Differential Forms with Applications to the Physical Sciences Harley Flanders University of Michigan, Ann Arbor DOVER PUBLICATIONS, INC. New YorkCopyright © 1963, 1989 by Harley Flanders. All rights reserved under Pan American and International Copyright Conventions. Published in Canada by General Publishing Company, Ltd., 30 Lesmill Road, Don Mills, Toronto, Ontario. Published in the United Kingdom by Constable and Com- pany, Ltd. This Dover edition, first published in 1989, is an unabridged, corrected republication of the work originally published in 1963 by Academic Press, Inc., New York. Please see the Preface to the Dover Edition on page ix for an explanation of revisions made in this text. Manufactured in the United States of America Dover Publications, Ine., 31 East 2nd Street, Mineola, N.Y. 11501 Library of Congress Cataloging-in-Publication Data Flanders, Harley. Differential forms with applications to the physical sci- ences / Harley Flanders. Poem. “Unabridged, corrected republication of the work origi- nally published in 1963 by Academie Press, Ine., New York” — T.p. verso. Includes bibliographical references. ISBN 0-486-66169-5 1. Differential forms. 2. Mathematical physics. L Title. 7 QA38LF56 1989 89-36936 515'.37—de20 CIPTo JuneForeword After several friendly discussions of the pros and cons of tensors versus differential forms in the solution of engineering problems, I persuaded my colleague Dr. Flanders to prepare a number of lectures on differential forms. The result was an- outstanding series of lectures which was presented to a group of interested faculty members within the several schools of Engineering at Purdue University. It became obvious to those attending that the use of differential forms would give them another tool for the analysis and synthesis of engineering systems. There are certain problems, normally very difficult to solve by using tensors only, for which results are more quickly and directly obtained with differential forms. The author was encouraged to formalize his notes to the extent necessary for publication, to enable others to study this important subject. The text is recommended highly because differential forms and related concepts which have evolved from modern mathematics are new and powerful analytical tools for use by the engineer and scientist. Gzorcz A. Hawxins, Dean Schools of Engineering and Mathematical Sciences Purdue University November 20, 1962Preface to the Dover Edition I have made the following changes to the 1963 edition. First, I have rewritten the proof of the Third Lie Theorem, starting on page 109, to better systematize the computations. Second, I have rewritten the derivation of some basic relations in phase space, pp. 164-165, to be less computational and more in the spirit of the book. Finally, there is an addendum to the bibliogra- phy on page 199 which should be useful. In particular, it mentions the fortheoming MAA Studies volume in which I give Kannai’s differential form proof of the Brouwer fixed point theorem. HARLEY FLANDERS June 1989Preface to the First Edition Last spring the author gave a series of lectures on exterior differential forms to @ group of faculty members and graduate students from the Purdue Engineering Schools. The material that was covered in these lectures is presented here in an expanded version. The book is aimed primarily at engineers and physical scientists in the hope of making available to them new tools of very great power in modern mathematics. Although none of our applications goes very deep, it is hoped, nevertheless, that enough ground is covered in each case to indicate the usefulness of this machinery. A word about the organization of the book is in order. The first chapter is introductory and sketches where we are going and why. Chapters II, III, and V include all of the theoretical material; a knowledge of this opens the door to the applications. Probably on first reading, one should aim more at developing some intuition for the subject and getting a firm idea of what the various different things which are defined look like, rather than at working out proofs in detail. Applications to questions in differential geometry (in- cluding many topics of considerable use in physical sciences) are mostly in Chapters IV, VI, VILI, and IX. Applications to various topics in ordinary and partial differential equations will be found in Chapter VII. Finally, applications to several topics in physics are in Sections 3.5, 4.6, 6.4, and Chapter X. What is presupposed of the reader is first of all a certain amount of scien- tific maturity, the precise direction not being too important. While the book is not really advanced mathematics, it is not exactly ground floor mathe- matics either, and a reasonable knowledge of the calculus of functions of several real variables is necessary, as is a working knowledge of linear algebra through the ideas of linear combination, basis, dimension, linear transforma- tion. Some exposure to a minimum amount of the ground rules of modern mathematics, sets, cartesian products, functions on sets, is helpful but not essential. This material is usually picked up by osmosis anyway, and the Glossary of Notation at the end of the book should be helpful. The reader should also know about the existence of solutions of ordinary differential equations. A passing familiarity with tensor methods is useful, but not essential. If our audience consisted of mathematicians alone, it would be in order to use somewhat more care in our formulations of definitions and proofs of theorems and to discuss in considerably more depth numerous technical points we herepass over lightly. Our goal, however, is to develop an intuition xixii PREFACE TO THE FIRST EDITION and a working knowledge of the subject with as much dispatch as is possible. ‘This perhaps could be done in less space except for our insistence on a degree of rigor matching that found in the better treatises on theoretical physics. This falls short of the extremely great precision which is customary in modern abstract mathematics and pretty much inherent in its nature. One who quite rightly is searching recent developments in mathematics for applicable material must find this precision a considerable barricade, overpedantic if not downright tedious—a very real factor in the great separation between modern mathematics and modern science. Making his craft available to science is not a light task for the mathematician and the extent to which this book makes a contribution therein must necessarily be its primary measure of success. In spite of all this, we do not hesitate to recommend this material to graduate students in mathematics as an introduction to modern differential geometry; indeed, a well-trained advanced undergraduate should find the book quite accessible. Considering the degree to which present day mathe- matical training consists of one abstraction after another, some of the things in this book could be a bit of an eye-opener, even to a mathematics student who is well along. For example, one could envisage such a student meeting here a parabolic differential equation, or a matrix group, or a contact trans- formation for the very first time. It is my pleasant duty to acknowledge the substantial help and encourage- ment I have always had from my teachers, colleagues, and students. In this respect a special vote of thanks is due George A. Hawkins, Dean of the Schools of Engineering and Mathematical Sciences of Purdue University. Finally, I wish to express my gratitude to Elizabeth Young, whose beautiful typing of the manuscript was a substantial contribution. July 1963 Hariey FLANDERSContents FOREWORD PREFACE TO THE DOVER EDITION ix PREFACE TO THE FIRST EDITION xi L. Introduction Page 1.1, Exterior Differential Forms «5 wwe wees 1 1.2, Comperison with Tensors -. wee ee ek Ut. Exterior algebra ‘The Space of p-vectors .. -. ee wee te eB Determinants . 7 Exterior Products 8 inear Transformations ae + | t=] | 10 Inner Product Spaces... ee wwe ee te ee Inner Products of p-vectors .. 5. ws wee tee ‘The Star Operator tee) fee te) pat 15 Problems... 0 6. eee eee ee ee eT Il. The Exterior Derivative Differential Forms 19 Exterior Derivative aes 7 20 Mappings eT a8 Chango of Coordinates |, An Example from Mechanics 26 Converse of the Poincaré Lemma a7 AnExample .. 30 Further Remarks ase 7 30 Problems... 6. ewe ee ee ee ee IV. Applications Moving Frames in E8.. cee BD Relation between Orthogonal and Skow- -eymmetsi 3 Matrices 35 ‘The 6-dimensional Frame Space. 37 The Laplacian, Orthogonal Coordinates 38 Surfaces 40 Maxwell's Field Equations ee 7 oa Problems’... 7 ett tt et tt tt as xiiixiv 5.1, 5.2. 5.3. 5.4. 5.5, 5.6, 5.7. 5.8. 5.9. 5.10. 5.11, 5.12. 6.1, 6.2. 6.3. 6.4. 1. 7.2, 73. 14, 15. 78. 8.1. 8.2. 8.3. 8.4, 8.5. 8.6. 9.1. 9.2, 9.3. 9.4, 9.5, 9.6. CONTENTS V. Manifolds and Integration Introduction Manifolds .. ‘Tangent Vectors .. Differential Forms Euclidean Simplices Chains and Boundaries .. Integration of Forms Stokes’ Theorem . Periods and De Rham's Theorems Surfaces; Some Examples Mappings of Chains Problems .. VI. Applications in Euclidean space Volumesin E” .. Winding Numbers, Degree of a Mapping ‘The Hopf Invariant .. Linking Numbers, the Gauss Integral, Ampére's Low Vil. Applications to Differential Equations Potential Theory ‘The Heat Equation ‘Tho Frobenius Integration Theorem Applications of the Frobenius Theorem Systems of Ordinary Equations ‘The Third Lie Theorem VIII Applications to Differential Geometry Surfaces (Continued) Hypersurfaces .. Riemannian Geometry, Local Theory | - Riemannian Geometry, Harmonic Integrals... Affine Connection a Problems .. 1X. Applications to Group Theory Lie Groups : Examples of Lie Groups Matrix Groups Examples of Matrix Groups Bi-invariant Forms Problems .. 49 49 53 55 57 61 63 64 66 69 n 13 4 7 79 9 82 90 92 102 106 108 112 116 127 136 143 148 150 151 153 154 158 16LCONTENTS xv X. Applications to Physics Page 10.1. Phase and State Space se) fe) 7 =] Jet 7 ee] [se 1 =) 888 10.2. Hamiltonian Systems + =} | te 165 10.3. Integral-invariants =... ws 171 10.4, Brackets me) ee] fet] ee] | oe 179 10.5, Contact Transformations es] 183 10.6, Fluid Mechanics >) [=* | i) |=] et | te] [ee » 188 10.7. Problems. 6. ween eee ew 198 BIBLIOGRAPHY 197 GLOSSARY OF NOTATION 201 INDEX 203Introduction 11. Exterior Differential Forms The objects which we shall study are called exterior differential forms. These are the things which occur under integral signs. For example, a line integral Ade + Bdy +Cdz leads us to the one-form @ = Adz + Bdy + Cdz; a surface integral [fra +Qdzdx + Rdxdy leads us to the two-form a= Pdydz + Qdzdz + Rdzxdy; and a volume integral i Haxdyde A= Hdedydz. These are all examples of differential forms which live in the space E? of three variables. If we work in an n-dimensional space, the quantity under the integral sign in an r-fold integral (integral over an r-dimensional variety) is an reform inn variables. In the expression « above, we notice the absence of terms in dedy, dedz, dydz, which suggests symmetry or skew-symmetry. The further absence of terms dxdz, - + strongly suggests the latter. We shall set up a calculus of differential forms which will have certain inner consistency properties, one of which is the rule for changing variables in a multiple integral. Our integrals are always oriented integrals, hence we never take absolute values of Jacobians. Consider ff A(x, y)dady 1 leads us to the three-form2 I, INTRODUCTION | = x(u, v) y = vu, »). [fae nardy = [fac ), tu, 01 “ ao a which leads us to write with the change of variable We have oz ax ju 3 dedy = 2@9 audv =|" | aude. Ou, v) oy oy ou do If we set y= 2, the determinant has equal rows, hence vanishes. Also if we interchange x and y, the determinant changes sign. This motivates the rules dxdx =0 dyde = —dedy for multiplication of differentials in our calculus. In general, an (exterior) r.form in n variables x', «++ , 2” will be an expression 1 = FV Ab cyt, Wet dah, where the coefficients A are smooth functions of the variables and skew- symmetric in the indices. We shall associate with each r-form @ an (r + 1)-form dw called the exterior derivative of m. Its definition will be given in such a way that validates the general Stokes’ formula j o= j do. ox z Here £ is an (r + 1)-dimensional oriented variety and 6 is its boundary. A basic relation is the Poincaré Lemma: d(dw) = In all cases this reduces to the equality of mixed second partials. 1.2. Comparison with Tensors At the outset we can assure our readers that we shall not do away with tensors by introducing differential forms. Tensors are here to stay; in a great many situations, particularly those dealing with symmetries, tensor1.2, COMPARISON WITH TENSORS 3 methods are very natural and effective. However, in many other situations the use of the exterior calculus, often combined with the method of moving frames of E. Cartan, leads to decisive results in a way which is very difficult with tensors alone. Sometimes a combination of techniques isin order. We list several points of contrast. (a) Tensor analysis per se seems to consist only of techniques for cal- culations with indexed quantities. It lacks a body of substantial or deep results established once and for all within the subject and then available for application. The exterior calculus does have such a body of results. If one takes a close look at Riemannian geometry as it is customarily developed by tensor methods one must seriously ask whether the geometric results cannot be obtained more cheaply by other machinery. (b) In classical tensor analysis, one never knows what is the range of applicability simply because one is never told what the space is. Everything seems to work in a coordinate patch, but we know this is inadequate for most applications. For example, if a particle is constrained to move on the sphere $?, a single coordinate system cannot describe its position space, let alone its phase or state spaces. This difficulty has been overcome in modern times by the theory of differentiable manifolds (varieties) which we discuss in Chapter V. (c) Tensor fields do not behave themselves under mappings. For example, given a contravariant vector field a! on z-space and a mapping ¢ on z-space to y-space, there is no naturally induced field on the y-space. [Try the map t —> (¢, #?) on E! into E?.] With exterior forms we have a really attractive situation in thisregard. If ¢: M—N and if is a p-form on N, there is naturally induced » p-form $*w on M. Let us illustrate this for the simplest case in which @ is a 0-form, or scalar, ie., a real-valued function on N. Here $* w = w « ¢, the composition of the mapping ¢ followed by w. M—__» 4 gw =wod Reals (4) In tensor calculations the maze of indices often makes one lose sight of the very great differences between various types of quantities which can4 I, INTRODUCTION be represented by tensors, for example, vectors tangent to a space, mappings between such vectors, geometric structures on the tangent spaces. (e) It is often quite difficult using tensor methods to discover the deeper invariants in geometric and physical situations, even the local ones. Using exterior forms, they seem to come naturally according to these principles: (i) All local geometric relations arise one way or another from the equality of mixed partials, i.e., Poincaré’s Lemma. (ii) Local invariants themselves usually appear as the result of applying exterior differentiation to everything in sight. (iii) Global relations arise from integration by parts, ie., Stokes’ theorem. (iv) Existence problems which are not genuine partial differential equations (boundary value or Cauchy problems) generally are of the type of Frobenius-Cartan-Kahler system of exterior differential forms and can be reduced thereby to systems of ordinary equations. (f) In studying geometry by tensor methods, one is invariably restricted to the natural frames associated with a local coordinate system. Let us consider a Riemannian geometry as a case in point. This consists of a manifold in which a Euclidean geometry has been imposed in each of the tangent spaces. A natural frame leads to an oblique coordinate system in each tangent space. Now who in his right mind would study Euclidean geometry with oblique coordinates? Of course the orthonormal coordinate systems are the natural ones for Euclidean geometry, so they must be the correct ones for the much harder Riemannian geometry. We are led to introduce moving frames, a method which goes hand-in-glove with exterior forms. We conclude the case by stating our opinion, that exterior calculus is here to stay, that it will gradually replace tensor methods in numerous situations where it is the more natural tool, that it will find more and more applications because of its inner simplicity, body of substantial results begging for further use, and because it simply is there wherever integrals occur. There is generally a time lag of some fifty years between mathematical theories and their applications. The mathematicians H. Poincaré, E. Goursat, and B. Cartan developed the exterior calculus in the early part of this century; in the last twenty years it has greatly contributed to the rebirth of differential geometry, now part of the mathematical main stream. Physicists are begin- ning to realize its usefulness; perhaps it will soon make its way into engineering.I Exterior Algebra 24. The Space of p-Vectors Notation: R = field of real numbers a, b,¢, «++. L = an n-dimensional vector space over R with elements a,B,---. For each p = 0, 1,2, --- , n we shall construct a new vector space At over R, called the space of p-vectors on L. We begin with N° L=R, N L=L. Next we shall work out N Lin some detail. This space consists of all sums Ladle a Bi) subject only to these constraints, or reduction rules, and no others: (ayy + 202) A B — ay (o4 A B) — a2(a2 A B) = 0, % A (by By + 5282) — (a A By) — b2(a A B2) aAa=0, anp+Bpaa=0. Here «, B, etc., are vectors in L and a, b, etc., are real numbers; a A f is called the eaterior product of the vectors a and B. If a and f are dependent, say B =ca, then an B=aA (ca) =ca Aa) =c-0=0 according to our reductions. Otherwise « a B # 0. Suppose o!, +++, o% isa basis of L. Then a=Sao', p=Ldbo/, ar B= (Lae) a(Lb0+) = Lado ao). We rearrange this as follows. Each term o‘ A o' = 0 and each o/ a o! = ~—o' Aoi fori. (Sometimes it is convenient to simply set A\?L=0 for p>n.) We express each « in a product a, A -*- A a, asa linear combination of the basis vectors o1, --- , 0” and completely distribute according to Rule (i). This leads to yA AO = Dap reg, MHA A OM, Each term o a --- Ao" is a product of p > n vectors taken from the set a, ++, 0 so there must be a repetition; by Rule (ii) it vanishes. We are left with a, A +++ A a, = 0 as the only possibility. We close with a very important property of the spaces A\? L. In order to define a linear mapping f on /\?L it suffices to present a function g of p variables on L such that (i) g is linear in each variable separately, (ii) g is alternating in the sense that g vanishes when two of its variables. are equal and g changes sign when two of its variables are inter- changed. Then Slay A ++ Naty) = gles ++ a9) defines f on the generators of A\? L. It can be shown that this property provides an axiomatic characterization of A?L. In the next section we apply this property to define the deter- minant of'a linear transformation. 2.2. Determinants As above L is a fixed linear space of dimension . Let A be a linear transformation on L into itself. We define a function g = g, of n variables on Las follows: Galty » °°) = Aay A -+* A Aa, ga: XL AML8 II, EXTERIOR ALGEBRA where X"L denotes the cartesian product. Since g is multilinear and alternating, there is a linear functional f = f,, far TL ATL = galt, ,** +, Gy) = Aa, A+++ A Aa, satisfying Fal, A077 AG) But (\" L is one-dimensional so the only linear transformation on this space is multiplication by a scalar. We denote the particular one here by |] and have Aa, A+++ A Ady = {Alloy A+++ Ao). This serves to define the determinant |A| of A. We must not fail to note that this definition is completely independent of a matrix representation of A. We observe next |AB\(a, A +++ Aa,) = (ABa,) A +++ A (ABa,) =|Al(Ba, a +++ A Ba,) = IAI Bia A ++ Ao), hence |ABl = |A]-|BI- We can relate this to the determinant of a matrix as follows. Let , 0” be a basis of L and |la;;|| an x n matrix. Set a, = Yao. Then a Ao AG =laylot ao Ao" In particular, if one obtains the matrix representation of A with respect to the basis (o') by Ag = a'jo', then Ao nv Ao =|ai lol as Ao" Al =(a'y. 2.3. Exterior Products We now observe that our spaces A\? L have a built-in multiplication process called exterior multiplication and denoted by a for obvious reasons. We multiply a p-vector p by a g-vector v to obtain a (p + g)-vector p A v (which is 0 by definition if p + q >): ae (APL) XA AL It suffices to define A on generators and use the basic principle at the end of Section 1 to extend it to all p- and g-vectors: (ay A= Ady) A (By Ao A Bg) tty Ao A ty A By Ao A Bye2.3, EXTERIOR PRODUCTS 9 ‘The basic properties of this exterior product are (1) AA pis distributive, (2) AA (HA v)= (AA B) A ¥, the associative law (3) pAA=(-DPAA p. Property (3) simply says that any two vectors of odd degrees anticommute, otherwise vectors commute. The following will illustrate why this is the case: (ay A Oy A 3) A B= —(% Aa AB AGS) = (—1(a, ABA a, Aa) = (1B A (uy A a A a3), (0 A a2 A as) A (Br A Ba) = (—1)°By A (ety A tg A 3) A By = (=1)(=1)7(By A Ba) A (ay A tty A a) = (—1)°7(By A Ba) A (ay A a A 5). Examples. We take for L the linear space based on the differentials dz, dy,+-+ and, as is customary, omit the exterior multiplication sign between dz’s. Thus dxdy denotes dx a dy. 1. (Adz + Bdy + Cdz) (Bde + Fdy + Gaz) = (BG — CF) dydz + (CE — AG) dzdz + (AP — BE)dzdy, illustrating the vector-, or cross-product of two ordinary vectors. 2. (Adz + Bdy + Cdz) a (Pdydz + Qdzdx + Rdxdy) = (AP + BQ +CR)dzdydz, illustrating the dot-, or inner-product of vector algebra. 3. Let be any form of odd degree. Then a=ana=0. For if « and B are of odd degree p, then Bau=—anB. We set = a to have aAa=-aAG, 2(a Aa) =0, avaa=0. 4. Here we take @ = dp, dq’ + --- + dp, dq”, a form arising in mechanics. The two-forms dp,dq' all commute, hence o" = (n!) dp, dq' dp, dq? ++ dp, dq" = (=) (nl) dpy > + dp, dg’ ++ dg".10 II, EXTERIOR ALGEBRA The product dp, ---dg" is called phase-density. We shall discuss this further in Chapter X. We apply the exterior product to obtain the Laplace expansion of a determinant by complementary minors. Let ||a,j| be an x m matrix. For H = {h,,--+,h,}, set Fh Bhp by =|: Any 0% Php Setp+q=n. For K = {k,,---, kj}, set Gy tks Tet thy Cx Fake Inky Thus if K = H’, the complementary set of indices to H (always arranged in natural order), then by and cy are complementary minors of \\a,j|. Now set a = Layo! where (0%) is a basis of L. We easily see that aA Aa, =) bya", Oper A AG = Leak, hence Oy A AG, = (ty A he A Oy) A (Opa A ott AO) = Vo bycga" a ok. But a Ar AG, = layl(o* A ++ Aa") and 0 ifk #H’ ot nok = eM gl asss ao") ifK=H', hence la] = Det bucy. a Tf H = {hy,+++, hg}, Hl = (ky, +++, kg}, then Lod een tnt = g at mses a ci 2.4, Linear Transformations In this section we deal with two linear spaces M and N with dimM=m, dimN=n.24, LINEAR TRANSFORMATIONS n Let us agree that when we need bases, o', - -- , o” will denote a basis of M and i,--+, 7" basis of N. Let A be a linear transformation, A: M—N. The mapping (ay ,°+*, @,) —+ Aa, A+++ A Aa, KM APN. It is alternating multilinear, hence defines a linear transformation, denoted Ar A on A\?M to A? N. This exterior pth power of A is defined on generators by sends (AP Ally A+++ A cy) = Ay A+ A Atty. Suppose A is represented by the m x n matrix |a'|| according to Aa! = Yai; The o” and t* form bases of N Mand N N, respectively, where H and K are ordered sets of p indices. We have (A? A)o# = Ao a +++ A Aote = Larycay, eA A ce = Yai. Hence A? A is represented by the matrix ta¥xll of all p x p minors of |ja!: ‘ll. This is sometimes called the pth compound of lla‘,t. Suppose one has three spaces L, M, N and this situation: ._2 +m A AB N We compute A? (AB): AP (ABYay A+++ A ay) = (ABay) A+++ A (ABay) = (A? A)[(Bay) A +++ 0 (Bety)] = (AP ADA? BYay A +++ A op) = [(A? ANA? BY|(ay A --- A ap),12 II. EXTERIOR ALGEBRA hence A¥ (AB) = (A? A)(A? B). It follows that the pth compound of the product of two matrices is the product of their pth compounds, a nontrivial result. ‘We must consider one other matter. Again let 4: M—»N. Suppose @ is in N M and 7 is in N M. Then (AP*4 A)(@o A n) = (A? A)(w) 0 (At A)(n). For if we take monomials, o = @, A+++ A ay, =B, A+++ A By, then (AP*4 A)(o An) = (AP*# AN, Ao * A ty A By A -** AB) = Aay A+++ A AB, = (day A+++ A Aa) 0 (AB, A +++ A AB.) = (A? A)(a) A (At A)(n)- 2.5. Inner Product Spaces In the remainder of the chapter we shall study a space L which has an inner product («, B). This is a real-valued function on LX L which is (i) Linear in each variable, (i) Symmetric: (a, 6) = (f, x), (iii) Nondegenerate: if for fixed a, (a, 8) = 0 for all B, then « = 0. Example 1. The Euclidean inner product on E” is given by w= (Ay, °6 Gq), B= (By, ** + Os (2, B) = aby + °° + Ob, Example 2. The Lorentz inner product in four-space: %=(4y,°77 504), B= (By, 77+ bg) (2, B) = 01, + aby + A3b3 — CPaydy where c is the speed of light. Condition (iii) is equivalent to the following. Ifa',---, o* isa basis of L, then {(o', o)| #0. (The left-hand member is the Gram determinant, or Grammian.) For this determinant vanishes if and only if there is a nontrivial solution (249°) of the homogeneous system Ya(',o) =0.2.5. INNER PRODUCT SPACES 13 But this is the same as having the vector a=Yag satisfy the relation (a, f) = 0 for all g. An orthonormal basis of L consists of a basis o!, --- , o” such that Gio) = +54. If there are r plus signs and s minus signs, then r +s =, and t=1r—s is the signature of the inner product. It does not depend on the choice of basis. It is a basic fact that each inner product space L has an orthonormal basis. This is proved in several steps. 1. IfdimL > 0, there is a vector o in L such that (, ¢) #0. For if (a, «) = 0 for all «, then O=(a+ B,a+ B) =(a,0) + 2(a, B) + (6, B) =2(2,8), (0, 8)=0 — foralla, B, a contradiction to nondegeneracy. 2. Pick a maximal sequence a, --- , o” of vectors satisfying (o', o/) = +84. Let M be the subspace of L these vectors span. Then dimM=r. [The a! are independent since ) a,o' = 0 implies Y a,(a', 4) = 0, +a;=0.] We suppose r p if and only if a= o, A+++ AG, where o,,°*,¢, are vectors in L. 2. (Continuation) Let a be any (n—1)-vector. Prove that a= te 3. Let L be an n-dimensional space and a 2-vector. Show that there is a basis ¢,, +++, 0, of L such that =O, AN0,+ 0; NG,+° The number 2r, which depends only on a, is called the rank of the 2-vector a. Show that a” #0, a’*! =0. 4. (Continuation) Let o,,-++,0, bea basis of L and let A = |la,,|| be a skew-symmetric matrix. Show that the rank of the matrix A coincides with the rank of the 2-vector « = 4) a0; A 9;- 5. We are given a linear transformation A: L—-L, where dimL =n. Find the value of the determinant lA? Al. 6. Let A be an mx n matrix and B an n x m matrix, where m ba= . hm Bream18 II, EXTERIOR ALGEBRA Note that the special case a, a, a3 A= , Bata b, bz bs, yields a well-known formula of vector algebra, Ja x b] = [al?|bj? — (a-b)?. 7. Let A be an x x n matrix and denote by cof A the matrix of cofactors of A [so that A(cof A) = (cof A)A = |A|-I]. Let by. be a typical element of A? (cofA). Show that bax = LIAI lac where H’ is the set of indices complementary to H, ditto K’, K, and ay, is the corresponding element of AvP AL 8. Express in terms of exterior algebra the formula from vector algebra a x (B x y) = (a-y)B — (a-B)y-Il The Exterior Derivative 3.4. Differential Forms Let P bea point in E". ‘The one-forms at P are the expressions . Yiadz', a, constants 1 These form an n-dimensional linear space L=L,. The p-forms at P are the elements of Arb = A? be, Layde"---de'?, ay constants. ie., expressions Note that we are dropping the notation “A” so that differentials da! juxta- posed will always be multiplied by exterior multiplication. Now let U denote an (open) domain in E”. A p-form on U is obtained by choosing at each point P of U a p-form at that point, and doing this smoothly. Thus a p-form w has the representation © = Lagle!, «++, 2") dx", where the functions ay(x) are smooth functions on U, differentiable as often as we please. The exterior algebra applies at each point of U and so may be interpreted on the differential forms on U itself. Thus if w is a p-form and 7 is a q-form on U, then @ Ax is a (p +4)-form on U. (Of course w A 4 = 0 if P+q>n) If @=Yayde", 1 = bdakX, then @ An = Y dybgde" dak 80 that the coefficients of w A 7 are again smooth functions, being poly- Nomials in the coefficients of w and 4 For example a one-form wo = Pde + Qdy + Raz 1920 Ill. THE EXTERIOR DERIVATIVE may be identified with an ordinary vector field (P,Q, R) in E*, a two-form a= Adydz + Bdzdx + Cdxdy may be identified with a polar vector field in E>. 3.2. Exterior Derivatives We denote by FU) the totality of p-forms on U. In particular F°(U) is simply the set of all smooth functions on U. We shall now set up an operation d which takes each p-form @ to a (p + 1)-form dw. In E? it will work this way. For a 0-form f, of ap oan + Lay + Fae For the one-form @ above, a = (F - B) ayae + (F -S) acae +(2- ) dea, while for the two-form a above, B du = (2 a. 6c" dedyd ae ty t 4) _ Thus the operator d subsumes the ordinary gradient, curl or rotation, and divergence. It will turn out that d is completely independent of coordinate systems. This will be more or less clear when we axiomatize d. We shall establish the existence and uniqueness of an operator d: FU) —> FP*1(U) such that (i) d(@ +) =dw + dn (ii) dap) =di apt (-68) 20 du (iii) For each @, d(dw) = (iv) For each function f, 4 a= ce Let us note the consistency of (iv) as it applies to the coordinate functions. For example z' is a function on U and d(z') the effect of d on this function z! ig the symbol dz!. ‘Thus from (iii), d(dz") = 0 once we have d.3.2, EXTERIOR DERIVATIVES 21 First we prove there is only one such operation d. Suppose we are given such ad. We first show that d(dx +++ datr) = 0 by induction on p. We have just noted this for p=1. If it is true for p—1, then by (ii), {xt (da «-- da*e)) = da --- date, (dah «+ dabr) = d{d(orde™ --- dx)} = 0 by (iii). Now if is a p-form, @ = Y ay(x) dx", de = Y d(ay dx") = Y (day) da" = Se ald! which shows that the recipe (i-iv) completely determines dw. To prove that there exists such an operator d, we simply set do = 54 9H sel dt for o = Yaydz" and check that the properties are satisfied. Properties (i) and (iv) are fairly clear; let us look at (ii) and (iii). Evidently if we can establish these for monomials, by summation they will follow generally. Suppose Then dA A p) = aabdz" dX) = A cata ak HT bart acidet dak =D fide dat dak + Ya 5 dala de -5(% ; ded) A ax) + (-1)8 Y (adz) a (Sias'aet) = (dd) A pt (—1)*Y A A dp.22 III. THE EXTERIOR DERIVATIVE The sign results from da! dc = (1) da# de'. This proves (ii). Again, let @ =adz". Then aldo) = a(S Fi ae'ae") 2 = Lge el delat lo/ @a a i =3h (sau 7 savage ae 2 which verifies (iii). Property (iii) is nothing more than the equality of mixed second partial derivatives. It is the source of most “integrability conditions” in partial differential equations and differential geometry. It is usually referred to as the Poincaré Lemma. 3.3. Mappings We study the following situation: U is a domain in E”, V is a domain in E” and ¢ is a smooth mapping on U into V. We write $: UV. Also, we denote by x, ---, 2” the coordinates of E™ and by y! coordinates of E". Then we can write yf syle 2") +, y” the to show that the point with coordinates x is transformed by ¢ to the point with coordinates y. The functions y'(x) are smooth. As before, R denotes the reals. Ifg is any real-valued function on V, g: VR then we may combine this with @ to obtain a function on U to R which we write $9 =G09. go*: F°(V)— FU). From the mapping ¢ on U to V we have constructed a new (induced) mapping $* on F°(V) to F°(U). Thus3.3. MAPPINGS 23 u——*_ og =G°$ g We are now going to define a map ¢* taking p-forms on V to p-forms on U: gt: FV) — FU). (Strictly speaking we should index ¢* and write ,*, p = 0, 1, +++, but we shall skip this.) We have taken care of p = O already. The crucial case is p=1, after we do that, the algebraic considerations of Chapter II do the rest of the work. ‘The basic idea is substitution of coordinate functions, replacing dy’ by ey tae Thus if » = Y a,(y) dy! is a one-form on V, we set ay! @ =, aly) ae! We now have ot: FV) — F(U). By the method of Section 2.4, we extend this mapping to the exterior products to obtain ot: FV) —> FP(U). As an example, $* (dy' dy?) = (p* dy')(G* dy’) -eBeNeBe) _ vy by! by |, =lae jel ede! ay" dy? ae) ‘dei = 32 (Gog wlan) oe -iy 1y) dz'dx!, aah a24 II. THE EXTERIOR DERIVATIVE We now list the basic properties of ¢*. (i) o*(o+n) = $F ot on (i) 6* (A.A B) = (b*d) A (O* H) (iii) If @ is a p-form on V, a(p* w) = $* (dw) (iv) Iff: U—+Vandy: V—W, then (yo b)* = oF opt. The first property is evident and the second follows from the final formula of Section 2.4. Property (iii) is essentially the chain rule for partial derivatives. First we take a 0-form g on V. og t= Lady a iy = UL a! =r 9) ai = deg. We proceed inductively, supposing we have verified (iii) for (p — 1)-forms. It suffices to verify (iii) for p-forms @ which are monomial since each p-form is a sum of such. Suppose then that @ =gdy" =gdn where 9 = y" dy" +++ dy* is a (p —1)-form. Then $* w = (b* gb" dn) = ($*9) A (4b*n), d(p* w) = d(g*g) a d(p*n), and dey = dg r dn, $* de = ($* dg) 0 ($* an) = d(p*g) a d(b*n) =4o*o we have pushed through the next case. ‘We now look at the final property (iv). For a 0-form (function) h on W we have (0b © H)* AY) = ALY 0 $)(X)) = MYIbOO)]} = [W* ANGE] = {6* YF A}}O0) = [(b* © Y*)AN(x),3.4. CHANGE OF COORDINATES 25 hence (bro b) *h = (b* o p*)h. An induction similar to that above establishes the property in general. All it means is that one can substitute directly the expressions for the coordinates . u—* Vv FU) —<—_*" __ Fv) pod y (Ww od)* uv = (h"o w*) FW) 2* on W in terms of the coordinates x! on U, or indirectly by first going through the coordinates / of V; the results are the same. What has really been seen in this section is that one can carry on fearlessly with the most obvious kind of calculations with differential forms. Examples. Consider the map ¢: ¢—>(z,y) on E'—+E? given by z=,y=0. Ifw = 2xdy,aone-form on E*, oy 4, * oy = (2) ~ gta @) zat 3t* dt. Take the map y: (x,y) —+t=2—y. w* (dt) = dx — dy. One final remark. Suppose m m, then necessarily gta =0. 3.4. Change of Coordinates We apply the results of the last section to the special case in which U and V are both domains in E” and ¢ is a one-to-one mapping on U onto V with both $ and y =~! smooth. (Note the map — y = 2 on E! +E! is one-to-one and smooth. But the inverse map y —+ x = y'/3 is not smooth— no derivative at y= 0.) In each figure, 1 is the identity map, (x)= x. It follows that $* is a one-one map on F*(V) onto F’(U) and its inverse is y*. If we interpret the coordinates y of V as new coordinates on U, the result dp* w = o*dwo means that the exterior derivative of a differential form is independent of the coordinate system in which it is computed.