ;
a
a 2a 2 2k
Rrr = R = R = + 2 + 2.
a a a
At very large scales, galaxies and clusters of galaxies are expected to behave as
particles of a pressureless fluid, which we take to be our matter model. By isotropy,
the average spatial motion of the galaxies must vanish, and hence their unit velocity
vector field must be t (corresponding to the 1form dt). Therefore the Einstein
field equation is
Ric = 4(2dt dt + g),
286 6 Relativity
a a2 a2 4a
The first equation allows us to determine the function a(t), and the second yields
(which in particular must be a function of the t coordinate only; this is to be taken to
mean that the average density of matter at cosmological scales is spatially constant).
On the other hand, the quantity
4a 3
= aa
2
3
is constant, since
d d a a 2 ka a 3 k a
aa
2 = + = a a a + + = 0.
dt dt 2 2 2 2
Hence we have
a =
a2
for some integration constant (we take > 0 so that > 0). Substituting in the
equation for a(t) we get the firstorder ODE
a 2 k
= .
2 a 2
This can be used to show that a(t) is bounded if and only if k = 1 [cf. Exercise 6.1(4)].
Moreover, in all cases a(t) vanishes (and hence a(t), and (t) blow up) for some
a(t)
value of t, usually taken to be t = 0. This singularity is called the big bang of the
solution defined for t > 0. It was once thought to be a consequence of the high
degree of symmetry of the FLRW models. Hawking and Penrose, however, showed
that the big bang is actually a generic feature of cosmological models (cf. Sects. 6.8
and 6.9).
The function
a
H (t) =
a
is (somewhat confusingly) called the Hubble constant. It is easy to see from the
above equations that
k 8
H2 + 2 = .
a 3
6.6 Cosmology 287
Exercise 6.1
(1) Show that the Riemannian metric h given in local coordinates (r, , ) by
1
h=a 2
dr dr + r d d + r sin d d
2 2 2
1 kr 2
d = H d,
t a(t1 )
(c) (r1 , t0 ) = , where t1 = t (r1 , t0 ).
t0 a(t0 )
(Remark: This means that light emitted by the first galaxy with period T is measured by the second galaxy
a(t )
to have period T = a(t1 ) T ).
0
288 6 Relativity
(4) Recall that in an FLRW model the radius of space, a(t), evolves according to
the ODE
a 2 k
= a = 2 .
2 a 2 a
Show that:
(a) a(t) vanishes in finite time (assume that this happens at t = 0);
(b) if k = 1 or k = 0 then the solution can be extended to all values of t > 0;
(c) if k = 1 then the solution cannot be extended past t = 2 (big crunch);
(d) if k = 1 then no observer can circumnavigate the universe, no matter how
fast he moves;
(e) the solution can be given parametrically by:
(i) k = 1:
a = (1 cos u)
;
t = (u sin u)
(ii) k = 0:
a = 2 u 2
;
t = 6 u 3
(iii) k = 1:
a = (cosh u 1)
.
t = (sinh u u)
(5) Show that the FLRW model with k = 1 is isometric to the hypersurface with
equation
#
t2
x 2 + y 2 + z 2 + w 2 = 2
8
g = dt dt + d x d x + dy dy + dz dz + dw dw.
m = r0 3
.
E 2 1 = kr0 2
6.6 Cosmology 289
Therefore these two spacetimes can be matched along the 3dimensional hyper
surface determined by the spherical shells motion to yield a model of collapsing
matter. Can you give a physical interpretation of this model?
(7) Show that if we allow for a cosmological constant R, i.e. for an Einstein
equation of the form
Ric = 4(2 + g) + g
g = dt dt + d x d x + dy dy + dz dz + dw dw.
Show that the induced metric on each of the following hypersurfaces determines
FLRW models with the indicated parameters.
(a) Einstein universe: the cylinder of equation
1
x 2 + y 2 + z 2 + w2 = ,
satisfies k = 1, > 0 and = 4 .
(b) de Sitter universe: the sphere of equation
3
t 2 + x 2 + y 2 + z 2 + w 2 =
satisfies k = 1, > 0 and = 0.
(9) A light signal emitted with period T and received with period T is said to have
suffered a redshift
T
z= 1
T
[so that in the case of the Doppler effect one has z v for small velocities,
cf. Exercise 2.2(9)]. If the light is emitted by a galaxy at r = 0 at time t = t0
and received by a galaxy at r = r1 at time t = t1 then its redshift is
290 6 Relativity
a(t1 )
z= 1
a(t0 )
[cf. Exercise 6.1(3)]. This light is spread over a sphere of radius R = a(t1 )r1 ,
and so its brightness is inversely proportional to R 2 . Compute R as a function
of z for the following FLRW models:
(a) Milne universe (k = 1, = = 0), for which a(t) = t;
(b) Flat de Sitter universe (k = = 0, = 3H 2 ), for which a(t) = e H t ;
(c) Einsteinde Sitter universe (k = = 0, = 2/9t1 2 ), for which a(t) =
(t/t1 )2/3 .
(Remark: The brightness of distant galaxies is further reduced by a factor of (1 + z)2 , since each photon
has frequency, hence energy, (1 + z) times smaller at reception, and the rate of detection of photons is (1 + z)
times smaller than the rate of emission; with this correction, R can be deduced from the observed brightness
for galaxies of known luminosity, and the correct FLRW model chosen as the one whose curve R = R(z)
best fits observations).
6.7 Causality
In this section we will study the causal features of spacetimes. This is a subject
which has no parallel in Riemannian geometry, where the metric is positive definite.
Although we will focus on 4dimensional Lorentzian manifolds, the discussion can
be easily generalized to any dimension n 2.
A spacetime (M, g) is said to be timeorientable if there exists a vector field
X X(M) such that X, X
< 0. In this case, we can define a time orientation on
each tangent space T p M (which is, of course, isometric to Minkowski spacetime)
by choosing the timelike vectors in the connected component C(X p ) to be future
pointing.
Assume that (M, g) is timeoriented (i.e. timeorientable with a definite choice of
time orientation). A timelike curve c : I R M is said to be futuredirected if c
is futurepointing. The chronological future of p M is the set I + ( p) of all points
to which p can be connected by a futuredirected timelike curve. A futuredirected
causal curve is a curve c : I R M such that c is timelike or null and future
pointing (if nonzero). The causal future of p M is the set J + ( p) of all points to
which p can be connected by a futuredirected causal curve. Notice that I + ( p) is
simply the set of all events which are accessible to a particle with nonzero mass at
p, whereas J + ( p) is the set of events which can be causally influenced by p (as this
causal influence cannot propagate faster than the speed of light). Analogously, the
chronological past of p M is the set I ( p) of all points which can be connected
to p by a futuredirected timelike curve, and the causal past of p M is the set
J ( p) of all points which can be connected to p by a futuredirected causal curve.
In general, the chronological and causal pasts and futures can be quite complicated
sets, because of global features of the spacetime. Locally, however, causal properties
6.7 Causality 291
are similar to those of Minkowski spacetime. More precisely, we have the following
statement:
Proposition 7.1 Let (M, g) be a timeoriented spacetime. Then each point p0 M
has an open neighborhood V M such that the spacetime (V, g) obtained by
restricting g to V satisfies:
(1) V is a normal neighborhood of each of its points, and given p, q V there
exists a unique geodesic (up to reparameterization) joining p to q (i.e. V is
geodesically convex);
(2) q I + ( p) if and only if there exists a futuredirected timelike geodesic connect
ing p to q;
(3) J + ( p) = I + ( p);
(4) q J + ( p) \ I + ( p) if and only if there exists a futuredirected null geodesic
connecting p to q.
Proof Let U be a normal neighborhood of p0 and choose normal coordinates
(x 0 , x 1 , x 2 , x 3 ) on U , given by the parameterization
(x 0 , x 1 , x 2 , x 3 ) = exp p0 (x 0 v0 + x 1 v1 + x 2 v2 + x 3 v3 ),
where {v0 , v1 , v2 , v3 } is a basis of T p0 (M) [cf. Exercise 4.8(2) in Chap. 3]. Let D :
U R be the differentiable function
3
2
D( p) := x ( p) ,
=0
B := { p U  D( p) < },
3
D(t) =2 x (t)x (t);
=0
3
2
3
D(t) =2 x (t) +2 x (t)x (t)
=0 =0
3 3
=2 (c(t))x (t) x (t)x (t),
,=0 =0
292 6 Relativity
3
x
=0
is positive definite on B .
Consider the map F : W T M M M, defined on some open neighborhood
W of 0 T p0 M by
F(v) = ((v), exp(v)).
As we saw in the Riemannian case (cf. Chap. 3, Sect. 3.4), this map is a local dif
feomorphism at 0 T p0 M. Choosing > 0 sufficiently small and reducing W , we
can assume that F maps W diffeomorphically to B B , and that exp(tv) B for
all t [0, 1] and v W (as otherwise it would be possible to construct a sequence
vn 0 T p0 M such that exp(vn ) p0 ).
Finally, set V = B . If p, q V and v = F 1 ( p, q), then c(t) = exp p (tv) is a
geodesic connecting p to q whose image is contained in B . If its image were not
contained in V , there would necessarily exist a point of local maximum of D(t),
which cannot occur. Therefore, there is a geodesic in V connecting p to q. Since
exp p is a diffeomorphism onto V , this geodesic is unique (up to reparameterization).
This proves (1).
To prove assertion (2), we start by noticing that if there exists a futuredirected
timelike geodesic connecting p to q then it is obvious that q I + ( p). Suppose now
that q I + ( p); then there exists a futuredirected timelike curve c : [0, 1] V
such that c(0) = p and c(1) = q. Choose normal coordinates (x 0 , x 1 , x 2 , x 3 ) given
by the parameterization
(x 0 , x 1 , x 2 , x 3 ) = exp p (x 0 E 0 + x 1 E 1 + x 2 E 2 + x 3 E 3 ),
3
W p (t) = 2 x (t)x (t);
,=0
3
3
W p (t) = 2 x (t)x (t) + 2 x (t)x (t),
,=0 ,=0
and consequently (recalling that d exp p 0 = id)
W p (0) = 0;
W p (0) = 2 c(0),
c(0)
< 0.
Therefore there exists > 0 such that W p (t) < 0 for t (0, ).
Using the same ideas as in the Riemannian case (cf. Chap. 3, Sect. 3.4), it is easy
to prove that the level surfaces of W p are orthogonal to the geodesics through p.
Therefore, if cv (t) = exp p (tv) is the geodesic with initial condition v T p M, we
have
(grad W p )cv (1) = a(v)cv (1),
where the gradient of a function is defined as in the Riemannian case (notice, however,
that in the Lorentzian case a smooth function f decreases along the direction of
grad f if grad f is timelike). Now
$ % d d
(grad W p )cv (t) , cv (t) = W p (cv (t)) = W p (ctv (1))
dt dt
d 2
= t W p (cv (1)) = 2t W p (cv (1)),
dt
and hence $ %
(grad W p )cv (1) , cv (1) = 2W p (cv (1)).
= a(v) v, v
= a(v)W p (cv (1)).
(t)
= (exp p ) (r (t)n(t) + r (t)n(t))
.
(t)
= r (t)X (t) + Y (t),
6.7 Causality 295
where X is the unit tangent vector field to timelike geodesics through p and
Y (t) = r (t)(exp p ) n(t)
is tangent to the level surfaces of W p (hence orthogonal
to X (t) ). Consequently,
1
($ %( 1
() = ( r (t)X (t) + Y (t), r (t)X (t) + Y (t) ( 2 dt
0
1 1
2
= r (t)2 Y (t)2 dt
0
1
r (t)dt = r (1) = (c),
0
where we have used the facts that is timelike, r (t) > 0 for all t [0, 1] (as is
futurepointing) and (c) = r (1) (as q = exp p (r (1)n(1))). It should be clear that
() = (c) if and only if Y (t) 0 Y (t) 0 (Y (t) is spacelike or zero) for
all t [0, 1], implying that n is constant. In this case, (t) = exp p (r (t)n) is, up to
reparameterization, the geodesic through p with initial condition n T p M.
Proof Since p and q are connected by a null geodesic, we conclude from Proposi
tion 7.1 that q J + ( p) \ I + ( p). Let : [0, 1] V be a causal curve connecting p
to q. Then we must have (t) J + ( p)\ I + ( p) for all t [0, 1], since (t0 ) I + ( p)
implies (t) I + ( p) for all t > t0 (see Proposition 7.2). Consequently, we have
& '
grad W p (t) , (t)
= 0,
which was proved for timelike geodesics cv with initial condition v T p M, must also
hold for null geodesics (by continuity). Hence grad W p is tangent to the null geodesics
ruling J + ( p) \ I + ( p) and futurepointing. Since (t)
is also futurepointing, we
conclude that is proportional to grad W p [cf. Exercise 2.2(8)], and therefore must
be a reparameterization of a null geodesic (which must be c).
296 6 Relativity
Definition 7.9 A stably causal spacetime possessing a time function whose level
sets are Cauchy hypersurfaces is said to be globally hyperbolic.
Notice that the future and past domains of dependence of the Cauchy hypersur
faces Sa are D + (Sa ) = t 1 ([a, +)) and D (Sa ) = t 1 ((, a]).
Exercise 7.10
(1) (Timeorientable double covering) Using ideas similar to those of Exer
cise 8.6(9) in Chap. 1, show that if (M, g) is a nontimeorientable Lorentzian
manifold then there exists a timeorientable double covering, i.e. a time
orientable Lorentzian manifold (M, g) and a local isometry : M M such
that every point in M has two preimages by . Use this to conclude that the
only compact surfaces which admit a Lorentzian metric are the torus T 2 and
the Klein bottle K 2 .
(2) Let (M, g) be a timeoriented spacetime and p M. Show that:
(a) I + ( p) is open;
(b) J + ( p) is not necessarily closed;
(c) J + ( p) I + ( p);
(d) I + ( p) = int J + ( p)
(e) if r J + ( p) and q I + (r ) then q I + ( p);
(f) if r I + ( p) and q J + (r ) then q I + ( p);
(g) it may happen that I + ( p) = M.
(3) Consider the 3dimensional Minkowski spacetime (R3 , g), where
g = dt dt + d x d x + dy dy.
Let c : R R3 be the curve c(t) = (t, cos t, sin t). Show that although c(t)
is
null for all t R we have c(t) I + (c(0)) for all t > 0. What kind of motion
does this curve represent?
(4) Let (M, g) be a stably causal spacetime and h an arbitrary symmetric (2, 0)
tensor field with compact support. Show that for sufficiently small  the tensor
field g := g + h is still a Lorentzian metric on M, and (M, g ) satisfies the
chronology condition.
(5) Let (M, g) be the quotient of the 2dimensional Minkowski spacetime by the
discrete group of isometries generated by the map f (t, x) = (t + 1, x + 1).
Show that (M, g) satisfies the chronology condition, but there exist arbitrarily
small perturbations of (M, g) [in the sense of Exercise 7.10(4)] which do not.
(6) Let (M, g) be a timeoriented spacetime and S M. Show that:
(a) S D + (S);
(b) D + (S) is not necessarily open;
(c) D + (S) is not necessarily closed.
(7) Let (M, g) be the 2dimensional spacetime obtained by removing the positive
xsemiaxis of Minkowski 2dimensional spacetime (cf. Fig. 6.8). Show that:
298 6 Relativity
t t
D(S) J+(p)
x x
S
p
As we have seen in Sects. 6.5 and 6.6, both the Schwarzschild solution and the FLRW
cosmological models display singularities, beyond which timelike and null geodesics
cannot be continued.
It was once thought that the examples above were singular due to their high degree
of symmetry, and that more realistic spacetimes would be nonsingular. Following
Hawking and Penrose [Pen65, Haw67, HP70], we will show that this is not the case:
any sufficiently small perturbation of these solutions will still be singular.
6.8 Hawking Singularity Theorem 299
Definition 8.2 The critical values of exp are said to be conjugate points to S.
Loosely speaking, conjugate points are points where geodesics starting orthogo
nally at nearby points of S intersect.
Let q = exp(t0 , p) be a point not conjugate to S, and let (x 1 , x 2 , x 3 ) be local
coordinates on S around p . Then (t, x 1 , x 2 , x 3 ) are local coordinates on some open
set V q. Since t is the unit tangent field to the geodesics orthogonal to S, we
& '
have g00 = t , t = 1. On the other hand, we have
g0i
= , i = ,
t t t x t t x i
1
= , = , =0
t x i t 2 x i t t
system we have
3
g = dt dt + i j d x i d x j ,
i, j=1
form a positive definite matrix. Since the vector fields x i can always be defined
along c p , the matrix (i j ) is also well defined along c p , even at points where the
synchronized coordinate system breaks down, i.e. at points which are conjugate to
" for which (t) := det i j (t) vanishes, since only then will
!S. These are the points
t , x 1 , x 2 , x 3
fail to be linearly independent. (In fact the vector fields x i
are
Jacobi fields along c p see Exercise 4.8(6) in Chap. 3).
300 6 Relativity
3
00
0
= 00
i
=0 and 0i j = ik k j ,
k=1
1 i j
where ( i j ) = (i j )1 and i j = 2 t [cf. Exercise 8.12(4)]. Consequently,
3
3
i i 3 3
R00 = Ri00 i = 00 i0
+
j
00 ii j i0 0i j
j
x i t
i=1 i=1 j=1 j=1
3
3
= i j i j jk il ki l j .
t
i, j=1 i, j,k,l=1
3
:= i j i j
i, j=1
which holds for any smooth matrix function A : R G L(n) [cf. Example 7.1(4) in
Chap. 1]. Therefore the expansion yields the variation of the 3dimensional volume
element measured by synchronized observers. More importantly for our purposes,
we see that a singularity of the expansion indicates a zero of , i.e. a conjugate point
to S.
Definition 8.3 A spacetime (M, g) is said to satisfy the strong energy condition if
Ric(V, V ) 0 for any timelike vector field V X(M).
By the Einstein equation, this is equivalent to requiring that the reduced energy
momentum tensor T satisfies T (V, V ) 0 for any timelike vector field V X(M).
In the case of a pressureless fluid with rest density function C (M) and unit
velocity vector field U X(M), this requirement becomes
6.8 Hawking Singularity Theorem 301
1
U, V
2 + V, V
0,
2
or, since the term in brackets is always positive [cf. Exercis 8.12(5)], simply 0.
For more complicated matter models, the strong energy condition produces equally
reasonable restrictions.
Proposition 8.4 Let (M, g) be a globally hyperbolic spacetime satisfying the strong
energy condition, S M a Cauchy hypersurface and p S a point where = 0 <
0. Then the geodesic c p contains at least a point conjugate to S, at a distance of at
most 30 to the future of S (assuming that it can be extended that far).
Proof
Since
(M, g) satisfies the strong energy condition, we have R00 = Ric
t , t 0 on any synchronized frame. Consequently,
3
+ jk il ki l j 0
t
i, j,k,l=1
which holds for square n n matrices (as a simple consequence of the Cauchy
Schwarz inequality), it is easy to show that
3
3
1
jk il ki l j = ji i j = tr (i j )(i j )t 2 .
3
i, j,k,l=1 i, j=1
1 1 t
+ ,
0 3
p
s
q
r
c c
Proof We will offer only a sketch of the proof. Let q be the first conjugate point along
c between S and p. Then we can use a synchronized coordinate system around the
portion of c between S and q. Since q is conjugate to S, there exists another geodesic
c, orthogonal