Part E · curved space · spine
Coordinates stop being data. What survives is a space, the vectors tangent to it, the tensor fields on it, and one derivative — the Lie derivative — that needs nothing but a flow.
needs 16, 30~3 h slides + 6 h problemsproblems: ./mr problems 31
31 · overview
$S^2$ with two charts. Charts are labels, not data: the transition between them is a diffeomorphism and nothing physical can see it.
A tangent vector, defined three ways — curve, derivation, component law — and the three shown to be one space.
Tensor fields, with unit 16's transformation law recovered as nothing but a change of basis, chart by chart.
Vector fields are flows; the Lie bracket measures their failure to commute, and the three rotations of the sphere close into $\mathfrak{so}(3)$.
The Lie derivative: a derivative of tensors needing no extra structure. Fields whose flow leaves the metric $g$ — the rule that measures lengths — unchanged, $\mathcal L_Xg = 0$, are Killing vector fields.
Submanifolds, Frobenius — and an honest account of how little general covariance says on its own.
Words with a dotted underline are glossary terms: click for a definition, G for the index, N for the notes, where the long proofs are. A solid underline like the test point $P$ shows a piece of the running example on hover.
section 1
A space, an atlas, and the rule that nothing may depend on which page you opened.
31 · manifolds
Spherical coordinates go singular on the polar axis. Nothing is wrong with the sphere there.
Euler angles lock at $\theta = 0,\pi$. Not carelessness: $SO(3)$ is compact, so no three coordinates can cover it.
Rindler coordinates have a non-constant metric and a horizon — on flat spacetime. Coordinate effects can look exactly like physics.
All three are the same statement: a space need not be covered by one coordinate system, and the failures of a coordinate system are facts about the system, not about the space. The fix is to allow several coordinate systems at once and to demand that everything said be independent of which one is used.
31 · manifolds
A topological manifold of dimension $n$ is a topological space $M$ that is Hausdorff, second countable, and locally Euclidean: every $p\in M$ lies in an open $U$ with a homeomorphism $\mathbf x: U\to \mathbf x(U)\subseteq\mathbb R^n$ onto an open set. The pair $(U,\mathbf x)$ is a chart, and $\mathbf x = (x^1,\dots,x^n)$ its coordinates.
The line with two origins — two copies of $\mathbb R$ glued along $\mathbb R\setminus\{0\}$ — is locally Euclidean and not Hausdorff. An ODE through the junction has two solutions, so unit 01's uniqueness theorem fails on it.
With Hausdorff it buys paracompactness, hence partitions of unity — glued together out of bump functions — hence the existence of the metrics and connections of units 32–35. Without it, an uncountable discrete union of lines is a one-manifold.
The line with two origins, drawn split open at $0$ (schematic). Every neighbourhood of $0$ and every neighbourhood of $0'$ share a punctured interval on each side, so the two points cannot be separated — and a solution of $\dot x = 1$ arriving from $x=-1$ may pass through either.
31 · manifolds
Charts $(U,\mathbf x)$ and $(V,\tilde{\mathbf x})$ are smoothly compatible if the transition map $$\tilde{\mathbf x}\circ\mathbf x^{-1}:\ \mathbf x(U\cap V)\to\tilde{\mathbf x}(U\cap V)$$ and its inverse are $C^\infty$ — a statement about a map between open subsets of $\mathbb R^n$, which unit 03 already knows how to read.
An atlas is a family of pairwise compatible charts covering $M$; a smooth structure is a maximal one.
Two charts on $M$ (schematic). The overlap $U\cap V$ has two pictures, one in each copy of $\mathbb R^n$, and the transition map carries one to the other. It is the only map in sight whose smoothness already means something.
31 · manifolds
There is no notion of a smooth map $M\to\mathbb R$ to begin with. So smoothness is defined in charts, and compatibility is exactly the condition making the definition chart-independent.
Every atlas sits in exactly one maximal atlas, so you specify two charts and get the structure. Two atlases give the same structure iff their union is an atlas.
A trap. On $\mathbb R$, the chart $\mathbf y(t) = t^3$ is a homeomorphism, but it is not compatible with the identity chart: one transition is $s\mapsto s^3,$ the other $s\mapsto\sqrt[3]{s}$, and the second is not differentiable at $0$.
The two transition maps between the identity chart and $\mathbf y(t) = t^3$ on $\mathbb R$. One is smooth; its inverse has a vertical tangent at $0$. So $\{\mathrm{id}\}$ and $\{\mathbf y\}$ are two different smooth structures on one line.
31 · manifolds · example
$S^2 = \{(x,y,z): x^2+y^2+z^2 = 1\}$, with the subspace topology. Project from the north pole $N = (0,0,1)$ onto the plane $z = 0$, and from $S = (0,0,-1)$: $$\mathbf x(x,y,z) = \Big(\tfrac{x}{1-z},\ \tfrac{y}{1-z}\Big),\qquad \tilde{\mathbf x}(x,y,z) = \Big(\tfrac{x}{1+z},\ \tfrac{y}{1+z}\Big),$$ on $U_N = S^2\setminus\{N\}$ and $U_S = S^2\setminus\{S\}$. Each is a bijection onto $\mathbb R^2$, with inverse $$\mathbf x^{-1}(u,v) = \frac{(2u,\ 2v,\ u^2+v^2-1)}{u^2+v^2+1}.$$
The plane through the $z$-axis and the test point $P$, to scale. The line from $N$ through $P$ lands at radius $\sqrt5$; the line from $S$ through $P$ at radius $1/\sqrt5$. One point, two labels, and the radii multiply to $1$.
31 · manifolds · example
The transition. On the sphere $x^2+y^2 = 1-z^2$, so with $r^2 = u^2+v^2$, $$r^2 = \frac{1-z^2}{(1-z)^2} = \frac{1+z}{1-z}.$$ Hence $\dfrac{x}{1+z} = \dfrac{x}{1-z}\cdot\dfrac{1-z}{1+z} = \dfrac{u}{r^2}$, and likewise for $v$: $$\boxed{\ (\tilde u,\tilde v) = \frac{(u,v)}{u^2+v^2}\ }$$ — inversion in the unit circle, defined and smooth on $\mathbb R^2\setminus\{0\} = \mathbf x(U_N\cap U_S)$, and its own inverse.
Both charts drawn in one plane. $\mathbf x(P)$ and $\tilde{\mathbf x}(P)$ lie on one ray from the origin at reciprocal distances; the unit circle (the equator) is fixed, and inside and outside trade places. The origin — a pole — is the one point with no partner.
Check. $U_N\cup U_S = S^2$; the transition is smooth both ways; so $\{(U_N,\mathbf x),(U_S,\tilde{\mathbf x})\}$ is a smooth atlas and $S^2$ is a smooth 2-manifold.
31 · manifolds
A compact $n$-manifold $M$ with $n\ge1$ admits no chart whose domain is all of $M$. In particular two charts are the minimum for $S^2$.
Suppose $\mathbf x: M\to W\subseteq\mathbb R^n$ is a homeomorphism onto an open $W$. Then $W = \mathbf x(M)$ is compact, being a continuous image of a compact space, hence closed in $\mathbb R^n$. So $W$ is open, closed and non-empty in the connected space $\mathbb R^n$, forcing $W = \mathbb R^n$ — which is not compact. Contradiction. $\square$
The atlas of the running example is optimal. And every statement about the sphere must therefore be made in a way that survives the change of chart — there is no privileged page.
31 · manifolds
$F: M\to N$ is smooth at $p$ if for some charts $(U,\mathbf x)$ around $p$ and $(V,\mathbf y)$ around $F(p)$ with $F(U)\subseteq V$, the coordinate representation $\hat F = \mathbf y\circ F\circ\mathbf x^{-1}$ is $C^\infty$ near $\mathbf x(p)$. A bijective $F$ with $F$ and $F^{-1}$ smooth is a diffeomorphism.
If $\hat F$ is $C^\infty$ for one such pair of charts, it is for every such pair.
For other charts $(U',\mathbf x{}'),(V',\mathbf y{}')$, $\ \mathbf y{}'\circ F\circ\mathbf x{}'^{-1} = (\mathbf y{}'\circ\mathbf y^{-1})\circ\hat F\circ(\mathbf x\circ\mathbf x{}'^{-1})$ on the overlap: a composite of three $C^\infty$ maps between open subsets of Euclidean spaces, the outer two being transition maps. $\square$
31 · manifolds · physics
Unit 12 called $Q$ a "configuration space" and changed coordinates on it freely. It was a manifold, and the standard examples are not $\mathbb R^n$:
| system | $Q$ | $\dim$ |
|---|---|---|
| pendulum | $S^1$ | 1 |
| double pendulum | $T^2 = S^1\times S^1$ | 2 |
| spherical pendulum | $S^2$ | 2 |
| rigid body | $SO(3)\times\mathbb R^3$ | 6 |
| $N$ points in space | $\mathbb R^{3N}$ | $3N$ |
Unit 12's theorem — the Euler–Lagrange equations are form-invariant under any invertible change of $q$ — was the statement that the action is a function on a manifold and $q$ was only ever a chart.
Unit 14's phase space is the cotangent bundle $T^*Q$: momenta are covectors, which is why $p_i$ carries a lower index and transforms oppositely to $\dot q^i$. Unit 34 makes $\mathrm{d}p_i\wedge\mathrm{d}q^i$ a form on it.
section 2
Three definitions — a velocity, a derivation, a list of numbers with a law — and one theorem saying they are the same.
31 · tangent vectors
In $\mathbb R^3$ a vector at $p$ is an arrow from $p$, and "arrow from $p$" means a point of $\mathbb R^3$ with a new name. On $S^2$ there is no room for the arrow: it would leave the sphere.
Embed $S^2$ in $\mathbb R^3$ and use the tangent plane. That works, and it is useless: spacetime is not given inside anything, and Whitney's theorem shows an embedding exists but never canonically. A definition depending on a choice nobody made is not a definition.
Each gives a definition. They are the same, and physics uses all three without saying so.
31 · tangent vectors
On smooth curves $\gamma:(-\varepsilon,\varepsilon)\to M$ with $\gamma(0)=p$, declare $$\gamma\sim\sigma \iff (\mathbf x\circ\gamma)'(0) = (\mathbf x\circ\sigma)'(0)$$ for some chart at $p$. A tangent vector is an equivalence class $[\gamma]$.
Chart-independent? Yes. If $\tilde{\mathbf x} = \tau\circ\mathbf x$ with $\tau$ the transition, the chain rule of unit 03 gives $(\tilde{\mathbf x}\circ\gamma)'(0) = D\tau\,(\mathbf x\circ\gamma)'(0)$, and $D\tau$ is invertible — so equality in one chart is equality in every chart.
A tangent vector assigns to each chart at $p$ an $n$-tuple $\xi^i$, so that any two assignments are related by $$\tilde\xi^{\,a} = \frac{\partial\tilde x^a}{\partial x^i}\Big|_{\mathbf x(p)}\,\xi^i .$$ Addition and scalars act chartwise.
It is not "a thing that transforms like a vector" as a slogan. It is a function on the set of charts, constrained by a cocycle condition — and the condition holds because Jacobians of composed transitions multiply.
31 · tangent vectors
A germ at $p$ is an equivalence class of smooth functions defined near $p$, two being identified if they agree on some neighbourhood; they form an algebra $C^\infty_p$. A derivation at $p$ is a linear $D: C^\infty_p\to\mathbb R$ with $$D(fg) = f(p)\,Dg + g(p)\,Df .$$ $T_pM$ is the vector space of derivations at $p$.
Immediate consequence. $D(1) = D(1\cdot1) = 1\cdot D1 + 1\cdot D1 = 2D1$, so $D1 = 0$ and $D$ kills constants: a derivation sees only how a function changes.
No charts, no curves, no choices. A vector is the operation "differentiate in my direction", and the Leibniz rule is the whole of what a direction is.
31 · tangent vectors
Let $A$, $B$, $C$ be the sets defined by A, B and C. The maps $$\Phi: A\to B,\quad \Phi[\gamma](f) = (f\circ\gamma)'(0);\qquad \Psi: B\to C,\quad \Psi(D) = \big(D(x^1),\dots,D(x^n)\big)$$ are bijections, $\Psi$ is a linear isomorphism, and $\dim T_pM = n$. ($B$ and $C$ are vector spaces by construction; $A$ receives its structure through $\Phi$.)
$\Phi[\gamma]$ is linear and obeys Leibniz by the product rule; it depends only on $[\gamma]$ because $(f\circ\gamma)'(0) = \partial_i\hat f\cdot(\mathbf x\circ\gamma)'(0)$ by the chain rule, and $\Phi$ is injective for the same reason. $\Psi$ lands in $C$ because $\tilde x^a$ is a germ and $D(\tilde x^a) = \frac{\partial\tilde x^a}{\partial x^i}D(x^i)$ — the Hadamard argument in the notes.
Given $D$, put $\xi^i = D(x^i)$ and take $\gamma(t) = \mathbf x^{-1}(\mathbf x(p) + t\xi)$. Hadamard's lemma gives $D = \xi^i\partial_i|_p$, and $\Phi[\gamma] = \xi^i\partial_i|_p$ too. $\square$
31 · tangent vectors
In a chart $(U,\mathbf x)$ the coordinate basis of $T_pM$ is $$\partial_i\big|_p : f\ \longmapsto\ \frac{\partial (f\circ\mathbf x^{-1})}{\partial s^i}\Big|_{\mathbf x(p)} .$$ Every $X\in T_pM$ is $X = X^i\,\partial_i|_p$ with $X^i = X(x^i)$.
The tangent bundle $TM = \bigsqcup_p T_pM$ is itself a smooth $2n$-manifold, with charts $(x^i, X^i)$.
$\partial_i|_p$ depends on all $n$ coordinates, not just $x^i$. Changing $x^2$ alone changes $\partial_1$, because $\partial_1$ means "differentiate along $x^1$ holding the others fixed". Unit 16 made the same point for a dual basis.
$\displaystyle\partial_i = \frac{\partial\tilde x^a}{\partial x^i}\,\tilde\partial_a$, so components go the other way: $\tilde X^a = \frac{\partial\tilde x^a}{\partial x^i}X^i$. That is the whole content of definition C.
31 · tangent vectors · example
Take $P = (\tfrac23,\tfrac13,\tfrac23)$, so $\mathbf x(P) = (2,1)$ — check: $u = x/(1-z) = (2/3)/(1/3) = 2$ — and $\tilde{\mathbf x}(P) = (2,1)/5 = (\tfrac25,\tfrac15)$.
A · a curve. Rotate about the $z$-axis: $\gamma(t) = R_z(t)P$. Then $\dot\gamma(0) = (-y,x,0)|_P = (-\tfrac13,\tfrac23,0)$ in $\mathbb R^3$.
C · components. In the first chart $u = x/(1-z),\ v = y/(1-z)$ with $z$ fixed along the rotation, so $\dot u = -v$, $\dot v = u$: at $P$, $\ \xi = (-1, 2)$.
The Jacobian check. From $(\tilde u,\tilde v) = (u,v)/r^2$, $$\frac{\partial\tilde x^a}{\partial x^i} = \frac{1}{r^4}\begin{pmatrix} v^2-u^2 & -2uv\\ -2uv & u^2-v^2\end{pmatrix} \ \overset{P}{=}\ \frac{1}{25}\begin{pmatrix}-3 & -4\\ -4 & 3\end{pmatrix}.$$ Then $\ \tilde\xi = \tfrac1{25}\begin{pmatrix}-3&-4\\-4&3\end{pmatrix}\begin{pmatrix}-1\\2\end{pmatrix} = \begin{pmatrix}-1/5\\ 2/5\end{pmatrix}$, which is exactly $(-\tilde v,\tilde u)$ at $\tilde{\mathbf x}(P)$.
B · a derivation. The same object is $-v\,\partial_u + u\,\partial_v$, and applying it to the germ of $z = \frac{r^2-1}{r^2+1}$ gives $0$: rotation about $z$ does not change $z$.
31 · tangent vectors
For smooth $F: M\to N$ and $p\in M$, the differential (or pushforward) $\mathrm{d}F_p: T_pM\to T_{F(p)}N$ is $$\big(\mathrm{d}F_p(X)\big)(f) = X(f\circ F),\qquad f\in C^\infty_{F(p)} .$$ It is linear, and in charts its matrix is the Jacobian $\partial\hat F^a/\partial x^i$.
$\mathrm{d}(G\circ F)_p = \mathrm{d}G_{F(p)}\circ\mathrm{d}F_p$, and $\mathrm{d}(\mathrm{id})_p = \mathrm{id}$.
$\mathrm{d}(G\circ F)_p(X)(f) = X(f\circ G\circ F) = \mathrm{d}F_p(X)(f\circ G) = \mathrm{d}G_{F(p)}\big(\mathrm{d}F_p(X)\big)(f)$. $\square$
In definition A this is $[\gamma]\mapsto[F\circ\gamma]$; in definition C it is multiplication by the Jacobian. The transition-map formula of the last slide is the special case $F = \mathrm{id}$, read in two charts.
section 3
Unit 16's algebra, run once at every point — and the transformation law demoted to a theorem for the second time.
31 · tensor fields
$T_p^*M = (T_pM)^*$, the cotangent space: linear maps $T_pM\to\mathbb R$. For $f\in C^\infty_p$ the differential of a function is $$\mathrm{d}f_p(X) = X(f),$$ manifestly linear in $X$, and defined with no metric and no choice.
Applying this to the coordinate functions gives $\mathrm{d}x^i(\partial_j) = \partial_j(x^i) = \delta^i_j$: the $\mathrm{d}x^i$ are the dual basis of unit 16, and $\mathrm{d}f = \partial_i\hat f\,\mathrm{d}x^i$.
Level curves of the height $f = z$ in the first chart, and two vectors at $P$ (drawn at $0.4\times$). $\mathrm{d}f$ eats a vector and returns how fast it climbs through the levels: zero for $R_z = (-1,2)$, which runs along its level curve; $\tfrac59$ for the radial $u\,\partial_u + v\,\partial_v = (2,1)$.
31 · tensor fields
Unit 04 planted this and unit 16 made it structural. $\mathrm{d}f$ exists on any manifold; $\nabla f$ needs a metric to raise the index, $(\nabla f)^i = g^{ij}\partial_jf$. On a bare manifold there is no gradient at all.
$\mathrm{d}\tilde x^a = \frac{\partial\tilde x^a}{\partial x^i}\mathrm{d}x^i$, so components of a covector go with $\partial x^i/\partial\tilde x^a$ — opposite to a vector's, as they must be for $\omega(X)$ to be a number.
$\mathrm{d}z = \tfrac29\,\mathrm{d}u + \tfrac19\,\mathrm{d}v$ in the first chart, $-\tfrac{10}9\,\mathrm{d}\tilde u - \tfrac59\,\mathrm{d}\tilde v$ in the second. The law with $\partial x^i/\partial\tilde x^a = \begin{pmatrix}-3&-4\\-4&3\end{pmatrix}$ at $P$: $-3\cdot\tfrac29 - 4\cdot\tfrac19 = -\tfrac{10}9$ ✓, $-4\cdot\tfrac29 + 3\cdot\tfrac19 = -\tfrac59$ ✓.
31 · tensor fields
A tensor field of type $(p,q)$ on $M$ assigns to each point $m$ a tensor $T_m\in T^p_q(T_mM)$ — a multilinear map $(T_m^*M)^p\times(T_mM)^q\to\mathbb R$, exactly unit 16's definition — smoothly, meaning its components $$T^{i_1\dots i_p}{}_{j_1\dots j_q} = T\big(\mathrm{d}x^{i_1},\dots,\partial_{j_1},\dots\big)$$ are smooth functions in every chart. Equivalently: a smooth section of the bundle $T^p_qM$.
Tensor products, contraction, symmetric and antisymmetric parts: all of unit 16, applied in the vector space $T_mM$, for each $m$ separately. Smoothness is the only new word.
The basis $\{\partial_i\}$ now varies with the point, so the change of basis is a function of position. Everything that will go wrong in unit 32 goes wrong here.
31 · tensor fields
Let $T$ be a $(p,q)$-tensor field and let two charts overlap. Write $A^a{}_i = \partial\tilde x^a/\partial x^i$ and $S^i{}_a = \partial x^i/\partial\tilde x^a$, so $A^a{}_iS^i{}_b = \delta^a_b$. Then on the overlap $$\tilde T^{a\dots}{}_{\dots b} = A^a{}_i\cdots S^j{}_b\cdots\,T^{i\dots}{}_{\dots j}.$$
Evaluate $T$ on the tilded basis and expand it in the untilded one: $\mathrm{d}\tilde x^a = A^a{}_i\,\mathrm{d}x^i$ and $\tilde\partial_b = S^j{}_b\,\partial_j$. Multilinearity pulls every coefficient out of the slots. $\square$
There, $A$ and $S$ were constant matrices from a change of basis of one vector space. Here they are functions of position, being Jacobians of a transition map. The proof is character-for-character the same; the consequences in unit 32 are not.
31 · tensor fields
Define a rule: "in every chart, the array $T_{ij} = \delta_{ij}$". That is $n^2$ perfectly good smooth functions per chart. It is not a tensor field, because applying the theorem to the first chart predicts $\tilde T_{ab} = S^i{}_aS^j{}_b\,\delta_{ij}$, which is $\delta_{ab}$ only if $S$ is orthogonal — and transition Jacobians are not.
At $P$, $S = \begin{pmatrix}-3&-4\\-4&3\end{pmatrix}$, so $S^{\mathsf T}\delta S = \begin{pmatrix}25&0\\0&25\end{pmatrix}$. The rule says $\tilde T_{11} = 1$; the law says $25$. One of them is wrong, and it is the rule.
An assignment of arrays to charts is a tensor field iff it is equivariant — unit 16's word: it must commute with every change of chart. One chart's array then determines all the others, and there is nothing left to choose.
31 · tensor fields
A Riemannian metric on $M$ is a $(0,2)$-tensor field $g$ that at every point is symmetric and positive definite. A Lorentzian metric is the same with signature $(-,+,+,+)$ at every point. Components $g_{ij} = g(\partial_i,\partial_j)$; length $\lVert X\rVert^2 = g_{ij}X^iX^j$.
The physics is unit 26's and unit 30's: $g$ is what a clock and a ruler measure. The mathematics is unit 16's: a symmetric bilinear form, nothing more, now varying smoothly from point to point.
Non-constant $g_{ij}$ is not gravity. Polar coordinates on the flat plane give $g = \mathrm{d}r^2 + r^2\mathrm{d}\theta^2$; Rindler coordinates give a position-dependent lapse on flat spacetime. What cannot be removed is unit 33's business.
31 · tensor fields · example
Pull the Euclidean $\mathrm{d}x^2+\mathrm{d}y^2+\mathrm{d}z^2$ back through $\mathbf x^{-1}$. With $\mathbf x^{-1} = (2u, 2v, r^2-1)/(1+r^2)$ a short computation gives the round metric $$g = \frac{4\,(\mathrm{d}u^2+\mathrm{d}v^2)}{(1+u^2+v^2)^2},\qquad \tilde g = \frac{4\,(\mathrm{d}\tilde u^2+\mathrm{d}\tilde v^2)}{(1+\tilde u^2+\tilde v^2)^2}.$$
Do they agree? Under $\tilde{\mathbf x} = \mathbf x/r^2$, inversion is conformal with $\mathrm{d}\tilde u^2+\mathrm{d}\tilde v^2 = (\mathrm{d}u^2+\mathrm{d}v^2)/r^4$, and $1+\tilde r^2 = (r^2+1)/r^2$. So $$\tilde g = \frac{4}{r^4}\cdot\frac{r^4}{(1+r^2)^2}(\mathrm{d}u^2+\mathrm{d}v^2) = g .\ \checkmark$$
At the test point. $r^2 = 5$: $\ g_{11} = g_{22} = 4/36 = \tfrac19$. And $\tilde r^2 = 1/5$: $\ \tilde g_{11} = \tilde g_{22} = 4/(6/5)^2 = \tfrac{25}9$. Different arrays.
One number, three routes. For $R_z$ at $P$: $$\lVert R_z\rVert^2 = \tfrac19\big(1+4\big) = \tfrac59,$$ $$= \tfrac{25}9\big(\tfrac1{25}+\tfrac4{25}\big) = \tfrac59,$$ $$= \big\lVert(-\tfrac13,\tfrac23,0)\big\rVert^2_{\mathbb R^3} = \tfrac59 .$$
section 4
A vector field is a flow. Two flows rarely commute, and the bracket says by how much.
31 · flows
A vector field $X$ is a smooth section of $TM$; equivalently a derivation of $C^\infty(M)$, $\ f\mapsto Xf = X^i\partial_if$. An integral curve through $m$ solves $$\dot\gamma(t) = X_{\gamma(t)},\qquad \gamma(0) = m,$$ which in a chart is $\dot s^i = X^i(s)$ — an autonomous system exactly as in unit 02.
Unit 01's Picard–Lindelöf gives existence and uniqueness, in a chart; uniqueness patches the chart-local solutions into one maximal curve.
$\varphi^X_t(m) = \gamma_m(t)$. Where defined, $\varphi^X_{t+s} = \varphi^X_t\circ\varphi^X_s$ and $\varphi^X_0 = \mathrm{id}$: a local one-parameter group of diffeomorphisms, unit 02's group property on a manifold.
$X$ is complete if every integral curve runs for all $t$. Every vector field on a compact manifold is — so all three rotation fields on $S^2$ are, and their flows are genuine rotations.
31 · flows · example
$R_z = -v\,\partial_u + u\,\partial_v$ generates rotation about the $z$-axis (example 2). Rotation about the $x$-axis — $\dot x = 0,\ \dot y = -z,\ \dot z = y$ in $\mathbb R^3$ — gives the field $$R_x = uv\,\partial_u + \tfrac12\big(1-u^2+v^2\big)\,\partial_v,$$ derived on the $\mathfrak{so}(3)$ slide. At $P$: $R_z = (-1,2)$, $R_x = (2,-1)$.
The orbits. $R_z$ keeps $z$ fixed, so its integral curves are the latitudes, which the chart shows as circles $r = \text{const}$. $R_x$ keeps $x = 2u/(1+u^2+v^2)$ fixed; $x = c$ is $$\big(u - \tfrac1c\big)^2 + v^2 = \tfrac1{c^2} - 1,$$ a circle about $(1/c,0)$. They shrink onto $u = \pm1$, the images of $(\pm1,0,0)$, where $R_x$ vanishes.
Integral curves of $R_z$ (teal) and $R_x$ (orange) in the first chart, computed from the formulas on the left; the thick ones pass through $P$, with both field vectors drawn there at $\tfrac13$ scale. $R_z$ vanishes at the origin, $R_x$ at the two orange dots.
31 · flows
For vector fields $X, Y$, the Lie bracket is the commutator of derivations $$[X,Y]f = X(Yf) - Y(Xf).$$
$[X,Y]$ is a derivation, hence a vector field, with components $$[X,Y]^i = X^j\partial_jY^i - Y^j\partial_jX^i .$$
In a chart, $X(Yf) = X^j\partial_j(Y^i\partial_if) = X^jY^i\partial_j\partial_if + X^j(\partial_jY^i)\partial_if$. Subtract the same with $X\leftrightarrow Y$: the second-derivative terms are equal by Clairaut (unit 03) and cancel, leaving a first-order operator with the stated components. $\square$
Bilinear, antisymmetric, and the Jacobi identity $$[X,[Y,Z]]+[Y,[Z,X]]+[Z,[X,Y]]=0$$ holds because commutators of associative operators always satisfy it. So the vector fields on $M$ form a Lie algebra, infinite-dimensional.
$[X, fY] = f[X,Y] + (Xf)\,Y$. So the bracket is not a tensor in $Y$ — it genuinely differentiates.
31 · flows
In any chart, for small $t, s$, $$\begin{aligned}&\varphi^Y_{-s}\circ\varphi^X_{-t}\circ\varphi^Y_{s}\circ\varphi^X_{t}(m)\\ &\qquad= m + ts\,[X,Y]_m + O\big((|t|+|s|)^3\big),\end{aligned}$$ and $\ \varphi^X_t\circ\varphi^Y_s = \varphi^Y_s\circ\varphi^X_t$ near $m$ for all small $t,s$ if and only if $[X,Y] = 0$ there.
On the sphere at $P$ with $X = $ $R_z$, $Y = R_x$ (both drawn in Two rotation fields) and $t=s=0.02$: the square closes short by $(7.8804,\ 8.1238)\times10^{-4}$ in the first chart, against the predicted $ts[X,Y]_P = (8,8)\times10^{-4}$ — ratios $0.985$ and $1.015$, and both $\to1$ as $t\to0$.
The square, computed in the first chart from $P$ with $t = s = 0.2$ — large, so the gap shows. Solid legs go forward, dashed legs come back; the red arrow is where the path ends, $(0.067,\,0.096)$ from $P$. The ring is the prediction $P + ts\,[X,Y]_P = P + (0.08,\,0.08)$; at this size the $O(t^3)$ term still shows.
31 · flows · example
Differentiate $u = x/(1-z)$, $v = y/(1-z)$ along each rotation of $\mathbb R^3$, using $z/(1-z) = (r^2-1)/2$:
$$\begin{aligned} R_z &= -v\,\partial_u + u\,\partial_v,\\ R_x &= uv\,\partial_u + \tfrac12(1-u^2+v^2)\,\partial_v,\\ R_y &= -\tfrac12(1+u^2-v^2)\,\partial_u - uv\,\partial_v . \end{aligned}$$Apply $[X,Y]^i = X^j\partial_jY^i - Y^j\partial_jX^i$:
$$[R_x,R_y] = -R_z,\ \ [R_y,R_z] = -R_x,$$ $$[R_z,R_x] = -R_y .$$A three-dimensional Lie subalgebra, and $J_k\mapsto -R_k$ is an isomorphism onto unit 16's $\mathfrak{so}(3)$: $[-R_x,-R_y] = [R_x,R_y] = -R_z$.
Unit 16's matrices obey $[J_x,J_y] = +J_z$. Fields generated by a left action obey the opposite sign: $A\mapsto R_A$ is an anti-homomorphism. Stated once, here.
section 5
A derivative of tensors that needs no connection — only a flow to drag them along.
31 · Lie derivative
For a diffeomorphism $F$ and a $(0,q)$-tensor $T$, the pullback is $$(F^*T)_m(X_1,\dots,X_q) = T_{F(m)}\big(\mathrm{d}F_mX_1,\dots\big).$$ For $(p,0)$ use $(F^{-1})^*$ on the covector slots; mixed types slot by slot.
$$\mathcal L_XT\ =\ \frac{\mathrm{d}}{\mathrm{d}t}\Big|_{t=0}\big(\varphi^X_t\big)^*T .$$
A symmetric $(0,2)$-tensor drawn as the ellipse $\{X : T(X,X) = 1\}$ in each tangent space (schematic). $T$ at $\varphi_t(m)$ cannot be compared with $T$ at $m$; its pullback (dashed) can. The difference, divided by $t$, tends to $\mathcal L_XT$ at $m$.
31 · Lie derivative
$T_{\varphi_t(m)}$ and $T_m$ live in different vector spaces and cannot be subtracted. The flow supplies the only canonical map between them — so the difference quotient becomes legal, and no extra structure is invented.
$\mathcal L_XT$ at $m$ depends on $X$ near $m$, not only on $X_m$. It is therefore not a directional derivative: there is no "$\mathcal L_vT$" for a single vector $v$. That is exactly the gap unit 32's connection fills.
Two fields equal at $m$, different nearby: translation, and rotation about $(0,1)$. Their Lie derivatives of the covector $\mathrm du$ at $m$ are $\mathrm d(Xu) = \mathrm d(1) = 0$ and $\mathrm d(X'u) = \mathrm d(1-v) = -\mathrm dv$. Same vector at $m$, different answer.
31 · Lie derivative
$\mathcal L_XY = [X,Y]$ for vector fields.
$$\mathcal L_Xf = X^k\partial_kf$$ $$(\mathcal L_XY)^i = X^k\partial_kY^i - Y^k\partial_kX^i$$ $$(\mathcal L_X\omega)_i = X^k\partial_k\omega_i + \omega_k\,\partial_iX^k$$ $$(\mathcal L_XT)_{ij} = X^k\partial_kT_{ij} + T_{kj}\partial_iX^k + T_{ik}\partial_jX^k$$
Transport term $X^k\partial_k$, then one correction per slot: $+$ and $\partial_{\text{slot}}X^k$ for each lower index, $-$ and $\partial_kX^{\text{slot}}$ for each upper one. Count the slots and you have the formula for any type.
Every formula above uses only $\partial$ and the chart. That is the whole appeal: a symmetry can be stated before any geometry is chosen.
31 · Lie derivative
Differentiate $\tilde T_{ab} = S^i{}_aS^j{}_b\,T_{ij}$ in the tilded chart:
$$\begin{aligned}\tilde\partial_c\tilde T_{ab} = \ &S^k{}_cS^i{}_aS^j{}_b\,\partial_kT_{ij}\\ +\ &\big(\tilde\partial_cS^i{}_a\big)S^j{}_bT_{ij} + S^i{}_a\big(\tilde\partial_cS^j{}_b\big)T_{ij}.\end{aligned}$$The last two terms appear in no tensor law: they carry $\partial^2x/\partial\tilde x\,\partial\tilde x$, second derivatives of the transition map.
In $X^k\partial_kT_{ij} + T_{kj}\partial_iX^k + T_{ik}\partial_jX^k$, the corrections carry the same second derivatives with the opposite sign, because $\partial_iX^k$ is non-tensorial in the mirrored way. They cancel.
No term alone is a tensor. Splitting the formula across charts is the commonest way to get a wrong answer here.
31 · Lie derivative
$X$ is a Killing vector field for a metric $g$ if $\mathcal L_Xg = 0$, that is $$X^k\partial_kg_{ij} + g_{kj}\,\partial_iX^k + g_{ik}\,\partial_jX^k = 0 .$$
$\mathcal L_Xg = 0$ iff every $\varphi^X_t$ is an isometry: $(\varphi^X_t)^*g = g$ for all $t$ in the domain.
$\frac{\mathrm d}{\mathrm dt}(\varphi_t^*g) = \varphi_t^*(\mathcal L_Xg)$ by the group law $\varphi_{t+h} = \varphi_h\circ\varphi_t$. So $\varphi_t^*g$ is constant in $t$ iff $\mathcal L_Xg$ vanishes; at $t=0$ it is $g$. $\square$
A Killing field is a continuous symmetry of a geometry, stated with no coordinates and no connection. Unit 36 will read Schwarzschild's conserved energy and angular momentum straight off two Killing fields — the same bookkeeping as unit 13's Noether theorem, with the metric as the Lagrangian.
The equation is $n(n+1)/2$ PDEs for $n$ functions: overdetermined. A generic metric has none. The maximum is $n(n+1)/2$, attained only by maximally symmetric spaces — $10$ in four dimensions, as Minkowski has, and $6$ for the maximally symmetric spatial slices unit 39 needs.
31 · Lie derivative · example
Take $g_{ij} = \Omega^2\delta_{ij}$ with $\Omega^2 = 4/(1+r^2)^2$, and $R_z = (-v,\,u)$. Since $X^k\partial_k r^2 = -2uv + 2uv = 0$, the transport term dies: $X^k\partial_kg_{ij} = \frac{\mathrm{d}\Omega^2}{\mathrm{d}(r^2)}\big(X^k\partial_kr^2\big)\delta_{ij} = 0$. With $\partial_1X^1 = \partial_2X^2 = 0$, $\partial_2X^1 = -1$, $\partial_1X^2 = +1$:
$$(\mathcal L_Xg)_{11} = 2\Omega^2\partial_1X^1 = 0,$$ $$(\mathcal L_Xg)_{12} = \Omega^2(\partial_1X^2+\partial_2X^1) = 0,$$ $$(\mathcal L_Xg)_{22} = 2\Omega^2\partial_2X^2 = 0 .$$So $\mathcal L_{R_z}g = 0$: $R_z$ is Killing, and its flow — rotation by $t$ — is an isometry of the round sphere, as geometry insists.
Latitudes are the orbits of $R_z$. Its flow carries the short arc at $P$ round its latitude without changing its length; $R_z$ vanishes at both poles.
31 · Lie derivative · example
$D = u\,\partial_u + v\,\partial_v$ has $\partial_iD^j = \delta_i^j$ and $D^k\partial_kr^2 = 2r^2$, giving $$\mathcal L_Dg = \frac{2(1-r^2)}{1+r^2}\,g\ \ne 0 .$$ In terms of the height, $r^2 = \frac{1+z}{1-z}$ makes this $\boxed{\mathcal L_Dg = -2z\,g}$: zero only on the equator. $D$ is conformal Killing: it preserves angles, not lengths. At $P$, where $r^2 = 5$, the factor is $-\tfrac43$.
Left: the meridians, along which the flow of $D$ runs from $S$ to $N$. Right: the rate $\lambda$ in $\mathcal L_Dg = \lambda g$ against height, the straight line $\lambda = -2z$ — lengths grow below the equator, shrink above it, and at $P$ the rate is $-\tfrac43$.
section 6
Three tools taken on trust, one theorem about when a bracket integrates, and one warning about a slogan.
31 · submanifolds
$F: M\to N$ is an immersion if $\mathrm{d}F_m$ is injective everywhere, a submersion if surjective everywhere, an embedding if it is an immersion and a homeomorphism onto its image. An embedded submanifold is the image of an embedding.
If $F: N\to\mathbb R^k$ is smooth and $c$ is a regular value — $\mathrm{d}F$ surjective at every point of $F^{-1}(c)$ — then $F^{-1}(c)$ is an embedded submanifold of dimension $\dim N - k$. Proved from unit 04's implicit function theorem.
$S^2 = F^{-1}(1)$ for $F = x^2+y^2+z^2$, with $\mathrm{d}F = 2(x,y,z)\ne0$ there: dimension $3-1 = 2$. ✓
$O(3) = F^{-1}(\mathbb 1)$ for $F(A) = A^{\mathsf T}A$ into the $6$-dimensional symmetric matrices: $9-6 = 3$, and $SO(3)$ is its identity component. ✓
31 · submanifolds
$F(t) = (\sin2t,\ \sin t)$ on the open interval $(-\pi,\pi)$. Its velocity $(2\cos2t,\ \cos t)$ never vanishes — where $\cos t = 0$, $\cos 2t = -1$ — so $F$ is an immersion; and $F$ is injective, since $\sin t$ fixes $t$ up to $t\mapsto\pm\pi - t$ and $\sin2t$ then separates the two (notes).
But the image is not a copy of the interval. As $t\to\pm\pi$, $F(t)\to(0,0) = F(0)$: points far from $0$ in the interval come arbitrarily close to $F(0)$ in the plane, so $F^{-1}$ is not continuous on the image.
The image of $(-\pi,\pi)$, computed. It passes through the origin once, at $t = 0$, and both open ends run back towards that point without reaching it. No neighbourhood of the origin in the plane meets the curve in one interval around $t = 0$.
31 · submanifolds
A rank-$k$ distribution $\mathcal D$ assigns to each $m$ a $k$-dimensional subspace $\mathcal D_m\subseteq T_mM$, smoothly. It is involutive if $X, Y$ tangent to $\mathcal D$ implies $[X,Y]$ is too; integrable if every point lies on a $k$-dimensional submanifold whose tangent spaces are the $\mathcal D$'s.
Involutive $\iff$ integrable. Moreover there are charts in which the leaves are the slices $x^{k+1},\dots,x^n = \text{const}$.
Integrable $\Rightarrow$ involutive: on a leaf, $X$ and $Y$ are tangent, so their flows stay on it, so the commutator square stays on it, so $[X,Y]$ is tangent. The converse is the theorem.
31 · submanifolds · example
On $\mathbb R^3$: $X = \partial_x$, $Y = \partial_y + x\,\partial_z$. Then $$[X,Y] = \partial_z \notin \mathrm{span}\{X,Y\},$$ so no surface has this plane field as its tangent planes anywhere. Problem P13.
Run the square from the origin. Along $X$ by $t$: $(t,0,0).$ Along $Y$ by $s$, which lifts at rate $x = t$: $(t,s,ts).$ Back along $X$: $(0,s,ts).$ Back along $Y$, now at $x = 0$ where $Y$ does not lift: $(0,0,ts).$ Every leg was tangent to the planes, and the path ends straight above its start — out of the plane there.
The planes $\mathrm{span}\{\partial_x,\ \partial_y + x\,\partial_z\}$ at five points of the $x$-axis (oblique view, schematic). Each contains the $x$-direction; the slope in $y$ is $x$, so they twist as $x$ grows. The dashed path is the square run on the left with $t = s = 0.9$; it ends straight above the origin, along the bracket, out of the plane there.
31 · submanifolds
Every open cover of a smooth manifold admits a subordinate smooth partition of unity. Cited: needs second countability and bump functions.
Buys: existence of Riemannian metrics and of connections; the ability to glue local constructions.
Every smooth $n$-manifold embeds in $\mathbb R^{2n}$. Cited: Whitney 1936, 1944.
Buys: the reassurance that the abstract definition adds no exotica — and the point that the embedding is never canonical, so it must not be used.
Every smooth vector field on $S^{2k}$, $k\ge1$, vanishes somewhere. Cited: Poincaré–Hopf — the indices of the zeros sum to the Euler characteristic $\chi(M)$, which is vertices $-$ edges $+$ faces of any triangulation: $\chi(S^2) = 4-6+4 = 2$.
Buys: $R_z$'s two zeros are compulsory; and $S^2$ admits no Lorentzian metric.
Each is labelled where it is used, with what it buys. None of the three is needed to follow a computation in units 32 to 40 — they guarantee that objects exist, and the computations then proceed with the objects in hand.
31 · covariance · physics
"The laws take the same form in all coordinate systems" is not a restriction on a theory: any theory can be rewritten that way. Newtonian gravity in generally covariant form is Newton–Cartan theory, 1923. So general covariance alone has no physical content.
Einstein conceded the point and reformulated: what matters is which fields appear, not what the equations look like.
31 · checkpoint
Coordinates are labels; the transformation law is a theorem; the only derivative available for free is the Lie derivative, and it defines what a symmetry is.
Unit 32 adds what is not free: a connection, so that $\nabla_iV^j$ is a tensor and a straight line has a meaning. Then unit 33 finds the part of it that no chart can remove.
Thirteen problems, about six hours: ./mr problems 31. When the four items above are true: ./mr done 31.