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    Differential Forms and Exterior Calculus 44 The miracle of the appropriateness of the language of mathematics for te formulation of the aw of physics is a wonderful gift which we neither understand nor deserve ” Eugene P. Wigner 1902-1995 ‘rom The Unreasonable Erfectiveness of Mathematics in the Natural Sciences (1960) Introduction &S % Depressi ttt tex, Calewus Made Easy (2nd ed), he playfully described the “d” in a di ferential asa “dreadful” symbol. He concluded it was best to think of “ad” as an op- eration that takes “a litle bit of.” Thus, the ubiquitous intuition about diferentials being vaguely “small” has a long history that belies the historical, but ultimately sue- cessful, struggle of mathematicians to escape from “infnitesimals.” Our definitions of differentials in Seotions 2.2 and 12.6 made it quite clear tha differentials are just new independent and dependent variables that can have any values, not just small ones. Ibis only when we have used differentials to approximate the changes in values of functions that we have thought of differentials as small in order thatthe errors in the approxi- mations be siall, We have also seen differentials used in contexts where smallness is neither implied nor desirable, for example, in the applications in Sections 12.6 and B8. ‘This chapter focuses on differentials and develops a new kind of “caleulus” called exterior calculus that enables differentials to play @ much greater role in applications in the physical and other sciences. Tt amounts toa rethink of how caleulus i tadi- tionally done. Sections 171 and 172 setup the mechanics of “k-forms’ and “differen- tial forms" (which are fields of k-forms analogous to vector fields) and the operators “wedge product” and “exterior derivative” that act on them, These are analogous to dif- ferential caleuls, while the remaining thee sections constitute a rethink of integration Section 173 defines manifolds and bridges th classical multiple integral to integrals of differential forms. A central isue in integration is orientation, which diferenial forms naturally take into account in any dimension. Ths isthe subject of Section 174 Section 175 revisits the classical integration theorems of advanced calculus, showing them in a unified light in the Generalized Stokes's Theoret Differentials and Vectors Differentials have properties similar to vectors. Consider the differential of the func tion f(x, y,2) and its gradient V/ af = Lacs Lays Lae ev, eet wa tist iste ‘The expression for df appears to expand df as a linear combination of “basis vectors dx, dy, and dz, which play the same roe tat, j, and k doin the expression for VJ ‘Gir than representing the dreaded “ite bit of ara,” da thas no meaning its no the differential of anything, and neither is d dy k-Forms SECTION Ti; Forms 965 they both imply direction as well as magnitude, We will come to regard differentials as elements of vector spaces inthis chapter. ‘The idea ofa differential having dxection (orientation) is implicit in the definition of the definite integral in Chapter 5. 2 f(x) dx isthe integral ofthe differential form (x) dx over the interval [a,b] oriented from a to b, Reversing this orientation results in the integral changing sign: J f(x) dx =— f* f(x) dx. Our definitions of double and triple integrals in Chapter I involved no sch “built-in” concept of orientation; for instance, we teated the area element in R? as dl = dx dy = dy dx. This meant that the orientation concept had to be artificially bull in tothe statements of two- and three-dimensional versions of the Fundamental Theorem of Caleulus in Chapter 16. This deficiency will be remedied in this chapter by the introduction of a new kind of ‘product (the wedge product), where we will zeplace the inadequate product dx dy with dx © dy, which is antisyrmmeteic in the sense that dy A dx = —dx «dy. This will, in tua, make it possible to define integrals over “manifolds” of any dimension and obtain @ single version of the Fundamental Theorem of Calculus that applies in any dimension. Derivatives versus Differentials 1b isa peculiarity of the conventional language that, except in special cases, when we speak of differential equations we are actualy speaking of equations between derive Lives and not equations between differentials. Fxterior calculus inverts this, The ex- lerior derivative defined in Section 17.2 is properly a kind of differential and not a derivative as the term is conventionally used in calculus. The exterior derivative (ie, “d"), together with the notion of products of forms, allows for a new kind of object One can, loosely speaking, take the differential of a differential in a meaningéul way This is something completely new. By forming independent bases in their vin vector spaces, K-forms retain the ability to “separate” (into components) that vectors have. ‘hus, differential equations can be replaced by equivalent equations in differentials of -forms. DEFINITION In this section, we develop the notion of forms and their products, known as wedge products, Let the 1 vectors e = (1,0,0....,0), €2 = (0.1,0,...,0), ... and & = (0,0,0,...,1) be the standard basis forthe n-dimensional real vector space FR", A function that maps areal vector space into B is ealed a “functional” Tn phys- ical examples, such as integrals for energy, functionals are commonly encountered on vector spaces of functions (infinite dimensional function spaces), but inthe following definition we introduce a functional on the finite dimensional vector space BR" ‘A real-valued function @ defined on R" is called a 1-form (or a linear fune- tional) on R” if, whenever x and y belong to R" and a and b are real numbers, then $lax + by) = a9(%) +5919) For example, fx = xye1 + x2e2 +/+: + nth, then the function ¢ defined by POR) = aan tanks ob dntn = 20x isa [-form on BR" for any a € B, In fact, every I-form on R" is of this type, because, (CHAPTER 17 Diteemal Foun and DEFINITION ‘Werave now depared from the convention up to this point of Aepicting dilerestials on both sides of any equality. Is not necessary that aI-form be the diterenial of some function fg is an arbitrary I-form on R and we let a; = ¢(¢,), then by linearity, ow -4(S5u8) Yule) sx00 ‘The set ofall 1-forms on R is denoted A(R") and is a real vector space called the dual space of R". If¢ and y are I-forms and @ = ug + vy, where u and v are real numbers, then, as noted above, g(x) = ae x, and ¥(x) = be x for certain n-vectors a and b, so 9(x) = up(x) | 0Y(R) = uaex + vbex= (ua t vb) ox, and 0 is a I-form corresponding to the vector ua + vb. Now we make an important definition that appears to give “differentials” a new tole to play, rather than just being new independent and dependent variables in a dif- ferentiation process. Being a vector space, \,(R") must itself have a basis. Differentials as basis vectors for 1-forms For | The coefficients here are those of the cross product of a= ayi + aaj + ask and b = hui + boj + bsk in R®, Thus, the wedge product mapping of A,(R*) x Ay(R') into Az(R°) corresponds to the cross product mapping of R? x R° into ee l*"=l Remark Note that n = 3 is a unique case in that itis the only one with the bases for ‘A2(R") and A(R") having the same dimension, In a sense, this is what makes eross products possible in R* ‘A-Forms ‘A k-form on "is a multilinear antisymmetric functional ¢ defined on the Cartesian product (RM) = BY > RY X--- x RM (k factors B"). That is, & maps (R")* into R and satisfies the two conditions: (a) multitinearity: (vs. .... ve) is linear in each of the vectors ¥j with the others held fixed. BOs Vint (aU BW), Vite ¥E) Saba, Veen MWe ME) FOB (1 MeL WV RD forall real numbers @ and h and vectors w and win B, and (@) antisymmetry: if any two arguments of ¢ have their positions switched, the value of g changes sign. feces Wve MB) = o. POV be ee Wjoce ea Vio esp) “The vector space of all k-forms on &” is denoted Ax) If k > 2, we need to extend the notion of antisymmetzy to allow for exchanges involv- ing more than two arguments. We calla rearrangement of the numbers (1.2.3.....R} permutation. Such permutations can always be constructed by successive reversals of pairs ofthe numbers. The reversal (i, ) exchanges the numbers i and j (where {j #1), Every permutation can be expressed as a “product of reversals.” For example the permutation x that maps {1.2.3} to (2.3.1) ean be written as = (1, 3)(1.2) observe that {1.2.3} = (1, 3)(1.2){1,2, 3} = (1, 3){2. 1,3} = (2,3, 1}, that is, first switches 1 and 2 (producing {2, 1, 3}) and then switches 1 and 3 to get {2, 3, 1}. Of course, such a representation is not unique; it is also truc that 7 = (1, 3)(2, 3). However, if permutation 7 can be expressed as a product of an even (or odd) number of reversal, then all ways of expressing it as a product of reversals wil involve an even {or odd) number, and we say thatthe permutation itself is even (or odd). Accordingly, wwe define the sign of the permutation 7 as 1 ifr is aneven permutation so@)-[1) i bmoupemanon It follows that the antisymmetry property of a k-form ¢ can be generalized as follows: ifm is any permutation of the nurabers {1,2,...,4}, then SECTION Ti; Forms 969 (aC): Yaa) +225 Yate) = SBN 21) PCW. Vas YE) We can now extend the definition of the wedge product to allow for k factors. Let dix, be the 1-form introduced earlier inthis section: dx;(x) = x; for all x © BR". We define the elementary k-forms dxivs) dx (a) + di ve) dxis(¥i) dxig(¥a) + dxig(ve) (dx, Ady A A dag WA. V2. 18) = rig (1) dag a) o> dsig i) hy Yai YK, Mig Uaig kis Yim ane Mh Remark While the above formula makes sense forall positive integers k che resll- ing determinant will be zero if k > m. Since there ae only m distinct 1-forms dx, if k > n atleast two of the subscripts iia... ie wll be equal and so the determinant will have atleast two identical rows, The same applies fork < 7; if any two ofthe factors in dy, A dxig A-v- A dg ae identical, then the wedge product is the er0 keform, Remark For k < ig n Assuming that $, and gare forms, that yis an €-form, that y is an m-form, and that a and b are real numbers, then the wedge product has the following properties: (a) Tis linear in each ofits arguments: (adi + bb2) AY Sadi AY +b AY. 970 (CHAPTER 17 Diteemal Foun and (b) Nis associative, @AWAX=OAW AD, so this triple product can be written unambiguously as g AW A x. (6) Nis skew-commutativ, bay cD yng EXAMPLE 4 We simmatize the description ofall k-forms on R? as follows (@) Leforms A(R) has dimension 3. It consists of forms of the type $= ay dey tay dry tay des, where cach ay € R (b) 2forms A2({) also has dimension 3. It consists of forms of the type Y= by daa A dys thy ds dy + bs dxy A dxz where each by € R. (©) Seforms A(R?) has dimension 1, It consists of forms of the type nae dxy A dry A dxs, wherec €R. (@) higher-order forms If k > 4, then A(R?) = {0}, the zero k-form that maps a -tuple of vectors in R? to the number 0 SSS — EXAMPLE § Caleulate and simplify 0 y, where =a; dey Has dey tas ds € ALB) Y= bidey Aday + bzdxyAduy + hyduy Adxy © A2(®). Interpret the result in terms ofthe vectors a = ayi-taaj+ask and b = hyitbaj-+bsk ink? Solution By linearity and skewesymmetry, we have BAW ahi dxs A dua A dxy-+ayhadxy A dey A dxy + aybydxy A dxy A dx Heaghs dey A daz A dry +aphsdxz A das A dey tagbsdxz A day A dx ashy dxy a daz A dxy + ash; dxy a day A dxy tagbsdxy A day A dxy = (ayby + azbs + ashs)day A dey A dy = (aedjdyy A daz A ds [As a map from A(R") x A2(B?) into As(R?), the wedge product corresponds tothe dot product in B® —ssSsSsSsSSSSSSSSSSSSFFSSSSSSSSSF “7? Forms on a Vector Space Everything said above about forms on BR" can be applied to any n-dimensional real vector space provided we redefine the elementary forms so that dixj(w) selects the ith component of the vector v € ¥ with respect to some particular basis of V. For ‘our purposes, we will be mainly interested in the case where V is an m-dimensional suibspace of ", where m <7. In this case, itis possible to restrict the elementary forms dxj; A~- dx;, in Ag(@") so that they apply only to vectors in V. In this restriction, there will generally be fewer independent forms, because Ax(V) will have smaller dimension (") than A(R") SECTION 172: Difco Forms andthe Exterior Derivative 97 For example, the set of points (x, y, 2) in R* satisfying x—y +z = O constitutes a two-dimensional subspace V of R?, Clearly, v1 = (a,b, b—a) and v2 = (p.4.4- p) tclong to V. However, observe thatthe restrictions to V of three elementary 2-forms in ‘Ag(R) evaluate at these vectors to give dx Ady(¥y,¥2) = ag—bp, dx Adz (Wy, ¥2) = aq —bp, dy Ad2(v,.¥3) = aq—hp. There is only one independent elementary form im Aa(P) which has ivension (3) = 1 ats In Exercises 1-4, calculate and simplify the wedge product ofthe @ 6, Verity hati isa k-form and y isan form, then given forms ¢ and y. Write the d's inthe answers in increasing BAW = DEY AG. subscript order 7. Let w= (1, 1,0,0}, ¥ = (1,0, 1,0), and w = (1,0,0,1) in A. fay dug Adxy + andxy Adxq +aydxy Adxy Y= bide Adxa + ba day Adve ©) du Adm adntay.w 2 gadundysrdy (© dus advs adem) adn dx b dvs @ day Ade adzs(u.v.w) 3 Padus + 2dea + 3dry + 4dna + Sdxs 8. Lete; (1 Si = 4) be the standard basis veetrs for R*, Let W day Aday Aday Adxa + 2dxa Adxs Ada Adis ae ¥ = bdr Adxy + badxy Adxe + by dx Adm + bedm Adz 8. For what values of kis the permutation » that maps {1,200} 10 (2,35... ok 1 even? odd? Express a8 a roduct of reversals, Evaluate @(v1,....¥4)if@ = dar Adxa Adxy 4 dig RE, Evaluate (a) dy A da(u.¥) day +a dng + andy + aed Mi = ert 2p + Bes dey ey vs =3e Differential Forms and the Exterior Derivative Just as we extended the notion of vector to define vector fields as vector-valued func tions of position in a domain in R? or B®, so we can also extend the notion of k-form to define k-form fields as k-form-valued functions of position in a domain in R". These fields will be called differential forms DEFINITION For k > 1, a differential k-form on a domain D (an open set) in R" is a smooth function ® from D into A(R"). Thus, foreach x € D, (3) is a form on B" that can be expressed asa linear combination of the the () standard basis vectors of Ay (R"). The coefficients of this linear combination (Le,, the coefficients of (x)) will be smooth real-valued functions of x: P= aang) dy, Ada Av Ady A differential 0-form on D is @ smooth real-valued function f on D For simplicity, we take “smooth to mean that the coefficients have continu ‘ous partial derivatives of all orders (or at least all orders we need to calculate in a given situation). For k > 0, we denote the set ofall differential K-forms on D by ,(D). EXAMPLE TA differentia L-form on D CR" can be expressed as B(x) = Dai (er ears an) dai, 972 (CHAPTER 17-Disfcenial Forms and Exterior Calelss DEFINITION In ordinary caleulus “a” denotes the differential of of a Oo ). Here we ave extended "d” to apply to any sitecenial form to give & new form of one higher order. Do not confuse “ad” with “D." which can represen a desivative in| ordinary calculus, where the coefficients a; are functions of x € D, Of course, for any x € D, B(x) is a |-form on R", whose value at v € I" is given by () = Vo ai(x) dei (v) = Sai (x) vj = als) ov, Where a(x) isthe n-vector field with components ay (x). More generally if Wis the differential k-form on D given by vawe= Gigignig WAI, AdN, A Ady. where the coefficients aj... are functions of x € D, then the value of W(x) at the sequence of vectors {vs, V2. -.., vg} im BY is WO = Laity OD daa, Adm, Ao Ady VE. ME —_ - Vy, Pan Ubi, in Yale o> Mktg = YL aigey Gd sheen Mee Uae Uh SSS — ‘The wedge product of k-forms extends in the obvious way (pointwise on D) to ifferemtial k-forms with the added requirement that if f is a differential 0-form on D, then fA = f% for any differential k-form ®; the coefficients of f A ® are just the coefficients of & rmultiplied by J Observe that for any two differential forms ® and W, and any differential 0-form f, we have (a) 0 = SW = OAH, The Exterior Derivative ‘The following definition is central to the study of differential forms; in a sense it jus- tiles our use of the symbols dx; in the bases ofthe spaces of k-forms, and the use of the term “differential k-form” to describe a formed. The exterior derivative of a differential 0-form (that is, a function) f on domain D c BP is the differential I-form df given by Tf @ is an arbitrary differential k-form on D: ew- ¥ Aiianig @) da, A dai, A Adi, then its exterior derivative, d®, is the differential (k + 1)-form given by dem= YS (daisszoig G0) Ada, Adxy, Ao A dig ‘The exterior differential operator d maps F(D) into Fe+s(D). THEOREM Pf = df rakes no sense in terms of classical differential. It is only inthe context of wedge ‘rodets and differential forms that d? makes sense. d? maps every ferential k-form tothe zee (k + 2)-ort, SECTION 172: Difevatil Forms andthe Exterior Derivative 973 1k is worth stressing that the exterior derivative of a differential O-form coincides with the ordinary differential of f- The coefficients of df are just those of the gradient grad (/). ICV ¢ R", then ay oo al W700 = DE ann = Lay = gainer. illustrating again that a I-form on is jst a dot product with a fixed vector. But it is rote remarkable that it yields a clear meaning tothe differential ofa differential. This is something completely new. Properties of the exterior derivative If and W are differential k-forms and 8 is a differential € form on domain Dc R", and if@ and b are real numbers, then (a) d(a® + bY) = ade +b dW; thats, the operator d is linear from F(D) into Fisi(D). (b) d(® AM) = 4) AD + (—F HA (4); (a Product Rule). (©) d2@ = d(d®) = (0}, the zero differentia form. That is, d? = 0. PROOF The proofs of parts (a) and (b) are elementary and left as exercises for the reader. For (6) we proceed a follows. If © isa differential k-form, then (x) isa sur of terms ofthe form a(3) ds, Adu, A... dg. By part (2), itis suflicient to prove that d?¢ is zero for any one such tem. We bave Pas) dx, Ad), A Aday = (Se) A din, Adi, Mo Ady -(28 dae day | Adv, Adri Ao Ady or ‘The expression in the large parentheses is zero because the smoothness assumption on. ‘partial derivatives of a implies that @a a a Taig Tyg Me Ady ody A doe sss l'P?s Remark ‘the power of wedge products and exterior derivatives begins to become evident in the above proof, which holds only ifthe d-operator has been applied twice to a differential form, It is clear that the exterior detivaive of a general differential form is not necessarily zero, We will, of course, have db — 0 if @ isa differential n-form on R". (Why?) EXAMPLE 2. Let ® = Fide + Fady + Fydz belong to F;(R°), Calculate and EXAMPLE 2 Simplify d. What docs the result correspond to if we identify © with the vector field F = Fyi + Fj + Fsk and the differential 2-form d® with the vector field having components that are the coefficients of dy A dz, dz A dx, and dx Ady? 974 CHAPTER IT Diseeial Forms and Extroe Caeas Solution Here we are using (x, y,2) instead of (x3, x2, Xs) as coordinates in R*, We have d@ = dF Adx +dF Ady +dFy Adz Thus. d maps #;(R?) into F(R?) by taking the differential 1-form Fydx + Fady + Fydz into the differential 2-form whose coefficients are the components of the vector field eu, where F = Fyi-+ Faj + Fok oo PRAMPLED Let = Fidy ads + Fade nds + Fy dx Ady belong to F(R) EXAMPLE 3 Cotcutate and simplify dF. What isthe coeicient of dxadyadz in terms ofthe vector eld F = Ful + Faj-+ Fk? Solution We have dV aah Adynde Fy 5 * \dx bdFy Adx Ady af ari dx ady ade | Te dy Ady nde | ide ady nde af a a b GPx ads nde + To dy ade ndx + Thdzndz ad aFs aFs aFy + FB dxade andy + Fdy nde andy +52 Adx ady dx Ady ndz (div) dx a dy Adz. Here d maps F(R) into F,(*) by taking the differential 2-form with coeftici Fj, Fz, and F, to the 3-form with coefficient the divergence of the vector field F Bij + Fak. ser ERAMPLET ' Section 12.6 we encountered the Gibbs form of the equation of EXAMPLE 4 tte fora thermodynamical system. For a system involving only cone type of molecule itis dE =TdS—PdV + paw, aE aE where Bis eneray: 9 is emperae, 1:—ZE is pcssre, Ps and ste chem ical potential. Hele V is volume, 5 is entity, and is the ume of molecules ar ae Take the exterior derivative ofthis I-form to find the Maxwell relation = sample 4 in Section 12.8, SECTION 172° Dita Fos Desinaive 975 Solution Here we are using (S, V,.M) instead of (x, x2,x3) as independent vari- ables, Following Example 2, 0= dE = dT AdS—dP Adv + du rdN ar ar ar Fy IS dS + AV nds + dN AS Since the wedge products in the final line above are linearly independent, we conclude that a ar ar au an as as ‘The first of these is the Maxwell relation from Example 4 of Section 12.8, The other two are additional relations not previously mentioned because Maxwell relations are traditionally used for fixed 1, but they are no less vali. l“"=l 1-Forms and Legendre Transformations ‘As we saw in Chapter 12, thermodyaamic variables come in conjugate pairs. For S, V, and WV in the energy I-form in Example 4, 7, —P, and je are the respective conjugate variables. A conjugate variable is defined here as the function in front of the differential ofthat variable that ensures the product has a positive sign. In Section, 12.6 we found that Legendze transformations, such as F = E — T'S. led to I-forms in anew quantity, which was the exterior derivative of aO-form in a new set of variables. Cleary, dF = dk -Td§ ~SdT =-SdT—P dV + wan, so that F is a function of T. V, and N, instead of 5, V, and N. The conjugate variables are now ~5, —P, and j2, Note that the Legendre transformation introduces & sign change for the new conjugate variable, See Section 12.6 for details ‘Once we realize that, we can use Legendre transformations of Eto construct a dif ferential O-form that depends on any three of the six variables S, VN, T, P, and pw. that we may choose, provided the three chosen variables do not include a variable and its conjugate (and we account for the sign change due to Legendre transformations). It is easy to generate any of the many Maxwell relations using the properties of the wedge product and the exterior derivative. Note that itis only necessary to know that the differemial 0-form exists and how many variables have been swapped between in- dependent variables and conjugate variables, not what the new function is specifically, because d* will eliminate it. d? = 0 helps explain why thermodynamic potentials, as these Legendre transformations of energy are known, are better understood for their properties under differential operations than for their actual values, educing more Maxwell relations employing wedge products and exterior deriva- Lives isa topic forthe exercises 976 CHAPTER 17 Disteenial Forms and Exteroe Caeas Maxwell's Equations Revisited ‘Tames Clerk Maxwell is most famous for is four differential equations governing elec twomagnetism, which are known as Maxwell's equations and are described in Section 16.6. These are not to be confused with the Maxwell relations of thermodynamics. Maxwell's equations are four partial differential equations in the magnetic field vector B and the electric field vector verae Vx B= pol + VeR=0 Vxe=—" where p and J are charge density and charge current density (1, current per unit area) respectively, éy and jlo are constants, and ¢ = 1 /@p7ia is the speed of light FRAMPLE § Consider the two 2-forms constructed from the six components of EXAMPLE 5 p'snd Z within R* known in physics as spacetime”) as follows F =Bydy Adz + By dz dx +Bzdx Ady + Bydx ndt > +E:dzadt Bydy nde 6 Pay nae + Bete nd « Bate nay ~ Rea ndt Bay nat Sede nds ‘Show that the equation dF” = 0 is equivalent tothe last two Maxwell equations above “The first two Maxwell equations are related to G in a somewhat more complicated way. (See Exercise 17 for the details, and Exercise 18 for further implication ofthis approach) Solution AF =d (Be dy Ado + By dz Adv + Be dx Ady + Exdx Adt + Ey dy Adt + Erde adi) ~ (Fears Bean 4 Be dz) Ady nde + Hay ‘There are six such terms in total, In each case only two terms in the brackets will sur- vive when wedged with the associated 2-form because no wedge factors are repeated Grouping the surviving terms, we obtain only four distinct 3-forms in the expansion of dF, namely, Be, By | 3B, ; ae (Gere E)ananaees (F 4 (ey andzndes (M4 at a ae i “The coefficients for the respective 3-forms vanish ifthe later two of Maxwell's equa tions hold. The first coefficient vanishes because V + B = 0 while the remaining three represent the components of Vx £ + @B/@1. Thus, the later two Maxwell equations are equivalent to dF = 0. The remaining two Maxwell equations can be expressed in the form dG = H, where H will be determined in Exercise 17 SS 7. Closed and Exact Forms A differential k-form @ is said to be closed if d@® = 0 (the zero (k + 1)-form) Depending on the context, closed forms are analogous to irrotational or solenoidal vector fields, Since d? =O, every exterior derivative isa closed form THEOREM 3 SECTION 172: Diferotil Forms andthe Exterior Derivative 97 A differential k-form @ is exact if & = d for some (k — I)-form W. Fork = 1, exact forms are analogous to conservative vector fields, Every exact differential form is closed. Depending on the domain of the form, the converse of this statement may or may not be true. Its true for a smooth differential ke-form (where k > 1) defined on a domain in R* that can be shrunk to apoint. We will not attempt to prove this here, A slightly weaker version is stated below for star-like domains. (See the discussion following Theorems 4 and 5 in Section 16.2.) Poincaré’s Lemma Let @ be a smooth closed differential k-form defined on a star-like domain D in RF ‘Then @ is exact on D. ‘We will not attempt a full proof of this theorem either, but suggest a proof for the special case k = 1 in Exercise 14 below. Saeed In Exercises 1-4, calculate the exterior derivatives ofthe given ferential forms. LO =x det ybdz in? 2. f =e sin(32) in B® 3. Waa day A day tag dus Adee + Gy tadday a dey in RY 4. @ = xyrany dey Ades Adis + xaxaxsdey Ada Adis 5, Consider the differential L-form: @ =e sin(32) dv-+2ve% sin(3z) dy+3xe%¥ cos(32) dz Direclly calculate 4. Why are you not surprised at the result? (See Exercise 2) 6, Repeat the previous exercise forthe differential 3-form ® = xyes drprdxsndeyndusxars dxandxyndeandas. (See Exercise 4) 17. Verify Theorem 2) 8. Verify Theorem 20) © 9. Generalize part (b) of Theorem 2 to a wedge product DAW NB of adilleential k-foren ®, €or W, and m-form 8. © 10, (A Leibniz Rule) Generalize the previous exercise to the wedge product 4 2 A---4 where isa differential Ay-form for 1 <1 =m © 11, What vecior differential identity (see Theorem 3 of Section 16.2) follows immediately from applying Theorem 2{¢) and Example 2 tothe differential form f on B°? © 12, What vecior fferential identity (see Theorem 3 of Section 16.2) follows irameiatly from applying Theorem 2(6) and xample 3 to the diferestial form Fide + Fdy + Fade oR? Exercises 13-14 setup the proof of Poinearé's Lemma for Aifferenta 1-forms on staike domains in RE © 13, Let © = Dh, ay 6x) dy be a diferent! {form in RY. 4 = 0, the zr0 diferent 2-frm on R™, show that Ba) 8) fee pe ye ty ay SESE © 18, LoD bea domain in RE whichis starlike wath respect to a point, (See the discussion fllowing Theorems 4 and $n Seaton 162) 1 = FF gay (x) dy is aillerental frm in D that salsies d® —0, show that © = df for some itera O-form f- Hint Specially, show thatthe function f dened fr x © D by 70) [ Seabenremw) a satshes df = @. 4S, Te thermodynamic variables (S, ¥,.N) and their respective conjugates (7. ~P, j) were presented following Example 4 ‘Use the wedge product structure andthe fact that Legendre ‘wansformations (Section 12.6) ensure that an exact I-form exists for any three variables selected from ether se, excluding conjugate pats, to determine how many equations between partial derivatives (je, Maxwell relations) are possible im the sense of Example 4 16, Use exterior ealeulus and Legendee transformation considet- ations to generate Maxwell relations corresponding to the following wedge products: @ dT Aan 0) dS Ady ©) dT Ade @) dT AAV ©) -aP ads 17, (a) Find the exterior derivative of G rom Example 5. (b) Bind a3-om, H, such thal the equation dG — Hf ispies the sto Maxell equations listed above Example 5 ‘Under what physieal conditions is G a closed-form? What does this imply about d¥ = 0? 18, (Conservation of charge) Take the exterior derivative of 4G ~ 11 to ind aciferentil equation in charge density p ad charge current density J only, which expresses conservation of charge. Use the fac hat coe? = 19. According to Exercice 1 i Section 16.6, the vector potential ‘And the salar potential satstied B = —V9 — #8 and ‘VA inthe fully me-varying case. The components of ‘Aand 6 may be comined forma “ouevecte” in ‘space-time known as an “clectromagnti four-patentil (es Ay, As. —8). A Ifans natualy ected fons the 978 CHAPTER 17 Diseenial Forms and Extroc Caeaas 20, components of the fourpotential, and the physial units in the ‘potential equation for E suggest the following configuration: ya-oar ede Show that dy) = F and thus that dF (The connection between F and G) Instead of wsing (9.5.1) as coordinates in space-time, itis considered more physically natural to use coordinates ike (x,y. 2, ) all four of which have the same units (length). (Note: in theoretical physics it is sometimes convenient to choose physical unis 80 Anda + Ay dy + {hat ¢ = 1 to avoid this issue.) Express the 2-fms F and G lasing coordinate ct instead oft. Using te fact that the clemestary 2-forms from which F and G are constructed form a basis in the six-imensional vector space of 2-forms in 4 variables, show that the vectors F and G, having the same ‘components a the coelliciens of F and G respectively, satisfy Fe G = 0, Thus, Fand G ate orthogonal, and ia this sense the fist two of Maxwell’ equations listed above Example S may be regarded as orthogonal to, and hence independent ofthe remaining two, Integration on Manifolds This isa departure fom nowalon in classical integral calculus ‘because the “dis hidden in DEFINITION ‘This section introduces the language of manifolds. It also introduces parametrizations to link integrals of differential forms to specific iterated integrals. While the concepts of vector calculus were adequate for extending the Fundamental Theorem of Calculus to functions in &? and °, they do not lend themselves to higher-dimensional problems ‘The natural setting for integration in R" (winich we will not encounter until Section 17.4) is the integral ofa differential k-form © over a k-dimensional manifold M: Ie AA brief discussion of manifolds in R" and their tangent and normal spaces was given in Seetion 13.4. We amplify this further here. Smooth Manifolds “The graph of a function f from 2” into B" is the set ofall points (x,y) € R™ x RY = RP satisfying y = f(). The graph is smooth if all first-order partial derivatives of alln components of f exist and are continuous. (See Section 12.6 for a brief discussion of such functions.) ‘We need to introduce a general term like “manifold” because terms like “curve” and “surface,” which worked in three or fewer dimensions, do not encompass all the smooth objects in higher dimensions, Roughly speaking, a smooth manifold of dimen- sion k in R" (where k , (I you think about it fora mouent, you will realize tha this curve is an ellipse) ———7?. 980 CHAPTER 17 Diseemial Forms and Exteroe Caeas Inthe restof this Section, we ae going to revert othe classic approach (fom Chapter 14) ‘to muliple integrals of functions as lists of Riemann sums and extend them to R. Inso doing we will be ‘writing volume elements dV as ‘though they had meaning as Aferetials, which they donot. Ia Section 174, we will climb back on ‘the wagon and properly define the integral of differentia form over a ‘manifol, [ieaterto wate Jian than tis to write Loh S08) dV TEXAMPLE 3” Stow that the following parametric equations define a smooth ‘2-manifold in R*: (ria. 5.44) = x= plu) = (uf tug, 2H, Sn tua.) O oo in such a way that the maximum dimension ofthe byperrectangles R; approaches zero. Note that we use a single integral sign rather than an n-fold one, which is rather too awkward If f is defined in a domain D CR" that is “sutficienly nice,” we ean find a hyperrectangle R containing D and define [sean =] for, where / is defined tobe f(x) if x € D and 0 otherwise. Evenit f is continuous on D. it will likely be discontinuous on the boundary aD of D. so “How nice is sufficiently nice?” is a question that will have to be answered, ‘Some simple integrals over domains in BR" ean be evaluated by the technique of iteration used to evaluate double and triple integrals in Chapter 14, DEFINITION SECTION 173: Totegzaton ox Maniolés 981 ‘The “n-volume element” d Vy that we warned about in this chapter's introduction, is also written as dx or dx; dxz... dx, sometimes. The latter notation is perhaps even more unsatisfactory than dVq, as it Suggests the differential of a vector, which it certainly is not. However, it does indicate what variables are being integrated, which is Useful in this context, Another popular alternative (never used in this book, including here) is to write dx. This also has its problems, as we are not speaking of an n-fold exterior derivative of x EXAMPLE 4 Bvatoate J sa--89dx ove the Bypecate Q= GER" 05x, <1, 051 =n} Solution This integral iterates into n identical single integrals: side [des [vem=() -# SSS —>7. Sets of k-Volume Zero We are used to manifolds having zero area in R? (e.g,, curves) or zero volume in R* (e.g. curves and surfaces). In higher dimensions we have no such classical terminol- ogy for describing the “volume” of manifolds or their subsets, that may be zero in higher dimensional spaces, Accordingly, we make the following definition [jsvevsdee Sets of K-volume zero in R” Let | = k dug ex. The derivative Dp(u) transforms this volume element to a k-dimensional parallelogram in the tangent space Tpw)(40, the k-volume of which provides the volume element d ¥i-(p(u)) on Mat p(a) K-Parallelograms A k-parallelogram aty © B spanned by the k vectors Vi. «Ve is the set PF(v1, ..., Vg) of points x € R" such that y+ Dow, whee <1) <1 si sk a Pf ea, ¥e) ia emanifold in RY Remark ‘The k-volume of PE (vs, .... v4) is given by Geer, va). where Mev mem mew Mev: me: Mee Galva. ve) = Mev Maeve eee See Exercises 7-9 for a suggestion on how to prove this fat. In particular, ifn = k 0 that the vectors vj are all in R*, then the k-volume of PE (v1, Ye) is given by [et(4)], where A isthe & xk square matrix whose columns are the components of the vectors vi because Gu (vs.....¥R) = det(AT A) = (det(A))’. SECTION 173: Iotgzaton on Maniolds 983, ‘The derivative ofthe transformation x = p(u) isthe linear transformation of RE to the tangent space Tipgu)(M) given by the n x k Jacobian matrix axy ax uy Buy, J(u) = Dpta) = aay Ouy ‘The columns of this matrix are the k vectors that span the k-parallelogram, which is the image of the k-cube spanned by the standard basis vectors in R* under the ‘parametrization p. It follows thatthe k volume element at p(w) on Mis given by dVe(p(u)) = es (u) or, since the matrix J(u)” J(u) isa square k x k matrix that has the same elements as the determinant Gr. Vi (pCa) = yfaet( ea) Fea) dur diva «+» dive Now suppose we want to integrate a function f(x) = f(a. x2... %x) over a smooth K-manifold .M parametrized by the mapping p as described in Definition 9 ‘We want to transform the integral of f over to an equivalent integral of f (p(w) over U in RE. Since p(S) has k-volume 0, itis suficient to integrate f(p(w)) over U— S, where p is one-to-one and differentiable. Thus, J, fam =f Hew) Yast? Fah a0 In particular, the K-volume of the k-manifold is given by Lv ‘The same simplification observed above (when n = k) for the volume of a k-parallclogram in R¥ occurs if the k-maniold is “fat,” that i, if it is an open subset fof R In this case, the parametrization p(u) is just a transformation of coordinates in IRE, and the Jacobian matrix ofthe derivative Dp(u) is just ak xk square matrix J(u) Whose determinant is equal to that ofits transpose. I follows that «(F(T J(w)) du det( Tea)™ F(a)) = (det( ¢w)))? and so the transformed volume element is ale 8) Bor ue) leet(7()| du duty duty --+ dug. This is just the k-dimensional analogue of the general change-of-variables area and volume elements for double and triple integrals given in Sections IM.4 and 14.6, 984 CHAPTER IT Diseemial Forms and Exteroc Caeas EXERCISES 17. In xereises 14, nthe k-vtumes ofthe parallelogram in Rt spanned by the veclors with the given components 1 k= 2,¥1 = (1,2,1.0), 2 = (2,-1.0,-1) 2k S2M SOLD. = (.-b-10) 3. k= 3,¥1 = (11,0,0), ¥2 = (0,1.1,0), vs = (0.151) 4, k= 4,¥1 = (1,00,0), v2 = (1,1,0,0),¥9 = (0.0.1, 1), ve=(1,0,1,0) 5. ind fox, +12) 4¥4 (0, whore Aish omanitodin B® given parametsically by ford k, and M is ew the nx k matrix whose jth column consists ofthe components of vj. show that det(M M) = Gy(vi,....¥8) ‘Show thatthe 2-volume (ie, area A) ofthe parallelogram spanned by the vectors vy and ¥> is given by = VGatwi wa ‘Complete the proof ofthe formula forthe k-volume of a parallelogram spanned by the vector vt... ve bY induction on k. The case k = 1 is ivia, and the case k = 2 {is done in he previous exercise. A ( + 1)parallelogram bas 2(k + 1) faces, each of whichis a kepatllelogram. The G+ V)-volume of the (k + 1)-paralelogram is the k-volume ‘of one ofits faces (say, spanned by vis... vz) multiplied by the length h of the perpendicular projection ofthe remaining ceige ve 1 onto the k-imensional subspace containing that face. You will ind Cramer's Rule (Theorem 6 of Section 10.7) set in finding #2 Let @ be the Reform ® = dai, Adaig Av Advi Vesiy 0}, and (iil) IFC) = (£1), ¢(9)), then Dln(x) maps B®" onto RY-#* ‘The set ofall smooth boundary points of Mf constitutes the smooth boundary ‘of M. The points of @M that are not smooth boundary points constitute the nonsmooth boundary of M. 5 Remark The smooth boundary ofa subset M of a smooth k-manifold in "consists of one or more smooth (k —1)-manifolds in B [A piece-with-boundary of a k-manifold M in R isa closed (in &”) subset M of Msatistying (i) the nonsmooth part of the boundary of Mf has (k ~ 1)-volume zero, and (i) for every point x AM, there is an open set U CR” such that {y € aM 1 U} has finite (& — 1)-volume. Evidently, bth of the subsets in Example 5 above are pieces-with-boundary of thei respective manifolds. The smooth boundary ofthe hemisphere in part (a) is the whole cizcle.! The smooth boundary ofthe square xegion in pat (b} consists of the four sides of the square excluding the corner points, which are nonsmooth boundary points. The tangent space to the smooth boundary aM of a piece-with-boundary M of -manifold M at x is a (K — 1)-dimensional subspace of the k-dimensional tangent space to M at x. Therefore there exists a one-dimensional space tha is tangent to M atx but normal to @M at x. This normal space is spanned by grad g(x), where ¢ is the fanction in the definition of smooth boundary. Since s(x) = 0 and g(9) > 0 for Y © M, grad g(x) is «normal pointing into M and ~grad g(x) is an outward pointing normal. (Note that condition (i) of Definition 13 guarantes that grad g(x) 7 0.) We allways use an outer normal to orien the smooth boundary of M, describing the result 4s the orientation inherited from the orientation of JM. Inherited orientation of thesmooth boundary If M is apiece-with-bound- ary of an oriented (by ©) K-manifold in R", the (k — 1)-dimensional smooth boundary of M inherits the orientation w given by the differential (k= 1)-form, 4) (01.1) = 068) (00), Yi.) ‘where n(x) is a normal field on the smooth part of Mf that points out of M. “We have already seen this situation when considering Green's Theorem in B?, Stokes's ‘Theorem in R3, and the Divergence Theorem in both ®? and R? in Chapter 16. The following examples confirm that the definition above gives the same result as the oti= entations used there. T Like some other terms used here, “piece-with-boundary” was introduced by Jobn and Barbara Hubbard in their text Vector Calculus, Linear Algebra, and Differential Forms, 2nd ed,, Englewood Clifis, NI Prentice Hall, 2002, 988 CHAPTER IT Diseenial Forms and Exteroe Caeaas Figure 17.1. The orientation of inherited from the standard orientation ofR Fue 17.2 Boundary orientation inherited from the orientation of a smooth Figure 17.3 Orientations of thre faces of ‘cube in R°, and oftheir edges FIWPIE SE A tegion & in B bounded by one or mote piecewise smooth EXAMPLE 6 scsed curves © is a piece-with-boundary of the 2-manifold 2 If we assume that R? is oriented by the 2form @ = dx 4 dy so that (if) = 1 then (a, ) will be postive whenever mis an outward (Krom R) normal to © and tis a tangent to © in the direction of the orientation of ©. See Figure 17.1. The positive direction of © given by ¢is 90° counterclockwise from the outward normal FRAMPLE 7 Et 8 be a smooth surface (2-manifold) in R. Let m = mi + EXAMPLE 7 }4+nskbe ancavanshing, smoothly varying normal vector field ‘ample 2 above, § can be oriented with the differential 2-form fon & As suggested in ry) vis van co(ad(¥i. v2) = |r) v2 Uae s(x) vis vas for vy and v3 inthe tangent space to $ atx IFS is apiece-with-boundary of S having smooth boundary consisting of pieces of curves (I-manifolds), the boundary 25 inherits the orientation given by the differential form 6a(3)(¥) = (8)(ty-¥), Whete tay is an outward (from $) normal to the smooth boundary at x, and v is tangent to that boundary. It follows that 3co(x)(¥) is the value of the 3 3 determinant whose columas, inorder. ae the components of the normal field m orienting S, the components of My (Which is tangent to § but normal to the boundary of S), and the components of v. Assuming that has the standard bass, the vectors n, Ba. and ¥ form 3 right-handed triad, so the boundary orientation is such that if we stand erect onthe smooth boundary of $ (head upward in the direction of n) facing out of $ (ic. inthe direction of my), then the positive diection of the boundary of S will be to our left, See Figure 172. “= FHIAWP LEG Consider a cube @ in R? with the standard orientation given by EXAMPLE Bax ady adz. a0 consists of6 square faces (smooth bound- ‘uy) and 12 edges together with their endpoints (nonsmooth boundary). Each square face is oriented with an outward normal inherited from «. Ia turn, each squate face induces an orientation on its four edges. ‘That orientation is counterclockwise as seen fiom a point outside the cube in the direction of the normal for that face. Note that every edge ofthe cube is part of the smooth boundary of two ofthe squae faces, and those faces induce opposite orientations on that edge. See Figure 173. This “ean- cellation” suggests the observation that the boundary of a boundary of a piece-with- boundary is empty ‘We can calculate the orientation ofthe six faces of the cube, The fro face ofthe cube in Figure 173 has normal n = i. Accordingly its orientation is given by Tomy vat fom (V4. ¥2) = lk Vi.¥a) =]O via ae 0 vs by = Miavas — Vist2a = dy Adz (v1.2), (On the other hand, the normal for the back face is ~i, so the orientation for that face is ca(V4.¥a) = (i, Vy. V9) = dy A-dz(¥1.¥2) (Observe that the sum of the front and back orientations is 0, A similar situation holds {or the sum of the orientations of the left and right side square faces, and the top and bottom square faces, See Exercise 1 and Exercise 2 —— SSF? DEFINITION SECTION 174: Orenaions, Boundaries, I When the smooth boundary of a piece-with-boundary of a smooth, oriented k-manifold consists of several disjoint pieces-with-boundary of (k — 1)-manifolds, together with some nonsmooth sets where these (k — 1)-dimensional pieces join in ‘pairs, a isthe ease in Example 8, it is useful to write the smooth boundary as a "sum’ lof these disjoint pieces, each with its proper orientation, given by a + of — sign TRAMPLE Pevote by Offer, ....es) the k-cube in B having edge leagth STAMPED > 0, one comer at y, and spanned by the given multiples of the standard basis vectors in RF. (This is by analogy with the definition of a k-par- allelogram given in Definition 10.) The cube shown in Figure 173 is Q3 (i, hj, ik). The cube OF (her,..., hex) has smooth oriented boundary consisting of 2k cubes of dimension (k — 1) oriented by the direction of their outward normals. The boundary cubes come in pairs of opposite ones; for example, the pair with normals ke, are (sing a hat ~ to indicate a missing component) OF Fe, (here. Fej.-+- hex) and Ob-*hey, fej... hee) and these have orientations given by e2(e) hea. fej... hee) = (1PM oler ey... ee), and eo(ej ens. ejs eg) = DYE arlen ye) The factors (—1)/—? account for the fact that j — 1 simple transpositions are needed. to move the normals +e; and —e; into the missing positions in these orientations so they are consistent with the standard positive orientation w of RF and, therefore, ofthe given k-cube. Accordingly, the smooth oriented boundary of Q¥(Hey,....hex) can be expressed as the sum QS thes... hex) * = DW (OF Fhe, hers fj... shee) — OF her, ... hej... hee) i SSS — Remark A similar formula holds for the oriented boundary of a k-parallelogram in IRF; just replace the ’s with P's and the vectors ae; with ¥j,1 <7 =k Integrating a Differential Form over a Manifold ‘As we did for functions in Section 173, we are going to define the integral of a smooth differential k-form over a smooth k-manifold in R" by using a parametrization of the manifold over a set in R. Now, however, the orientation of the manifold must be preserved hy the parametrization Orientation-preserving parametrizations Let M CR" be a smooth K-manifold in BR” oriented by the differential K-form a(x). Suppose p is a smooth parametrization of AM over a subset UC RF, and that itis strict on U —S where § CU has k-volume zero (as specified in Definition 9 in Section 17:3). We say that p is orientation preserving if for all ue U ~ S 296), i), 96) 9 a ( Guy” Guy Og Irthe inequality above is reversed, we say p is orientation reversing, 990 CHAPTER 17 iteemial Foun ad DEFINITION ‘The definition of the integral ofa differential k-form over a k-manifold is similar to that ofa function over a manifold given in the previous section except that the k-form now plays the role of both the integrand and the volume element, Integration of a differential k-form over a k-manifold Let p, mapping Uc R* into &", be an orientation-preserving, smooth parametrization of the k-manifold M CR" oriented by the differential k-form w. If @ is a smooth differential k-form defined in an open set in " containing §M, we define the integral of ® over Mas [= [0(@2 2 The following is a simple, but important, example. FFRAMPLE TE BO = G61...) day Ass Ady and Mis a kmail (an EXAMPLE 10 ‘open set) in R*, show that Tip = fy Fora 8 dia do Solution We use the identity parametrization p(u) given by x; = p;(u) = ws, so that ap(u)/dus = 6, the ith standard basis vector in RB Observe that dey Ao A dxy(et, «.., 6) = 1 (the determinant of the k x k identity matrix}, so we have Pg? fj Leer ota) dts dit Which is the desired result if we replace the u's with x's. ——— SSS 7. TFRAMPLE TT L# PC) be «parametrization of an (n ~ 1-manifold (bypersu EXAMPLE 11 face) $ in R" over a domain UC R"~', Show that a= ren ® a atu, is normal to 8 at p(u), and that dS = Vp = [ol duy dus... dup is the “area element” (actually (n ~ 1) volume element) on $ expressed in terms of the parameters u, The case n = 3 of this result was proved in Section 15.5. Solution ‘The vector n given by (x) is just the expansion in minors about the first row ofthe determinant ty tte By Tp Tea SECTION 115; The Genealized Stoke's Thorens 981 ‘The vectors vj = (@x/du;) are the last n — 1 rows of the above determinant and are linearly independent and tangent to $ at p(u). Hence, n is normal to each of those vectors and so to $. Also, the m — I tangent vectors yj duy span an (x — 1) dimensional parallelogram that is the area element on $ at p(U) corresponding to the clement duy dita In| du; du duty in R-* This parallelogram has (n — 1)-volume dS duyay in SSS —s Remark 1 $ 8. where 4 is an n-dimensional oriented manifold (open set) in IR" with the standard orientation, then m is the normal on $ pointing outward from A Tn this case, if Fis a vector field in Rand N = n/a isthe unit outward noemal field on §, then Fonds femndity ding ++ digg BGs Keen) Fi (pa) yds dimen is the flux of F out of A through the (n — 1) volume element dS. EXERCISES 17.4 xercises It efor to faces ofthe cube Q in B® considered in Example 8, 4, Show thatthe orientation of te tp face of @ is given by «dx dy, What isthe orientation ofthe bottom face? 2, Show that the orientation ofthe righ face of Q is given by dx Adz =—ds 4 ds. What isthe orientation ofthe left face? 3, Review the calculation ofthe orientations ofthe front and back faces of the cube @ in Example 8. Show that jon (1-2) = x(x 92) = —eack (HD ¥2). 4. Asin the previous exercise. re-express the orientations of the top and bottom faces of Q trom Exercise | and the right and left faces of Q from Exercise 2 as diferenial I-forms ‘evaluated a the cross product of vy and v2. 5. The 2-manifold Min R* given by the equations x1 + x2 and xy +14 =O, where 0 < xy < Land < xy k. IF is a (k — 1)-form on Q. its coetficients will not vary with those coordinate, and those of its exterior derivative d will be a roultple of dey ==> A dg hex) — OF (hey... Fess... hes). Remark If the coefficients of the differential (k — 1)-form © are smooth, and if, for all small k > 0, the k-cube (Q,} has edge length hand contains the pointy, then 1 ime |, = dime [22 = 40 @ Some writers use (¥) as the definition of the exterior derivative d@. Since Qy has K-volume h*, the second equality is not surprising. But the (k — 1)-cubes (2k of them) that form 8, have total (k — 1)-volume 2ki*-1, so it is more surprising that limj--0(1/) fog, @ should be finite 994 (CHAPTER 17 Diseental onan and tee Cleats Completing the Proof While we will not give a detailed proof of the GST here, we will make several obser- vations about extending the proof to wider classes of domains. (a) The proof above extends with minimal change to k-dimensional rectangles. (b) An invertible linear transformation can map a k-parallelogram in & to a k-cube, 0 the GST holds for k-parallelogeams. (©) Let M be a piece-with-boundary of a k-manifold. If M is a union of non- overlapping k-cubes (or k-rectangles), then fyy 4 will be the sum of the inte- trals over those cubes, However, where two such eubes abut along parts oftheir smooth boundaries, they induce opposite orientations, so that those contributions to the boundary integral of will eancel and the sum of the integrals over the boundaries of the cubes will reduce to the boundary integral on 4M. ‘This sug- gests that we can approximate M by nonoverlapping cubes of small edge length h and obtain Lae~Dfee-Dfe~ f° ) ‘The error in the first approximation in (¥) approaches 0 as ht > 0 because the umber of cubes near the boundary grows of order A"), while the volume of cach decreases of order hi". The error in the second approximation in (#) cannot be similarly argued to decrease with h because the (K ~ 1)-volumes of the uncan- celled parts of the boundaries of the cubes may remain relatively larger than the (& = 1)-volume of aM. However, we can exploit the assumed smoothness of ® to compensate for this. Expanding (the coefficients of) in Taylor series about 4 point y near the boundary @M we obtain (x) = @p(y) + O(fx— y)) for x near y. If we can fil the region between 2M and the set of cubes used above to approximate fyy d@ with convex sets of diameter of order abutting the cubes and numbering of order kW"), and use the fat that the integral of ®o over the boundary of such conver sets is zer0 (see Exercise 8 in the previous section}, we can sill have the error in the second approximation decreasing of onder h (@) Strict parametrization Let U be an open se in B* and let x — pfu) be @one-to- ‘one, orientation-preserving parametrization over U of a subset of containing the closed picce-with-boundary M. Suppose that M = p(Q), where Q is a closed k-cube in U with edges parallel to the standard basis vectors in RE, and that JM = p(@Q). If @ is a smooth differential ( — 1)-form on M, then [oo [,e9(@@ anu) sw) dy dg dy uy | Bu ke ‘The 2k faces of Q consist of k pairs B; of (k — 1)-dimensional cubes, with orien- {ation inherited from Q, and such that the coordinate x; is constant in each cube ‘of the pair By. I follows that he =o I, o( Le EXAMPLE 1 Evaluate the integra ofthe differential form p(w) ae ) dug Tio dg Ba EAD dH Adm Ades + (d+ sPdes Adxy Adee cover the oriented boundary of the spherical eylinder C in R* consisting of those points x satisfying (x) +I)? +22 +23 $9 and 0 < x4 <1 ‘When integrating « unetion times an orienting differential ‘fort in RE. the wedge products can be dropped, (See ‘Example 10in Section 17.4.) integral is a normal k-fld integral that can be iterated by the uswal techniques. SECTION 115; Ths Generalized Stokes's Thorens 995 Solution Direct evaluation of the integral of © by parametrizing the “cylindrical wall” (ey +1)? +3 +22 = 9,0 < x4 <1, and then doing the same withthe ends of the eylinder, (xy + 1)¥ “+ xB + xf <9, x4 = 00r x4 = 1, while not impossible, would be somewhat time consuming. [tis much easier to use the GST. Observe that AD = Pxgdxg Ady Adxz Adxs + 2x1 dey Ader Ndxy Ade = 2x1 x4) day Ade Adxy Ade Since dx, A--+ A dxa provides the standard orientation for R*, we have [,2= [a9 [20 -spamarsinsis 22] wdndrnde f'du-2 f dndnds [ree where B is the ball in R* with centre at (—1, 0,0) and radius 3, having volume 4ay Vy = 343° = 360. 3 “The integral of xy over B is Ve times the xy-coordinate of the centroid (i of B. Accordingly. the centre) [.- ese [ees f' sods =—1080 oo | Sometimes itis helpful to use the GST to evaluate the integral of a form over only part of the surface of a region, EXAMPLE D Let @ = yodx ady +exdy nds-+ay dz dx. Evaluate fy ®. EXAMPLE 2 ere P isthe pat ofthe plane x + y+ 2 ~ 1 lying in the fist cctant of B®, Assume that P is oriented with upward normal Solution is part of the boundary of the tetrahedron T with vertices at (0,0,0) (1,0, 0), (0, 1,0), and (0,0, 1). The other three parts of the boundary of T are triangles in the three coordinate planes, Observe & = 0 on each of those three wiangles. (For instance, on 2 = 0 we have dz = 0, so all three terms of @ are zero.) Since the assumed normal on P is outward from T, we have [e-[.e= [a0= fo rerndendy age By symmetry, [os feteivas=aficte fay [ad (We have omitted the details of evaluating the iterated integral.) Oe “"=n The Classical Theorems of Vector Calculus EXAMPLE 7 Line integrals of conservative fields Let C be a piece-with- EXAMPLE 3 scundary of « smooth cure (I-manifold in R” oriented so that C maps oma tb. Let f be continuously differentiable on an open sot containing C Lev be the unit tangent vector field on C in the diection of its orientation, and let d# be the arc length element on C. Then [ena setae 10s 996 CHAPTER 17 iseemial Foun nd Solution Let be the differential 0-form f(x) so that IEC is parametrized by x = pli) for u € [a,b] with p(a) = a and p(b) = b, then Tea) = (dx/du) /\dx/du and ds = |dx/du| du, so that [enaretara [ease saw ow) di, LI. ax dw ~ fer f, since @C is the O-manifod consisting ofthe two oriented points +b and —a "=n ®= 4/0) +(-f(@) = £0) - fla) FFXAMPLET Stokes’s Theorem and Green’s Theorem Let 5 be a piece- EXAMPLE 4 itn-boundary of a smooth surface C2-manifold) in R, oriented ‘with unit normal field, and let Ce the piecewise smooth closed bounding curve of $ with inherited orientation given by a unit tangent field T. Let F = Fi(x)i + Fala) j + Fa(x) have components that are continuously differentiable in an open set in R? containing S. If dS and ds denote the atea element on Sand the arc length element on C, then [corte eas = [ wetas s lc Solution tet = Fy dx + Fa dy + Frdz. As shown in Example 2in Section 172 to (B®) antes (HB) arate oF, OF, + (BE) ana while curl has the same components asd @® bas coefficients: a ah), | (ai _ Us) | (8h _ ah cok (F-B)6 (F -2)n(F Tt) Now suppose x = ps (u,v), ¥ = pa(t.2), 2 = pau, v) isa smooth, orientation- preserving parametrization of S over a set U in R? (he wi=plane). Then Similarly, ae.x) dun dy and de rdy = Day a as tends = Ty 30.0) SECTION 115; The GeuealizedStokes's Thorens 997 By Example Il in Section 17.4, a normal vector and surface area element on 5 are given by 0.2), Wea), | Bley) Sau” Fy * Tey a5 = |aldude ‘Thus, d® = curlF endw A dv = curlF « NdS and [reSas- [ao- foo by the GST. Now let x(t) = x()i+ y)5+ 20k. a <1

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