Part I: Manifolds and smooth maps
Lecture 1: Topological manifolds
Reading: Spivak Chapter 1, pages 1 to 20.
Topics
- Definition of a manifold: a space locally homeomorphic to $\mathbb{R}^n$. Spivak's metric-space definition compared with the usual Hausdorff, second countable definition.
- Invariance of domain (Theorem 1-1) and why dimension is well defined.
- Connected manifolds are $\sigma$-compact (Theorem 1-2).
- Examples: $\mathbb{R}^n$ and its open subsets, spheres $S^n$, products and tori, surfaces, the Möbius strip, the projective spaces $\mathbb{P}^n$, the Klein bottle.
- Manifolds with boundary; the half-space $\mathbb{H}^n$.
Exercises
Spivak, Problem 1-3. Show that every manifold is locally compact and locally path-connected, and that a connected manifold is path-connected.
Spivak, Problems 1-5 and 1-6. Using invariance of domain, show: (a) the neighborhood $U$ in the definition of a manifold is necessarily open; (b) the integer $n$ in the definition is uniquely determined at each point; (c) if $M$ is connected, the dimension of $M$ at $x$ is the same for all $x \in M$; (d) a subset of an $n$-manifold is an $n$-manifold if and only if it is open.
Spivak, Problem 1-11. Show that every connected manifold has a countable base for its topology and a countable dense subset.
Spivak, Problem 1-12. Let $P \colon S^{n-1} \setminus \{(0,\ldots,0,1)\} \to \mathbb{R}^{n-1}$ be stereographic projection from the north pole. Find an explicit formula for $P$ and for $P^{-1}$, and show that $P$ is a homeomorphism.
Spivak, Problem 1-15. (a) Show that $\mathbb{P}^1$ is homeomorphic to $S^1$. (b) Regarding $\mathbb{P}^{n-1} \subset \mathbb{P}^n$ in the obvious way, show that $\mathbb{P}^n \setminus \mathbb{P}^{n-1}$ is homeomorphic to the open unit ball in $\mathbb{R}^n$.
Additional exercise. Let $X$ be the quotient of $\mathbb{R} \times \{0,1\}$ obtained by identifying $(t,0)$ with $(t,1)$ for all $t \ne 0$ (the line with two origins). Show that $X$ is locally homeomorphic to $\mathbb{R}$ and second countable, but not Hausdorff.
Lecture 2: Smooth structures and smooth maps
Reading: Spivak Chapter 2, pages 27 to 35.
Topics
- Why a topological manifold does not know which functions are differentiable.
- $C^\infty$-related charts, atlases, maximal atlases (Lemma 2-1); smooth manifolds.
- Diffeomorphisms; the two different smooth structures on $\mathbb{R}$ given by $x$ and $x^3$, which are diffeomorphic.
- Smooth structures on spheres, products, open subsets, projective spaces and manifolds with boundary.
- Smooth maps between manifolds.
- Bump functions and Lemma 2-2.
Exercises
Spivak, Problem 2-1(a). Show that being $C^\infty$-related is not an equivalence relation on charts.
Spivak, Problem 2-4. How many distinct $C^\infty$ structures are there on $\mathbb{R}$? (Distinct maximal atlases, not structures up to diffeomorphism.)
Spivak, Problem 2-6. Check that the stereographic projections from $(0,\ldots,0,1)$ and $(0,\ldots,0,-1)$ are $C^\infty$-related to each of the $2n$ charts $f_i, g_i$ that delete the $i$-th coordinate on the hemispheres $\{\pm x^i > 0\}$ of $S^{n-1}$.
Spivak, Problem 2-8. Let $M_1, M_2$ be smooth manifolds. Show that a map $f \colon N \to M_1 \times M_2$ is $C^\infty$ if and only if $\pi_1 \circ f$ and $\pi_2 \circ f$ are $C^\infty$, and that the product structure is the only smooth structure on $M_1 \times M_2$ with this property. Show also that the slice maps $p_1 \mapsto (p_1, \bar p_2)$ are $C^\infty$.
Spivak, Problem 2-9. Let $g \colon S^n \to \mathbb{P}^n$ be the quotient map $p \mapsto [p]$. Show that $f \colon \mathbb{P}^n \to M$ is $C^\infty$ if and only if $f \circ g$ is $C^\infty$.
Spivak, Problem 2-16. Show that the function $f \colon \mathbb{R} \to \mathbb{R}$ with $f(x) = e^{-1/x}$ for $x > 0$ and $f(x) = 0$ for $x \le 0$ is $C^\infty$.
Lecture 3: Partial derivatives and rank; the inverse and implicit function theorems
Reading: Spivak Chapter 2, pages 35 to 40; Calculus on Manifolds, Chapter 2 (Theorems 2-11, 2-12, 2-13).
Topics
- Partial derivatives $\partial f/\partial x^i$ with respect to a chart; the chain rule (Proposition 2-3); point-derivations (Proposition 2-4).
- Polar coordinates as an example.
- The Jacobian of a change of coordinates; the rank of a smooth map at a point.
- The inverse function theorem, with a proof sketch.
- The implicit function theorem, derived from the inverse function theorem.
- Manifold versions: local diffeomorphisms, and when $n$ functions form a coordinate system.
Exercises
Spivak, Problem 2-18. On $\mathbb{R}^2$ consider the coordinate system $y^1(a,b) = a$, $y^2(a,b) = a + b$. (a) Compute $\partial f/\partial y^1(a,b)$ from the definition. (b) Compute it again using the chain rule (Proposition 2-3). Notice that $\partial f/\partial y^1 \ne \partial f/\partial x^1$ even though $y^1 = x^1$, where $x$ is the identity coordinate system.
Spivak, Problem 2-19. Express the Laplacian $\dfrac{\partial^2}{\partial x^2} + \dfrac{\partial^2}{\partial y^2}$ in polar coordinates. (Answer: $\frac{1}{r}\left[\frac{\partial}{\partial r}\left(r \frac{\partial}{\partial r}\right) + \frac{\partial}{\partial \theta}\left(\frac{1}{r}\frac{\partial}{\partial \theta}\right)\right]$.)
Additional exercise. Derive the implicit function theorem from the inverse function theorem, by applying the latter to $F(x,y) = (x, f(x,y))$.
Additional exercise. Let $y^1, \ldots, y^n$ be smooth functions defined near a point $p$ of an $n$-manifold $M$, and let $x$ be a chart around $p$. Show that $(y^1,\ldots,y^n)$ is a coordinate system on some neighborhood of $p$ if and only if the matrix $\left(\partial y^i/\partial x^j(p)\right)$ is invertible.
Spivak, Problem 2-26. (a) If $U \subset \mathbb{R}^k$ is open and $f \colon U \to \mathbb{R}^{n-k}$ is $C^\infty$, show that the graph of $f$ is a submanifold of $\mathbb{R}^n$. (b) Show that every submanifold of $\mathbb{R}^n$ is locally of this form, after renumbering the coordinates.
Lecture 4: Critical points, Sard's theorem, and the rank theorem
Reading: Spivak Chapter 2, pages 40 to 46.
Topics
- Critical points, critical values and regular values.
- Sets of measure zero in manifolds (Lemmas 2-5 and 2-6, Corollary 2-7).
- Sard's theorem for maps between manifolds of the same dimension (Theorem 2-8); statement of the general version.
- The rank theorem (Theorem 2-9), with proof.
- Local normal forms for submersions and immersions (Theorem 2-10).
Exercises
Spivak, Problem 2-20. If $f \colon M^n \to N^m$ is $C^1$ and $m > n$, show that $f(M)$ has measure zero (assuming $M$ has at most countably many components).
Additional exercise. Show that for a smooth map $f \colon M \to N$, the set $\{p \in M : \operatorname{rank}_p f \ge k\}$ is open. Give an example where the rank is not locally constant.
Spivak, Problem 2-27. (a) Show that an immersion from one $n$-manifold to another is an open map. (b) If $M$ and $N$ are $n$-manifolds with $M$ compact and $N$ connected, and $f \colon M \to N$ is an immersion, show that $f$ is onto.
Additional exercise. Prove Sard's theorem directly for a $C^1$ function $f \colon \mathbb{R} \to \mathbb{R}$: the set of critical values has measure zero.
Additional exercise. Show that $f(x) = x^2$ on $\mathbb{R}$ does not have constant rank near $0$, and show that there are no charts $x, y$ with $y \circ f \circ x^{-1} = 0$ near $0$. Why does this not contradict Theorem 2-9?
Lecture 5: Immersions, submanifolds, regular values
Reading: Spivak Chapter 2, pages 46 to 50.
Topics
- Immersions and their pathologies: figure-eight curves, curves accumulating on themselves, the dense line on the torus.
- Immersed submanifolds; local slice charts; smooth maps into immersed submanifolds (Proposition 2-11).
- Embeddings, submanifolds and closed submanifolds.
- The regular value theorem (Proposition 2-12).
- Examples: spheres, $\mathrm{SL}(n,\mathbb{R})$, the orthogonal group $\mathrm{O}(n)$, matrices of fixed rank.
Exercises
Spivak, Problem 2-24. (a) Let $M$ be an $n$-manifold. Show that $M_1 \subset M$ can be made into a $k$-dimensional submanifold of $M$ if and only if around each point of $M_1$ there is a chart $(x,U)$ of $M$ with $M_1 \cap U = \{p \in U : x^{k+1}(p) = \cdots = x^n(p) = 0\}$. (b) Show that $M_1$ can be made into a closed submanifold if and only if such charts exist around every point of $M$.
Spivak, Problem 2-25. Show that the set $\{(x, |x|) : x \in \mathbb{R}\}$ is not the image of any immersion of $\mathbb{R}$ into $\mathbb{R}^2$.
Spivak, Problem 2-28. Prove Proposition 2-12: if $f \colon M^n \to N$ has constant rank $k$ on a neighborhood of $f^{-1}(y)$, then $f^{-1}(y)$ is a closed submanifold of $M$ of dimension $n-k$ (or is empty).
Spivak, Problem 2-33. (a) Show that $\mathrm{SL}(n,\mathbb{R}) = \{A : \det A = 1\}$ is a closed submanifold of $\mathrm{GL}(n,\mathbb{R})$ of dimension $n^2 - 1$. (b) Let $\psi(A) = A A^t$, a map from $\mathrm{GL}(n,\mathbb{R})$ to the symmetric matrices. Show that $\mathrm{O}(n) = \psi^{-1}(I)$ is a compact submanifold of dimension $n(n-1)/2$. (Hint: $\psi(BA) = \psi(B)$ for $A \in \mathrm{O}(n)$, so it suffices to compute the rank of $\psi$ at $I$.)
Spivak, Problem 2-34. Let $M(m,n;k)$ be the set of $m \times n$ matrices of rank $k$. Show that $M(m,n;k)$ is a submanifold of the space of all $m \times n$ matrices, of dimension $k(m+n-k)$.
Spivak, Problem 2-29. Let $g \colon \mathbb{P}^2 \to \mathbb{R}^3$ be $g([x,y,z]) = (yz, xz, xy)$, whose image is the Steiner surface. Show that $g$ fails to be an immersion at exactly 6 points.
Lecture 6: Partitions of unity; embedding compact manifolds
Reading: Spivak Chapter 2, pages 50 to 53.
Topics
- Refinements and locally finite covers; locally finite refinements exist (Theorem 2-13).
- The shrinking lemma (Theorem 2-14).
- Partitions of unity (Theorem 2-15, Corollary 2-16).
- Every compact manifold embeds in some $\mathbb{R}^N$ (Theorem 2-17).
- Applications: smooth Urysohn functions, proper functions, extending functions from closed submanifolds.
Exercises
Spivak, Problem 2-17. Show that every closed subset $C$ of a manifold $M$ is the zero set $f^{-1}(0)$ of some $C^\infty$ function $f \colon M \to [0,1]$.
Spivak, Problem 2-30(f). Show that every smooth manifold admits a proper $C^\infty$ function $f \colon M \to \mathbb{R}$ (proper means preimages of compact sets are compact).
Spivak, Problem 2-32. (a) If $M_1 \subset M$ is a closed submanifold, $U \supset M_1$ is open, and $f \colon M_1 \to \mathbb{R}$ is $C^\infty$, show that there is a $C^\infty$ function $\bar f \colon M \to \mathbb{R}$ with $\bar f = f$ on $M_1$ and support in $U$. (b) Show this fails for $M = \mathbb{R}$ and $M_1 = (0,1)$.
Spivak, Problem 2-31. (a) Find a cover of $[0,1]$ which is point-finite (every point is in only finitely many members) but not locally finite. (b) Prove the shrinking lemma for countable point-finite covers.
Additional exercise. Let $C_1, C_2$ be disjoint closed subsets of a manifold $M$. Show there is a $C^\infty$ function $f \colon M \to [0,1]$ with $f = 0$ on $C_1$ and $f = 1$ on $C_2$.
Part II: Tangent, cotangent and vector bundles
Lecture 7: Tangent spaces of Euclidean space and of embedded manifolds
Reading: Spivak Chapter 3, pages 63 to 71.
Topics
- The tangent space $T\mathbb{R}^n = \mathbb{R}^n \times \mathbb{R}^n$ and the derivative $f_*$; the chain rule as $(g \circ f)_* = g_* \circ f_*$.
- Tangent vectors of curves.
- The tangent space of a manifold embedded in $\mathbb{R}^N$, via charts and via curves.
- Global twisting: $T S^1$ is a product but $T S^2$ and the tangent bundle of the Möbius strip are not.
- Local triviality, which leads to the definition of a vector bundle.
Exercises
Spivak, Problem 3-21. Show that for $p \in S^2$, the vector $p_p \in \mathbb{R}^3_p$ is not tangent to $S^2$, by showing that $\langle p, c'(0) \rangle = 0$ for every curve $c$ in $S^2$ with $c(0) = p$.
Additional exercise. Let $f \colon \mathbb{R}^N \to \mathbb{R}^k$ be smooth and let $y$ be a regular value, so $M = f^{-1}(y)$ is a submanifold. Show that the tangent space of $M$ at $p$ is the kernel of $f_{*p}$.
Additional exercise. Show that the tangent space of $\mathrm{O}(n)$ at the identity is the space of skew-symmetric matrices, and the tangent space of $\mathrm{SL}(n,\mathbb{R})$ at the identity is the space of matrices of trace zero.
Spivak, Problem 3-15. (a) Show that $f \colon M \to N$ is an immersion if and only if $f_*$ is one-one on each tangent space, and that $\operatorname{rank}_p f$ equals the rank of $f_{*p}$. (b) If $g$ is a diffeomorphism, show that the rank of $f \circ g$ at $a$ equals the rank of $f$ at $g(a)$.
Spivak, Problem 3-17. Show that $T\mathbb{P}^2$ is homeomorphic to the space obtained from the tangent bundle of $S^2 \subset \mathbb{R}^3$ by identifying the vector $v$ at $p$ with the vector $-v$ at $-p$.
Lecture 8: Vector bundles
Reading: Spivak Chapter 3, pages 71 to 75 and page 82; Problems 3-23 and 3-24.
Topics
- Definition of an $n$-plane bundle; restrictions; trivial bundles; equivalence of bundles.
- Sections; the Möbius bundle over $S^1$ is not trivial.
- Bundle maps.
- Constructions: pullback (induced) bundles, Whitney sums, products.
- Transition functions and the cocycle condition (not in Spivak).
Exercises
Spivak, Problem 3-3. Show that in the definition of an equivalence of bundles it suffices to assume that the map $E_1 \to E_2$ is continuous; its inverse is then automatically continuous.
Spivak, Problem 3-7. (a) Show that for any bundle, the zero section is a section. (b) Show that an $n$-plane bundle is trivial if and only if it has $n$ sections that are linearly independent at every point. (c) Show that locally every $n$-plane bundle has $n$ linearly independent sections.
Spivak, Problem 3-20. Let $T \colon \mathbb{R}^n \to \mathbb{R}^n$ be a linear isomorphism, and form the space obtained from $[0,1] \times \mathbb{R}^n$ by identifying $(0,v)$ with $(1, Tv)$. (a) Show that this is the total space of a vector bundle over $S^1$. (b) Show that this bundle is orientable if and only if $\det T > 0$.
Spivak, Problem 3-23. Given a bundle $\xi = \pi \colon E \to X$ and a continuous $f \colon Y \to X$, let $E' = \{(y,e) \in Y \times E : f(y) = \pi(e)\}$ with $\pi'(y,e) = y$. (a) Show that this is a bundle $f^*\xi$ over $Y$. (b) Show that if a bundle map from $\xi''$ to $\xi$ covering $f$ is an isomorphism on each fibre, then $\xi'' \cong f^*\xi$. (c) Show that $(f \circ g)^*\xi \cong g^* f^*\xi$. (d) If $i \colon A \to X$ is inclusion, show that $i^*\xi \cong \xi|A$.
Spivak, Problem 3-24. Define the Whitney sum $\xi \oplus \eta$ of two bundles over $B$, whose fibre over $p$ is the direct sum of the fibres. Show that $f^*(\xi \oplus \eta) \cong f^*\xi \oplus f^*\eta$, and that $\xi \oplus \eta \cong \Delta^*(\xi \times \eta)$, where $\Delta \colon B \to B \times B$ is the diagonal.
Additional exercise. Show that the tautological line bundle over $\mathbb{P}^1$ (the fibre over a line is that line) is equivalent to the Möbius bundle.
Lecture 9: The tangent bundle of an abstract manifold
Reading: Spivak Chapter 3, pages 75 to 82; the Addendum on pages 89 to 94 is optional.
Topics
- Construction of $TM$ from equivalence classes $[x,v]_p$ (Theorem 3-1); the map $f_*$.
- The smooth structure on $TM$.
- Tangent vectors as equivalence classes of curves.
- Tangent vectors as derivations (Lemma 3-2 and Theorem 3-3).
- Statement of Theorem 3-4: all reasonable constructions of $TM$ agree.
Exercises
Spivak, Problem 3-8. Check that the relation $(x,v) \sim_p (y,w)$ used to define $TM$ is an equivalence relation, and that the definition of $f_*$ does not depend on the choice of coordinate systems.
Spivak, Problem 3-9. (a) Show that the correspondence between $[x,v]_p$ and equivalence classes of curves makes $f_*$ correspond to $f_\sharp$. (b) Show that under the correspondence between $[x,a]_p$ and derivations, $(f_*\ell)(g) = \ell(g \circ f)$.
Spivak, Problem 3-11. If $g \colon \mathbb{R} \to \mathbb{R}$ is $C^\infty$, show that $g(x) = g(0) + g'(0)x + x^2 h(x)$ for some $C^\infty$ function $h$.
Spivak, Problem 3-12. Let $\mathcal{F}_p$ be the $C^\infty$ functions $f$ on $M$ with $f(p) = 0$, and let $W$ be the span of all products $fg$ with $f, g \in \mathcal{F}_p$. Show that the derivations at $p$ correspond to the dual space $(\mathcal{F}_p / W)^*$, and that if $x$ is a chart with $x(p) = 0$ then $x^1 + W, \ldots, x^n + W$ is a basis of $\mathcal{F}_p / W$.
Spivak, Problem 3-14. If $f \colon M \to N$ and $f_*$ is the zero map on each tangent space, show that $f$ is constant on each component of $M$.
Spivak, Problem 3-27. Show that the Jacobian matrix of $y_* \circ (x_*)^{-1}$ has the block form with $D(y \circ x^{-1})$ in both diagonal blocks and zero in the upper right block. Conclude that the manifold $TM$ is always orientable.
Lecture 10: Vector fields; orientation
Reading: Spivak Chapter 3, pages 82 to 88; Problem 3-16.
Topics
- Vector fields as sections of $TM$ and as derivations of $C^\infty(M)$.
- Orientations of vector spaces, bundles and manifolds; the chart criterion $\det\left(\partial y^i / \partial x^j\right) > 0$.
- Examples: spheres and tori are orientable; the Möbius strip and $\mathbb{P}^2$ are not; $\mathbb{P}^n$ is orientable if and only if $n$ is odd.
- Outward vectors and the induced orientation on the boundary.
Exercises
Spivak, Problem 3-16. Let $M$ be an oriented manifold with boundary. (a) Show that for $p \in \partial M$, the subspace $i_*((\partial M)_p)$ of $M_p$ does not depend on the chart. (b) Show that the notion of an outward-pointing vector does not depend on the chart. (c) Show that $\partial M$ has a unique orientation $\partial\mu$ such that $[v_1,\ldots,v_{n-1}] \in \partial\mu$ if and only if $[w, v_1, \ldots, v_{n-1}] \in \mu$ for every outward $w$. (d) Show that for the usual orientation of $\mathbb{H}^n$, the induced orientation on $\mathbb{R}^{n-1} = \partial \mathbb{H}^n$ is $(-1)^n$ times the usual one.
Spivak, Problem 3-18. There is no nowhere-zero vector field on $S^2$. Show that there is one on $S^2$ minus a point (which is diffeomorphic to $\mathbb{R}^2$), and that it can be chosen to look like a magnetic dipole near the missing point.
Spivak, Problem 3-22. Suppose that the restriction of $TM$ to $A$ is trivial for every $A \subset M$ homeomorphic to $S^1$. Show that $M$ is orientable.
Spivak, Problem 3-26. (a) Show that $T(M \times N) \cong \pi_M^* TM \oplus \pi_N^* TN$. (b) Show that if $M$ and $N$ are orientable then so is $M \times N$. (c) Show that if $M \times N$ is orientable then so are $M$ and $N$.
Additional exercise. Show that the Klein bottle is not orientable.
Additional exercise. Let $f \colon \mathbb{R}^n \to \mathbb{R}$ be smooth with regular value $c$. Show that $f^{-1}(c)$ is orientable.
Lecture 11: Dual bundles, the cotangent bundle, and the differential
Reading: Spivak Chapter 4, pages 107 to 115.
Topics
- Dual spaces and dual maps; the natural isomorphism $V \to V^{**}$.
- The dual bundle $\xi^*$ and the cotangent bundle $T^*M$; covector fields (1-forms).
- The differential $df$ and the formula $df = \sum_i \frac{\partial f}{\partial x^i}\, dx^i$ (Theorem 4-1).
- Pulling back 1-forms along smooth maps.
- Covariant and contravariant vector fields and their transformation laws.
Exercises
Spivak, Problem 4-1. Let $f \colon M^n \to N^m$ and let $x$, $y$ be charts around $p$ and $f(p)$. Show that $$f_*\left(\frac{\partial}{\partial x^i}\Big|_p\right) = \sum_{j=1}^m \frac{\partial (y^j \circ f)}{\partial x^i}(p)\, \frac{\partial}{\partial y^j}\Big|_{f(p)} \quad\text{and}\quad f^*(dy^j) = \sum_{i=1}^n \frac{\partial (y^j \circ f)}{\partial x^i}\, dx^i.$$
Spivak, Problem 4-2. If $f, g \colon M \to \mathbb{R}$ are $C^\infty$, show that $d(fg) = f\, dg + g\, df$.
Spivak, Problem 4-3. Let $f \colon M \to \mathbb{R}$ be $C^\infty$. For $v \in M_p$ show that $f_*(v) = df(v)_{f(p)} \in \mathbb{R}_{f(p)}$.
Spivak, Problem 4-4. (a) Show that if the ordered bases $v_1,\ldots,v_n$ and $w_1,\ldots,w_n$ of $V$ are equally oriented, then so are their dual bases. (b) Show that a bundle $\xi$ is orientable if and only if $\xi^*$ is orientable.
Spivak, Problem 4-6. (a) Show that the natural isomorphism $V \to V^{**}$ commutes with every linear map $f \colon V \to W$ and its double dual. (b) Show that there is no family of isomorphisms $V \to V^*$, one for each vector space $V$, compatible in the same way with all linear maps $f$. (Hint: there is not even one for $V = \mathbb{R}$.)
Additional exercise. On $\mathbb{R}^2$ minus the non-negative $x$-axis, express $dr$ and $d\theta$ in terms of $dx$ and $dy$, where $(r,\theta)$ are polar coordinates.
Lecture 12: Tensors and tensor fields
Reading: Spivak Chapter 4, pages 115 to 127; Chapter 9, Theorem 9-4 (page 309).
Topics
- Multilinear algebra: $\mathcal{T}^k(V)$, tensor products, bases.
- Tensor bundles; covariant tensor fields and their transformation laws.
- Theorem 4-2: operators on vector fields that are linear over $C^\infty(M)$ are tensor fields.
- Pullbacks; contravariant and mixed tensors; contraction.
- Riemannian metrics exist on every vector bundle over a manifold (Theorem 9-4).
Exercises
Additional exercise. Let $\omega$ be a 1-form. Show that $(X,Y) \mapsto X(\omega(Y)) - Y(\omega(X)) - \omega([X,Y])$ is linear over $C^\infty(M)$ in each variable, where $[X,Y] = XY - YX$. Show that $(X,Y) \mapsto X(\omega(Y))$ alone is not.
Spivak, Problem 4-5 (ix) and (x). The rank of a covariant 2-tensor $a_{ij}$ is the rank of the matrix $(a_{ij})$. Show that the rank does not depend on the coordinate system. Show that the tensor $a_i b_j$ has rank 1, and that the symmetric tensor $a_i b_j + a_j b_i$ has rank 2 when $a$ and $b$ are linearly independent.
Spivak, Problem 4-7. A covariant functor $F$ assigns a vector space $F(V)$ to each vector space $V$ and a linear map $F(f)$ to each linear map $f$, compatibly with identities and compositions. Show that the identity functor, the double dual functor, and $V \mapsto \mathcal{T}^k(V^*)$ are covariant functors, and that $V \mapsto V^*$ and $V \mapsto \mathcal{T}^k(V)$ are contravariant functors.
Additional exercise. Show that $\mathcal{T}^1_1(V)$ is naturally isomorphic to the space of linear maps $V \to V$, that the identity corresponds to the evaluation map $(v,\lambda) \mapsto \lambda(v)$, and that contraction corresponds to the trace.
Additional exercise. Show that a Riemannian metric on a bundle $\xi$ gives an equivalence between $\xi$ and $\xi^*$.
Part III: Vector fields and flows
Lecture 13: Integral curves; existence and uniqueness
Reading: Spivak Chapter 5, pages 135 to 143 and Addendum 1 (pages 164 to 166).
Topics
- Integral curves of a vector field as solutions of an ordinary differential equation.
- What can go wrong: solutions that escape in finite time ($c' = -c^2$) and non-uniqueness ($c' = c^{2/3}$); the Lipschitz condition.
- The contraction lemma (Theorem 5-1).
- Local existence and uniqueness (Theorems 5-2 and 5-3); maximal integral curves.
- Time-dependent equations, equations with parameters, second-order equations; linear equations have global solutions (Proposition 5-17).
Exercises
Spivak, Problem 5-1. (a) If $\alpha \colon M \to N$ is $C^\infty$, show that $\alpha_* \colon TM \to TN$ is $C^\infty$. (b) If $\alpha$ is a diffeomorphism and $X$ is a $C^\infty$ vector field on $M$, show that $\alpha_* X$ is a $C^\infty$ vector field on $N$. (c) For $\alpha(t) = t^3$ on $\mathbb{R}$, find a $C^\infty$ vector field $X$ such that $\alpha_* X$ is not $C^\infty$.
Spivak, Problem 5-2. Find a nowhere-zero vector field on $\mathbb{R}$ such that every integral curve is defined only on a bounded interval around $0$.
Spivak, Problem 5-3. Find a complete metric space $(M,\rho)$ and a map $f \colon M \to M$ with $\rho(f(x), f(y)) < \rho(x,y)$ for all $x \ne y$, but with no fixed point.
Spivak, Problem 5-4. Let $f \colon (-c,c) \times U \times V \to \mathbb{R}^n$ be $C^\infty$. Show that near any $(x_0, y_0) \in U \times V$ the second-order equation $\alpha''(t) = f(t, \alpha(t), \alpha'(t))$ with $\alpha(0) = x$, $\alpha'(0) = y$ has a unique solution, depending smoothly on $(t,x,y)$. (Hint: consider the first-order system $\alpha' = \beta$, $\beta' = f(t, \alpha, \beta)$.)
Spivak, Problem 5-6 (a) to (f). For an $n \times n$ matrix $A$ let $\exp A = \sum_{k \ge 0} A^k / k!$. Show that the series converges, that $\exp(TAT^{-1}) = T (\exp A) T^{-1}$, that $\exp(A+B) = \exp A \exp B$ if $AB = BA$, and hence that $\exp A$ is always invertible.
Additional exercise. Find all integral curves of $X = -a^2 \frac{d}{da}$ on $\mathbb{R}$ explicitly. Which of them are defined for all time?
Lecture 14: Local flows and one-parameter groups
Reading: Spivak Chapter 5, pages 143 to 150.
Topics
- The local flow of a vector field; continuity (Theorem 5-4); statement of smooth dependence on initial conditions.
- The local group law $\phi_s \circ \phi_t = \phi_{s+t}$ (Theorem 5-5).
- Vector fields with compact support generate one-parameter groups of diffeomorphisms (Theorem 5-6).
- The formula $(Xf)(q) = \lim_{h \to 0} \frac{f(\phi_h(q)) - f(q)}{h}$.
- Examples: rotations, linear vector fields and $e^{tA}$, incomplete vector fields.
Exercises
Spivak, Problem 5-6 (g) to (j). Show that the derivative of $\exp$ at $0$ is the identity. If $A(t)$ is a differentiable matrix-valued function with $A(t)A'(t) = A'(t)A(t)$, show that $\frac{d}{dt}\exp(A(t)) = A'(t)\exp(A(t))$. Conclude that if $g(s)g(t) = g(t)g(s)$ for all $s,t$, the equation $\alpha'(t) = g(t)\alpha(t)$ has the solution $\alpha(t) = \exp\left(\int_0^t g(s)\,ds\right)\alpha(0)$.
Spivak, Problem 5-8(b). If $\phi \colon \mathbb{R} \times M \to M$ is a smooth one-parameter group of diffeomorphisms, show that for every $C^\infty$ function $f$ the limit $\lim_{h \to 0} \frac{1}{h}\left[f(\phi_h(p)) - f(p)\right]$ exists and defines a $C^\infty$ function on $M$. Conclude that $\phi$ is generated by a vector field.
Spivak, Problem 5-13. On $\mathbb{R}^3$ let $X = z\frac{\partial}{\partial y} - y\frac{\partial}{\partial z}$, $Y = -z\frac{\partial}{\partial x} + x\frac{\partial}{\partial z}$, $Z = y\frac{\partial}{\partial x} - x\frac{\partial}{\partial y}$. (a) Show that $aX + bY + cZ \mapsto (a,b,c)$ is an isomorphism onto $\mathbb{R}^3$ taking the bracket $[U,V]$ to the cross product. (b) Show that the flow of $aX + bY + cZ$ is a rotation of $\mathbb{R}^3$ about an axis through $0$.
Additional exercise. Compute the flow of $X = x^2 \frac{d}{dx}$ on $\mathbb{R}$, and show that $X$ is not complete.
Additional exercise. Suppose there is an $\varepsilon > 0$ such that for every $p \in M$ the integral curve of $X$ through $p$ is defined on $(-\varepsilon, \varepsilon)$. Show that $X$ is complete.
Additional exercise. Show that the flow of the linear vector field $X_x = Ax$ on $\mathbb{R}^n$ is $\phi_t(x) = e^{tA}x$.
Lecture 15: Lie derivatives
Reading: Spivak Chapter 5, pages 148 to 155; Problems 5-14 and 5-15.
Topics
- Lie derivatives of functions, 1-forms, vector fields and general tensor fields, defined by differentiating along the flow.
- Product rules (Proposition 5-8).
- Coordinate formulas for $L_X dx^i$, $L_X \frac{\partial}{\partial x^j}$ and $L_X Y$.
- The Lie derivative $L_X Y$ equals the bracket $[X,Y] = XY - YX$ (Lemma 5-9 and Theorem 5-10).
- Properties of the bracket: antisymmetry, the Jacobi identity, and $[fX, gY]$.
Exercises
Spivak, Problem 5-10(a). Prove that $L_X(f\omega) = (Xf)\,\omega + f\,L_X\omega$ and $L_X(\omega(Y)) = (L_X\omega)(Y) + \omega(L_X Y)$.
Spivak, Problem 5-11. (a) Show that $\phi^*(df)(Y) = Y(f \circ \phi)$. (b) Show directly from the definition of $L_X$ that $L_X(df) = d(L_X f)$.
Spivak, Problem 5-12. Check the Jacobi identity $[X,[Y,Z]] + [Y,[Z,X]] + [Z,[X,Y]] = 0$.
Spivak, Problem 5-14(b). For tensor fields $A$ and $B$, show that $L_X(A + B) = L_X A + L_X B$ and $L_X(A \otimes B) = L_X A \otimes B + A \otimes L_X B$. In particular $L_X(fA) = X(f)\,A + f\,L_X A$.
Additional exercise. Show that $[fX, gY] = fg[X,Y] + f(Xg)Y - g(Yf)X$. Conclude that the bracket is not a tensor.
Additional exercise. On $\mathbb{R}^3$ compute $\left[x\frac{\partial}{\partial y} - y\frac{\partial}{\partial x},\; y\frac{\partial}{\partial z} - z\frac{\partial}{\partial y}\right]$.
Lecture 16: Brackets, commuting flows, and straightening vector fields
Reading: Spivak Chapter 5, pages 148 to 149 and 155 to 163; Addendum 2 (page 167).
Topics
- Near a point where $X \ne 0$ there are coordinates with $X = \frac{\partial}{\partial x^1}$ (Theorem 5-7).
- Diffeomorphisms and flows (Lemma 5-11, Corollary 5-12).
- $[X,Y] = 0$ if and only if the flows of $X$ and $Y$ commute (Lemma 5-13).
- Commuting linearly independent vector fields are coordinate vector fields (Theorem 5-14).
- The bracket as the failure of the flow parallelogram to close (Proposition 5-15, Theorem 5-16).
Exercises
Spivak, Problem 5-7. Let $\chi \colon \mathbb{R}^n \to M$ and $x = \chi^{-1}$. Check that $X = \frac{\partial}{\partial x^1}$ is equivalent to $\chi_*\left(\frac{\partial}{\partial t^1}\right) = X \circ \chi$.
Spivak, Problem 5-16. (a) Let $f \colon \mathbb{R} \to \mathbb{R}$ satisfy $f'(0) = 0$, and let $g(t) = f(\sqrt{t})$ for $t \ge 0$. Show that the right-hand derivative of $g$ at $0$ is $f''(0)/2$. (b) If $c$ is a curve in $M$ with $c'(0) = 0$, show that $c''(0)$, defined by $c''(0)(f) = (f \circ c)''(0)$, is a tangent vector, and that $c''(0) = 2\gamma'(0)$ for $\gamma(t) = c(\sqrt{t})$.
Spivak, Problem 5-17. Let $p$ be a critical point of $f \colon M \to \mathbb{R}$. For $X_p, Y_p \in M_p$ define $f_{**}(X_p, Y_p) = \tilde X_p(\tilde Y f)$, where $\tilde X, \tilde Y$ are vector fields extending $X_p, Y_p$. Show that this is well defined and symmetric, and that in coordinates it is given by the matrix of second partial derivatives $\frac{\partial^2 f}{\partial x^i \partial x^j}(p)$. Conclude that the rank of this matrix is independent of the coordinate system.
Spivak, Problem 5-19. (a) If $M$ is compact and $0$ is a regular value of $f \colon M \to \mathbb{R}$, show that there is a neighborhood $U$ of $0$ and a diffeomorphism $\phi \colon f^{-1}(0) \times U \to f^{-1}(U)$ with $f(\phi(p,t)) = t$. (Hint: use Theorem 5-7 and a partition of unity to build a vector field $X$ with $f_* X = \frac{d}{dt}$.) (b) Conclude that $f^{-1}(t_1)$ and $f^{-1}(t_2)$ are diffeomorphic for $t_1, t_2$ near $0$.
Additional exercise. Find coordinates near $(1,0,0)$ in $\mathbb{R}^3$ in which $x\frac{\partial}{\partial x} + y\frac{\partial}{\partial y} + z\frac{\partial}{\partial z}$ becomes $\frac{\partial}{\partial u^1}$.
Additional exercise. Show that there are no coordinates in which $\frac{\partial}{\partial x}$ and $x\frac{\partial}{\partial y}$ are both coordinate vector fields.
Part IV: Differential forms and the Frobenius theorem
Lecture 17: Alternating tensors and the wedge product
Reading: Spivak Chapter 7, pages 201 to 207.
Topics
- Alternating tensors $\Omega^k(V)$ and the alternation operator (Proposition 7-1).
- The wedge product with Spivak's normalization; associativity (Theorem 7-2); conventions in other books.
- Bases of $\Omega^k(V)$; $\dim \Omega^k(V) = \binom{n}{k}$ (Theorem 7-3, Corollary 7-4).
- Top-degree forms and determinants (Theorem 7-5); orientations from nonzero $n$-forms (Corollary 7-6).
- Interior products, decomposable forms, the normal form of 2-forms, Cartan's lemma.
Exercises
Spivak, Problem 7-2. Let $\overline{\operatorname{Alt}}$ be $\operatorname{Alt}$ without the factor $1/k!$, and define $\omega \,\bar\wedge\, \eta = \overline{\operatorname{Alt}}(\omega \otimes \eta)$. Show that $\bar\wedge$ is not associative. (Try $\omega, \eta \in \Omega^1(V)$ and $\theta \in \Omega^2(V)$.)
Spivak, Problem 7-3(c). A permutation $\sigma$ of $\{1,\ldots,k+l\}$ is a shuffle if $\sigma(1) < \cdots < \sigma(k)$ and $\sigma(k+1) < \cdots < \sigma(k+l)$. Show that $$\omega \wedge \eta(v_1,\ldots,v_{k+l}) = \sum_{\sigma \text{ a shuffle}} \operatorname{sgn}\sigma \cdot \omega(v_{\sigma(1)},\ldots,v_{\sigma(k)})\, \eta(v_{\sigma(k+1)},\ldots,v_{\sigma(k+l)}).$$
Spivak, Problem 7-4. For $v \in V$ and $\omega \in \Omega^k(V)$ define $\iota_v\omega \in \Omega^{k-1}(V)$ by $\iota_v\omega(v_1,\ldots,v_{k-1}) = \omega(v, v_1, \ldots, v_{k-1})$. Show that $\iota_v \iota_w = -\iota_w \iota_v$, and that $\iota_v(\omega_1 \wedge \omega_2) = (\iota_v\omega_1) \wedge \omega_2 + (-1)^k \omega_1 \wedge (\iota_v\omega_2)$ for $\omega_1 \in \Omega^k(V)$.
Spivak, Problem 7-6. An element of $\Omega^k(V)$ is decomposable if it equals $\phi_1 \wedge \cdots \wedge \phi_k$ for some $\phi_i \in V^*$. (a) If $\dim V \le 3$, show that every element of $\Omega^2(V)$ is decomposable. (b) If $\phi_1, \ldots, \phi_4$ are linearly independent, show that $\phi_1 \wedge \phi_2 + \phi_3 \wedge \phi_4$ is not decomposable. (Hint: look at $\omega \wedge \omega$.)
Spivak, Problem 7-8. (a) For $\omega \in \Omega^2(V)$, show that there is a basis $\phi_1,\ldots,\phi_n$ of $V^*$ with $\omega = \phi_1 \wedge \phi_2 + \cdots + \phi_{2r-1} \wedge \phi_{2r}$. (b) Show that the $r$-fold wedge $\omega \wedge \cdots \wedge \omega$ is nonzero and the $(r+1)$-fold wedge is $0$, so $r$ is well defined. (c) Show that $2r$ is the rank of the matrix of $\omega$.
Spivak, Problem 7-13. If $A \colon V \to V$ is linear and $\dim V = n$, show that $A^* \colon \Omega^n(V) \to \Omega^n(V)$ is multiplication by $\det A$. Conclude that $\det(AB) = \det A \det B$.
Lecture 18: Differential forms and the exterior derivative
Reading: Spivak Chapter 7, pages 207 to 215 and 217.
Topics
- $k$-forms on a manifold and pullback.
- Top-degree forms under change of coordinates (Theorem 7-7, Corollary 7-8); $M$ is orientable if and only if it has a nowhere-zero $n$-form (Theorem 7-9).
- The exterior derivative in coordinates; the Leibniz rule and $d^2 = 0$ (Proposition 7-10); uniqueness (Proposition 7-11, Corollary 7-12).
- The invariant formula for $d\omega$ (Theorem 7-13).
- $f^* d = d f^*$ (Proposition 7-16); gradient, curl and divergence.
Exercises
Spivak, Problem 7-16(b). Generalize Theorem 7-7 and Corollary 7-8 to $k$-forms: if $\omega = \sum_I \omega_I\, dx^I = \sum_J \omega'_J\, dy^J$, express $\omega'_J$ in terms of the $\omega_I$ and the $k \times k$ minors of the matrix $\left(\partial x^i / \partial y^j\right)$.
Spivak, Problem 7-17. Show that $d\left(\sum_{i<j} a_{ij}\, dx^i \wedge dx^j\right) = 0$ if and only if $\frac{\partial a_{ij}}{\partial x^k} - \frac{\partial a_{ik}}{\partial x^j} + \frac{\partial a_{jk}}{\partial x^i} = 0$ for all $i < j < k$.
Spivak, Problem 7-20. Compute that on $\mathbb{R}^2$ minus a ray, $d\theta = \frac{x\,dy - y\,dx}{x^2 + y^2}$.
Additional exercise. Verify Theorem 7-13 directly in coordinates for 1-forms: $d\omega(X,Y) = X(\omega(Y)) - Y(\omega(X)) - \omega([X,Y])$.
Additional exercise. Using Theorem 7-7, show that $dx \wedge dy = r\, dr \wedge d\theta$.
Spivak, Problem 7-27 (part). On $\mathbb{R}^3$, identify 1-forms and 2-forms with vector fields in the usual way. Show that $d$ on 0-forms, 1-forms and 2-forms corresponds to gradient, curl and divergence, and deduce $\operatorname{curl}\operatorname{grad} f = 0$ and $\operatorname{div}\operatorname{curl} F = 0$.
Lecture 19: Interior product, Lie derivative of forms, and Cartan's formula
Reading: Spivak Problems 7-4 (page 227), 5-14 (pages 174 to 175) and 7-18 (pages 234 to 235).
Topics
- The interior product $\iota_X$ and its properties.
- Lie derivatives of forms: $L_X\omega = \frac{d}{dt}\big|_{t=0}\phi_t^*\omega$; $L_X$ is a derivation commuting with $d$.
- Cartan's formula $L_X = \iota_X d + d\,\iota_X$, with two proofs.
- Applications: divergence, volume-preserving and Hamiltonian flows, flows preserving closed forms.
Exercises
Spivak, Problem 7-18. (a) Show that if $\omega$ is a $k$-form then so is $L_X\omega$. (b) Show that $L_X(\omega_1 \wedge \omega_2) = L_X\omega_1 \wedge \omega_2 + \omega_1 \wedge L_X\omega_2$. (c) Show that $X(\omega(X_1,\ldots,X_k)) = (L_X\omega)(X_1,\ldots,X_k) + \sum_{i=1}^k \omega(X_1,\ldots,[X,X_i],\ldots,X_k)$. (e) Deduce Cartan's formula $\iota_X d\omega = L_X\omega - d(\iota_X \omega)$. (f) Using (e), show that $d(L_X\omega) = L_X(d\omega)$.
Additional exercise. Show that $L_X \iota_Y - \iota_Y L_X = \iota_{[X,Y]}$.
Additional exercise. Show that $L_{fX}\omega = f\,L_X\omega + df \wedge \iota_X\omega$.
Additional exercise. Let $\mathrm{vol} = dx^1 \wedge \cdots \wedge dx^n$ on $\mathbb{R}^n$ and $X = \sum_i a^i \frac{\partial}{\partial x^i}$. Show that $L_X \mathrm{vol} = \left(\sum_i \frac{\partial a^i}{\partial x^i}\right)\mathrm{vol}$. Conclude that the flow of $X$ preserves volume if and only if $X$ has divergence zero.
Additional exercise. For a smooth function $H$ on $\mathbb{R}^2$, let $X_H = \frac{\partial H}{\partial y}\frac{\partial}{\partial x} - \frac{\partial H}{\partial x}\frac{\partial}{\partial y}$. Show that $L_{X_H}(dx \wedge dy) = 0$ and $X_H(H) = 0$. Interpret both statements in terms of the flow.
Lecture 20: Distributions and the Frobenius theorem
Reading: Spivak Chapter 6, pages 179 to 194.
Topics
- Distributions and integral manifolds; 1-dimensional distributions always have integral manifolds.
- A plane field in $\mathbb{R}^3$ with no integral surfaces.
- Integrability conditions come from equality of mixed partial derivatives (Proposition 6-0, Theorem 6-1).
- $f$-related vector fields and brackets (Propositions 6-2 and 6-3); integrable distributions (Proposition 6-4).
- The Frobenius theorem (Theorem 6-5), with proof.
Exercises
Spivak, Problem 6-1. (a) Show that a $k$-dimensional distribution on $M$ is the same thing as a $k$-plane subbundle of $TM$. (b) Show that a distribution is $C^\infty$ if and only if it is a $C^\infty$ subbundle.
Spivak, Problem 6-4. In the proof of Proposition 6-4, show that the functions $C^\alpha_{ij}$ with $[X_i, X_j] = \sum_\alpha C^\alpha_{ij} X_\alpha$ are $C^\infty$.
Spivak, Problem 6-5. Let $\Delta_1, \ldots, \Delta_h$ be integrable distributions of dimensions $d_1, \ldots, d_h$ with $M_p = (\Delta_1)_p \oplus \cdots \oplus (\Delta_h)_p$ for all $p$. Show that around each point there is a chart $x$ such that $\Delta_1$ is spanned by $\frac{\partial}{\partial x^1}, \ldots, \frac{\partial}{\partial x^{d_1}}$, $\Delta_2$ by the next $d_2$ coordinate vector fields, and so on.
Spivak, Problem 6-6. Prove Theorem 6-1 from Theorem 6-5, by considering a suitable distribution on $\mathbb{R}^m \times \mathbb{R}^n$.
Additional exercise. Let $\Delta$ on $\mathbb{R}^3$ be spanned by $\frac{\partial}{\partial x} + y\frac{\partial}{\partial z}$ and $\frac{\partial}{\partial y}$. Show, using brackets, that $\Delta$ is not integrable.
Additional exercise. Show that the distribution on $\mathbb{R}^3 \setminus \{0\}$ whose plane at $p$ is orthogonal to $p$ is integrable, and find its maximal integral manifolds.
Lecture 21: The Frobenius theorem via differential forms; foliations
Reading: Spivak Chapter 7, pages 215 to 217; Chapter 6, pages 194 to 197.
Topics
- The ideal of forms annihilating a distribution.
- Frobenius in terms of forms: $\Delta$ is integrable if and only if $d(\mathcal{I}(\Delta)) \subset \mathcal{I}(\Delta)$ (Proposition 7-14, Corollary 7-15).
- Hyperplane fields: $\ker\omega$ is integrable if and only if $\omega \wedge d\omega = 0$; contact forms.
- Foliations and maximal integral manifolds (Theorem 6-6); smooth maps into leaves (Theorem 6-7).
Exercises
Additional exercise. Decide which of the following hyperplane fields on $\mathbb{R}^3$ are integrable, and find the leaves of those that are: $\ker(dz - y\,dx)$, $\ker(x\,dy - y\,dx + dz)$, $\ker(yz\,dx + xz\,dy + xy\,dz)$.
Additional exercise. Prove the easy direction of Corollary 7-15: if $\omega^\alpha = \sum_\beta f^\alpha_\beta\, dg^\beta$, then $d\omega^\alpha = \sum_\beta \theta^\alpha_\beta \wedge \omega^\beta$ for suitable 1-forms $\theta^\alpha_\beta$.
Additional exercise. Show that $(f\omega) \wedge d(f\omega) = f^2\, \omega \wedge d\omega$. Why does this mean that the integrability condition depends only on $\ker\omega$?
Additional exercise. Show that every 1-dimensional distribution is integrable, and that every 2-dimensional distribution on a 2-manifold is integrable.
Additional exercise. Consider the 1-dimensional distribution on the torus $T^2 = \mathbb{R}^2/\mathbb{Z}^2$ spanned by $\frac{\partial}{\partial x} + \alpha\frac{\partial}{\partial y}$, with $\alpha$ irrational. Show that every leaf is dense in $T^2$, and that no leaf is an embedded submanifold.
Lecture 22: Closed and exact forms; the Poincaré lemma
Reading: Spivak Chapter 7, pages 218 to 227.
Topics
- Closed and exact forms; $d^2 = 0$ as equality of mixed partials.
- The angle form $d\theta$ on $\mathbb{R}^2 \setminus \{0\}$: closed but not exact.
- Smoothly contractible manifolds and star-shaped regions.
- The homotopy formula $i_1^*\omega - i_0^*\omega = d(I\omega) + I(d\omega)$ (Theorem 7-17).
- The Poincaré lemma (Corollary 7-18), with an explicit formula for star-shaped regions.
Exercises
Spivak, Problem 7-19. Let $a_{ij}$ be $n^2$ functions on $\mathbb{R}^n$ with $a_{ij} = a_{ji}$. Show that there are functions $u_1, \ldots, u_n$ near any point with $a_{ij} = \frac{1}{2}\left(\frac{\partial u_i}{\partial x^j} + \frac{\partial u_j}{\partial x^i}\right)$ if and only if $$\frac{\partial^2 a_{ij}}{\partial x^k \partial x^l} - \frac{\partial^2 a_{ik}}{\partial x^j \partial x^l} = \frac{\partial^2 a_{lj}}{\partial x^k \partial x^i} - \frac{\partial^2 a_{lk}}{\partial x^j \partial x^i}$$ for all $i,j,k,l$.
Spivak, Problem 7-21. (a) If $\omega = f\,dx$ is a 1-form on $[0,1]$ with $f(0) = f(1)$, show that there is a unique number $\lambda$ such that $\omega - \lambda\,dx = dg$ for some $g$ with $g(0) = g(1)$. (b) Let $i \colon S^1 \to \mathbb{R}^2 \setminus \{0\}$ be the inclusion and $\sigma' = i^*(d\theta)$. If $c(x) = (\cos 2\pi x, \sin 2\pi x)$, show that $c^*(\sigma') = 2\pi\,dx$. (c) If $\omega$ is a closed 1-form on $S^1$, show that there is a unique $\lambda$ such that $\omega - \lambda\sigma'$ is exact.
Spivak, Problem 7-23. Let $U \subset \mathbb{R}^n$ be open and star-shaped with respect to $0$, and $H(p,t) = tp$. For $\omega = \sum_I \omega_I\, dx^{i_1} \wedge \cdots \wedge dx^{i_k}$ show that $$I(H^*\omega) = \sum_I \sum_{\alpha=1}^k (-1)^{\alpha-1} \left(\int_0^1 t^{k-1}\omega_I(tx)\,dt\right) x^{i_\alpha}\, dx^{i_1} \wedge \cdots \wedge \widehat{dx^{i_\alpha}} \wedge \cdots \wedge dx^{i_k},$$ where the hat means that factor is omitted.
Spivak, Problem 7-24(b). Find a bounded open set $U \subset \mathbb{R}^3$ such that $\mathbb{R}^3 \setminus U$ is connected but $U$ is not contractible to a point.
Spivak, Problem 7-25. Let $U \subset \mathbb{R}^n$ be an open set that is star-shaped with respect to $0$. Is $U$ homeomorphic to $\mathbb{R}^n$? (The obvious proof does not work, since the length of the rays from $0$ to the boundary of $U$ could vary discontinuously.)
Part V: Integration and Stokes' theorem
Lecture 23: Line integrals, singular cubes, chains, and boundaries
Reading: Spivak Chapter 8, pages 239 to 253.
Topics
- Classical line and surface integrals, and why they are integrals of pulled-back forms.
- Singular $k$-cubes and the integral of a $k$-form over a singular $k$-cube.
- Change of variables and independence of orientation-preserving reparametrization (Proposition 8-1, Corollary 8-2).
- Chains, faces and the boundary operator; $\partial^2 = 0$ (Proposition 8-3).
Exercises
Spivak, Problem 8-2. Compute $\int_c d\theta$, where $c(t) = (\cos 2\pi t, \sin 2\pi t)$ on $[0,1]$.
Spivak, Problem 8-3. For an integer $n$ and $R > 0$, let $c_{R,n}(t) = (R\cos 2\pi n t, R\sin 2\pi n t)$ on $[0,1]$. (a) Show that there is a singular 2-cube $c$ in $\mathbb{R}^2 \setminus \{0\}$ with $c_{R_1,n} - c_{R_2,n} = \partial c$. (b) If $c$ is any closed curve in $\mathbb{R}^2 \setminus \{0\}$ (so $c(0) = c(1)$), show that $c - c_{1,n}$ is a boundary for some $n$. (c) Show that this $n$ is unique; it is the winding number of $c$ around $0$.
Spivak, Problem 8-5. The standard $n$-simplex is $\Delta_n = \{x \in \mathbb{R}^n : x^i \ge 0, \sum_i x^i \le 1\}$. Define singular simplices, their faces and a boundary operator $\partial c = \sum_{i=0}^n (-1)^i \partial_i c$, as in Spivak. (a) Describe the images of the faces geometrically. (b) Show that $\partial^2 = 0$.
Additional exercise. Write out $\partial I^3$ explicitly as a sum of six singular 2-cubes with signs, and check $\partial(\partial I^3) = 0$ directly.
Additional exercise. Show that $\frac{1}{2}\int_{\partial I^2}(x\,dy - y\,dx) = 1$.
Lecture 24: Stokes' theorem: chains, integration on manifolds, manifolds with boundary
Reading: Spivak Chapter 8, pages 253 to 266; Problem 3-16.
Topics
- Stokes' theorem for chains (Theorem 8-4), with proof; $d\theta$ is not exact on $\mathbb{R}^2 \setminus \{0\}$, and the unit circle is not a boundary.
- Integrating compactly supported $n$-forms over oriented $n$-manifolds using partitions of unity (Theorem 8-5); a remark on volume elements.
- The induced orientation on the boundary, and why $\partial\mathbb{H}^n$ gets $(-1)^n$ times the usual orientation.
- Stokes' theorem $\int_M d\omega = \int_{\partial M}\omega$ (Theorem 8-6), with proof.
- Consequences: closed top-degree forms on compact oriented manifolds that are not exact; the closed non-exact form $\sigma / |p|^n$ on $\mathbb{R}^n \setminus \{0\}$ (Lemma 8-7); Green's theorem and the divergence theorem.
Exercises
Spivak, Problem 8-7. Let $\omega$ be a 1-form on a manifold $M$ with $\int_c \omega = 0$ for every closed curve $c$ in $M$. Show that $\omega$ is exact.
Spivak, Problem 8-17(a). Let $M^n$ and $N^m$ be oriented manifolds with the product orientation on $M \times N$. If $\omega$ and $\eta$ are compactly supported top-degree forms on $M$ and $N$, show that $\int_{M \times N} \pi_1^*\omega \wedge \pi_2^*\eta = \int_M \omega \cdot \int_N \eta$.
Spivak, Problem 8-12. (a) Let $M$ be the open unit disk in $\mathbb{R}^2$ together with a proper nonempty portion of its boundary circle, and let $\omega = x\,dy$. Show that $\int_M d\omega \ne \int_{\partial M}\omega$. (b) Find a similar counterexample to Stokes' theorem on $M = (0,1)$ with a 0-form whose support is not compact.
Spivak, Problem 8-13. Let $M$ be a compact orientable $n$-manifold without boundary and $\theta$ an $(n-1)$-form on $M$. Show that $d\theta$ is zero at some point.
Spivak, Problem 8-14. Let $M_1, M_2 \subset \mathbb{R}^n$ be compact $n$-dimensional manifolds with boundary, with $M_2$ contained in the interior of $M_1$. Show that $\int_{\partial M_1}\omega = \int_{\partial M_2}\omega$ for every closed $(n-1)$-form $\omega$ on $M_1$.
Additional exercise. Let $\sigma' = i^*(x\,dy \wedge dz - y\,dx \wedge dz + z\,dx \wedge dy)$ on $S^2$. Compute $\int_{S^2}\sigma' = 4\pi$ using spherical coordinates.
Additional exercise. Show that there is no smooth map $r \colon D^n \to S^{n-1}$ with $r(p) = p$ for all $p \in S^{n-1}$. Deduce that every smooth map $D^n \to D^n$ has a fixed point.
Part VI: de Rham cohomology
Lecture 25: de Rham cohomology; top-degree cohomology; degree
Reading: Spivak Chapter 8, pages 263 to 277.
Topics
- de Rham cohomology $H^k(M)$ and compactly supported cohomology $H^k_c(M)$; functoriality; $H^0(M)$.
- Integration in polar coordinates (Corollary 8-8).
- $H^n_c(M) \cong \mathbb{R}$ for connected orientable $M$ (Theorem 8-9); non-orientable and non-compact cases (Theorems 8-10 and 8-11).
- The degree of a proper map, and the signed count of preimages of a regular value (Theorem 8-12).
- Applications: the fundamental theorem of algebra, winding numbers.
Exercises
Spivak, Problem 8-20. Prove that a connected non-compact manifold is a union $U_1 \cup U_2 \cup \cdots$ of coordinate neighborhoods with $U_i \cap U_{i+1} \ne \emptyset$, such that the sequence is eventually outside any given compact set.
Spivak, Problem 8-21. Let $f \colon M^n \to N^n$ be a proper map between oriented $n$-manifolds such that $f_{*p}$ is orientation-preserving at every regular point $p$. Show that if $N$ is connected, then either $f$ is onto or every point of $M$ is a critical point of $f$.
Spivak, Problem 8-22. (a) Show that a polynomial map $f(z) = z^n + a_1 z^{n-1} + \cdots + a_n$ from $\mathbb{C}$ to $\mathbb{C}$ is proper ($n \ge 1$). (b) Using the Cauchy-Riemann equations, show that $\det Df(x,y) = |f'(x+iy)|^2 \ge 0$. (c) Conclude, using Problem 8-21, that $f$ is onto (the fundamental theorem of algebra).
Spivak, Problem 8-23. Let $M^{n-1} \subset \mathbb{R}^n$ be a compact oriented manifold. For $p \notin M$ define the winding number $w(p)$ of $M$ around $p$ as the degree of the map $M \to S^{n-1}$, $q \mapsto (q-p)/|q-p|$. Show that $w$ is constant on each component of $\mathbb{R}^n \setminus M$.
Additional exercise. If $f \colon M \to N$ and $g \colon N \to P$ are maps of compact connected oriented $n$-manifolds, show that $\deg(g \circ f) = \deg g \cdot \deg f$.
Additional exercise. Show that $H^0(M)$ has dimension equal to the number of components of $M$, and that $H^n_c(\mathbb{R}^n) \ne 0$.
Lecture 26: Homotopy invariance; exact sequences; the Mayer-Vietoris sequence
Reading: Spivak Chapter 8, pages 277 to 282; Chapter 11, pages 419 to 424.
Topics
- Smoothly homotopic maps induce the same map on cohomology (Theorem 8-13).
- Consequences: degree is a homotopy invariant (Corollary 8-14); there is no nowhere-zero vector field on $S^n$ for $n$ even (Corollary 8-15); $H^k(S^{n-1}) \cong H^k(\mathbb{R}^n \setminus \{0\})$ (Theorems 8-16 and 8-17).
- Complexes, maps of complexes, and the long exact sequence in cohomology (Theorem 11-2).
- The Mayer-Vietoris sequence (Lemma 11-1, Theorem 11-3), with an explicit connecting map.
Exercises
Spivak, Problem 8-24(a). Let $f, g \colon M \to N$ be smoothly homotopic maps between compact $n$-manifolds, and let $q$ be a regular value of the homotopy $H \colon M \times [0,1] \to N$ (and of $f$ and $g$). Show that the number of points in $f^{-1}(q)$ and in $g^{-1}(q)$ are equal mod 2.
Additional exercise. Complete the proof of Theorem 11-2: check that the connecting map $\delta$ is well defined, and that the long sequence is exact at each of its three kinds of terms.
Additional exercise. For $M = U \cup V$ with partition of unity $\{\phi_U, \phi_V\}$, show that the connecting map of the Mayer-Vietoris sequence sends the class of a closed form $\omega$ on $U \cap V$ to the class of the form equal to $d\phi_V \wedge \omega$ on $U \cap V$ and $0$ elsewhere.
Additional exercise. Show that a smooth map $f \colon S^n \to S^n$ of degree different from $(-1)^{n+1}$ has a fixed point.
Additional exercise. Write down a nowhere-zero vector field on $S^n$ for $n$ odd.
Lecture 27: Computations with Mayer-Vietoris; the Euler characteristic
Reading: Spivak Chapter 11, pages 424 to 432.
Topics
- The cohomology of spheres, via Mayer-Vietoris.
- In an exact sequence of finite-dimensional vector spaces, the alternating sum of the dimensions is zero (Proposition 11-4).
- The torus, the $n$-torus, a manifold with a point removed, connected sums, surfaces of genus $g$, projective spaces, the Möbius strip and the Klein bottle.
- The Euler characteristic via triangulations (Theorem 11-5); $V - E + F = 2$ (Corollary 11-6).
- Outlook: compactly supported cohomology, Poincaré duality, the Poincaré-Hopf theorem, de Rham's theorem.
Exercises
Spivak, Problem 11-1. Find $H^k(S^1 \times \cdots \times S^1)$ ($n$ factors) by induction on $n$. (Answer: $\dim H^k = \binom{n}{k}$.)
Spivak, Problem 11-2. (a) Use the Mayer-Vietoris sequence to determine $H^k(M \setminus \{p\})$ in terms of $H^k(M)$, for $M$ a connected manifold. (b) For connected $n$-manifolds $M$ and $N$, find the cohomology of the connected sum $M \# N$ in terms of that of $M$ and $N$. (c) Find the Euler characteristic of the $n$-holed torus. (Answer: $2 - 2n$.)
Spivak, Problem 11-3. Find $H^k$ of: (a) the Möbius strip; (b) $\mathbb{P}^2$; (c) $\mathbb{P}^n$; (d) the Klein bottle. (Warning: the answer to (c) printed in Spivak is not correct for de Rham cohomology. The correct answer is $H^0(\mathbb{P}^n) = \mathbb{R}$, $H^n(\mathbb{P}^n) = \mathbb{R}$ when $n$ is odd, and all other groups are $0$.)
Spivak, Problem 11-5. For any triangulation of a compact 2-manifold $M$ with $\alpha_k$ simplices of dimension $k$, show that $3\alpha_2 = 2\alpha_1$, $\alpha_1 = 3(\alpha_0 - \chi(M))$, $\alpha_0(\alpha_0 - 1)/2 \ge \alpha_1$, and hence $\alpha_0 \ge \frac{1}{2}\left(7 + \sqrt{49 - 24\chi(M)}\right)$.
Spivak, Problem 11-6(a). Find $H^k_c(S^n \times \mathbb{R}^m)$ by induction on $n$, using the Mayer-Vietoris sequence for compact supports.
Additional exercise. Compute the cohomology of $\mathbb{R}^2$ with $k$ points removed, of $S^2$ with $k$ points removed, and of $S^1 \times S^2$.