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Fundamentals of Advanced Mathematics

New Mathematical Methods, Systems and Applications Set coordinated by

Fundamentals of Advanced Mathematics 3

Differential Calculus, Tensor Calculus, Differential Geometry, Global Analysis

First published 2019 in Great Britain and the United States by ISTE Press Ltd and Elsevier Ltd

Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:

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The rights of Henri Bourlès to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.

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Printed and bound in the UK and US

Thisthirdvolumeof FundamentalsofAdvancedMathematics (thefirsttwo volumesarereferencedby[P1]and[P2]below)isdedicatedtodifferentialand integralcalculus,examinedfromboththelocalandglobalperspectives.Thisbookis intendedforanyonewhousesmathematics(mathematicians,butalsophysicistsand engineers,andinparticularanyonewhoneedstounderstandthecontrolofnonlinear systems).Somelocalquestionsofintegralcalculuswerealreadypartiallyaddressed in[P2],Chapter4,andthenaturalframeworkofdifferentialcalculus,Banachspaces, ispresentedinChapter1ofthisthirdvolume.Nonetheless,wewillneedtoconsider afewgeneralizationstosketchtheso-called“convenient”contextformorerecent developmentsinglobalanalysis;moreonthislater.Wewillalsopresentthe “Carathédoryconditions”,whicharefinerthantheclassicalCauchy–Lipschitz existenceanduniquenessconditionsforsolutionsoffinite-dimensionalordinary differentialequations.

Globalquestionsdemandanotherperspective.Seenthroughourwindow,theEarth appearsentirelyflat,yeteventheGreeksintheageofPlatoknewbetter,astestified byanexcerptfromhis Phaedo (108,e).KnowledgeoftheEarth’sshapeundoubtedly extendedbacktothePythagoreansinthe6thCenturyBC.Thus,Euclid,whowas anavidstudentofPlato’swork(consider,forexample,hisconstructionofthefive PlatonicsolidsinBookXIIIofthe Elements),certainlyalsoknewthattheEarthis round.Yethisgeometryisquitedifferentfromthegeometryofasphere.Euclidean geometryoffersagoodlocalapproximationofsphericalgeometrybutwasofcourse uselessforthelengthyvoyagesoftheRenaissance.Globalanalysismusttherefore beexpressedintheframeworkof manifolds,aconceptwhichgeneralizescurvesand surfacessinceRiemann.

Eversincetheinventionofvariationalcalculusinthelate17thCentury,ithas becomecommoninmathematicstoargueaboutsetsoffunctions.Ifcertain conditionsaresatisfied,thesesetscanbeendowedwiththestructureofamanifold,

inwhichcasetheyarecalled“functionalmanifolds”andimaginedasdeformed versionsoftheusualfunctionspaces(inthesamewaythattheEarthmightbe imaginedasadeformedversionoftheplane).“Banach”manifoldswerethefirst candidatestobeconsideredasaframeworkforglobalanalysisinthelate1950sand the1960s[EEL66,PAL68](thesemanifoldsaredeformedversionsofaBanach space).However,asbecameclearin[P2],section4.3,manyofthefunctionspaces encounteredinpracticearenotBanachspaces.Forexample,thespace E ofinfinitely differentiablefunctionsonanon-emptyopensubsetof Rn isanuclearFréchetspace. Sincethe1980s,thishasinspiredresearchintomanifoldsthataredeformedversions ofspacesofthistype;thisisthe“convenient”contextforglobalanalysismentioned above(whichmaturedaroundthelate1990s[KRI97]).Althoughwewillnotbeable topresentitexhaustivelyinthisbook,ourdiscussionofmanifoldsofmappingsin section5.3willdemonstratetheconsiderablevalueofthisapproach.

Chapters2to4developtherequiredformalism,withabriefdetourinChapter3to introduceanotionthathasplayedafundamentalroleeversinceÉ.Cartan,theconcept offiberbundles,andinparticularprincipalbundles.Accordingtogeneralrelativity, weliveinapseudo-Riemannianspacethatisthe“base”ofaprincipalbundle;the latterisnamelythemanifoldoforthonormalframe,andits“structuralgroup”(which performschangesofreferenceframe)isa“Liegroup”,namelytheLorentz–Poincaré orthogonalgroupofmatricesleavinginvariantthequadraticform (ds)2 = c2 (dt)2 (dx)2 (dy )2 (dz )2 .Tensorcalculus,astapleofphysicstextbookssincetheearly 20thCentury,ispresentedinChapter4,alongsidethetheoryofdifferential p-forms.

OurformalismfirstbeginstotrulybearfruitinChapter5.Distributions,andthe generalizednotionofcurrents,maynowbedefinedonmanifoldsinsteadofopen subsetsof Rn . Theideaofexteriorderivativesofadifferential p-form(introducedby É.Cartan)allowsustogivehighlycondensedexpressionsfortheclassicalformulas of“vectorcalculus”involvinggradients,divergences,Laplacians,etc.Thefirst fundamentalresultofthischapterisageneralformulationofStokes’theorem encompassingtheOstrogradsky,Gauss,Green–RiemannandGreentheoremswidely usedinphysics,aswellasthe“classical”Stokes’theorem.OnaRiemannian manifold,Stokes’theoremenablesustoformulateHodgeduality,whichsimplifies manyofourcalculationsinvolvingvectors.Fromtheperspectiveofalgebraic topology,Stokes’theoremalsogivesrisetotwoothertypesofduality:Poincaré dualityforhomologiesandDeRhamdualityforcohomologies.On R3 , forinstance, weknowthatthecurlofanyvectorfield −→ E thatderivesfromapotentialiszeroand thedivergenceofanyvectorfield → B thatcanbeexpressedasacurlisalsozero. Stokes’theoremallowsustoprovetheconverseofeachclaim.Thesecond fundamentalresultofChapter5istheFrobeniustheorem,whichgivesnecessaryand sufficientconditionsfortheintegrabilityofa“contactdistribution”.Thisallowsusto

establishtheconceptoffoliation.TheFrobeniustheoremalsoimpliesaresultby RiemanninChapter7thatisessentialforgeneralrelativity,namelythata Riemannianmanifoldisflatifandonlyifitscurvaturetensoriszero(section7.4.3, Theorem7.56).

Liegroupsaremanifoldsbutalsogroups;inChapter6,thegroupstructure enablesustoperformoperationsthatwouldnotmakesenseonanordinarymanifold, specificallyconvolutionoffunctionsordistributions.Furthermore,a“taxonomy”of LiegroupscanbeestablishedfromtheLiealgebrasassociatedwitheachgroup, whicharevectorspacesandthereforeeasiertostudy:asaset,theLiealgebra g = Lie (G) oftheLiegroup G isthetangentspace Te (G) of G atthepoint e, where e istheneutralelementof G.However,thethree“fundamentaltheorems”of S.Lieimplythatthereexistsa“dictionary”thatallowsustocharacterizeLiegroups bythepropertiesoftheirLiealgebras,atleastlocally(andgloballyif G issimply connected).TheclassificationestablishedbyLieiscompleteinthecaseofsimpleor semi-simpleLiegroups(oralgebras).Thisisthemostimportantcase,sincetheseare thegroupsfrequentlyencounteredinparticlephysics,wheretheyplayanessential role(includingtheso-called“exceptional”simpleLiealgebras).Simpleand semi-simpleLiealgebrashavebeenstudiedsinceCartanintermsoftheir“root systems”;theabilitytorepresenttheserootsystemsgraphically(asproposedby CoxeterandDynkin,amongothers)isextremelyuseful,butcannotbepresentedin detailinthisbook1.

OnareductiveLiegroup G,wecanalsofullydevelopthetheoryofharmonic analysis(Fouriertransformsoffunctionsortempereddistributions).Theabeliancase willbepresentedindetail:when G = Rn ,werecovertheusualnotionofFourier transform;when G isthetorus Tn ,werecovertheFourierseriesexpansionof periodicfunctionsordistributions.Thenon-abeliancasewouldfillanotherentire volumeandthuswillonlybebrieflymentioned(eventhoughengineering applicationshaverecentlybeenfound[CHI01]).Readersarewelcometorefertothe bibliographyforthenon-abeliancase[VAR77,VAR89].

Definingageometryonamanifoldisequivalenttoequippingthismanifoldwith aconnection(Chapter7).Liegroupsareimplicitlyequippedwithaconnection. Riemannianorpseudo-Riemannianmanifoldsareoftenimplicitlyequippedwiththe simplestpossibleconnection:theLevi-Civitàconnection.Thisisaspecialcaseofa “G-structure”thatisfrequentlyusedingeneralrelativity.É.Cartanclarifiedthe notionofconnection;hestudiedaffine,projectiveandconformalconnections, summarizinghisideasbyproposingtheconceptof“generalizedspace”[CAR26];

1SeetheWikipediaarticleon Coxeter–Dynkindiagrams

thesespacesareequippedwithconnectionscalled Cartanconnections since Ehresmann(whorephrasedtheseideaswithinthecontextofprincipalconnections). Connectionscanbeequippedwithcurvature(anideathatshouldbefamiliarto relativisticphysicists)andinsomecasestorsion,whichattractedconsiderable interestfromEinstein([EIN54],AppendixII),whohopedtofindawaytounifythe theoriesofgravitationandelectromagnetism.

June2019

HenriB OURLÈS

Volume1(Cont’d)

1)Onp.12,thefifthlineof (V) shouldread R insteadof R.

2)Onp.22,ontheright-handsideof[1.6],itshouldread lim ←− insteadof lim −→

3)Onp.41,line10shouldread“thecardinalof G/H (equaltothecardinalof G\H )”insteadof“thiscardinal”.

4)Onp.45,thefirstlineafter[2.12]shouldread M3 insteadof G

5)Onp.190,inDefinition3.177,itshouldread Δn insteadof Δn .

6)Onp.191,inthefirstlineafter[3.70],add“alsodenotedas dp ”after“operator”.

7)Onp.193,line17shouldread Sp insteadof Sn

8)Onp.220,line7shouldread“π = j ∈J πj wheretheelementarydivisors πj arepairwisenon-associatedandmaximalpowers(amongallelementarydivisors)of irreduciblepolynomials”insteadof“π = n i=1 πi ”.

Volume2

1)Onp.12,line6shouldread“K (α )”insteadof“K (α )”.

2)Onp.17,line19shouldread“=”insteadof“=”;line21shouldread“doesnot exist”insteadof“exists”.

3)Onp.20,line11shouldread“0 ≤ i ≤ r ”insteadof“1 ≤ i ≤ r ”.

4)Onp.24,line28shouldread“x ∈ K”insteadof“x ∈ K”.

5)Onp.27,line10shouldread“K”insteadof“K”.

6)Onp.32,line3shouldread“a isnotoftheform bn ,b ∈ K”insteadof“an / ∈ K”;line5shouldread“ζ ”insteadof“ς ”.

7)Onp.43,inline10,after“yields”,add“with j =0,...,n 2”;thelastsumof line11shouldread“u(j ) i ”insteadof“u(j +1) i ”.

8)Onp.51,replacethesentencebeginningline23by:“Thecoefficients c and d arefreeparameters,theformerin C, thesecondin C× ; indeed,putting M = C t,e t2 /2 wehavethatGalD (N, M)= C, GalD (M, K)= C× , which yieldstheshortexactsequenceofAbeliangroups 0 −→ C −→ G −→ C× −→ 0, in otherwords G isanextensionof C× by C ([P1],section2.2.2(II)).”.

9)Onp.57,line2shouldread“nonemptyset”insteadof“set”.

10)Onp.62,lines27,29;onp.63,lines3,8;onp.64,lines7,9:itshouldread “ xj j ∈J ”insteadof“ xj i∈J ”.

11)Onp.83,line22shouldread“smallest”insteadof“largest”and“=”instead of“=”.

12)Onp.91,line28shouldread“j i0 ”insteadof“j ≥ i0 ”.

13)Onp.92,inline19,addafterthelastsentence:“Thisextensionisthenunique.”.

14)Onp.95,line8shouldread“∀ (x ,x )”insteadof“∀ (x ; x )”.

15)Onp.105,line25shouldread“∀i i0 ”insteadof“∀i i0 ”.

16)Onp.119,line17shouldread“K”insteadof“K”.

17)Onp.128,lines1,2shouldread“(iv)”insteadofthesecond“(iii)”and“(v)” insteadof“(iv)”.

18)Onp.132,line20shouldread“ξx0 → ξ ”insteadof“ξ → ξx0 ”.

19)Onp.133,inline14,delete“in Lcsh”.

20)Onp.135,lines19–21shouldread“reduced ifforall i ∈ I, theprojection pri (E ) , wherepri isthecanonicalprojection i Ei Ei , isdensein Ei ”insteadof “decreasing [ ] Tj )”;inlines27–31,replaceStatement2)ofRemark3.33by:“Every projectivelimitcanbeputintotheformofareducedprojectivelimit:if Fi = pri (E ) and ψ j i istherestrictionof ψ j i to i Fi , then E isthesubspace i j ker ψ j i of i Fi .”.

21)Onp.137,thelastlineshouldread“ p n i=1 xi p ”insteadof “ p n i=1 xi P ”.

22)Onp.141,inlines24,26,delete“decreasing”.

23)Onp.142,inlines10,11,delete“issurjective(ibid.)and”.

24)Onp.144,line11shouldread“boundedin F ”insteadof“boundedin M ”.

25)Onp.168,line13shouldread“x ∈ A”insteadof“x ∈ R”.

26)Onp.150,inline6,delete“decreasing”;line8shouldread“mapping”instead of“surjection”and“→”insteadof“ ”.

27)Onp.172,inline25,itshouldread“exact”insteadof“quasi-exact”;delete “andfrom FSop to Sil”andNote17.

28)Onp.173,inline2,delete“strict”;line5shouldread“an”insteadof“a strict”;inline7,delete“strict”andread“Silva”insteadof“(FS )-”;line8should read“−→”insteadof“ →”and“mapping”insteadof“injection”;inline8,itshould read“mapping”insteadof“surjection”,“−→”insteadof“ →”anddelete“strict”;in line10,itshouldread“(FS )-”insteadof“Silva”;replacelines13–27by:“(1)Since thespaces (Ei )b areFréchet,theyarebornological,andtheirinductivelimitsaswell. ThustheyareMackeyspacesandtheresultfollowsfrom([SCF99],ChapterIV, Section4.4).(2)The Ei arereflexive (DF ) spaces,andtheresultfollowsfrom([SCF 99],Exercise24(f),p.197).”.

29)Onp.174,inline2,delete“increasing”;inline3,itshouldread“mapping” insteadof“injection”and“−→”insteadof“ →”.

30)Onp.175,line14shouldread“L (R; S )”insteadof“L (R,S )”.

31)Onp.177,lines8,9shouldread“ u∈H,x1 ∈A1 u (x1 ,A2 )”insteadof “ u∈H,x1 ∈A1 ”.

32)Onp.185,line5shouldread“such”insteadof“any”;lines15,23shouldread “≥”insteadof“≤”.

33)Onp.186,line11shouldread“| ei |x |2 ”insteadof“ ei |x 2 ”.

34)Onp.188,inline27,add“salient”after“closed”.

35)Onp.193,inline12,add“,v = r i=1 xi ⊗ yi ”attheendoftheline.

36)Onp.200,inline4,change δa (a) to δa (A.)

37)Onp.204,inline5,suppressthesign .

38)Onp.204,line21shouldread“ p |f |p .dμ”insteadof“ p |f | .dμ”.

39)Onp.218,thethirdlineoftheproofshouldread “ 1 h (f (x + h) f (x)) g (c) ”insteadof“ 1 h |f (x + h) f (x)|”.

40)Onp.230,inline16,add“nonzero”after“many”.

41)Onp.253,inlines1,3,delete“strict”;inline26,add“denotedby Cr (0)”after “plane”.

42)Onp.299,line18shouldread“isan A-module”insteadof“isthe Amodule W ”.

43)Onp.204,line13shouldread“equation”insteadof“solution”.

44)Onp.247,changelines1,2to“givenbythefunctionswithabsolutevalue upperboundedbytheabsolutevalueofapolynomial,andtheirpartialderivativesof allordersaswell”.

ListofNotations

Chapter1:DifferentialCalculus

∞,ω, NK , N× K ,p.2

O (f ) ,o (f ):Landaunotation,p.2

E∨ :dualof E,p.2

|.|γ , . γ ,p.2

Ln,s (E ; F ):spaceofsymmetricelementsof Ln (E; F),p.2

u.hn ,p.2

D f (a), df (a), f (a):(Fréchet)differentialof f atthepoint a,p.6

˙ f (a):derivativeof f atthepoint a,p.6

Da (A; F ),p.6

rka (f ),p.6

grada (f ) , ∇a f :gradientof f atthepoint a,p.6

Di f (a) ,∂i f (a) , ∂f ∂xi (a):partialdifferential,partialderivative,p.8

∂ (f 1 ,...,f n )

∂ (x1 ,...,xn ) (a):Jacobian,p.8

C p (A; F ),p.10

Hf (a):Hessianmatrix,p.11

N :Nemitskyoperator,p.11

ev:evaluationoperator,p.11,186

N = N ∪{+∞},p.26

FB ,p.12

b a f (t) dt,p.13

D α :partialdifferentialoforder α,p.16

S (E; F):spaceofformalseries,p.16

S (E; F):spaceofconvergentseries,p.17

ρ (S):radiusofconvergence,p.17

C ω (A; F ),p.17

fa ,p.17

δ f (a) ,δ 2 f (a):first,secondLagrangevariation,p.28

D G f (a):Gateauxdifferential,p.28

c∞ E,p.32

c∞ , cω ,p.33

ϕ (.; t0 ,x0 ),p.41

Φ(t2 ,t1 ):resolvent,p.44

ϕλ = ϕ (.,t0 (λ) ,x0 (λ)),p.46

Chapter2:DifferentialandAnalyticManifolds

(U,ϕ, E) , (U,ϕ,m):chart,p.51,52

dim(M ) , dimx (M ):dimension,p.52

Ta (M ):tangentspace,p.59

θ

c : Ta (M ) → E,ϑc = θ 1 c ,p.59

S r a (M ):spaceofgermsofstationaryfunctionsatthepoint a,p.61

∂ξ j a ,p.61

LXa :Liederivative,p.62

γi∗0 ,∂i (a) ,∂i |a ,p.64

Xa .f ,p.64

Ta (f ) ,f∗a ,f∗ (a):tangentlinearmapping,p.65

rka (f ):rankofamorphism,p.66

da f :differential,p.66

T i (a1 ,a2 ) (f ),p.75

M1 ×Z M2 , f1 ×Z f2 :fiberproduct,p.79

t fa :cotangentlinearmapping,p.80

LieGrp:categoryofLiegroups,p.81

G◦ :neutralcomponentof G,p.83

Tn : n-dimensionaltorus,p.82

H K = K H = H ×τ K:semi-directproductofsubgroups(H normal)

V ∞ ,p.84

λ (s) , ρ (s):left,righttranslation,p.88

GL (E):automorphismgroupof E,p.82

Un (C) , On (R) , SLn (K) , SOn (R), SUn (C):unitary,orthogonal,speciallinear, specialorthogonal,specialunitarygroup,p.86

Z (G):centerof G,p.87

PGLn (K) , PSLn (R) , POn (K) , PSOn (K) , PUn (C):projectivegenerallinear, projectivespeciallinear,projectiveorthogonal,projectivespecialorthogonal, projectiveunitarygroup,p.87

Sp2n (K) , USpn , An , En , SEn :symplectic,unitarysymplectic,generalaffine, affineorthogonal,specialaffineorthogonalgroup,p.87

Dn (K) , Tn (K) , STn (K) , Nn (K),p.87

Ad:adjointmapping,p.88

M/G, G\M :manifoldoforbits,p.89

g:tangentspace Te (G),p.90

Affn (K) , Eucn :affine,affineEuclideanspaces,p.91

Chapter3:FiberBundles

T (B ):tangentfiberbundle,p.94

T ∨ (B ):cotangentfiberbundle,p.96

λ =(M,B,π ):fibration,p.99

Sn : n-dimensionalsphereofradius1,p.98

λ ×B λ ,M ×B M :fiberproductoffibrations,p.101

λ × λ :productoffibrations,p.102

f 0∗ (λ):preimageofafibration,p.102

˜

G:universalcoveringoftheLiegroup G,p.106

Spinn (K):spinorgroup,p.106

Γ(k ) (U,M ) , Γ(U,M ):setofsectionsofclass C k of U in M ,ofmorphismsof class C k from U into M ,p.108

(M,B,π ):vectorbundle M withbase B andprojection π ,p.108

rkb (M ):rankofthevectorbundle M ,p.108

EB :trivialbundle,p.109

M ∨ ,M ∗ :dualbundleof M ,p.112

s∗i = dξ i :dualoftheframe (si )= ∂ ∂ξ i ,p.112

M/M :quotientbundle,p.113

M ⊗ M ,M ⊕ M :tensorproduct,Whitneysumoftwofiberbundles,p.114

M(C) :complexificationoftherealfiberbundle M ,p.115

VB:categoryofvectorbundles,p.117

ker(u) , im (u) , coker (u):kernel,image,cokernelofthelocallydirectmorphism u,p.118

f 0∗ (M ):preimageofthevectorbundle M under f 0 ,p.120

(P,B, G,π ):principalbundle P ofbase B ,structuralgroup G andprojection π , p.121

(B × G,B,pr1 ):trivialprincipalbundle,p.122

Vq (P ):spaceofverticaltangentvectors,p.123

P ×G F, G\ (P × F ) , P ×G F,B,πF ,p.126

Chapter4:TensorCalculusonManifolds

Tp q (E):spaceof p-timescontravariantand q -timescovarianttensors(alsocalled tensorsoftype (p,q )),p.133

T (E):tensoralgebraof E,p.133

ci j : Tp q (E) → Tp 1 q 1 (E):indexcontractionmapping,p.134

( ),p.134

σ.t:imageofthetensor t underthepermutation σ ,p.135

s.t, a.t:symmetrization,antisymmetrizationofthetensor t,p.135

alt,p.136

TSn (E):spaceofsymmetriccontravarianttensorsoforder n,p.135

An (E):spaceofantisymmetriccontravarianttensorsoforder n,p.135

zp ∧ zq :exterior(orwedge)productof zp ∈ Ap (E) and zq ∈ Aq (E),p.138

n E = An (E): n-thexteriorpowerof E,p.138

det(E)= m E,p.138

E = 0≤p≤m p E:exterioralgebraof E,p.139

An (E; F):vectorspaceofalternating n-linearmappingsfrom E n into F,p.140

Sh (p,q ),p.140 ,iv ,i (s):interiorproduct,p.141,153

Altq (E ; E):spaceofcontinuousantisymmetric q -linearmappingsfrom E q into E,p.143,151

λ:vectorfunctor,p.144

∧Φ ,p.145,152

T 1 0 (U ):spaceofvectorfieldsofclass C r ,p.145

T 0 1 (U ) , Ω1 (U ):spaceofcovectorfieldsofclass C r (Pfaffforms),p.146

T p q (U ):tensorfieldoftype (p,q ),p.147

Ωp (U ; N ) , Ωp (U ; F):spaceof p-forms,p.148,151

f ∗ (ω ):preimage,p.149,154,164

Ω(U ; A):deRhamalgebra,p.149,153

OrT (B ) = B :orientationcovering,p.155

B :orientedmanifold,p.157

B ω ,p.160

[ω ]:volumeform,p.161

f :orientationofthemorphism f ,p.162

˜

O :canonicalorientationof ˜ B ,p.163

˜

R:fiberbundleofscalarsofoddtype,p.163

ω, ω,ω ,p.163,165

∂ps τ,∂τ :pseudoboundary,(regular)boundaryofthechain τ ,p.170

g ,gij :metricofapseudo-Riemannianmanifold,p.171

Chapter5:DifferentialandIntegralCalculusonManifolds

Ωp c (B ):spaceofcompactlysupported p-formsofclass C ∞ ,p.174

Ωp , Ωp c :spaceofodd p-forms,p.175

Ωp∨ c , Ωp c ∨ :spaceof(even) p-currents,p.175

T ,ϕ ,p.175

δzb :Dirac p-current,p.176

T ∧ β :exteriorproductofaneven p-currentandanodd q -form,p.176

D (B ) , E (B ):spaceofdistributions,ofcompactlysupporteddistributionson B , p.178

S ⊗ T :tensorproductofcurrentsordistributions,p.178

u (T ) ,D α ξ T , π ∗ (T ),p.178

Diff (B ; M,N ) , Diff (B ): E (B )-moduleofdifferentialoperators,p.181

T ∞ b (B ):spaceofpointdistributionsat b,p.182

T ∞ (B ):spaceoffinitelysupporteddistributionson B ,p.182

C k (B ; Y ) , C p,q (X × Y ; Z ) , c∞ (X ; Y ):manifoldsofmappings,p.183,186, 186

[X,Y ]:Liebracket,p.187,192

LieAl:categoryofLiealgebras,p.188

gl (E),p.188

a1 ⊕ a2 , h ⊕σ k:directsum,semi-directsumofLiealgebras,p.190

Der (A):algebraofderivationsofthealgebra A,p.189

ad:adjointlinearrepresentation,p.190

z (g):centerof g,p.190

LX :Liederivative,p.191,193,194

d:exteriordifferential,p.195

grad, −→ ∇ :gradient,p.198,209

div:divergence,p.199,211

∇2 , Δ:BeltramiLaplacian,deRhamLaplacian,p.199,212

curl,p.199

∂n ϕ:normalderivativeof ϕ,p.204

∗:Hodgeoperator,p.208

, :musicaloperators,p.208

| :bilinearsymmetricforminducedbythemetric,p.208

δ :codifferential,p.210

.|. 2 :bilinearsymmetricform,p.210

L2 B ; Altk (B ) :Hilbertspaceof k -forms,p.210

Zp c (B ; R) , Bp c (B ; R):spaceof p-cocycles,ofcompactlysupported p-coboundaries,p.215

Hp c (B ; R): p-thcompactlysupporteddeRhamcohomologyspace,p.215

Zp (B ) , Bp (B ):spaceof p-cycles,of p-boundaries(forcurrents),p.216

Hp (B ): p-thhomologyspace(forcurrents),p.216

Hp (B ; R)= H∞ p (B ; R): p-thhomologyspace(forchainsofsmoothsimplexes), p.216

bp (B ): p-thBettinumber,p.221

φt :flow,p.226

φ∗ t f = f ◦ φt ,p.227

expZ :exponentialmappingdefinedbythefield Z ,p.229

O (Δ):graduatedidealof Ω(M ) generatedby Γ(r 1) M, Δ0 ,p.238

Chapter6:AnalysisonLieGroups

f g,T S,f S :convolutionproduct,p.246,247,253,254

ϕΔ ,K Δ ,p.247

K(G) :algebraofthegroup G over K,p.250

ΔG :modulusofthegroup G,p.251

ˇ ϕ, ˇ μ:imageof ϕ,of μ underthediffeomorphism s → s 1 ,p.251

μl ,μr :left,rightHaarmeasure,p.251

μ/μ :Haarmeasureonaquotientgroup,p.253

m = mG :leftHaarmeasure,p.253

C0 (G; C):spaceofcontinuousfunctionsconvergingto 0 atinfinity,p.254

Tr (u):traceoftheendomorphism u,p.256

gln (K) , sln (K) , sp (2n, K) , on (K) , dn (K) , tn (K) , stn (K) , nn (K): Liealgebras,p.259

un (C) , sun (C) , an , sen , cn :Liealgebras,p.259

Bg :Killingform,p.260

g = D g:derivedidealof g,p.261

C p g,D p g, p.261

U (g):envelopingalgebraof g,p.261

G:infinitesimalalgebra,p.274

Lie (G)= g:Liealgebraof G,p.274

ZX : q → q.X :fieldoffundamental(orKilling)vectorsassociatedwith X ∈ Lie (G),p.275

expG :exponentialmapping,p.280

Lie:functor LieGrp → LieAl,p.281

F , F :Fouriertransform,cotransform,p.287,300,302

C k b (Rn ) , C k 0 (Rn ),p.289

χa : t → exp(2πia.t),p.287

W k,p (Rn ) ,W k,p 0 (Rn ):Sobolevspaces,p.289

ˆ qs,m ,p.290

M α ,p.289

Fn :normalizedFouriertransform,p.292

OM (Rn ) , Oc (Rn ):spaceofmultipliers,ofconvolutors,p.293

v.p.:Cauchyprincipalvalue,p.295

I =[ 1/2, 1/2]n :unithypercube,p.296

EI (Rn ) , DI (Rn ):spaceof C ∞ functions,ofperiodicdistributions,p.298

U (respectively f ):distribution(respectivelyfunction)onthetorusassociatedwith theperiodicdistribution(respectivelyfunction) U ,p.299

S (Zn ) (respectively S (Zn )):spaceofrapidlydecreasing(respectivelyslowly increasing)sequences,p.299

qm ,p.299

Z Uz .dπ (z ):continuoussumofunitaryrepresentations,p.303

χ:unitarycharacter,p.304

U:groupofcomplexnumberswithunitmodulus,p.304

G:dualgrouporspace,p.304,313

x,x :dualitybracket,p.305

x → x∗ ,f → ˜ f :involution,p.306

A (G),p.306

S (G):spaceoftempereddistributionsonthegroup G,p.309

H⊥ :orthogonalcomplementofthesubgroup H of G,p.310

π :Plancherelmeasure,p.313

F G ,p.313

Θ x :character,p.314

Chapter7:Connections

Γk ij = k ij ,γ k ij :coefficientsoftheconnection,Christoffelsymbolofthesecond kind,p.319,324

ω k j ,ω ,gaugepotential,p.319,336

∇j , ∇Z :covariantderivative,p.320,324

gij ,p.320

Γpq,j =[pq,j ]:Christoffelsymbolofthefirstkind,p.321

g ij ,p.321

∇, d:covariantdifferentialofthelinearconnection C,p.323,326,330

∇0 :covariantdifferentialofthetrivialconnection,p.324

ak ,j ,ak :j ,ak ;j ,p.322

r:curvature,p.331

Rl i,jk :Riemann–Christoffeltensor,p.332

t,T k ij :torsion,p.332

σ ,p.335

ΩU , Ωl i :curvature2-form,p.339

ΘU , Θk :torsion2-form,p.339

R (B ) ,RG (B ):bundleofframes,of G-frames,p.334,345,351

ρg : q −→ q.g :p.346

Hq :spaceofhorizontalvectors,p.347

ω :connection1-formofaprincipalconnection P,p.347

cq :horizontalliftingofthecurve c,p.349

[ω,ω ],p.350

D:covariantdifferentialofaprincipalconnection P,p.351

Ω:curvature2-form,p.352

σ :soldering1-form,p.353

Θ:torsion2-form,p.353

b (ξ ):basicvectorfieldcorrespondingto ξ ,p.354

Rik :componentsoftheRiccitensor Ric,p.363

R:Riccicurvature,p.363

K :Gaussiancurvature,p.363

Sik :componentsoftheEinsteintensor S,p.363

DifferentialCalculus

1.1.Introduction

Wecouldcitevariousforerunnersofdifferentialcalculus,includingDescartes, FermatandCavalieri,butNewtonandLeibnizshouldberememberedasthetrue pioneersofthefield.Thisdualpaternitycreatedterribleprioritydisputeswherethe onlycertaintyisthecomplexityofthecontroversy[HAL80].Newton’s“fluxions” andLeibniz’s“vanishingquantities”areanalogoustoourmodernconceptsof derivativeanddifferential,respectively.Theextensionoftheseideastofunctionsof severalvariableswasduetoEuler(whointroducedpartialderivatives)andClairaut. Aftercontributionsbymanyothermathematicians,includingVolterraandHadamard, theconceptofaderivativeofarbitraryorder(Lemma-Definition1.4)wasultimately introducedbyFréchetbetween1909and1925.Theinversemappingtheoremwas provedbyLagrangein1770,andthesimplestcaseoftheimplicitfunctiontheorem wasprovedbyCauchyaround1833,followedbythecaseofvector-valuedfunctions ofseveralvariablesbyDiniin1877.GateauxthenextendedFréchet’searlierideasto develophisconceptofdifferential,whichwaspresentedinaposthumouspublication in1919.The“convenient”formofdifferentials,oneoftheirmostrecentincarnations, wasintroducedbyFrölicher,KrieglandMichorintheearly1980s([KRI97],p.73). Thesedifferentialswereintendedformappingstakingvaluesinlocallyconvex non-normablespaces,inparticularnuclearFréchetspaces(see,inparticular,section 5.3.2onmanifoldsofmappings).Whereverpossible,thischapterthereforechooses topresentdifferentialcalculusformappingswhichtakevaluesinlocallyconvex spacesratherthanthenormedvectorspacesconsideredbythestandardapproach (nothingessentialchanges).Nonetheless,fortheinversemappingtheoremandthe implicitfunctiontheorem(Theorems1.29and1.30),wewillrestrictattentiontothe Banachcase(foramoregeneralcontext,see[GLÖ06],whichusesyetanother conceptofdifferentiabilitydistinctfromanyofthosementionedabove).Both theoremsareprovedinfulldetail,includingtheBanachanalyticcase,byexplicitly

fillinginthehintsfrom[WHI65].TogetherwiththeCarathéodorytheorems mentionedbelow,thesetwotheoremsarethemostprofoundresultsofthischapter.

TheclassicalCauchy–Lipschitzconditionsfortheexistenceanduniquenessof solutionsofordinarydifferentialequationswereconsiderablyweakenedby Carathéodory([CAR27],section576andfollowing)usingmeasureandintegration theory([P2],section4.1),whichwasanextremelyrecentdevelopmentatthetime.It wasjudgedusefultogiveafullproofofCarathéodory’stheoremsinsection1.5.1, sincetheavailableliteratureseemstoexpectthereadertoreassemblethisprooffrom ascatteredcollectionofisolatedresultsandspecialcases,attheexpenseofclarity. Theparameterdependenceofsolutionsisstudiedinsection1.5.3.Again,proofsare giveninfull,withtheexceptionofoneresult:thedifferentiabilityofsolutionswith respecttotheinitialconditionwhentheclassicalhypothesis(Corollary1.82)is replacedbyLusin’scondition.Thisgeneralizationisimportant(Remark1.84)and theproofisnotuninteresting([ALE87],Chapter2,section2.5.6);itisomittedfrom thesepagesnotbecauseitistoodifficultbutbecauseitistoolong.

1.2.Fréchetdifferentialcalculus

1.2.1. Generalconventions

Theconventionspresentedbelowapplythroughouttheentirevolume.The conventionslistedunder (II) aremotivatedbytensorcalculus(Chapter4).

(I) K denotesthefieldofrealorcomplexnumbers.Twoelements ∞ and ω are adjoinedtothesetofintegers Z.Theusualorderrelationon Z isextendedbythe convention n< ∞ <ω foreveryinteger n ∈ Z,with ∞ + n = n + ∞ = ∞, ω + n = n + ω = ω .Wedefine NK = N ∪{∞,ω } if K = R and NK = {0,ω } if K = C,and N× K = NK −{0}.Seealsotheconvention (C) insection2.2.1(II). For α =(α1 ,...,αn ) ∈ Nn ,recallthat α!= α1 !...αn !.For α ∈ Zn , |α| = α1 + + αn

Thelocallyconvexvectorspacesconsideredbelowaredefinedover K andare always Hausdorff,withtheexceptionofsemi-normedspaces.WewillusetheLandau notation:let X beatopologicalspace, a somepointin X , F alocallyconvexspace, and f : X → R+ , g : X → F twomappings;supposethat f (x) > 0 insome neighborhoodof a.Wewrite g = O (f )(x → a) (respectively g = o (f )(x → a)) andsaythat g isdominatedby f (respectivelyisnegligiblewithrespectto f )in theneighborhoodof a ifthefunction g /f isboundedinsomeneighborhoodof a (respectivelytendsto 0 asthevariable x tendsto a).Ifthereareseveralsuchmappings, wecanwrite O1 (f ), O2 (f ) (respectively o1 (f ), o2 (f )),etc.

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