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Geometry

of
Manif0Ids
PURE A N D APPLIED MATHEMATICS
A Series of Monographs and Textbooks

Edited by

PAULA. SMITHand SAMUEL


EILENBERG
Columbia University, N e w York

I: ARNOLDSOMMERFELD. Partial Differential Equations in Physics.


1949 (Lectures on Theoretical Physics, Volume VI)
11: REINHOLD BAER.Linear Algebra and Projective Geometry. 1952
111: HERBERT BUSEMANN AND PAULJ. KELLY.Projective Geometry
and Projective Metrics. 1953
IV: STEFANBERGMAN AND M. SCHIFFER. Kernel Functions and
Elliptic Differential Equations in Mathematical Physics. 1953
V: RALPHPHILIPBOAS,JR. Entire Functions. 1954
VI: HERBERT BUSEMANN. The Geometry of Geodesics. 1955
VII: CLAUDE CHEVALLEY. Fundamental Concepts of Algebra. 1956
VIII: SZE-TSEN Hu. Homotopy Theory. 1959
IX: A. OSTROWSKI. Solution of Equations and Systems of Equations.
1960
X: J. DIEUDONNB. Foundations of Modern Analysis. 1960
XI: S. I. GOLDBERG. Curvature and Homology. 1962
XII: SIGURDUR HELGASON. Differential Geometry and Symmetric
Spaces. 1962
XIII: T. H. HILDEBRANDT. Introduction to the Theory of Integration.
1963
XIV: SHREERAM ABHYANKAR. Local Analytic Geometry.
In preparation.
XV: RICHARDL. BISHOPAND RICHARDJ. CRITTENDEN. Geometry
of Manifolds. 1964
XVI: STEVEN GAAL.Point Set Topology. In preparation.
Geometry
of Manifolds

Richard L. Bishop Richard I . Crittenden


Department of Mathematics Department of Mathematics
University of Illinois Northwestern University
Urbana, Illinois Evanston, Illinois

1964
ACADEMIC PRESS
NEW YORK AND LONDON
0 1964,
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PREFACE

Our purpose in writing this book is to put material which we found


stimulating and interesting as graduate students into book form. I t
is intended for individual study and for use as a text for graduate
level courses such as the one from which this material stems, given
by Professor W. Ambrose at M I T in 1958-1959. Previously the
material had been organized in roughly the same form by him and
Professor I. M . Singer, and they in turn drew upon the work of
Ehresmann, Chern, and E. Cartan. Our contributions have been
primarily to fill out the material with details, asides and problems,
and to alter notation slightly.
We believe that this subject matter, besides being an interesting
area for specialization, lends itself especially to a synthesis of several
branches of mathematics, and thus should be studied by a wide
spectrum of graduate students so as to break away from narrow
specialization and see how their own fields are related and applied in
other fields. We feel that at least a part of this subject should be of
interest not only to those working in geometry but also to those in
analysis, topology, algebra, and even probability and astronomy. In
order that this book be meaningful, the reader’s background should
include real variable theory, linear algebra, and point set topology.
T o get an idea of the scope of this book we refer to the table of
contents and the introductory paragraphs to the chapters. We have
not included the study of integration theory, for example, the de
Rham’s theorems and the Gauss-Bonnet theorem, because we did not
wish to get involved in the theory of topological invariants. However,
the background for these topics is thoroughly treated, and Morse
theory is carried to the point where topology takes over from analysis.
T he theorems, lemmas, propositions, and problems are numbered
consecutively within each chapter. Our use of these numbers in
cross references should be transparent. Th us in the text of Chapter 6,
“theorem 7” refers to the seventh theorem in Chapter 6, while
“problem 5.4” refers to the fourth problem in Chapter 5. Definitions
are generally distinguished only by italics. T h e word “section” is
usually omitted in this usage ; that is, an unmodified number reference
is to the corresponding section. In this case, the chapter number is
always given.
V
vi PREFACE

T h e problems range from trivial to very difficult, from essential


to the text to clearly tangential. T h e subjects of holonomy groups and
complex manifolds are developed exclusively in problems. Some
problems almost certainly will require recourse to the reference given,
namely, problems 1.11, 2.7, 2.13, 2.14, and 8.15.
A brief appendix is provided with a statement of the theorem on
existence and uniqueness of solutions of ordinary differential equations
most appropriate for our needs.
T h e reader is referred to [33]and [50] for their extensive biblio-
graphies as well as to their very fine treatment of much of the subject
matter of the present text. Italic numbers in brackets are, of course,
references to entries in the bibliography.
R.L.B.
R. J.C.
April 1964
C O NT E NT S

Preface . . . . . . . . . . . . . . . . v

CHAPTER 1

Manifolds

1.1 Introductory Material and Notation . . . . . . . . . 1


1.2 Definition of a Manifold . . . . . . . . . . . 2
1.3 Tangent Space . . . . . . . . . . . . . 7
1.4 Vector Fields . . . . . . . . . . . . . 13
1.5 Submanifolds . . . . . . . . . . . . . 21
1.6 Distributions and Integrability . . . . . . . . . . 22

CHAPTER 2
Lie Groups

2.1 Lie Groups . . . . . . . . . . . . . 25


2.2 Lie Algebras . . . . . . . . . . . . . 26
2.3 Lie Group-Lie Algebra Correspondence . . . . . . . 28
2.4 Homomorphisms . . . . . . . . . . . . 29
2.5 Exponential Map . . . . . . . . . . . . 30
2.6 Representations . . . . . . . . . . . . 34

CHAPTER 3
Fibre Bundles

3.1 Transformation Groups . . . . . . . . . . . 38


3.2 Principal Bundles . . . . . . . . . . . . 41
3.3 Associated Bundles . . . . . . . . . . . . 45
3.4 Reduction of the Structural Group . . . . . . . . 49

CHAPTER 4
Differential Forms

4.1 Introduction . . . . . . . . . . . . . 53
4.2 Classical Notion of Differential Form . . . . . . . . 53
4.3 Grassmann Algebras . . . . . . . . . . . . 54
vii
...
Vlll CONTENTS

4.4 Existence of Grassmann Algebras . . . . . . . . . 57


4.5 Differential Forms . . . . . . . . . . . . 62
4.6 Exterior Derivative . . . . . . . . . . . . 64
4.7 Action of Maps . . . . . . . . . . . . . 68
4.8 Frobenius’ Theorem . . . . . . . . . . . . 70
4.9 Vector-Valued Forms and Operations . . . . . . . . 71
4.10 Forms on Complex Manifolds . . . . . . . . . . 72

CHAPTER 5

Connexions

5.1 Definitions and First Properties . . . . . . . . . 74


5.2 Parallel Translation . . . . . . . . . . . . 77
5.3 Curvature Form and the Structural Equation . . . . . . . 80
5.4 Existence of Connexions and Connexions in Associated Bundles . . 83
5.5 Structural Equations for Horizontal Forms . . . . . . . 84
5.6 Holonomy . . . . . . . . . . . . . 87

CHAPTER 6

Affine Connexions

6.1 Definitions . . . . . . . . . . . . . . 89
6.2 T h e Structural Equations of an Affine Connexion . . . . . 99
6.3 T h e Exponential Maps . . . . . . . . . . . 108
6.4 Covariant Differentiation and Classical Forms . . . . . . 111

CHAPTER 7

Riemannian Manifolds

7.1 Definitions and First Properties . . . . . . . . . 122


7.2 T h e Bundle of Frames . . . . . . . . . . . 127
7.3 Riemannian Connexions . . . . . . . . . . . 129
7.4 Examples and Problems . . . . . . . . . . . 132

CHAPTER 8

Geodesics and Complete Riemannian Manifolds

8.1 Geodesics . . . . . . . . . . . . . . 145


8.2 Complete Riemannian Manifolds . . . . . . . . . 152
8.3 Continuous Curves . . . . . . . . . . . . 158
CONTENTS ix

CHAPTER 9

Riemannian Curvature

9.1 Riemannian Curvature . . . . . . . . . . . 161


9.2 Computation of the Riemannian Curvature . . . . . . . 165
9.3 Continuity of the Riemannian Curvature . . . . . . . 166
9.4 Rectangles and Jacobi Fields . . . . . . . . . . 172
9.5 Theorems Involving Curvature . . . . . . . . . 178

CHAPTER 10

Immersions and the Second Fundamental Form

10.1 Definitions . . . . . . . . . . . . . 185


10.2 T h e Connexions . . . . . . . . . . . . 187
10.3 Curvature . . . . . . . . . . . . . 189
10.4 T h e Second Fundamental Form . . . . . . . . . 190
10.5 Curvature and the Second Fundamental Form . . . . . . 192
10.6 T h e Local Gauss Map . . . . . . . . . . . 195
10.7 Hessians of Normal Coordinates of N . . . . . . . . 197
10.8 A Formulation of the Immersion Problem . . . . . . . 199
10.9 Hypersurfaces . . . . . . . . . . . . . 207

CHAPTER 11

Second Variation of Arc Length

1 1 . 1 First and Second Variation of Arc Length . . . . . . . 213


11.2 T h e Index Form . . . . . . . . . . . . 220
11.3 Focal Points and Conjugate Points . . . . . . . . 224
I I .4 T h e Infinitesimal Deformations . . . . . . . . . 226
1 I .5 T h e Morse Index Theorem . . . . . . . . . . 233
11.6 T h e Minimum Locus . . . . . . . . . . . 237
1 I .7 Closed Geodesics . . . . . . . . . . . . 241
11.8 Convex Neighborhoods . . . . . . . . . . . 246
1 I .9 Rauch’s Comparison Theorem . . . . . . . . . 250
11.10 Curvature and Volume . . . . . . . . . . . 253

APPENDIX: Theorems on Differential Equations . . . . 258

BIBLIOGRAPHY . . . . . . . . . . 260

SUBJECT
INDEX . . . . . . . . . . 265
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Geometry
of
Manifolds
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CHAPTER 1

M an i fo Ids

In this chapter the basic tools of manifold theory are introduced


and the main theorems are stated without proof. Lie derivatives are
discussed via local one-parameter groups of transformations, and
various interpretations of the bracket of vector fields are given.
Frobenius' theorem on the integrability of p-plane distributions is
given in outline form [4, 24, 25, 33, 50, 78, 831.

1.l Introductory Material and Notation

+
If is a map of M into N andJ! , I a map of P into T , then I,!J o will
denote their composition, that is, J!,I o is + +followed by 4. Here
M , N , P, T are any sets and we understand that the domain of
+ +
I,!J o is #-l(P) n M (in particular, $J c may have an empty domain).
T h e same sort of convention, namely, that the domain is the largest
meaningful set, will be used in the formation of sums, products, and
other combinations of maps. If U c M we use +ILI for the restriction
+
of to u.

FIG. 1.
1
2 1. MANIFOLDS

T h e d-dimensional Euclidean space will be denoted by Rd,provided


with the usual coordinate functions, {ui}, that is, if t = ( t l , ...,td) E Rd,
then ui(t) = t i . In the case d = 1 we write R1 = R and u1 = u.
If U is open in Re, then a map 4 : U -+ Rd is said to be of class C"
(written 4 E C") if the real-valued functions ui o 4, i = 1, ..., d, have
all kth order continuous partial derivatives for every non-negative k.
C" maps are not necessarily analytic, as is shown by the example:
f(x) = exp(-l/x2) if x # 0, f(0) = 0. In fact, there exist nontrivial
C" real-valued functions on Rd which vanish outside a given compact
set. (See [85], pp. 25 and 26 for the construction of C" Urysohn
functions.)
Problem 1. Define

exp(-I/.) if x > O
if x 0.<
Let {rm}be an ordering of the rational numbers and

22 3 .
W

).(g = - rJ.
n=l

Show that g is C" but nowhere analytic.

1.2 Definition of a Manifold

If X is a Hausdorff topological space, a d-dimensional coordinate


system in X is a homeomorphism of an open set in X onto an open
set in Rd. X is called a d-dimensional topological manifold if X is
covered by domains of d-dimensional coordinate systems. T h e
domain of a coordinate system 4 is called the coordinate neighborhood
and if x is in the coordinate neighborhood of 4, 4 is said to be a
coordinate system at x.
If 4 is a coordinate system, we often write ( x l , ..., xd) for the
functions (ul o 4, ..., ud o 4). Either 4 or (xl, ..., xd) will be referred
to as a coordinate system.
Let 4, $ be d-dimensional coordinate systems on X . Then 4, $
are C"-related if 4 o $-l and $ o 4-l are of class C". (Fig. 2.)
Consider the following properties of a set of coordinate systems %?
on a topological manifold X :
1.2. Definition of a Manifold 3

(1) X is covered by the domains of coordinate systems in %?.


(2) Every two coordinate systems in %? are C" related.
(3) %? is maximal with respect to (1) and (2).
A C" manifold (or just manifold) is a pair ( X , %), where X is a topo-
logical manifold, and %? is a set of coordinate systems satisfying (1),

FIG. 2.

(2), and (3). %? is said to be a C" structure on X . (We shall usually


omit W in the future, and just write X for a manifold.) A basis for
the C" structure W is a subset Vo of %? satisfying (1) and (2).
Given a set goof coordinate systems on a set X satisfying (1) and
(2), requiring that they be homeomorphisms defines a topology on
X so that X becomes a topological manifold. Then there exists a
unique C" structure W on X with basis eoand it is obtained by
adjoining all C" related coordinate systems. (We have ignored the
assumption that X be Hausdorff.)
If M , N are manifolds, a map $ : M -+ N is of class C" ($ E C")
+
if for every two coordinate systems on M , 8 on N , the function
0 o $ o 4-l is of class C".
For $ : M + N to be of class C" it is sufficient that for every
+
m E M , there are coordinate systems at m, and 8 at $(m) such that
8 o $ o +-I E C".
If M is paracompact, since partitions of unity which are subordinate
to a given covering can be constructed from rational combinations
4 1. MANIFOLDS

of Urysohn functions, we can get C" partitions of unity. Because


C" partitions of unity are an indispensible device for much of the
analysis on manifolds, and because Riemannian manifolds, our
ultimate object of study, are metrizable, hence paracompact, we shall
assume henceforth that manifolds are paracompact. It then follows
from point-set topology that manifolds are separable and so satisfy
the second axiom of countability if connected.

Examples

(1) Euclidean space. T h e ordinary C" structure on Rd is obtained


by taking as basis V o = {identity}.
( 2 ) Open submanifolds. Let M be a manifold with C" structure V ,
let U be an open subset of M , and let V,, = {#JE V j domain of
# J C U}. Then U is a manifold with V,, as its C" structure. U is
called an open submanifold of M .
( 3 ) General linear group. Gl(d, R ) = {nonsingular d x d matrices
with real entries} is an open submanifold of Rd2,since

GZ(d,R ) = Rd2- det-l(O).

(4) Ordinary sphere. Let Sd = {x E Rd+lI C $(x) = l}, and


define #J : S d - ((0,..., 0, 1)) -+ Rd, # : S d - ((0,..., 0, - 1)) -+ Rd
by stereographic projection from (0, ..., 0, l), (0, ..., 0, - l ) , respec-

I Rd+'

FIG. 3
1.2. Definition of a Manifold 5
tively. Then Vo = {+, +} is a basis for a C" structure on Sd. [Stereo-
graphic projection: +(.) is the point where the straight line from
(0, ..., 0, 1) through x intersects ud+,-l(0) = Rd.]
(5) Real projective space. Let Pa be real projective d-space, that
is, the collection of straight lines through the origin in Rd+'. T h e
+
natural covering map : Sd + P d , which takes x into the line through
x,induces a C" structure on Pa,that is, there is a unique C" structure
+
on Pa such that is a C" map with local C" inverses. (See problem 4
below.)
(6) Low dimensions. Essentially the only 1-dimensional connected
paracompact manifolds are R1 and S1. If the restriction of para-
compactness is omitted, then this is no longer true, as an example
of a long line shows-this is obtained by connecting together an
uncountable well-ordered collection of half-closed intervals [39,
pp. 55 and 561.
A 2-dimensional manifold is called a surface. T h e objects tradi-
tionally called "surfaces in 3-space" can be made into manifolds in
a standard way. T h e compact surfaces have been classified as spheres
or projective planes with various numbers of handles attached [80].
(7) Product manifolds. Let M , N be C" manifolds with structures
%, 93 and dimensions d, e, respectively. Let p , : M x N -+ M ,
p , : M x N + N be the projections. Then Vo = {(+ o p , , I) o p z ) =
( ~ 1 0 **., uao + o P , , ~ +
1 0O P ,
9 ueo $ 0 ~ 2 )I + E V , I ) E ~ }
is a basis for a Cm-structure on M x N. T h e same structure could
also be obtained by using only a basis for V, 9 in their places. More
specific examples are:
Cylinder = R x S1
2-dimensional (ordinary) torus = S1 x S1= T 2
d-dimensional torus = S1 x x S1 ( d factors) = T d .
Note also that Rd+ecan be canonically identified with Rd x Re.
(8) Non-Hausdorfl manifold. T h e following example shows that
the Hausdorff property of a manifold does not follow from the
existence of a C" structure. T h e underlying point set consists of
the interval (0, 3) with topology described in terms of neighborhoods
as follows.
T h e neighborhood of a point in (0, 1) u (1, 2) u (2, 3) would be
as in the topology induced from the reals.
6 1. MANIFOLDS

A neighborhood of i = 1 or 2 is, for 0 < E < 1,


(i - E , i] u (2, 2 + €).

O ----.,.1 2 3
-2
1
->

We leave as a problem to show that this has a C" structure.


Problem 2. Show that if M is compact then a basis for a C" structure
on M must contain more than one coordinate system.
Problem 3. Show that a C" map is necessarily continuous.
+
A covering map : M e N is a continuous map such that for
every n E N there is a neighborhood U of n such that +-l( U ) is the
disjoint union of neighborhoods of points of +-l(n) such that is a+
homeomorphism on each such neighborhood [41,pp. 89-97; 801.
+ is said to evenly cover U and U is said to be a distinguished neighbor-
hood of +. When M and N are C" manifolds, then M is said to be a
+
C" covering of N if is a C" map and if the local inverses of are +
C" maps.

FIG.4.
1.3. Tangent Space 7

+
Problem 4. Prove that if : M + N is a covering map and N has
a C" structure, then there is a unique C" structure on M such that
M is a C" covering of N.
+
Problem 5. Prove that if : M - t N is a covering map and M has
a C" structure such that for every Ui, U j open sets in M on which
q5 is a homeomorphism and +( Ui) = +( U j ) we have (4 o 4 is
a C" map on U i ,then N has a unique C" structure such that M
is a C" covering of N .
Problem 6. Prove that if N is a connected C" manifold, then there
exists an essentially unique simply connected C" covering of N .
(Part of the problem is to show that manifolds satisfy a condition
sufficient for the existence of simply connected topological coverings.)
Problem 7. A d-dimensional complex manifold is a topological space
locally homeomorphic with complex space Cd, and these homeo-
morphisms are complex analytically related. Make this precise and
show that a complex manifold is an even-dimensional (real) manifold.
Examples of complex manifolds are Cd itself, the Riemann surface
of a complex analytic function of one complex variable, complex
d-dimensional projective space CPd, and the set of all nonsingular
linear transformations of Cd, denoted by Gl(d, C).

1.3 Tangent Space


Let M be a manifold, m E M , and denote by F ( M , m) the set of
C" real-valued functions with domain a neighborhood of m.
A C" curve in M is a map of a closed interval [a, b] into M which
can be extended to a C" map of an open interval.
T h e notion of a tangent can arise from the following considerations.
Let y be a C" curve in M . Then y gives rise to a linear function
y * ( t ) : F ( M , y ( t ) ) -+ R as follows: if f e F ( M , m), m = y(t), then
y * ( t ) ( f ) = (fo y)'(t), which may be described as a directional
derivative off at m in the direction of y . [Although F(M, m) is not a

FIG.5.
8 1. MANIFOLDS

linear space, linearity of real-valued functions has an obvious meaning.]


f ( m ) y*(t)(g).
This linear derivation does everything required of “the tangent to y”
+
y * ( t ) is a derivation, that is, y * ( t ) ( f g ) = y * ( t ) ( f ) g ( m )

and subsequently we show that every such linear derivation is


associated with a curve (in fact many curves) in this way.
If m E M , a tangent to M a t m is a map t : F ( M , m) -+ R such that
+
( 4 t(af bg) = a t ( f > bt(g) +
+
(b) t(f-1 = t ( f )g ( m ) f ( m ) t(g), for a, b E R, f , g E q M , m).
T h e tangents at m form a linear space, denoted by M , . If c is a
constant function, then t ( c) = 0. We recall that fg and f g are +
the usual product and sum, but defined only on the intersections of
the domains o f f and g. Letting l u be the function defined only on
U and there equal to 1, we see from (a) and (b) that t(flu) = t ( f )
and hence t ( f ) = t ( f lu); that is, t( f ) depends only on the local
behavior off.
Problem 8. Prove that for constant function c and neighborhood U
of m that t(c 1”) = 0. T h e problem includes proving t ( c ) = 0.
If = (xl, ..., x d ) is a coordinate system the partial derivative a t
m with respect to x i , Dzi(m), is the tangent defined by (DZi(m))f =
( a ( f o+-‘)/aui) (+(m)), which is also denoted by Dzif ( m ) . When the
coordinates are {ui} on Rd we shall write Di instead of D U i .

FIG.6.

I t is easily seen that Dzixi(m) = aij (Kronecker delta), and, hence,


{D5i(m)} is linearly independent, as can be seen by evaluating a
linear combination on each of the functions xi in turn.
Problem 9 . Give an example to show that DZi depends on xl, ..., xd
and not just on x i .
1.3. Tangent Space 9

Tangents are completely characterized by the following:

Theorem 1. If (x, , ..., x,) is a coordinate system at m E M , t a


tangent at m, then t = C (tx,) D,i(m).
For the proof, we assume the:

Lemma.? If f € F [ R d ,a), a = ( a l , ..., a,), then there are functions


+
, such that f = f ( a ) C (u, - a,) g, in a neigh-
g, , ..., g, € F ( R d a)
borhood of a [72; 94, p. 2211.
Note. From this it follows that g,(a) = Dif(a).
Proof of Theorem 1. Let f € F ( I M , m), +
a coordinate system at
m. Then by the lemma, there are g, such that if a = +(m), then
giE F(Rd,a), f o 4-l = f 3 +-'(a) +
C (u, - a,) g, in a neighborhood
+
of a, and g,(a) = D i ( f o +-')(a). Hence, f = f ( m ) C (xi-xi(m)) hi
in a neighborhood of m, where h,(m) = D r i f ( m ) , hi E F ( M ,m).
Therefore,
tf = 2 t ( x d U r n ) + 2 - .,(m)) (4

= 2 t(xi) oz,(m)(f). QED

Corollary. T h e dimension of Mrn is d, the dimension of M.


(Proof: {Dzi(m))is a basis.)
We have already defined the tangent vector y * ( t ) for parameter
value t of a C" curve y in M . We point out that every tangent at m
is such a y*(t). For if xl, ..., x, is a coordinate system at m and
s = C a,Dz,(m), then s is clearly the tangent to the curve given by:
y ( t ) = that point whose coordinates are x,(m) ta, . +
+
If : M + N is C", we define the dtfferential of 4, d+ : Mm -P N+(nL,,
by: if t E M , , f € F ( N ,+(m)), then d + ( t ) ( f )= t ( f o 4).
d+ is clearly a linear map.
Problem 10. Prove that the following is an alternate definition of d+:
for every C" curve y in M and parameter value t, d+(y*(t))= (+oy)*(t).

t In the case of Ck manifolds (which we have not defined) the corresponding


lemma is not true, since the gi's will not always be Ck.In fact, for Ckmanifolds the
space of derivations at m is infinite in dimension, so the tangent space is defined to
be the space spanned by {D,i(m)} [64A].
10 1. MANIFOLDS

lacobian matrices. +
If : M -t N , m E M , (xl , ..., x d ) is a coordinate
system at m, (yl , . . . , y e )is a coordinate system at +(m), then the
matrix of d+ with respect to the bases { D J m ) } and {Duj+(m))} is
the Jacobian (Dzj(yio +)(m)).

FIG. 1.

Chain rule. If + : M - t N , i,/J : N-+ P are C", then d($ o +) = di,/Jo d+.
We can rephrase our previous definition of the tangent y * ( t ) to
a C" curve y as: y,(t) = dy(D(t)). (D = D , = d/du.) Later (3.3)
we shall give the collection of all tangents to M , T ( M ) ,a C" structure,
so that y* will become a C" curve in T ( M ) .

Tangent space of a product. If M , N are manifolds, then there


is a natural isomorphism T between M x N,,,,) and M , N,, +
(direct sum). If p : M x N - t M and q : M x N --f N are the
projections and t E M x N(,,,), then ~ ( t=
) dp(t) dq(t). +
Now let +
: M x N - + P be C". For (m,n) E M x N , define
C" maps
+,,,IN + P
@:M-tP

=)+(m,n). Let s E M,, , t E N ,


by +,,(n) = # ~ ~ ( m , and view s +t
as an element of ( M x N)(,,,,,, omitting T .

Theorem 2. d+(s + t) = d+%(S) + d+m(t)*


T h e proof is left as an exercise. (Fig. 8.)
1.3. Tangent Space 11

A dz..eomorphism of M onto N is a one-to-one map 4 ; M - P N


such that 4 and 4-l are C". Existence of a diffeomorphism is the
natural equivalence relation for manifolds. Difficult results of Milnor
and others [44, 52, 53, 58, 841 show that this equivalence relation
is not the same as topological equivalence, at least for manifolds of
dimension greater than six. For manifolds of dimensions one, two,
and three it is known that both equivalence relations are the same,
as is true allegedly also in dimensions four through six according to
unpublished work of Cerf.

FIG. 8.

It is easy to give examples to show that a C" homeomorphism


need not be a diffeomorphism, that is, that the condition that 4-'
be C" is independent. For any integer n > 1 the map : R -+ R
is such an example, since the inverse does not have a derivative at 0.
If we change our viewpoint and consider the C" homeomorphism
as the identity map on an underlying topological manifold, we get
examples of different C" structures on the same space, although the
resulting manifolds may be diffeomorphic under another map. T h e
example given then shows that if we take { P - l } as a basis for a C"
structure on R we get different structures for different n's. (However,
these manifolds are equivalent in the above sense.)
Characterization of diffeomorphism. 4 : M -P N is a diffeomorphism if
and only if 4 is a C" homeomorphism with range N and for every
+
m E M , y5 a coordinate system at +(m),y5 o is a coordinate system
at m [25, p. 751.

Inverse function theorem. Let (xl, ..., x d ) be a coordinate system


at m E M , fl , ..., fd E F ( M ,m). Then 4 = ( fl , ..., fd) restricts to a
12 1 . MANIFOLDS

coordinate system at m if and only if det(DXjf i ( m ) ) # 0, that is,


d# is nonsingular on M , [25, p. 701.

Corollary. I f # : M -+ N , # E C", m E M such that d# : M , -+ N4(,,


is one-to-one into, then there is a neighborhood of m in M which
is mapped homeomorphically (into) under #. Moreover, if (yl , ..., ye)
is a coordinate system at #(m), then a coordinate system at m may
be chosen from restrictions of y1 o +, . . . , y eo # [25, p. 791.

Corollary. If # : M -+ N , # E C", m E M such that d+ : M , -+ N4(,,


is onto, then the image under # of every neighborhood of m in M is
a neighborhood of #(m) in N . Moreover, if (yl , ...,ye) is a coordinate
system at #(m), then there are c" functions x , + ~ ,..., xd defined in a
neighborhood of m such that (yl o #, . . . , y eo #, x ~ , . ..., ~ , xd) is a
coordinate system at m [25, p. SO].
# : M -+ N ,
Corollary. (Inverse function theorem for manifolds.) If
# E C", m E M , then #is a diffeomorphism of an open neighborhood
of m onto an open neighborhood of #(m) if and only if d# is an iso-
morphism onto at m [25, p. SO].

Corollary. If # : M-+ N , 4 E C", d# = 0 everywhere, and M is


connected, then # is constant [25, p. SO].
Problem 11. Measure zero is a sensible notion on manifolds:
S C M has meczsure zero if for every coordinate map #, # ( S )C Rd has
measure zero. Prove Surd's theorem:
If # : N + M is C", then S = { m E M I m = #(n) for some n
such that d# : N , -+ M , is not onto} has measure zero [79].
Problem 12. Prove the following generalization of the first corollary
above.
Let C be a compact subset of M , # : M -+N , # E C", such that
# is one-to-one on C and for every m E C, d&, is one-to-one into.
Then there is a neighborhood of C which is mapped homeomorphically
under # [83,p . VI-451.

Differentials of functions. Every element f of F ( M , m ) gives rise, via


its differential, to an element of the dual space M,* of M , as follows:
we may identify R,(nl)with R [ a D ( f ( m ) )is identified with a ] , and
hence df : M m -+ R,(,,, e R. Note that under this identification, if
1.4. Vector Fields 13

t E M , , then <f(t) = t ( f ) . Now if ( x l , ..., x d ) is a coordinate system


at m, then we have dxi(DZj(m))= a i j , so ( d x , , ..., dxd) forms a
basis of M,* dual to the D,,(m). I n fact, for any f ~ F ( n / lm), ,
df = C Dxif ( m ) dxi .

1.4 Vector Fields

A vectorfield, X , is a function defined on a subset E of a manifold


M which assigns at each point m E E an element X ( m ) of M,,, .
If X is a vector field, f E F ( M , m),then Xf is the function defined
on the intersection of the domains of X and f by: Xf(n) = X(n)(f).
A vector field X is of class C" if its domain is open and for every
m in the domain of X and ~ E F ( Mm), , Xf E F ( M ,m) also.
Frequently we shall consider a C" vector field X to be the map
on C" functions given by f -+ X f , since X is entirely determined
this way by varying f .
If (xl, ..., xd) is a coordinate system, then Dxi is a C" vector
field. If X is a vector field with its domain contained in the coordinate
system, we may write X = C f i D x , , where the fi are real-valued
functions.
P r o b l e m 13. Prove that X E C" if and only if the f i E C".
Iff is a C" map of M into Re, so f = ( fi , ...,f e ) withfi real valued,
and X a vector field on M , we write Xf for ( X f l , ..., Xfe). Similarly
we define t f Re, ~ for a tangent t.
It is clear that if X E C", then Xf E C".
If X , Y are C" vector fields, then we define a C" vector field
[ X , Y ] ,called the bracket of X and Y, on the intersection of their
domains by [ X , Y ] = X Y - Y X . Multiplication of vector fields
here is composition of their action on functions.
Problem 14. If X and Y are C" vector fields prove:
(a) [ X , Y ] actually is a vector field.
(b) X Y is not a vector field unless one of them is 0.
(c) I f f and g are real-valued C" functions, then
rfK gY1 = f g [ X YI + f(Wy - d Y f ) x-
Coordinate expression for bracket. If X,Yare C" vector fields, ( x l , ..., xd)
a coordinate system, X = C f i D , , Y = C g i D x z on the common
14 1. MANIFOLDS

part of the domains, then

[X,
YI = 2(fiD&
1.i
- g,D,,f,) DZj.

T h e bracket operation is bilinear with respect to real coefficients.


It is also skew-symmetric, that is, [ X , XI = 0, or equivalently,
[ X , Y] = -[Y, XI.

lacobi identity. If X , Y, 2 are C" vector fields, then

"X,YII 21 + "Y, 21, XI + "2, XI,YI = 0.


Another way of expressing this is to say that the map Y --t [ X , Y ] ,
the Lie derivative with respect to X , is a derivation of the algebra
of C" vector fields, where multiplication in that algebra is bracket:
[X, +
[Y,41 = " X , YI, 21 [Y, [ X Z l l .
Vector fields and maps. If + : M - t +
N , E C", X , Y vector fields on
+
M, N , respectively, then X , Y are related if for every m in the
domain of X , d+(X(m))= Y(+(m)).
+
If has the property that d+ is one-to-one at every point then +
is called regular.
Problem 15. If 4 is regular and Y is a C" vector field on N such
that for every m E +-l(domain of Y ) , Y(+(m))E d4(MWJ,then there
+
is a unique C" vector field X on M which is related to Y [25, p. 841.
+ +
Note that in general, if : M -+N , E C", X a vector field on M ,
then d+ Xis not defined. Namely, if m, n E M a r e such that +(m) = +(n)
but d+(X(m))# d+(X(n)),then d+ X is not single valued at +(m).
Problem 16. Give an example for which d+ X is not defined when
M = R, N = S', and 4 is regular.
+ +
Problem 17. Brackets and maps. If : M + N , E C", X,, X, C"
vector fields on M,Y,, Y, C" vector fields on N such that X i is
+ related to Yi (i = 1, 2) , then [ X I , X,] is 9 related to [Y, , Y,]
[25, p. 851.
Integral curves. If X is a C" vector field, then y is the integral curve
of X starting at m if y(0) = m and for every t in the domain of y ,
y*(t) = X ( y ( t ) ) .T h e existence of integral curves and their essential
uniqueness are immediate consequences of the corresponding theorems
1.4. Vector Fields 15

for solutions of systems of ordinary differential equations: at any


point we merely take a coordinate system and transfer everything
to an open set of Rd. By essential uniqueness we mean: if y and T are
integral curves starting at m, then their restrictions to the common
interval of definition are the same.

FIG. 9.

Problem 18. Let (xl,..., xd) be a coordinate system at m, y the


integral curve of X starting at m, fi = xi o y, so that each fi is a
real-valued C" function defined on an interval of the real axis con-
taining 0. Show that the equation y * ( t ) = X ( y ( t ) ) is equivalent to
an equation involving thefi and their derivatives, so that the problem
of finding integral curves is equivalent to solving systems of ordinary
differential equations as claimed.
Local one-parameter group. Let X be a C" vector field. We associate
with X a local one-parameter group of transformations T which for
every m E M and real number t sufficiently close to 0 assigns the
point T ( m , t ) = y ( t ) , where y is the integral curve of X starting
at m. By theorems in differential equations on the dependence of
solutions on initial conditions, for every m there is a positive number c
and a neighborhood Uof m such that T is defined and C" on U x (-c, c).
Since the real numbers used as the second variable of T a r e parameter
values along a curve, they satisfy an additive property: if n E U ,
+
t , s, s t E (-c, c), then T(T(n, t ) , s) = T(n,s + t).
Conversely, if we are given a C" map having domain of the same
type as T and satisfying the additive property, then again calling it
T , we get a vector field having T as its local one-parameter group
as follows: let the injection j,, be defined by j,(t) = (m, t). Then
at m the value of the vector field is X ( m ) = ( T oj,,).+.(O).
16 1. MANIFOLDS

Problem 19. Let X = ulD, +


u 2 D , . Find explicit equations for
T : R2 x R -+ R2. Do the same for Y = -u2D, ulD,. +
Lie derivatives. Functions, differentials, vector fields, and other
geometric objects on M are acted upon by transformations: functions
by composition with the transformation, differentials by composition
with the differential of the transformation, and vector fields by the

FIG. 10.

action of the differential of the transformation. It should be noticed


that functions and differentials are pulled back from the range to
the domain of the transformation whereas vector fields are pushed
forward from the domain to the range. Now if we consider the values
of one of these geometric objects along y , the integral curve of X
starting at m, then by using the transformations T , = T o 'j, , where
'jt(a)= (n, t ) , we can get a curve of values at m, that is either a
real-valued function of t , or a curve in M,* or in M,. Since in
each case the values are in a vector space we can differentiate. T h e
derivative at 0 is then called the Lie derivative of the object with
respect to X at m.
In the case of a function f, since we are just differentiating the
value o f f along y with respect to the parameter of y , we get the
tangential derivative with respect to the curve, that is, we get X ( m ) f .
In the case of a differential of a function, df, the curve in M,*
is given by t 4df(y(t))o ( d T , ) , , where (dT,),, denotes the restriction
of d T , to M , . I t is not difficult to show that the Lie derivative in
this case is ( d ( X f ) ) , [24, p. 751.
In the case of a vector field Y we must pull back the value at
y ( t ) to m, which we do via d T - , , so the curve in M , is t-+ dT-,( Y ( y ( t ) ) .
1.4. Vector Fields 17

Since we shall return to this case in the chapter on bundles we state


the result as a theorem; the result agrees with the terminology
already introduced above under Jacobi identity.

Theorem 3. T h e Lie derivative of Y with respect to X is [X,


yl.

FIG.1 1 .

Proof. We must show that for f E F ( M , m)

Noticing that d T - , ( Y ( y ( t ) ) ) f = Y ( y ( t ) ( f oT P t ) we
, see that we must
consider derivatives with respect to Y , and hence we introduce S,
the one-parameter group associated with Y . Then if we define
G : V -+ R, where V is a neighborhood of (0,O) in R2, by

G(t,r ) = f ( T ( S ( y ( t )r,) , - t))


it is immediate from the definition of S that
18 1. MANIFOLDS

Now letting H ( t , r , s) = f ( T ( S ( y ( t ) ,r ) , s)), it follows from the chain


rule that D,D,G(O, 0) = D,D,H(O, 0, 0) - D D H(0, 0,O). Since
H ( t , Y , 0) = f ( T ( S ( y ( t ) ,I ) , 0 ) ) = f ( S ( y ( t ) , r)),' It follows that
D,H(t, 0,O) = Y f ( y ( t ) ) , and thus D,D,H(O, 0,O) = x ( m ) Y f . Since
H(0, r , s) = f ( T ( S ( m , r ) , s)), it follows that D,H(O, r , 0) = X f ( S ( m ,r ) ) ,
and thus D,D,H(O, 0,O) = Y ( m ) X f . QED

Theorem 4. Geometrical interpretation of bracket. Let X , Y be C"


vector fields both defined at m E M . We shall define a curve which
has [ X , Y ] ( m ) as a limit of its tangents. Let g , be the integral curve
of X starting at m. Then for sufficiently small positive c the remainder
of the construction works. Let g , be the integral curve of Y starting
at gl(c). Let g, be the integral curve of - X starting at g2(c), g , the
integral curve of - Y starting at g3(c).Define a curve g by g(cz) = g4(c).
Then [ X , Y ] ( m ) = limf+o+g*(t),that is, for every ~ E F ( Mm), ,
[ X , u l ( m )f = limf-0, g*(t) f.
Proof. Define maps h , , h , , h, of a neighborhood of (0,O) in R2
into M by: h,(t, c) = gz(t), h2(t,c ) = g3(t), h3(t,c ) = g4(t). These
maps are C" because they can be expressed as compositions of the
one-parameter groups of X and Y ;they make explicit the dependence
of g , ,g , ,g , on c. Also let h ( t ) = h3(t, t ) , so that g ( t z ) = h(t).

FIG.12.

First it will be shown that h,(O) = 0, and then according to


problem 20, which follows, it will remain to prove that

2[X, Ylf(m) = (foW O ) .


1.4. Vector Fields 19

T h e following facts are immediate from the definitions:

(f0 h)"(O) = Dl"f 0 h3)(0) +2DZW 0 h3)(0) + DZYf @ hdO)


KO) = (O,O>l
= Y y m ) - 2 D 1 ( Y f o h,)(O) - 2 D 2 ( Y f 0 h,)(O)
+ + +
D,"(fo h,)(O) 2 D , D d f o h,)(O) D z 2 ( f ch,)(O)
= +
YZf(m) 2 X Y f ( m ) - 2D1(Y f 0 h,)(O) - 2D,(Yf 0 h,)(O)
+ X2f(m) 2 D d X f o M O ) - 2DZ(XfO hl)(O)
-

+ Dl"f hl)(O) + 2D,Dl(f hl)(O) + 4Yf hl)(O)


0 0 0

= +
Y2f(m) 2 X Y f ( m ) - 2Y2f(m) - 2 X Y f ( m )
+
X2f(m) - 2 Y A p ) - 2X2f(m)
+ + +
Y 2 f ( m ) 2 X Y f ( m ) X2f(m)
= 2XYf(m) - 2YXf(m). QED

Problem 20. Let h be a C" curve such that h,(O) = 0, and define
g on small positive numbers by g(P) = h(t), and let m = h(0).
Show that:
(1) T h e map defined on F ( M , m) by f + ( f c h)"(O) is a tangent
at m.
(2) T h e same tangent is 2 liml+o+g*(t),where the meaning of lim
is the same as above.
If we call this the 2nd order tangent to h at a point where the
1st order tangent vanishes, generalize (1) so as to define an nth order
tangent to h at a point where the 1st order, 2nd order, ..., (n - 1)st
order tangents vanish, and prove a result analogous to (2).
20 1. MANIFOLDS

Problem 21. If X is a C" vector field and X ( m ) = 0, show that


the integral curve of X starting at m is the constant curve: y ( t ) = m
for every t. Hence if y is a C" curve with y*(O) = 0, then y* does
not have an extension to a C" vector field unless y is a constant curve.
Problem 22. For X as in problem 19 and f = u p show explicitly
that the Lie derivative of df with respect to X is d ( X f ) = df.
Problem 23. Use theorem 3 and also theorem 4 to show that
[ X , Y ] = 0, where X and Y are as in problem 19.
I t is a consequence of the following theorem that if [ X , Y ] = 0
in a neighborhood of m then the broken curves of theorem 4 are
actually closed for sufficiently small t, that is, g ( t ) = m for all t
near 0.
Theorem 5. Let X i , i = 1, ..., e, be C" vector fields defined and
linearly independent in a neighborhood of m E M , where M is a
&dimensional manifold, and such that [ X iXj] , = 0 in that neigh-
borhood for every i , j . Then there is a coordinate system (x, , ..., xd)
such that Xi coincides with Dz, in the coordinate neighborhood
<
(i e ) and xi(m) = 0, i = 1, ..., d.
Proof. Choose a coordinate system ( y , , ..., y d ) such that yi(m) = 0,
all i, and such that X , ( m ) , ..., X,(m), Dye+l(m),:,.,D,,(m) are a basis
of M , . Define $ : U + M , where U is a neighborhood of 0 E Rd
by the conditions

t -+ $(O, 0, ..., 0, t , a{+, , ..., ad) is the integral curve of Xistarting


<
at $(O, 0, ..., 0, ai+,,..., ad), i e.
T h e map $ can also be expressed as compositions of the one-
parameter groups of X , , X,,..., X, and of the inverse of the
y-coordinate map, so for this reason or directly from theorems on
differential equations, we see that $ is C".
From the definition it is immediate that d$(D,(O)) = Xi(m),
<
i e, and d$(Di(0)) = D,,(m), i > e. By the inverse function
theorem $-l is defined and C" in a neighborhood of m and thus
defines a coordinate system (x, , ..., x d ) such that xi(m) = 0, all i.
Because the integral curves of D , always correspond to integral
curves of X , under 4, it is clear that DZ1= X , in the coordinate
neighborhood. We complete the proof by showing by induction on i
1.5. Submanifolds 21

that Xix, = Sij , Since the integral curves of Di starting at points


of the form (0, ..., 0, a , , ..., a d ) correspond to integral curves of Xi
under +, Xixi = a,, at points of the form $(O, ..., 0, a , , ..., ad). But
X,Xi = XiX,,so that for K < i, X k ( X i x j )= X,(X,x,) = 0 by the
induction assumption. Thus Xp, is constant along the integral
curves of X, , k < i. But every point in the coordinate neighborhood
can be reached via chains of such integral curves starting at points
of the form $(O, ..., 0, a, , ..., ad),so X,x, = Sij everywhere. QED
+
Problem 24. Find the expression for in the above proof as compo-
sitions of the one-parameter groups of X,, X , , ..., X , and of the
inverse of the y-coordinate map.

1.5 Submanifolds

Let M be a C" manifold. A manifold N is a submanifold of M if


there is a one-to-one C" map i : N + M such that di is one-to-one
at every point. We call i an imbedding and say that N is imbedded
in M by i.
Frequently we start with a subset of M , describe a C" structure
for it, so that it becomes a submanifold under the inclusion map.
For example, in this way an open submanifold of M becomes a
submanifold of M . T h e d-sphere as a submanifold of Rd+l and Rd,
imbedded as Rd x (0) in Rd+e,are examples where the dimension
of the submanifold is less than that of the containing manifold.
Problem 25. Compute that the inverse of stereographic projection
Rd -+ Rd+l has one-to-one differential everywhere, and point out
how this shows Sd is a submanifold of R d f 1 .
Striped pants example. This example illustrates that the map
i : N -+M , although continuous, need not be a homeomorphism
into, that is, the topology on i ( N ) induced as a subset of M need not
be the same as the manifold topology of N . Let M be the two-
dimensional torus, N = R, imbedded as a dense one-parameter
subgroup of M [that is, for x E R, i ( x ) = (exp icx, exp idx) E S1 x S1,
where c/d is irrational]. Thus N is a submanifold of M , but i ( N ) is
not even closed in M , and hence not locally compact.
By altering the C" structure of an open submanifold we can get
examples of subspaces (topological) which are not submanifolds,
since the inclusion map need not be C", or, if it is C" it may not
be regular at some points.
22 1. MANIFOLDS

Problem 26. Let t+b : N + M be C" with dim M < dim N , and
let S be the set of measure zero defined in problem 11. Prove that
if m 4 S then P = $-l(m) with the topology induced from N has a
unique C" structure so that it becomes a submanifold of N under
the inclusion map [88].
+
Problem 27. For $ = uZ3 u13 - 3u1u2 : R2 ---f R find what S is
and show why +-l(m) is not a submanifold in the cases where m E S.
When t+b is a real-valued function on R3 the submanifolds obtained
as in problem 26 are the traditional surfaces in 3-space.
Problem 28. Let f : P -+ M be C", i : N -+ M a submanifold, such
that f ( P ) C i ( N ) . Let g = i-' o f : P 4N .
(a) If g is continuous show that g is C".
(b) Find an example for which g is not continuous.

Restrictions of functions. If i : N --f M , N a submanifold of M ,


f E F ( M ,m), m E i ( N ) , then f o i E F ( N ,i-l(m)) is the restriction o f f
to N . Conversely, if g E F ( N ,n), then there is a neighborhood U of n
in N and f E F ( M ,i(n)) such that f o i I u = g I u . However, this is
not true globally. For example, in the striped pants example the
identity function u : R -+ R is not the restriction of any continuous
real-valued function on the torus M .

Restrictions of vector fields. If i : N -+ M , N a submanifold of M ,


X a C" vector field on M such that for all n E N , X ( i ( n ) )E di(N,),
then by problem 15 there is a C" vector field Y on N such that
di(Y(n)) = X ( i ( n ) ) . Y is the restriction of X to N . Note that by
problem 17 the bracket of restrictions is the restriction of the bracket.
Vector fields on N can be extended locally, that is, locally realized
as restrictions, in the same way as functions. I n particular, if y is a
C" curve in M with nonvanishing tangent y* , then locally y* can
be extended to a vector field in M (cf. problem 21).

1.6 Distributions and Integrability

A p-dimensional distribution on a manifold M(p dim(M)) is a<


function 6' defined on M which assigns to each m E M a p-dimensional
linear subspace O(m) of M , . A p-dimensional distribution 6' on M
1.6. Distributions and Integrability 23

is of class C" at m E M if there are C" vector fields X , , ..., X p defined


in a neighborhood Uof m and such that for every n E U , X,(n), ...,X,(n)
span 8(n). An integral manifold N of 8 is a submanifold of M such
that di(N,) = 8(i(n))for every n E N . We say that a vector field X
belongs to the distribution 0 and write X E 8, if for every m in the
domain of X , X (m ) E 8(m). A distribution 8 is involutive if for all
C" vector fields X , Y which belong to 8, we have [ X , Y ]E 8. A
distribution 8 is integrable if for every m E M there is an integral
manifold of 8 containing m. We sometimes write 8, for 8(m).
That an integrable C" distribution is involutive is easily seen by
problem 17 or by theorem 4. T h e latter also gives us an insight into
the reason the converse is true. Going around a one-parameter
family of rectangles having sides tangent to a distribution might
give a curve which has a tangent not in the distribution, but in the
case of an involutive distribution this cannot happen; thus when
the distribution is involutive integral manifolds can be generated by
going along the various integral curves of vector fields belonging
to the distribution.
Every one-dimensional C" distribution is both involutive and
integrable, by the existence of integral curves.
Problem 29. Let P,Q, R be C" functions on an open set U in R3
which do not all vanish simultaneously. Let O(m) be the linear sub-
space of Rm3which is orthogonal to (P(m),Q(m),R(m)).Show that 8
is involutive if and only if
p(D& - D$) +Q ( 4 R - + R(D$ - &Q) = 0.

An integral manifold is a solution of the equation


P dul + Q du, + R du, = 0.
T h e following theorem, the converse mentioned above, is proved
most easily by first getting the local form. T h e form stated here
then follows by taking unions. T h e dual formulation in terms of
differential forms is the classical theorem of Frobenius.
Theorem 6. A C" involutive distribution 8 on M is integrable.
Furthermore, through every m E M there passes a unique maximal
connected integral manifold of 8 and every other connected integral
manifold containing m is an open submanifold of this maximal one
[25, p. 941.
24 1. MANIFOLDS

T h e local theorem gives more information as to how the integral


manifolds are situated with respect to each other:

Theorem 7. If 6 is a C" involutive distribution on M , m E M ,


then there is a coordinate system (xl, ..., x d ) on a neighborhood of
m, such that x,(m) = 0 and for every m' in the coordinate neighborhood
the slice { p E M I x i @ ) = xi(m') for every i > e} ( e = dim 6) is an
integral manifold of 6, when given the obvious manifold structure
induced by the coordinate map.

Outline of proof. It suffices to construct a coordinate system such


that for every X belonging to 6, Xx, = 0 for i > e.
Let Yl , ..., Ye be C" vector fields which span 6 in a neighborhood
of m. Choose coordinates yi so that Ye = D V 1 .(This can be done
by theorem 5 applied to one vector field.) Let Yi' = Y, - ( Y,yl) Ye,
i < e, Ye' = Ye. Then since Y,'yl = 0, i < e, it follows that
[Yi', Y,'] y1 = 0 for all i , j , and then that [Y,', Yj'] can be written
as a linear combination (with real-valued C" functions as coefficients)
of Yl', ..., Ye-l' . In particular, Y,', i < e, span an involutive ( e - 1)-
dimensional distribution. Repeating this process e - 2 more times
gives vector fields Xl , ..., Xewhich span 6 and such that the first i,
<
i e, have brackets expressible as a linear combination of the
first i - 1 (X, = Ye, Xe-l = Y,-,',.etc.).
Using the Xijust constructed we follow, step by step, the proof
of theorem 5 except in the last paragraph, where we want to show
less (Xixj = 0 only for j > e), and hence need less ( X k X i = X,Xk
+ h e a r combination of the Xh with h < i).
Problem 30. Let 6,, ..., 6 h be complementary C" distributions on
M , that is, M , is the direct sum of the O,(m) for every m E M . Prove
that if all the 6, are integrable, then they are simultaneously integrable
in the following sense: at every m E M there is a coordinate system
(xl, ..., x d ) such that D x l , ..., Dxd1span 0 1 , ..., Dldh-l+l,
..., Dxdspan
o h , where d, - d,-, = dim 6, (do = 0, dh = d ) .

Problem 31. Prove the following addition to problem 28:


(c) If N is an integral manifold of a distribution on M , then g is
continuous.
CHAPTER 2

Lie Groups

T h e basic definitions and theorems on Lie groups and Lie algebras


are given, mostly without proof. In particular, the correspondence
between subalgebras and subgroups is discussed, along with homo-
morphisms, the exponential map, and the adjoint representation
[25, 27, 33, 42, 55, 721.

2.1 Lie Groups

A Lie group G is a set which is both a group and a manifold and


such that the group operations are C", that is, the maps

G x G -+ G given by (g, h) - t g h
G -+ G given by g +g-' are Cc.

Examples. Gl(d, R ) is a Lie group under the standard operations of


multiplying matrices. T h e group operations are given by rational
functions in the coordinate variables, so that they are not only C"
but analytic. Since Gl(d, R ) may be considered as the group of non-
singular linear transformations on Rd, and every d-dimensional
vector space V over R is isomorphic to Rd,the group of nonsingular
linear transformations of V , G1(V ) , may be considered a Lie group
isomorphic to Gl(d, R). Rd is a Lie group under addition.
T he circle T 1= S1 is a Lie group under the usual multiplication.
T e is then a Lie group by defining multiplication componentwise,
and so also is Rd x Te. This is the most general Abelian Lie group.
(See problem 13.)
I n general, the product of Lie groups is a Lie group under com-
ponentwise multiplication, while a covering space of a connected
25
26 2. LIE GROUPS

Lie group admits a Lie group structure such that the covering map
is C" and a homomorphism. In particular, every connected Lie
group is locally isomorphic to a simply connected Lie group.
A Lie subgroup of a Lie group is a subgroup which is also a Lie
group and a submanifold.

2.2 Lie Algebras

A Lie algebra is a vector space L for which is given a bilinear func-


tion from L x L to L , called bracket, and denoted by [ , 3, which satisfies
(1) [x, x ] = 0 for every x E L
(2) the Jacobi identity: for every x, y , z E L
+
[x, [Y, 231 +
[x,[X,Y11 [Y, [z,211 = 0.
A consequence of (1) is [x, y ] = - [ y , x] and this relation implies
(1) if L is not over a field of characteristic 2.
Examples
(1) If M is a C" manifold, the global C" vector fields form an
infinite dimensional Lie algebra.
(2) T h e set of all linear transformations of Rd, gI(d, R), is a Lie
algebra under the bracket operation: [ A , B] = AB - BA. We use
similar notation, gI( V ) , for the Lie algebra of linear transformations
of a vector space V .
(3) For any vector space V a bracket may be defined by setting all
brackets equal to 0. In this way we obtain the Abelian Lie algebra
on V .
(4) If K and L are Lie algebras, then K @ L is a Lie algebra
with the bracket
[(x, Y ) , (XI, Y" = ([x, 4, [ Y , Y ' l ) .
A subalgebra of a Lie algebra L is a subspace which is closed under
the bracket operation of L. An ideal of a Lie algebra L is a subalgebra
K such that for any x E L and y E K , [x, y ] E K . A homomorphism
of one Lie algebra into another is a linear transformation which
preserves brackets. An isomorphism of Lie algebras is a homomorphism
which is one-to-one onto.
T h e kernel of a homomorphism is an ideal. T h e image of a homo-
morphism is a subalgebra.
2.2. Lie Algebras 27

Let G be a Lie group. A left invariant vector Jield of G is a vector


field which is fixed under the differentials of left translations, that is,
if L , : G + G is defined by L,(h) = gh, then X is a left invariant
vector field if dL,X(h) = X(gh) for every g , h E G.
A left invariant vector field is globally defined and C". T h e sum
of two left invariant vector fields, the product of a left invariant
vector field by a real number, and the bracket of two left invariant
vector fields are again left invariant vector fields. A left invariant
vector field is uniquely determined by its value at the identity of the
group (cf. [25], pp. 102 and 103).
T h e Lie algebra of G, denoted by g, is the Lie algebra of left in-
variant vector fields.
According to the above remark, we may identify the vector space
of the Lie algebra of G with the tangent space at the identity, namely,
X E g + X(e) E G,.
T h e Lie algebra of Rd x T e can be identified with the Abelian
Lie algebra on Rd+e.
Locally isomorphic Lie groups have isomorphic Lie algebras.
For example, R2 and T 2 both have R2 as Lie algebra, and similarly
for any covering group of a Lie group. Also, the Lie algebra of the
product of Lie groups is the direct sum of the Lie algebras.
General linear group. If we consider Gl(d,R) as being the group of
nonsingular linear transformations on Rd,then we get an isomorphism
of the Lie algebra g of Gl(d, R ) and gr(d, R) as follows.
Let { , ) be the usual inner product on Rd. For each v, w E Rd
define a real-valued C" function f,,w on Gl(d, R) by

f,",,(T ) = (TZJ,w > , T E Gl(d,K).

Then the map J : g+gI(d, R), given by < J ( X )u, w) = X(e)fi.,w


for every v, w , is the isomorphism.
Equivalently, we may do as follows: every element v of Rd may be
considered as a C" map Gl(d, R ) + Rd if we set v( 7') = T(v).Then
for each X E g we get a linear transformation J ( X ) on Rd by defining
J ( X )ZI = X(e)v. Then J is a Lie algebra isomorphism J : g + gI(d, R).
From now on we make the identification J ( X ) = X , that is, we shall
write X v for X ( e ) u .
On the other hand, if we consider Gl(d, R ) as matrices, and g1(d, R )
as the space of all d x d matrices, then g may be identified with
gr(d, R ) as follows: if { x i j } are the coordinate functions on Gl(d, R ) ,
28 2. LIE GROUPS

that is, xij(g) = ijth entry of g as a matrix, then for X E g, Xij =


x(e>(xii>*
Problem 1. Show that: (a) xii o Lg = C,x,,(g) xpj.
(b) dLg(DzhAl)) xjk = xjh(g) sik.
(c) If Eii is the matrix with 1 in the i j position, 0 elsewhere, then
the left invariant vector field Xij corresponding to Eij is

(d) Use this formula for Xij to verify directly that the brackets
are preserved under the identification of g with gI(d, R ) [25].

2.3 Lie Group-Lie Algebra Correspondence

Theorem 1. Let G be a Lie group. Then there is a one-one corres-


pondence between the connected Lie subgroups of G and the sub-
algebras of the Lie algebra of G.
Outline of proof. T h e correspondence is given as follows. If H
is a Lie subgroup, then the left invariant vector fields on H can be
extended uniquely to left invariant vector fields on G. T h e set of
extensions form a subalgebra of the Lie algebra of G which is iso-
morphic to the Lie algebra of H .
T h e existence of the subgroup corresponding to a subalgebra is
established by considering maximal integral manifolds of the involutive
distribution obtained from the subalgebra. T h e one containing the
identity of G is easily seen to be an abstract subgroup of G. I t then
follows trivially from problems 28 and 31 of Chapter 1 that it is a
Lie subgroup (cf. [25], pp. 107-109).
For every Lie algebra the one-dimensional subspace generated by a
nonzero element is a subalgebra. Thus we have:

Corollary. For every X E g, the Lie algebra of G, there is a one-


dimensional subgroup with Lie algebra generated by X ; that is, there
is a curve y : R + G such that
(1) r ( S + t ) = Y ( 4 At)
(2) X ( Y ( 4 ) = Y*(+
2.4. Homomorphisms 29

y ( R ) is called the one-parameter subgroup corresponding to X . It is the


integral curve of X which passes through e.
Orthogonal group. T h e group of all orthogonal transformations of
Rd, O(d), is a Lie subgroup of GZ(d, R). Under the isomorphism
J of 2.2 the Lie algebra of O(d) is identified with the subalgebra
o(d) of gl(d, R ) consisting of all skew-symmetric transformations.
T h e fact that O ( d ) is a Lie group follows from theorem 1 as
applied to the component of the identity in O(d),that is, the rotation
group R, or SO(d), as a subgroup of the component of the identity
of GZ(d, R).

Lemma 1. Let J : G -+ G by J ( g ) = g-l. Then if t E G, ,


d ] ( t ) = -dR,-, o dL,-,(t).

(R,is right multiplication by g.)


Proof. Let D : G -+ G x G by D(g) = (g,g),
/3 : G x G + G by /3(g, h ) = gh.

Then /3 o (1 x J ) o D = constant, so d/? o d(1 x J ) o dD = 0.


Let t E G, , then
0 = dP o d(1 x ]) o d D ( t )
= dP 0 (dl(t) + dJ(t))
= dP(t + dl(t))
= dR,-,(t) + dL,(dJ(t)) (theorem 1.2) QED

Corollary. If X E g, then d J X is right invariant.


There is a parallel formulation of the Lie algebra of a Lie group
in terms of right invariant vector fields and d J gives the connection
with our formulation.

2.4 Homomorphisms

A homomorphism of one Lie group into another is a mapping which


is both a homomorphism of the underlying groups and a C" mapping
of the underlying manifolds. We assume for the remainder of this
section that our groups are connected.
30 2. LIE GROUPS

If j : G + H is a homomorphism and t is a tangent at the identity


of G , then it is easily verified that the left invariant vector fields
corresponding to t and dj(t), respectively, are j related. Thus j gives
rise to a Lie algebra homomorphism dj : g -+ t,.
T h e converse of this last result is not true, unless we replace the
concept of homomorphism by that of “local homomorphism” in
which case the correspondence is one-to-one. [25, p. 1121. However,
if G is simply connected, a local homomorphism can be extended to a
homomorphism, so we obtain:

Theorem 2. Let G and H be Lie groups with G simply connected.


Then the correspondence j t)d j is one-to-one between homomor-
phisms of G into H and homomorphisms of g into b.
T h e kernel of a homomorphism is a closed normal subgroup, and
the kernel of the corresponding Lie algebra homomorphism is an
ideal, and it is easily seen that this ideal belongs to the subgroup.
Conversely, if H is a closed normal subgroup of G, then the set of
left cosets G / H can be given a natural manifold structure in such a
way that the projection G -+ G / H is a homomorphism of Lie groups.
More generally we have:

Theorem 3. If H is a Lie subgroup of G , a necessary and sufficient


condition for H to be normal is that its Lie algebra f~ be an ideal in the
Lie algebra g of G . I f , moreover, H i s closed, the Lie algebra of G / H is
naturally isomorphic to the factor algebra g/t, [25, pp. 115 and 1241.
If G is simply connected and t, is an ideal of g, the Lie algebra of G ,
then by Ado’s theorem there is a Lie group having Lie algebra g / t , [42].
Then by theorem 2 there is a homomorphism of G corresponding to
the projection g -+g/t,, from which it follows that the normal sub-
group H belonging to t, is closed. Thus, if a Lie subgroup of a simply
connected group is normal, then it is closed.
It is known that a closed subgroup of a Lie group is a Lie group
(Cartan’s criterion, [25, p. 1351).

2.5 Exponential Map

Let G be a Lie group, X E ~Let . y x be the integral curve of X


starting at the identity. Then the exponential map Q + G is the map
2.5. Exponential Map 31

which assigns yx(l) to X ; we write exp X = yx(l). Clearly the map


t + exp t X is just y x .

FIG. 13.

Commutativity with homomorphisms. If j : G +H is a homomorphism,

I7
then the diagram

dj

exp exp is commutative.

G-H

Proof. This follows immediately from the fact that y d j ( x ) = j o y x


for any X E ~ .
From this and the following theorem we see that the exponential
map gives the correspondence between subalgebras of g and sub-
groups of G.

Theorem 4. T h e map exp is everywhere C" and in a neighborhood


of 0 in g , it is a diffeomorphism.
32 2. LIE GROUPS

Proof. Assuming for the moment that exp is C" we first show that
it is a diffeomorphism in a neighborhood of 0. I t is sufficient, according
to the inverse function theorem, to prove that d exp is onto at 0.
If s E G, , then there is a left invariant vector field X such that
X(e) = s. By definition, exp takes the ray generated by X (that is,
the curve in g given by r -+ r X ) into the integral curve of X through
e . Hence d exp takes the tangent to this ray at 0 into the tangent to the
integral curve of X at e, that is, into s.
We blame the differentiability of exp on theorems in differential
equations which say that solutions depend in a C" manner on para-
meters entering in a C" manner into the functions defining a system
of differential equations (see appendix). I n this case we have the system
of differential equations determined by a left invariant vector field
X and X depends linearly on a system of linear coordinates of g.
QED
Let X , , ..., X, be a basis of g; then we identify g with Rd as a
manifold by the correspondence CciXi tf (c, , ..., c,). I n a sufficiently
small neighborhood U of 0 in g, exp is a diffeomorphism and hence
can be taken as a coordinate map. T h e coordinates and coordinate
neighborhood obtained in this way are designated as canonical.

For matrix groups there is another exponential


M a t r i x exponential.
map, which turns out to be the same as the one already defined if we
identify the Lie algebra of the matrix group with the right subalgebra
of the Lie algebra of all matrices of the given order; namely, if A is a
d x d matrix we define

" 1
eA = z g A k (Ao= I ) .
0

This series can be shown to converge in the norm induced on the


space of d x d matrices through identification with Rd2,and in fact,
convergence is uniform on bounded sets.
Furthermore, it is evident that if A B = BA, then eA+B= eAeD;
in particular, e(s+t)A= esAeLA, s, t real numbers, and eAe-' = eo = I .
Thus e A E Gl(d, R ) for every A, and the curve s -+ esAis a one-parameter
subgroup; it is easy to see that the tangent at I of this one-parameter
subgroup is naturally identified with A = (d/du)(O)(eUA). I n this
way it is shown that the two exponential maps are essentially the same.
2.5. Exponential Map 33

The following commutative diagram for Gl(d, R ) with the identifica-


tion indicated by " w'' will clarify relations.

G4d, R )

Problem 2. By showing that B = (-'/,'-:) has no square root,


prove that exp does not map the Lie algebra of SZ(2, R)(= 2 x 2
real matrices with determinant 1) onto ,542, R).
Orthogonal group. A canonical coordinate neighborhood of the identity
in O(d) is obtained by taking the exponentials of skew-symmetric
matrices lying in a sufficiently small neighborhood of 0. T h e coordin-
ates for a skew-symmetric matrix may be taken as the elements of the
matrix lying above the main diagonal. Thus the dimension of O(d)
is +d(d - 1).
For example, O(2) is the one-dimensional group having as
neighborhood of the identity the matrices

and this correspondence is a diffeomorphism for 1 B 1 < 7.


Problem 3 .Let A E gr(d, R), x E Rd, and define a C" curve u in
Rd by a(s) = (exp sA) x. Prove that u*(s) = A (exp sA) x,
where tangents to Rd are identified with elements of Rd by the
map C a,D,(y) -+ ( a , , ..., ad).
Problem 4. Let ( , ) be the usual inner product on Rd and let o l ,
oz be two C" curves in Rd. Then a C" function 5 is defined by
U(S) = (ul(s), a,(s)). Using theorem 1.2 or otherwise, prove that

o.'(s) = (01*(4 +
4)) ( 4 ) 1 u,*(s)>.

Problem 5. If A E gl(d, R ) is skew-symmetric, x E Rd, show that


((expsA) x, (exp $A)x) is a constant function of s, thus equal to
(x, x), the value at s = 0; thus exp sA is orthogonal for every s.
Prove this directly using the map e above.
34 2. LIE GROUPS

Problem 6. Define a complex Lie group. Examples are Gl(d, C),


Cd, and the complex torus P ( C ) = C d / D ,where D is a group generat-
ed by 2d real-linearly independent translations of Cd.
Problem 7. Show that a connected, compact, complex Lie group is
Abelian (use a generalization of the maximum modulus theorem)
~31.
Problem 8. Let U ( d ) = { g E Gl(d, C ) 1 ggl = I } . Show that U ( d )
is a compact Lie group (the unitary group) but not a complex Lie
group.

2.6 Representations

A representation of a Lie group G is a homomorphism of G into


a matrix group. A representation of a Lie algebra g is a Lie algebra
homomorphism of g into a Lie algebra of matrices. If instead of matrices
we use the group, GI(V ) ,[or Lie algebra gI( V ) ]of linear transformations
of a vector space V , then we say we have a representation on V . I n
neither case do we exclude matrices with complex entries or vector
spaces over the complex numbers. A faithful representation is a
representation which is an isomorphism into; if a group has a faithful
representation it is thus isomorphic to a subgroup of a matrix group.
Problem 9. (a) Show t h a t j : C-+ GZ(2,R ) , C = complex numbers,
+
by j(x i y ) = (;-:) is a faithful representation of the Lie group
C* of nonzero complex numbers with multiplication as operation.
What is the subalgebra of g l ( 2 , R ) corresponding to j(C*) ? What are
the one-parameter groups of C * ?
(b) Show that the restriction of exp to the Lie algebra of j ( C * )
corresponds to the usual complex exponential function ex+ig =
+
ex ( c o s y i sin y ) and that C with addition as its operation is the
simply connected covering group of C* with e* as the covering map.
(c) Construct a map 4 : C* -+ S1 x S1 such that &eis) = (cis, 1)
and is a Lie group homomorphism which covers S1 x S’.
(d) Taking 1, i as the basis of C as a vector space over R, show that
+
j corresponds to “multiplication by,” that is, if $(a ib) = ( a , b ) E
R2 then the matrixj(z) acts on x E R2 asj(z) x = $(z$-l(x)).
Problem 10. Let Q* = nonzero quaternions. T h e regular left re-
2.6. Representations 35
presentation of Q* on Q is the representation q3 of Q* on the real vector
space Q given by +(q) q’ = qq‘ (+(q) = “left multiplication by 4”).
(a) Show that with respect to basis 1, i, j , k (with the usual multi-
plication table) q3 has matrix form, for q = w + + +
xi y j zk,

(b) Show that +(q) is orthogonal if and only if


IqI = w2+xZ+y2+22= 1.

(c) Compute det +(q) by showing +(q)+ ( q ) I is a multiple of I and


observing what the coefficient of w 4 is in det +(q).
Automorphisms. An automorphism of a Lie group G is an isomorphism
of G onto itself. The set of all automorphisms of G form a group A .
For every j E A we have the automorphism dj of the Lie algebra g
of G, and the diagram

is commutative. Since dj is a nonsingular linear transformation of g we


have that the map j + dj takes A into the group of linear transforma-
tions of g, and it is evidently a homomorphism, since d ( j o k ) = dj o dk.
Speaking loosely, we have a representation of A on g. In case G is
connected this representation is faithful, a fact which follows from the
remarks of 2.4. However, we prove this directly. Suppose j were in the
kernel; this means that for every X E ~d j, X = X . However, since
j (exp X ) = exp (djX ) , j must then leave the image of exp fixed,
and since this contains a neighborhood of the identity, which generates
G, j is the identity automorphism.
T h e group A is actually a Lie group, but we do not show this
here [25, pp. 137 and 1381.
36 2. LIE GROUPS

Adjoint representation. T h e set of inner automorphisms of G is a


subgroup of A , that is, for every x E G we have the inner automorphism
j , : y -+ xyx-l. Moreover, the map x - j , is a group homomorphism.
The map Ad : G - + GZ(g) defined by Ad(x) = d j , is called the ad-
joint representation of G.

Proposition. Ad is a representation of G on g.

Proof. Ad is evidently a group homomorphism so that it suffices


to show that it is C", and in fact, to show that it is C" in a canonical
coordinate neighborhood.
First we note that for a fixed y in G the map x -+j,(y) is C". In
fact, it is the composition of maps involving group operations, which
are obviously C":
x + (x, x) --+ (x, xy-1) --f (x, yx-1) 4 xyx-1.

Now for y in a canonical coordinate neighborhood we have y =


exp X, and by commutativity, j,(y) = exp(Ad(x) X ) .
If we choose a basis X I , ..., X , of g, then Ad(x) is given in terms
of a matrix (aii(x)): Ad(x) Xi = C aij(x) Xi. Now for y = exp( tXj)
we get j,(y) = exp (C taij(x) Xi), so that the canonical coordinates
of j,(y) are taij(x), i = 1, ..., d, this being defined for t sufficiently
small. SincejJy) is C" in x this means that aij(x) is C" in x for all i,
j , that is, Ad(x) is C".
T h e center. T h e center of G is the set of all elements of G each of
which commutes with every other element of G. It is clear that the
kernel of the group homomorphism x + J , is just the center of G,
and since j , -+ dj, is faithful if G is connected, the center is the kernel
of the adjoint representation. As such it is a closed subgroup, and
being obviously normal, we have that the adjoint induces a faithful
representation of the factor group G/(center of G), whenever G is
connected.
As a corollary to theorem 3.1 we shall see that the differential of the
adjoint representation is the adjoint representation of g, which is given
by ad(X)Y = [X, yl,that is, d(Ad)(X) is the restriction of the Lie
derivative with respect to X to g.
Problem 11. Show that Q* is the direct product of the positive real
numbers and S3, giving a polar decomposition of Q* = R* x S 3 .
Since R* is in the center of Q* the adjoint representation has R*
2.6. Representations 37

in its kernel and may be considered to have as representation space


the tangent space to S3 at the identity 1. Identify that space with
the subspace of Q spanned by i, j, k and show that the adjoint re-
presentation on S3is then given by $(q) P = qPq-l, P = xi yj zk.+ +
(For q E S3, q-l = 6.) Identify the rest of the center of Q* and the
image of the adjoint representation on S3as a subgroup of GZ(3, R).
Problem 12. Let X I , X , , X , , X , be the left invariant vector fields
on Q* which are equal to Di , i = 1, 2, 3, 4, at I = (1, 0, 0, 0). (Here
we have identified Q with R4.) Show that

Xi = UiDi + ~ $ 2 + ~ $ 3 +u~D,
9

and find the corresponding formulas for X , , X , , X,.


Problem 13. Show that an Abelian Lie group G has an Abelian Lie
algebra (see problem 3.3) and hence by theorem 2, G M Rd/D,
where D is a discrete subgroup. Therefore conclude that
G w Re x Tf,
e + f = d [55, pp. 83-86)].
Problem 14. Show that a continuous homomorphism of a Lie group
is C", and hence show that a Lie group structure is a topological
group invariant [25, p. 1281.
Problem 15. Prove that an integral curve of a left invariant vector
field is also an integral curve of a right invariant vector field.
Problem 16. Show that there is a neighborhood of the identity in a
Lie group which contains no subgroups except the trivial one. Use
this, problem 14, and the Peter-Weyl theorem [55, p. 991 to show that
every compact Lie group has a faithful (C") representation.
Remark on quotient spaces. I n 2.4 we considered quotients of Lie
groups by closed normal subgroups. Now let H be a closed subgroup
of G. T h e H has the induced topology and the left cosets G/H have
a natural manifold structure such that the projection r : G -+ G/H is
C", G acts as diffeomorphisms on G/H, and f: G/H -+ R is C" if
and only if f o r is C".
CHAPTER 3

Fibre Bundles

In the first section transformation groups are discussed and an


interpretation of an important special case of the bracket operation
is derived. T h e remainder of the chapter is devoted to principal and
associated fibre bundles and reduction of the structural group, the
treatment being from the point of view of transformation groups,
although coordinate bundles are also defined [4, 55, 66, 8.51.

3.1 Transformation Groups

Let G be a Lie group and M a C" manifold.


G acts (dzxerentiably) on M to the left if there is a C" map
+ : G x M -+ M , and we write +(g, m ) = g m , satisfying the following
conditions:
(a) For each g E G , the map g : M -+ M , given by g ( m ) = gm,
is a diffeomorphism.
(b) For all g , h E G, m M , (gh) m = g(hm).
E

G is said to act effectively if g m = m, all m E M , implies that


g = e = identity of G.
G acts on M to the right if (b) is replaced by:
(b)' For all g , h E G, m E M , (gh) m = h(gm). We also shall write
+: M x G + M in this case.
Every Lie group acts on itself to the left by left translation and by
inner automorphism, while it acts on itself to the right by right
translation.
If G acts on M , then to every m E M there corresponds a C" map,
denoted by m also, of G into M defined by: m(g) = gm.
38
3.1. Transformation Groups 39

G acts transitively to the left if for every m, n E M , there is g E G


such that g(m) = n. I n this case, fixing some m E M , let H =
{gE G 1 g(m) = m},the isotropy group of m, then H is a closed sub-
group of G and the map GIH (left cosets of H) --+M defined b y g H -+
g m is C“, one-to-one, onto. If GIH is compact, for example if G is
compact, then this map is a homeomorphism.

Example. Gl(d, R ) acts differentiably to the left on Rd and on


Rd - (0). T h e action on Rd - (0) is transitive; the isotropy group
of (1, 0, ..., 0) consists of matrices of the form (i
g), where
B E GZ(d - 1, R), A E Rd-l,

0 is a column of d - 1 zeros. T h e subgroup H may be identified as


the semidirectproduct of Gl(d - 1, R ) and Rd-l, that is, the multiplica-
tion is given by ( B , A)(B’, A’) = (BB’, AB‘ + A’). [In general, if
group G acts as homomorphisms to the right on a group H, then the
semidirect product of G and H is given by defining the products as
(g, h)(g’, h’) = (gg’, (hg’) h’).]
Conversely, if H i s a closed subgroup of G, then G acts transitively
on GIH byg(kH) = (gk)H. A space with a transitive group of operat-
ors is called homogeneous.
If G acts on M , g the Lie algebra of G, then we define a Lie algebra
homomorphism h of g into a Lie algebra of vector fields on M , denoted
by g, as follows: if X E g, then (hX)(m) = dm(X(e)). We shall also
write X = A X .

Problem 1. Prove that the one-parameter group of transformations


of X is elx.
If G acts effectively, then h is one-to-one.
G acts freely if the only element of G having a fixed point on M
is the identity, that is, if for some g E G there is m E M such that
g m = m, then g = e. If G acts freely, then the elements of are
nonvanishing vector fields on M . Moreover, if N is the orbit of m,
that is, N = {gm I g E G}, then for every t E N , there is a unique
X E g such that 8(m) = t, since m : G 4 M is a diffeomorphism
#J of G with N and hence we may take the XEg such that X(e) = d#J-’t.

Problem 2 . Prove that if X(m) = 0 then etx(m) = m for every t.


40 3. FIBREBUNDLES

T h e differentials of the transformations making up a transformation


group G, as they act on g, are given as follows:

(a) If G acts to the left, then d g ( 8 ) = Adg X .


--
(h) If G acts to the right, then d g ( x ) = Adg-lX.

Proof of (a). First we compute the composition of g : M-+ M and


g-lm : G -+ M : g c g-lm(h) = g(hg-lm) = ghg-lm = m(j,(h)). Thus
(dg x ) ( m ) = dg(x(g-lm)) = dg o d(g-lm) X ( e ) = dm c dj,(X(e)) =
dm(Adg X ) ( e ) )= A d g X(m).QED
Let W be the linear space of C" vector fields on M , and let 9be a
finite-dimensional subspace of W invariant under G, that is, for any
g E G, d g ( 9 ) C 9. Hence, we have a representation? j of G in the
group of nonsingular linear transformations of 9, that is, in GZ(9);
and hence, if g I ( 9 ) , the algebra of all linear transformations of 2,
is regarded as the Lie algebra of GZ(9), we have the commutative
diagram

-1
G

T h e following result has many uses.


-lexp
i GZ(Y)

Theorem 1. For every X E g, Y E9, dj(X) Y = -[x,yl. In


particular, [X,Y ]is in 9.
Momentarily assuming this, we state and prove the corollary on the
differential of the adjoint representation:

Corollary. If X , Y ~ g the
, Lie algebra of a Lie group G, then
ad(X) Y = [X,Y].
Proof. Let G act to the left on itself as follows: g E G, g : G + G is
defined by g(h) = hg-l; that is, the transformation g is just R,-1,
right multiplication by g-l. Since Ad g is dL, o dR,-1 , and X is

t Here we are assuming the action is a left action. In the case of a right action,
obvious modifications are necessary in the definitions, although the statement of
the theorem is the same.
3.2. Principal Bundles 41

invariant under left translations dL, for every X E ~we, may apply
the theorem with 9 = g and j = Ad. We have to determine, for
X E g, the vector field on G. For m E G= M , we have that m : G+M
as above is given by m(g) = g(m) = mg-l, so m =L, o J , where
J is the inversing map. Thus x ( m ) = dL, o dJ(X(e)) = dL,(-X(e))
= - X ( m ) , by lemma 2.1. Therefore k = - X . Since dj = d(Ad) =
ad, the theorem now gives the result.
Problem 3 . Prove as a corollary to this: if G is Abelian, then g is
Abelian.
Proof of theorem. Assume the action is to the left. Let X Eg, so
y : t+ exp t X is a one-parameter group of diffeomorphisms of M ,
so there is a vector field 2 on M which arises from differentiating
functions along orbits. For a real-valued function f on M , and m E M
we have
d
Zf(m)= ( O ) ( f @ 0 Y) = dm(r*(O))f,

so Z(m) = dm(X(e)) = X ( m ) .
On the other hand, since the diagram above is commutative
exp ( t d j ( X ) ) = exp (dj(tX))= jexp ( t X ) .

Thus, dj(X) Y is the derivative at 0 of the curve t -+ ( j exp ( t x ) ) Y


= d(exp(tX)) Y in 2 '.But for m E M , (d exp tX(Y))(m) =
d(exp(tX))(Y(exp ( - t X ) m)), that is, the curve in M , which we are
differentiating is given by the values of Y along the curve t -+ exp
( t ( - X ) ) m pulled back to m by the action of the one-parameter group
t + exp(t(-X)). Thus we are taking the Lie derivative with respect
to -8 (see 1.4), so by theorem 1.3 the conclusion follows.

3.2 Principal Bundles

A (Cm)principal fibre bundle is a set (P, G, M ) , where P, M are C"


manifolds, G is a Lie group such that:
(1) G acts freely (and differentiably) to the right on P, P x G -+ P.
For g E G, we shall also write R, for the map g : P + P.
(2) M is the quotient space of P by equivalence under G, and the
projection 7~ : P+ M is C", so for m E M , G is simply transitive on
r-l(m).
42 3. FIBREBUNDLES

(3) P i s locally trivial, that is, for any m E M , there is a neighborhood


U of m and C" map F , : n-l( U )-+ G such that F , commutes with
R, for every g E G and the map of n - I ( U ) + U x G given by
p -+ ( ~ ( p F,(p))
), is a diffeomorphism.

U
FIG.14.

P is called the bundle space, M the base space, and G the structural
group. For m E M , d ( m ) is called the jibre over m. T h e fibres are
diffeomorphic to G, in a special way via the map p : G +r - I ( n ( p ) ) C P,
defined by p ( g ) = R,p. We note that in terms of the F , , the right
action of G on P is given by right translation, that is, if p 4( ~ ( p , )
F,(p)), then pg + (n(p),F&) g ) . This follows from the fact that
F d P d = F d P )g .
We now give some examples of bundles.
Trivial (product) bundle. If G is a Lie group, M a manifold, then
P =M x G provided with the right action of G on itself in the second
factor, that is, ( m , g) h = ( m , gh), is the bundle space of a principal
bundle, the trivial bundle. A bundle is isomorphic to a trivial bundle
if and only if there is a C" cross section of n, that is, a C" map
K : M - t P such that n o K is the identity on M (cf. [85], pp. 25
and 36).
3.2. Principal Bundles 43

Bundle of bases. Let M be a C" manifold and B ( M ) the set of (df 1)-
tuples (m, el , ..., ed), where m E M and el , ...,ed is a basis of M,,
and let r : B ( M ) + M be given by r ( m , e l , ..., ed) = rn. T h e n
GZ(d, R ) acts to the right on B ( M ) by: let g E GZ(d, R), viewed as a
matrix, g = (gij); let (m, el , ..., ed) E B ( M ) , and define R,(m, el, ...,
ed) = ( m , C gilei , ..., C giaei). If m E M , (xl , ..., x d ) a coordinate
system defined in a neighborhood U of m, then we define F , by:
if m' E U , Fu(m',fl , ...,fa)= (dxj(fi)) = (gij) E GZ(d, R). Thus the
functions yi = xi o 7-r and yii = xii o F , give a coordinate system
on r - l ( U ) , where xii are the standard coordinates on Gl(d, R )
(see 2.2).
Using the C" structure given to B ( M ) by the local product represen-
tation (IT, F,), we see that B ( M ) is the bundle space of a principal
bundle, called the bundle of bases of M .
It is sometimes convenient to view B ( M ) as the set of nonsingular
linear transformations of Rd into the tangent spaces of M , that is,
we identify p = (m, el, ..., ea) with the map p : ( r l , ..., r d ) -+c riei.
When this is done it is natural to consider GZ(d, R ) as the nonsingular
linear transformations of Rd, for we have: pg(rl, ..., r d ) =

that is, pg (as a map) =p (as a map) o g.


Problem 4. If b = (m, e, , ..., ed) E B ( M ) is in the coordinate
neighborhood r-l( U ) show that dr(D,$(b)) = Cj yii-l(b)ej , where
(yii-l(b)) is the inverse of the matrix (yii(b)).

Homogeneous spaces. If G is a Lie group, H a closed subgroup,


then there is a principal bundle with base space G / H (left cosets),
bundle space G, and structure group H such that IT : G + G / H is the
canonical map and the right action is given by (g, h) -+gh (see [85],
p. 33).
Examples (1) Let R - (0) = R* act on Rd+l- (0) by scalar
multiplication. Then this action is differentiable, free, and simply
transitive on orbits. T h e orbit space is Pd, d-dimensional projective
space, so
( R d f l- {0}, R*, P d ) is a principal bundle.
44 3. FIBREBUNDLES

( 2 ) If we use the positive reals R+ instead of R* we get


(Rd+l - { 0 } , R+,S d ) is a principal bundle.

(3) If we use C* and Cd+l - {0), C = complex numbers, then we


get complex projective space CPd as base space:
(Cd++'- {0}, C*, C P d ) is a principal bundle.

Problem 5. Let (P, G, M ) be a principal fibre bundle with P con-


nected. Then if Go is the component of the identity in G, there is a
unique principal fibre bundle (P, G o ,h?) such that the action of Go
on P is the same and h? is a connected covering space of M (cf.
examples 1 and 2 above).
We give an alternate approach to principal fibre bundles.

Principal Coordinate bundles. Let (P,G, M ) be a principal bundle, and


let { Ui}be an open covering of M such that wl( U i ) can be represented
as a product space via the function Fi: ~ - l U ( i )-+ G. For i, j such that
Ui n U j # 0, we define a map Gji : U, n Uj-+ G as follows: if
m E Ui n U j , let p E n-l(m), and put Gji(m) = Fj($)(Fi(p))-l. Gji
measures how much the cross section over Uicorresponding to U, x {e}
under the product structure given by Fi differs from the cross
section over U j determined similarly by F j . We want to show that the
definition of G j i ( m )is independent of the choice of p . If p' E .rr-l(m)
also, then since r - l ( m ) is the orbit of p , there is g E G such that p'=pg,
so we have
F,(P')FZ(P')F1= P,F;g) F,(Pg)-l = F,(P) g(Fi(P)g)-l
= FAP) F i ( P Y ,

as desired. T h e functions satisfy the further properties:

G,,(m) = G,,(m) Gji(m) for mE U in U j n U,. (*I


T h e functions Gji are called the transition functions corresponding to
the covering { Ui},and in fact, with this covering they define a principal
coordinate bundle in the sense of Steenrod. Hence, our definition
of bundle is an equivalence class of coordinate bundles, which is
another way of saying that principal coordinate bundles are equivalent
if and only if their right actions agree. Therefore, we have, by [85,
p. 141, that any set of functions Gii defined for a covering { U i } ,
3.3. Associated Bundles 45

satisfying (*), uniquely determine a principal bundle whose transition


functions relative to the covering { Ui}are the Gji.
Problem 6 . If 4 : N - t M is a C" map, ( P , G, M ) a principal fibre
bundle, then let P = {(n, p ) E N x P 1 +(n) = ~ ( p ) } .
(a) Show that 1? is a submanifold of N x P under the inclusion
map.
(b) Show that ( P , G, N ) becomes a principal fibre bundle if we
define right action by (n, p ) g = (n, p g ) .
( P , G, N ) is called the bundle induced by and (P , G, M ) .
P

N P

(c) Show that transition functions for (P, G, N ) may be taken as


G,, o 4, so that we could define the coordinate bundle directly.
The vector fields of 8. If (P, G, M ) is a principal bundle, then since
G acts freely and effectively we have an isomorphism A : g + 8 = Lie
algebra of vector fields on P, which consists of nonvanishing vector
fields. By remark (6) in 3.1 we have dR,(h(X)) = h(Ad(g-l) X ) ,
where g E G, X E g.
Problem 7. For the real coordinates u l , ..., uZd+, on Cdfl - {O}
+
({z, = uzjPl iuZj}is the dual basis to the standard complex basis
of Cd+') find the expression for h(aXl + bX,), where X , and X ,
are the left invariant vector fields on C*: X, = ulDl +u2D2,
X , = -u,D, +ulD, and h is the isomorphism associated with
(Cd+l - {O}, c*,CPd).

3.3 Associated Bundles

Let (P,G, M ) be a principal fibre bundle, and let F be a manifold


on which G acts to the left, We define the jibre bundle associated to
46 3. FIBRE
BUNDLES

(P, G, M ) with Jibre F (it also depends on the action) as follows.


Let B’ = P x F , and consider the right action of G on B’ defined
by ( p , f )g = (pg, g-lj), where p E P, f~ F, g E G. Let B = B‘/G,
the quotient space under equivalence by G, then B is the bundle
space of the associated fibre bundle. We have the following structure.
T h e projection 7r’: B -+ M is defined by: ~ ’ ( ( pf, ) G) = ~ ( p ) If
.
m E M , take U a neighborhood of m as in 3.2(3), with F , : T-’( U )-+ G.
Then we have F,’: r’-l(U )+F given by

so that 7 r t - l ( U ) is homeomorphic to the product U x F , and hence we


define B as a manifold by requiring these homeomorphisms to be
diffeomorphisms. Note that now 7r’ E C“, and also the natural projec-
tion B’ -+ B is C“.

Associated coordinate bundle. If we define transition functions Gji‘


for the associated bundle ( B , F , G, M ) analogously to the definition
in the principal bundle case, we have, for a covering { Ui} admitting
functions Fit, for m E Ui n U j , (p,f)G E 7rt-l(m):

Gji’(m) = F j ( ~ ) ( F i ( p ) ) -=
l Gji(m).

We therefore have that ( B , F , G, M ) is the equivalence class of the


coordinate bundle associated to the principal coordinate bundle
defined by the transition functions Gji, in the sense of Steenrod
[85, Part I, $91.

Examples
(1) Let (P, G, M ) be as above, and let G act on itself by left transla-
tion. Then (P, G, M ) is the bundle associated to itself with fibre G.
(2) Tangent bundle. Consider the bundle of bases B (M). (Note
that we shall often denote a bundle by its bundle space alone.) Now
by definition GZ(d, R ) is the group of nonsingular linear transforma-
tions of Rd,and hence acts on Rd to the left. The bundle space of the
associated bundle with fibre Rd is denoted by T ( M ) , and the bundle
is called the tangent bundle to M . T ( M ) can be identified with the
space of all pairs ( m , t ) , where m E M , t E M , [the “m” in the pair
3.3. Associated Bundles 47

is actually redundant, as it is in the ( d +


1)-tuples making up B ( M ) ,
but is inserted for convenience], as follows:

( ( m ,el 7 *'*I 4,( y 1 ...


1 1 Td)) G W ,R) - (m,
or, if we regard B ( M ) as the set of maps p : Rd +M m ,then for x E Rd
z
yiez),

this identification is ( p , x ) GZ(d, R ) --t (m,p x ) , where m = ~ ( p ) .


With this later formulation it is easy to see that the identification is
well defined, for if (p', x') GZ(d, R ) = ( p , x) GZ(d, R), then there is
g E Gl(d, R ) such that p' = pg, x' = g-lx, and hence, p'x' =
(pg) (g-lx) = p x , since as a map, pg is the composition of p and g.
Hence we may view the fibre of T ( M ) above m E M as the linear
space of tangents at m, that is, as M m , and T ( M ) itself as the union
of all the tangent spaces supplied with a manifold structure. Further-
more, under this identification, the coordinates of T ( M ) may be
easily exhibited; namely, let U be a coordinate neighborhood in
M , with coordinates x l , ..., xd. We define coordinates y l , ..., Y2d on
rr'-l( U ) as follows: if (m, t ) E t-r-l( U ) ,

Y d S h t ) = d%(t)

A C" vector field may then be regarded as a cross section of T ' .


I n particular, the trivial vector field (values all 0) gives an imbedding
of M as a submanifold of T ( M ) .
Problem 8. Prove that if y is a C" curve in M , then y* is a C" curve
in T ( M ) .
(3) Tensor bundles. When we replace Rd in example ( 2 ) by a vector
space constructed from Rd via multilinear algebra, that is, the tensor
product of Rd and its dual with various multiplicities or an invariant
subspace thereof, we get a tensor bundle. A cross section which is C"
on an open set is called a C" tensor field, and is given type numbers
according to the number of times Rd and its dual occur. T h e group
of a tensor bundle is Gl(d, R ) ; it acts on the factors of the tensor
product independently, and on Rd as with the tangent bundle, on the
dual via the transpose of the inverse: if v E the dual, X E Rd,
g E GZ(d, R), then g v ( x ) = v(g-'x).
Frequently the bundle B ( M ) has its structural group reduced to a
subgroup (see 3.4) in which case more subspaces of tensor products
of Rd and its dual may become invariant, leading to tensor bundles
48 3. FIBREBUNDLES

of different sorts. For example, this is the case when M has an almost
complex structure (cf. problem 11).
(4) Vector bundles. These are bundles in which the fibre is a
vector space and the structural group is a subgroup of the general
linear group of that vector space. T h e tensor bundles are a special
case. They are frequently defined with no explicit mention made of
the structural group by giving the bundle space as the union of vector
spaces, all of the same dimension, each associated to an element of the
base space, and defining the manifold structure via smooth, linearly
independent, spanning cross sections over a covering system of coordin-
ate neighborhoods. For example, we essentially did this for T ( M )
when we exhibited the coordinates: in that case the cross sections
were the coordinate vector fields D,*.
Another example of this type is the quotient space bundle of an
imbedding, which usually is considered in the case of Riemannian
manifolds as the normal bundle (the Riemannian metric, defined in
Chapter 7, is employed to get a uniform choice of representatives for
the quotient spaces). This vector bundle may be defined as follows:
Let i : N+ M be the imbedding of the submanifold N in M . T h e
fibre over n E N is the quotient space Mi(Jdi(Nn), and the bundle
space is the union of these fibres, so we may consider the bundle space
as the collection of pairs (n, t + di(N%)), where t E Mi(%). T o get
coordinates we first take a coordinate system in M at i(n), say
xl, ..., xd, and we may assume that xj o i = yi, j = 1, ..., d‘ give a
coordinate system at n, and that Xj(n) = D,.i(n)) +
di(Nn) are
linearly independent for j = d‘ + 1, ..., d. Then for some neighbor-
hood U of n, Xj(n’), j = d‘ +1, ..., d are still linearly independent,
so there is a dual basis Vi(n’). Then for (n‘, X ) E ~’-l( U ) , where n’
is the projection from the bundle space to N , we define coordinates
z1, ..., zd by:

zj(n’, X ) = yj(n’) if j = 1, ..., d‘


zj(n’, X)= Vj(n’)(X) if j = d’ + 1, ...,d.
T h e group of this bundle may be taken to be Gl(d - d‘, R).
( 5 ) Grassmann bundles. T h e set of e-dimensional subspaces of Rd
can be given a manifold structure so that Gl(d, R ) acts in the obvious
manner as a differentiable transformation group on the left. T h e
bundles associated to B ( M ) by this action are called the (unoriented)
3.4. Reduction of the Structural Group 49

Grassmann bundles of M ; the bundle space may be regarded as the


collection of e-planes in the tangent spaces of M . A C" e-dimen-
sional distribution is a C" cross section of this bundle.
The action of a principal bundle on an associated fibre. Let (P, G, M ) be a
principal bundle and B an associated bundle with fibre F. Then the
quotient projection P x F + B defines, by restriction of the first
variable, for every p E P a C" map p :F -+ B, namely, p(f) =
(p, f ) G. I t satisfies p(gf) = (pg) f for every g E G. We have already
seen this in the case of B ( M ) and T ( M ) (cf. [85], Part I, $8.9).
Remark. An associated bundle is trivial if its principal bundle is
trivial. This is not equivalent to the existence of a cross section of the
associated bundle, but implies the existence of a family of cross sec-
tions with pairwise disjoint ranges which fill the associated bundle.
Problem 9 . Verify the above, and also show that for a vector bundle
with fibre Re triviality is equivalent to the existence of e cross sections
linearly independent at each point.
It is well known [85] that the tangent bundle to a differentiable
manifold admits a nonzero cross section if and only if the Euler
characteristic is zero; for example, if the manifold is compact and
odd-dimensional. Hence all odd-dimensional spheres have such cross
sections, although it is a deep result of Milnor and Kervaire [I41
that only S1,S3,S7 have trivial tangent bundles (i. e., are paralleliz-
able).

3.4 Reduction of the Structural Group

Let (P,G, M ) be a principal bundle. We assume G is separable.


Let H be a subgroup of G, then in the sense of Steenrod, the structural
group G is reducible to the subgroup H if and only if there exists a
coordinate bundle in the equivalence class determined by ( P , G, M )
whose transition functions take their values in H , that is, if and only
if there exists a covering { Ui}whose Gji satisfy Gji(Uin U j )C H .
In terms of the right action P x G - t P, this definition can be
formulated in the following way ([66], p. 20).
Let (P, G, M ) , (P', G', M ' ) be principal bundles. A bundle map
f : ( P , G, M ) -+(P', G', M ' ) is a set of C" maps (fp,fc,fM) between
the obvious pairs, such that fc is a homomorphism, and the following
50 3. FIBREBUNDLES

relations are satisfied:


fiMcx=7r'0fp
f p o R, = of p
RfG(g, for every g E G.

Now we may state the second definition as a theorem.

Theorem 2. If (P, G, M ) is a principal bundle, H a subgroup of G,


then G is reducible to H if and only if there exists a principal bundle
(P', H , M ) which admits a bundle map f : (P',H , M ) +(P, G , M ) such
that f M is the identity on M , f p is one-to-one, and f G is the inclusion
map H C G (Proof omitted.)
Steenrod proves [85, p. 591 that if (P, G, M ) is a principal bundle,
H a maximal compact subgroup of G, then G can be reduced to a
bundle with structural group N.In particular, every principal bundle
with Gl(d,R ) as structural group [for example, B(M)]can be reduced
to a bundle with structural group the orthogonal group O(d). We
shall return to this when we consider Riemannian metrics on a mani-
fold.
T h e reduction of a principal bundle induces the reduction of as-
sociated bundles, in an obvious sense, since we have given the de-
finition in terms of transition functions only.

Problem 10. Complex manifolds. Let M be a complex manifold,


9 = complex valued differentiable functions defined on a neigh-
borhood of m E M , F a = holomorphic functions in F, ga= con-
jugates of functions in flu (conjugate holomorphic functions),
F T= real valued functions in F, .Ym= complex linear derivations
of 9, d mcomplex linear extensions of Mm , gm= the annihilator
of F a in Tm. For t E F m , f E 9 , define if = if. Show that
(a) Y m= d m i d m+ (direct sum).
(b) f E TwL for every t E Ym.
(c) d m = all t E Y msuch that tFTC R.
(d) Sm= the annihilator of Fa.
(e) t = f if and only if t E Am.
(f) Z mn iFm = 0.
(g) y m = *m + 2,.
3.4. Reduction of the Structural Group 51

(h) If t E d m, then the decomposition of t from (g) is of the form


+
t = h h, where h E Z v l ,i.e., d m= {h +I h €Zm}. This defines
a one-to-one real linear map P : d m+Z m , t --t h.
Let j : Y m-+ Y mbe multiplication by i. Define J = P-l jP.

(i) J z = -identity.
(j) Compute J in terms of real coordinate vector fields which come
from the real and imaginary parts of a complex coordinate system.
(k) J is defined on T ( M ) and is a bundle map.
An almost complex structure on a manifold M is a bundle map
J : T ( M ) + T ( M ) such that
(1) J ( M m ) = M , for every m E M .
(2) J z = -identity on each Mm.
T h e J obtained in the above problem is called the complex structure
of the complex manifold M . An almost complex structure will be
called a complex structure only if it is obtained in this way.
Problem 11. (a) If M has an almost complex structure, then M has
even dimension.
(b) M has an almost complex structure if and only if the group
of the bundle of bases can be reduced to Gl(d/2, C) represented in
Gl(d, R) as matrices of the form (g ):- (which corresponds to
+
( A iB)E Gl(d/2, C)).
Every 2-dimensional orientable differentiable manifold admits a
complex structure, so, of course, every 2- dimensional manifold
which admits an almost complex structure admits a complex structure.
T h e latter result is not true for higher dimensional manifolds [21].
+
If M has an almost complex structure then Mm iMnlhas a direct
+
sum decomposition Z m Slnsuch that H m= all x + iJx for
x E Mm. We say that C" vector field X belongs to Z if X ( m ) E Z m
for every m, and then write X E 2. I t is not in general true that if
X E 8, Y E H then [X, Y ]E 8. However, if J is a complex structure
the X v l agrees with our previous definition and [Z,Z]c 2 ;in
fact, this latter condition has been shown to be also a sufficient condi-
tion that J be a complex structure [64].
Problem 12. T h e maximal compact subgroups of R* and C* are
(1, -1} = So and {eie} = S1,respectively. Show that the reduction
52 3. FIBREBUNDLES

of the principal bundles of examples (1) and (3) in 3.2 to these sub-
S1,CP).
groups gives principal bundles: ( S d ,So,P d ) and (SZd+l,
Carry out the same construction to get principal bundles over
quaternionic projective spaces QPd:(S4d+3, S3,QPd).
In the case d = 1 the bundle projections become the Hopf maps
S3 -+ S 2 = CP1, S7+ S4 = QP'.
CHAPTER 4

Differential Forms

Differential forms are defined via Grassmann algebras, and the


intrinsic formula for the exterior derivative is derived. Frobenius'
theorem, vector-valued forms, and forms on complex manifolds are
also discussed [24,25,29,33,36,66,831. For other topics, particularly
the use of differential forms in the study of topological invariants,
the reader is referred to [12, 30, 781.

4.1 Introduction
In the last chapter the concept of a tensor was briefly mentioned,
and differential forms, the subject of the present chapter are just
special types of tensors. However, we shall initially introduce different-
ial forms here by means of the more explicit formulation in terms of
Grassmann algebras and shall then return briefly to the tensorial
approach (4.5).
I f f is a C" function on M , then we notice that to every m E M
there corresponds the differential of f at m, 1.3, which is a linear
functional on M , , and this correspondence is smooth in the following
sense. Let X be a C" vector field on M , then df(X)(m)= df,X(m)
=Xf(m) defines a C" function Xf on M . Such a smooth assignment
of linear functions is called a differential 1-form, although not every
differential I-form arises as the differential of a C" function. However,
before pursuing this subject further, we must develop some machinery,
namely, Grassmann algebras.

4.2 Classical Notion of Differential Form


A differential form at m is something which in terms of a coordinate
system can be expressed as C ail,,,i, dxi, dxiy, where the summation
53
54 4. DIFFERENTIAL
FORMS

is over all ordered subsets (il, ..., i,) of (1, ..., d } , and the ail,,,i, are
real numbers.
So a strict definition will involve some kind of multiplication of
differentials and then linear combination of these products. Thus
M,* will be imbedded in an algebraic system which has both multi-
plication and vector operations. Furthermore, this shall be done so
that if (yl, ...,y d )is a second coordinate system at m then the expression
C bil.,.ipdyi;.. dyiD,obtained from the other by the usual rules for
change of variable in multiple integrals, will be just the expansion
of the same algebraic object in terms of the new basis.
T h e required algebraic system for this is a Grassmann algebra,
which we now discuss.

4.3 Grassmann Algebras

Let F be a field and V a finite-dimensional vector space over F of


dimension d . A Grassmann algebra over V is a set G such that
(i) G is an associative algebra with identity e over F.
(ii) G contains V .
(iii) Every element v E V satisfies v2 = 0.
(iv) G has dimension 2d.
(v) G is generated by e and V , that is, every element of G is a
sum of products of scalar multiples of e and elements of V .
Notice that e is not in V because e2 = e # 0, while by (iii) v2 = 0
for all v E V . Also, if u, v E V , then uv = -vu. This is shown by the
standard polarization trick:

0 = (u + V)Z = u2 + + vu + v2 = uv + vu.
11v

Property (iv) is a short but poor way of stating that there are no more
relations among the elements of G than those which follow from
(iii).
T o each basis e l , ..., ed of V there corresponds a basis of G . T h e
elements of this basis of G are in one-to-one correspondence with the
subsets of {I, ..., d } as follows:
(a) If the subset is+ = empty set, we let e4 = e .
(b) If the subset is s = {il , ..., i,} with i, < < ip, let
e, = e, 1 ..- eig*
4.3. Grassmann Algebras 55

Note that there are exactly 2d subsets, so that in order to show that
the e,'s are a basis it is enough to prove the:

Lemma 1. T h e e,'s span G .


Proof. By (v) above we have for any g E G
g = a,eb + 2 (products of elements of V )
= a,eC + 2 (coefficients in F ) (products of e,'s).
But by using the fact that elements of V anticommute we can write
any product of e,'s in increasing order and then by (iii) all except the
e,'s are 0.
An element g E G is homogeneous of degree p if it can be written as
the sum of products of exactly p elements of V , or, equivalently,
g = CssPases, where a , E F , P = subsets of (1, ..., d } which have
exactly p elements.
T h e set of all such g E G form a linear subspace Gp of G which is of
dimension (g). Clearly, GpGQC GP+'J. Moreover, by anticommutativity
it is easily seen that if g E GP, h E G'Jthen g h = (- 1)pqhg.
An element g of G which is homogeneous of degree p is decomposible
if there exist v l , ..., v p E V such that g = vl ... v p . Otherwise g is
called indecomnposible.
Problem 1. If dim V 6 3, then every homogeneous element is
decomposible. If dim V > 3, then if o l ,v 2 , v 3 , v4 are linearly inde-
+
pendent, v1v2 v3v4 is indecomposible.
I n general, the decomposible elements form an (nonlinear) algebraic
variety in GP.
Problem 2 . Prove that for g E G2 there exist linearly independent
+ + +
vl , ..., vZkE V such that g = vlo2 v3v4 ... v2k-lv2k;that if
the characteristic of F is not a prime 6 i d , then k is the largest
integer such that g k # 0, and in this case g k is decomposible.
We say that g has rank 2k.
Problem 3 . If dim V = 4 and the characteristic of F is not 2 then
g is decomposible if and only if g 2 = 0 and g is homogeneous. I n
general, if dim V =4 and g E Gd-l , then g is decomposible.
Problem 4. Let x # 0, x E V ,g E G . Prove xg = 0 if and only if
there is h E G such that g = xh.
56 4. DIFFERENTIAL
FORMS

Remarks. (1) If vl , ..., vupE V , then ul ... up # 0 if and only if


ul , ..., v p are linearly independent.
Proof. If u1 , ..., up are linearly independent, then we may take them
as part of a basis for V ; so that u1 ... up = e , # 0, s = (1, ..., p } .
If ul , ..., up are linearly dependent, say, vl = C:=, u p + , then by the
distributive law and anticommutativity we have

(2) Any two Grassmann algebras over V are essentially the same,
that is, if G and H are two such then there is an isomorphism of G
onto H which leaves each element of V fixed. In fact we need only
choose a basis of V and map the e,’s for G into the corresponding
ones for H .
(3) If T is a linear transformation of a vector space V into a vector
space W , and G ( V ) , G ( W ) are the Grassmann algebras over V , W ,
respectively, then there is a unique extension of T to a homomorphism
of G ( V ) into G ( W ) , denoted by Th , and Th satisfies T,(G(V)P)C
G( W)p.
Proof. Uniqueness follows immediately from the facts that T(e)
must equal e, and that G( V ) is generated by e and V . By linearity, Th
can be extended to all of G( V ) after defining
T,(q . * * v p )= T(v,) ... T(v,) for v1 , ..., v p E V ,
and such a Th is clearly a homomorphism.
Problem 5. If T : V - t W , S : W-+ X are linear transformations
of vector spaces, show that ( S T ) , = S,T,.
Problem 6 . If T : V -+ V is a linear transformation, then it admits
a unique extension to a derivation of G( V ) into G( V ) ,that is, a map
T, such that if g, h E G(V ) then T,(gh) = T,(g) h + gT,(h).
Problem 7. If T , S : V -+ V , show that [S, , T,] is a derivation and
that [ S , TId = [ S , , T J , that is, ( S T ) , - ( T S ) , = S,T, - TdSd.
Give an example to show that S,T, is not always a derivation.
If V is a d-dimensional vector space and G its Grassmann algebra,
then Gd is one dimensional. A linear transformation of Gd into itself
is simply scalar multiplication by an element of F. If S is the transfor-
mation then we denote this scalar by k ( S ) .
4.4.Existence of Grassmann Algebras 57

Now let T be a linear transformation of V into itself. By (3) and


problem 6 there are extensions Th and Td of T to G which are a
homomorphism and a derivation, respectively. In particular, Th and
Td are linear transformations of Gd. We define
determinant of T = det T = k(T,),
trace of T = tr T = k(T,).

I t is easily checked that the mapping T -+ det T of gI( V ) into F is a


homomorphism on GI(V )c g1( V ) , and that T E GI(V ) if and only if
det T # 0. It is also easy to show that this definition of determinant
coincides with the more usual ones.
Problem 8. Show (a) tr(S +
T ) = tr(S) tr(T) +
(b) tr(ST) = tr(TS). (Use problem 7 to do this
without using coordinates.)
Problem 9. Let f be in the dual space of gI(V) and satisfy: (a)
f(ST) = f(T S ) for every T, S E gl( V ) , (b) f(identity) = d = dimen-
sion V . Prove that f = tr and that [g1( V ) , gl( V ) ]has co-dimension 1
in gI(V) with a complementary space consisting of multiples of
I = identity.

4.4 Existence of Grassmann Algebras

Alternating Functions.T h e particular Grassmann algebra over V


which we wish to consider will consist of the space of multilinear
alternating functions on the dual W of V . Thus we will have
Go = F , the field of V ,
G1 = linear functions on W into F.

G1 is then canonically isomorphic to V in the usual way: v E V


corresponds to the unique f E G1 such thatf(w) = w ( u ) for all w E W .
This isomorphism will be our imbedding of V in G.
Gp = the linear space of p-linear alternating functions from
W x ... x W ( p factors) into F . More explicitely, i f f E GP, then
(i) f(wl , ..., aw, + bw,’, ..., w D )= uf(wl , ..., w , , ...,w p )
+ bf(w1 7 * * a , w’,
.*.,
wp),
58 4. DIFFERENTIAL
FORMS

that is, f is linear in each variable when the others are fixed,

(ii) f(Wl , * a * , w,) = 0

whenever two of the wi's are equal.


If the characteristic of F is not 2, then we can use the standard
polarization method to show that (i) and (ii) are equivalent to (i) and

(ii)' f(wl , ..., w i, ..., w ) , ..., w,)


= -f(wl , ...)wj , ...)wi , ...)w,).
Moreover, since transpositions generate the symmetric group S, ,
(ii)' is equivalent to
(ii)" f(wn1, ..*, Wno) = sgn (4f(w1, ...I w,)
for every 7r E S,. Even for characteristic 2, (i) and (ii) imply (ii)'.
It will sometimes be convenient to regard W x -.. x W ( pfactors)
as functions from { 1, p } into W, and then we would rewrite (ii)" as
. . a ,

f(z o T) = sgn ( ~ ) f ( z ) for z E W x ... x W.

Multiplicotion.Let S,,, be the permutation group on {l, ..., p + q},


S, the subgroup leaving { p 1, ...,p +
q} pointwise fixed, S,' the +
subgroup leaving {I, ..., p } pointwise fixed. By a cross section of
S,S,' in S,,, we mean a subset K of S,,, having one and only one
element from each left coset of S,S,'. A particular cross section which
is often used is the set of shufle permutations, namely,

K = {nE S,,,, I nl < n2 < ... < ~p and

n(P + 1) < n ( p + 2) < . ' . < n(p + q)).


T h e name is derived from the fact that if a deck of p q cards is cut +
into two stacks of p and q cards and then shuffled together with the
usual technique, then the resulting permutation on the deck is a p , q
shuffle permutation.

FIG. 15.
4.4. Existence of Grassmann Algebras 59

Iff E GP, g E Gq, K a cross section of S,S,' in S,+,, we let A, be the


operation of adding p , and then for x E W p + q we define the product
fg by
2
fS(") = sgn ( 4 f k a 4 g(" 0 0 4).
neK

T o clarify notation, if x(i) = w inote that


f(. 0 n) = f(%l , ..., %,)
d"0 n 0 A,) = g('uIT(p+1) .*.j wncp+g)).

Using (ii)" it is easy to show that this multiplication is independent


of K .

Proposition 1. fg E Gp+q.

Proof. ( p + q)-linearity of fg is obvious. Suppose u E S,,, ,


K a cross section as above. Then

jg(z o u) = Z s g n ( . r ) f ( zc o n)g(z o 0 o n o A,)


ne K

= sgn (0) 2 sgn


peoK
( P ) f ( Z 0 P) g b 0 P 0 4.
Then it suffices to show that a K is a cross section also. We have if
n,n' E K , (un)-l(un') = n-ln' which is not in S,Si unless n = T'.
Thus the elements of uK are all in different cosets, and since the car-
dinality of this set is right, it must be a cross section.
Notice that we have only shown that (ii)' holds forfg. T h e proposi-
tion is true for characteristic 2, but we do not prove it.

Proposition 2. This multiplication is associative.


Proof. (Outline). Let f E G", g E GQ,h E G'. We consider S,,, as a
subgroup of S,,,,, , and S," the permutations on { p q 1, ..., + +
+ +
p q Y} and similar conventions for S, and Sq+,'. Then we show
,
that if K is a cross section of S,S,' in Si,+,,K' of S,+,S,'' in Spfq+?
L of Sy'S,"in SQ+,', and L' of SpSqfr'in S,+,+, , then K'K and L'L
are both cross sections of SpSy'Sr''in S,,,,,. Thus if we write out the
products associated in both ways we see that we need only show that
a sum
60 4. DIFFERENTIAL
FORMS

is independent of the cross section of S,S,'S," in S,,,,, over which


we sum. This again is trivial by (ii)".

Proposition 3. For q ,..., v p E V we have

T h e proof is just an extension of the arguments for the proof of


proposition 2.

Corollary. If ZI E V , then v 2 = 0.
Finally, addition, scalar multiplication, and the identity are defined
in the obvious ways.
Dimension and Generation by { e , V } . We have already shown that
G = CGi satisfies axioms (i)-(iii) for a Grassmann algebra. It remains
to prove (iv) and (v).

Lemma 2. Let e l , ..., ed be a basis for V . Then e, # 0, where


D = {I, ..., d}.
Proof. Let w l , ..., wd be a dual basis to el , ..., ed. Then by proposi-
tion 3 above e , ( w l , ..., w d ) = 1 f 0.

Proposition 4. T h e e,'s are linearly independent, so dim G 2 2d.


Proof. Since the sum C Giis direct we need only show that the e,'s,
with s all of cardinality p , are independent. Let P be the set of all
such s. Now if we have CsePuses = 0 and if so E P, then

since e; = 0 and the ei anticommute. Hence, by the lemma 2,


aso= 0. QED

Proposition 5. T h e e,'s span G, so dim G = 2d.


Proof. Let w l , ..., wd be a basis for W. For s = {il , ..., ip},
i, < i2 < ... < ip , let
w, = (wi, , ..., win). Let el , ..., ed be the dual
basis for V . Then by proposition 3, e,(w,) = I , e,(wt) = 0 if s # 2.
4.4.Existence of Grassmann Algebras 61

Now for f E G p we have

where ~ ( i ,...,
, i,) is the permutation needed to put i, , ..., ip in
ascending order.
Applying this formula with f = e, gives

Hence f = Xsspf(ws)e,.
Problem 10. Prove that the shuffle permutations are a cross section
and use them to write out all possible products for p , q 2. <
Problem 11. Suppose we define another product on the collection
of multilinear alternating functions on W by: if f E Gp, g E G*,
p , q 2 1, then f*g = apqfg, where a,,, is a nonzero element of F , fg
is the old product. I n order that G = CGi be a Grassmann algebra
over V with * as multiplication we must have upq = a and a condi-
?*.
tion equivalent to the associative law. Derive this condition and use it
to express up* in terms of a,, , q 2 , ..., u ~ , - ~Conversely,
. show that
aij may be assigned arbitrarily, and that when we let ulj = j +1 the
formula for f*g is

f*g(4 = c; sgn (4fb 0 n)g(z0 0 4).


neS!J+,

This formula may be used to define multiplication instead of the one


we have given, but it does not work when the characteristic of F is a
prime < d. Our formula has the fewest possible terms.
Problem 12. Let e = {el, ..., e,} be a basis of V , 9 = gI(V),
J : 9+ V d the isomorphism of 9 onto the d-fold Cartesian product
of V given by J( T) =; ( Tel , ..., Te,), f E Gd(W ) the unique element
of G d ( W )such that f(e,, ..., ed) = 1 (f is an alternating d-linear
function on V d ) .Prove that det = f 3 J : 2’+F.
62 4. DIFFERENTIAL
FORMS

Problem 13. Let f E Gd(Fd*) be the unique alternating d-linear


function on = d x d matrices such that f ( 1 ) = 1. Prove that
f is the usual determinant of matrices.
Problem 14. Describe a natural isomorphism of G(V*) and G(V)*.
Use this to show that an inner product on V extends naturally to an
inner product on G( V ) ,since an inner product leads to an isomorphism
of V and V* which extends uniquely to an algebra isomorphism of
G( V ) and G( V*).Also work out the expressions for the inner product
on G( V ) in terms of a basis.

4.5 Differential Forms

Henceforth we will be concerned with the case V = M,*, mEM, a


manifold, W = M,, G,= G(M,*). Thus if (xl, ..., xd) is a coordinate
system at m, dx, , ..., dxd at m form a basis of M,*, so that every
element f of G,p is uniquely expressible as f = C,, a, dx,.
A diflerential p-form of M is a function 0 defined on some subset
E of M , whose value at each m E E is an element of Gmd.0 is a C"
p-form if, for each set of C" vector fields V , , ..., V , on M , the function
0( V , , ..., V,) defined on the intersection of the domains of 0 and of the
Vl 9 *.*, V , by
O(V1 9 ***, VD)(m) = em(V,(m), ***, Vp(m))

is C". Here 8, denotes the value of 0 at m. When there is no confusion


the "m" will be dropped.
A O-form is simply a real valued function on M . We notice that
0 is C" if and only if for each coordinate system (x, , ..., xd) and
(unique) expression 0 = C,, a, dx, we have a, E C".

Alternative Approach.We now relate our definition of forms to the


brief discussion of tensors given in 3.3. First form the following
tensor bundles over M :
Gp = v G,P.
mcM

The projection is the natural one, T : G,p+m. T h e differentiable


structure is given by taking as coordinate neighborhoods sets of the
form v = ul,caYG,p, where V is a coordinate neighborhood in M
with coordinates x1 , ..., xd , and v
has coordinates x, 3 rr , ..., xd o T
4.5. Differential Forms 63

plus the (g) functions w, , s E P , dual to the basis {dx,} of GnLPat each
point of V .
Alternatively, if Rd* is the dual of Euclidean d-space Rd, then by
dualizing the action of Gl(d, R ) on Rd we see that GZ(d,R ) acts on
Rd* by taking the transpose of the inverse and hence also on G(Rd*)p
by extending t o homomorphisms. Gp is then the bundle associated
to the bundle of bases B ( M ) by this action [see 3.3(3)].
A dzflerential p-form 0 on B C M is then a cross section of Gp over
E, that is, a map 0 : E - t Gp such that T O 0 = identity. 0~ C" if
0 is a C" map.
Orientation. If E is a vector bundle over M we let E, = the set of
nonzero vectors of E. E, is an open submanifold of E.
If M is connected then Gd, is either connected or has exactly two
components. This follows easily from the facts that any path in M can
be lifted to a path in Gd, and each fibre of Gd, has exactly two com-
ponents (d = dimension of M ) .
M is orientable if Gdohas two components. Each component of
Gd, is in this case called an orientation of M . M is nonorientable if
Gd, is connected.
Lemma 3. A paracompact manifold M is orientable if and only if
M admits a continuous, nonvanishing, globally defined d-form.
Proof. Suppose 0 is a continuous, everywhere defined d-form with
values in Gd,. Let y be any curve in Gd, which begins and ends in the
same fibre GmdO= nonzero elements of Grnd.Since Grid is one-
dimensional for each n E M , we may write y ( t ) = a ( t ) O(T o y ( t ) ) ,
where a is a continuous real-valued function. Now a ( t ) is never zero,
so a ( t ) is of constant sign. Hence, the initial and final points of y are
in the same component of G,,,d,. Thus there is no curve connecting
the two components of Grndo,so Gd, is not connected and M is
orientable.
Conversely, suppose that 11.1 is orientable. Let {Ui} be a locally
finite covering of M by connected coordinate neighborhoods, {fi}
an associated C" partition of unity. Choose an orientation of M . Then
for any connected coordinate neighborhood U with associated coordin-
+
ates xl,..., xd, = dx, is a continuous cross section of U in Gag,
+
so either or -4 is in the chosen orientation. Thus we get +i defined
on U , with values in the chosen orientation and 0 = C fi+i defines
the desired nonzero C" d-form. Q E D
64 4. DIFFERENTIAL
FORMS

For an orientable M such a 8 is called a volume element of M .


If M is not connected, then we say that M is orientable if every
component of M is orientable, and an orientation of M is a choice of
orientations for every component.
There are other conditions equivalent to orientability which are
sometimes used as the definition. They are
(1) M is covered by coordinate neighborhoods in such a way that
any two systems are related by a system of equations having positive
Jacobian determinant.
(2) (When M is connected.) T h e bundle of bases B ( M ) is not
connected. B ( M ) will then have just two components, each re-
presenting an orientation of M .
Problem 15. Prove that the following manifolds are orientable:
(a) T h e tangent bundle of any manifold.
(b) A parallelizable manifold, hence, Lie groups.
(c) Complex manifolds and almost complex manifolds.

4.6 Exterior Derivative

T h e exterior derivative d is a map which assigns to each C" p-form


8 a C" (p + 1)-form d8 such that
(i) if p = 0, d8 agrees with the definition of the differential of a
C" function (see 4.1),
(ii) domain of 8 = domain of d8,
(iii) d is R-linear,
+
(iv) if 8 is a p-form, 4 a q-form, then d ( @ ) = (do)(b (- l)W(d+),
(v) d(d8) = 0 for all 8.

Theorem 1. There is at most one map d satisfying (i)-(v) above.


Proof. If we write 8 = C,,, a, dx, on the intersection of the domains
of 8 and the xi , we must have
4.6. Exterior Derivative 65

Now by (iv) and (v)

d(dx,) = 2 (-
i=l
9
1)j-1 dXi, . . . d(dXij) ... axip
= 0.
Thus we get d0 = XEp Cj”=l DZja,d x j dx, as the unique expression
for do.
There is one point that has been passed over; namely, when we
wrote (l), we should actually have put for the left-hand side
46 I(domaln o n domain { z i j ) )!

and what we claim is that this coincides with


do I(domaln 8 n domaln {xi)) *

A similar remark holds for the right-hand side of (1). Thus we still
must show that if 0 and C$ agree on an open set U , then d0 and dC$ also
agree on U . T o do this we let f be the function with domain U and
value 1 at every point of U. Then f 0 and f + are equal and have the
same domain U. By (i) df = 0, so by (iv)
de lu = f d e = d ( f e ) = q+)
= f d + = d+ iU,
as desired. This concludes the proof of the theorem.
T h u s we have demonstrated the form which d must take in a
coordinate system. In order to show that d exists we would have to
show consistency in overlapping coordinate systems. This is actually
quite easy, since we can verify (i)-(v) for a coordinate neighborhood,
and then the uniqueness and consistency under restriction to smaller
domain will give the consistency on the intersections of coordinate
neighborhoods. Now we develop an intrinsic formulation of d which
will be used extensively later.

Intrinsic Formula for d . Let 0 be a C“ p-form. Then we define an


R-(p + I)-linear function 0 of ( p + 1)-tuples of Cm vector
fields into C” functions on M by

B(vl , ..., v,,,) = 2 (- 1)i-l v,e(v,, ..., vi-l , v,+~, ..., v9+,)
a
66 FORMS
4. DIFFERENTIAL

If t , , ..., t,,, E M , , , m E domain of 8, choose vector fields V , , ...,


V,,, such that Vi(m)= t i . Define dO(t,, ..., tp+l)= 8(Vl, ..., V,,,)(m).
We must show that this definition is independent of the way in
which V l , ..., V,+, are chosen. This will be proved in a series of
lemmas.

Lemma 4. If Vi and W icoincide in a neighborhood of m for


i = 1, ..., p + 1, then 8(V1 , ..., VP+,)(m)= 8(W,, ..., WP+,)(m).
Proof. This is clear from the definition of 8.

Lemma 5. (a) B(fV, , V , , ..., V,,,) = f 8 ( ~ , ...,


, vP+~).
(b) 8 is alternating, that is,
8( v,, ..., vz , ... vj , ..., V,,,)
) = -B(V, , ..., vj , ..., vi , ...)vD+l).

(c) B(V1 , ...,fvi , a'., Vp+l)= fQ( V , , ..., V,+,).


Proof. (a) follows from problem 1.14 and the definition of 8.
(b) follows immediately from the definition of 8. (c) then follows from
(a) and (b).

Lemma 6. d8 is well defined, that is, 8(Vl, ..., Vp+,)(m)is inde-


pendent of the choice of Visuch that ti = Vi(m).
Proof. Let xl, ..., xd be coordinates at m. Then Vi= CiaiiDx, in a
neighborhood of m. If Wi(m)= Vi(m), then W i= CibiiDxj and
aij(rn) = bij(m)for all i,j. By lemma 4 we need only to consider 8 in this
coordinate system. By (c) of lemma 5 ,

= B(w1 , ..., wp+l)(m). QED


Theorem 2. The map 8 + d8 defined via 8 above is the exterior
derivative, that is, satisfies properties (i)-(v).
Proof. Properties (ii) and (iii) are obvious from the definition. We
verify property (i) directly; namely, let 8 = f~ C", and we show
d8 = 4f. Let EM,, V a vector field such that V(m) = t. But
e ( V ) = (-I)l-lVf, the other terms being vacuous. Hence, at m
&(t) = 8(V)(m)= V ( m ) f = tf = df(t), as desired.
4.6. Exterior Derivative 67

T o show the other properties we establish that d coincides with the


operation defined locally in the proof of theorem 1. Let d denote this
operation, that is, if xl, ..., xd are coordinates, then for
% =zasdx,
SEP

d0 =
SEP
2 D,,
i
a , dxj dx,.

Now the assignments 0 -+ d%and 0 -+ & are both R-linear. Further,


if 0 and q5 agree on a neighborhood then d0 and dq5 also agree on this
neighborhood. Hence it is sufficient to show they are the same for 0 =
f dx, , and by linearity of forms it is enough to show that d0 and 20
agree when applied to ( V , , ..., Vp+l),where Vi = 0, :
'i

av1 , a*., V,+l) = 2 D,,f dx, dxs(V1 ... V9+1)


k
9 >

= 2 D,,f 2 s g n b ) dxk(T/,l)dxs(Vnv,,
k RGK
> * * a 9 V37n(p+1,),

where K is a cross section of S,S, in S,+, . Using shuffle permutations


7r2 < +
< n ( p 1) we get

On the other hand, since [ V i, V j ]= 0,

and since dx,(Vl , ..., Vm-, , V?,#,,


, ..., V,,,) = constant,

Problem 16. Write out in full the intrinsic expression for d0 when
0 is a 1-form and a 2-form. In the latter case use skew-symmetry
to put it in the form of a sum over the cyclic permutations of 1, 2, 3.
68 4. DIFFERENTIAL
FORMS

Problem 17. If U , V , W are constant vector fields (brackets all 0)


on R3 and X is a C" vector field, set up correspondences between the
various parts of the calculus of differential forms and ordinary vector
analysis to obtain the following formulas:
from the intrinsic formula for d:

gradf . U = Uf, curl X . U x I/ = U ( X . V ) - V ( X . U )


(div X ) U . V x W = U ( X . V x W ) + V(X . W x U) + W(X . U x V)

(These formulas could be used to define grad, curl, and div.)


from axiom (iv) for d:

+
grad cfg) = g gradf fgrad g
curl (fX) = (gradf) x X +
fcurl X
+
div (fX)= (gradf) . X f div X
div(X x Y ) = (curl X ) . Y - X . curl Y

from axiom (v) for d:


curl gradf = 0, div curl X = 0.

4.7 Action of Maps

If M , N are manifolds, 4 : M 4N a C" map, then we have seen


that 4 carries functions on N into functions on M by composition and
carries tangents on M into tangents on N. We now define a map +*
of forms on N into forms on M , namely, +* : 8-+ 8 o d+, that is, if
8 is a p-form on N , then

+*(W,,
..., b) = @(&t l , .*.,4 tn).
Notice that on the space of 1-forms at a point +* is just the usual
dual linear transformation to dd.

Theorem 3. 4* is a Grassmann algebra homomorphism and it


commutes with the exterior derivative.
Proof. That 4* is a Grassmann algebra homomorphism is automatic
from the definition of multiplication.
4.7. Action of Maps 69

T o prove that 4* commutes with d we notice first that both 4* and


da r e R-linear and that it is a local problem. Locally forms are generated
by functions and differentials of functions. Using the fact that +* is a
homomorphism and d is an antiderivation the problem is reduced to
consideration of individual factors of terms, namely, to functions and
differentials of functions. But we have for any function f on N

$* df = 4f o d+ = d ( f o 4) = d($*f) and
d(+* df) = d ( d ( f 0 4) = 0 = +*(O) = +*(d(df)). QED
Example. If 8 = u2 du, + u, du, + u, du, and rj : R2 + R3 by
4 = (sin u1 cos u 2 , sin u, sin u 2 , cos u,), then

+*O = sin u1 sin up d(sin u, cos i d 2 ) + cos u1 d(sin u1 sin u2)


+ sin u, cos u pd cos u1
= (sin u1 cos u, sin u2 cos u2 + cos2 u1 sin u2 - sin2 u1 cos u2)du,
+ (-sin2 u, sin2 u2 + sin u1 cos u1 cos u2)du,.
Problem 18. Denote by X ( M ) the collection of all C“ forms defined
on open subsets of M , X p ( M )the collection of C” p-forms; sometimes
we shall omit “(M).”
Let X be a vector field and define a linear function i ( X ) : X +3?
satisfying the following conditions:
(a) i ( X ) : 3 ? p + X p - - l , p 3 1, i ( X ) ( X o )= 0.
( b ) i ( X ) is an antiderivation, that is, if 6’ E Z p , 4 E 33, then
+
i(X)(04)= ( i ( X >8) 4 (- l)”O(i(X)4).
(c) If 8 E X1,then i ( X ) 8 = 8 ( X ) .
Show that there is a unique function satisfying (a)-(c), and verify
the formula i ( X )8(X,, ..., X,-,) = 8(X, X , , ..., XP-,), where O E X p ,
and X , , ..., X,-, are vector fields.
Problem 19. Show that L,, the Lie derivative of X , restricted to X
is a derivation. Show that i ( X ) d +
d i ( X ) is a derivation. Hence
prove the formula
L , = i ( X )d d i ( X ) +
by showing that it holds for functions and differentials of functions.
Problem 20. Let G be a Lie group, X , , ..., X , a basis for the left
invariant vector fields on G, ciik the constants (structural constants)
70 4. DIFFERENTIAL
FORMS

such that [Xi, X j ] = C,cijkX,. Define dual l-forms w1 , ..., wd to


the Xiby w i ( X j ) = Sij (constant function). Prove
(a) wi is left invariant, that is, for every g E G, L,*wi = wi.
(b) dwi = - ~ C j , , c j k i w j w=
k C j < k c j k i w k w j . (This is called the
equation of Maurer-Cartan.)

4.8 Frobenius' Theorem.

A K-dimensional codistribution E on a manifold M is a map which


assigns to each m E M a k-dimensional subspace E9nof Gml. E is a C"
codistribution if for each m E M there is a neighborhood on which are
defined k C" 1-forms which span E a t each point of the neighborhood.
A submanifold N of M is an integral submanifold of E if for each
n E N , En = annihilator of dI(N,), where I : N -+M is the injection
map. E is completely integrable if there is an integral submanifold of E
through each point m E M. The distribution associated with E is the
( d - k)-distribution D defined by D, = annihilator of Ent.

Lemma 7. Let W , be the ideal generated by Em in G,. Then


wE W,. if and only if for every t , , ..., t , ED, we have w ( t l , ...,
t,) = 0.
Proof. If 8,, ..., Ok is a basis for E m ,then if o E W,. we have
w = Ci+i8i, +i E G,P-l. Thus
4 1 , * * a , tv) = C;+iW,, a * * , tP)
i

= 2 (- i ) q q t l , ...,
i.1
tj-l , tj+l , ..., t P )ei(tj)

=o
since t j E D,, = annihilator of En&.
Conversely, if w ( t l , ..., t,) = 0 for every t , , ..., t, ED,, let
8k+l, ..., Od be a completion of e l , ..., 8, to a basis of G,,1, and let
e l , ..., ed be a basis dual to 0, , ..., ed. Then e k + l , ..., ed span D,,
and if we write w = CsEpa,8,,we have, if k < j, < <j , ,
4.9. Vector-Valued Forms and Operations 71

Hence each term of w must have a Oi with i < k, that is, w E W,.
Frobenius' Theorem [29]. Let E be a C" k-dimensional codistribution
on M . Let W be the function which assigns to each rn E M the ideal
W, generated by Em in G,. Then E is completely integrable if and
only if W is invariant under the exterior derivative operator, that is,
d( W )C W .
We shall show that this theorem is equivalent to theorem 1.6,
which says that a C" distribution is completely integrable if and only
w>
if it is involutive. First notice that the condition d( C Wis equivalent
to the assertion that for each m E M there is a local basis of 1-forms
8, , ..., 8, in E such that do, E W.
We have E is completely integrable if and only if the associated
( d - k)-distribution D is completely integrable if and only if D is
involutive if and only if Oi(Vj) = 0, i = 1, ..., k; j = 1, 2 implies
Oi([V,, V,]) = 0, i = 1, ..., k if and only if Oi(Vj)= 0, i = 1, ..., k;
j = 1, 2 implies dO,(V,, V,) = 0, i = 1, ..., k, (theorem 2) if and
only if do, E W , i = 1, ..., k (lemma 7). QED
Problem 21. Derive the integrability condition given in problem
1.29 for the 1-codistribution spanned by the 1-form P du, +
Q du, +
R du,. (Hint: Use problem 4.)
Problem 22. Let w be a p-form with p <
d - k. Prove that w is in
the ideal generated by linearly independent 1-forms e l , ..., 8k if
and only if we1 ... Ok = 0.
On the other hand, if p > d - k, then w is always in the ideal
generated by 8,, ..., $ k , so this shows: W is the space annihilated
by multiplication by 8, ... $k.

4.9 Vector-Valued Forms and Operations

Let V be a vector space over R, M a manifold. A V-valued p-form


on M is a map w which assigns to each t , , ..., t p E M , an element
w ( t l , ..., t P )of V such that iff is any element of the dual space of V
then f o w is a (real-valued) p-form on M .
Examples. (1) If V = Rd, then a V-valued p-form is simply a
d-tuple of p-forms ( w , , ..., w d ) = (ul o w , ..., u d o w ) .
(2) If V = gl(Rd), the Lie algebra of d x d matrices, then a
V-valued p-form is just a matrix of p-forms (wii).
72 4. DIFFERENTIAL
FORMS

+
If is a g-valued p-form, w a g-valued q-form, where g is a Lie
+
algebra, then [+, w ] is the g-valued ( p q)-form given by

where K is a cross section of S,Sq‘ in S,,,.


Note that [+, w ] = (- l)”q-l[w, +] since we get an additional
factor of - 1 when we change the order of bracketing, besides the
factor (- l)pq resulting from-reversing the order of the forms.
+
If is a p-form with values in a space of linear transformations on a
vector space V , and w is a V-valued q-form, then #w is defined as a
+
V-valued ( p q)-form by

where K is again a cross section as above.


Problem 23. Let G be a Lie group, g its Lie algebra. Define g-valued
1-form w on G by w ( X ) = X for every X E Q that, is, if x = X ( g )
) X.
then ~ ( x =
(a) Prove that w is left invariant.
(b) Prove that dw = - 3 [w, w ] .
(c) If X , , ..., X, is a basis for g, then we may write w(x) =
Ciwi(x) X i , defining real-valued 1-forms w , , ..., w,. Prove that
w , , ..., w , are the same as in problem 20, so that (b) is a coordinate-
free form of the equations of Maurer-Cartan.
Problem 24. (a) If +, w are gl(d, R)-valued forms, define the product
+w using matrix multiplication instead of bracket multiplication as
above.
(b) Show that [+, +l(X, Y ) = 2[+(X),+(Y)I = 2#+(X, Y ) when
+ is a 1-form.

4.10 Forms on Complex Manifolds [23, 30, 50, 921

If M is a complex manifold, then the differential forms are defined


in terms of Grassmann algebras over the complex field, and the
operation J (problem 3.10) on the real tangent spaces induces a
bigradation of the forms. As in problem 3.10, we have the various
4.10. Forms on Complex Manifolds 73

+
tangent spaces A,,,, F m, a n d z , , . Since F m = d m i A n L, J may
be extended to be a complex linear endomorphism of F m ,still
satisfying J z = -1. T h e dual of J extends to a derivation J* of the
complex Grassmann algebra G(F,n*).
w E G P + Q ( F m * ) is called an element of type ( p ,q) if J*w = ( p - q ) iw.
By allowing m to move over M , we define complex differential forms
of type ( p , q). We denote the set of these objects byXP,Q(M). Elements
of %'pq0 are called holomorphic p-forms.
Problem 25. For f a complex-valued C" function on M , define df and
show that it is a complex differential I-form.
Problem 26. For a complex coordinate system (z, , ..., zd), show that
the dzi , dZi at m, with 1, generate G (F m * ) .Express a form of type
( p , q) in terms of these generators, and show that
G'(Fm*) = C GP'q(Fm*).
p+q=r

Find dim Gp*Q(Y,*).

Problem 27. Show that w E X ~ PifOand only if w ( X , , ..., X,) = 0


whenever X,E 2.
Problem 28. Show that d = d' + d", where d' : X P ~ q + X p + l , q and
d" : X P - Q - - + X P , Q + l . Also verify that (d')2 = 0 = (d")2 and d'd"
- - d'ld'.
-

Problem 29. Show that the algebras X P v Q may be defined for a


manifold with an almost complex structure.
Problem 30. For any almost complex structure,
dlyO,1 = d"0 + d1.1 + d 0 . 2 ,
where d p , Q : X o J - + X P - Q . Show that the condition for the almost
complex structure to be a complex structure (see problem 3.1 1 et al.)
is equivalent to d2Yo = 0, and hence to the assertion of problem 28
above.
CHAPTER 5

Connexions

T h e definition of a connexion on a principal bundle is given and the


horizontal lift of a curve and parallel translation are established. T h e
curvature form is defined and the structural equation is proved.
Existence of connexions, connexions on associated bundles, and
structural equations for horizontal forms are discussed, and holonomy
groups are introduced via a sequence of problems [49, 50, 66, 831.

5.1 Definitions and First Properties

T h e appropriate vehicle for certain differential geometric structure


on a manifold appears to be a connexion, which in a special case,
treated in the next chapter, is equivalent to the formulations in terms
of the more usual notion of parallel translation. Connexions are
associated with principal bundles over a manifold, and for the most
part we shall be considering only connexions on the bundle of bases.
However, many fundamental properties of connexions hold on a
general principal bundle, and these we develop in this chapter.
Let P be the bundle space of a principal bundle over M with struc-
tural group G and projection map T : P + M .
Let V be the dim(G)-dimensional distribution on P of vertical
vectors, that is, for p E P,
V, = { t E P, ~ d7r t = O}.

Recall that there is a homomorphismh : 9 +. g defined by the right


action of G on P (3.1): if X E 9,p E P,then ( h X ) ( p )= dp(X(e)),where
p is here regarded as the injection of G into P given by p(g) = p g .
Then the elements of g are vertical, for if = AX, then

) O
d ~ ( X ( p )=) d ~ d p ( X ( e )=
14
5.1. Definitions and First Properties 75

since rr o p is the constant map G 4rr(p). Further, if t E V, , then


there exists an E fi such that x(p)= t , since p maps G onto rr-l
( ~ ( p ) ) Hence,
. the elements of fi span the vertical space at every point,
which shows that V is indeed a distribution with dimension equal
to dim(g) = dim(G), and further, V E C". Indeed, if Uis a distinguish-
ed neighborhood of ~ ( p )F , the associated map into G, then the map
p: G -+ n-l(m) may be factored as follows: p = (n x F,)-l(m, LFU(,)),
from which follow the desired properties. (See remark near the be-
ginning of 3.2).
A connexion on the principal bundle (P, G, M ) is a d-dimensional
distribution H on P such that
(i) H EC",
(ii) for every p E P, H, + V , = P, , that is, H, is a linear com-
plement to V , ,
(iii) for every p E P , g E G, dRgHp = HPg.

FIG. 16.

+
If t E P, , we write t = V t H t , where V t E V , , H t E H,.
If X is a vector field, then we write also (VX)(p) = V(X(p)),
(HX)(p) = H(X(p)). Elements of H , are called horizontal.
Problem 1. Prove that X E C" if and only if V X and HX E C".
Since dn lx, is one-to-one, drr: H , w Mn(p, by dimensionality.
Hence, to every vector field X on M there corresponds a unique
vector field 2 on P, called the (horizontal) lift of X, with the properties
that for everyp E P, x ( p ) E H, and drr T ( p ) = X(rr(p)). From problem
76 5 . CONNEXIONS

1 it follows that if X E C", then E C". We also have


dRJ= X, gEG,
7-2
R+P=(X+Y)
r--J

H [ X , PI = [ X ,Y].

All these properties are trivial to verify.


We now give the dual formulation of a connexion.
T h e 1-form of a connexion H is the Lie algebra valued 1-form 4 on
P defined by:
if p E P, t E P, , then + ( t ) = that X E g such that x(p)= Vt.
A p-form w on P is called vertical (horizontal) if it vanishes when
one or more of its entries is horizontal (vertical). If w has values in g,
then it is called equivariant if, for every g E G, w o dR, = Ad g-l o w.
Notice that the definition of a vertical form depends on the existence
of a connexion, that is, a notion of horizontal tangents, whereas the
horizontality of a form is a notion that is independent of a connexion.

Lemma 1. T h e 1-form 4 of a connexion H has the following


properties:
(i) C$ is vertical,
(ii) If X E g, x
E 8, then +(x(p))
= X , all p E P,
(iii) 4 is equivariant,
(iv) 4 E C".
Proof. (i) and (ii) are trivial. (iii) follows immediately from 3.l(b).
Let X be a C" vector field on P, so there exist functionsfi such that

where xi
E g. Then the f i E C" [25, prop. 1 , p. 881, s o $ ( X ) = Cif,Xi
E C", proving (iv).
T h e properties (ii)-(iv) characterize 1-forms of connexions in the
following sense.

Theorem 1. If 4 is a 1-form on P with values in g satisfying proper-


ties (ii)-(iv), then there exists a unique connexion H on P such that
5.2. Parallel Translation 77

4 is its
1-form. Hence, there is a one-to-one correspondence between
such 1-forms on P and connexions on P.
Proof. {t E P, I +(t) = O}. Then for t E P,, let Vt
Let H p =
= 7b(t)(p),so t Vt E H,, which proves property (ii) in the definition
-

of a connexion. Further, for any g E G, 4(dR,t) = Adg-l4(t) = 0 if


t E H , , so dR,t E HPg. Hence, dRgHpC H,, , which - proves (iii).
Further, if X is a C" vector field on P, then V X = + ( X )E C", so
H X E C". From this it follows trivially that H E C", which establishes
that H is a connexion.
Because of this theorem we shall sometimes speak of q5 as being the
connexion.
Problem 2 . Let 4 and I) be two connexion forms on P and f a C"
function on M . Show that:
(a) ( f o T ) + + ( l - - f o T ) $ i s a c o n n e x i o n f o r m o n P.
(b) If t E Pp and t = t , + +
t , , t = ' t , ' t , are the horizontal and
vertical decompositions of t with respect to the connexions of 4 and
$, find the decomposition with respect to the connexion of
+
(fo T ) 4 (1 - f o T ) $. [Hint: +('tl) = -$(tl).] In particular,
when we take f = constant, this shows that the connexions of P
form an affine space.

5.2 Parallel Translation

If y is a broken C" curve in M , then a (horizontal) lift of y is a


broken C" curve 7 in P such that (i) 7 is horizontal, that is, 7* is
horizontal, and (ii) T o 7 = y. By broken we mean y is continuous
and piecewise C".

Theorem 2. Let y be a broken C" curve in M , y : [0, 11 -+ M .


Let p E n-l(y(0)). Then there exists a unique lift 7 of y such that
Y(O> = P.
Proof. We may assume that y is C" since we may chain the lifts of
pieces together, in fact, in only one way.
Extend y to a C" map of ( -E, 1 + 6 ) = I into M . Then by problem
3.6, N = { ( r , q ) E Ix P I y ( r ) = n(q)} is the bundle space of a
principal bundle ( N , G, T ' , I ) . The map 0 : N -+ P by B(r, q ) = q may
78 5. CONNEXIONS

be used to get a connexion on N ; the 1-form of this connexion is


6 = 8*+ (see problem 3 below).

FIG. 17.

Let X be the unique horizontal lift of D on I to N , and let u" be the


integral curve of X starting at (0, p ) . T h e domain of u" is all of I since
it could be extended about a neighborhood of the upper limit otherwise.
We define 7 = 8 o u". It is obvious that 9 is a lift of y , and since
+(f*) = +(do o u"*) = +(X)= 0, 7 is horizontal.
That 7 is unique follows easily from the fact that any lift can be
factored through N via 0 and a lift of u, but the latter is obviously
unique. QED

Corollary 1. If H is a connexion on (P, G, M ) , y a curve in M as in


the theorem, then there is defined a diffeomorphism T, of n-l(y(0))
onto r-l(y( l)), called parallel trailslution from y(0) to y( 1) along y.
T,, is independent of the parametrization of y and satisfies
T, o R, = R, o T, , all g E G. Further, if y and a are two such curves
with o(0) = y(l), then T,, = T, o T,.
Proof. Let p E n-l(y(O)),f be the lift of y with P(0) = p , and define
T,(p) = 7(1). We use the right invariance property, which is trivial,
to prove T, E C" and T, is a diffeomorphism: if po is any fixed element
of n-l(r(O)), Pl = T,(Po), then T,(Pog) = T,(Po)g, so
T , = p , o pop1: n-'(y(O)) + G + r-l(y( 1)).
5.2. Parallel Translation 79

T h e other properties are immediate.


We remark that a concept of parallel translation is equivalent to a
connexion; namely, if we have parallel translation in P given and satis-
fying right invariance and certain smoothness conditions-specifically,
tangent curves give coincident infinitesimal transformations-then
the connexion may be recovered by differentiating as follows: let
y be an appropriate curve in M , p E r-l(y(O)), and let t E P, such
that d r t = y*(O). Then define Ht = T,(p),(O),where we view
T,(p) as the curve t 4 parallel translate of p from y(0) to y ( t ) along y.
T h e following result provides an interesting interpretation of the
connexion form.

Corollary 2. Let y, 7 be as in theorem2, and let T be any other lift


(not necessarily horizontal). Define 01 : I+ G by: a(r) is the unique
element of G such that 7(r) = T ( ~ ) O I ( T ) .
* ( r- $) ( ~ * ( r ) ) . (We are identifying G, with
Then d R ( a ( r ) - ~ ) ~=
g by left translation.)

FIG. 18.

Proof. Let I,: G ---f P by I,(g) = ~ ( rg.) It is trivial to verify that


I , o L, = ~ ( rg): G + P. By theorem 1.2, where the map P x G + P
is right action, we have
?*(r) == dIra*(r) + dKa(r) (1)
80 5. CONNEXIONS

Now

) ) dLa(,t-l(a*(r)),recalling our identification


Therefore, ~ $ ( d I ~ a * ( r=
of G, and g.
O n the other hand, 4(dRacr,7*(r))= Ad a(r)-l d ( ~ * ( r ) by ) , the
equivariance of 4. Hence, since is horizontal, applying 4 to (1) gives

~L,c,t-+*(r)) = - Ad ‘Y(r)-l +b*(r))

Problem 3 . Let ( f B ,f , ,f M ) : ( B , G, M)-+(B’, G’, M’) be a bundle


map with df, : g + g’ an isomorphism onto. Show that any connexion
on B’ induces in a natural way a connexion on B. In particular, if
f:M -+ M’ and ( B , G’, M ) is the bundle induced by f over M , then
this will be the case.

5.3 Curvature Form and the Structural Equation

Define, for a form w on P, the form Dw by

Dw = dw o H .

where H is a connexion. More precisely, if w is a p-form, then for


t , , ..., tptl E P, , Dw(tl , ..., t,+,) = dw(Ht, , ..., Ht,,,). Note that
Dw is always horizontal.
T h e curvature form @ of a connexion H with l-form4 is the horizon-
tal g-valued 2-form D+.It is easy to verify that @ is equivariant.
We need the following lemma for the proof of Cartan’s structural
equation.

Lemma 2. If X E g, V a horizontal vector field on P, then [x,V ]is


horizontal.
5.3. Curvature Form and the Structural Equation 81

Proof. We cannot apply theorem 3.1 directly, since the horizontal


vector fields do not form a finite-dimensional vector space. However,
we may derive the result indirectly as follows. Let V, be a right
invariant horizontal vector field, that is, a horizontal lift of a vector
field on M . Then, taking 9 = {Vi> in theorem 3.1, we have
[x, V,] = 0. Now locally we may write V = Z i f i V i , where the Vi
are horizontal and right invariant and the fi are C“ functions on P .
Then [x, V ] = X i ( z f i ) V , , by problem 1.14, which is certainly
horizontal.
Problem 4. Applying the formula L8 = i(x)
d + di(x) to the
+
connexion form and evaluating on the horizontal vector field V ,
show that +( [x,
VJ)= 0, thus giving an alternate proof of the lemma.
[Hint: Notice that the one-parameter group of transformations
x
associated with is right action by e“. Hence LR(+) is vertical.]

Theorem 3 (structural equation). If 4 is the 1-form of a connexion


on P, @ its curvature form, then
d+ = - Q [+,41 + 0-
Notice that if G is a matrix group and 9 is identified with a space of
linear transformations, then - &[+,+] = +.
Proof. We show that the above 2-forms applied to vector fields X ,
Y on P agree. Since forms are linear, we need only consider the cases
for which the X,Y either belong to fi or are horizontal, in all com-
binations.
(i) X , Y Eg, so there are elements X’, Y’ E g such that = X,
P’ = Y , and hence +(X)= X’, +(Y)= Y’. Now by theorem 4.2

W X , Y ) = X + ( Y )- Y+V)- +([X,YI)
= X ( Y ’ ) - Y ( X ’ )- [X’,
Y’]
= - H+>+l(X,Y )
= - Q [+,+ l W , Y ) + @ ( X ,Y ) , (4.9)
as desired, since @ is horizontal. Note that X ( Y ’ ) = X(constant
g-valued function on P ) = 0, and Y ( X ’ )= 0 similarly.
(ii) X E g, Y horizontal. Let X‘ E g be as in (i):
& (X, Y ) = X + ( Y ) - Y+(W - N X ,YI)= 0,
82 5. CONNEXIONS

since + ( Y )= 0, + ( X ) = constant, and [X,Y ] is horizontal by the


lemma. On the other hand, @ is horizontal, so @ ( X , Y ) = 0 as X is
vertical, and [+,+ ] ( X ,Y ) = 0 since Y is horizontal.
(iii) X,Y both horizontal. + ( X ) = 0, +( Y ) = 0, and
@ ( X ,Y ) = d4(HX, H Y ) = d&Y, Y),
which is the structural equation in this case. QED
Remark. T h e restriction of the structural equation to vertical vectors
is essentially the equation of Maurer-Cartan. Another interpretation
is that it says that d+ has only a horizontal and a vertical part with no
mixed part.

Theorem 4 (the Bianchi identity). If @ is the curvature form of a


connexion on a principal bundle P, then
D@ = 0.
Proof. From the structural equation,
D@ = D db, - D[+,
43.
Now Dd+(X,, X , , X,) = ddcj(HX,, H X , , HX,) = 0, since d2=0.
Also, D[+,+] = 0, since [+,#I is a vertical 2-form, and so vanishes
when one of its entries is horizontal. Hence, D@ = 0.

Theorem 5. Let H be a connexion on P, @ its curvature form.


Then @ = 0 if and only if H is an involutive distribution, which in
view of theorem 1.6, means that P admits local horizontal cross
sections. In particular, if M is simply connected, then by a standard
monodromy argument P must be the trivial bundle. A connexion
with @ = 0 is called p a t .
Proof. If X , Y are horizontal vector fields on P, then

@(Z
Y) = 4 ( X , Y ) = X W ) - Y 4 V ) - N X , Yl)
= -MX, Yl);
so H is involutive if and only if [ X , yl is horizontal if and only if
@ ( X , Y ) = - + ( [ X , yl) = 0, which implies @ = 0, as asserted.
Problem 5. Let H be a closed subgroup of a Lie group G and consider
the principal bundle (G, H , GIH). Let C$ be a connexion and show
5.4. Existence of Connexions 83

that 4 o dR, = dR, o 4. Now assume 4 is invariant under dL, for


every g E G. Show that
(a) 4 defines a projection$: g -+ @ of the corresponding Lie algebras,
(b) if m = ker$, then [m, $1 C m,
(c) conversely, if g = m + ij (direct sum) with [m, $1 C m, then the
projection of g onto $ gives rise to an invariant connexion in the above
sense. Hence, there is a one-to-one correspondence between invariant
connexions on (G, H , GIH) and reductive complements m of $. An H
admitting such an invariant complement m is called reductive in G
(the name arises from the fact that the adjoint representation of G
restricted to H is reducible to the adjoint representation of H plus
the representation of H on m via Ad,, at least if H i s connected).
(d) For the connexion 4, show that the curvature form may be
considered as defined on g x g, and derive a formula for it.

5.4 Existence of Connexions and Connexions in


Associated Bundles

Existence of Connexions. C" connexions exist in abundance. I n Chapter


7 we shall establish the existence of Riemannian connexions on
B ( M ) . Here we show that any principal bundle (P, G, M ) , with M
paracompact, has a connexion.
Let {Ui} be a covering of M such that n--l(Ui) is trivial. Let
{fi}be a C" partition of unity subordinate to the covering { Ui}.Let
+i be a flat connexion on n--'( Ui)and define 4 = X(fio n-) bi.4 is a
not necessarily flat connexion form on P.
Problem 6 . Verify that 4 is a connexion form.
Remark. If (P, G, n-, M ) is a complex analytic principal bundle over
a complex manifold M , it of course admits C" connexions, but in
general it will not admit a complex analytic connexion. A necessary
condition in a special case is given in [3].
However, real-analytic manifolds admit analytic connexions,
although the proof is much more difficult. See the remark following
theorem 7.2.
Associated Bundles. Let (P, G, M ) be a principal bundle with a
connexion H , and let ( B , G, F , M ) be an associated bundle with fibre
84 5. CONNEXIONS

F (see 3.3). Then in some sense H induces a “connexion” on B. To be


precise, there is a distribution H‘ on B which at each point comple-
ments the vertical tangent space. Further, there is a notion of parallel
translation of the fibres of B , which derives as before from the horizon-
tal lifts of curves.
Parallel Translation. Let y be a broken C“ curve in M , b E ~ ’ - l ( y ( O ) ) .
We define a lifting 7 of y into B which will turn out to be horizontal
in the sense below. Let f E F and p E P be such that ~ ( p= ) y(0) and
pf = 6 , wherep is here the map defined in 3.3. By theorem 2 there is a
horizontal lifting y of y into P with y(0) = p . Now define 7 by
p(t) = y ( t )f . We then define parallel translation T, along y from
n’-l(y(O>)to ~’-l(y(1)) as in P. Hence we have ?,‘ = T,(p) o p - l , so
parallel translation is a diffeomorphism.

The Distribution H’. Take b E B , p E P such that ~ ’ ( b= ) ~ ( p ) We


.
may view Pp as a subspace of ( P x F ) ( p , f ,, where f E F is such that
pf = b. Let A : P x F + B be the natural map (3.3), and define
H i = dA(H,). This definition is independent of p in view of the
right invariance of H , while it is clear that the lift defined above is
horizontal with respect to H ’ , if the definition of the map
p :F + r ’ - l ( r ( ~ ) )
is recalled.
Problem 7. Let 4, y5 be connexion forms, H , K their connexions,
H’, K’ the corresponding distributions on B. Show that if s, t E B, ,
+
H’s = s, K’t = t , and dn’(s)= dr’(t), then rs (1 - r ) t is in the
distribution on B of the connexion belonging to r+ +
(1 - r ) y5.
Problem 8. Determine all connexions on T ( R ) ,the tangent bundle
to R.
Problem 9 . Show that there exist horizontal distributions on associat-
ed bundles which are not connexions. [Hint: Take T(R) w R2 and
define a distribution with slope eu.]

5.5 Structural Equations for Horizontal Forms

We first prove a basic lemma.


Let G be a Lie group of diffeomorphisms of M , G x M - t M ,
5.5. Structural Equations for Horizontal Forms 85

and let 4 be a representation of G as nonsingular linear transformations


on a vector space V . Then there is an associated representation 4
of g as linear transformations on V , which may be defined as follows.
If v E V , X E g, then set $(X) v = X ( e ) v . This makes sense since v
is a vector-valued function on G, namely, v(g) = +(g) v ; and so is
mapped into a vector by the tangent X ( e ) (see 1.4, 2.2, and 2.6).

Lemma 3. Let X E and ~ w be a V-valued p-form, and let


Yl , ..., Y , be invariant vector fields on M .
(i) If w satisfies w o dg = +(g) w for all g E G, then
( 8 X ) w(Y1 9 .", Y,) = (AX) 4 Y l , *.., Y,),
where AX is the vector field on M defined in 3.1.
(ii) If w satisfies w o dg = +(g-') w for all g E G, then
-@X) w ( Y , , ..., Y,) = (AX) w(Y1 ) ..., Y,).
Proof. We shall prove (ii). T h e proof of (i) is similar. I f f € M , then
w ( Y l , ..., Y,) o f is a V-valued function on G, and in fact

4Y1, ..., Y,)of(g) = w(Y,(gf), *'., Y,(gf) = w(dgY,Cf), .a*, dgY,Cf))


= W1)W ( Y l ( f ) ) Y,(f))
= 4 Y l ( f ) , -*.* YD(f)) #(P)l
where +(g) = g-l, since the Yiare invariant and w is equivariant with
respect to the representation 4. Therefore we have
86 5. CONNEXIONS

Theorem 6. Let 4 be the 1-form of a connexion on P and let w be a


Q-valued, horizontal, equivariant p-form on P. Then we have the
structural equation for w :
dw = -[+ , wl + DfJJ.
Proof. We prove this by applying both sides to +
p 1 vector fields
Y , , ..., Yptl chosen from a set which locally spans the tangent space
to P . For this set we choose vector fields (AX}, X E ~to, span the
vertical tangent space. T h e remaining vector fields we choose in
various ways. We consider several cases.
(i) No Yiis vertical. We may then assume the Y , are all horizontal,
and so [$, u](Y1, ..., Yp+,)= 0 since $ is vertical. Also, H Y , = Yi ,
so D w ( Y i , ..., Yp+,)= d w ( Y l , ..., Yp+,>,which proves the result
in this case.
(ii) One Yi is vertical. Assume Y,+, = AX. We may choose
Y , , ..., Y p so that they are right invariant and so that [Yi, AX] = 0.
T o do this in the neighborhood of a point f E P, we choose a coordinate
system at f which derives from the local product structure of P. Then
the partial derivatives with respect to the variables coming from M
suffice, for they are clearly right invariant and they bracket correctly
with AX, since AX depends only on the other coordinates.
Now H(AX) = 0 implies that D w ( Y 1 , ..., Yp+,)= 0. We also
have from theorem 4.2

dw(Y1 , ..., Y,+l) = 2 (- 1)i-1 Y,w(Y,, ..., Y&+Y,+l, ... Y,+l)


i
)

= (-I)~Y,+,W(Y , ...,
~ Y,) since w is horizontal
= (-l)P(hX) W(Yl , ..., Y,)
= (-l)p+l ad X w ( Y l ,..., Y,)

by the lemma with 4 = Ad and 2.6, since w is equivariant,


= (-l)P+"X, W ( Y l ,..., Y,)]

= (-l)P++"X), W(Y, ..-,Y,)l I

= - 14,WI(Y1,.*.,y , , YV+I),

using 4.9 and fact that w is horizontal. This is what we wanted to


prove.
5.6 Holonomy 87

(iii) Two or more Yivertical. From the fact that w is horizontal it is


clear that everything vanishes. QED

Corollary. If Q, is the curvature form associated with 4, then we have


d@ = -[+, @I.
Proof. @ is horizontal and equivariant, and so the result follows
from the theorem and Bianchi’s identity.
We shall have several more occasions for employing the above
lemma in the ensuing chapters.

5.6 Holonomy [2,5, 51, 66, 77, 821

We develop the material in this section as a series of problems.


Let ( P , G, rr, M ) be a principal bundle with connexion 4. Let
P E P and define K, C G by K , = {g E Glpg is a parallel translate of p}.
Problem 10. K, is a subgroup of G,the holonomy subgroup of rp at p.
Problem 11. If p’ E P is a parallel translate of p, then K p = K,’.
Problem 12. If p’ = pg, g E G,K p <= K P g = g-lK,g. (Hence, the
holonomy group of 4 is defined up to isomorphism.)
Problem 13. Let K,, = {g E K , I pg is a parallel translate of p along
a null homotopic curve}. Show that K,, is an arcwise connected
normal subgroup of K p and hence an arcwise connected subgroup
of G, called the restricted holonomy group of 4 at p. It then follows
from a theorem of Yamabe [95] that K,, is a Lie subgroup of G.
Problem 14. There is a natural homomorphism of the fundamental
group of M based at ~ ( ponto
) the quotient group K p / K p 0 .
Problem 15. If M is simply connected, then Kpo= K,. For example,
if M = R, then K, = (1) since every connexion is integrable.
It is known that K,, is the component of the identity of K, [66]so
that K, is a Lie group. Let P,‘ = {p’ E P I p’ is a parallel translate
of PI-
Problem 16. (P,’, K,, M , T) ; 1 is a principal bundle, and the
inclusion ip: P,’+ P gives a reduction of G to K p . Furthermore,
i,*(+) is a connexion form on P,’.
88 5 . CONNEXIONS

Problem 17. If G can be reduced to a subgroup K via a bundle map


i : P' + P such that i*(+) is a connexion on (P', K , M ) , then for any
p E P', K , C K .
Problem 18. If @ is the curvature form of +, then for every p E P,
@(Pp, P,) C f, , the Lie algebra of K p . (Ambrose-Singer [2] prove
even more, namely, if V = {@(P,, P,)lp is a parallel translate of a
single p , E P}, then the Lie algebra generated by V is f,,. A later
result [ 701 shows that V spans fpo.)
Problem 19. Any discrete subgroup of the positive real numbers can
be realized as the holonomy group of a connexion on the bundle of
bases B(S1)of the circle, and no other subgroup can arise as a holonomy
group.
+ S1,
Problem 20. If is a connexion on (S2d+1, CPd),then the holonomy
group at any point is S1.
Problem 21. If + is a connexion on (S4d+3,S3, QPd),then the holon-
omy group is either S3or S1.
I n the above problems it will be found necessary to show that any
two broken C" loops which are homotopic are homotopic via a
homotopy which is broken C" at every stage, and that any homotopy
class of loops has a broken C" member.
CHAPTER 6

Afine Connexions

T h e additional structure available for a connexion on the bundle


of bases is defined, including the torsion form, basic vector fields,
the torsion and curvature transformations, and geodesics. T h e
additional structural equation is proved and difference forms are
considered, particularly in their relation to torsion and the configura-
tion of geodesics. T h e exponential map, completeness, and normal
coordinates are defined. The chapter concludes with a treatment of
covariant differentiation and the classical definitions of the above
[33, 49, 50, 66, 831.

6.1 Definitions

Let M be a manifold, B ( M ) its bundle of bases. Then a connexion


on B ( M ) is called an a@ne connexion. Since any connexion on a sub-
bundle of B ( M ) can be extended to an affine connexion by the right
action of the group GL(d, R), such a connexion is also called an affine
connexion.
From the notion of parallel translation in the bundle B ( M ) given
by an a 6 n e connexion we obtain a notion of parallel translation in the
tangent bundle, or parallel translation of tangents along curves. Since
the tangent bundle T ( M ) is an associated bundle of B ( M ) , we can
derive this property from 5.4, but it is simple enough to give an explicit
definition in this case.
If y is a curve in M and t E M,,, , m = y(O), then we obtain the
parallel translate of t along y to n = y ( u ) as follows: choose any
b E B ( M )with ~ ( b=) m,and let 7 be the unique horizontal lifting of
y to b. Then if y(s) = (y(s), e,(s), ..., ed(s)) and t = C,a,e,(O), we
define the parallel translate of t to be Caiei(u). I t is easy to check,
a9
90 6. AFFINECONNEXIONP

using the invariance of the connexion under right action, that this
transformation is independent of the choice of b over m.

6.1.1 The Solder Forms


B ( M ) always has defined on it certain horizontal l-forms, which
are independent of any connexion on the bundle.
T h e solder l-forms wi are defined as follows. Let t E B ( M ) , , where
b = (m,e, , ..., ed). Then
dx t = w i ( t )e,.

Or these w ican be considered as a single Rd-valued l-form w, defined


by
4) = ( w & ) , ..*,W d ( t ) ) .

Lemma 1. T h e solder form satisfies the following properties:


(i) w E C",
(ii) w is horizontal,
(iii) w is equivarient, that is, for every g E GZ(d, R),
R,*(w) = w o dR, = g-l o w,

where on the right-hand side g is viewed as acting to the left in Rd.


6.1. Definitions 91

Proof. (ii) is immediate. T o prove (iii), let

t E B ( M ) , ,b = (m, el , ..., e d ) , drr t = 2 aiei.


Then dR,t E B(M),, , bg = (m, Cigilei , ..., &gidei). Now

dn = 2
i?i,k
(g;luj)(gkiek),

so
wi(dRst)= Z<&zj.
Hence, w(dR,t) = g-lw(t), as asserted.
T h e proof of (i) is direct. Let yi , y j k be product coordinates on a
coordinate neighborhood of B ( M ) (3.2), and we have to show that
w(Dzl,,) and w(Dy,) are C". By (ii), W ( D ~ , =~0,
) so we need only
consider w(Dy,). But
d7r D J b ) = z y > ' ( b ) ej (problem 3.4)
j

where b = (m, e l , ..., ed). Hence,

w(D,J = (yi:, ...,yy:) E Cm. QED

6.1.2 Fundamental and Basic Vector Fields


A vector field 8 on B ( M ) is called fundamental if E X(gI(d, R ) ) ,
that is, if there is an X E gI(d, R ) such that 8 = AX, (3.1). I n particu-
lar, the fundamental vector field corresponding to X i j E gl(d, R),
where X i j is the matrix with 1 in the (i, j)th entry and 0 elsewhere, is
denoted by Eij.
T h e following lemma summarizes the properties of a fundamental
vector field.

Lemma 2. If X is a fundamental vector field on B ( M ) , then we


have
(i) X E Cm,
(ii) X is vertical,
(iii) if 8 = AX, then
dR,8 = h(Adg-l X ) [3.l(b)]
for g E Gl(d, R).
92 6. AFFINECONNEXIONS

Let H be a connexion on B ( M ) , and let X E Rd, b E B ( M ) . Then


there is a unique horizontal tangent E(x)(b) at b such that w(E(x)(b))
= x, since d n is an isomorphism on Hh. T h e vector field on B ( M )
whose value at b is E(x)(b) is called a basic vector Jield and denoted

BfMl

p = fm,e,, ..., edl

FIG. 20.

by E(x). In particular, if St = (ali, ..., adi) E Rd, then we have basic


vector fields Ei = E(Si) which give a basis of the horizontal tangent
space at every point of B ( M ) . These E ( x ) are not the horizontal lifts
of any vector fields on the base space M , not being right invariant by
(iii) of this lemma.
Lemma 3. Let E(x) be a basic vector field on B ( M ) . Then we have
(i) E(x) E C",
(ii) E ( x ) is horizontal (by definition),
(iii) dR,E(x) = E(g-lx),
forgE Gl(d, R), wheregisviewedasactingonRd totheleft,asinlemmal.
Parts (i) and (iii) follow from lemma 1 and the (defining) fact that
w(E(x)) = X.
Notice that the vector fields Ei , Ejk give a parallelization of B ( M ) ,
that is, for every b E B ( M ) ,Ei(b), Ej,(b) are a basis of B(M),. Further,
they are dual to the 1-forms wi , +jk , where +jk is the 1-form defined
by &(t) = (i, k)th entry of +(t), the 1-form of the connexion.
E j k and w i do not depend on the connexion but are intrinsic on the
bundle of bases. Ei and +jk on the other hand do depend on the con-
nexion, and in fact the connexion H may be given by specifying
either the {Ei}or the {&}. For the +ik we saw this in theorem 5.1.
6. I. Definitions 93

Moreover, if Ei are d linearly independent nonvanishing vector


fields on B ( M ) satisfying u(E,J = ai then the distribution H defined
by setting
Hb = span of the {Ei(b))

is clearly a connexion on B ( M )with basic vector fields Ei.

6.1.3 Alternate Definition of the Solder Form


Sometimes it is convenient to regard each bER(M)as an isomorphism
of Rd onto M,, , where b = ( m , e l , ..., ed), by defining

This corresponds to the fact that T ( M ) ,the tangent bundle to M , is


an associated bundle to B ( M ) under the left action of Gl(d, R) on
Rd, so that we have b(gx) = bg(x) for g E G (see 3.3).

Lemma 4. Let b E B ( M ) , t E B ( M ) , , then


w(t) = b-'(dn t ) ,
and this formula may be used to define w.
Further, if x E Rd, then
E(x)(b) = ( d n I H s ) - l ( W .
T h e proofs of these statements are immediate, and the advantage
of using these formulas as definitions is that they tend to put these
concepts and subsequent manipulations of them on a more intrinsic
and subscript-free footing. For example, property (iii) of lemma 1
LRd'M, b
might be proved as follows. T h e mapping bg : Rd
has an inverse
b-1 g-1
(bp)-' = g-lb-l : M,n +R Rd,
and hence,
w(dR,t) = (bg)-'(dr t ) = g-l(b-l(dn t ) ) = g-'w(t).

6.1.4 Torsion
T h e torsion form Q of an affine connexion H on B ( M ) is the Rd-
valued 2-form
S2 = Dw = dw o H.
94 6. AFFINECONNEXIONS

(Compare the curvature form.) It is easy to verify that Sz is C",


horizontal, and equivariant, that is,
1;2 o dR, = g-' o 1;2.

We now relate torsion and curvature forms to the basic vector


fields of the connexion.

Lemma 5. Let x, y E Rd. Then we have

[W,E(Y)l = --h@(E(x), W )- W W x ) ,W ) ) ;
that is, the curvature and torsion give the vertical and horizontal
components of the bracket of two basic vector fields.
Proof. We show that w and 4 applied to each side yield the same
function, and this will be sufficient since these forms are parallelizing,
that is, are dual to a set of parallelizing vector fields. T h e right-hand
side is easy to calculate since AX is vertical and E ( x ) is horizontal:
+(right side) = -+(A@(E(x), E ( y ) ) )
= -@(W,
E(y)),
w(right side) = --w(E(Q(E(x), E ( y ) ) )
= -Qn(E(x), E(Y)).
T o apply 4 and w to the left-hand side we use the intrinsic formulas
for the exterior derivatives d$,dw (see 4.6).

-+(left side) = -+([E(x), E(y)])


= E ( x )+(E(y))- W )4 ( J W - + ( [ E ( x ) ,E(J91)
= ~+(E(xE
),W )
= d+(HE(x),HE(?))
= W E W E(Y))
= @(W,
E(Y)).
Similarly,
--(left side) = dw(E(x),E ( y ) )

= Q ( W ,W ) .
6.1. Definitions 95

We have used the facts that d ( E ( y ) )= d(E(x))= 0 = constant


and w ( E ( x ) ) = x = constant, w(E(y))= y = constant, so that their
derivatives in the directions E ( y ) and E(x)are 0. Q E D

Theorem 1. Let 4 be a connexion form on B ( M ) . Then the curvat-


ure and torsion forms of 4 vanish on B ( M ) if and only if the following
condition on M is satisfied.
Let m E M . There exists a coordinate system (xl, ..., xd) at m,
with domain U , such that the image of the cross section x : U - t B ( M ) ,
defined by
x ( 4 = (n,&l(n), .*.I DXd(4),

is horizontal.
Proof. Notice first that
f v X DXi(4)= Ei(X(4).
Hence, if the image is horizontal we shall have on the image, and hence
everywhere by equivariance, [Ei, E j ] = 0, which implies that curva-
ture and torsion are zero, by the above lemma.
Conversely, if these forms vanish, then by theorem 5.5 there is a
horizontal manifold N , and E l , ..., Ed are vector fields with trivial
brackets. Pulling them down to M , we have by theorem 1.5 that
there is a coordinate system xl, ..., xd on M such that
Dxi = d r E i IN
This coordinate system will then have the required property.
Problem 1. T h e property of having torsion zero is invariant under
combinations of connexions. Using the existence proof in Chapter
5 show that every paracompact manifold has affine connexions with
torsion zero.

6.1.5 Curvature and Torsion Transformations

T h e curvature and torsion forms give rise to tensors on M , which


may be considered in the context of the tensor calculus on M , but we
prefer to approach these concepts directly in terms of linear transfor-
mations on tangent spaces.
96 6. AFFINECONNEXIONS

T o every m E M and pair s, t E M , we make correspond a linear


transformation R,, : M,,, + M , , called the curvature transformation,
) m,f, S E B(M)bsuch that
as follows. Let b E B ( M )be such that ~ ( b =
d T ( f ) = t , dT(S) = s. Then using the notation of 6.1.3, we define
R,,(u) = --b@(S, t) b-l(u)
for any u E MwL.
Using the horizontality and equivariance of rP it is easy to verify
that the above definition is independent of the various choices made,
namely, the choices of b, S, and i.
T h e definition of R,, may be rephrased in terms of matrices as
follows. Let b = (m, e, , ..., ed), S, f be as before. Then R,, is the linear
transformation of M,, whose matrix with respect to the basis e l , ...,ed
is -@(S, f). For example, Rs,el = -ZirPij(f, f) ei.
If X , Y , Z are vector fields on M , then we denote by RxyZ the
vector field satisfying
R X Y Z ( 4 = Rxcn,, Y(nL)z(4.
T o each m E M and pair s, t E M , we make correspond a tangent
T,, E M , , called the torsion translation, as follows. Let b E B ( M ) ,
S, f E B ( M ) , be as in the above definition of the curvature transforma-
tion. Then define
T S t= -bQ(S, t).

T h e proof that T,, is well defined is similar to the proof for R,,.
Also, for vector fields X and Y we have a vector field T x y .

6.1.6 Geodesics
Let y be C" curve in M . A vectorfield along y is a cross section of
y in T ( M ) ,the tangent bundle of M . For example, y* defines a vector
field along y . A vector field X along y is said to be a parallel
vector field along y if, for any u, v , X ( u ) is the parallel translate of
X ( v ) along y from y ( u ) to y ( v ) . In terms of the connexion on the as-
sociated bundle T ( M ) (see 5.4) this says that X defines a horizontal
curve in T ( M ) .
A C" curve y in M is called a geodesic if its tangent vector field,
y* , is parallel along y .
Notice that a geodesic is a parametrized curve and not just a point
set. And the only reparametrization of a geodesic which will again
give a geodesic is a linear change in the parameter.
6.1. Definitions 97

Theorem 2. If y is a C“ curve in M , 7 its horizontal lift through


b E ~ l ( y ( 0 )in) B ( M ) , then y is a geodesic if and only if there exists
c E Rd such that 7 is an integral curve of E ( c ) if and only if ~ ( 7 , )is
constant, that is, when we express

the fiare constant.


T he proof of this is trivial. Applying the theorem that vector fields
have unique integral curves we obtain:

Corollary. For every m E M , t E M m there exists a unique geodesic


y such that y ( 0 ) = m and y*(O) = t.

6.1.7 Geometric interpretation of R,, and T,,

I n this section we relate R,, and T,, to parallel translation around an


infinitesimal parallelogram with sides s and t.
We generate a family of “parallelograms” in a manner similar to the
construction in theorem 1.4, except that we use geodesics instead
of integral curves of vector fields. As we go around the broken geodesic
starting at m,we carry s and t along by parallel translation, generating
vector fields S and T along the curve. T h e pieces of the curve are then
in turn, the geodesic with tangent vector field S , T , -23, and - T and
each is followed parameter distance u. T h e end point of this broken
curve we call u(u), so (J is a C“ curve starting at m. Since the “parallelo-
grams” are not generally closed, u is not necessarily the constant curve.
Let A(u) be the linear transformation of M , given by parallel transla-
tion along the broken curve and then backward along u.

Theorem 3. T h e first order tangents of u and A are 0. T h e second


order tangent (see problem 1.20) of u is 2T,, , and A”(0) = 2R,, ,
where A is viewed as a curve in the vector space gI(A4,).
I n other words, the first order parts of the displacement given by
traversing a parallelogram and parallel translation around such a
parallelogram both vanish, and the second order parts are given by
’ torsion and curvature, respectively.
Proof. If we lift the broken geodesic horizontally to B ( M ) starting
at b then we get integral curves of a pair of basic vector fields X and Y
98 6. AFFINECONNEXIONS

in the way that we did in theorem 1.4. So by that theorem the curve y
generated by the end of these lifts, which is above u, will have second
order tangent 2 [ X , Y ] ( b ) , with the first order tangent 0. Thus, by
lemma 5 the horizontal component will be a lift of 2 T s t ,which proves
the first assertion.
Similarly, the vertical component of 2 [ X , Y ] ( b )measures the second
order deviation of y from parallel translation, so A has second deriva-
tive equal to the corresponding transformation on Mm , which is
2R,, by lemma 5 .

Development of curves in M into M,. We compare curves in M and in


flat afine space M,, by a process known as development. This is done
by making the tangent vectors in each case have the same relation to
the parallel translates of a particular basis.
Let y be a broken C" curve starting at m, b = (m, e l , ..., ed) a
basis at m. Let u be the horizontal lift of y to b in B ( M ) .Then we may
write y* = uf, where f = up1 y* is a curve in Rd. Then g ( t ) = j,,t f
defines a curve in Rd which we call the development of y into Rd with
respect to b, and bg is a curve in M , which we call the development
of y into M,. bg is independent of the choice of basis b at m.

w'=Y* /'
+r
,----
Y
. \
\
'

Rd

FIG. 21.
6.2. T h e Structural Equations of an Affine Connexion 99

T h e process can be reversed; for every broken C" curve T in Mm


starting at 0, there is a corresponding curve y in M starting at m such
that T is the development of y . To show this we get the horizontal
lift cr of y first; what we know is that a,(t) = E(b-b'(t))(u(t))so the
existence then follows from:

Lemma 6. Let E be a linear map from R d into a linear space of C"


vector fields on a manifold N . Then for every broken C" curve f in
Rd and n E N there is a unique broken C" curve u in N such that

Proof. Define vector field X on U x N , U a neighborhood of 0 in R,


by X ( t , n') = &(t) + E(f(t))(n'). Then the integral curve of X
starting at (0, n) is the graph of u, so u exists.
Note that geodesics are developed into straight lines.
Problem 2. Lets, t E Mm and let T be a broken C" closed curve in the
plane of s, t such that ~ ( 0 =
) 0. For every z) E R let 07 be the curve in
+
Mnl defined by (ZIT)(.) = v ( T ( u ) ) . Let T(U) = p ( u ) s q(u) t, T
parametrized on [0, 11,

the area enclosed by T relative to s, t. Let h be the map of [0, I] x R


into M such that A(., v ) develops into ZIT. Let y ( v ) = h(1, z)), and let
S(v) be the linear transformation of M,,, given by parallel translation
around the closed curve consisting of h ( - ,z)) and a piece of y-l.
Prove the following generalization of theorem 3:
y*(O) = 0 and the second order tangent is 2AT,,.
S'(0) = 0 and S"(0) = 2AR,,.

6.2 The Structural Equations of an Affine Connexion

Let H be an affine connexion on B ( M ) .Let +, W , @, SZ be the 1-form


of the connexion, the solder form, the curvature form, and the torsion
form, respectively.
100 6 . AFFINECONNEXIONS

Theorem 4. We have
dw = - 4 w + Q,
4 = - 4[4,41 + @
These are called the first and second structural equations of the
connexion. (See 4.9 for definitions of the forms &J, [+, 43.)
Proof. T h e second structural equation is simply the structural
equation for a connexion on a principal bundle (see theorem 5.3).
T o prove the first structural equation we prove the following more
general result.

Theorem 5. Let 6 be an Rd-valued equivariant horizontal p-form


on B ( M ) . Then
d8 = -48 D8. +
Proof. T h e proof is almost identical to that of theorem 5.6. We
proceed by evaluating each side on vector fields Yl , ..., Y,+l which
are drawn from a collection of vector fields which locally span the
tangent space to B ( M ) . We consider the same cases as before.
(i) No Yiis vertical. Hence we may assume all Yiare horizontal.
But then the 46 term is 0, and the remainder is merely the definition
of Dd.
(ii) One Yi is vertical. Assume Up+, = AX, X E aI(d, R ) . As
before we choose right invariant horizontal Yi’s such that
[Yi, AX] = 0, i = 1, ...,p. Then by theorem 4.2,
do( Yl , ..., Y,+l) = (- I)”(AX)O( Y , , ..., Y,).

Now applying the lemma 5.3 with the representation 4 = matrix


operation on Rd,we have
(-l)pAX8(Y1 , ..., Y,) = (-i)p+l xqy, , ..., Y,).
On the other hand, Dd( Y , , ..., Y , ,AX) = 0, since Dd is horizontal,
so the right-hand side gives
Y+l
-48( Yl , ..., Y , , AX) = - 2 (-
i=l
l)i-14(Yi)8(Yl, ..., Yi-l,
Yi,1, ..., Yp+l)

= -(-l)’+(AX) 8(Y1 , ..., Y,)


= (-i)p+lxe(yl,..., Y,).
6.2. T h e Structural Equations of an Affine Connexion 101

We have therefore reduced both sides to the same function, as desired.


(iii) Two of the Yiare vertical. In this case everything is 0, and the
equality holds automatically. QED

Theorem 6. Let 8 be an equivariant horizontal p-form with values


in either gr(d, R ) or Rd. Let denote the operation of gI(d, R) on either
gI(d, R) or Rd by bracketing or matrix multiplication, respectively.
Then
020 = a e.
Proof. 8 satisfies the structural equation
d8 = -4 nB + DO,
either by theorem 5.6 or theorem 5 above. Applying D to both sides
yields
d20 o H = -d(+ n 0) o H + D28.
But d 2 = 0, and
d(+ no) 0 H = d+O H 0-40 H DB
=@me.
and this gives the result.

Combining this with the Bianchi identity (theorem 5.4) gives the
afine Bianchi indentities: D@ = 0, DSZ = @u.

6.2.1 Dual Formulation of the Structural Equations


The first structural equation has a dual in terms of the bracket of a
fundamental and a basic vector field.

Theorem 7. Let X E gI(d, R ) , x E Rd. Then


[AX, E ( x ) ] = E(Xx),

where Xx is the action of the matrix X on the vector x.


Proof. We can prove that [AX,E ( x ) ] is horizontal by means of the
second structural equation or notice that this is precisely what the
lemma 5.2 says. Thus we need only show that
W([AX,E ( x ) ] ) = xx.
102 6. AFFINECONNEXIONS

But by the first structural equation


w([AX,E ( x ) ] )= +XXW(E(X))- E ( x ) w(XX)- d ~ ( h XE, ( x ) ) (4.6.)
= &(AX, E(x))
=W X )w ( E ( x ) )
=XX. QED

For the vector fields E i ,Ejk this theorem gives the formula
[Ejk,
Ei] = 8ikEj.
We remark that this formula also follows directly from theorem
3.1 and hence can in turn be used to prove the first structural equation.
Problem 3. Give an alternate proof of theorem 7 by applying the
formula LA, = i(hX) d + &(AX) to the solder form w and evaluating
on the vector field E ( x ) . (Compare with problem 5.4.)

6.2.2 Difference Forms


Let 4,$ be two connexion 1-forms on B (M). Then we define the
diflerence form T by T = i+h - 4.

Lemma 7. T h e difference form T has the following properties:


(i) T E C”,
(ii) T is horizontal,
(iii) T is equivariant.
Conversely, if 4is a connexion form and T is a gI(d, R)-valued 1-form
satisfying (i)-(iii), then 4 + T is again the 1-form of a connexion.
These facts are immediate.
A difference form T gives rise to a linear transformation T, : Mm-+Mm
for each s E M,; namely, if ~ ( b = ) m we define

T,t = h(S) b-lt,


where f E B(M), is such that dn S = s.
Conversely, given a function T which assigns to each m E M ,
s EM, a linear transformation T,: M m + M n t such that T is linear
in s and “differentiable” in m and s [that is, as a function from T ( M )
to the bundle of linear transformations of the tangent spaces to M ,
which is the bundle with fibre gI(d,R)and action the adjoint representa-
6.2. T h e Structural Equations of an Affine Connexion 103

tion of Gl(d, R ) associated to B ( M ) ] ,then we can define a gI(d, R)-


valued 1-form satisfying (i)-(iii) by
T ( S ) = b-'T,,sb

for any iE B(M),. Also T,t = b ~ ( ib-lt


) holds, which shows there is a
one-to-one correspondence between difference forms and certain
functions which we shall call linear transformation j?elds.

Theorem 8. Let 4 be a connexion on B ( M ) .Then there is a difference


form T such that II, = 4 +
T is the 1-form of a connexion whose

torsion 2-form is identically zero (cf. problem 1).


Further, if T' also has this property, then TW = T'W (see 4.9 for
notation).
Proof. We assume T exists and see what conditions it must satisfy.
Writing down the first structural equations for 4 and $, we have
dw = -+J + s2
dw = -#w,

since II, has torsion zero. So (c$- II,)w = Q, and hence T must satisfy
the equation
-TW = s.
T h e last part of the theorem is now immediate. T o show that such a
T exists, we simply define, for b E B ( M ) , s E B ( M ) , , x E Rd,
-T(S)(X) = 8 G(S, E(X)(b)).
I t is not hard to verify that T is a C", equivariant, horizontal 1-form.
Further, for b E B ( M ) , s, t E B ( M ) , ,
-TU(s, t)= -T(S) U(t) + T(t) W(s)

= 8 Q(s, E(w(t))(b))- 8 w,E(w(s))(b))


= & Q(s, 4
t ) - Q(t, s)
= Q(s, t),
as desired.
Notice that the linear transformation field T associated with T is
T,(t) = 8 T,, , where T,, is the torsion translation corresponding
to s, t E M , (6.1.5).
104 6. AFFINECONNEXIONS

Before proceeding we give a convenient formulation of parallel


translation.

Lemma 8. Let p be any C” curve in M , t E M,,,, , b E B ( M ) such


) p(0). Let 4 be a connexion form on B ( M ) and /I the
that ~ ( b =
+horizontal lifting of p through b. Then the +parallel translate of
t along p to p ( u ) is /3(u)b-’t.
T h e proof is immediate in view of the action of any C E B ( M )in
mapping Rd isomorphically onto
T h e following is a useful characterization of geodesics.

Lemma 9. Let y be a curve in M , 7 a not necessarily horizontal lift


of y to B ( M ) . Then y is a geodesic if and only if

(7* + $(?*)I 47*) = 0.


Proof. Let P be the principal bundle induced by y over the domain
U of y from B ( M ) . Thus
P = ((24, b ) I u E u,Tb = y(u)}.

Then the map a : P-+B(M), a(u,b) = b is a C” map, so we may


pull back the solder and connexion forms, w’ = a * w , 4’ = a*+,
SZ‘ = a*SZ = 0 since the horizontal space of P is one-dimensional.
) (u, ? /(u ))is a C“ curve in P, and u*
u : U - t P given by ~ ( u =
extends to a right invariant C“ vector field X on P. If we do the same
thing using a horizontal lift /3 of y instead of 7, we get a C“ vector
field Y on P such that +’(Y)= 0. Moreover, X and Y both project
to D = djdu on U , so [ X , Y ] is vertical and w’(X) = w’(Y).
By theorem 2, y is a geodesic if and only if w(/3*) is constant, or,
P*w(/I,) = 0, which by applying a becomes

Y w ’ ( Y ) = 0.

Now the first structural equation gives


dw’(X, Y ) = X w ’ ( Y )- Y w ’ ( X )
= -+‘(X)CO’(Y), or, since w ‘ ( X ) = w’(Y),
Xw‘(X) + + ‘ ( X )w ’ ( X ) = Yw’( Y ) .
6.2. T h e Structural Equations of an Affine Connexion 105

Thus the condition for y to be a geodesic is that the left side of this
equation is 0, and this becomes, along points of cr,
d
- W’(U*)
du
+ +yo*) w ’ ( u * ) = 0.
Inserting the meaning of w ‘ , +‘ we have

This is the conclusion desired in one direction. T o go the other way


we only need reverse the implication
XW’(X) + +’(X) W’(X)= 0
d
=* --‘(a*)
du
+ +’(u*) w ’ ( o * ) = 0;
this is possible by the right invariance of X .
T h e following theorem is not relevant to Riemannian geometry,
but has interesting consequences for the theory of connexions.

Theorem 9. +
Let andJ! , I be two connexion forms on B ( M ) , T their
difference form. Then these two connexions have the same geodesics
in M if and only if for every b E B ( M ) ,s E ,
T(S) W(S) 0.

Proof. If the two connexions have the same geodesics, then given
sE B(M), there is a geodesic y such that a lift 7 of y satisfies 7,(0)
= s.
(If s is vertical y = constant.)
Then by lemma 9

Y*(O) 47*) = -+w 4)


= -#(s) W(S) as desired.

Conversely, if T ( S ) w(s) = 0 for all s, then if 7 is a lift of a +-geodesic y ,


Y*W(Y*) = -+(7*)-(?*I
= -#(f*) -(7*), since ~ ( 7 *~ )( 7 *=) 0,
so y is a #-geodesic.
I06 6. AFFINECONNEXIONS

T h e following is a generalization of theorem 8 and a comparison


of the proofs shows that the two connexions occurring there have the
same geodesics.

Corollary. Let C$ be a connexion and 0 an equivariant horizontal


Rd-valued 2-form on B ( M ) . Then there is a unique connexion $
having 0 as its torsion form and the same geodesics as 4.
In particular, if the geodesics and torsion forms of two connexions
coincide, so do the connexions.
Proof. T h e proof of uniqueness will give a formula for T = C$ - $,
hence existence will follow from the trivial verification that T is
horizontal and equivariant.
So let us suppose that C$ and $ have the same geodesics and that the
first structural equations are
dw = -r+ +a
dw = -#w + 0.
Subtracting these gives
Tw = (4 - 4 ) w = a- e = 7,
that is, for s, t E B(M),,
T(S) W ( t ) - T ( t ) W(S) = 7(S, t ) .

By polarization, the condition for equality of geodesics becomes


T(S)~ ( t+) ~ ( tw(s)
) = 0. Adding the last two equations gives a
formula for T , since w ( t ) is arbitrary:

T(S) w(t) = i q ( ~t ), . QED

Problem 4. Show that if two connexions have the same geodesics


then so does any combination of them in the sense of problem 5.2.
Problem 5 . Connexions on parallelizable manifolds. Let p be an Rd-
valued I-form on M which gives a parallelization of M . We define
three connexions associated with p as follows.
T h e direct connexion is the one for which the vector fields p-'(x),
for a fixed x E Rd, are parallel along every curve. T h e torsion zero
connexion is the one with the same geodesics as the direct connexion
but with torsion zero. T h e opposite connexion is the one with connexion
6.2. T h e Structural Equations of an Affine Connexion 107

form 4 + 27, where 4 is the connexion form of the direct connexion


and 4 + 7 is the form of the torsion zero connexion.
Prove the following facts about these connexions:
(a) T h e parallelization p leads naturally to a cross section of M in
B ( M ) . This cross section is horizontal with respect to the direct
connexion and by means of it the structural equations pull down to
one equation on M : dp = P, where P is the torsion form pulled
down.
(b) Two parallelizations are related by a C" function from the
manifold into Gl(d, R ) and the two corresponding direct connexions
are the same if and only if the function is a constant ( M connected).
(c) T h e geodesics of all three connexions are the same and consist
of the integral curves of the vector fields p-'(x).
(d) If p is constant on vector fields X , Y , 2, then the torsion and
curvature of these connexions are given by the table:
direct connexion UJ, RXY
T x r = [X, = 0
torsion zero connexion ,
Tx = 0, RxvZ = i"x,Y l J I
opposite connexion T x y = -[X,YJ, Rxy = 0.

(e) For the opposite connexion R x , = 0 if and only if p is constant


on rX, Y1.
I i p is constant on all such [ X , Y ] then it is well known that a
local Lie group structure can be given M such that the constant
fields are the left invariant vector fields. More generally, the problem
of local equivalence of direct connexions has been studied in the
larger context of G-structures. A lucid account of this matter may
be found in a book by Shlomo Sternberg, "Lectures on Differen-
tial Geometry," Prentice-Hall, Inc., Englewood Cliffs, New Jersey,
1964.

Problem 6. Connexions on Lie groups. A Lie group has a paralleliza-


tion by means of left invariant vector fields and also by right invariant
vector fields. W e call the corresponding direct connexions the left
connexion and the right connexion. Show that they are opposite con-
nexions of each other, so the two torsion free connexions coincide.
The first structural equation of the left connexion pulls down, as in
problem 5(a), to the equation of Maurer-Cartan (problems 4.20,4.23).
Hence express P in terms of the structural constants c z .
108 6 . AFFINECONNEXIONS

T h e three connexions coincide if and only if the group is Abelian,


so the various products of Euclidean space and tori have flat affine
connexions with torsion zero.

6.3 The Exponential Maps

T h e exponential map at m E M is a mapping of a neighborhood U


of 0 E M , into M ,
exp, : U + M .
For those t E M , for which exp,,(t) is defined, it is given as follows.
Let y be the unique geodesic in M such that y(0) = m and y*(O) = t.
Then define
e.Prn(t) = ~(1).

Note that exp,,(ut) = y(u), u a real number, if y ( u ) exists. T h e domain


of exp,, is an open set in M , which is star-shaped with respect to
0 E M , in the sense that if t is in the domain then so is the line segment
from 0 to t.
Besides this exponential map we also shall consider a certain lifting
to B ( M ) . For 6 E B ( M ) , with ~ ( b =) m, we define W , ( t ) = y(l),
where 7 is the unique horizontal lift of y through b. Since y is a
geodesic, 7 is an integral curve of E ( x ) , where bx = y*(O) = t
(theorem 2).

FIG. 22.
6.3. The Exponential Maps 109

We will show that e x p b E c",and hence also exp, = rr o Fb E c".


I t will immediately follow that exp, is a diffeomorphism onto a
neighborhood of m, since d exp,, maps onto Mn,;in fact, if el , ..., ed
is a basis for M , , u l , ..., u d the dual base, then d exp,D,,(O) = ei ,
and the dimensions of M,, and M are the same.
-
Theorem 10. expb E C".
Proof. We proceed in a slightly more general fashion. Consider the
afine bundle A ( M ) over M , that is, the bundle with bundle space
consisting of pairs (b, t ) , b E B ( M ) , t E h f n ( b ) , and projection map
(b, t ) -+~ ( b ) This
. is a manifold under the obvious definition of the
differentiable structure. We define a mapping

F : B(M) x A(M)- T(B(M))


by
F(b, c , t ) = E(c-'t) (b).

For each (c, t ) E A ( M ) we have a vector field E(c-lt) on B ( M ) . F is


clearly a C" mapping. By the theorems on differential equations in the
appendix, there is a C" mapping G of a neighborhood of
{0} x B ( M ) x A ( M ) into B ( M ) given by G(u, b , c, t ) = y(u), where
y is the integral curve of E(c-lt) with y(0) = b. Then

e G b t = G ( l ,b, b, t ) . QED

Corollary. T h e map Exp: T ( M ) --f M , defined by


Exp(m, t ) = exp, t,

is defined on a neighborhood of the trivial cross section of T ( M ) and


is C" there.
Proof. For m E M choose a C" cross section x of a neighborhood of
m into B ( M ) . Then on this neighborhood the mapping

J : (mt ) - (1, x(m),x(m), t )

into { u } x B ( M ) x A ( M ) is C", and we have


Exp =n J G c J. QED
110 6. AFFINECONNEXIONS

Problem 7. (a) If P is a principal bundle over manifold M , M having


an affine connexion, m E M , then exp, may be factored through P.
(b) Every bundle over Rd is trivial.

6.3.1 Completeness
An afine connexion is called complete if all geodesics can be in-
finitely extended, that is, if each exponential map is defined on the
whole tangent space. This is equivalent to saying that the local group
of transformations of B ( M ) generated by any basic vector field E ( x )
can be extended to a global one-parameter group of transformation
of B ( M ) .We shall see in Chapter 8 that completeness of a Riemannian
connexion is equivalent to the completeness of the Riemannian metric.

6.3.2 Normal Coordinates


A coordinate map : U-+ Rd, U C M , is called a normal coordinate
#J

map at m = &l(O) if the pre-images of rays through O E Rd are


geodesics, where a ray is a straight line of the form u -+ux, x E Rd.
If we choose a basis b e B ( M ) with n(b) = m, then we have an
identification of lid with M,. Combining this with exp, and applying
the theorem we see that the function exp, o b is the inverse of a
normal coordinate system at m.
A normal coordinate neighborhood N , the domain of a normal
coordinate map 4,has the property that every n E N can be joined
to #J-'(O) by a unique geodesic in N .
We remark that if the curvature and torsion of our connexion both
vanish, then by theorem 1 there are coordinate systems whose inverses
send any lines in U C Rd into geodesics, that is, the coordinate system
is normal with respect to each of its points. This is the affine version
of the local isometry of a flat Riemannian manifold with Euclidean
space (see corollary, theorem 9.3).
Problem 8. Show that the exponential map at the identity of a Lie
group, for any of the connexions of problem 6, is the same as the
exponential map of the Lie group when we identify the Lie algebra
with the tangent space at the identity, so these connexions are all
complete.
Hence, in view of problem 2.2, the exponential map of a complete
affine connexion need not be onto even though the manifold be
connected.
6.4. Covariant Differentiation and Classical Forms 111

Problem 9. If G = 5’3, as a subgroup of the multiplicative quater-


nions, show that the geodesics of S3are great circles.

6.4 Covariant Differentiation and Classical Forms

6.4.1 Covariant Derivatives


We can use parallel translation in T ( M )to give a notion of directional
derivatives of vector fields. More generally, this can be done in any
vector bundle associated with B ( M ) , so that each representation of
GZ(d, R ) on a vector space F gives rise to the concept of covariant
differentiation of cross sections of the bundle with fibre F. We give
several definitions of this notion, ignoring the problems of equivalence
and independence of the choice of curve. We fix an afine connexion
H with form 4.
Let ( W, F , G, M ) be a vector bundle, associated with B ( M ) , with
fibre F , and group G = Gl(d, R). Then each b E B ( M ) gives an
isomorphism of F onto the fibre of W over ~ ( bsuch ) that forf E F ,
g E G we have b ( g f ) = ( b g ) f ( 3 . 3 ) . Let U C M be a neighborhood of
m E M and let X : U -+ W be a cross section of U. Finally take t E M,.
We shall give several definitions of V , X , the covariant derivative of
X with respect to t. T h e notation D,X is also commonly used. In
the first place, V , X will be an element of the fibre of W over m. If Y
is a vector field on U , then V,X will denote the cross section over U
given by V,X(n) = V Y ( n X ) , the covariant derivative of X in the
direction Y(n).
(i) V , X gives a measure of how much X fails to be horizontal in the
direction t. Thus it is a comparsion between the lifting of t given by
X,namely dX t , and the horizontal lifting oft, H’(dX t ) ,where H’ is the
connexion on W arising from the affine connexion on B ( M ) (5.4).
Since the fibres of W are vector spaces we may identify the vertical
tangents with elements of the fibre, in the usual way in which a
vector space is identified with its tangent space at any point (2.5).
Using this identification we define
v,x = V(dX t ) = dX t - H’(dX t ) .

(ii) V , X is differentiation with respect to parallel translation. Let


y be a curve with y*(O) = t , let e,(u), ..., ek(u) be a basis of the fibre
of F over y(u) such that each ei is a horizontal lift of y , that is, ei(u)
112 6. AFFINECONNEXIONS

is obtained by parallel translation of ei(0) along y to y(u) (5.4). Define


real-valued, C" functions fi by X ( y ( u ) ) = Cifi(u) e,(u). Then we
have
V,X = Z~;(O)
ei(0).
a

(iii) V,X corresponds to the derivative in a horizontal direction of a


function on B ( M ) associated to X .
For each b E B ( M )n n-l( U ) we define
2 ( h ) = b-'X(.rrb),
so that 3 is a function from B ( M ) n +(U) into F. Note that
X ( b g ) = g-lb-lX(rr(b)) = g-IX(b). Conversely, any C" function
.$ : B ( M )-+F such that X(bg) = g-'X(b) gives rise to a cross section
x : M -+W , namely, n(b) + b X ( b ) .
I n this case it is just as easy to define V,X as VJ. Let 7 be the
unique horizontal lift of Y to W , so that P(b) is the unique horizontal
tangent such that d n y(b) = Y(rr(b)).Then we have
V,X = the cross section associated with the function px.

Problem 10. Show that the definitions of covariant derivative given


are all the same.
We give some examples.
(i) If F = Rd,W = T ( M ) , then X is just a vector field. If X is
parallel along y then V,*X = 0, and conversely.
Note that in this case, the 2 of (iii) above is just w ( x ) , where 2 is
any lift of X to B ( M ) . Using this and the structural equations allows
us to get a convenient formulation for V,X.

Theorem 11. Let X be a vector field on M , t E Mm , t a lift of t to


b E B ( M ) ,8 a lift of X.
Then V,X = b(h(2) + +(t)w ( x ( b ) ) ) .
Proof. Let Y be an extension of f to a right invariant vector field
on B ( M ) .Then [Y - H Y , 2
1 is vertical, being rr-related to [0, XI, so
dw(Y - H Y , X ) = ( Y - H Y )w ( X )- X w ( Y ~ H Y ) - w ( [ Y - H Y , XI)
= (Y - H Y )w(X)

= -+(Y - H Y ) w ( X ) + +(X)
w(Y - H Y )
= -+(Y) w ( X ) .
6.4. Covariant Differentiation and Classical Forms 113

Evaluating at b we get
H L ( X ) = L(X) + +(t)w(X(6)).
Applying b to H i w ( x ) gives V , X by (iii), which proves the formula.
Comparing with the result of lemma 9 easily yields:

Corollary. y is a geodesic if and only if V , J , = 0.


(ii) If F = gr(d, R) and the action of G on F is simply the adjoint
representation, then W is the bundle which has fibre above m equal
to the set of all linear transformations of M , into itself. T h e cross
sections correspond to horizontal, equivariant, Ramvalued 1-forms
on B ( M ) .
(iii) G acts on Rd* as follows (4.5). I f f € Rd*, g E G, v E Rd, then
(&Y)(V) = f(g-'v)*

T h e corresponding bundle W is just the Grassmann bundle G1,


and cross sections are 1-forms. T h e action of G on Rd* can be extended
uniquely to a group of homomorphisms of the Grassmann algebra
over Rd*. This action leads to covariant differentiation of differential
forms.
(iv) By combining the actions of G on Rd and Rd*, we get an action
on tensor products of copies of Rd and Rd*. T h e cross sections of the
corresponding associated vector bundles are tensor fields. If there are
r copies of Rd and s copies of Rd*, then the tensor fields are said to be of
type (r, s). For example, the torsion translation is a tensor field of
type (1, 2), while the curvature transformation is a tensor of type
(1, 3). Example (ii) above is actually the case of tensors of type (1, 1).
(v) If X is a cross section into W andf a real-valued function on M ,
then fX is again a cross-section over M . Its covariant derivative is
related to that of X as follows. Let t E M , , then
V t ( f - v =f ( m ) V J + (tf) X ( m ) .
Proof. By the third definition of covariant derivative, we have that
fi(6) = b-l(f(.rrb) X ( n b ) )
= f(7Tb) b-lX(nb)

=f(n6) X(b).
114 6 . AFFINECONNEXIONS

That is
fi = (fon)X
Hence
it@) = i ( f 0 n) X ( 6 ) + f 0 n ( b ) ix
= (tf)X ( 6 ) + f(.rrb) iX,
and applying b to both sides yields

V,(fX) = (tf)X ( 4 +f(4


VJ.
Problem 11. For parallelizable M show that cross sections of a
tensor bundle are in one-to-one correspondence with functions of M
into the fibre F and that covariant differentiation for the direct
connexion corresponds to differentiation of these vector-valued
functions.
Problem 12. For parallelizable M and vector fields X,Y as in problem
5(d) derive the following formulas for covariant derivatives:
direct connexion VXY = 0
torsion zero connexion VXY = i[X,Y ]
opposite connexion V,Y = [X,Y].
Problem 13. Let M be a d-dimensional manifold and let V be the
covariant derivative of a torsion zero affine connexion over M . Let 6'
be a differential form on M , and let Xl , ..., xd be a parallelkation of a
neighborhood U of M , pl, ..., p d the dual 1-forms on U. Prove the
following formula for the exterior derivative of 6' in U :

(Hint: Show that the operator on the right is an antiderivation and


that it agrees with d on functions and 1-forms.)
Hence conclude that a differential form is closed if there exists a
torsion zero affine connexion with respect to which covariant derivatives
of the form are zero; that is, the form is parallel along every
curve. (A differential form 6' is closed if d6' = 0.)
Problem 14. Let 6' be a 2-form and X,Y , 2 vector fields. Show that

Generalize this.
6.4. Covariant Differentiation and Classical Forms 115

6.4.2 Covariant Derivative Definition of a Connexion


Covariant differentiation in the tangent bundle is sufficient to
determine the connexion, since by the first example above it gives a
differential equation V,*X = 0 for parallel translation along y . This
differential equation is linear and hence has a unique solution for any
initial condition.
Thus an affine connexion is specified as soon as we give for each
m E M , t E M T n ,and vector field X,an element V,XE M,,, such that
(i) V,Xis linear in t ,

Vut+vsX = 4VtX) + 4vm,


for u,v E R and t, s E M,;
(ii) iff is a real-valued, C" function on M , then

= (tf)X ( m ) + f ( m ) vtx.
V,(fX)
Sometimes it is convenient to turn the covariant derivative around,
that is, for each C" vector field X defined on an open set U of M we
consider linear transformation T(X), defined on each Mm with m E U ,
by the formula 7(X) t = V , X . A connexion is then given by hypothes-
izing the existence of such T(X)'S which satisfy the following condition,
corresponding to (ii): ~(fx) t = f ( m ) T(X)t +
( t f )X(m)(see [65]).
We now give a direct relation between covariant differentiation of
vector fields and the connexion form on B ( M ) . It will depend on a
local cross section of M in B ( M ) . Let X,,..., X, be vector fields
defined on an open set U C M such that

x :m - (m,- J a m ) ,
is a cross section U + B ( M ) . For any vector fields Y
...I X&))
= C, fixiand
X on U we define
L(XY)= 2
(XfJ xi.
1

Then the relation between the covariant derivative of Y in the


direction of X and the connexion form q5 is

(iii) V X ( r n )y = x(m) W X a m ) )x h - l Y ( m ) +L(XY)(m),


where x ( m ) is now considered as a mapping of Rd to Mnl.
116 6. AFFINECONNEXIONS

Since 4 is known on vertical tangents and the vertical tangents


along with those of the form dxt span B ( M ) x ( m )formula
, (iii) is
enough to define 4 on all of B ( M ) x ( n land
) , then by equivariance,
on all of w l (U ) .
Problem 15. Show that covariant derivatives of connexions combine
in the same way as the connexions, that is, if V is covariant derivative
r
for connexion H , is covariant derivative for connexion K , f a C"
+
functiononM, then the covariant derivative for (fo T ) H (1 - f o T ) K
is f V+ (1 - f ) T .

6.4.3 The Structural Equations [66]

T h e structural equations correspond to formulas for the torsion


and curvature transformations in terms of covariant derivatives.
T h e formulas are:

T h e first formula informs us that torsion tells how much V,Y-VyX


fails to be [ X , Y ] , and the second that curvature tells how much V
fails to be a Lie algebra homomorphism.
Problem 16. Prove (i) and (ii).

6.4.4 Coordinates

I n any given coordinate system the connexion in terms of covariant


derivatives can be expressed in terms of sufficiently many real-valued
functions on M , which are indexed so as to make manipulations easier.
These functions are called the coeficients of the connexion. Other
functions give the coefficients of the torsion translation, the curvature
transformation, and their covariant derivatives. T h e way in which
these coefficients change when the coordinate system on M is changed
can be found by using the chain rule for partial derivatives and the
properties of the covariant derivative.
We define these classical coefficient functions. Let x1 , ..., xd be the
coordinate system on M , and put X i = Dz,.
6.4. Covariant Differentiation and Classical Forms 117

Then we have
d
vx,xi= 2 rijkxk,
k=l

As a consequence of the equations of the last section we have

and

T h e condition for zero torsion then becomes


ri,k = rjtk.

For this reason connexions with torsion zero are referred to as sym-
metric connexions. T h e notation used is that given by Nomizu [66],
except for a change in the sign of T and R.
Finally, we define the functions Ti: and Rimik directly in terms of
the connexion. Consider the coordinate cross section x of B ( M )
defined by
x(n) = (n,X1(n), .-.,X,(n)>.
Then
R i w i i k = @irn(dx Xj , dx X k ) ,

and
rijk= + k j ( d x Xi),
where and QinL are the components of these gI(d, R)-valued forms.
118 6. AFFINECONNEXIONS

A knowledge of the rijk for each coordinate system of a family


whose coordinate neighborhoods cover M determines the connexion,
since 4 is determined on the cross sections [compare the remark
following (iii) in 6.4.21.
Problem 17. Let x be the cross section as above and let p, +, P , Y
be the pulled down forms w o dx, 4 o dx, SZ o dx, and @ o dx. Obtain
the following formulas for these forms in the coordinate neighborhood:

p = (dx, , ..., dxd)

yirn= 2 Rirnjkdx, dXk.


i,k

Thus derive the equation given for Rimikin terms of the rijk
by using
the pulled-down structural equation
d , + $ - L2 [ A *I + YJ.
Problem 18. Pull down the formula d@ = -[4, @] (corollary, 5.5)
to get the coordinate form of the Bianchi identity

Rrnnij.k -k Rmnjk,i Rmnki,j = 0.


Problem 19. Prove that if xi are normal coordinates at m, then
riik(m) + r j i k ( m )= 0.
Problem 20. Prove that torsion is zero if and only if for every m there
is a coordinate system at m such that Tijk(m)= 0.
Problem 21. Connexions and action of groups. Let G act on M to the
left in such a way that if g E G and dg is the identity on some M , ,
then g is the identity of G. Choose b E B ( M ) , b = ( m , el , ..., ed) and
define Ib : G -+ B ( M ) ,Z,(g) = (gm, dg el , ..., dg e d ) .
Show that z b is an imbedding.
Let G also act on B ( M )by gb = I&). Then the action is by bundle
maps. An affine connexion on M is invariant under G if the connexion
form 4 is invariant, 4 o dg = 4, for every g E G.
6.4. Covariant Differentiation and Classical Forms 119

If M is a homogeneous space of G, show that an invariant connexion


on ( G , M , H ) (see problem 5.5) induces an invariant affine connexion
on M . I n this case, if we write g = m +
5, as before, then the im-
bedding takes into fundamental vector fields, m into all basic vector
fields, restricted to I b ( G ) .
Problem 22. Product connexions. Let M’, M“ be manifolds with
affine connexions having connexion forms +’, solder forms
+It,

w ’ , w ” , etc. Let M = M’ x M“ and define the bundle of adapted


bases over M to be the submanifold of B ( M ) :
m”),e , , ..., e d ) I (m‘,e, ,. .., ed,) E R(M’)
B(M’, M ” ) = {((m’,
and (m”, eCtl , ..., ed) E B(M”)}.

T h e group of B(M’, M”) is Gl(d’) x G l ( d ” ) and it is clear that


B(M’, MI’) may be identified with B(M’) x B(M”). Define a con-
nexion +‘ @ +”
on B(M‘, M“) and extend by equivariance to a

FIG.23.

connexion + on B(M). M with this affine connexion is called the


afine product of affinely connected manifolds M’ and M“. Show that
the product connexion has the following properties:
(a) If y’ and y” are curves in M’ and M”, X‘ and X” are parallel
vector fields along y‘ and y ” , then X‘ +
X” is parallel along y’ x y”,
and, conversely, a parallel vector field on M has this form.
(b) T h e geodesics are products of geodesics on M‘ and M”. Hence
the affine product of complete connexions is complete.

(4 Ts,+s..,t.+t..= T’s,,t, + T“sp,,p,.


(4 R,,,,,.,t,+p. = R’sf,tff R”,t,,t,..
120 6. AFFINECONNEXIONS

Problem 23. If i : iV+ M is a covering map, then there is an induced


natural covering map i : B(N)+ B ( M ) . (The prolongation of i.) If
M has an afine connexion and if y4 is the connexion form, then i*$ is a
connexion form on B ( N ) .Describe this connexion in terms of parallel
translation.
Problem 24. Connexions on the afine bundle. Let
A x
A(d, R ) = 1) E GZ(d + 1, R ) I A E Gf(d,R),x E Rd
I.
( x is viewed as a column matrix.)

Show that this defines A ( M ) as a principal bundle over M . (See


proof of theorem 10.)
If we view Rd as the hyperplane of Rd+l which has final coordinate
I , then A ( d , R ) acts to the left on Rd:

I)y = Ay + x,
X
for y E Rd.

Hence there is an associated bundle S ( M ) which has fibres homeo-


morphic to the tangent spaces of M . Make this correspondence
explicit.
Define maps
7] : B ( M )+ A ( M )

T~ : GZ(d,R ) + A ( d , R )

by q(b) = (b, 0), qc(A)= (t :), and show that this gives a bundle
map of B ( M ) into A ( M ) which induces the identity map on the base
space M .
Let w be the solder form on B ( M ) and consider a connexion c j on
B ( M ) , with @ and 1;2 as the curvature and torsion forms.
T h e Lie algebra of A ( d , R ) may be considered to be
6.4. Covariant Differentiation and Classical Forms 121

6
Define an a(d, R)-valued form on ? ( B ( M ) )with the property that
y*$ = 6
(8 :), and show that may be extended by right translation
to a connexion form on A ( M ) ,also denoted by+. If 3 is the correspond-
ing curvature form, show that

A connexion on A ( M ) arising in this way from a connexion on


B ( M ) is a special case of a Cartan connexion (see [35,48, 491).
By considering other horizontal, @-valued equivariant forms in
place of w , more general Cartan connexions may be defined, and in
general all the connexions on A ( M ) whose distributions are disjoint
from T ( q ( B ( M ) )arise in this way, since gI(d, R ) is reductive in
a(d, R).
Returning to the connexion 6,we note that the parallel translation
induced in the associated bundle S ( M ) gives rise to affine transforma-
tions of the tangent spaces to M which depend on both the curvature
and torsion of the connexion 4 on B ( M ) .
Infinitesimally, a curvature transformation R may be defined in a
way analogous to the curvature transformation of an afine connexion
as follows.
Let x, y , x E Mm , ( b , t ) E A ( M ) such that ~ ( b t,) = m, 2, jj lifts
of x, y to (b, t). Then
R,, z = -(b, t ) @@, j q b , t)-'z,

where we are identifying the fibre of S ( M ) at rn with Mm,


By choosing (b, t ) E q ( B ( M ) ) ,show that

Rr,z = R,, z + Tzy-


CHAPTER 7

Ri ern a n n i an M an i fo Ids

T h e definition of a Riemannian structure on a manifold is given and


the corresponding topological metric is shown to induce the same
topology. T h e bundle of (orthonormal) frames is defined and the
existence and uniqueness of the Riemannian connexion is established.
T h e chapter concludes with a large selection of examples [33,50, 831.

7.1 Definitions and First Properties

7.1.1 Riemannian Metrics and Associated Topological Metrics


A Riemannian manifold is a manifold M for which is given at each
m E M a positive definite symmetric bilinear form ( , ) on M , ,
and this assignment is C" in the sense that for any coordinate system
(xl , ..., xd) the functions g..= ( D Z i, D,,)E C". Such an assignment
2.3
is called a Riemannian metrzc on M .
If we let S y ( M ) be the bundle of symmetric positive definite tensors
of type (2, O), then a more elegant version of the above definition is that
a Riemannian manifold is one with a preferred C" cross section of this
bundle Sy(M).
Let M , N be Riemannian manifolds with metrics ( , )M and
( , ) N . Then a C" map f : M + N is an isometry if it is a homeomor-
phism and preserves the metrics, that is, for t , s E M , , (dft, dfs)N
= ( t , s ) ~ .An isometry is a diffeomorphism. f is called a ZocaZ
isometry if we relax the requirement that it be one-to-one.
If M is an oriented Riemannian manifold then there is a
unique d-form % which determines the orientation and such that
% ( e l ,..., ed) = h l for every orthonormal basis e, , ..., ed of M m . % is
called the Riemannian volume element of the oriented Riemannian
manifold.
122
7.1. Definitions and First Properties 123

We defer examples in this chapter to the last section.


If (xl, ..., x d ) is a coordinate system on any manifold M with domain
0, then there is a natural inner product on the tangent spaces to 0,
namely, the Euclidean inner product (D, , D,,)= aij. We denote
by 1 1 11' the Euclidean norm.
We also let ( 1 I ( be the Riemannian norm, that is, 1 1 t 1 1 = ( t , t)1/2,
t E T ( M ) , so that we have 1 1 Dz, 1 1 = (gii)lI2E C", and in fact for
ai E C", 1 1 ZiaiDZ,1 1 E C" at each point at which not all the aivanish.
If we require ( , ) to be only nondegenerate instead of positive
definite, then M is called a semi-Riemannian manifold. T h e main result
of this chapter, namely, the existence and uniqueness of a Riemannian
connexion, holds in the semi-Riemannian case.
Problem 1. T h e index of a symmetric quadratic form on a real vector
space is the dimension of a maximal subspace on which the form is
negative definite. Prove that for a connected semi-Riemannian
manifold the index of the metric is the same on every tangent space.
For nonconnected manifolds we also require that the index be
constant for a semi-Riemannian metric.
A manifold with index 1 or d - 1 is called a Lorentz manifold.
T h e four-dimensional time-space universe of Einstein is a Lorentz
manifold.
If y is a broken C" curve in M , then its arc length is defined by

I Y I = f l l aY * I I l

where [a, b] is the interval of definition of y .


Problem 2. Let y be a broken C" curve defined on [a, b]. Define
nondecreasing continuous function f on [a, b] by

f(4= j-1/ I Y* II.


(a) Show that f is C" at every x such that y,(x) exists and is nonzero.
(b) Show that Y o f-l : [0, 1 y I] + M is a continuous well-defined
function even though f-1 may not be a function, and that it is C" at
every f ( x ) for which y,(x) # 0.
(c) Let (x,y) be a coordinate system on a two-dimensional manifold
and define C" curve y on an interval with 0 as an interior point by the
equations
124 7. RIEMANNIAN
MANIFOLDS

x(y(t)) = st
0
[exp (-l/sz) sin 1/sI2ds, y ( y ( t ) )= 1'' exp (- l/s2) sin l / s ds.
' 0

Show that for this curve y o f-' is not a broken C" curve so that y
cannot be reparametrized with respect to arc length so as to remain
broken C".
We define a function p : M x M -+ R v {+ a} by

where r = set of all broken C" curves from m to n.

Lemma 1. The function p is a metric on M .


Proof. It is trivial that p is symmetric and satisfies the triangle
inequality, so the only thing remaining to be proved is that p(m, n) = 0
implies that m = n. Assume that m # n, and let (xl , ..., xd) be a
coordinate system at m with domain U . Let 0 be a ball with respect to
the xi such that 0 C U and n $ 0 .Define a function f : Rd x U -+ R
by
f ( a , .'*> a d 4 =
? 7 (1 x
aPl.,(m) I/
Then f I S d - l X L I is continuous and positive, and therefore there exists a
k > Osuchthat
1
- <f I s d - l x z < k.
k
Now I I Z aiDZi(m)I I' = 1 on Sd-l x 0, and hence we have

for (a,, ..., a d , m) E Sd-l x 0. Then by the fact that the expressions
in (1) are homogeneous in the q ' s , we have that (1) holds for
( a l , ..., a d , m) E Rd x 0. Now let y be any broken C" curve from

FIG. 24.
7.1. Definitions and First Properties 125

m to n, and let y’ be the part of y from m to the first place where y


intersects the boundary of 0. Finally, let a be the radius of 0. We
then have
1. 1
p(m, n) = inf I y I 2 inf I y’ I 2 - inf 1 y’ 1’ 2 - a > 0,
k k
which completes the proof of the lemma.
Problem 3 . I n the proof of the lemma we have assumed the theorem
about Euclidean space that says 1 u I’ 2 o( for every curve u which goes
from the origin to a point on the sphere of radius a. Prove this result,
and also that equality occurs only if u is a broken C” reparametrization
of a straight line. [Hint: Let r be the function ( Z xi2)1/2.Split u*(t)
into two components, one, u** tangent to the ray from the origin, the
other normal to that ray. Show that I d(r o u)/dt I = 11 u*= (I, and
apply the fundamental theorem of calculus. Compare the similar
theorem for geodesics in a Riemannian manifold in Section 8.1.1

Theorem 1. T h e topology given by p is equivalent to the topology


of M as a manifold. Hence, p is a continuous function on M x M .
Proof. It is sufficient to find for each m, E M a neighborhood P
whose topology is given by p. Let x1 , ..., xd be a coordinate system at
m, , 0 be an open ball with respect to the xi with center at m, , 0,
similarly, with 0, C 0. Let p’ be the Euclidean metric on 0 defined
via the x i , so that p‘ defines the topology on 0. Hence, we wish to
find a neighborhood P of m, and a number c > 0 such that P C 0
and (l/c) p’ < < p cp‘ on P x P. From Eq. ( 1 ) above, we have that
there exists c > 0 such that

for t E M , , m E 0,. Hence for any broken C” curve in 0, , we have


<
(I/c) 1 y I’ <
( y I c 1 y 1’. So we need only worry about curves
which leave 0,. This we do by cutting down again. Let 6, = p’-radius
of 0, , and take /I< S,/(2c2+ 1). Let P be the open ball of radius /I
with respect to the xi about m, . Now from the above remark, it is
clear that in order to show
126 7. RIEMANNIAN
MANIFOLDS

on P x P, we need only prove that in the calculation of p on P x P we


can restrict ourselves to curves in 0, . That is, if (m, n) E P x P and y
is a curve from m to n, then there exists a curve 7 such that 1 7 I <
Iy I
and 7 is in 0, . Now let y, = part of y from m to the first intersection
point of y with the boundary of 0, , and let p = the straight line from
m to n with respect to the xi . We then have
1 1
I Y I AYII
>,cIyiIf3,(6,--)32c193cIyj'>,Iy[. QED

FIG.25.

Before discussing further properties of Riemannian manifolds, we


shall show that a large class of manifolds admits Riemannian
structures.

Theorem 2. If M is a paracompact manifold, then M admits a


Riemannian metric.
Proof. Let { Ui} be a covering of M by coordinate systems, and let
{ f i } be a C" locally finite partition of unity subordinate to this covering.
Let (xli, ..., xdi) be the coordinate system associated with U , , and
denote by ( , )i the Euclidean inner product defined on Ui via the
xji. We then define an inner product on M by ( , ) = E fi( , )i.
Remark. There is a similar result for real-analytic manifolds arising
from the solution of the analytic imbedding problem [31, 561.
7.1.2 Vector Bundles
Let ( B , R", M ) be an n-dimensional vector bundle over M (3.3(4)),
with B the bundle space and Rn the fibre. A Riemannian metric on the
7.2. T h e Bundle of Frames 127

vector bundle B is a C" assignment of a symmetric, positive definite


bilinear form to each fibre. By C" we mean the following. Let U C M ,
x1 and x z be C" cross sections of U in B. Then the function
f : U + R given by f ( m ) = ( x l ( m ) ,x z ( m ) ) is C".
By a proof similar to the above it can be shown that an n-dimensional
vector bundle B over a paracompact base M admits a Riemannian
metric. I n fact, let U C M be an open set such that n--l( U ) is diffeo-
morphic to Rn x U. Then by considering a basis of Rn it is easy to see
that there exist n linearly independent C" cross sections x1 , ..., xn of
U into n--l(U). We therefore can define a Riemannian metric on
r-'( U ) by setting (xi , xj) = aij . Now using a covering of M by open
sets over which B is trivial and an associated partition of unity, the
proof goes through in the same way.

7.2 The Bundle of Frames

Let M be a Riemannian manifold. We have discussed the bundle of


bases B ( M ) over M. Let
F ( M ) = {(m,el , ...,ed) I m E M , el , ..., ed an orthonormal basis of Mm},

and let n-' : F ( M ) -+M be the obvious projection. F ( M ) C B (M).


We shall put a local product structure on F ( M ) so that it becomes a
manifold, a submanifold of B ( M ) , and a principal bundle over M ,
called the bundle of frames, which represents a reduction of the group
of B ( M )to the orthogonal group.
Let m E M , (xl, ..., xd) be a coordinate system at m with domain U.
We define a function
A, : U + Gl(d,R).
Let Vl , ..., V , be vector fields defined on U with the property that
for all n E U , Vl(n),..., Vd(n)is the Gram-Schmidt orthonormalization
of D, (n),..., DXd(n). Then h,(n) is defined by
i
vi(n) = 2 (Au(fi))ijDzj(n)-
j=1

Now we define the following maps,


4, : T-'( U )+ GZ(d,R ) ,

4,' : ~'-l( U ) ---f O(d),


128 7. RIEMANNIANMANIFOLDS

as follows:
ei = z ( 4 U h el I *..,ed))ijvj(n)
fi = 2 ( Q / ( n , f * > ..., f d ) ) i f v M
i = 1, ..., d, where(n, e l , ..., ed) E B ( M ) , (n,fl , ...,fd) E F ( M ) . Pro-
ceeding similarly for a covering of M by coordinate neighborhoods and
defining right action exactly as in 3.2, we see that we have defined
principal bundle structures on B ( M ) and F ( M ) , and the local product
representations are compatible with the differential structure. In
particular, F ( M ) is a manifold and has structural group O(d),while the
A, being clearly C", show that the bundle structure defined on
B ( M ) is the same as that introduced previously. Further, we have
immediately from 3.4 that F ( M ) represents a reduction of the group
GZ(d, R) of B ( M ) to O(d), and F ( M ) is a submanifold of B(M).

M = M
FIG. 26.

Since o(d) may be viewed as the set of all d x d skew-symmetric real


matrices, it clearly admits {Xii - Xii I i <j} as a basis, where Xii is
defined as in 6.1.2. Hence, Ao(d) = Z(d) admits as a basis
{F.a$ = E a3. . - Eii 1 i < j } . I n other words, at each , ~ E F ( M )the
,
vertical tangent space to F ( M ) , namely, V,' = V , n F ( M ) , , where V,
is the vertical tangent space to B ( M ) , is spanned by the tangents
Fdf)= Wf)- Wf)I i < j } .
If H' is a connexion on F ( M ) , then it can clearly be extended to a
connexion H on B ( M ) by right action. Hence, H gives rise to a
parallel translation of tangents to M along curves in M . Further, it is
clear that this parallel translation preserves scalar products, for it is
defined via F ( M ) by sending one orthonormal base into another.
7.3. Riemannian Connexions 129

Conversely, if H is a connexion on B ( M ) such that parallel trans-


lation preserves scalar products, then H comes from a connexion H'
on F ( M ) in the above manner. Indeed, let b = ( m , fl , ..., fd) E F ( M )
and let y be a horizontal curve in B ( M ) passing through (m,fl , ...,fd).
Then every point on y must belong to F ( M ) , since parallel translation
along T 3 y takes fi , ...,fd into orthonormal bases, by assumption.
Therefore Hb C F ( M ) , , so we may define H' by H'b = Hb .
Problem 4. Prove that a reduction of the group of B ( M ) to O(d)
gives a unique Riemannian metric such that the reduced bundle is
F(M)*
Problem 5. Extend the results of this section to apply to a
Riemannian metric on an arbitrary vector bundle.
Remark. In a similar way, a semi-Riemannian structure on M gives
a reduction of B ( M ) to a subgroup of GZ(d, R ) which leaves invariant
a non-degenerate symmetric bilinear form, and conversely.

7.3 Riemannian Connexions

Let M be a Riemannian manifold. A connexion on B ( M ) is called


a Riemannian connexion if it satisfies the following properties:
(i) parallel translation preserves inner products,
(ii) the torsion form is zero.
We note that in view of the above remarks, a connexion on B ( M )
is a Riemannian connexion if and only if it is the extension of a
connexion of F ( M ) whose torsion form is zero. We defined the solder
form w on B ( M ) in the last chapter. If i : F ( M ) 5 B ( M ) is the
inclusion map, then we again denote by w the horizontal 1-form
i*w defined on F ( M ) .If H' is a connexion onF(M), H its extension to
B ( M ) , and if we denote the corresponding l-forms by $ and $',
respectively, then the first structural equation (theorem 6.4) pulls
back to F ( M ) ; namely,
dw = - 4 ' w + i*Q.
Hence, we have that H is a Riemannian connexion if and only if it
comes from a connexion on F ( M ) , also called a Riemannian connexion,
whose 1-form 4' satisfies the relation dw = +'w.
130 7. RIEMANNIAN
MANIFOLDS

Lemma 2. There is a one-to-one correspondence between horizontal


o(d)-valued 1-forms T on F ( M ) and horizontal Rd-valued 2-forms, in
such a way that the 2-form associated with T is T W . When T is not
horizontal it is still determined by T W .
Proof. We first show that for a horizontal 2-form l2 there is a unique
horizontal 1-form T such that SZ = T W . Let K(x, y , z ) = (Q(x, y ) ,
, that K is 3-linear, horizontal, and skew-symmetric in the
~ ( x ) ) so
first two variables. Since w is onto Rd, there is a unique T ( X ) E gr(d, R),
x E F ( M ) , , such that for every y , z E F ( M ) ,
2 <+) 4 Y ) , 42)) = K(x,y , z ) + K(z,y , .x) - q x , z, y).
This does not overdetermine T ( x ) , because if we alter y and x by
vertical vectors, so that ~ ( yand ) ~ ( x do
) not change, then the right-
hand side will not change either. T is obviously horizontal.
Since interchanging y and z on the right-hand side changes its sign,
we must have T ( X ) E o(d). T o show that TW = SZ, it suffices to show that
K(x,y , z ) = (.(X) 4 Y ) , 44)- (+) w(x),4.)>.

This is true because the second plus the third term of the right-hand
side above is invariant under interchange of x and y , while the first
term changes sign.
When T is not horizontal then using TW in place of SZ in defining K ,
it is an automatic verification that 2(T(X) ~ ( y )~, ( z )is) given as above
in terms of K , so TW determines T. QED
Remark. Lemma 2 may be proved by showing the map T + TW is
one-to-one and then applying a dimensionality argument. T h e
lemma also holds if the forms T are taking values in a subalgebra
consisting of all linear transformations which are skew-symmetric
with respect to some non-degenerate symmetric bilinear form in Rd.

Theorem 3. There is a one-to-one correspondence between con-


nexions on F ( M ) and horizontal equivariant 2-forms on F ( M ) . T h e
2-form may be taken to be the torsion form of the connexion, so two
connexions are equal if and only if they have the same torsion.
+
Proof. Let 4 be a connexion form on F ( M ) . Fixing we get a one-to-
one correspondence between connexion forms $I on F(M) and the
difference forms T = $I - +, which is an arbitrary o(d)-valued
horizontal equivariant 1-form. T h e lemma shows that T is determined
7.3. Riemannian Connexions 131

by T W , and furthermore it is trivial to verify that T is equivariant if and


only if TW is equivariant. This establishes a one-to-one correspondence
between connexions on F ( M ) and horizontal equivariant 2-forms T W .
Finally, by the first structural equation we have

that is, Ql = TW +
Q. Thus by choosing r w = -Q we get a con-
nexion +o with torsion 0. If we started with +o instead of we +
would have Q, = T W , that is, the correspondence would then be
between connexions and torsion forms. QED
Problem 6 . Find a formula for +o in terms of w and dw using the
above lemma and the fact that +ow = -dw.

Theorem 4. There exists a unique connexion on F ( M ) having


torsion 0; thus there exists a unique Riemannian connexion on B(M).
(This follows immediately from the previous proof.)
Remark. By the previous remark it is clear that by the same method
we may prove the existence and uniqueness of Riemannian connexions
(same definition) for semi-Riemannian structures.

Proposition. T h e connexions on F ( M ) having the same geodesics


as a given connexion are in one-to-one correspondence with horizontal
equivariant 3-forms on F ( M ) .
Proof. T h e condition on the difference form T in order that two
connexions have the same geodesics is T ( X ) w ( y ) = - T ( Y ) W ( X )
(theorem 6.9). T h e 3-linear function ( T ( x ) w ( y ) , w ( z ) ) is a 3-form if
and only if T satisfies this condition and is o(d)-valued. That it is
horizontal and equivariant is easily checked. [Equivariance here
means invariance under right action of O(d).]
Problem 7. On a two-dimensional Riemannian manifold two
different connexions on F ( M ) have different geodesics.
Problem 8. Prove that an isometry of a connected Riemannian
manifold is determined by its value and differential at one point as
follows:
132 7. RIEMANNIAN
MANIFOLDS

(a) First reduce to the problem of showing that an isometry which


leaves a point and the tangent space at that point fixed is the identity.
(b) An isometry takes geodesics into geodesics.
(c) Show that an isometry which leaves a point and tangent space at
the point fixed leaves a neighborhood of the point fixed.
(d) T h e collection of all fixed points of a continuous map is a
closed set.

7.4 Examples and Problems

1. Euclidean space. For every m E Rd we define (Di(m), D j ( m ) )= &,


thus defining the jlat Riemannian metric on Rd. Unless otherwise
stated, a metric on Rd will be assumed to be the flat one.
Problem 9. Show that the connexion on Rd given by its group
structure as in problem 6.6 is the Riemannian connexion, so the
Riemannian connexion is indeed flat. What are the geodesics ?
2. One-dimensional Riemannian manifolds. Since Riemannian
manifolds are metrizable they must be paracompact, so the underlying
manifold of a connected one-dimensional Riemannian manifold must
be either R or S1.In either case there are only two vector fields having
norm constantly 1, and an integral curve of such a vector field provides
an isometry with an interval of R (as in example I ) or a covering map
of S1 by R which is locally an isometry and periodic as a function on
R. I n the latter case the smallest period is the circumference of S1,
divided by 27r it is the radius of S1,since S1may be imbedded in R2
as a circle of that radius (see example 3).
3. Imbeddings. If i : N -+ M is a C" imbedding (or, more
generally, an immersion) and M is a Riemannian manifold, then there
is a unique Riemannian metric on N such that di preserves inner
products; when N has this metric i is said to be an isometric imbedding
(immersion). A very difficult theorem of Nash [63] says that
every Riemannian manifold has an isometric imbedding in an
arbitrarily small neighborhood of Euclidean space of dimension
d(d + +
1) (3d 11)/2, and if it is compact, dimension d(3d + ll)/2.
One of the harder outstanding problems is to what extent this theorem
can be improved in the allowable gap in dimensions and in the amount
of uniqueness possible. (Immersions are defined and discussed in
Chapter 10.)
7.4. Examples and Problems 133

Problem 10. Take a circle of radius r and center (s, 0, 0), r < s, and
lying in the plane uz = 0 and rotate it about the u,-axis. Realize this
surface as the range of an imbedding of T 2 ,the 2-torus. Compute the
Riemannian metric.
4. The Riemannian d-sphere of radius r , Sd = {x E Rd+' I I I x j 1 = r } ,
is obtained by giving it the induced Riemannian metric from Rd+l.
Rotations are all isornetries, so S d has O ( d +
1) as a transitive group
of isometries.
Problem 11. Let xo , ..., xdPl be linearly independent points of
Rd+l all of which lie on S d .Show that there exists a unique isometric
imbedding of Sk,the k-sphere with radius r, in Sd whose range
contains xo , ..., xk , k = 1, ..., d - 1. This gives a chain
S1 c S2 C ... C Sd-l C Sd. Prove that any such chain can be mapped
on any other by an element of S O ( d 1). +
Problem 12. Prove the following facts about Sd:
(a) For any m E S d ,there is a unique isometry j , leaving m fixed and
such that dj, = - identity on Sdlll.
(b) For each nonzero t E Sd, , there is a unique great circle F ( t )
tangent to t , and S1(t)is invariant under j , , that is, S1(t)= j , ( S 1 ( t ) )
= Sl(-t).
(c) If X is a parallel vector field along S1(t),then a!jmX== - X .
(d) If m, n, p are equally spaced along S 1 ( t )and X ( m ) = t , use j , to
show that X ( p ) = a tangent to S 1 ( t )at p , and hence S 1 ( t )is a geodesic.
5 . Riemannian products. If M' and M" are Riemannian manifolds,
then M = M f x M" becomes a Riemannian manifold when the inner
products are defined as
(s' + s", t' + t " ) = (s', t')' + (S'', t")'',
that is, tangents to one manifold are regarded as being perpendicular
to those of the other manifold. M is then called the Riemannian
product of M' and M". For example, Rd is the d-fold Riemannian
product of R .
Problem 13. Show that the Riemannian connexion of the Riemannian
product of Riemannian manifolds is the affine product of the
Riemannian connexions of the manifolds. (See problem 6.22.)
6. Flat tori. T h e Riemannian product of S1with itself d times is
called the $at d-dimensional torus T d . No distinction is usually made
134 7. RIEMANNIAN
MANIFOLDS

between S1of different radii, and in a given torus all of the radii need
not be the same.
Problem 14. Show that the flat d-dimensional torus T dis flat.
7. Covering manifolds. If i : N + M is a covering map, M a
Riemannian manifold, then i may be considered as an immersion, and
when N is given the induced Riemannian metric, (i, N ) is called a
Riemannian covering of M . For example, the simply connected
Riemannian covering space of a flat torus is R d , since this is true for
d = 1, and the relation is preserved under products.
Problem 15. Prove the last remark, namely, that if i’ : N‘ + M ’ ,
i“ : N” + m’ are Riemannian coverings, then the Riemannian
product N’ x N” is the Riemannian covering of M‘ x M ‘ with
covering ma pi’ x i”.
Problem 16. There is a reverse process, also. If i : N + M is a
covering map and if N has a Riemannian structure for which the deck
transformations are isometries, then there is a natural induced
Riemannian structure on M which makes (i, N ) into a Riemannian
covering of M . For example, real projective space P a is covered by
S d and can be given a structure from that on the Sd of example 4.
8. Parallelixable manifolds. If X I , ..., X, are parallelizing vector
fields on a manifold M , then ( X iXi) , = (constant functions)
defines a corresponding Riemannian metric on M . Rd and T d are
special cases; more generally, any Lie group has such a metric.
Problem 17. Show that the Riemannian connexion of this metric is
the same as the direct or opposite connexions if and only if
[Xi , Xi] = 0 for every i , j .
Problem 18. T h e Riemannian connexion of a parallelization is the
torsion free connexion (problem 6.5) if and only if for all constant
linear combinations X,Y of the parallelizing fields ([X, Y], X) = 0,
which is equivalent to the condition

I +
([Xi Xjl, x,> <Xj [Xi > Xkl)
7 = 0

for every i , j , k . Prove this by piecing together the following:


(a) T h e Riemannian and torsion free connexions are the same if
and only if the geodesics of the Riemannian connexion are the same
as those of the direct connexion (corollary to theorem 6.9).
7.4. Examples and Problems 135

(b) Let 0 be the O(d)-valued form on M obtained by pulling down


the Riemannian connexion form via the natural cross section of the
parallelization, and p the parallelizing form. Show that the two
connexions are the same if and only if O ( t ) p ( t ) = 0 for every t E T ( M ) .
(Use theorem 6.9, noting that 0 is a difference form pulled down
to M.)
(c) Use the structural equation dp = -0, and the skew-symmetry
of 0 to show the desired result. (Note ( p ( [ X ,Y ] ) p, ( X ) ) = ( [ X , Y ] ,X ) . )
Notice that an affine connexion gives a parallelization of B ( M ) and
hence a Riemannian structure, and the same holds for a Riemannian
connexion on F ( M ) . Show that in the latter case, the horizontal
geodesics in F ( M ) are precisely the lifts of geodesics in M , while the
vertical geodesics are integral curves of the fundamental vector fields
F i j . However, integral curves of constant linear combinations of
fundamental and basic vector fields are not in general geodesics.
9. Homometries. Iff : N + M is a diffeomorphism of Riemannian
manifolds, then f is called a homometry (with expansion factor a ) if
for every s, t E N , , any n, (df(s), df(t)) = a2(s, t ) . Iff is the identity
map on a manifold, then for a given Riemannian metric on M (or N )
this formula defines another metric so that f is a homometry.
We have already noted that S1 may have different radii, and this
amounts to changes of S1by homometries.
If N = M as a Riemannian manifold, then there may be no homo-
metries which are not isometries ( a = 1). Indeed, this is the case when
M is compact (more generally, has finite volume), for then a homo-
metry would have to multiply volume by the factor ad. (We have not
defined volume, but it can be done along fairly usual measure
theoretic lines.)
If M has infinite volume it may well have self-homometries. For
example, on Rd multiplication by a is a homometry.

map J : B ( M ) -
Problem 19. Show that a homometry f : M-+ N , when extended to a
B ( N ) ( J h , el , e d ) = ( f ( m ) ,df(e,), ... df(e,))),
a * * ,

called the prolongation of f to B ( M ) , preserves the Riemannian


connexions of the homometrically related metrics on M and N . I n
9

particular, multiplication of a metric by a positive scalar does not


alter the Riemannian connexion. However, two metrics with the same
connexions need not differ by a scalar, as can be seen by considering a
Riemannian product.
136 7. RIEMANNIAN
MANIFOLDS

10. Conformal maps. If we allow a to be a positive C" function of


n in example 9, we get a conformal map
f : Iv-+ M , (df(s),W))
= (.(W (s, t>, s, t E Nn
T h e linear fractional transformations of the Riemann sphere of
complex analysis are conformal maps of the Riemannian 2-sphere,
and the homometries of Rd combined with stereographic projection
give conformal maps of the Riemannian d-sphere.
Problem 20. Prove that stereographic projection is a conformal map
of Sd - {pt} onto Rd.
11. Action by compact groups. If G is a compact Lie group then G
has a unique (Haar) measure which is invariant under left and right
translations and assigns 1 to all of G. If G acts differentiably on M ,
then we can obtain a metric on M so that G acts as a group of isome-
tries. For let { , ) be any Riemannian metric on M , and for s, t E M , ,
define

Problem 21. Show that G acts as isometries on ( M , ( , )'). Iff is any


self-isometry of ( M , ( , )) which commutes with the action of G, that
is, fg = gf for every g E G, show that f is an isometry of ( M , ( , )').
Problem 22. Show that the orthogonal complements of the vertical
tangents with respect to a right invariant metric on a principal
bundle form a connexion distribution. Hence, give an alternate proof
that a paracompact principal bundle admits a connexion (compare 5.4).
Problem 23. (a) Show that a left invariant metric on a Lie group G
corresponds to an inner product on the Lie algebra g.
(b) A left invariant metric on G is also right invariant (and so
adjoint invariant) if and only if the corresponding inner product ( , )
on is invariant, that is, if X , Y , 2 E g, then

that is, a d X is skew-symmetric. (This is simply a restatement of


the fact that the function (Ad elxY, Ad e"2) is constant if and only if
its derivative is zero. Compare with problem 2.5.)
(c) If G is compact, it always admits such a metric.
7.4. Examples and Problems 137

(d) T h e Riemannian connexions of such invariant metrics on G are


all equal to the torsion free connexion of problem 6.6, and hence are
complete (see problem 18).
(e) T h e Killing f o r m of a Lie group G is a bilinear form k( , ) on g
defined by: if X , Y Eg, then
R(X, Y ) = tr(ad X o ad Y ) .

K ( , ) satisfies the invariance property of (b), but is not in general


definite or even nondegenerate, for example, if g has a nontrivial center.
12. Riemannian homogeneous spaces. If M is acted upon by a
transitive Lie group of isometries, then M is a Riemannian homo-
geneous space. By example 11, a homogeneous space of a compact Lie
group may be given a homogeneous metric.
Problem 24. Let H be a closed reductive subgroup of a Lie group G
(see problem 5.5), so that g = b + m, where [b, m] C m. Assume m
admits an inner product which is invariant under A d H . Then show
that G / H is a Riemannian homogeneous space.
V d , ? the
, Stiefel manifold of ordered sets of r orthonormal vectors
in Rd,is a Riemannian homogeneous space of both O ( d ) and SO(d),
namely,
Vd,T= O(d)/O’(d- r ) = SO(d)/SO’(d- r ) ,

where O’(d - r ) and SO’(d - r ) are viewed as acting on the last


d - r components in Rd. If we make the definition O(0) = SO(0)
= {I}, then O ( d ) = V d , d S, O ( d ) = V d , d - l ,and Sd-’ = Vd , l are
special cases.
13. Flag manifolds. If d , , ..., d, is a partition of d , then we define
flag manifold Fl(d ; d, , ..., d,) as the set of n-tuples ( V , , ..., V,),
where Vi is a subspace of Rd of dimension di and these subspaces are
mutually orthogonal. Alternatively, Fl(d ; dl , ..., d,) may be con-
sidered to be the set of increasing sequences
(0) = W , C W , C W , C ... C Wn-l C W, = Rd

of subspaces of Rd with di = dim W i- dim Wi-l


.
Problem 25. (a) Establish a natural one-to-one correspondence
between these two sets.
(b) T h e orthogonal group O ( d ) acts on n-tuples ( V , , ..., V,) and
the general linear goup Gl(d, R ) acts on increasing sequences
138 7. RIEMANNIAN
MANIFOLDS

W, c W, c c Wn-, c W , = R d . Find the isotropy group in each


case, thus giving FZ(d ; d, , ..., d,) the structure of a homogeneous
space in two ways.

FIG. 27.

(c) Since O ( d ) is compact, there is a Riemannian metric on


Fl(d ; d, , ..., d,) on which O(d) acts transitively as isometries. For
<
p = ( V , , ..., V J E F Z (;~d, , ..., dn) and 1 i < j < n, define mij
to be the subspace of FZ(d; d,, ..., d& spanned by tangents to
curves on which only Viand V j are varied. Show that these mij must
be mutually orthogonal by using the invariance of the adjoint action of
the isotropy algebra.
14. Riemannian symmetric spaces [13, 18, 331. If a Riemannian
manifold M has an isometry fm for every m E M which leaves m fixed
and such that df,, l M m = - identity (fm is called the symmetry at m )
then M is a Riemannian symmetric space.
Since an isometry must take geodesics into geodesics, it is easy to
see by a step-by-step use of symmetries at points along a geodesic that
geodesics are infinitely extendable, so M is complete. If M is con-
nected, then any two points of M may be joined by a broken geodesic
(see problem 8), and hence the composition of the symmetries about
the midpoints of the geodesic segments is an isometry sending one
of the points into the other. Thus the group of isornetries is transitive;
and since this group is always a Lie group, M is a Riemannian
homogeneous space [50].
Sd is a symmetric space.
Problem 26. Prove that for a Riemannian symmetric space any C"
curve invariant under the symmetry about each of its points is a
reparametrization of a geodesic. (Compare problem 12.)
Problem 27. A Riemannian homogeneous space with a symmetry fm
at one point is Riemannian symmetric.
Problem 28. Alternate de$nition of Riemannian symmetric spaces.
Let M be a Riemannian homogeneous space, M = G / H . Then M is a
7.4.Examples and Problems 139

homogeneous Riemannian symmetric space if G admits an automorphism


f with the properties
(i) f 2 = identity,
(ii) H is pointwise fixed under f and contains the greatest con-
nected subgroup pointwise fixed under f .
(a) Let T : G + M be the canonical projection, and define
fo : M + M by: f o ( n ( g ) )= T ( f ( g ) ) . Show that fo is well-defined and
df, = - identity on Mo , where 0 = x ( e ) .
(b) Use the formulaf, o L, = Lfcg., o f o , where L denotes the left-
action of G on M , and the fact that L, is an isometry to show that f o is
an isometry. Hence, prove that every homogeneous Riemannian
symmetric space is a Riemannian symmetric space.
(c) Let M be a connected Riemannian symmetric space. We have
already seen that M is Riemannian homogeneous, M = G/ H, where
H = { g E G I g ( m ) = m}, m fixed E M . Define f : G --t G by:
f(g) = f,gf,-’. Show that f satisfies properties (i) and (ii) of a homo-
geneous Riemannian symmetric space. (See problem 8.)
Problem 29. Let G be a Lie group with a two-sided invariant metric.
Show that the inverse map ~!,t : G + G, defined by # ( g ) = g-l, is an
isometry, and hence prove that G is a Riemannian symmetric space.
G may also be exhibited as a homogeneous Riemannian space of
the group G x G, with the automorphismfdefined byf(g, h) = (h,g ) .
Find the isotropy group and make the identification of G with the
homogeneous space. In particular, describe the action of G x G on G.
Problem 30. Grassmann manifolds. G d , r ,the Grassmann manifold of
r-planes in Rd, is a Riemannian homogeneous space of O(d),namely,
O ( d)
Gd,r =
O(Y)x O’(d - Y)’

where O(r) is viewed as acting on the first r components in Rd and


O’(d - r ) on the last d - r . Let g E O ( d ) , so that

where A is r x r , D is ( d - r ) x ( d - r ) , and define f by


140 7. RIEMANNIAN
MANIFOLDS

Prove that f defines Ga,ras a homogeneous Riemannian symmetric


space.
SO(4
G , r = SO(Y) x SO'(d - r ) '
the Grassmann manifold of oriented r-planes in Rd, is a twofold
covering of Gd,rand is also symmetric.
Problem 31. Let M and N be Riemannian symmetric spaces,
i : P - t M a covering map. Show that M x N and P with the
induced Riemannian structures are Riemannian symmetric spaces.
Problem 32. Lens spaces. Consider the map

on
(z1 , z2) - (z1 exp 2 4 P , z2 exp 2 7 4 P )

S3= {(zl , ~ I
2 )zi E C , I z1 I' + I z2 1' z= I},

where p and q are relatively prime integers. This map generates a


discrete group of isometries of S3, and this group may be used as the
deck transformations of a manifold M covered by S3. M is called a
lens space and has a metric induced from S3. Prove that M is not
Riemannian symmetric, even though its covering is.
Remark. Notice that if, instead of connectedness, one assumes that
the components of a Riemannian symmetric space M are isometric,
then M is still a homogeneous Riemannian symmetric space, so the
two notions are now equivalent. I t is not hard to think of examples of
Riemannian manifolds for which this does not hold but which still
admit symmetries f m , but they are rather artificial and will not be
missed.
15. Complex projective spaces. Let S2d+1 be a Riemannian sphere of
radius r . Then we have the principal fibre bundle (S2d+1,S1,C P d )
(problem 3.12), and S1acts as isometries, so the normal subspace to the
vertical space at a point defines a connexion H in this principal
bundle (problem 22). If we define dn- I x , to be an isometry between
CP,d,,, and H , , this defines a Riemannian metric on CPd. T h e bundle
maps which are isometries on S2d+1(this includes all of the unitary
transformations of Cd+l restricted to S 2 d f 1 ) form a transitive group of
isometries on CPd, so CPd is a Riemannian homogeneous space. A
closer examination of the available bundle maps show that CPd is
also symmetric.
7.4. Examples and Problems 141

16. Complex manifolds [23, 30, 921. Let M be a complex manifold


of complex dimension d (see problems 1.7 and 3.10). M is called an
Hermitian manifold if for each m E M there is given a positive definite
Hermitian bilinear form ( , ) on Znt, and this assignment is C" in
the sense that if zl,..., zd is a complex coordinate system at m, then
the functions gij = (ajaz, , a/azj) are complex-valued C" functions,
that is, gij E 9. We cannot demand that ( , ) be holomorphic, since
g23. . = g3%
..
Problem 33. Since M is complex, its bundle of bases B ( M ) is reduced
to a bundle C B ( M )with group GL(d, C), and C B ( M ) may be viewed
as the bundle of holomorphic bases of the holomorphic tangent
spaces Z mto M . Show that the existence of a Hermitian structure on
M is equivalent to the reduction of C B ( M ) to a bundle CF(M) with
group U(d)C GL(d, C). Hence or otherwise show that a Hermitian
structure always exists. Show that C F ( M ) may be taken to consist of
holomorphic bases which are orthonormal with respect to the
Hermitian forms.
Problem 34. Establish that ( , ) can be uniquely extended to a
positive definite Hermitian form on Y Vin
n such a way that
-
(s, t ) = (s, t) if s, t E=@,,, , and (.*,,,, s,,,)
= 0.

Problem 35. Show that if s, t € A r n ,


then
(s, t ) = 2R ( P s , P t )
= Q R (S, t),

where B = s - iJs, f = t - iJt and R = " real part of ".


This then defines a Riemannian structure on the underlying real
manifold of M , and so F ( M ) is defined and has a Riemannian con-
nexion. Actually, we shall consider the F ( M ) defined by the metric
( >' = 2( , >.
9

Show that J is an orthogonal transformation field with respect to


this symmetric inner product.
+
Problem 36. Since F m = AnL i d n ,, any t € Z nmay X be decom-
posed as t = Rt +
iIt, with Rt, It ~ d ., , that ( R t , I t ) = 0 and
Show
hence show that the map
i : CE'(M)+F ( M )
142 7. RIEMANNIAN
MANIFOLDS

given by i(m, t, , ..., td) = (m,Rt, , ..., Rtd , It, , ...,Itd) is a well-
defined imbedding of the real manifold C F ( M ) and is consistent with
the previously defined inclusion of C B ( M ) in B ( M) . We shall write
C F ( M ) for i(CF(M)). T h e following problems show that the
Riemannian connexion on F ( M ) does not in general reduce to a
connexion on CF(M).
Problem 37. Prove that the following assertions are equivalent:
(a) T h e Riemannian connexion on F ( M ) reduces to a connexion
on CF(M),that is, if b E CF(M),then Hb is tangent to CF(M).
(b) T h e parallel translate of a holomorphic tangent is holomorphic.
(c) Parallel translation commutes with the projection P. (See p. 51.)
(d) Parallel translation commutes with J .
(e) Covariant derivatives of J vanish.
(f) If X , Y are vector fields on M , then V,(JY) = JV,(Y).
Problem 38. For s, t E .A,$, define Q(s, t ) = -( Js, t ) . Show that Q
is a differential 2-form on M and that
Q(S, t) = 21(PS, P t )
= *I(?, t).

M is said to be a Kahler manifold if dQ = 0. Prove that the following


assertions are equivalent:
(a) dQ = 0.
(b) All covariant derivatives of Q are zero.
(c) V,(JY) = JV,(Y), X , Y any vector fields.
[Hint: prove the following implications:

(4 (4 =- (b) - (4.
Recall problems 6.13, 6.14 and the vector field formula for the
exterior derivative.]
Problem 39. A direct proof that M is Kahler if and only if the
Riemannian connexion on F ( M ) reduces to C F ( M ) is outlined in this
problem.
Let & , w!, be the components of the connexion and solder forms
on F ( M ) . Let J?= Q o d r . Define a linear transformation field onp
7.4. Examples and Problems 143

F(M) by: I y b = identity and 9 IHI, = ( d r IHb)-l G J G d r . Prove the


following:
(a) d c = 0 if and only if dQ = 0.
(b) T h e vertical tangent space to C F ( M ) is spanned by the vector
fields Fij + Fi+d,i+d and Fi,i+d - Fi+d,i .
On CF(M) we have
(c) ~i G = - U . E+d 7 Wi+d j = Wi (1 < < d).

(f) t tangent to CF(M)implies Vt tangent to CF(M) 0 dsZ


- = 0.
Problem 40. Show that Q is a form of type (1, 1) and that Qa # 0. If
M is compact and Kahler, then show also that SZP is not exact for
a n y p < d. (A form 6 is exact if there is a form i+h such that d$ = 6.)
Problem 41. If ( , ) is a Riemannian form on a complex manifold
with respect to which J is orthogonal, then construct a Hermitian
form on M from which the Riemannian form is derived as in
problem 35.
Problem 42. Show that a submanifold (complex) of a Kahler manifold
is again Kahler.
Problem 48. Complex projective space. Let t o , ..., t, be homo-
geneous complex-valued coordinate functions on CPd. Then a basis of
coordinate systems may be described as follows. Let

lJi = { p E CPd I ti@) # 0}, i = 0, ...,d ,


and define coordinate functions 4, : U , + Cd by
z!3 = x3.0 4 z. = t.p.
3 1 .

T h e 4, then define a complex structure on CPd. On each U iconsider


the function fi = xy=o
z$$ . Notice that on ui n u k
fk =fix:,$.
144 7. RIEMANNIAN
MANIFOLDS

Use this to show that there exists a real closed form 1;2 of type (1, 1) on
CPd such that on Ui
Q = z d'd''jj. (Problem 4.28.)
- '

Show that the symmetric form associated with 1;2 is positive definite
and admits J as an orthogonal transformation, and hence show that
CPd is a Kahler manifold with respect to the corresponding Hermitian
structure.
A result of the preceding two problems is that every nonsingular
projective variety admits a Kahler structure.
CHAPTER 8

Geodesics and Complete


Rie m a n n ia n M Q n if0 Ids

In the first section the local minimizing properties of geodesics


are established with the help of the Gauss lemma, while in the second
the Hopf-Rinow theorem on complete Riemannian manifolds is
proved. In particular, it is shown that in the complete case geodesics
realize global distances. T h e arc length of continuous curves is also
discussed [24, 33, 50, 831.

8.1 Geodesics

In 6.3 we defined for any m E M , b = (m,e, , ..., ed) E B ( M ) , maps


exp, : M , -+ M , +b : M , -+ B ( M ) , depending on a connexion on
B ( M ) and such that was a rather natural lifting of exp, . We
noticed that these maps in general were only defined on a neighborhood
of the origin of M , , they were C" on this neighborhood, and exp,,
was a diffeomorphism of a possibly smaller neighborhood of the
origin. I n order for them to be globally defined we must assume that
geodesics from m are infinitely extendible.
We now assume M is a Riemannian manifold and we obtain
Z p , as follows:
+
Let b = (m,fi , ...,fd) E F ( M ) .Let be the Riemannian connexion
on F ( M ) , and let p = C p i f i E M , , and let 6 be the unique integral
curve of CpiEi with G(0) = b. Then we define G , ( p ) = c?(1).
Ei is the restriction of the vector field Ei on B ( M ) (6.1.2) to F ( M ) .
exp, is C" and is in fact the radially horizontal lifting of exp, to
F ( M ) .I n particular, the image of M , under eWb is inF(M).
If @ is the curvature form of the Riemannian connexion, w the
145
146 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

solder formonF(M) as defined in 1.3, then we define forms 0, 0, yh on


M , as follows:
-
0 = exp,*+

@=E$+@
~

$ = exp,* W,

and the real-valued forms Oii, O i i , yhi are defined accordingly.


T h e structural equations become
d# = -0#
de = - 3 P, 01 + 0.
(In terms of components, the structural equations become
d

d#i = 2
k=l
eki$k

d
doij = -
k=l
OikOkj + @ij.)

If P E M , , p = ray from m to p , u = exp,o p, q b p =


(m,fit, ..., fdt) (so fit is the parallel translate of fi along a), then if s,
t E (W7')P 9
(4 d expms = 2 #?(4,c
2 #i(s)
(b) j ( d e ~ ~ rdexprnt)
n~,

I I d expms I l2 =
= <#(s),
#(t)>

I I #(s) I l2 = 2 #N.
= +i(t)

[(b) is an immediate consequence of (a), which in turn follows easily


from the definition of 4.1
Thus, if xl, ..., xd is the dual base to the f i , s = Zs,D,((p), then
&(s) - si is a measure of the difference between parallel translation in
M and M , .
If p = Zpifi E M , , s = c ZppiD,,(p)E ( M m ) p, that is, s is tangent
to the ray p above, then
(c) = CPi

(4 qS)= 0.
8.1. Geodesics 147

This says that the lengths of radial vectors are preserved under
d exp,, and that tangents to horizontal curves in F ( M ) are horizontal
tangents.
A C" rectangle in M is a map Q of a rectangle [a, b] x [c, d ] in R2
into M which can be extended to a C" map of a neighborhood of the
rectangle. Q(a, c) is the initial corner of Q , while the base of Q is the

(a, d ) /b,d)

FIG. 28.

curve T defined by Q o j c , where j c ( t ) = ( t , c). More generally, the


curves T , = Q o j , are called longitudinal, while the curves
= Q o 'j, ('jz(t)= (x, t ) ) are transversal. T h e "vector field" V
defined along the base T by V(s) = r S * ( c )is the associated vectorjeld
of Q (it is actually a curve in the tangent bundle of M ) , and Q is an
associated rectangle of V .

Canonical lifting. If Q is a C" rectangle in a Riemannian manifold M ,


and if F ( M ) has the Riemannian connexion 4, then for every
f~ n-I(Q(a, c)) there exists a unique C" rectangle in F ( M ) with
initial corner f such that
(a) Q = n o Q,that is, Q is a lifting of Q ,
(b) +(Qo j,*) = 0, that is, the longitudinal curves of Q are hori-
zontal, and
(c) +(Qo 'ja*)= 0, that is, the initial transversal curve is horizontal.
Problem 1. Prove the existence, uniqueness, and differentiability of
the canonical lifting of a C" rectangle.

Theorem 1 (Gauss' lemma). If Q is a C" rectangle in M , Q :


[a, b] x [c, d ] -+ M , whose longitudinal curves are geodesics and the
tangents to these geodesics are all of the same length, then if V is the
associated vector field, the function (T,* , V ) is a constant. In par-
ticular, if TC*(a)1 V ( a ) , then ~ ~ * 1
( t V) ( t ) for all t E [a, b].
148 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

Proof. Let Q be the canonical lifting to f E F ( M ) of Q. Also, write


C$Q= Q*$, wQ = & * w . T h e first structural equation becomes
dwQ = -4QwQ, which when applied to (Dl, D,) gives

QwQ(D2) - D,UQ(D1)- wQ([D1 9 Del) = -+Q(D,) wQ(Dz) + $Q(Dz)wQ(D,).


Now [Dl ,D,]= 0, and C$O(Dl)= 0 since the longitudinal curves of Q
are horizontal; so we have, taking inner products with wQ(D,),

(D1wQ(D2),w Q ( W - (DzwQ(D1), wQ(D1)> = (CQ(D2)W Q ( D l ) > w Q ( W


=o
since dQ(D2)is skew-symmetric.
Now wQ(D,)oj, is constant since the curve T, is a geodesic,
so
Dl (wQ(D,), w Q ( W = (DPQm,
wQ(D1)>;
also,
D,( w Q ( 4 ) , wQ(D1)) = 2 (D2wQ(D1), wQ(D1)>.
But (wQ(Dl), wQ(Dl))is constant, since we assumed the tangents to
the longitudinal curves all had the same length, so

Dz(wQ(D1), w Q ( W = 0.

Hence, the above equation becomes Dl(wQ(D2),wQ(Dl)> = 0. But


clearly, along the base curve (wQ(D2),wQ(Dl)) = ( V , T,*). QED

Corollary. Let p E M , , p = ray from 0 to p , cr = exp,, o p, and


s E (M& . Then s Ip (in the Euclidean inner product) implies that
d exp,s 1a.
8.1. Geodesics 149

This follows by applying Gauss’ lemma to a rectangle Q whose


initial transversal is the degenerate curve m E M and the longitudinal
curves are the images under exp, of the rays from 0 in M,. I n
particular, the base is u. T h e exact construction is left to the reader.
(This rectangle may be described briefly as “a piece of pie.”)
T h e following result expresses the fact that locally geodesics
minimize arc length among broken C“ curves.

Theorem 2. Let B C M , be a ball about 0 on which exp, is a


diffeomorphism, let p E B , p = ray from 0 to p, a = exp, o p,
and let T be any broken C“ curve from m to exp,,p in M . Then
I T 1 3 I a 1, and equality holds only if T is a broken C“ reparametri-
zation of a.

Proof. Let xl, ..., xa be dual to f l , ...,fa on M , and define the


following objects on either B or B‘ = exp,B:

f = r o expi]

Xi%,
T = 2 , the radial unit vector field defined on B - (0).

= d exp,T o expm-l, defined on B’ - {m}.

+
If q E M , , s E (M,,Jq, then we write s = sT sN where sT is a
multiple of T(q) and sN 1T(q).For t E M,, , b E B‘, we write similarly
+
t = tT t N ,where t T is a multiple of T ( b ) and t N _L T(b). We have
+
d exp,,s = d expmsT d explnsN, and from the corollary above,
d expl,,sN 1d exp,sT . Hence,
(i) d exp,sT = (d exp,s), . Also, from (b), p. 146,
(ii) I I d expnis, I I = I I S T I I .
Let [a, b] be the interval on which T is defined, and let c E [a,b] be
the smallest number such that P ( T ( c ) ) = r(p) = I a I. Now define a
curve 7 on [a, c] by
7
7)=ao---
IIPII Or.
150 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

Noting that 1 1 u* jj = / I p 11, we have

1
-
-
__ d a o dr o d exp,-'(T*)
II P II

hence,

this is true on [a, c]. Therefore, if T' = T jLa,cl , we have


~ ~ ~ > ~ ~ ' ~ > ~ ~ l > l ~ l ,

FIG. 30.

as asserted. If I T I = I u 1, then we clearly must have T * ( u ) = 0 for


u > c and T*,, = 0, from which it follows that T and u have the
same image. QED

Corollary 1. T h e square of the distance to m, p(m, Z)z, is a C"


function on B'.
Proof. It equals Z ( x i o exp,-1)2. (Z is the identity map on M.)
8.1. Geodesics 151

Corollary 2. If B ( m , c ) denotes the ball of radius c about m, then


for c < radius of B, exp,(B(O, c)) = B ( m , c).
Corollary 3. If T is a broken C" curve from m to n such that
1TI = p(m, n ) , then T is a broken C" reparametrization of a geodesic.

Proof. T minimizes arc length from m to n, so T locally minimizes arc


length and, by the theorem, is locally a broken C" reparametri-
zation of a geodesic. This is enough. Q E D
Lemma 1. Let m E M , 0 a ball C M,, , such that exp, is a
diffeomorphism : 0 -+ U , y : (a, b) + U a C" curve in U. Suppose that
r = p(m, y ) has an argument t such that r'(t) = 0. Then the geodesic
in U from m to y ( t ) is perpendicular to y J t ) at y ( t ) .
Proof. This is an immediate consequence of Gauss' lemma applied
to the lifting of the curves to M7,,and the comparable fact for Euclidean
space.

Theorem 3. Let N, P be submanifolds of M , u a geodesic from


n E N to p E P such that I u I = p(P, N ) . Then u is perpendicular to
both N and P.
Proof. It is obvious that a piece of u minimizes arc length from N o r P
to any point on u. For such points which are sufficiently close to N
or P lemma 1 then shows that u is perpendicular to curves in N or P
which pass through n or p , respectively, and hence u is perpendicular
to N, and P, . Q E D
If N is a submanifold of a Riemannian manifold M , let I ( N ) , the
normal bundle to N , be defined by
I ( N ) = {(n,t ) E T ( M ) 1 t E M , for some n E N and t 1N,}
[cf. 3.3(4)].
Problem 2 . Show that I ( N ) is a submanifold of T ( M ) and that
Exp I I , N ) is nonsingular on the trivial cross section of I ( N ) .
T h e tubular neighborhood, L r ( N ) , of N with radius r in I ( N )
is the open set of I ( N ) which intersects each fibre in the open ball of
radius r about the origin of the fibre.

Theorem 4. If N is a compact submanifold of the Riemannian


manifold M , then there exists an r > 0 such that exp maps I , ( N )
152 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

diffeomorphically. T h e image of 1r ( N ) ,called a tubular neighborhood


of N in M , has the property that all its points are joined to N by unique
geodesics which minimize arc length to N .
T h e proof is left as an exercise.
A local version of this gives us the existence of normal coordinates
for N in the following sense.
Let n E N . A coordinate system at n in M is normal for N if the
points of N correspond to part of a linear subspace of dimension equal
to that of N and the straight lines perpendicular to this subspace
correspond to geodesics perpendicular to N .
Problem 3 . If i : N -+M is an immersion (diis an isomorphism into
for every point), define a normal bundle of the immersion and tubular
neighborhoods in it. When N is compact show that Exp : T ( M )-+ M
gives rise to an immersion of l , ( N )into M , some r . Give an example
to show that the property of having unique minimizing geodesics to
i ( N )need not hold for points of the immersion of L r ( N ) .
Problem 4. Consider the flat 2-dimensional torus obtained by
identifying opposite sides of the unit square in R2 having opposite
corners (0, 0) and (1, 1). Sketch the locus of points at distance 2/3 from
the corner point.
If we obtain a noncomplete (see below) manifold from this torus by
removing the closed line segment from (1/4, 0) to (1/4, 1/2), how does
this change the locus ?
Problem 5. Show that a Riemannian covering map is distance-
decreasing.

8.2 Complete Riemannian Manifolds

Assume M is a Riemannian manifold. We have a map E : T ( M )+


M x M , given by: E(m, t ) = (m, exp,t). For E to be defined on all of
T ( M ) we must assume that all geodesics are infinitely extendible.
But in any case, E is defined on a neighborhood of the zero cross
section of T ( M )and is in fact C" there. We also have

Lemma 2. For each m E M , dE is an isomorphism on T(M)cm,ol ,


so by the inverse function theorem, E is a diffeomorphism of a
neighborhood of (m,0) onto a neighborhood of (m, m).
8.2. Complete Riemannian Manifolds 153

Proof. It is sufficient to prove that dE maps T(M),,,,,, onto


M x M(,,,,,, , since the dimensions are the same. Let ni : M x M + M
be the projection onto the ith factor i = 1, 2. Now we know that
E , which is given by E I n - ~ ( , n ) ( m , t ) = (m , exp,t), maps
(MvJo onto the tangent space to n;l(m) at (m,m). We conclude by
showing that dE maps the tangents to the zero cross section of T ( M )
onto the tangent space to the diagonal of M x M , which suffices
since M x M(,,,,,, is clearly spanned by tangents to ncl(m) and
tangents to the diagonal.
Let D : M + M x M be the diagonal map, D(m) = (m , m). Then
we have E I(zero cross section) = D 0 I(zero cross section) . dn is onto,
and dD is onto the tangent space to the diagonal. QED

Lemma 3. Let C be any compact subset of M . Then there exists


ac > 0 such that, for each m E C, exp, is defined on B(O(m),c) and
maps it diffeomorphically onto B( m , c), where O(m ) is the origin in
Mm .
Proof. We first note that if all geodesics are not infinitely extendible,
exp, may only be defined in a neighborhood of O(m). However, by
the theory of differential equations, it is clear that for each m E M
exp, is defined on a ball whose radius is a continuous function of m,
and hence we may take a c1 such that exp,n is defined on B (O (m ),cl)
for every m E C. By corollary 2 to theorem 2, we need only show that
there exists c > 0 such that, for each m E C, exp, is a diffeomorphism
on B(O(m),c). Lemma 2 essentially says this locally, and hence by
compactness the result follows.
However, we must first translate lemma 2, which says precisely that
for every m E C, there exists a neighborhood P, of (m, 0) which is
mapped diffeomorphically onto a neighborhood of (m, m). Therefore,
for every n E n (Pm), d exp, is regular (that is, 1 - 1 onto) and hence
exp, is a diffeomorphism on the set {t E M , I ( n , t ) E PnL}= PnL,,;so
we wish to show there is a c,, > 0 such that the ball, B(O(n),cm),in the
Riemannian metric is contained in P,n,, , for all n E n(P,).
Using the facts that T ( M ) has a local product structure with the
topology of the fibre being given by the Euclidean metric, that the
Riemannian and Euclidean metrics are equivalent on each tangent
space (see lemma 7.1), and that the Riemannian metric is continuous,
one finds that P,, contains a neighborhood of the form
= {(% t ) I n E u
rnI II t II < C , J ,
154 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

where Urn is a neighborhood of m and c, > 0. Hence for n E U,,, ,


exp, maps B(O(n), ern) diffeomorphically onto B(n, cm). By com-
pactness, C is covered by a finite number of U r n ,to each of which
corresponds a c , ~ .Letting c = min c, gives the desired result. QED
It now follows that the square of the distance function, p2, is C“ on
a neighborhood of (m, m) in M x M .

Theorem 5. (Hopf-Rinow [40, 77, 931). Consider the following


conditions on a connected Riemannian manifold M :
(a) M is complete.
(b) All bounded closed subsets of M are compact.
(c) For some point m of M , all geodesics from m are infinitely
extendible.
(d) All geodesics are infinitely extendible.
(e) Any m, n E M can be joined by a geodesic whose arc length
equals p(m, n).
T h e conditions (a)-(d) are equivalent, and they imply (e).
Problem 6. Find an example to show that (e) does not imply (a).
Also find an example to show that a minimizing geodesic between two
points need not be unique; in fact, there may be infinitely many.
Notice that (c) can be stated “exp,, is defined on all of Mm”, and (d)
can be stated “ T h e Riemannian connexion is complete’’ (6.3).
Proof. In any metric space it is true that (b) implies (a). That (d)
implies (c) is trivial, and that (a) implies (d) follows from extendibility
theorems in differential equations (see appendix).
We therefore have only to prove the implications from (c) to (b)
and from (b) to (e).
We now fix m, E M , and define, for any real Y > 0,
-
-
8, = {m E &I I p(m, ,111) < r } = B(m, , r ) ;
E,. = {m E B, I m can be joined to m, by a geodesic of length p(m, m,)).

I t suffices, assuming (c) for m, , to prove (1) E, is compact and (2)


E, = 8,;for any bounded subset is in a 8,, so by (1) and (2) a
closed bounded subset is compact, which is (b); then since (b) implies
(d), we can use any m for m, , so that (2) implies (e).
8.2. Complete Riemannian Manifolds I55

which is clearly compact, since it is closed and bounded. Compactness


of E , then follows from the fact that E , = exptnOErand the continuity
of expm,. QED
For the proof of (2) we need the following:

Lemma 4. If E , = 8, for some r , and if p(m, , n) > r, then there


exists m such that p(m, , m) = r and p(m, , n) = r p(m, n). +
Proof. For K = 1, 2, ..., choose a, , a broken C" curve from mo to n
with I a, I < p(m, , n) +
l/k (this is possible by the definition of p).
Let mk be the last point on a, in B , , so p(m,, m,) = r . By com-

FIG. 31.

pactness of E , = 8,,
the m k have a limit point m,and by passing to a
subsequence we may assume {m,} converges to m. Now

p(m0 7 n ) < dm0 9 m) + f(H4 n) = r + p(m, 4.


On the other hand, p(m, , n) > 1 a , I - l/k = I part of ak from
m, to m k I +
I part of ak from mk to n I - l / k r p(m, , a) - l/k, > +
which has limit r +
p(m, n), so p(m, , n ) >, Y p(m, n), so equality +
holds. This proves lemma 4.
We now prove (2) using the connectedness of the nonnegative real
numbers; that is, we show:
(i) E, = 8,.
(ii) E , = B , , r' < r , implies E,,! = 8,f .
(iii) E,! = 8,t for all r' < r implies E , = 8 , .
156 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

(iv) E , = 8, implies there exists c > 0 such that


Er+c = Bwc-
(i) and (ii) are trivially true.
Proof o f (iii). Let m E B , . If m E B,t for r' < r, then by hypothesis
m E E,) C E , . Hence, we assume p(m, , m) = r . By lemma 4 we may
choose a sequence (m,} which has limit m, where mk E 8, , r k < r .
Then by hypothesis, mk E ErkC E, , so m E E , by compactness of E , ,
which proves (iii).
Proof of (iv). By lemma 3, there exists c > 0 such that for each
m E 8, , exp, maps B(O(m),2c) diffeomorphically onto B(m, 2c), since
E, is compact. Let n E B,+, . We show n E E,+, . By lemma 4 there
exists m E 8,such that p(m, , n ) = r +
p(m, n), where p(m, , m) = r .
Therefore, p(m, n) < c, so there exists a geodesic y from m to n
with I y j = p(m, n). Let u be a geodesic from m, to m with
+
I u 1 = p(m, , m) = r . Then u y is a broken C" curve from m, to n
+
with I 0 y I = I 0 I
corollary 3 to theorem 2, u
++ +
I y I = r p(m,n) = p(m0, n), so by
y can be reparametrized as a geodesic.
Hence, n E E,,, .
This completes the proof of the theorem.
It has been shown by K. Nomizu and H. Ozeki [67] that every
connected paracompact manifold admits a complete Riemannian
metric; furthermore, they show that if every Riemannian metric is
complete then the manifold is compact. T h e converse, that a compact
metric space is complete, is well known.
Problem 7. Construct a noncomplete connected Riemannian mani-
fold of infinite diameter such that no two points at distance greater
than 1 from each other may be connected by a curve which minimizes
arc length.
Problem 8. Let i : N + M be an isometric imbedding. Let p be the
Riemannian distance on M , p' = p o i, p " the Riemannian distance on
N . Give examples to show that all eight possibilities for these metrics
to be complete or not may occur.
Problem 9. Show that for a connected Lie group which admits a left
and a right invariant metric the exponential map is onto.
Problem 10. Let M and N be complete Riemannian manifolds.
Show that the Riemannian product M x N is complete. Completeness
of affine connexions is also a property preserved under products.
8.2. Complete Riemannian Manifolds 157

Problem 11. Let M be a complete Riemannian manifold.


(a) Then any Riemannian covering of M is complete.
(b) For every m E M there is a geodesic segment starting and
ending at m in every homotopy class of loops at m.
Problem 12. Give examples to show that the result in problem 1 l(b)
may or may not hold if M is not complete.
Problem 13. Let M be a complete Riemannian manifold which is not
simply connected. Show that p(m, cannot be a C" function on all
of M .
Example. Consider a mechanical system with a finite number of
degrees of freedom and no elements which dissipate energy. Then the
conjiguration space is a manifold M which is a mathematical model of
the totality of all positions of the system. A curve in M is generally
thought of as occurring in time, so that a tangent vector is an assign-
ment of velocities to the elements of the system consistent with the
constraints of the system. T h e phase space of the system is T ( M ) .
T h e kinetic energy given by an assignment of velocities is a positive
definite quadratic form on each Mm , and thus gives a Riemannian
metric on M .
A force field on M is a 1-form 9; the integral of this 1-form on a
curve is the amount of work done in traversing the curve. If it is a
conservative force field then 9 = - d V , where V is the potential
energy.
If D is the covariant derivative symbol of the metric and X is the
vector field defined by 2 ( X , Y ) = O( Y ) for every Y , then Newton's
laws of motion for the system become

where y is a curve parametrized by time.


I n particular, when the motion is free the path of the motion is a
geodesic and the time is proportional to the length of the geodesic.
T h e Riemannian manifold is thus complete if the system will coast
indefinitely when given an arbitrary push. I n this case the system
may be started in any one configuration with kinetic energy 1 in such a
way that it attains another given configuration by free motion with an
elapse of time equal to the distance between the two points on M .
More specifically, the configuration space of a rigid body constrained
158 8. GEODESICS RIEMANNIANMANIFOLDS
AND COMPLETE

to rotate about its center of gravity is homeomorphic to P3 = SO(3).


T h e kinetic energy metric is invariant if and only if the ellipsoid of
inertia is spherical.

8.3 Continuous Curves

Let y be a continuous curve, y : [a, b] -+ M , and let


a = to < t , < t , < .'. < t , < b = t,+,

be a sequence of numbers between a and b. Then we define the arc


length of y by I y I = sup { p(y(ti), y(ti+,)) I all such sequences ti}.

Proposition 1. If y : [a, b] -+ M is a continuous curve from m to n


with I y I = p(m, n), then y is a continuous reparametrization of a
geodesic. This implies that geodesics locally minimize arc length
among continuous curves.
Proof. Pick a c > 0 by lemma 3 with respect to the image of y .
Take a < t, < t, < b such that p(y(tl), y(t,)) < c/2, so there exists a
geodesic u from y ( t l ) to y(t,) with I u 1 = p(y(tl),y(t,)). We claim that
for every t E (tl , t J , y ( t ) lies on u. For choose geodesics u1 , u, from
r(t1) to y(t), y ( t ) to y(t,), respectively, with I 0 1 I = p(y(t,), y ( t ) ) and
1 u, 1 = p(y(t), y(tz)). Then since y clearly locally minimizes arc length,
we have 1 0 1 + +
0 2 1 = p(y(t1), y ( t ) ) p(y(t), y(t,)) = I y from r(t1) to
y(t,) I
+
+ I y from y ( t ) to y(t2) I = p(y(t,), y(t,)), so by the theorem 2,
I u, u, I is a broken C" reparametrization of u, which proves y ( t )
lies on the image of u. Hence, y is locally a continuous reparametri-
zation of a geodesic; so in particular it is a reparametrization of a
broken C" curve. T h e result then follows from corollary 3 to
theorem 2.

Proposition 2. If y is a broken C" curve, then the two definitions of


arc length agree.
Proof. Let { y } be the length of y as a continuous curve, retaining
I y 1 as the notation for the integral of tangent lengths. Then it
follows trivially from the definition of distance that { y } 1 y I. We <
also have, easily, that both definitions are additive:
{r+d={r)S{4, I r + u l = IrlS 101.
8.3. Continuous Curves 159

+
Now suppose y is a curve for which { y } 12 = I y I, 12 > 0. Then by
splitting y in half, we must have that the discrepancy on one of the
halves is at least k / 2 . By repeatedly halving we get a nested sequence
of parameter values s, < u, such that the discrepancy of y restricted
to [s,, u,] is at least k/2", and u, - s, = c/2,, where c = b - a,
[a, b] is the interval of definition of y. Let t be the common limit of
s, and u, , and let t , be a number in [s, , u,] such that

which exists by the mean value theorem. Then

Now reparametrize y so that t = 0, multiply this inequality by


2"/c, and take limits, getting

Let xi be normal coordinates at y(O), and fi = xi o y . Then we have


p(y(s), y(0)) = ( Zfi(s)2)1/2= ( Xfi(Ois)2)1/2 I s I, where 0 < Bi < 1,
by the mean value theorem. Thus if we write

g(4 = P ( Y ( 4 , r(O))/ls I
and
d u n ) un - As,) sn = g(Un)(un - s n ) + ( d u n ) - d-4)sn,
we get

Since limn+mg(u,) = 1 1 y.+(O) 1 1 , this shows

II Y*(O> II 2 K i C + II Y*(O) 11,


which contradicts 12 > 0. QED
Problem 14. Let y : [a, b] -+ M be a continuous curve with finite
length in a Riemannian manifold. Show that y can be uniformly
approximated by broken geodesics.
160 8. GEODESICS
AND COMPLETE
RIEMANNIAN
MANIFOLDS

Problem 15. Let 4 : M ---t N be a map between Riemannian mani-


folds which is onto and preserves distances. Prove that 4 is an
isometry, (See [50],p. 169.) This says that the topological metric of
a Riemannian manifold determines both the Riemannian structure
and the differential structure.
Problem 16. Let 4 : M + N be a C" map of complete Riemannian
manifold M onto Riemannian manifold N such that for every m E M ,
M,, decomposes orthogonally into subspaces V , and H,, V and H
C" distributions, where V , = ker(d4,) and dr$, restricts to an
isometry from H , onto NbC,,.Show that:
(a) If y is a C" curve in N and +(m) = y(O), then there is a unique
lift 7 o f y to M s u c h that Y(0) = m,y = 4 o 7, and I y I = I 7 I.
(b) T h e lift, as in (a), of a geodesic is a geodesic.
CHAPTER 9

Riemannian Curvature

T h e main properties of the Riemannian curvature are established,


including a direct, but for the most part impractical, method of
computing curvature. Following a selection of examples, the Jacobi
equation is established for vector fields associated with rectangles with
geodesic longitudinals and a number of local and global consequences
are derived. In particular, it is shown that for a complete Riemannian
manifold with nonpositive curvature, the exponential is a covering
map [24,33,50,831.

9.1 Riemannian Curvature

Let M be a d-dimensional Riemannian manifold with metric ( ,) and


curvature transformation R,, , s, t tangents to M . A plane section
P at m E M is a 2-dimensional subspace of M,,, .
Let P be a plane section at m, and let s, t E M , be two vectors
spanning P.
T h e Riemannian (or sectional) curvature of P, K ( P ) , is defined by

where A ( s , t ) = ( 1 1 s l l a 1 1 t I j a - (s, t ) 2 ) 1 / zis the area of the parallelo-


gram spanned by s and t.
T h e first aim is to prove that K ( P ) depends on P alone and not on
the particular choice of s and t spanning P. Simultaneously, it will be
proved that K ( P ) determines R,, , and so nothing is lost by con-
sidering the Riemannian curvature instead of the curvature form on
F(M).
161
162 9. RIEMANNIAN
CURVATURE

Note that, if dim M = 2, there is only one plane section at each


m E M , and so K is a real-valued function on M , called the Gaussian
curvature.
Problem 1. Letf : M -+ N be a local isometry. Show thatfpreserves
curvature. Prove that the d-dimensional Riemannian sphere has
constant curvature, and hence also the d-dimensional real projective
space.

Lemma 1. For x, y, z,w E Adrn, the curvature tensor R satisfies


the following properties:
(4 Rx, = -Rim I (b) (RXYZ,w > = -<% RZYWh

(c) Hxvz + R,xy + Rgzx = 0, (4 (RxyZ,w > = ( R Z W X , Y ) .


One way of interpreting these properties is to view R as a linear
transformation of the second Grassmann space G2,L, that is, the space
of bivectors. T o do this we define R,, to be the bivector which
satisfies ( R z , , z w ) = (Rryx,w ) for all decomposible bivectors xw.
Then (b) says that R,, is a well-defined bivector, (a) says that it
depends only on the bivector xy and not on x and y individually, so
that xy + R,, can be extended linearly to an endomorphism of all
bivectors; (d) says that R is a symmetric transformation of bivectors,
so the corresponding quadratic form determines the transformation.
Furthermore, (c) says that the quadratic form is determined by its
values on the decomposible elements alone. (See corollary 2 below.)
If xl, ..., xd is a coordinate system at m, then the classical object
Riikl is given by
Ri3kl = <HXt.l‘,Xk 7 Xl>

where X , = Dxt . T h e above formulas then correspond to the classical


ones, namely:
(a’) Rtjkl = -R,z/cZ 1 (b’) Rwkl = -Rzm I

(c’) R,jkl f Rkz,Z f R,k?l = O, (d’) Rt3kl = Rklz~ *

Proof of lemma 1. Let x, y E MnL, b E F ( M ) ,x , y E F ( M ) ,such that


d r r x = x,drrjj=y. T h e n b y 6 . 1 . 5 , i f z ~ M , ,
RXoz= -b@(n, 9)b - l ~ ,
where b is regarded as a map Rd -+ Mn, .
9.1. Riemannian Curvature 163

(a) then follows from the fact that 0 is a 2-form, and hence is
alternating, while (b) follows since @ is o(d)-valued, o(d) consisting
of skew-symmetric transformations of Rd.
In order to prove (c), we first notice that for a, b, c E Rd,

Choosing 2,j j above in a particular way, we have

But then the Jacobi identity gives

which proves (c), since E and b are one-to-one.


(d) follows from (a), (b), (c) by taking inner products of equation (c)
with w, then cyclicly permuting x, y , x, w . T h e four equations thus
obtained are then added, and proper use of (a) and (b) will yield (d).
Details are left to the reader.

Corollary 1. K(P)is well defined.


Proof. For x, y E Mm , let K ( x , y ) = ( R , , x , y ) / A ( ~ , y ) ~We
. point
out that
(i) q x ,Y ) = q y ,4,
(ii) K(ax, by) = K ( x,y ) , if ab # 0,

(iii) K(x t- cy,y) = K ( x , y ) .

I t then follows that if x' = ax +by, y' = cx +


dy, ad - bc # 0,
then K(x',y ' ) = K ( x , y ) , since it is well known that the transformation
from (x, y ) to (x', y ' ) can be obtained by a sequence of the types
indicated in (i), (ii), and (iii).
164 9. RIEMANNIAN
CURVATURE

Corollary 2. T h e ( R z y x ,y ) determine the curvature transfor-


mations.
Proof. More precisely, ( R Z y z , w ) is the only 4-linear function
satisfying the properties of lemma 1 which restricts to ( R Z g x , y ) .So
we assume that we have two 4-linear functions, f and f on M , which I,

satisfy the conditions corresponding to (a)-(d) and such that


f ( x , y , x, y ) = f ’ ( x , y , x, y ) , all x, y E M , . Letting g = f - f’,we see
that g satisfies these same conditions corresponding to (a)-(d).
Replacing x by x + z in g(x, y , x, y ) = 0 we get

,.(g +
y , x, Y) ,
.(g y , x, Y ) +,.(g y , z, Y ) 4-,.(g Y , z, Y ) = 0
and hence,
g(., y , z, y ) +,.(g y , x, Y) = 0.

Replacing y by y + w and following the same procedure gives


g(x, w , z, y ) + g(., y , z, w ) = 0.

By (d), then (a), we get

sog(.,., ., w ) is invariant under cyclic permutation of the three entries.


But the sum over such permutations is 0 by (c), so g = 0. QED
Remarks. (1) Sometimes it is more convenient to deal with curvature
instead of curvature transformations and this corollary assures us that
this will not lose information.
(2) If M has two Riemannian structures such that at a single point
the inner product and curvature are the same, then the curvature
transformations are the same.
(3) It is not correct to say that the curvature determines the
curvature transformation, for two different Riemannian structures,
with different curvature transformations, may give rise to the same
curvature. For example, let f: S2 + S2be any diffeomorphism of the
Riemannian 2-sphere. Viewing f as an isometry gives two Riemannian
structures on S2 with different curvature transformations but the
same (constant) curvature.
9.2. Computation of the Riemannian Curvature 165

Problem 3. Use the following outline to prove Schur's theorem


[ I 71: If K is constant on every fibre of Gd,2(M), then K is constant on
Gd,2(M),for d > 2.
(a) This hypothesis is equivalent to: for every x, y E Rd,
( @ ( E ( x ) ,E ( y ) )x, y ) is constant on fibres of F ( M ) .
(b) Since the functions depending on x, y in (a) determine the
functions ( @ ( E ( x ) ,E(y))z , w ) , the hypothesis is equivalent to

@(E(x),E(y)) is constant on fibres of F ( M ) .

( c ) If F@(E(x), E ( y ) ) = 0 for every vertical F , x, y E Rd, then


E(z) @(E(x),E(y)) = 0 for every x, y , x E Rd, and hence @ ( E ( x ) ,E ( y ) )
is constant on F ( M ) , K constant on G d , 2 ( M ) .
[Hint: Use the Bianchi identity

D@(E(x),Q),E ( 4 ) = E ( x ) @(E(Y)Y E ( 4 ) + E(y)@(E(z),E ( 4 )


+ E ( 4 @(E(x),E(y)) = 0,
and the fact that

[A,E(x)] = A E ( x ) - E ( x ) A = E(Ax) for A E o(d),

so E(x)A + E(Ax) = AE(x).]


9.2 Computation of the Riemannian Curvature

We indicate briefly how the Riemannian curvature can be computed


in terms of the metric coefficients g i j . In particular, we show the
connection between the curvature transformation and the metric.
By 6.4.3, if X , Yare vector fields, then
166 9. RIEMANNIAN
CURVATURE

where V , is the covariant derivative in the direction of X.However, by


[66, p. 771 if X , Y , Z are vector fields,
2 < V ,Y ,Z)= X ( Y , Z ) + Y ( X , Z ) - Z ( X , Y )
+ ax, YI, z>+ w,XI, y >+ ( X , [Z, YI>.
These two formulas give the desired connection.
Problem 4. The above formula depends on the following facts:
(1) Torsion zero if and only if [ X , Y ] = V,Y - V,X, X , Y any C"
vector fields.
(2) Parallel translation preserves the inner product if and only if
+
X ( Y , Z ) = (V,Y, 2 ) ( Y , V,Z). Prove these statements and the
formula. Derive an explicit formula for K ( D x t ,D x j )in terms of the
gii *
Problem 5. Use this formula to obtain an alternate proof for
problem 7.18.

9.3 Continuity of the Riemannian Curvature

K is not a function on M , the Riemannian manifold, but it is a


function on the Grassmann bundle of 2-planes of M [3.3(5)],and
in fact a continuous function. From this it will follow that the
curvature on a compact subset of M is bounded.
Let Gd,, be the Grassmann manifold of plane sections (two-
dimensional subspaces) of Rd.(See problem 7.30.) So
Gd.2 = O(d)/O(2)x O'(d - 2).
We denote by G,,,(M) the bundle with fibre Gd,, associated to the
frame bundle F ( M ) , where M is a Riemannian manifold. Thus
2 . m E M , we write G,,,(m) for the
Gas,(&') = F ( M ) x O ( d ) G d , If
fibre of G,,,(M) over m. If b E F ( M ) such that ~ ( b = ) m, then
b : Gd,,3 G,,,(m) by : P -+ { ( b , P)} = ( b , P ) O ( d ) , the equivalence
class of (b, P)in G,,,(M). But we know that b : RdZMm, s o b : Gd,2
{plane sections at m}, and the resulting identification of G,,,(m) with
{plane sections at m} is independent of b. Hence, the Riemannian
curvature K can be viewed as a real-valued function defined on Gd,,(M).
(We are here using the notation F ( M ) x O(d)Gd,z for the space
(F(&') x Gd*,)lO(4 of 3.3.)
9.3. Continuity of the Riemannian Curvature 167

) R is C", and hence,


Proposition 1. T h e function K : G d , 2 ( M-+
in particular, continuous.
Proof. Consider the diagram

F(M) x O(4

p , 4 identification maps

It is only necessary to show that K o q o p is C". T o define the map p


we must first choose an element, say P o , of G d , 2 .Then p(b, g )
= (b, gPo). Hence, K o q o p ( b , g ) = K(b(gPo)),remembering that
b : Gd,2-+ {plane sections at m}. Let Po be spanned by orthonormal
vectors x, y E Rd. Then

K(bgpO) = (Rb(g%)b(gyl b(gx), b(gy))


=- (b@,(E(gx)(b),- m ) ( 4 ) g x , g y ) ,

which is clearly C" in b and g . QED


Since Gd,2is compact, we have the:

Corollary. If C C M is compact, then there exist H , L E R such that


for any plane section P at any point m E C , H K ( P ) L. < <
Remark. T h e curvature of a Riemannian manifold clearly depends
on the particular Riemannian structure which the manifold is given.
Thus, the flat torus has zero curvature everywhere, while the imbedded
torus (doughnut) has points of both positive and negative curvature.
However, a given manifold cannot admit arbitrary curvature. For
example, it will be proved that a simply connected compact manifold
cannot have everywhere nonpositive curvature (see corollary 2,
theorem 4), while a noncompact complete manifold cannot have
positive curvature bounded away from zero (Chapter 11). Moreover,
there is a relationship between the curvature and the topological
invariants of the manifold given by the Gauss-Bonnet theorem, which
we do not study [19,22]. I n general, though, not much is known about
this problem [ZI, 121.
I68 9. RIEMANNIAN
CURVATURE

Problem 6. A complete Riemannian manifold is locally symmetric


if the curvature of a plane section is invariant under parallel transla-
tion of the plane section along geodesics. Show that this is equivalent
to the vanishing of the covariant derivatives of the curvature trans-
formation.
Problem 7. Let M be a Riemannian symmetric space. Show that the
symmetry fm of M , carries a tangent into the negative of its parallel
translate along the geodesic through m. Hence, show that M is locally
symmetric. Conversely, it follows from a monodromy argument that
a locally symmetric simply connected manifold is Riemannian
symmetric.
Let M be a Riemannian symmetric space as above. From previous
results (7.4.14) we know that M is a homogeneous symmetric space,
that is, M = G / H , where G admits an involution f. Further, let
0 = eH E M , b = { X E g I d f ( X ) = X } , m = { X Eg I d f ( X ) = - X } ,
then b is the Lie algebra of H .
Problem 8. Prove the relations [b, $1 C b, [Ij, m] C m, [m, m] C 8.
Problem 9 . Prove that for X E ~e f,x 0 is a geodesic in M . [Hint:
Show that if a is a geodesic, the curve f l ( t ) = f0f&) in G satisfies
( I ) fl is a one-parameter subgroup (of transvections)
(2) fl corresponds to an element of m.]
Show that there is hence an isomorphism between m and M , . Further,
if the inner product ( , ) on M , is pulled back via this isomorphism
to an inner product ( , ) on m, then show that it satisfies

([XYI,2 ) + (Y,[ X ,4) = 0,


where X E b, Y , 2 e m . (A form satisfying this relation is called
invariant with respect to b. Cf. problem 7.23.)
Problem 10. Show that H is compact, using that it may be viewed
as a closed subset of an orthogonal group. Hence, show that the form
( , ) may be extended to an inner product ( , ) on all of g (see 7.4.11)
which is invariant under df and with respect to b.
T h e Killing form k( , ) on g is also invariant under df, since
ad(d!X) c ad(df Y ) = df c ad X o ad Y c df-' (problem 7.23). Hence,
show that m and b are orthogonal with respect to each of these forms.
Problem 11. M is said to be an irreducible symmetric space if
9.3. Continuity of the Riemannian Curvature 169

ad b I m is real irreducible. I n general, there is a linear transformation


S , of m such that for Y , Z E m,
k(Y, Z ) = (sky,Z).

Show that m decomposes into the characteristic subspaces of S, and


that these subspaces are invariant under ad b. I n particular, if M is
irreducible there is a real number h such that on m

4 1=7 , 1.
From problem 7.8 it follows that only the identity in H acts trivially
on m,and, hence, if X E ~X, # 0, then ad XI, # 0. Using this and the
fact that ad X is skew-symmetric with respect to ( , ) on g, show that
k( , ) is negative definite on 5. When M is irreducible with h # 0
this shows that K ( , ) is nondegenerate on g, from which it easily
follows that g has no proper Abelian ideals, that is, g is semisimple.
I t can be shown that if k( , ) is negative definite, or h < 0 in this case,
then G is compact (see [33], p. 122).
Problem 12. Pick f E F ( M ) such that ~ ( f )= 0, and consider the
corresponding imbedding of G as a closed submanifold of F ( M ) (see
problem 6.21). Show that G is a subbundle of F ( M ) with group H , and
hence that H may be viewed as a subgroup of O(d).
Problem 13. G acts on F ( M ) and so it makes sense to speak of
invariant vector fields on F ( M ) . Show that basic and fundamental
vector fields are invariant.
Problem 14. Let X E m, Y E b. Show that X is the restriction to G
of a basic vector field, and hence that the Riemannian connexion on
F ( M ) reduces to a connexion on G. This proves that the holonomy
group of M with respect to f is contained in the isotropy group H . T h e
converse is also true [28].Show that Y is the restriction to G of a
fundamental vector field, and in fact Y = hY, where is viewed as a
subalgebra of o(d). If X = E ( x ) Ic , x E Rd,show that
ad Y ( X )= E ( Y x ) IG.

Problem 15. Let X , Y , Z E m M M, . Show that the curvature


transformation is given by

RXJ = “ X , YI, ZI.


170 9. RIEMANNIAN
CURVATURE

Use this to derive a formula for the curvature of a plane section of M,,
in terms of the Lie algebra structure of g and the inner product ( , ).
This then serves to determine the curvature everywhere on M .
Problem 16. Assume that M is irreducible. Show that if X = 0, then
curvature is 0 ; otherwise, curvature is nonnegative or nonpositive
according as h is negative or positive, respectively.
Problem 17. Calculate the curvature (constant) of the d-dimensional
Riemannian sphere of radius r .

Examples. Grassmann Manifolds


Real case. If A is a matrix with real entries we let A* denote the
transpose of A. T h e Grassmann manifold Gd+e,dof d-planes in Rd+e
may be realized as the homogeneous space O(d + e ) / O ( d ) x O(e).
When split into corresponding sized blocks, the Lie algebra of
+
O(d e ) may be considered to be the matrices of the form (fee" i),
where A* = -A, B* = -B. It is easily checked that df(!c*$)
= ($;c) defines a Lie algebra involution with fixed algebra
+ +
o(d) o(e) which generates an involution of O(d e ) with fixed
group O(d) x O(e).
If we define (X, X ) to be the sum of the squares of entries of X,in
this case X E o(d + e), (X,X) = -tr X 2 , then ( , ) is a positive
+ +
definite form on o(d e ) which is invariant under o(d e ) and df.
Thus Gd+e,dbecomes a Riemannian symmetric space.
T h e oriented Grassmann manifold
Gi+,,d= SO(d + e)/SO(d)x SO(e)
is a twofold covering of G d + e . dso
, it is also a Riemannian symmetric
space.
Problem 18. Verify the unproved statements above. Find an explicit
matrix formula for the involution f. Show that GA+e,dhas only one
nontrivial isometry which corresponds to the identity on Gdte,d.
What are the groups of isometries of Gd+e,dand G;+e,d? What are the
isotropy groups of a point ?

Complex and quaternion cases. We proceed as in the real case except


that we let A* be the transpose conjugate of A. T h e same formula
for df is an involution of the real Lie algebras, and extends to an
9.3. Continuity of the Riemannian Curvature 171

involution of the unitary or symplectic group to give the representa-


tions
Hd+e,d= subspaces of dimension d in Cd+e
= U(d + e ) / U ( d ) x U(e).

= subspaces of dimension d in Qd+e


Kd+e,d
= Sp(d + e)/SP(d) x W e ) .
(For the definition of the symplectic group Sp(d), see [25; p. 201.)
T h e sum of norms of entries is again a positive definite quadratic
form on the Lie algebra which is invariant under the whole Lie
algebra (u(d + e) or 5 4 d +
e)) and df. Thus each of these homo-
geneous spaces becomes a Riemannian symmetric space.
T h e tangent space at the basic point in each of these symmetric
spaces may be identified with matrices of the form (”* :), and then
with C itself, where the entries of C are in the appropriate field. As
such it has the structure of a complex or quaternion vector space. I n
the complex case this structure is invariant under the action of
+
ad(u(d) u(e)), so that it may be induced on every other tangent space
+
invariantly by using the action of U(d e); thus Hd+e,dhas the
structure of an almost complex manifold. (It is true that “almost”
may be dropped.) We call those plane sections consisting of complex
multiples of a single vector holomorphic. I t is not true that the quater-
nion structure is invariant under ad(ep(d) +
5 p ( e ) ) , so that the
quaternion structure cannot be induced invariantly on any tangent
space of K d f e , d .
Problem 19. Show that the symmetric spaces Gd+e,d,Hd+e,d,
Kd+e,dare irreducible with negative h (see problem 11). Furthermore,
they have nonnegative curvature, but not all positive curvature unless
d o r e = 1.
Problem 20. When d = 1 the Grassmann manifolds become pro-
jective spaces or spheres; show that the curvature may be described
as follows, using problem 15:
Real field: All sections have the same curvature.
Complex field: If X 1 Y , X , Y E m and 8 is the angle between
+
the holomorphic sections of X and Y , then K ( X , Y ) = 1 3 cos2 8.
I n particular, only the holomorphic sections attain the maximal
curvature of 4,and the so-called holomorphic curvature is constant.
172 9. RIEMANNIAN
CURVATURE

Quaternion field: If X 1 Y , X , Y E m, and 9 is the angle


between the 4-dimensional subspaces X Q and YQ, then K ( X , Y ) =
1 + 3 cos2 9.
Opposite spaces. T h e Lie algebra of matrices of the form ($* g), where
A* = -A, B* = -B, with entries in one of the above-mentioned
fields, has an involution given by
A C A -C
4 C * B) = (4B"
)*

This involution extends to an involution of the connected subgroup


+
G of Gl(d e, F ) corresponding to the Lie algebra, and the fixed
subgroup H may be divided by to give a homogeneous space M . Those
matrices { X } with A= B=O may be identified with the tangents to M
at 0 = eH, and the sum of norms quadratic form, in this case tr X 2 ,
may be used to give M the structure of a Riemannian symmetric
space. I n this case the inner product on m is invariant under only
ad b, not under all of ad g as with the Grassmann spaces.
Problem 21. Show that these symmetric spaces are irreducible with
positive A. Moreover, the map which takes (OC. 0") into (& 0") gives
an isometry from the tangent space of the corresponding Grassmann
space such that the curvature of corresponding plane sections under
this isometry is the same in magnitude but opposite in sign.
I n the case of the real field and d = 1 we obtain in this way
hyperbolic e-space, Re provided with a metric of constant negative
curvature. Show that the map exp : Re + M given by

0
exp(X) = exp (x* 1 H is one-to-one.

9.4 Rectangles and Jacobi Fields

Most of the theorems of this chapter as well as those of Chapter I 1


are connected with the behavior of nearby geodesics or the infinites-
imal analog thereof. Generally it is sufficient to consider a one-
parameter family of such geodesics, and hence the natural setting for
their study is a rectangle (8.1).
Let Q be a C" rectangle in a Riemannian manifold M . We use the
notation of 8.1 and the proof of therem 8.1.
9.4. Rectangles and Jacobi Fields 173

Lemma 2. If the longitudinal curves of Q are geodesics, then we


have the following formulas:
(a) D,wQ(Dz)- DzwQ(D1) = +Q(Dz>w Q ( W
(b) Dd"(D.2) = W D l , DZ),
(4 D,2wQ(D2)= W ( D , , D,)wQ(D1).
(c) is a version of the Jacobi equation. [QQ was not used in 8.1, but
is, of course, Q*Q, where Q is the canonical lifting of Q to f E F ( M ) . ]
Proof. (a) has already been proved and used in theorem 8.1.
T h e second structural equation, theorem 6.4, gives
d+Q = - [+Q, +Q]+ W .
Applying this to D , , D , gives:
DAQ(D2)- Dz+Q(Dl)- +Q([Q D21)
= - 4([+Q(Dl>l# Q ( 4 ) l - +
[+Q(&), 4Q(D1)1) aQ(D1
Y 4).
~ )0 and [Dl
But c # ~ ( D= , D,] = 0, so we have
DAQ(D?)= aQ(4 , a),
which is (b).
Now apply D,to both sides of (a),

D12wQ(Dz)- DID,wQ(D1)= (WQ(Dz))w Q ( D 2 ) ++Q(mDlwQ(m)*


But DlwQ(Dl)= 0, and so also D,D,wQ(D,) = D,D,wQ(D,) = 0 since
[ D , , D,] = 0. Hence this becomes
D12,Q(D2) = (~,+Q(Dz,)
wQ(D1). #
(c) now follows by substituting (b) into #. QED
Jacobi fields provide the connection between the behavior of nearby
curves and curvature. They are certain vector fields defined along a
geodesic. Let u be a geodesic and let V be a vector field along u.
[Actually V is a curve in T ( M ) over u.]
V is a Jacobifield if
V,*(VU*(V)) = -%,vo*.

Since V is defined only on 0,we shall often write V' for Vu*V.So the
Jacobi equation becomes V" = R,*u* .
174 9. RIEMANNIANCURVATURE

We shall reduce this to the classical equation.


Define functions Riikl on F ( M ) by: Rijkl = Q i j ( E k , E l ) . Choose
b = ( ~ ( 0 e, ) ; , ..., ed) E F ( M ) such that ed = u,(O). Let 6 ( t ) = ( u ( t ) ;
el(t), ..., e,(t)), P and Fa be the horizontal lifts of u, V , and ed respec-
tively, and write V ( t ) = Z v i ( t ) ei(t). Then
R V ( t ) U , ct,o*(t) = R V c t , e d c t , e d ( t )

= - 2 @id(Q), G ( t ) )e i w (6.1.5)

On the other hand, V”(t) = C vi”(t) ei(t), so the Jacobi equation


becomes V i “ ( t ) = - Z k vk(t)Ridkd(6(t)).
In particular vd”(t) = 0, so the component of V in the direction
of u* is a linear function of t. Thus if V is perpendicular to u* at two
points, it is perpendicular everywhere. In any case, the behavior of the
other vi does not depend on vd since Ridad= 0.
In the two-dimensional case we have vl” = -R 1 2 1 2 ( ~ q( t()t)) ,
or v“ + Kv = 0, where K is the Gaussian curvature.
Since the Jacobi equation is a linear second order equation we
immediately obtain from the theory of differential equations:

Proposition 2. T h e Jacobi fields along u form a linear space of


dimension 2d over R . For every x, y E M,,,,, there is a unique Jacobi
field V such that V(0)= x, and V’(0)= y . T h e Jacobi fields which
vanish at u(0) form a linear subspace of dimension d whose values for
sufficiently small t consist of all of Mu,,,. If t is sufficiently small, for
every x E Mu,,,and y E Mu(,,there is a unique Jacobi field V such that
V(0)= x and V ( t )= y .
T h e following theorem characterizes Jacobi fields in a more
geometric manner.

Theorem 1. A vector field V along a geodesic u is a Jacobi field if


and only if there is a rectangle Q having base curve u, all longitudinal
curves geodesics, and V its associated vector field.
Proof. If Q is such a rectangle, then the fact that V is a Jacobi field is
really a corollary to lemma 2, for (c) is the Jacobi equation, only
9.4. Rectangles and Jacobi Fields 175

formulated in RZ.In fact, V ( t )= dQ(D,(t, c)), u*(t) = dQ(D,(t, c)), so


regarding .(t) as a map : Rd + Mo,,,we have

Rvo,a, = -O@( P, O*)O-’(o,) (6.1.5)


= --o@Q(R-
01) WQ(D,)
1 0i c [ j c ( t ) = ( t , c)]
= OD12wQ(D,)@ j c [(c), lemma 21
= V’.
On the other hand, if V is a Jacobi field, then by proposition 2 it
will be sufficient to find a rectangle with longitudinal curves geodesics
and associated vector field (along u) W such that W(0) = V(0)and
W’(0) = V’(O),for then Wwill be a Jacobi field by what we have just
proved and so will agree with V everywhere by uniqueness.
Let y be a curve such that y J 0 ) = V(O),and let 7 be the lift of y
starting a t f = (‘(o);fl , ...,fd) E F ( M ) ,so y(t) = ( y ( t ) ; f l ( t ) *..,fd(t))*
,
Let U be a curve above y in T ( M ) , U ( t ) = Ch,(t)f,(t), such that
U(0) = u,(O) and C h,’(O)f, = V’(0).Now we define the rectangle Q
by
a s ,t) = exP,(,,su(t).

I t is clear that the longitudinal curves of Q are geodesics since for


fixed t we just get the exponential map applied to a ray. Furthermore,
since U ( 0 ) = u,(O), the ray for t = 0 is the one belonging to u, so
u is the base curve of Q. For s = 0 we get y , so the associated vector
field Wsatisfies W(0)= y*(O) = V(0).Thus it only remains to show
W’(0)= V’(0).
Now Q satisfies the condition of lemma 2, so we have by (a) :
+
DlwQ(D2) = D,wQ(Dl) +Q(Dz)uQ(Dl). But 7 is horizontal, so
(bQ(D2(0, t ) ) = +(y*(t))= 0. Also f ( t ) wa(Dl(O, t ) )is the tangent to the
longitudinal curve at height t , which from the definition of Q is U(t).
Thus for t = 0 we get
w‘(0) = f ( 4 W Q ( W O ? 0 ) )
= f(&JQ(Dl)(0, 0 ) )

= f(h’(0)) (h@)= (hl(t), * * . , hd(t)))


= V(0). QED

We now apply this to the case where V(0)= 0 and Q is degenerate


at s = 0, that is we take y to be the constant curve. Thus in this case Q
will be factored through Mr,L(m= u(O)), that is, Q = exp, o S, where
176 9. RIEMANNIAN
CURVATURE

S is a rectangle in M,, . Hence our Jacobi field will arise as d exp,


applied to a vector field along the ray p in M , which goes into u under
exp,, . We may taken U to be linear in t :

U ( t ) = u*(O) + tV’(O),
and this corresponds to

S(S, t ) = sa*(O) + stV‘(0).


A linear homogeneous vector field along a ray p in M,, is a curve X
above p in T(M,) such that X(0) = 0 and X ” = 0 (differentiation is
possible since M,, is a linear space).
For every x E (& I,
it is ),
clear , there is a unique linear homo-
that
geneous vector field such that X(0) = x. From the above definition
of the rectangle S we thus have:

FIG. 32.

Corollary. If V is a Jacobi field along u = exp, o p which vanishes


at m and X is the linear homogeneous vector field along p such that
V’(0) = d exp,,X’(O), then
V = d exp,X.

I n the remainder of this chapter we obtain results by making


comparisons between the growth of X in the “flat” space M , and the
growth of V in M . This comparison will involve curvature, so
9.4. Rectangles and Jacobi Fields 177

according to theorem 1 we shall have a relation between curvature and


the behavior of nearby geodesics. T h e metric on M,n is the one induced
by the inner product, so M , is isometric to Rd under, for example,
f E F ( M ) . We remark in passing that X is a Jacobi field along geodesic
p in M,, .
We introduce the notation:

w = p* , u = u* , K ( V )= K ( U , V )=

curvature of the section spanned by V and U when they are linearly


independent.
Because the behavior of the U-component of V has been completely
determined (it is a linear function of U ) and because the part of V
perpendicular to U is independent of the U-component, we assume
for the remainder of the chapter that ( U , V ) = 0. We assume also,
for convenience, that I / U I / = 1.
Since 1 1 V Il’(0) = 1 1 V’ Il(0) = / I X 1 1 ’ (see (a) in the proof of
Theorem 2. We are here, of course, assuming that V(0)= 0), we
can base our comparison of growth on the second derivative, which
is given by the:

[As in the definition of K(P),A(x,y) is the area of the parallelogram


spanned by x and y.3
Notice that if K( V ) is negative, then 1 I V 11’ ’ is positive.
Proof.
II V II‘ = (Q)(K V>-””<V’,V >+ ( V , 0)
= <v,
V >I1 VII-’
II VII” = ((V”, V>+(V’,V’>)Il ~ l l - l - ( V ’ , V ) l l VII-2(IT’, OII V1l-l
= (w,v’)(v,v) - (v’, 02) II v 11-3 + w,
1)’ I I v 11-1

= A(V’, V ) z11 V- (R,,U, V ) / I V 11-l (V is a Jacobi field)


= A(V’, V ) y Vl1-3- K ( V ) A ( U , V)*II VII-1.

But A( U , V ) = 1 1 V / / by the assumptions ( U , V ) = 0 and 1 1 U / I = 1.


QED
Problem 22. Determine the Jacobi fields on Rd (see problem 7.9).
178 9. RIEMANNIANCURVATURE

9.5 Theorems Involving Curvature

We use the notation of 9.4.

Theorem 2. Let p be a ray through 0 in &Ir,*.


<
(i) If K ( V ) 0 along p , then I1 VII = I I dexp,X / I 3 I I X I /
along p . Further, strict inequality is preserved in this implication.
(ii) If K ( V ’ ) > 0 at 0, then 1 1 d exp,X 1 1 < 1 1 X I / at points of p
near 0.
Proof. Let g = 1 1 V 1 1 - 1 1 X 11. Then since 1 1 X 1 1 ( t ) = t 1 1 X‘ 1 1
for t 3 0, it is clear that g‘ exists on the positive real numbers when-
ever 1 1 V 1 1 # 0. Thus it will suffice to show
(a) g has right-hand derivative 0 at 0.
<
(b) If K ( V ) 0, then g” 2 0, and the same implication for
strict inequality.
(c) If K(V‘)(O)> 0, then g“ < 0 in a neighborhood of 0 in the
positive reals.
For (a) we have: since X(t) = tX’(t),
II I I ( t ) = II dexp,,,tX’(t) II = t I I dexprnX’(t) II.
Dividing by t and taking the limit to 0 + we get
/ I V II’P +) = II dexprnX’(0 +) II = I I X’(0 +) II
since exp,, is an isometry on (M?J0.
Since 1 1 X 11‘’ = 0, (b) is immediate from lemma 3.
T o show (c) we write the formula for j 1 V I I” as

Since lim K( V ) = lim K( Vjt) = K ( V’(0))by the continuity of K , it


suffices to show that the limit of A(V’, V ) z( V , V)-z is zero. T o
do this we let Y = Vju, so Y = dexp,,X’, V’ = Y uY‘, +
V” = 2Y’ + uY“ = -R,,U (u is the coordinate on R). By the
fact that u Y and Y +
uY’ span a parallelogram of the same area as
uY and uY’ and because A ( x , Y ) is~ quadratic in each variable, we
have
A( v‘,V)Z( V , V)-Z = A(uY, uY’)Z (UY, uY)-Z
= A(Y, Y’)Z<Y,Y)-Z.
9.5. Theorems Involving Curvature 179

Now the limit of Y at 0 is d exp,,X’(O) = V’(0) # 0, whereas the


limit of Y’, from the equation for V”, is 0. Thus the limit of
A( Y , Y’)2( Y , Y ) - z is 0. QED

Corollary 1. If M has everywhere nonpositive curvature, then


exp, cannot decrease lengths of curves.
Proof. By (i), since we can take u to be any geodesic from m and X
any linear homogeneous vector field perpendicular to p, it follows that
exp,, cannot decrease lengths of vectors perpendicular to p. But
1 1 d exp, U I I = 1 1 U 11, so exp, cannot decrease the length of any
vector.

Corollary 2. If K( V ) <
0 for all Jacobi fields along u, then geodesics
from m near u pull away from u as compared to the corresponding
rays in M , .

m & Ks 0
m 6 K>O
FIG. 33.

If K ( V ) > 0 along u near m , then geodesics from m near u pull


towards u as compared to the corresponding rays in M , .
Proof. We need only make precise the words. Let p, T be rays in M ,
through 0. Let S be a sphere about 0, and let y be the shorter
segment of the great circle in S intersecting p and T . Then the
geodesics exp,, o p and exp, o T pull together if I y I >, I exp,, o y I
and pull apart if I y 1 <
I exp,,, c) y 1. T h e corollary then follows from
theorem 2.
Problem 23. Plane curvature can be used as follows to give a com-
parison between the lengths and areas of “circles” in M and those in
R2. Let x, y E M , , x,y unit orthogonal. Define a C” rectangle Q by
Q(s, t ) = exp, (s(x cos t + y sin t ) ) ,
0 < s, 0 < t < 2 . K
~ Let = K ( x ,y ) , V = the transverse vector field
of Q.
180 CURVATURE
9. RIEMANNIAN

(a) Show that the length of V may be expressed as


I I V I I = s - 8 K.s3+ .@h(s,t ) ,
where h is C“ for s > 0, continuous at s = 0.
(b) Let L(s) be the length of the “circle” Q,. Show that
+
L(s) = 2 4 s - Ks3/6) s4f(s), where f is a continuous function of
s; hence
!s
K = ( 3 / ~ ) ( ~ T S- L ( s ) ) / s ~ .

(c) Define A(s) = J i L ( u )du, the “area” of the “circle,” and obtain
the formula
K = (12/T) ljz ( T S 2 - A(S))/S4.

Remark. I?. Cartan gives a generalization which tells the area of small
spheres, volume of small 3-spheres, etc. [ I 7, p. 2521.
Problem 24. Let M = Sd of radius r . Using problem 7.12 show that
the “circles” of “radius s in Sd” are circles of radius r sin sir in Rdfl.
Hence, calculate L(s) and prove that K = l/r2 for all plane sections.
Problem 25. Use the above to calculate explicitely the Jacobi fields
on Sd as follows: let y(s) be a geodesic with s arc length. Let x,
y E Sd,(,,, be tangents perpendicular to y*(O). Then identifying
tangents to S d with tangents to Rd+l,we may write

Y = 2 b,~,(y(O)).
Show that the formula for the Jacobi field X along y with X ( 0 ) = x,
X(0) = y is
X ( S )= cos S/Y 2 a i ~ , ( y ( s )+) sin s/r 2 ~JI~(~(s)).
Let M , ‘ M be d-dimensional Riemannian manifolds, m E M ,
’m E ’ M , f = ( m , f i , ...,f d ) E F ( M ) ,’f = (’m, ’fi , ..., ’ f d ) EF(’M),and
define as in 8.1
- -
8 = expJ*+ ’8 = exp,,*‘q5
- -
0 = expf*@ ‘0 = exp,,*’@
- -
I#= expJ*w = expef*’w.
9.5. Theorems Involving Curvature 181

Let X E o(d); then f o (exp uX)3 f-' is a one-parameter group


of rotations of M , and thus induces a vector field 3 on M , . Using 'f
instead off we likewise get a vector field on 'x . T h e vector field
x is linear homogeneous along and perpendicular to every ray p in
Mn,; further (3o p)'(O) = d exp,n-l( fXf-'(p( 1)).

FIG. 34.

Let T be the radial vector field defined on all of Mrn except 0


which satisfies T o p = U whenever p and U are as before. Similarly
we define ' T on ' M , , ,.

Theorem 3 (fi. Cartan). If for every X E N ,a neighborhood of 0


in Rd, and for every X E o(d) we have
O(T,S ) ( f X ) = 'O('T,'X)(yX),

then there is a neighborhood U of m and an isometry J : U + ' M


such that J(m) = ' m and d J o f = 'f.
Proof. Let L be the linear map ;ff-' : M , -+ 'M,,,, . Let 0 be a
neighborhood of 0 in Mr,, on which exp,, is a diffeomorphism and
which is contained in f ( N ) .Then we set U = exp,,u and define J by
J = exp,, o L e (exp, I D)-l.It is then clear that J ( m ) = ' m and
d J == L on Mnl , so it only remains to show that J is an isometry.
182 9. RIEMANNIANCURVATURE

It is clear that dJ preserves lengths of radial vectors, that is,


d](dexp,,T) = d exp,,‘T. It therefore suffices to show that d]
preserves lengths of vectors normal to the radial ones. Now if t is
such a tangent to U , then there is p E M , and X ~ o ( d )such that
d exp,,X(p) = t , by the choice of U. Also, dJ(t) = d exp,,’X(Lp).
Therefore, by formula (b), p. 146, I1 t I I = I I #(x)(p) II, It d](t) I /
= 1 1 ’+(’X)(Lp)1 1 , and hence it will be sufficient to prove

#(X)= ’#(’X)o L for every X .

Now we make the observations:


(a) # and f-’ o d exp, are the same on ( M , ) o , and similarly for ‘#.
(b) # ( T ) = ’#(’ T ) 0 L
(c) #(X)(O) = ’#(’X)(L(O)) = 0.
For every ray p in M , ,
(4 (#(XI0 P)’(O) = #(WP)’(O)) = Xf-lp(1)
= (’#(’X)
0 L 0 p)’(O),

by (a) and the remark before the statement of the theorem describing
(xBy P)’(O).
0
(c) and (d) #(x)
and ’+(’x)
o L satisfy the same initial conditions
along any ray. They will be the same if we can show that the second
derivatives are the same. But rays are integral curves of T , so we must
show that T 2 + ( X )and T*(’#(’X)o L) coincide. Deferring the proof
that T 2 # ( 2 )= @(T , x)
#( T ) , we have
TZ(’#(’X)0 L ) = ( ’ P ’ # ( ’ X ) )n L
= (’O(’T,’X)’#(’T)) 0L

= (’@(IT,’ X ) 0 L)(’#(’T)0 L )

= @( T , X ) #( T ) by hypothesis and by (b)


= X).
PI,/,(
The following lemma will complete the proof:

Lemma 4. (a’) T#(X) = X + ( T ) + e ( X ) # ( T ) ,


(b’) TO(X) = @ ( TX),
,
(c’) T2#(X) = @ (T ,2)# ( T ) .
Proof. Except for an obvious substitution of symbols, the proof is the
same as that of lemma 2. T h e only fact we need to establish is
9.5. Theorems Involving Curvature 183

[ T , X] = 0. This follows easily from the geometric interpretation of


bracket, theorem 1.4, for the same result is obtained from either
order of the operations
moving a given distance along a ray (following an integral
curve of T)
rotating about the origin (following an integral curve of x).
Corollary. If M is a flat d-dimensional Riemannian manifold, that
is, K ( P ) = 0 for all plane sections P on M , then M is locally isometric
to Rd.
I n the following, we assume our manifolds are connected.
Theorem 4. Let M be a complete Riemannian manifold, and
let m E M . Assume that dexp, is everywhere nonsingular. Then
exp, is a covering map.
Proof. First define a new Riemannian metric on M , [that is, on
T(M,)] by pulling back the metric on M by means of d exp,, .
Since geodesics from 0 E M , are straight lines with linear parametri-
zation it follows from theorem 8.5 that M,, is complete in this metric.
Therefore, to prove the theorem it is sufficient to prove that if
F : N + M is a local diffeomorphism with dF everywhere an isometry,
N complete, then F is a covering map. For this we need to show that
for any m E M , there is a neighborhood U of m which is evenly
covered by F , that is, F-l( U ) is the disjoint union of sets U, , each of
which is diffeomorphic to U under F.
Fix m E M . Let 0 be a ball about m which is diffeomorphic to a ball
0’of radius r about O(m) in M , . Let U be the ball of radius r / 2 about
m, let F-l(m) = {ui}, and let Ui be the ball of radius r / 2 about ui .
T o show that this is an even covering we must prove that
(1) F I ui is 1-1,
(2) F-l( U ) is the union of the U , ,
(3) ui f uj implies Uiand Uiare disjoint.
Proof of (1). Let U‘ be the ball of radius r / 2 about O(m) in M , ,
and let dFui map Nu<isometrically onto M,, . Then from the relation
exp,,, o dFui = F o expUiwe have that U, = exp,. o dFUi-l(U’) and
F I U , is 1- 1, since dF,, is an isometry.
Proof of (2). Let u’ E F-l( U ) .We want to show that there exists an i
such that u’ E Ui. Let m‘ = F(u’), and let u be the geodesic segment
184 9. RIEMANNIAN
CURVATURE

of length k < ~ j from


2 m' to m. Locally, cr can be lifted to a geodesic
C?from u'. Since N is complete, 0 can be extended to length k, and
since F is a local isometry, F o C? is a geodesic and hence is u again.
But then the end point of 6,A say, goes into the end point of u, that is,
F(A) = m. Hence, there exists an i such that u, = A, and so u' E U, .
This proves (2).
Proof of (3). Assume that u, # uj and u' E Ui n Ui. Then
p(u', ui)< r / 2 , p(u', zij) < r/2 so p(ui , I+) <r.
But by reasoning similar to that of (l), F is 1-1 on a ball of radius Y
about ui , which contradicts F(ui) = F(uj). This proves (3) and the
theorem.

Corollary 1. Let M be a complete simply connected d-dimensional


flat Riemannian manifold. Then M is isometric to Rd.
Proof. By the corollary to theorem 3, exp,, : M , + M is a local
isometry, for any rn E M , and hence by theorem 4 is a covering map,
which is 1-1 since M is simply connected.

Corollary 2. (Hadamard-Cartan). Let M be a complete simply


connected d-dimensional Riemannian manifold with nonpositive
curvature at all plane sections. Then M is diffeomorphic to Rd.
Proof. This follows immediately from theorems 2 and 4.
Problem 26. Assume N , M are Riemannian manifolds, N complete,
q5 : N + M regular and locally distance-nondecreasing. Show that q5 is
a covering map if dim N = dim M .
Problem 27. Let M and N be complete and have the same constant
curvature. (Such manifolds are called space forms.)
(a) Show that the curvature form may be written CP = kwwl,
where o1is the transpose of o.
(b) Show that M and N are locally isometric.
(c) If M and N are simply connected and R 5 0, then they are
isometric ( M and N connected).
(d) If k = u2 > 0, then the sphere of radius -rr/ain M , is mapped to
a point by exp,, , and exp, is regular within that sphere. Construct a
Riemannian covering map from the sphere Sd of radius l/u to M , so
that if M is simply connected it is isometric to Sd.
C H A P T E R 10

Immersions and the Second Fundamental Form

I n this chapter we consider the immersion of a manifold in a


Riemannian manifold and the resulting induced Riemannian con-
nexion on the immersed manifold. T h e second fundamental form is
defined and related to curvature and parallel translation, and Synge's
theorem is proved. T h e problem of the existence of immersions is
formulated, and the chapter concludes with a section on hyper-
surfaces [20, 38, 50, 831.

10.1 Definitions

Let N be an f-dimensional Riemannian manifold with metric


( , ) and M a d-dimensional manifold with e = f - d > 0.
An immersion of M into N is a C" map I : M -+N such that dI
is one-to-one on every M,, . Recall that I is an imbedding if it is
one-to-one (1.5).
The induced Riemannian metric (or first fundamental form of the
immersion) is ( , )' = ( d l , d l ) , which makes M a Riemannian
manifold.
We assume from now that I is an immersion and that M has the
induced Riemannian structure, and so also the connexion.
N and M being Riemannian manifolds, they have associated frame
bundles F ( N ) and F ( M ) . We consider two more bundles. First, let
F,(N) be the principal bundle on M induced by I and F ( N ) . Thus,

we shall suppress the I ( m ) in b = ( I ( m ) ,e l , ..., er) and write instead


( m , b) = ( m , el , el).
* * a ,

185
186 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

O ( f ) acts on Rf and is the group of the bundles F ( N ) and F,(N).


+
Decompose Rf into Rd Re, and consider the following subgroups
of O( f ) :
O(d) = {g E O ( j )I gRd C Rd, g I R e = identity},
q e ) = {g E O(f) I g I R d = identity, gRe C Re}.
Let o(f), o(d), D(e) be the corresponding Lie algebras, so that
+ +
o(f) = o(d) o(e) f, where
f = { X E o(f) lXRd C Re and XRe C Rd}.

Notice that O ( d ) x O(e) C O ( f ) is a subgroup, and


Ad (O(d) x O(e)) f C f.
Let I ( M ) , T ( M ) be the normal and tangent bundles of M ,
respectively, with fibres MmL and M , . Now define
F(N, M ) = { b EF,(N) I b(Rd)= d Z M , , m = n(b)} (3.3);
that is,
F ( N , M ) = {(m,el , ..., e,) E F M W )I el , ..., ed E M,, , ed+l , ..., e, E JfmL}.
F(N, M ) is called the bundle of adapted frames over M . It realizes a
reduction of the group O( f ) of the bundleF,(N) to O ( d ) x O(e).
We now have the commutative diagram:

where s is the projection onto the first d tangents.


Problem 1. Let S be the vector space of symmetric d x d matrices
over R. Then O ( d ) acts on S by the restriction of the adjoint repre-
sentation of GZ(d, R ) : for T E O(d), X E S , Ad T ( X ) = TXT-l. Let
I , be the r x r identity matrix,
10.2. T h e Connexions 187

(a) Let M be the orbit of X,under O(d). Show that the isotropy
group which leaves X , fixed is O(r) x O(d - r ) , so M is diffeo-
morphic to Gd.,.
(b) If we introduce the metric ( , ) on S defined by ( X , X ’ )
= tr XX‘, then S is isometric to flat RD space, D = d(d +
1)/2, and
O(d) acts as isometries. T h e metric induced on M is thus invariant
under O(d), so M , with this metric, is a Riemannian symmetric space.
Problem 2. If we let O(d) act on S as in problem 1, and X E S has n
distinct characteristic values with multiplicities dl , ..., d, , show that
the orbit is the flag manifold FZ(d; d, , ...,, d,). (See problem 7.25.)
Establish the relation between the inner products on the blocks mij
and the characteristic values of X .

10.2 The Connexions

We shall shortly wish to induce from a connexion on F,(M) one on


the subbundle F(N, M ) . In general, the horizontal distribution on
F,(N) will not be tangent to F(N, M ) , and hence it will have to be
“projected” onto F ( N , M ) in some sense. We describe a procedure for
carrying this out, using the dual formulation for connexion.
Let (P, G, M ) be a principal bundle over a manifold M and let +
+
be a connexion form : T ( P )+ g. Let ( B , H , M ) be a subbundle of
( P , G, M ) , i : B C P, H C G, representing a reduction of G to H .
Then i*+ is a I-form on B taking values in g, and hence is not in
general a connexion form on B. However, if f is a vector complement
+
of b in g invariant under Ad H , that is, g = f 9, Ad H(f) C f , then the
projection of i*# into b under this decomposition of g is a connexion
form on B (see problem 5.5).
Problem 3 . Verify that under the condition stated, the projection of
i*+ into b is a connexion form.
+
Let be the Riemannian connexion form on F( N ) , w the solder
form, and denote by the same symbols these forms pulled back to
+
F,(N) by I’, so is a connexion form on F,(N), and dw = -+w
is the first structural equation.
+
Replacing g, b, f by o(f), o(d) o(e), f in the above, we see that the
projection of r*# onto o(d) + o(e) is a connexion form on F (N, M ) ,
denoted by #d + + e , with the obvious meanings. This again gives a
connexion form on F,(N), by equivariance; and so we may consider
188 10. IMMERSIONS
AND THE SECOND FORM
FUNDAMENTAL

+
the difference form - +, which is horizontal and equivariant. Thus
T = r*+ - + +J is also horizontal and equivariant. T is essentially
the second fundamental form of the immersion, although the formal
definition will be in terms of a related object.
We now use 4, to define a connexion on F(M). Notice that
satisfies
(1) +a(ds-l(O)) = 0
(2) = ,for g E Id O(e).
From (1) and (2) it follows that there exists a unique form +o on
F ( M )such that
+d = +o 0 ds.

It is easy to verify that +o is a connexion form on F(M).


We now study the structural equations of these various connexions.
First notice that if b E F ( N ,M ) , then

dT’(F(N,q b ) c MY(*)
and

Therefore, if we let w’ = r*w,

w’(F(N,M)b) = b-l(dT’(F(N, M ) b ) )C Rd,

where w is the solder form on F ( N ) pulled back to F,(N). Hence,


dw‘ = d(r*w) = Y * dw also takes values in Rd, and 4,w’ = 0. So the
+
structural equation for onF,(N) gives
dW’ = r * d w = - *+w = -($d + + ).
de w’

= - $dW‘ - TW’.

Now, dw’ and -+do’ are Rd-valued, while TW’ is Re-valued, since
w’ is Rd-valued. Hence,
dW‘ = -+dw’

TW‘ = 0.

In particular, the connexion +


4, has zero torsion. Further, since
w’ = s * w o , where wo is the solder form of F ( M ) , the structural
equation of +o is
duo = -+orno,
10.3. Curvature 189

so that b0 has zero torsion. Therefore, 4o is the unique Riemannian


connexion on F ( M ) .
Problem 4. Prove that w’ = s*wo .
Problem 5. If we define a Riemannian metric on F ( N ) by letting the
basic and fundamental vector fields, E, , Fij , be orthonormal, this
induces a metric on F,(N).
(a) Show that the subspace dl’(F(N, M),) C F M ( N ) bis orthogonal
to the part of the vertical space which corresponds to f, that is, it is
orthogonal to hf.
(b) Show that the horizontal space of theb,z connexion at b EF,(N)
is the orthogonal projection of the horizontal space of the 4 connexion
onto dl’(F(N, M),).
This result provides a more geometric description of the )I con-
nexion: it is the closest connexion to the connexion which parallel-+
translates adapted frames into adapted frames.

10.3 Curvature

We now employ the other structural equation of 4 to relate the


curvature of the induced structure on M to the curvature of N .
Note that
( l ) [bd 7 be1 =
(2) [+d + be,T] is f-valued
( 3 ) [bd ,bd] is o(d)-valued
(4) [be,+,I is o(e)-valued
( 5 ) [ T , T] is O ( d ) $- o(e)-valued, [T,T] = [ T , T]d f [T, TI,.

These facts are all trivial.


Now let @ be the curvature form of 4 onF,(N), and write
@‘ = r*@ = @d + + r,
Qe where r
takes values in f. Then the
structural equation
d + = - - ;[+>dl @ +
gives the equations
d+d = - + [+d ! ddl - fr ,.[ .Id + @d

dde = - 3 [+e 9 deI - 3 [ T , .Ie + @e

dT = - [ d d + de 9 T] + r-
190 10. IMMERSIONS
AND THE SECOND
FUNDAMENTAL
FORM

In particular, if Qo is the curvature form of 4oonF(M), then


Q0 0 dS = @d - [T,T ] d .

Thus, the curvatures are related by means of the difference form T.


More precisely, let x,y be orthonormal tangents in M , ,b E F(N, M )
) m, ff,Y horizontal liftings of x, y to b, so that x” = ds(n),
with ~ ‘ ( b=
9 = ds(jj) are do horizontal lifts of x, y to s(b) E F ( M ) . Denote by
Ko(x,y ) and K(x,y) the curvatures of the section spanned by x and y
in M and N , respectively.
Then
KO(X,Y) = (RorvX,Y)
= - (s(b) @o(x”, 9)(@))-% r>
= - W) @o(ds(f), dW)(s(b))-’x, r>
= - (bad(*, 9 ) b-lx, r) $- 8 ( b [ T , T I ( $ , 9 )b-lx, y ) .

But (Qe(Z, j j ) + T(Z,3))b-lx E Re, since b-lx E Rd. Therefore, since


(Rd,
Re) = 0,
(bod($,
j j ) b-lx, y ) = ( b W ( f , P )b-lx, y ) = -K(x, y),
so
Ko(x,y ) = K(x,y ) + 4( b b , TI(*, 9 )b-lx, r>,
where
[7,TI(% j j ) = 2[7(*), .(jj)l.
Thus,
4[T,T I ( * , 7 )6 - l ~= [ ~ ( f~) (, y )~’(2).
]
This last term will be given geometrical significance via the second
fundamental form.

10.4 The Second Fundamental Form

Let x E MmL. T h e second fundamental form of z is a bilinear form


H , on M , defined by
H z ( x , y ) = - (z, Wf) 4 9 h
where x, y E M , , b E (r’)-l(m), and 2, are lifts to b. H,(x, y ) is
clearly independent of the choices involved and is symmetric since
10.4. T h e Second Fundamental Form 191

TW’ = 0. Hence, there is a corresponding symmetric transformation


S , on M , given by
Hz(x, Y ) = (SAY).

Now let T be the linear transformation field associated with the


difference form T, that is, if x E M , ,y E NIc,, , then

T,y = b ~ ( 3b-’(y),
)

where b E (n’)-l(m) C F(N, M ) and 2 is a lift of x to b. I n particular,


T,(M,) C T,(MmL) C M , . If y E M , , then T Z y = b ~ ( Z ) ~ ’ ( j j ) .
Now
(SP, Y > = H A x , Y )
= - (Z, &(a) W’(y))
= - (Z, T,Y)
= (T,Z,Y)

since ~ ( 2is) skew-symmetric. Thus, for x E M , , x E M,,*,


S,X = T,z.

We have the following interpretation of T, in terms of parallel


translation. I n fact, the connexions 4 and y!I in F,(N) give rise to
distinct parallel translations of the fibre, that is, of NIc,, , m E M.
T is an infinitesimal measure of the difference.
Let x E M , , X a vector field on M defined in a neighborhood of m
and such that X ( m ) = x. Let Y be a vector field of tangents to N
defined on M , that is, Y(m’)E NIc,,,,. Finally, let D and E denote
covariant differentiation with respect to the connexions 4 and y!I,
respectively. Then we have

Proposition 1. TxY(m) = (D,Y - E,Y)(m).


Proof. As in 6.4.l(iii), define a function f Y : F,(N) -+Rf by:
f y ( b ) = b-lY(n(b)). Let 8 and 2 be the 4 and $ horizontal lifts,
respectively, of X to F,(N). Then from 6.4.l(iii),

( E x Y ) ( m )= w3*)(~))*
( D x Y ) ( m )= w a Y ) ( b ) ) >
192 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

where ~ ( b=
) m. But

so

We give another interpretation of the transformation Txy.Let


x E M , , y E MmL. Let y be a curve with y(0) = m and y*(O) = x.
For fixed t, let Z(t) be the I) parallel translate of y along y to y(t),
Z(t)E and then let Y ( t )be the # parallel translate of Z ( t ) back
along I o y to I(m), so t + Y ( t )is a curve in N,(,,).

Proposition 2. Y’(0) = Tzy [(’) denotes differentiation in the vector


space NICd -1
Proof. Since Z is I) parallel along y , we have ExZ = 0. But
DxZ = Y’(O),so the result follows from proposition 1.
Problem 6 . (a) If Yo is a vector field along curve yo in M and
Y = dI( Yo)is the corresponding vector field along y = I o yo in N ,
then Yo is parallel (with respect to #o) if and only if D,*Y is in the
normal bundle I ( M ) .
(b) Hence, yo is a geodesic in M if and only if D,*y* is in l ( M ) .

10.5 Curvature and the Second Fundamental Form

We now apply this interpretation of the second fundamental form


to our previous expression for curvature K o ( x , y ) to draw some
immediate conclusions.
Recall that for orthonormal x, y E Mm ,
10.5. Curvature and the Second Fundamental Form 193

where ~ ( b = ) rn and 2, 7 are (+d + +J horizontal lifts of x, y to


b EF(N, M).
Now
I T ( % ) , T ( j j ) ] U’(a) = T ( f ) ‘ T ( j j ) W ’ ( f ) - T(7).(a) W ’ ( 2 )

= b-’(TXTyx ~ TYTxx).

Note that similar arguments give

where P is the orthogonal projection NJ(nL, M , . --f

Lemma 1. Let xl, ..., x, be an orthonormal basis of M,,I and let


Hi= Hs, . Let x,y be an orthonormal pair in M , . Then
KO(X>r) = K(x,Y ) + c (HZb 4 HdY, Y )
2
- HZk Y)2).

Thus, the induced curvature is the curvature of N plus the sum of


the “squares of areas” with respect to the second fundamental form.
Proof.
(Tyx, za> = --Ha(x, Y ) ,
so
~ y =
x - 2 ~ z ( xY, ) za*
1

Hence,
TxT,x = - 2 H,(x,y ) T x z z .
a

Now
(Txzz Y )
? = Hz(x, Y ) .
Therefore,
(TxT,x,y> = - 2 Hz(x,Y Y .
2

Similarly,
T,x = - H*(X,X ) ~ i ,
2

(TyZa Y > = H ~ ( YY,) ,


9

so
- ( T , Txx,Y > = 2
a
K ( X , x ) HdY ,Y 1.
194 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

Theorem 1. Let M be immersed in N by I , let u be a curve of M


such that I o u is a geodesic of N . Let P be any plane section of M
<
tangent to u. Then Ko(P) K(P).
If we let Y be the c $ ~ parallel vector field along u such that P is
spanned by x = u,(O) and y = Y(O),then equality holds between
K,(P) and K ( P ) if and only if D,dI( Y ) = 0. In particular, KO(Y , u*)
= K( Y , u*) if and only if dI( Y ) is parallel in N .

Proof. We may assume that Y and u* have been normalized,


(Y, Y ) = (u* , u*) = 1, ( Y , u*) = 0. T h e local arc length mini-
mizing properties of geodesics (or problem 6) imply that u is a geodesic
in M . Hence, u* and dI(u*) are parallel in M and N , respectively; so
T,*u* = 0 by proposition 1. Let zi,Hibe as above, so Hi(u,, u*) = 0
for every i, and
K,(Y, u*) - K ( Y , u*) = - r) Hi(Y, .*)Z
z
< 0.
This proves the first assertion.
It also shows that Ko(P)= K (P ) if and only if Hi(y, x) = 0 for
every i. But
Hi(Y, 4 = - (Xi > TXY),
so this is equivalent to Tzy = 0, or, by proposition 1,
D,Y = E,Y = 0,
since Y is parallel in M along u.
Remark. T h e case of the above theorem for dim M = 2 is known as
Synge’s theorem [ 731.
Let M be a submanifold of a Riemannian manifold N with the
induced Riemannian structure. Then M is called a totally geodesic
submanifold if every geodesic of M is a geodesic of N .

Theorem 2. M is a totally geodesic submanifold of N if and only if


its second fundamental form vanishes identically.
Proof. T h e vanishing of the second fundamental form H is clearly
equivalent to the vanishing of the difference form 7,which means that
the bundle F ( N , M ) is situated “horizontally” in the bundle F,(N).
If this is true, then parallel translation with respect to N and M
coincide, and hence every parallel vector field in M is parallel in N ,
which proves that geodesics in M are also geodesics in N . Hence, M is
totally geodesic in N .
10.6. T h e Local Gauss Map 195

Conversely, if M is totally geodesic, then every x E M,,, is tangent to


a curve u which is a geodesic in both M and N . Thus by the same
argument as in the proof of theorem 1, Hi(x, x) = 0 for all i, x.
Hence, since Hiis symmetric, Hi= 0, all i, that is, H = 0. QED
Problem 7. Prove the following formula for the curvature trans-
formations of an immersed manifold. Let zi, Hibe as above, Sithe
symmetric linear transformation such that Hi(x,y ) = (Six, y ) , all
x, y E M , . Then

If we view R, , R as maps of bivectors into bivectors, G 2 , --t G2, ,


this becomes
(b) R,(XY) = P,R(XY) + 2 (SiX)(SiY),
i
or
R, = P,R + 2 Si, .
i

Here, P is the projection NIcm, --t M , , and if A is a linear trans-

formation, A, is the extension to bivectors given by A,(xy) =


(Ax) (AY).
Problem 8. A submanifold M of N is geodesic at m if every geodesic
of M through m is also a geodesic of N .
(a) If N has constant curvature show that every submanifold which
is geodesic at a point is totally geodesic.
(b) Conversely, if every submanifold which is geodesic at a point is
totally geodesic, then N satisfies the hypothesis of Schur’s theorem,
problem 9.3, so has constant curvature (dim N > 2) [17, pp. 232-2331.

10.6 The Local Gauss Map

Let U be a Riemannian normal coordinate neighborhood in M at a


point m E M (see 6.3.2). Let I( U ) be the restriction of the normal
bundle of M to U. Then a map G, : I +
(U ) -+ Mm MmL is defined
by: if z E i(U ) , then G,(z) = parallel translate in N of z back along
the geodesic ray in U from m to the base point of z.
G , is called the Gauss map with respect to U .
196 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

Remark. If N = R f , then parallel translation in N is independent


of path, so that G may be defined globally on 1 ( M ) , and it will
agree with G, on I ( U ) . More generally, this works whenever N
has a trivial holonomy group.

FIG. 35.

Notice that i ( M ) , as a bundle associated to F(N, M ) , has a con-


nexion corresponding to y5d +
& (5.4).
Proposition 3. Let x E M,, z E Mmi, and let x" be a horizontal
lift of x to z in I U(
) . Then dG,(x") may be identified with an element
y of M , + Mmi, and y = Txz.
Proof. Let (J be the ray in U with tangent x at m. If 6 is the horizontal
lift of (T toF(N, M ) , then the curve
t + 6 ( t )6(0)-1z

in I(U ) is tangent to 2. Composing G, with this curve gives us the


curve
t --f G(0) G(t)-16(t)6(0)-~x,

where 0 is the horizontal lift of (J to F,(N). By construction, the


tangent to this curve is dG,(x") = y , but by proposition 2, y = Txz.
QED

Corollary 1. If x, y E M , , z E MmL, x" any lift of x to z in I( U),


then HZ(x,y ) = (dG,(x"),y ) , where again we make an identification.

Proof. If x" is a horizontal lift, then this follows from the proposition
above. If x" is not horizontal, then let x' be the horizontal lift, and
notice that dG,(x" - x') is tangent to Mnti, so that its inner product
10.7. Hessians of Normal Coordinates of N 197

with y is zero. This follows since x" - x' is tangent to MTaLand G,


is the identity on M,I. QED

10.7 Hessians of Normal Coordinates of N

Let M be any manifold, f a real-valued C" function on M , m E M .


f has a criticalpoint at n if df, = 0. If m is a critical point off, then
the Hessian o f f at m, H f , is a bilinear function on M , defined as
follows. If x, y E Mm , X a C" vector field such that X(m) = x, then

H f ( X , Y ) = r(xf).
Since df, = 0, it is easy to verify that H f ( x ,y) does not depend on
the choice of X and further that H , is symmetric.
Problem 9. Verify these facts about H f without using coordinates.
We now return to an immersion I : M -+ N. T h e second fun-
damental form will be related to the Hessians of certain functions on
M (see theorem 3 below).
Let V be a normal coordinate neighborhood in N at n = I ( m ) , and
let v , , ..., vUf be normal coordinate functions on V so that
V,(n) = (a/&,)(.) are an orthonormal basis of N , . Let ui= vi o 1.
Then a linear combination u = Xi aiui has a critical point at m if and
only if

that is, du = Xiai dui annihilates Mnt .


For simplicity we shall assume that u = u1 has a critical point at
m. We shall calculate H,(x, x) for all x E M , , hence determining H , .
Let u be the geodesic with a,(O) = x, and we shall use u* in the
definition of H,(x, x). Let X be an extension of u* to a neighborhood
of m, and let Y be an extension of dI X to a neighborhood of n. Let
the coordinate expression for Y be Y = XigiVi . But

so
Ifu(%,
x) = x x u = x(g, 0 I ) = dZ(x)g, = yg, ,

wherey = Y(n).
198 10. IMMERSIONS
AND THE FORM
SECONDFUNDAMENTAL

By proposition 1 we have
T,x = D,X - E,X
= D,X since 0 is a geodesic in M.
= D,Y

This last step, D, Z,g,(n) Vi= 0, is true because the vi are normal
coordinates in N so that Zigi(n) Viis the tangent field to the geodesic
in the direction of y.
Thus
fux, 4 = YE1
= (Txx, Vdn)>
= -H,(x, x), z = V,(n).

We have proved:

Theorem 3. Let I : M + N be an immersion, m E M , V a normal


coordinate neighborhood of N around n = I(m), u = Z u , u , , where
ui = vi o I are the normal coordinates pulled back to M . Assume
z = Z aiVi(n) E Mn:. Then u has a critical point at m and its Hessian
form is the negative of the second fundamental form H , .
If N = R f , then the normal coordinates may be taken on all of N ,
and u is a linear function plus a constant pulled back to M . T h e Gauss
map, defined on all of J J M ) , may be considered as a map of I ( M )
into N , identifying N , with N , and G is independent of n. For any
n E R f , we get a corresponding linear function u, , u,(n’) = (n’,n),
on R f . If G(z) = n, z E MmL,then the normal coordinate combination
corresponding to z is just a constant plus u, . Hence we have:

Corollary 2. If I : M --+ Rf is an immersion, z E Mnbi,G(z) = n,


then the following three forms are equivalent:
(a) H , , the second fundamental form of z,
10.8. A Formulation of the Immersion Problem 199

(b) the negative of the Hessian of u, o I ,


(c) the form (x,y ) -+ (dG(Z), d l y ) ,
where f is a lift of x to I ( M ) , .
Problem 10. Suppose that M is a submanifold in the neighborhood
of n E N which is given as the locus of equations gi = 0, i = 1, ..., e,
where the gi are real-valued C" functions on N such that gi(n) = 0
and dg,(n) are linearly independent. Let zli be normal coordinates at n
as above, and let M' = V n exp,(M,), where exp, is the exponential
function of N . Let

g = 2 qg, ,
a
dg(n) = z
i
ba dVi(?2), u = z
i
bpi , f = g lM! .
Show that H, = - H , , both being defined on M, = M,'
Problem 11. If S, , ..., S, are symmetric d x d matrices, then show
that Rd-+ Rf given by x + (x, -(S,x, x), ..., -(Sex,x)) is an
imbedding such that S,, ..., S, are the matrices of the second
fundamental form with respect to the basis D@), i <
d, of Rd,,
and basis Di(0), i > d , of the normal space (only at this one point).
Problem 12. Let f = uluz + +
u 3 u 4 ,g = u1u3 uzu4:R4--t R. Then
the intersection of f-l(l) ng-l(O) with a neighborhood of (1, 1, 0, 0)
is a 2-dimensional submanifold of R4.Find the curvature of this
submanifold at the point (1, 1, 0, 0).

10.8 A Formulation of the Immersion Problem

In what follows we shall be concerned with giving sufficient


conditions that a map of M into N be an isometric immersion, and
also giving sufficient structures from which such maps can be obtained.
These sufficient conditions are also some of the necessary conditions
from Sections 10.2 and 10.3, which involve the bundle of adapted
frames. Since we wish to give conditions which depend mainly on the
intrinsic structures of M and N , we must somehow construct the
bundle of adapted frames a priori. If M is diffeomorphic to Rd this is
no problem because all bundles over M will then be trivial, and the
bundle of adapted frames will be equivalent to the product bundle
M x O ( d ) x O(e).If M is not so trivial, then the bundle of adapted
frames will not necessarily be unique as a bundle; however, if there
200 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

is to be a solution to our problem we must certainly be able to immerse


M differentiably into N . If we combine the normal frames of such
an immersion with the frames of M from the given Riemannian
metric (not the metric induced by the immersion) we get a bundle B
with group G = O ( d ) x O(e) which can serve as a model for our
bundle of adapted frames. We assume henceforth that we have this
bundle B.
If we had the isometric immersion I : M + N , then we would also
have the corresponding immersion I' : B -+ F ( N ) .I' is a bundle map,
in that it takes fibres into fibres and commutes with the action of
elements of G. If we are given 1', we can recover I by projecting into
M and N . T h e approach to the problem of finding a suitable I' will be
stated in terms of its graph, which is a submanifold of P = B x F ( N ) .
We note that G acts on P by means of the diagonal imbedding of G in
G x O(f).
Proposition 4. A submanifold Q of P is the graph of a bundle map
I' : B -+ F ( N ) if and only if Q is invariant under the action of G and
the projection of Q onto B is a diffeomorphism.
Proof. If p , and p , are the projections of P onto B and F ( N ) ,then the
formula for I' is I' = p,(p, lo)-'. T h e proposition is a simple verifi-
cation.
T h e solder forms of F ( M ) and F ( N ) can be pulled back to forms on
P, the former through the intermediate bundle B, the latter directly
by p , . We shall denote them by 0 and w , respectively; w decomposes
into its Rd valued and Re valued parts, w = w' $- w " .
Let n-, : B -+ M and 7 ~ ,: F ( N ) .+N be the bundle projections.
The properties of 0, w we shall need are that for t E P,

II d7hdPdt) II = II e ( t ) I I and II d7r2 dP&) II = II 4)I I *


Theorem 4. A submanifold j : Q + P, j the inclusion map, which
is the graph of a bundle map 1', has an isometric immersion for the
induced map I : M + N if and only ifj*(O - w ' ) = 0 and j*w" = 0.
Proof. Since by hypothesis p , IQ is a diffeomorphism,

is defined.
10.8. A Formulation of the Immersion Problem 201

Consider the following commutative diagram:

i
0-P

Suppose that j*(O - w ’ ) = 0, j * w ” = 0. Let x E Mm , let 2 be a


lift of x to B : d7-r1(2)= x. Then

I I d 4 x ) I I = I I d r , dZ’(f) I I
= I I d r , dp2 4 d J ( f ) I I
+
= I I W ’ dj d J ( f ) I I I I W” dj dl(f) I I
= I1 d d j d J ( f ) I1+ 0
= I I dnl 4 d J ( f ) II
= II dr1(f) I I
= IIXII.

T h a t j * ( 8 - w ’ ) = 0 andj*w” = 0 follow from I being isometric


has already been proved in Section 10.2.
We shall now give conditions under which such a submanifold Q
can be constructed. Since these conditions will depend on having
what is to be the second fundamental form and we wish to make our
statement depend as much as possible on the intrinsic properties of M
and N , it is desirable to make the hypothesized properties of the second
fundamental form depend only on the curvature form of F ( M ) and not
also on that of F ( N ) . But the curvature form of F ( N ) enters the
formula for that of F ( M ) ,so the only way is to make N have curvature
which is independent of position and direction. Thus we assume that N
has constant curvature K and hence that the curvature form of F ( N )
pulls back by p , to @ = Kwwt on P, where w 1 is the transpose of the
column vector w , so @$j = kwiwj (see problem 9.27).
We adopt the convention that forms on B have a subscript 0, with
the corresponding pullbacks to P having the subscript removed.
Thus 8 = pl*OO. T h e connexion form onF(M) pulls back to B , by the
202 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

projection q : B +F ( M ) , to an o(d)-valued form + o . Thus we let


+ = P,*+~.Similarly for curvature, so the structural equation on P
becomes d+ = -+2 +
Y.
T h e connexion form on F ( N ) pulls back by 9, to a form on P. I t +
decomposes into several blocks:
4‘ o(d)-valued
7 d x e matrix, €,-valued

-d e x d matrix
and
4” o(e)-valued.

T h e structural equations on F ( N ) then give


dw’ = -4‘w’ + TW”

dwtt= -Ttw’ + +l‘wf‘


d+’ = -4’2 + +k w ’ ~ ’ ~
T T ~

d7 = -+’T - 74’’ + K w ’ ~ ’ ’ ~
&” = - +”2 + kw ” w ” ~ ,
Let M be connected and simply connected, N complete.

Theorem 5. Let uo and be 1-forms on B such that +o is a +


connexion form with the o(e)-valued part, uo is horizontal,
equivariant €,-valued, and satisfying the conditions

(1) Yo = uouOt+ k8,eOt


(2) u,,Vo = 0

(3) duo = -I//OU~ - ~ ~ $ 0 ”

(4) d$o” = -u ~ u ~ .

Then the codistribution on P spanned by 0 - w ’ , w ” , - +’, +


u - 7, and +”
- 4’’ is involutive and every maximal connected

integral manifold is a component of a manifold Q satisfying the


hypothesis of theorem 4, and so gives an isometric immersion of M
into N .
10.8. A Formulation of the Immersion Problem 203

Proof. That this codistribution is involutive follows from the


conditions (1)-(4) and the structural equations. For example,
d(+ - +’) = -+z + ?!’ + +’2 - ~d - k ~ ’ w ’ ~
= -(+ - 4’) # - +’(# - 4’) + uut + met - TTt - kwtw’t
= -(+ - 4’) + - +‘(+ - 4’) + ( 0 - T ) Ut + T(Ut - T t )

+ k(O - w’) Ot + kw’(et - w’~).

T h e other four exterior derivatives are found to be in the ideal


generated by the five I-forms in much the same way. (Actually it is the
components of these vector-valued forms that should be considered,
but the justification for using the whole forms in this way is trivial.)
We first show that the dimension of the codistribution is constant
and complementary to the dimension of B. This follows from the
fact that on the subspace of tangents to the factor F ( N ) of P (that is,
the kernel of dp,) the five forms become - w ’ , w ” , -I$’, -7, -4”,
and these are a parallelization of that subspace, except for trivial
duplications (I$ij’ = -I$ji’). Thus the 5-tuple (6 - w ’ , w”, $ -I$’,
CI - T, $” - 4”) is a linear map of each tangent space P, onto
+
Rf o ( f ) (more or less), so the kernel has constant dimension the
same as B.
By this same argument the kernel of the linear map is comple-
mentary to the kernel of dp, , so dp, is 1- 1 and onto on the distribution
in question. Hence the integral submanifolds will be mapped locally
diffeomorphically into B.
Since - I$‘ and +‘‘ - 4“ annihilate the tangents to the orbits of
$J

the diagonal action of G , a maximal integral submanifold Qo will


contain a component of such an orbit whenever it contains a point.
Moreover, the equivariance of the forms in the distribution guarantees
that an element of G takes an integral manifold into an integral
manifold. Thus Q = Q0G will be an integral manifold invariant
under G.
T o show that r = p , IQ is a map onto B it suffices to prove that the
horizontal lifts of geodesic segments in M can be lifted to Q: starting
with a single point in B we can get all other points by moving along
such curves and by the action of G. If yo is the horizontal lift of a
geodesic of M we will have
Bo(yo*) = x = constant,

+o(Yo*) = 0, +o”(ro*) = 0,
204 10. IMMERSIONS
AND THE SECOND
FUNDAMENTAL
FORM

and if
uOij = z
k
SOijkeOk Y

then

the functions sOijko yo are continuous and hence bounded, since the
domain of yo is a closed interval. T h e lift of yo to P, which we shall
call y, must satisfy

Since it is only thecomponent of y which isin F ( N ) whoseexistence


is in question, we project y* onto F ( N ) ,and we find that

d$%Y* = E ( x ) + 2
i,k<d.i>d
xk(sijk y pZ)Fij = x-
Integral curves of such an X clearly exist by the condition of com-
pleteness of N , so the lift y exists.
It remains to show that r is 1-1. To this end we note that Q is a
principal bundle with group G and some base manifold M‘ and that
r : Q -+ B is a bundle map. Since curves can be lifted from B t o Q
they can also be lifted from M to M‘. Thus the induced map M’ + M
is a covering map, is 1-1 because M is simply connected, M’ connected.
This implies that r is also 1-1. QED
Remarks. (a) T o find local imbeddings of M into N it suffices to
construct forms such as uo , on a cross section of M into B,
because they can then be extended by equivariance to the remaining
part of the fibre; instead of a cross section we can also use M itself.
(b) Equations (3) and (4) are the structural equations for uo and
I,!I~’’. Equation (4) says that the o(e)-valued part of the curvature on B
is -uoluo. T o interpret (3) as a structural equation we consider the
adjoint action of G on its orthogonal complement in o ( f ) . Then
(-:otp) has values in that G-module, is horizontal, and satisfies an
10.8. A Formulation of the Immersion Problem 205

invariance of the type in lemma 5.3, part (ii). Thus (3) may be restated
as
Duo = 0, (3')
where D is as in 5.3 for the connexion
40 + 40".

(c) Equations (1) and (2) are algebraic at each point. Cartan [I61
has shown that they possess many solutions provided f 3 d(d l), 4 +
so that (1) and (2) are solvable locally. T h e solutions which Cartan
obtained are of a sort which he calls regular, and for analytic
Riemannian manifolds this regularity implies the existence of local
solutions of (3) and (4) also; this is the statement of the Cartan-
Kahler theorem [15, 431 in our context. Analyticity is definitely
required because the Cartan-Kahler theorem leans on the Cauchy-
Kowalevsky theorem, which is true only in the analytic case [34,
p. 81; 431.
Problem 13. T h e algebraic problem (1) and (2) is equivalent to
finding second fundamental form matrices Si, i = 1, ...,e, such that
the curvature K ( x , y ) of orthonormal vectors x, y E M , is given by
e

~ ( xy ), =
i=l
((sex, +
x> (siyt Y > - (Six,Y > ~ ) A.

Problem 14. Assuming Cartan's solution of (1) and (2), which only
depends on the curvature identities, show that if R is a tensor (not a
tensor field) satisfying those identities then there is a Riemannian
manifold having R as curvature tensor at one point. (Hint: let k = 0
consider the imbedding of problem 1 1 .)
T h e following problem gives an outline of the solution of (1) and (2),
but withf larger by d than Cartan's solution.
Problem 15. Let U = 4-linear functions on Rd satisfying the
curvature identities, S = symmetric d x d matrices, P = symmetric
4-linear functions on Rd, and T = 4-linear functions on Rd satisfying
the identities: for t E T , x , y , z, w E Rd, t ( x , y , z, w ) = t ( y , x, z , w )
= t ( z , w , x,y ) . P is a subspace of T ; T may be considered to be the
space of symmetric bilinear forms on V = the symmetric part of
Rd @ Rd. Let D = d(d - 1)/2, E = D +
d = dimension V .
When we speak of t E T being positive definite we mean it as a
symmetric bilinear form on V .
206 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

Let F : S ---t T be defined by

andG: T - Uby

G(t)(x,y , z, w)= t ( x , z, y , 4 - t ( x , w , y , 4.

Verify the following:


(a) If sl, ..., sk E S, then R = XiG(F(si)) is the formula which
expresses the curvature tensor R in terms of second fundamental
forms si for an imbedding in Rd+k.
+
(b) dim T = E ( E 1)/2, dim P = d(d3 2d2 3d + + +
2)/24,
dim U = d2(d2- 1)/12 = dim T - dim P, and G is linear with
kernel P, hence G is onto U.
(c) A symmetric bilinear form is nonnegative semidefinite and of
rank one if and only if its matrix may be written X X , where X is a
column matrix.
(d) If we take as basis of V elements of the form i(e$ @ ej ei @ ei), +
<
i j , and index these basis elements by pairs I = (i, j ) , i j , then <
the matrix of F(s) is (sIsJ),where sI = sii is the i, j entry of the d x d
matrix s.
(e) Every nonnegative semidefinite symmetric bilinear form t on V
may be written as a sum of k = rank t of those of rank 1, k E. <
Thus the set of sums Xi F(si) is exactly the nonnegative semidefinite
part of T .
(f) If we order the double indices I so that the repeated ones come
first, and let I , = the identity matrix of order r, K = the d x d
matrix with all entries 1, then the bilinear form on V with matrix
(IdfK
ID
) is positive-definite and in P .
(g) Every coset t + P contains a positive-definite element.
Problem 16. T h e following abstracts part of the proof of theorem 5 .
Let F : M --t N be a differentiable map, where N is parallelized by
1-forms wi , i = 1, ...,f.Let p , , p , be the projections of the product
M x N . Then the codistribution spanned by pl*F*wi - p , * w i ,
i =1, ...,f i s integrable and the graph of F is an integral submanifold.
Conversely, if forms B i , i = 1, ...,f, are given on M such that
p,*Bi - p2*wi span an integrable codistribution, then an integral
10.9. Hypersurfaces 207

submanifold is locally the graph of maps of neighborhoods of M


into N .

10.9 Hypersurfaces

A hypersurface is an immersed manifold in a space of one dimension


higher; in the notation above e = 1. When the immersion is into Rf
the curvature may be expressed in terms of one second fundamental
form, which implies that each R,, is either 0 or of rank 2, so the
curvature transformations of a hypersurface in Rf are very special.
T h e possibilities for the bundle of adapted frames is also limited in
the hypersurface case. In fact, the unit normal bundle must be either
a connected double covering of M or two copies of M ; thus B is either
a double covering of F ( M ) or two copies of F ( M ) . When M is simply
connected only the two copy-case is possible. This makes the
specialization of theorem 5 much simpler, since +’’ = 0 is determined.

Theorem 6. Let M be a simply connected Riemannian manifold


+
with curvature form Yo = ooool KBoBot, where uo is an Rd-valued
equivariant 1-form on F ( M ) such that Duo = 0, ooBol= 0. If N is a
( d + 1)-dimensional complete manifold with constant curvature k,
then M may be immersed in N .
T h e immersion I is uniquely determined by the specification of the
second fundamental form uo , dI, for one m E M , and a choice of unit
normal at M. This yields the uniqueness theorem:

Theorem 7. Let N be of constant curvature k and such that the


group of isometries of N is transitive on F ( N ) (e.g., N = Sd+l or
N = Rd+l).If Ii : M + N , i = 1, 2, are isometric immersions of M
as a hypersurface such that the second fundamental forms coincide,
then there is an isometry J of N such that ]I1 = I , .
Theorem 7 holds without the restriction that M be simply connected
because we are given the existence of the immersions and thus know
that the integral manifolds give the graphs of their prolongations
uniquely. ] is produced by forcing it to satisfy the condition at some
single point: d ] dIlm = dIZTnand dJ(zl) = z, , where ziis the chosen
unit normal at m for Ii.
Problem 17. Let Id : M + N be isometric imbeddings as hyper-
208 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

surfaces, i = 1, 2, such that the second fundamental forms agree and


for some m E M there is an isometry J : N -+ N such that
d J d I , , = d I Z m , and if z is a normal at m, z' = d ] ( x ) , then
SzS,= S,, # 0, where S, , S , are the second fundamental forms of
I , , I2 .
Prove that ]Il = I , . [Hint: Use problem 16. Alternately, if y is a
curve in M starting at m, n = l l ( m ) , show that the development of
Il o y into N , depends only on the second fundamental forms along
y and the development of y into Mr,L.]

Problem 18. Let g : N -+ R be differentiable. Show that


M = g-'(O) n {n I dg(n) f 0)
is a hypersurface in N .
Problem 19. Let g : R f -+ R be differentiable, and consider Rj
provided with the Euclidean metric, giving the M of problem 18 the
induced metric. Show:
(a) At any m E M there is a unique unit normal z1 such that
dg(z,) = a > 0. These normal vectors form a differentiable field in
I(&') ,M is orientable.
so
(b) If M' is the linear hypersurface of Rf through m E M which is
l z , , show that the second fundamental form Hl of M at m is given by
H,(x, y ) = (lia) H&, Y ) , where g' = g IM' , x, Y E M7lL *
(c) If x = Xaa,Di(m),y = Z biDi(m), and we let X = X a i D i ,
Y = X b,D, , then the curvature in M of the plane of x and y is
KOb, Y ) = (l/a2) { x ( X g )Y ( W - ( 4 Y g ) Y I -
Problem 20. Use the formula for KOgiven in problem 19(c) to show
that the curvature of the sphere of radius r, Sd = g-l(O), where
g = X ui2 - r2 : Rd+l-+ R, is constant and equal to l/r2.
Problem 21. A ruled surface is a surface in R3 such that through
every point there is a line (a ruling) in R3 which is contained in the
surface. Show that the curvature of a ruled surface is nonpositive.
Problem 22. Let y be a ruling in a ruled surface, and assume that y
is the base curve of a C" rectangle having rulings as longitudinal
curves, parametrized by arc length.
(a) Use the fact that the associated vector field V is a Jacobi field in
+
R3 to show that it may be written V = U A B, where A, B are
10.9. Hypersurfaces 209

parallel along y in R3. Moreover, if the initial transverse curve is


chosen at the right point then we may have A , B, and y * mutually
perpendicular.
(b) Use the fact that V is also a Jacobi field in the surface to
conclude E2V = -KV, where K = curvature along y , E is covariant
derivative in the surface with respect to y* .
(c) Use the fact that EV, E2V are the projections of DV, & E l / )
onto the tangent plane to the surface (proposition 1) to find E2V
explicitly in terms of ( A , A ) and ( B , B ) and thus find the formula
for K along y.
Problem 23. A surface in R3 is doubly ruled if it contains two lines
in independent directions through every point. Prove that a doubly
ruled flat surface ( K = 0) must be a plane.
Problem 24. Let M be immersed in Rd,I : M -+ Rd, in such a way
that the last coordinate vd = ud o I is always positive on M . Let I'
denote the first d - I coordinates of I , so I = (I', vd). Considering
Rd as the subspace of Rd+ehaving the last e coordinates 0, we get an
immersion ] of M x Se, by defining

m,4 = ("(m),V d @ ) 4.
We say that M x Se is immersed as a manifold of partial rotation.
If M is a curve in R2 we say ] ( M x S e ) is a hypersurface of rotation.
We give M the metric induced by I , M x Se the metric induced
by I.
(a) Show that M x {x} C M x Se is a totally geodesic submanifold
for every x E Se and is isometric to M .
(b) Show that { m } x Se C M x Seis a totally geodesic submanifold
if and only if m is a critical point of vd , and in that case {m}x Se is
isometric to an e-sphere of radius vd(m).
(c) J is an imbedding if and only if I is also.
Problem 25. Products of spheres as hypersurfaces. If we let M = Sd
in problem 24, M imbedded in Rdfl as a translate of the usual Sd
so as to have v d > 0, then J gives us an imbedding of S d x Se as a
hypersurface.
(a) Find the curvature K ( X , Y ) in the cases:
(i) X , Y both tangent t o S d ;
210 10. IMMERSIONS AND THE SECOND FUNDAMENTAL
FORM

(ii) X tangent to S d , Y tangent to Se,


(iii) X , Y both tangent to Se.
(b) Generalize this to an imbedding of a product of any number of
spheres as a hypersurface, and find what can be said about totally
geodesic submanifolds and curvature.
A special case is the usual imbedding of a torus as the surface of a
bagel.
Problem 26. Let M be an orientable hypersurface in Rd+l, N a
submanifold contained in a bounded region of Re+l. By considering
Rd+1 c Rd+e+l we get a normal bundle to M which has fibres of
dimension e + 1, and because M is orientable this normal bundle has
e+ 1 independent global cross sections.
(a) Show that there is a C" positive function r on M such that the
exponential map of Rd+e+lis a diffeomorphism on

I,(W = {(m4 E I(WI II x II < r(m)>*


(b) Show that M x N may be imbedded in Rdfe+l.
(c) If M is compact show that r may be taken constant and hence
the imbedding of M x N constructed in such a way as to have induced
metric with formula
(s + 4 s' + t'> = (s, o n + c (4 f > z ,
where s, s' E M , , t , t' E N , , ( , ), is a metric on M which is a
differentiable function of n E N , ( , )2 is the metric on N induced from
Re+l,and c is constant.
(d) If M , N are only immersed, then the procedure given will yield
an immersion of M x N . However, find an example where M is not
imbedded, N is imbedded, and by taking r nonconstant we get an
imbedding of M x N .
Remark When M is Sd the procedure in part (c) gives N x Sd as a
manifold of partial rotation.
Problem 27. If M is a hypersurface in Rd+l show that the curvature
transformation, when viewed as a symmetric linear transformation
of bivectors, is diagonal with respect to a basis of decomposible
bivectors and has characteristic values hihi,i < j , where Xi are the
characteristic values of the second fundamental form. T h e hi are
classically the principal curvatures.
10.9. Hypersurfaces 21 1

Problem 28. If M is a hypersurface of N , N having constant cur-


vature, show the following relations between the second fundamental
form and curvature at a point m:
(a) T h e curvature at m is constant and the same as that of N if and
only if the second fundamental form has rank 0 or 1.
(b) T h e difference between the curvature transformations of M and
N (restricted to M,) has its range in a single two-dimensional
subspace of Mm if and only if the second fundamental form has rank 2.
(c) If neither (a) nor (b), then the curvature determines the second
fundamental form.
Problem 29. Classical rigidity theorem. Let N be homogeneous
of constant curvature k , and let It : M + N , i = 1, 2 be immersions
of M as a hypersurface. T h e type number t(m) of m E M is the rank of
the second fundamental form at m ; by problem 28, if t ( m ) 3 2 then
t ( m ) is determined by the curvature independently of the immersion,
but is only defined with respect to an immersion at points where M
has constant curvature k .
Prove that if t ( m ) > 2 for every m, then there is an isometry J
of N such that ]I1 = I , .
Problem 30. If M is a hypersurface in R d f l , then we define the
Gaussian curvature of M to be the real-valued function k on M given
by k(m) = det S , , where S , is the second fundamental form trans-
formation for a normal z at m.
(a) Show that k is well defined when d is even but only up to sign
when d is odd.
(b) Show that k(m) depends only on the metric on A4 and find a
formula for it in terms of curvature. I n particular, when d = 2, k
coincides with the curvature.
Problem 31. Show that the curvature transformations at a point of a
3-dimensional Riemannian manifold may be realized as the curvature
transformations at a point of a hypersurface in R4.
Problem 32. Let M be a complete hypersurface of Rd+lsuch that the
holonomy group of M is reducible, that is, there is a distribution V on
M of dimension e, e # 0, d, which is invariant under parallel trans-
lation on any curve. T h e orthogonal complement V1 is then another
such distribution.
212 10. IMMERSIONS
AND THE FUNDAMENTAL
SECOND FORM

Assume that the set of points at which there is some nonzero


curvature is dense in M . Show that:
(a) the second fundamental form is 0 on V or VL, let us say V.
(b) the parallel translate of elements of V in M coincides with their
parallel translate in Rd+l.
(c) the linear submanifold in Rd+l of dimension e with tangent space
V , , at any m E M , is contained in M and the straight lines in this
linear submanifold are geodesics in M .
(d) if Rd-e+l is the linear subspace of Rd+l perpendicular to V ,
then M n Rd-e+l= N is a hypersurface of Rd-e+l and M is imbedded
in Rd+l as a Riemannian product N x Re C Rd-e+l x Re.
CHAPTER 11

Second Variation of Arc Length

T h e first and second variations of arc length are considered and


Synge's formula for the unintegrated second variation and its speciali-
zations are proved. T h e index form for general end points is defined,
and after a treatment of the elementary properties of focal and con-
jugate points, the Morse index theorem for one fixed endpoint is
proved. Minimum points and closed geodesics are discussed as well as
various formulations of convexity. T h e chapter closes with a version of
Rauch's comparison theorem and a number of consequences, including
relations between curvature and volume [38, 50, 831.

11 .I First and Second Variation of Arc Length

We now take u p the study of the relation between the lengths of the
longitudinal curves of a rectangle and the associated vector field.
If the base curve is a geodesic and the initial and final angles of the
associated vector field satisfy certain reasonable conditions, then the
derivative of the length with respect to the transverse parameter
is zero. Hence, in this case it is the second derivative which determines
how nearby curves compare in length with the base curve.
In general, these first and second derivatives of the lengths of
longitudinal curves are given by differentiating the length integral
under the integral sign with respect to the transverse parameter.
Thus we get what are called the Jirst and second variations of arc
length along the curve of a rectangle in the form of integrals.
A broken C" rectangle Q is a map [a, b] x [c, d ] -+ M such that there
is a finite partition u,, = a < u1 < ... < u,-~ < u, = b of [a, b]
for which the restriction of Q to ui] x [c, d ] is a C" rectangle,
i = 1, ,.., n.
213
214 11. SECOND OF ARC LENGTH
VARIATION

Problem 1. (a) Show that a broken C" rectangle is continuous.


(b) If Q is a broken C" rectangle show that dQ(D,(u, v ) ) is well
defined for every (u, v ) in the domain of Q and defines a broken C"
rectangle in T ( M ) .
(c) On the other hand, dQ(D,(ui , v ) )need not be well defined.
(d) If M has a Riemannian structure, then a broken C" rectangle
has a canonical lifting to F ( M ) as defined in Section 8.1.
(e) If T is a broken C" curve in M and V is a broken C" lift of T to
T ( M ) ,then there exists a broken C" rectangle Q having T as base curve
and V(u) = dQ(Dz(u,0 ) ) for u E [a, b], that is, V is the vector field
associated to Q.
(f) If Q is a broken C" rectangle, w a form on M , then Q * u is not
defined on the vertical lines u = u i , although Q*w(D2) may be
defined continuously while Q*w(D1) will have right and left limits,
Q*w(D,)(ui+, v ) and Q*w(D,)(ui-, v), respectively.
Now let Q be a broken C" rectangle in M defined on [a, b] x [0, 11
with associated vector field V and longitudinal curves T~ , y E [0, 11.
Then the length of T~ is

so

and

are the first and second variations. T h e integrands D, j I dQ(Dl) I I (u, 0)


and DZ2I I dQ(D,) I I (u, 0) are called the unintegrated jirst and second
variations of arc length.
Let be a canonical lifting of Q to F ( M ) . Using the notation of
Section 8.1, uQ(D,),wQ(D2),c,bQ(Dl),etc., are functions with domains
in R2 and values in Rd or o(d). wQ(DZ)and c,bQ(Dz)are defined and
broken C" on all of [a, b] x [0, 11, while uQ(D,)may be discontinuous
on vertical lines u = ui , but in any case has left and right limits and
derivatives at these points. +"(Ill) = 0 because the longitudinal curves
of 8 are horizontal.
1 1.1. First and Second Variation of Arc Length 215

T h e structural equations applied to D,, D,give

(1) D1wQ(D2)- D2wQ(D1)= -4"(D1) wQ(02) + d Q P 2 ) WQ(Dl)

= 4Q(WwQ(D1);
(2) DAQ(D2)- D24Q(Dl)= DAQ(D2)
= -[CQ(D1),4Q(D2)l + OQ(D1 D2) 9

= @Q(D,, D2).
T h e inner products of the longitudinal and transverse fields of Q
are given by the corresponding inner products of wQ(D,)and wQ(D2).
Lemma 1 . Let Q be a C" rectangle, and assume that the tangent
to the base curve has constant length C. Then
1 b
ja
l'(0) = - - (wQ(D2),DlwQ(Dl)>(u,0 ) du
C
+ c1 {<wQ(D2),wQ(D1)>(b,0) - (wQ(D2),w Q ( 4 ) > ( a ,0)).
Proof. According to the last remark above,
D2 I I d W 1 ) I I (u, 0) = ~ 2 < w Q ( D 1 ) ,wQ(Dl)>""%0 )
1
=c <D2WQ(D1),wQ(D1)>(u,0 )

= c1 <DPJQ(D2) 4Q(D2)WQ(Dl)>wQ(D1)>(u, 0 )
-

= c1 <D1wQ(D2),wQ(D1)>(u,0 )
= c1 D, (wQ(D2), 0)
wQ(D1)>(.,

1
- c (wQ(D2), GwQ(D1)>(u, 0 );
we have used (1) and the fact that +O(D,) is skew-symmetric.
Therefore,
1 b
J
Z'(0) = - - (wQ(D2),D1wQ(D1))(u,
C a
0 ) du

+ c1 (wQ(D2),wQ(D1)>(.,0)li 9

which is the desired formula.


216 11. SECOND OF ARC LENGTH
VARIATION

Corollary 1. If Q is a broken C" rectangle having the tangent to the


base curve a constant C in length, then

Corollary 2. If the base curve of broken C" rectangle Q is a geodesic


(unbroken) and (wQ(D2),wQ(Dl))(b,0) = (wQ(D,), wQ(Dl))(a,0),
then 1'(0) = 0. I n particular, l'(0) = 0 if the transverse curves are all
perpendicular to the base geodesic.
Proof. T h e base curve is a geodesic if and only if wQ(D,)is C" and
DlwQ(Dl)(u,0) = 0 for every u. Under the hypothesis given the
integrand in corollary 1 is 0 and the sum telescopes to give

(wQ(U,), WQ(Dl))(b, 0) - (W0(D2), w Q ( 4 ) > ( a , 0) = 0.


Corollary 3. Let N, P be submanifolds of M , and let us consider
only broken C" rectangles whose initial and final transversals are in

FIG. 36.

N and P. Then a curve T has the property that for all such rectangles
with base curve T, Z'(0) = 0 if and only if T is a geodesic from N to P
which is perpendicular to both N a n d P.
Proof. T h e idea is that we are able to get rectangles with suffi-
ciently arbitrary wQ(D,) that the formula for Z'(0) = 0 will yield
DlwQ(Dl)(u,0) = 0, and then that T is smooth at the breaks, per-
pendicular to N a n d P at the ends.
11.1. First and Second Variation of Arc Length 217

Let T be a horizontal lift to F ( M ) . If r # ui , define a curve y in


Rdby y(u) = f ( u ) Dw(?*)(u),wheref(u) is a non-negative C" function
which is positive at r and 0 at every ui . Then V = f y is a lift of T to
T ( M ) ,so we may define Q(u, v ) = exp,,,,vV(u). It is easy to see that
for this Q,

<W"(D,), 4 w Q ( W ( u ,0 ) = f(4I I D I W Q ( D 1 ) I l P (% 01,

and that the terms in the sum of corollary 1 are all 0. Thus I'(0) = 0
gives
S:f(u) / I DIWQ(D1)1 1 2 ( u , 0) du = 0,

which implies D,wQ(D,)(r,0) = 0.


T h e terms in the sum are treated similarly. We show that
( t , '*(ui+) - T * ( z L - ) ) = 0 for every t E M T ( u i )0, < i < n, by
parallel translating t along T , multiplying the field so generated by a
non-negative function positive near ui but 0 outside a neighborhood of
ui , and defining Q as above.
T h e rectangles to show normality at the ends of T may be taken to be
those having longitudinal curves consisting of a short geodesic
segment from y(v) to T ( U +e ) and the segment T I r a + r , b l , where y
is a curve in N with y(0) = T(u);the other end is treated likewise.
Problem 2. Show (independently of the arguments in Chapter 8)
that a curve which minimizes distance between two points is a geodesic.
(Classically, a geodesic was defined as a solution of the calculus of
variations problem of finding minimal curves, with self-parallel
condition Vv,y* = 0 following as a consequence.)
Our applications of variational theory will only involve variation of a
geodesic in a direction perpendicular t o the geodesic at every point,
that is, we shall only be using rectangles having a geodesic as base
curve and the associated vector fields perpendicular to the base. As
further justification for this assumption we prove the following remark
which shows that for C" rectangles satisfying the end conditions the
assumption entails no loss at all. T h e remark is not true for broken C"
rectangles, however, unless the base geodesic is allowed broken linear
reparametrizations.
Remark. If Q is a C" rectangle having a geodesic base curve and with
the initial and final transversals perpendicular to the base curve,
21 8 11. SECOND OF ARC LENGTH
VARIATION

then there is a partial reparametrization of Q for which the longitu-


dinal curves are reparametrizations of those of Q and the associated
vector field is perpendicular to the base.
Proof. Let I'be the associated vector field of Q, T the base curve of
Q, f = ( V , T * ) , s o f is a real-valued function on [a, b]. By hypothesis
+
f ( a ) =f(b) = 0. Define map F : [a, b] x [c, c E] + [a, b] x [c, d ] by
1
F(u, 71) = u
i - - wf(u), a),
k
where E >0

is such that the range of F is in [a, b] x [c, d ] , and k = (T* ,T * ) .


Then Q o F is the desired rectangle.
Problem 3. Complete the proof that the vector field associated to
Q o F is perpendicular to T .
Henceforth we shall assume that all broken C" rectangles have
geodesic base and associated vector field perpendicular to the base.
For convenience we also assume that the base curve is normalized
so as to have unit tangent vectors, initial parameter value a = 0, and
hence length b = b - a.

Lemma 2 (Synge's formula [86]). T h e unintegrated second


variation is given by
DZ2 I I w Q P 1 ) I I = I I D1wQ(Dz) I- ,1 &%?(Dl), dQ(D2)) I I W Q ( D , ) I l2
+ W ( w Q ( D 1 ) , DzwQ(Dz)>+ <wQ(D1),+Q(Dz)wQ(Dz)>h
where all these functions are restricted to [0, b] x (0).
Proof. The proof is by direct computation, always recalling that we
are dropping the argument (u, 0):
Dz2 I I w Q ( W I I = D,(~,(wQ(D1)7 w Q ( 4 ) > ?'l

= -(D,wQ(m, wQ(4) + D , (DzwQ(D1),


>, wQ(4)>,

since the factors appearing in the denominators are powers of


<wQ(D1), wQ(D1)>(u, 0) = 1.
Now using the first structural equation ( I ) and the fact that dQ(D2)
is skew-symmetric gives
(a) D', / I w Q ( W II = -<4wQ(4), wQ(DIY
f D2(D,wQ(D,), w Q ( 4 ) > .
11.1. First and Second Variation of Arc Length 219

T h e base curve T is a geodesic, so DlwQ(D,)= 0, hence,

<DPQ(D2),wQ(Dl)>z= (Dl<UQ(~2),
wQ(Dl)>)2 = 0,
because the associated field is perpendicular to T.

Corollary 1. Let V be the associated vector field along base geodesic


T, V' the covariant derivative with respect to T* , and let 7 be the
transverse vector field of Q.
Then
I"(()) = s" ( 1 1
0
V' Il'(U) - K ( V ) 11 /I2( .) du + (T* 9 v,p>],b.

( K (v) = K( V,T*), Cf. 9.4.)


This follows from the observation V ( u ) = ? ( D 1 ~ Q ( D 2 )0))
(u,
+
and 0,v = Q(D2 +"(D2))wo(D2) (cf. theorem 6.11).

Corollary 2. Let N and P be submanifolds, Q a rectangle with base


geodesic T perpendicular to N and P and with initial and final trans-
versals in N and P. Then
220 11. SECOND OF ARC LENGTH
VARIATION

where S is the second fundamental form of the appropriate manifold


and V is the associated vector field as before.
Proof. T h e integral is the same as in corollary 1. By proposition 10.1,
if T V o ,is the difference transformation of MT,,, given by N as a
submanifold of M , then for vector field W on N

TVO, W ( 0 ) )= &Yo, W - E ” ( 0 ,w.


But E V o , Wis perpendicular to T,(O), so for W = P,
<T*(O), D Y(01 P) = <T*(O), T”(01V(0D
= -<T,(o,T*(O), W))
= -<~r*(o,w9, W)).
Similarly for the other term.
Note that when N a n d P a r e points, the above formula for the second
variation reduces to

This follows from the Jacobi equation and integration by parts.

11.2 The Index Form

Let N a n d P be submanifolds of M , and let T be a geodesic segment


perpendicular to N and P at its ends ~ ( 0 )and T(b). Let 9 be the
linear space of broken C“ vector fields along T which are perpendicular
to T and have their initial and final vectors tangent to N and P. T h e
index form at T is a bilinear form on 9 defined by: if V , W E 9,
nb
11.2. T h e Index Form 22 1

Roughly speaking, if we consider the length function defined on


curves from N to P, then corollary 3 of lemma 1 says that the critical
points of this function are geodesics such as I-.T h e index form may be
viewed as a natural generalization of the Hessian of a function at a
critical point, since it is the symmetric bilinear form associated with
the quadratic form Z”(0) of V in corollary 2 to lemma 2. Morse theory
is concerned with this generalization.
If we observe that, except for points where V is not differentiable
(u0 = 0, ..., U, == b),

(V’, w,)= ( I f ’ , W)’ - (V”, W ) ,

then we get another formula for I( V , W ) ,

From this formula and application of techniques similar to that


used in the proof of corollary 3 to lemma 1 it is clear what the null
space of I is, that is, what conditions V must satisfy in order that
I( V , W ) = 0 for all W E9.
We single out the properties satisfied at each end.

Definition. A Jacobi field V is an N - Jacobijeld if it satisfies


(i) I/ is perpendicular to the geodesic T;

(ii) V(0)E NTc0,;


- V’(0)is perpendicular to N,,,, .
(iii) S,*(o,V(0)
If N is a single point, N = 1-(0),then (i), (ii), and (iii) reduce to
V ( 0 )= 0, V’(0)is perpendicular to 1-,(0).
Problem 4. Show that the N-Jacobi fields form a linear space of
dimension d - 1, where d = dimension M .

Theorem 1. T h e null space of I consists of the intersection of the


spaces of N- Jacobi fields and P- Jacobi fields.
222 VARIATIONOF ARC LENGTH
11. SECOND

We have already seen that a Jacobi field is characterized by the fact


that it is the field associated to a rectangle having geodesics for
longitudinal curves. T h e next theorem gives a similar characterization
of N - Jacobi fields.

Theorem 2. V is an N - Jacobi field if and only if V is associated to a


rectangle Q such that all of the longitudinal curves of Q are geodesics
starting perpendicularly from N and parametrized by arc length.

FIG. 37.

Proof. By problem 4 it is sufficient to show that the Jacobi fields


associated to such rectangles are N-Jacobi fields and have values at
some E > 0 which equal the space normal to T * ( E ) .
T h e rectangles in question can be factored through I ( N ) by means
of the exponential map l ( N ) -+ M . In fact the longitudinal vector
field dQ(Dl) = X to such a rectangle Q gives a curve y , y(v) = X(0, v ) ,
in I 1 ( N ) , the unit normal bundle, and Q may be expressed as
Q(u, = exp ~ ( v ) .
Since V(0)= dQ(D,(O, 0)) is the tangent to the projection of y into
N , (ii) is satisfied.

by the first structural equation (1). But E is covariant derivative on N


and the normal bundle, so the derivative of normal field X(0, * ) is
again a normal vector, which shows (iii). Moreover, to show (i) we
11.2. T h e Index Form 223

need only show that V and V' are perpendicular to T * at one point,
which we have already for V(O),hence for S,*o,V(0).Thus it suffices
to show E,,,,X is perpendicular to T,(O) = X(0). But

D,( X , XXO, 0 ) = 2 (Evco,X, X ( 0 ) ) = 0


since ( X , X ) = 1.
We know that exp : I ( N ) -+ M is nonsingular on the 0 cross
section and thus also at x = ET,(O) for some E > 0. However, the
tangents at x to rectangles in l ( N ) of the form (u, v ) -P uy(v), y as
above, fill up the tangent space l ( N ) , . Consequently, the tangents
at T ( E ) of rectangles Q fill up the tangent space M T ( (,) and the normal
parts, V ( E )fill
, up the space normal to T * ( E ) .

Corollary. T h e range of d exp, : l ( N ) , -+M , , where p = exp x


= T(u), is the space spanned by T * ( u ) and the values at u of N - Jacobi
fields, u # 0.
Proof. Any tangent at x may be decomposed into a vector tangent to
I , ( N ) and a vector tangent to the ray through x. T h e component
tangent to l , ( N ) maps by d exp to the value of an N - Jacobi field, the
component along the ray maps to a multiple of T*(u). ( l , ( N ) =
{ Y E I ( N )I / I Y I / = u } . )
We shall denote the quadratic form associated with I by I also, thus
writing I(V ) = I( V , V ) . Since I( V )is, for V E 9,
the second variation
Z"(0) of a rectangle attached to V , we have immediately:

Theorem 3. If V E 2'is such that I( V ) < 0 then every neighborhood


of T contains shorter curves from a neighborhood of ~ ( 0 in ) N to a
neighborhood of ~ ( bin) P.
More generally, the dimension of a maximal subspace of 9on which
I is negative definite, the index of I, tells in how many independent
directions T can be pushed so as to shorten length, still obtaining a
curve from N to P. It is shown below that the index is finite.
Problem 5. Let M = Rd with the Euclidean metric and suppose that
submanifolds N and P do not intersect. Let K ( N , P ) = broken C"
curves from N to P, H ( N , P ) = straight lines from N to P. Suppose
that these curves are parametrized by reduced arc length, that is, they
all have domain [Q, I] and constant-length tangents. We make
224 11. SECOND OF ARC LENGTH
VARIATION

K ( N , P ) into a metric space by defining the distance between curves


u, T to be
p(., 7) = max p(.(u), +)) + !I I - 1 I I.
7

Let 4 : K ( N , P ) + H(N, P ) be the map which assigns to u the line


segment with the same end points as u. Show that
(a) 4 is homotopic to the identity via a homotopy which leaves
H ( N , P ) fixed. Thus H ( N , P ) is a deformation retract of K ( N , P )
and they have the same ordinary topological invariants.
(b) H(N, P) is topologically the same as N x P and the length
function L is differentiable when viewed as a function on N x P.
(c) Vector fields V which are associated to rectangles with range in
H ( N , P ) are Jacobi fields in Rd and may be identified with tangents to
N x P.
(d) T h e critical points of L as a differentiable function on N x P are
the line segments which are perpendicular to N and P at the ends.
(e) T h e Hessian of L is essentially the index form restricted to
Jacobi fields in 9.

11.3 Focal Points and Conjugate Points [37,57, 59,60, 61, 731

Let N be a submanifold of M , I ( N ) the normal bundle. T h e


exponential map of M by restriction gives a map exp : I ( N ) ---t M ,
which we have already seen to be a diffeomorphism in a neighborhood
of the zero cross section. For n E N , let I ( N ) ( n )be the fibre of l ( N )

FIG. 38.

over n. Then t E I ( N ) ( n )is a focal point of N if d exp is singular at t.


If p is the ray from 0 to t in l ( N ) ( n ) ,then exp(t) is called a focal
point of N along exp o p , which is, of course, a geodesic perpendicular
to N . When N is a single point, say m, so I ( N ) = M,,, , then a focal
11.3. Focal Points and Conjugate Points 225

point is called a conjugate point to m. T h e order of a focal point is the


dimension of the linear space annihilated by d exp.
Theorem 2 and its corollary show that it is equivalent to define
focal points in terms of Jacobi fields as follows. If 7 is a geodesic which
starts perpendicular to N , then ~ ( 6 )is a focal point of N along 7
if and only if there is an N- Jacobi field which vanishes at b. T h e order
O f T ( b ) is the dimension of the space of such Jacobi fields. By theorem 1,
the order is also the nullity of the index form at 7 with end manifolds
N and the single point ~ ( 6 ) .
T h e last statement seems to indicate how to generalize the concept
of focal point to something which might be called a “focal submani-
fold.” Presumably one would then aim to prove an “index theorem,’’
as we shall below for the case of one end-manifold and a point, for the
two end-manifold case. The purpose of such a theorem is to express
the index of the index form in terms of orders of focal points (or focal
submanifolds) in between the end manifolds. Such theorems have
been formulated by both Morse [57] and Ambrose [ I ] for the two
end-manifold case, but the difficulties in statement and proof are far
greater than for the case we give, for which the formulation given by
Morse is clearly the right one.
Problem 6. Show that conjugacy is a symmetric relation, that is, if
m is conjugate to n along geodesic 7,then n is conjugate to m along
-7, where -7 is the geodesic with initial tangent -T,(O).

Problem 7. Show that if 7 is a geodesic segment perpendicular to N


on which there are no focal points of N , then there is a neighborhood
U of 7 in M and a neighborhood V of ~ ( 0in ) N such that 7 minimizes
distance among curves in U which go from a point of V to ~ ( 6 )
(cf. theorem 8.2).
Problem 8. Show that if M is complete and contains a point which
has no conjugate points, then M is covered by lid.
Problem 9. Show that if M has nonpositive curvature, then there are
no conjugate points.
Problem 10. Determine the conjugate points and their orders for a
point on a d-sphere of constant curvature.
Problem 11. Let CPd = SZd+l/S1 have the metric induced by the
metric on SZd+lhaving curvature 1. Show that the conjugate points to a
point in CPd occur at distances (2n +
1) n/2 and nn, n an integer, with
226 11. SECOND
VARIATION
OF ARC LENGTH

orders 1 and 2d - 1, respectively. Use the fact that a Jacobi field


attached to a family of horizontal geodesics in S2d+1must project to a
Jacobi field on CPd.
Problem 12. In a way similar to that of problem 11, show that the
conjugate points to a point in QPd = S4df3/S3,S4d+3= unit sphere,
+
occur at distances (2n 1) n-12 and n7r with orders 3 and 4d - 1,
respectively.

11.4 The Infinitesimal Deformations

A useful technique for analyzing the index form is to break it into


the sum of several index forms obtained by inserting intermediate
manifolds of dimension d - 1 normal to T . Since we will be dealing
with several index forms, but all along segments of the same geodesic
T , we introduce the notation I( Tl , T,) to mean the index form with
end manifolds T , and T , . We shall also omit restriction symbols,
that is, if V E 3, the domain of I ( N , P), T , and T , are normal to T
at T ( u ~and ) T(u,), and I , = I ( T , , T,), then we shall write Il(V)
instead of 11(V ~[ul,u,l).
If we choose the intermediate manifolds close enough together then
any curve in some neighborhood of T [by neighborhood of T we shall
mean curves which go from a neighborhood of ~ ( 0in) N to a neigh-
borhood of ~ ( bin) P, as well as lying in some open set containing T ]
can be replaced by a unique shorter broken geodesic with breaks
only at the intermediate manifolds. If Ti is placed at T ( u ~ ) i, = 1, ..., n,
ui < u ~ + then ~ , the requirement is that there be no focal point of N
on T I l o , u l , that there be no conjugate point of T ( u ~on ) T I ui,ui+l ,
i = 1, ..., n - 1, and that there be no focal point of P on T I[u, bl .A
curve CJ sufficiently close to T will intersect each T i , and we let the
first intersection be pi;requiring u to be even closer if necessary, there
will be a unique shortest geodesic segment fromp, to the neighborhood
of ~ ( 0in ) N , a unique shortest geodesic segment from pi to pi.kl,
and a unique shortest geodesic segment from p , to the neighborhood
of T(b)in P. Chaining these geodesic segments together gives a broken
geodesic y having breaks only on the intermediate manifolds T i .
The map 4 : CJ -+ y is a length-nonincreasing deformation of curves
nearby T into the much smaller collection of broken geodesics;
in fact, the range of 4 may be viewed as the product manifold
11.4. T h e Infinitesimal Deformations 227

T, x T, x x T , = T , and the length function on curves as a


differentiable function on T . T is a critical point of the length function
and the index form is the Hessian at T.

FIG. 39.

Detailed proofs of these facts are more proper to an exposition of


Morse theory, so we content ourselves here with their infinitesimal
versions.

Lemma 3. Under the conditions prescribed on the choice of


the ui , for every choice of vectors yi E T * ( U ~ )there
~ is a unique vector
field Y E2’ such that Y(ui) = yi , Y I[u, u,+l is a Jacobi field, and
Y Ilo,u,l , Y I [ u , b l are N-and P-Jacobi fields, respectively.
T h e map G : E:=l 7 * ( u i ) l -+ 9, G(y,, ..., yn) = Y , is a linear
isomorphism.
Proof. T h e linear transformation which assigns to an N- Jacobi field
V its value V(ul)is 1-1 onto 7*(ul)l because T(u,) is not a focal point of
N . Thus Y l[o,ul exists and is unique; similarly for Y Iru, bl .
For the same reason there is a unique 7(ui)-Jacobi field Vi and a
unique 7(ui+J-Jacobi field Wi such that V,(u,+J = yi+, , Wi(ui)= yi .
+
Then Vi Wi is a Jacobi field having values yi at ui , yi+l at ui+, ,
which shows existence of Y ~ I U t , l L t + l l . Moreover, if Y is given,
y I[u*,ut+Il - Wi = Vi IruI,u(+Il b Y the uniqueness of Vi , which shows
uniqueness of Y I r u , u , + l .
T h e linearity and one-to-one-ness of G follow easily from the
uniqueness of Y and the linearity of the Jacobi equation.
We denote the range of G by X . Thus dim X = ( d - 1) n.
By evaluation of V E 2’ at u1 , ..., u, we get a linear transformation
E : 2’ -+ C7*(ui)l, E ( V ) = ( V ( u l ) ,..., V(u,)). T h e composition
228 11. SECOND OF ARC LENGTH
VARIATION

F = G o E : 9 -+ Y is the infinitesimal version of the deformation


4 : u -+ y , so we call F an injinitesimal deformation. Corresponding to
the fact that 4 is length-nonincreasing is the fact that F does not
increase the index form I , which is proved below.
Problem 13. If Q is a broken C" rectangle with the transverse curves
lying in Ti , then we get another rectangle +(Q)by applying 4 to the
longitudinal curves of Q. If V is the vector field associated to Q, show
that F( V )is the field associated to +(Q).

Lemma 4. If Y and 2 are Jacobi fields, then ( Y , 2') - ( Y ' , 2 )


is constant. If Y and 2 are N- Jacobi fields the constant is 0.
Proof.
( ( Y ,2') - ( Y ' ,2))' = ( Y , 2") - ( Y " ,2 )
= -<y, Rr*zT*) + (R,*;y7*,2 )
= 0, by a curvature identity,

(b) <&*(")Z(O)- - V O ) , Y(0))= 0,

so subtracting (a) and (b) and using the symmetry of ST*(o)gives

-<Y'(O), q o ) ) + (Z'(O), Y(0))= 0.


Problem 14. Let # be a subspace of the Jacobi fields along T having
dimension d - 1 and such that for every Y , 2 E .X,
( Y , 2') - ( Y ' , 2 ) = 0.

Show that there is a submanifold N normal to T at ~ ( 0such


) that 9 is
the space of N- Jacobi fields.

Theorem 4. The basic inequality. Suppose there is no focal point of


N on ~ ( ( 0b, ] ) . For V E 9there is a unique N - Jacobi field Y such that
Y ( b ) = V(b),by lemma 3 . Then I( V ) I( Y )and equality occurs if and
only if V = Y .
Proof. Let Y , , ..., Ydp1
be a basis of N - Jacobi fields. Then there is a
unique expression V = Zi"r,'fiYi valid on (0, b], where the fi are
11.4. T h e Infinitesimal Deformations 229

continuous broken C“ €unctions. We leave as an exercise the fact


that such an expression exists and is unique on [0, b] as well. (See
problem 15.)
At points where V‘ exists we let W = Xifi’Yi and 2 = XifiYi’,
)

so that V’ = W + 2. Then
230 11. SECOND OF ARC LENGTH
VARIATION

T h e N-Jacobi field which coincides with V at b is Y = Ci ciYi ,


where ci = fi(b). Letting W , = Ci ci‘Yi = 0, 2, = Xi ciYi’, the same
computation (a)-(e) gives, since Z,(b) = Z(b), Y(b) = V(b),

(f) I ( Y ) = <Z(b)- S r , ( b ) v ( b ) ,V b ) ) .

Hence I( V ) - I( Y ) = J: ( W , W ) du 0. Equality occurs if and only


if W = 0, which in turn is equivalent tof,‘ = 0 for all i , f i are constant
for all i, and, finally, Y = V .
Corollaries 1 and 2, which follow, have the same hypothesis on N
and ~ ( ( 0b]),
, but not corollary 3.

Corollary 1. If V(b)= 0, then I( V ) 2 0, and equality occurs if and


only if V = 0.

Corollary 2. Let Y E 9. Then Y is an N- Jacobi field if and only if


I( V , Y ) = 0 for all V E 9such that V(b)= 0.
Proof. By polarization, (e) in the above proof gives, for V , , V , E 9,
V,’ = 2, +
Wl , V,’ = 2, W, , etc., +
(I ~ 1 ~ >2 =
) < ~ , ( b-
) sr . ( b ) vl(b),~ / , ( b )+) jb < ~ 1 w,>
, du.

If Y is an N-Jacobi field and V(b) = 0, letting V , = Y , V , = V


gives W , = 0, V,(b) = 0, so I( V , , V,) = I( Y , V ) = 0.
Conversely, suppose I( V , Y ) = 0 for all V E 3 such that V(b)= 0.
Let Y , be the N-Jacobi field such that Y(b) = Y,(b). Then
I ( Y , Y - Y,) = 0 by hypothesis, I ( - Y l , Y - Y,) = 0 as just
proved, so
Z(Y - Y1)= Z(Y, Y - Yl) + Z(-Y1, Y - Y l ) = 0.

Hence by corollary 1, Y - Y , = 0.

Corollary 3. Suppose that there is no conjugate point of ~ ( 0 on


)
~ ( ( 0 b]).
, For V ~ is a unique Jacobi field Y such that
E there
Y(0) = V(O), Y(b) = V(b), by lemma 3. Then I ( V ) >, I ( Y ) and
equality occurs if and only if V = Y .
Proof. Let T , and T, be ( d - 1)-dimensional transverse manifolds
at ~ ( 0and
) ~ ( b )respectively,
, such that their second fundamental forms
11.4. T h e Infinitesimal Deformations 23 1

and hence I,( V ) - I( V) = I,( Y ) - I(Y ) , so it suffices to prove the


result for I , instead of I.
Let I2 = I(T(O), T,), I3 = I ( T , , ~ ( b ) )so, that I , , I , , and I3 are the
same except for their domains.
From lemma 3, Y = Y , +Y , , where Yl is the T(O)-Jacobi field
such that Y,(O) = V(0). Since V - Y is 0 at both ~ ( 0 )and ~ ( b ) ,
Il(V - Y , Y,) = I,(V - Y , Y,) = 0 and I,(V - Y , Y,) =
13( - Y , Y,) = 0, by corollary 2 applied to I , and I3 , respectively.
Adding these two equations gives

11(v - Y , Yl + Y,) = I,(V - Y , Y) = 0, or, Il(V, Y) = Il(Y, Y).


But by corollary 1,

= Il(K V ) - Zl(K Y),


and equality occurs if and only if V - Y = 0.

Problem 15. If V , , ..., V , are C" vector fields along T and are
independent except at T(O), and V is a broken C" vector field along
T , with V = ZfiVi the expression for V in terms of the Vivalid on

(0, b ] , show by an example that the fi need not have continuous


extensions to [0, b] even if V(0) = ZuiVi(0). However, if the Viare
Jacobi fields then there are unique continuous extensions of the fi .

Theorem 5. An infinitesimal deformation F is I-nonincreasing;


that is, I ( V ) 2 I ( F ( V ) ) . Moreover, equality is obtained only if
V = F( V ) .
Problem 16. Prove theorem 5 by applying theorem 4 and corollary 3.

Corollary 1. (For N = point this is due to Jacobi.) T does not


minimize distance to N beyond the first focal point.
Proof. Suppose T ( C ) is a focal point of N , c E (0, b), and let Y be a
nonzero N - Jacobi field which vanishes at c. Let V E 2z be given by
232 11. SECOND OF ARC LENGTH
VARIATION

I2 = ~ ( T ( c ) ~, ( b ) )Then
. +
I( V ) = 11( +
w,
V l [ O , C l = y I[O.Cl , I‘ I[C,bl = 0. Let I = I ( N , T ( b ) ) , I1 = T(C)),
V ) I,( V ) = 11(Y ) I,(O) = 0 by
corollary 2 to theorem 4.
Now choose intermediate manifolds for an infinitesimal deformation
F so that c is not one of the ui . Then F( V ) is smooth at c, while V has
a break at c, hence F( V ) # V and I(F( V ) ) < I( V ) = 0. By theorem
3 there are shorter curves from ~ ( bto) N .

FIG. 40.

Corollary 2. T h e first focal point of N is that point T(C) such that


T([O,b ] ) fails to minimize arc length to N for b > c, but T([O,b’])
minimizes arc length to N among curves in a neighborhood of
T([O, b‘]) for b’ < c.
T h e augmented index of a quadratic form is the dimension of a
maximal subspace on which the form is negative semidefinite.

Corollary 3. T h e index and augmented index of I are the same as


the index and augmented index of I Ix , hence are finite.
Proof. Since it is obvious that the index of I is not less than that of
of I Ix it suffices to prove the inequality the other way, and similarly
for the augmented index.
Let 8 be a subspace of 2 on which I is negative semidefinite.
Then F IJy is an isomorphism. For if V € 2is in the kernel of F, then
<
F( V ) = 0, I(F( V ) )= 0 I( V ) = 0, so from equality, V = F( V ) = 0.
Since I is negative semidefinite on F ( X ) this proves the desired
inequality for the augmented index. For the index the argument
is the same except for using “definite” in place of “semidefinite.”
Now let N have focal points at distances c, along 7 , i = 1, ..., h- ,
<
where ci ci+l < b and each ci is included a number of times equal to
the multiplicity of T ( c ~ )as a focal point; we do not exclude the pos-
sibility that (ci} is a proper subset of the set of focal values in (0, b ) ,
11.5. T h e Morse Index Theorem 233

and we do not know a priori that the number of focal points is finite.
Thus there are fields YiE 9, i = 1, ..., h_ , such that Yil i o , c , l is an
N-Jacobi field, YiIl c , b l = 0, and for each c E (0, b), {Yi1 c = ci} are
independent. Let %- be the linear space spanned by these Yi, and
+
let X = 2- 3,, where Z ois the null space of I .
Problem 17. Prove that the Yiare independent, so the dimension of
3- is h- . Moreover, the sum%- +
%,, is direct.

Lemma 5. T h e restriction of I to ,P is identically 0.


Proof. Since I(%, Z 0 ) = 0 it suffices to show Z(%- , %-) = 0, or
that I ( Y i , Y j ) = 0 for every i, j . We may assume ci < c j . Let
I , = I ( N , 7(ci)), I , = Z(7(cj), P). Then
I(Yi , Yj) = I,(Yi , Yj) + 12(Yf, Yj) = I , ( Y i , Yj) = 0
since Y j is in the null space of I , by theorem 1.
Let a ( I ) ,i ( I ) , and n(Z) denote the augmented index, the index, and
the nullity of I , respectively. I t is well known that on a finite-dimen-
sional space the sum of the index and nullity of a quadratic form
equals the augmented index. Because we have been able to reduce I
to a finite-dimensional subspace X without altering the index and
augmented index, this result is also true for I , so a(I) = i ( I ) n(Z). +
Henceforth, when we speak of the number of focal points we shall
mean the sum of their orders.

Theorem 6. The number of focal points of N on ~ ((0,b ) ) is finite


and is a lower bound for i ( I ) .
Proof. By problem 17 and lemma 5 and the fact that a(Z) is finite,
h- + n ( I ) = dim% < a ( I ) = i ( I ) + n ( I ) ,so h- < i(Z).

11.5 The Morse Index Theorem [57, 831

In this section we restrict to the case where P = ~ ( b ) Then


. the
Morse index theorem says that the inequality of theorem 6 is an
equation.

Theorem 7. Let I = Z(N, 4 6 ) ) . Then a ( I ) is the number of focal


points of N on ~ ( ( 0b]).
,
234 11. SECOND
VARIATION
OF ARC LENGTH

Proof. The idea is to examine I , = I ( N , ~ ( t and) ) the integer-valued


functions a ( t ) = a(Il), i(t) = i(l,),and n(t) = .(I,) as t passes from 0
to b.
Because the domain of I , may be regarded as an increasing function
of t , a, and i are nondecreasing; for small t, I , is positive-definite, so a
and i are initially 0.
+
We have already noted that a = i n, and that n(t) = 0 except for a
finite number of t, where n(t) is the order of the focal point. Thus a
must have jumps which at least add up to the sum of the n(t)
(theorem 6 ) .

FIG. 41.

On the other hand, because I , is continuous in t, in order for some


of the positive definite part to go into the negative definite part it must
pass through the null part. This causes the jumps of a and i to occur
separately, on opposite sides of the focal values, and with magnitude
n(t). As a value t is entered from the left the jump of a is n(t), i is
continuous from the left; formally, a ( t ) = a(t-) + n(t), i(t) = i(t-).
When we pass on from t a is continuous from the right, n drops to 0,
+
and i must take up the slack in the equation a = i n; a(t+) = a(t),
i(t+) = i(t)+ n(t).So what we need to establish in detail is, for every t ,
a(t+) = a ( t ) and i(t-) = i(t); the theorem then follows by a simple
computation.
Let F , be an infinitesimal deformation for I , having intermediate
manifolds at T(u~), i = 1, ..., n. Then the same intermediate manifolds
will serve to give an infinitesimal deformation F, for I , when u E U , a
neighborhood of t. This infinitesimal deformation is given by the
11.5. T h e Morse Index Theorem 235

evaluation map E and an isomorphism G,: 9 -+ X u , where


9 = Z l ( u i ) is the direct sum of the tangent spaces of the inter-
mediate manifolds. T h e map H , = G,G;l : X , -+ X , is an isomor-
phism, and it alters only that part of Y E X t defined on (urL,t ] ;the
part defined on [0, u,] is unchanged. T h e value of I , on Y is a sum of
terms of which only one, -( Y’(u,+),Y(u,)), is altered by H , , and
even here Y(u,) remains fixed.
Let Y , = H,(Y). In order to prove continuity of Iu(Yu)as a
function of u it is sufficient to prove that Yu’(un+)is continuous in u.
By its definition Y , , restricted to [un , u ] , is the Jacobi field which
satisfies Y,(u) = 0 and Y,(u,) = Y(uYL) = y . For y , Z E l ( u , ) let
Y,,z be the unique Jacobi field such that Yu,g(u,)= y and Y;,Z(un)= z ;
the map ( y , x) + Y,,z is linear i n y and x,and so is evaluation at u,
so we may write Yy,s(u) +
= A,(y)

4 > Bu :I ( U J -
B,(z), where
I(u)
are linear transformations. A , and B, are continuous in u since
YY,#is continuous. However, there is a unique solution for
x of A,(y) + B,(x) = 0, so that Bil exists and is continuous. Thus the
solution Yu’(un+)= x = -B;’A,(y) is continuous in u, and finally so
is I,( Y,).
Now let .X+ be a maximal subspace of X , on which I , is positive
definite and let S+ be the unit sphere of X + with respect to I! . Then
a(t) = codim X+.Then f : ( u , Y ) -+I,(Y,) is a continuous function
on U x S+ which is positive on {t} x S+. Since S+ is compact, there
is a neighborhood U‘ of t such that f is positive on U‘ x S+ (see
lemma 6 below). Thus for u E U‘, I , is positive-definite on the space
H,(X+) spanned by H,(S+), and a(.) <
a(t). But a is nondecreasing,
so a(t+) = a(t).
T h e same argument applies to a maximal negative definite subspace
of I , on X , to show that i(u) 2 i(t) for u in some neighborhood of t .
Thus i(t-) = i(t).

Lemma 6. Let f be a continuous real-valued function on a fibre


bundle B with compact fibre F and base M ; denote by F, the fibre over
p E M . Define fr,p,fM : M -+ R by
fm(P) = min W )I b EF,)
fM@) = max {f(b)I EFD).

T h e n f,,,
and fM are continuous.
236 11. SECONDVARIATION
OF ARC LENGTH

Proof. Since this is a local theorem, we may assume that B = F x M .


For E > 0 we can find a finite covering W i= Vi x W o f F x {p}, W a
neighborhood of p , such that I f ( b ) -f(b’) I < E for every 6, b’ E W i.
Then for x E F and p‘ E W , If(x, p’) - f(x, p ) I < E. Now if
b, = (xl,p ) is a point where f(b,) = f,&) and b, = (x2,p’) is a
similar point for fM(p’),then

fM(P’) -6 = f(% ,P’) - <f(% P ) <f(x1 P)


? !

so IfM(p’) - fM(p) 1 < E, which concludes the proof for fM . The


proof forf,,l follows by considering -f.
Problem 18. Let J be the inner product on 9, the domain of
I ( N , P ) , given by J( Y,2) = J: ( Y , 2 ) du. Also let J( Y ) = J( Y,Y).
A characteristic value of I with respect to J is a number X such that
n(I - X J ) # 0; a characteristic vector of I belonging to X is a vector
field in the null space of I - X J . Show that:
(a) For X sufficiently negative I - XJ is positive-definite.
(b) Y is a characteristic vector of I if and only if Y satisfies the end
conditions at N and P (S,*Y - Y’is perpendicular to N , P ) and is a
+
solution of the second order equation Y” R,*A-* + XY = 0.
(c) T h e augmented index of I - X J is finite and is equal to the
number of independent characteristic vectors belonging to values
< A.
(d) Let P = r(b) and let Jibe the restriction of J to the domain of
I , . Number the characteristic values of I , , counting multiplicities,
starting with the least, so as to obtain a sequence of functions {hi} o f t .
Then the Xi are continuous and nonincreasing on (0, b] and n(I,)is the
number of i such that Xi(t) = 0.
Problem 19. With each X E I ( N ) , x not in the 0 cross section,
associate the index form I , = I ( N , exp x) at the geodesic exp ux ILo, l .
Show that:
(a) If n(I,) = 0, there is a neighborhood U of x such that for every
x’E U , i(Iz,) = i(Iz).
(b) If M is complete and N is closed in M , the set {m I n(Iz) = 0
for every nonzero x E exp-’ m} is everywhere dense in M (see problem
1.11).
11.6. T h e Minimum Locus 237

Those interested in studying Morse theory and its applications are


referred to [37,38, 54, 57, 71, 811.

11.6 The Minimum Locus [46, 60, 62, 931

A minimal segment is a geodesic segment which minimizes arc length


between its ends. A minimum point m of p along a geodesic y is a point
on y such that the segment of y f r o m p to m is minimal but no larger
segment from p is minimal. T h e set of all minimum points of p is
called the minimum (or cut) locus of p.
I t follows immediately from the fact that geodesics do not minimize
arc length beyond the first conjugate point that if m is the first con-
jugate point of p along y , then there is a minimum point of p along y
which is not beyond m.
A geodesic ray from p has at most one minimum point of p, but
there may be none.
If t E M p is such that exp,t is the minimum point of p along the
geodesic exp,ut, then we also say that t is a minimum point of p in M p .

Theorem 8. (a) If m is not a minimum point of p, then there is at


most one minimal segment y fro m p to m. If {ui}is a sequence of curves
from p to m such that lim I ui I = p(p, m ) , then ui converges to y (if
properly parametrized).
(b) If there is a minimal segment from p to m on which m is a
conjugate point of p , then m is a minimum point of p .
(c) If M is complete the converse is true: if m is a minimum point
of p, then either there are two minimal segments or m is a conjugate
point of p along the unique one.
Proof. (a) T h e first statement follows from the second, because if
y and u were both minimal segments letting uf = u for all i would give
limui = u = y .
We suppose that y and each ui are parametrized by arc length. By
compactness of a normal coordinate ball of some radius E at m there
will be convergent subsequences of {ui(Li -E)}, where Li = I ui j . If
one of these subsequences did not converge to y ( L - e), where
L = p(p, m), then the corresponding curves would eventually all form
a corner with the extension of y beyond m . By cutting across this
corner we would get shorter curves from p to y ( L + E) than L +
E,
238 11. SECOND OF ARC LENGTH
VARIATION

contradicting the minimality of y beyond m. By using triangle inequal-


ities and local minimizing of geodesics only, the argument can be
made precise, and shows even more, that ui converges to y within a
regular neighborhood of m . By covering y with a finite number of
regular neighborhoods the convergence can be shown inductively
down y from m top. By “regular” we mean that every two points in the
neighborhood can be joined by a unique minimal segment. T h e
details are left as an exercise.
(b) follows immediately from the fact that geodesics do not
minimize arc length beyond the first conjugate point.
(c) Suppose M is complete, and m is a minimum point of p such
that there is a unique minimal segment y . Then we must show that m
is a conjugate point along y.
Let L = p(p, m ) and let ui be a minimal segment from p to
mi = y ( L + l/i), parametrized by arc length, and with length Li .
Then {ui*(0)} must have limit points, but the geodesic in the direc-
tion of such a limit point would give a minimal segment from p to m;
hence, lim ui*(0) = y*(O). But then

exp,(liui*(o)) = mi = exp, (L + y1a j y*(o)


and
limLiui,(0) = lim (L +
so exp, is not one-to-one in a neighborhood of Ly,(O). Thus d exp, is
singular there and m is a conjugate point.
Problem 20. In (a) show that the convergence of ui to y is uniform.
Problem 21. Show that the relation “is a minimum point of” is
symmetric. Thus if y is a minimal segment from p to minimum point
m there are shorter curves than y from m to the points on the extension
of y from p away from m.
Problem 22. Assume M is connected. Define m to be between p and
+
q if all three points are distinct and p(p, m ) p(m, q) = p(p, 4); this
relation is denoted by [p, m, q ] . Show:
(a) If [p, m,q ] , [ p , n, q ] , and [p, m , n ] , then [m,n, q] and a minimal
segment y from m to n is unique. I n case y exists let u be the largest
(open) geodesic extension of y which does not include p or q. Then
11.6. T h e Minimum Locus 239

every point on u is between p and q. Hence I u I <


p(p, q) and u has no
minimum points of any of its points.
(b) If M is not complete then for every p E M there is a geodesic
ray f r o m p which has no minimum point o f p on it.
(c) If M is complete then [p, m,q] if and only if m is in an open
minimal segment with ends p and q.
Let Q ( M ) = {t E T ( M ) I t is a unit vector and c,t is a minimum point
of n’t for some C, > O}. Define f : Q ( M ) 4 M by f(t) = exp c,t;
that is,fassigns to a tangent t the minimum point of the base point o f t
along the geodesic in the direction oft, if there is one.

Theorem 9. f is continuous.
Proof. For {ti}, a convergent sequence in & ( M ) ,we wish to show that
limf(ti) = f(1im ti). Let yi = exp uti ,pi = yi(0), mi= f(ti) = yi(ci),
t = lim ti , y = exp ut, p = y(O), and m = f(t) = y(c). I t will be
sufficient to show lim ci = c, for then by continuity of exp,

lim m, = lirn exp citi = exp lim c,t, = exp (lim ci lim ti) = exp ct = m.

Suppose limsupci > c. Then there are E > 0, a subsequence


{di}of {ci}, and k such that for i > k, di > c E and y(c E ) is + +
defined. Then for the corresponding subsequences {ui} of {yi},
{ni} of {mi},and {qi} of {pi},ui is a minimal segment from qi to
“i(C + €1, so
c + E = lim p(qi , ai(c + E))

=p (lim qi , lim U,(C + E))

= P(P, r(c + El),


which contradicts the fact that y does not minimize arc length beyond
y(c) = m.
T o show lim inf ci = c we consider convergent subsequences; thus
we may suppose that lim ci = c’ < c and reach a contradiction. Let
E = (c - c’)/2 > 0. Then p i = yi(ci +
E ) is beyond the minimum

point of pi on yi , so there is a shorter curve T~ from pi to qi;by adding


to T~ short segments f r o m p to pi and from qi to q = y(c’ +
E ) we get a

curve ui from p to q such that lim 1 ui I = p(p, q). By theorem 8(a),


uiconverges to y , and hence T~ converges t o y also.
240 11. SECOND
VARIATION
OF ARC LENGTH

Let E = T' x exp : T ( M )-+ M x M . Then E is nonsingular on


the compact set {ut I 0 < < +u c' E}, so by problem 1.12 there is a
neighborhood U on which E is a diffeomorphism. Let V = E( U ) , so
V is a neighborhood of E(ut) = ( p , y(u)). For sufficiently large i both
(pi,yi(u)) and (pi,T ~ ( u )will
) be in V . However, E-l(pi, qi) must
+
have length ci E because qi = exp,i(ci + E) ti and on the other hand
cannot have length any greater than the integral of the radial lengths
+
of r i , which is less than ci E. QED

Corollary 1. T h e distance from a fixed point p to its minimum


point in the direction t E M p is a continuous function of t where
defined.
(This is immediate from the fact that the distance function is
continuous.)
Assume now that M is connected.

Corollary 2. A Riemannian manifold M is compact if and only if


for some point p there is a minimum point in every direction from p .
Proof. If M is compact then M is complete and bounded. Thus every
geodesic ray can be extended indefinitely but cannot minimize arc
length beyond the bound on M .
Conversely, if p is a point such that every geodesic ray from p has a
minimum point, then the function g : S -+ R, where S is the unit
sphere in M , , g(t) = p ( p , exp c,t), is continuous by corollary 1. Thus
the set
= { t E M , I I I t I I <&ill t I l l or t = 01

is closed and bounded in M , , hence compact. But then M = exp B


is compact. (See problem 22(b).)

Corollary 3. If every geodesic ray from a point p has a conjugate


point of p , then M is compact.

Corollary 4. If a complete M has a covering space which is not


compact, then for every p E M there is a geodesic ray on which there
are no points conjugate top.
Proof. We may assume the covering is a Riemannian covering. Hence,
the projection preserves geodesics and so also conjugate points. By
corollary 3 there will be a geodesic from a point above p which has no
11.7. Closed Geodesics 24 1

conjugate points and then the projection of this geodesic will be


without conjugate points.

Corollary 5. If M is complete, then the distance to the minimum


locus is a continuous function of the point.
Proof. Let f ( p ) = distance from p to its minimum locus,
)e-J(p) if p has a minimum point
d P ) = (0 otherwise.
It suffices to show that g is continuous. Let h(p, t ) be the distance from
p to the minimum point ofp on the geodesic in the direction of t E M p .
Then h is continuous on Q ( M ) and
e-h(p*t) if h(p, t ) is defined
dPl t) = lo otherwise
is continuous on all of the unit tangent bundle, since if ( p , t ) E T ( M )
is a limit point of Q ( M ) ,it follows from the first part of the proof of
theorem 9 that limr+(p,l)h(x) = +m.
Since it is clear that g is the maximum-on-fibres of 1 the result now
follows from lemma 6 .
Remark. Corollary 1 shows that the complement of the minimum
locus of a point is topologically a cell when M is complete, and in fact
the exponential map gives the homeomorphism. Hence, much of the
topological interest of a manifold lies in its minimum locus.
Problem 23. Extend the results of this section, except for theorem 9
to the case where p is replaced by a closed or a compact submanifold
N , using which ever the result requires. I n particular, show by
examples that the extensions of corollaries 2, 3, and 4 require N to be
compact.

11.7 Closed Geodesics

A closed geodesic is a geodesic segment for which the initial and final
points coincide; a smooth closed geodesic is one for which the initial
and final tangents coincide.
I t is intuitively clear that a homotopy class of loops based at p
should have a closed geodesic for its minimal-length representative,
242 1 1 . SECOND
VARIATION
OF ARC LENGTH

provided the manifold is complete. Indeed, such a class is represented


in the simply connected covering by the class of all curves from p ,
to p , , where p , and p , are in the fibre over p . A minimal segment from

FIG.42.

p , to p , projects to a closed geodesic in the class, and is clearly a


minimal-length curve in the class. T o make the identity in the
fundamental group nonexceptional we must consider the constant
curve as being a closed geodesic.
To get smooth closed geodesics we consider free homotopy classes
of loops. These classes are in one-to-one correspondence with the
conjugacy classes of the fundamental group, because, roughly, the
isomorphism between the fundamental groups based at different
points, which free homotopy ignores, is determined only up to an
inner automorphism, or conjugation. It is not necessarily true that
such a class will have a minimal-length member, even if M is complete,
because tightening up a loop might force it to go to “infinity.” For
example, this is the case for the surface obtained by revolving the
curve xx = 1 around the x-axis.
However, if M is compact there is a minimal member in each free
homotopy class. For such a class A will be represented by the lifts
of its members to the simply connected covering A?. Let
b = inf{p(p, q) I if u is a curve from p to q then 7r o u E A},

where 7r : i@ + M is the covering projection. By taking a sequence


{(pi, qi)} such that lim p(pi , pi) = b, and a sequence of minimal
segments yi from pi to qi , a convergent subsequence of the closed
geodesics 7r o yi can be extracted, using the compactness of M . T h e
11.7. Closed Geodesics 243

limit will be a minimal closed geodesic in A , and it will be smooth


because it is a minimal member of the homotopy class based at each of
its points.

Theorem 10. If M is a compact Riemannian manifold, then every


free homotopy class of loops has a minimal-length member which is a
smooth closed geodesic.
Problem 24. Let u be a loop in free homotopy class A. Then u may
be approximated uniformly by a broken geodesic loop yo E A . Let M
be compact. Then we may assume that the breaks of yo are closer
together than the distance from any point to its minimum locus.
Construct a sequence of broken geodesics inductively by letting
yi be the broken geodesic loop which has as its segments the minimal
segments between the midpoints of the segments of yi-l. Show that
yi E A and that a subsequence converges to a smooth closed geodesic
in A.

Theorem 11 (Synge’s theorem [87]). If M is compact, orientable,


even-dimensional, and has positive sectional curvatures, then M is
simply connected.
Proof. T h e idea is to use second variation to show that a nontrivial
smooth closed geodesic cannot be minimal, from which it follows by
theorem 10 that there is only the trivial homotopy class of loops, M is
simply connected.

FIG.43

Let y be a smooth closed geodesic. Then parallel translation once


around y is an orthogonal transformation T of the odd-dimensional
normal space to y . Since M is orientable, T has determinant 1, and
hence must have at least one characteristic value equal to 1. (The
characteristic values have absolute value 1 and the nonreal ones occur
in conjugate pairs.) T h e characteristic vectors for the value 1 are fixed
points of T , so there is a smooth parallel field V along y . Letting N
244 11. SECOND OF ARC LENGTH
VARIATION

be any transverse manifold, I = I ( N , N ) , the end terms of I( V ) cancel


and V' = 0, so
I ( V )= - J'I q y , , V )( V , V >du.

Since curvature is positive this is negative and there are shorter


nearby curves; y cannot be minimal. QED
Problem 25. Let M be compact, even-dimensional, nonorientable,
and have positive curvature. Show that the fundamental group of
MisZ,.
Problem 26. Let M be compact, odd-dimensional, and have positive
sectional curvatures. Show that M is orientable.
Problem 27. Let M be a compact Kahler manifold which has
positive holomorphic curvature. Show that M is simply connected.
[Hint: if y is a geodesic and J is the complex structure operator, then
J ( y * ) is parallel along y and y* , J ( y * ) span a holomorphic section.]
By using properties of the minimum locus it is sometimes possible
to show the existence of closed geodesics with a method of Klingenberg
14.51.
Theorem 12. Let M be complete, p E M such that the minimum
locus of p is nonempty, and let m be a point on the minimum locus of
p which is closest t o p . If m is not a conjugate point of p, then there is a
unique closed geodesic with ends at p and passing through m such that
both segments are minimal.
Proof. By theorem 8, if m is not a conjugate point, then there are at
least two minimal segments from p to m. We show that there are
exactly two and that they match smoothly at m. Let y1 and y, be any
two. If they do not match smoothly at m, then there is a geodesic u
starting at m which makes an acute angle with each of y1 and y z .

FIG. 44.
1 1.7. Closed Geodesics 24 5

There will be minimal segments near to y1 , f r o m p to points on u near


m,and shorter than y l ; similarly, there will be such minimal segments
near to y z . Since y1 and y 2 are distinct these minimal segments will
also be distinct when the points on u are sufficiently close to m. Then
the points on u will be minimum points of p, by theorem 8, but this
contradicts the fact that m is the closest minimum point t o p .

Corollary 1. Let M be compact and let (p, m) be a pair which


realizes the minimum of the distances of points to their minimum
locus. Then either p and m are conjugate to each other or there is a
unique smooth closed geodesic through p and m such that both
segments are minimal.

Corollary 2. Let M be compact, even-dimensional, orientable, with


positive curvature, and let p, m be as in corollary 1. Then p and m
are conjugate.
Proof. Assume p, m are not conjugate, so by corollary 1, there is a
unique smooth closed minimal geodesic loop y through p and m,
y ( 0 ) = p. Using Synge's trick, we have a one-parameter family of
smooth loops y u such that yo = y and 1 yu 1 < I y I for u # 0. T h e n the

Y
FIG.45.

unique minimal segments from y J 0 ) to the other points of yu form all


possible angles with yu at yu(0). Those which form a fixed angle 0
have a convergent subsequence, as a function of u, to a minimal
segment from p to a point m' on y . By the uniqueness of rn as the
minimum point of p on y , m' = m. This contradicts the fact that there
can only be two minimal segments from p to m.
Remark. This corollary shows that under these conditions there is a
point at which the conjugate locus and cut locus intersect. This can be
used to derive lower bounds on diameter from upper bounds on
246 11. SECONDVARIATION
OF ARC LENGTH

curvature. Under the much stronger assumption that M is a simply


connected Riemannian symmetric space the minimum and first
conjugate locus coincide [28, 761.

11.8 Convex Neighborhoods [24; 33, p. 53; 931

A set B in a Riemannian manifold M is convex if for every m, n E B,


there is a unique minimal segment from m to n and this segment is in
B. T h e open ball B(m, ro) of radius ro about m is locally convex if each

FIG.46.

sphere S(m, r ) of radius r < r,, about m satisfies the convexity coil-
dition: if y is a geodesic tangent to S(m, r ) at n = y(O), then for
sufficiently small u, p(m, y(u)) 3 r . If B(m, ro) is locally convex then
exp, must be one-to-one on B(0, y o ) c M n l ,for otherwise there would
be in B(m, ro) points on the minimum locus of m ; if y were perpendi-
cular to a geodesic T from m at a point ~ ( r beyond ) the minimum
point, then p(m, y(u)) < r for small u, since p(m, ~ ( r )< ) r.
T h e relation between the concepts of convexity and local convexity
is not as simple as it is in Euclidean spaces. For example, on a flat
cylinder a normal coordinate ball with diameter greater than half the
circumference of the cylinder will be locally convex but will not be
convex because it will contain opposite points, which have two
minimal segments. On the other hand, if the convexity condition fails
for S ( m , r ) , then B(m, r ) is not convex. T o show this let y be a geodesic
tangent to S(m, r ) at n = y(0) and having p = y(u) near n inside
S(m, r ) . Then a Jacobi field along y which points outward at p and
vanishes at n will have a corresponding rectangle having longitudinal
geodesics, of which only y is tangent to S ( m , r ) . T h u s there will be
11.8. Convex Neighborhoods 247

segments which start near p , pass outside S(m, r ) , and return inside
S(m, r ) at n. However, it might happen that B(m, r’) is convex for
some r’ > r .
T h e example of a flat cylinder shows that the following is the best
possible result of its kind.

Proposition 1. Let B(m, 2r0) be locally convex. Then every


minimal segment between a pair in B(m, ro) is entirely within B(m, ro).
Proof. If p , q E B(m, yo), then a minimal segment between them
cannot go outside B(m, 2r0). If p(m, y ) does not take on its maximum
at an end of y , then the least parameter value of y for which p(m, y )
is maximum would give a point of tangency of y with a sphere S(m, r),
r < 2r,, and one end of y from that point of tangency would be
inside S(m, r ) , contradicting local convexity. Thus the maximum of
p(m, y ) occurs at an end, so all of y lies inside B(m, ro).
If T is a geodesic from m to n = T ( Y ) , then N = exp,(T*(r)’) n U ,
where U is a neighborhood of n, is a submanifold containing all small
geodesic segments tangent to S(m, r ) at n. Thus the index form
I = I(m, N ) will determine largely whether S(m, r ) satisfies the
convexity condition at n. If I has nonzero index, then there will be
points on N which are closer to m than n is. Thus if the convexity
condition on S(m, r ) is satisfied I will be positive-semidefinite;
if I is positive-definite we need only the requirement that n be before
the minimum point of m on T to obtain the convexity condition at n
for S(m, r ) .
I n turn, whether or not I is positive (semi-)definite is determined by
the behavior of m-Jacobi fields along 7.For if V is an m-Jacobi field
the end terms in I( V )are 0, because the second fundamental form of N
at n is 0, so I ( V ) = (V’(r), V ( r ) ) , by corollary 3 to lemma 2. We
summarize the result as follows:

Proposition 2. Let % be the space of m- Jacobi fields along geodesic


T from m, parametrized by arc length. Let b, be the quadratic form on
X defined by b,(V) = ( V ’ ( r ) , V ( r ) ) .
(a) If B(m, ro) is locally convex, then b, is positive-semidefinite
for r E (0, ro).
(b) If B(m, ro) is a normal coordinate ball and b, is positive-
definite for all such T and for all r E (0, ro), then B(m, r o ) is locally
convex.
248 11. SECOND
VARIATION
OF ARC LENGTH

When all such b, are positive definite we call B(m,r,,) strongly locally
convex, abbreviated SLC.
Problem 28. Let B(m,ro) be a normal coordinate ball, 7 a geodesic
from m,and z = ~ * ( r )where, r E (0, r o ) .Then the values of m-Jacobi
fields { V ( r )I V E X } form the tangent space to S(m, r ) at ~ ( r )Show
.
that:
(a) X is the space of S(m, r)-Jacobi fields along T , so m is a focal
point of S(m, Y ) of order d - 1.
(b) T h e second fundamental form H , of S(m, r ) is essentially
the same as 6 , .
Problem 29. Show by continuity considerations that B(m,r ) is SLC
for sufficiently small r . If B(m,r ) is locally convex but not SLC, then
B(m,rl) is not S L C for rl > r . Find examples to show that B(m,r )
can be normal for all r , SLC for Y E (0, a), locally convex for r E [a, b ] ,
and not locally convex for r > b, where a, b are arbitrary except for the
restriction a < <6 03.
Problem 30. A minimal submanifold is one for which the second
fundamental forms all have trace zero, that is, for every normal z,
tr S , = 0. Show that a compact minimal submanifold cannot be
immersed in a strongly locally convex ball.
Problem 31. Let B(m,ro) be a strongly locally convex ball and let N
be a compact manifold which is immersed in B(m,ro), giving N the
+
induced metric. Suppose 1 2 d i m N > d = dim M . Use the
following theorem of Otsuki [68,69] to show that there is a plane
section P such that K,(P) > K,(P).
Let V be a real vector space of dimension n. Suppose Q1, ...,Qk ,
k < n, are symmetric bilinear real-valued forms on V such that

(Pi(%4 QkJ, <0


4z)
4 Qh, -
9

for all u, ZI E V .
Then there is at least one nonzero vector U E V such that
Qi(u, u ) =: 0 for allj.
Prove this theorem in the case k = 1.
Problem 32. Show that every ball in Euclidean d-space is strongly
locally convex. Then apply the preceding problem to show that a flat
11.8. Convex Neighborhoods 249

e-dimensional torus cannot be imbedded isometrically in Ed unless


d 3 2e.
T o get more specific results on the size of S L C balls the following
theorem can be used.

Theorem 13. Let H be a positive upper bound on sectional cur-


vatures of M and let ro = ~ / 2 H l /Then
~ . every normal coordinate ball
having radius r <
ro is SLC. If sectional curvatures are nonpositive,
then every normal coordinate ball is SLC.
Proof. We have for every m-Jacobi field V , I = I ( m , N ) as above,

b,( V ) = I( V ) = JT (( V‘, V’) - K(T* , V )( V , V ) )du


0

>, jl(( V’, V ’ ) - H ( V , V ) )du.

This last expression looks like the second variation of a vector V


on a Riemannian manifold P which has constant curvature H . It is
not difficult to see that it may be considered as such, and hence we
may apply the basic inequality provided that r < n-/H1l2 = the
distance to the first conjugate points on P. T h e m-Jacobi fields on P
have the form W = sin ( H l k ) E, where E is parallel. Letting
E ( r ) = V ( r ) ,the basic inequality on P gives

b,(V) 2 <W‘(.), W(4>


= H 1 j 2sin ( H 1 % ) cos ( H 1 / 2 r() E , E ) .

Thus b, is positive definite if r < ro , as desired.


Problem 33. Let C be a compact subset of M . Show that there is
Y > 0 such that for every m E C, B(m,r ) is convex and SLC.
Problem 34. If M is complete, simply connected, and has non-
positive curvature, show that every ball in M is convex.
Problem 35. Let M have nonpositive curvature and let B be a convex
ball containing a geodesic triangle with lengths of sides a, b, c and
opposite angles a , /3, y . Show that
u2 + b2 - 2ab cosy < c2
+B +Y < [33,P. 731
250 VARIATION
11. SECOND OF ARC LENGTH

A generalization of problem 35 for arbitrary curvature is due to


Toponogov (see [9]and [90]).
Remark. T h e argument employed above involving the index forms
for M and P is one step in the proof of Rauch’s comparison theorem.
The theorey of the index form may be broadened to include the
integral encountered without reference to P.This is done by replacing
the Ricci transformation R, : V + R,,X by an arbitrary smooth field S
of symmetric linear transformations of the normal spaces to 7.This is
general enough for our purposes, but Morse considered even more
general forms [57].
If N and P are end manifolds we retain the end terms, so we get a
quadratic form I , given by
Is(V’)= <&*(O)V(Oh V(0))- <&*WV(Q7 V(4)

+ s”
0
((V’, V ’ ) - ( S V , V ) )du.

An N-S-jield V is a field along 7 which satisfies the end conditions


at N and the equation V” +
SV = 0. An S-focal point of N is a
point on 7 where a nonzero N-S-field vanishes. T h e basic inequality
is valid and takes the form:
Suppose there are no S-focal points of N on 7. For V E there ~ is a
unique N-S-field Y such that Y(b) = V(b).Then I,( V ) >, I,( Y ) and
equality holds only if V = Y .
T h e most important application will be the case where S is derived
from the Ricci transformation of some Riemannian manifold. T h e
above proof, where S = identity, is typical (cf. problem 18).

11.9 Rauch’s Comparison Theorem [9, 74, 7.51

We have already considered a special case, theorem 9.2, of Rauch’s


theorem, and some of the same ideas are involved in the proof of
theorem 13. In the case d = 2, the analytic content of Rauch’s
theorem is essentially the same as Sturm’s comparison theorem for
second order ordinary differential equations.
Theorem 14. Let M and N be Riemannian manifolds, u and
7 geodesic segments parametrized by arc length on [0, b] and starting
at m E M and n E N, respectively. Suppose that there is no conjugate
point of n on 7. Finally, assume that for all plane sections P and Q
11.9. Rauch’s Comparison Theorem 25 1

tangent to D and i- at ~ ( r and) ~ ( r )respectively,


, for all r E [O, b],
<
KM(P) KN(Q).
Let x = bu.+.(O), y = b ~ , ( 0 ) ,s E ( M , , J Z t, E ( N J U. Then if s and t
have the same length
I / dexprnr I I 2 / I dexpnt II.

FIG. 47

Proof. Let V be the m-Jacobi field such that V(b) = d expms, W the
n- Jacobi field such that W(b)= d exp,t, f = ( V , V ) , andg = ( W , W ) .
We wish to show thatf(b) 3 g(b). It will be sufficient to prove
(a) ( f i g ) ( O + ) = 1,
(b) f‘/f2 g‘ig on (0, b], because then fig will be nondecreasing.
T o prove (a) we note that there are constant vector fields A and B
on the rays to x a n d y in Mr,Land N , such that A ( x ) = s, B ( y ) = t ,
V = u X , and W = u Y , where X = d expmA, Y = d exp,B. Then
fig = ( X , X > / ( Y , y>.But ( X , X)(O) = ( A , A ) = (s, s) = ( t , t )
= ( Y , Y)(O).
T o prove (b), suppose first that there is no conjugate point of m on
o((0,Y]). Thenf(r) f 0, so we may let X = V/f(~)l/~; similarly, let
Y = W/g(r)1/2.Then X and Y are Jacobi fields, so
2 52 11. SECOND OF ARC LENGTH
VARIATION

where X , is any nonzero vector field normal to T . By choosing


parallel bases Ei and Fi along u and T such that X ( r ) = El(r-),
Y ( r )= Fl(r), and using the coefficients of X with respect to Ei as the
coefficients of X , with respect to Fi , we get an X , which coincides
with Y at r and for which ( X I , X ’ ) = (X”, X,‘) and ( X , X)
= ( X , , X,). By the basic inequality for the index form along T we
then have

(f’if)(7)> 2 f((Y’7 Y’>


0
- , Y )( Y , Y > )du

= ( Y , Y>’(r)
= (g‘/g)(r)s
It now follows that f ( r ) 3 g ( r ) as long as there is no conjugate point
of m on ~ ( ( 0r ,] ) .However, this was only needed to enable us to divide
byf(r)li2, so the inequality and continuity now give that f ( r ) >, g ( r )
for r E (0, b].

Corollary 1. Under the above hypothesis, the first conjugate point


of n must occur before that of m.

Corollary 2. (Bonnet). Let M have all curvatures of plane sections


tangent to a geodesic y starting at m satisfy the inequalities
< <
0 < L K ( P ) H , L and H constants. Then if s is the distance along
y to the first conjugate point of m on y ,

< s < n/L’iz.


.rr/H112

Proof. This follows immediately from corollary 1 and by comparison


with spheres of constant curvature L and H .
Remark. Another consequence is that the hypothesis of Synge’s
theorem, theorem 11, may be weakened to completeness and strictly
positive curvature instead of compactness.
Problem 36. Generalize Rauch’s theorem by replacing the points m
and n by totally geodesic submanifolds of equal dimensions.
Rauch’s comparison theorem and Klingenberg’s results on closed
geodesics are among techniques used in the study of “pinched”
manifolds as well as for the proof of Topogonov’s theorem on geodesic
triangles [6-9, 45-47, 74-76, 89-91].
11.10. Curvature and Volume 253

11.10 Curvature and Volume [ l o , ZZ, 321

T h e Ricci transformations R, : y + RXvxextend to derivations of the


Grassmann algebra; since R, is symmetric with respect to ( , ), the
extensions are symmetric with respect to the natural extension of
( , ) (problem 4.14). Let y1 , ..., y p , x be orthonormal vectors and P
thep-plane spanned by y1 , ..., yr, . T h e p-mean curvature of x and P is
the inner product K ( x , P ) = (R,(yl ...y,), y1 ..*y,). In particular,
there is a unique d -- 1-plane orthogonal to x, and its d - 1 mean
curvature is called simply the mean (or Ricci) curvature of x, K(x, XI).
Problem 37. Show that K(x, P ) = X K ( x , y i ) , and hence that
such sums depend only on the plane the yi span. Moreover,
K(x, x') = tr R, .
Let y be a geodesic starting at m, y = exp,,, o p, where p is a ray in
M , , parametrized by arc length. Let J p ( t )be the maximum of all the
factors by which exp, multiplies lengths of decomposible p-vectors
normal to p at p(t), that is, J U ( t )is the maximum of the ratios

I I dexpms1 ... dexPm%JI111I s1 ... s p Ill


where si are linearly independent tangents to M,, normal to p at p(t).
Similarly, let j p ( t ) be the minimum of such ratios. In particular,
]d-l(t) = jd-.l(t)is the Jacobian determinant of exp, at p(t). Note that
J d O ) = i,(O) = 1.
Theorem 15. Suppose m has no conjugate point on y((0, c]). Let
( p ) be the condition: For every t and every p-plane P normal to y at
y(t), K ( y * ( t ) ,P) 3 Pa2.
<
(1) If (p) then J p ( t ) (sin at/at)P for t E (0, c].
(2) Suppose that for every t and every vector y normal to y at
<
y ( t ) , K ( y * ( t ) ,y ) b2. Thenj,(t) 2 (sin bt/bt)P for t E (0,c].
In case p = d - 1 we can assert more, namely, in (1) that
J,-,(t)(at/sin is a nonincreasing function of t , and in (2) that
J,-,(t)(bt/sin bt)d-l is a nondecreasing function of t.
We do not assume that a, b are real, but use the complex extension
of sin in case a2 or b2 is negative; if a or b = 0 we replace at/sin at or
&/sin bt by 1.
Proof. Let sl, ..., sP be independent vectors normal to p at p(t).
254 11. SECOND OF ARC LENGTH
VARIATION

T h e si generate linear homogeneous fields along p, which project under


d exp, to p independent m-Jacobi fields. Thus we have a smooth
field of p-planes, P, spanned by these m-Jacobi fields at the points
along y. Let f : [0, t] -+ R be the function which gives the ratios
corresponding to P , s o f ( 0 ) = I , and f(t) is a typical ratio of which
J,(t) is the maximum and j,(t) the minimum. In particular, if
p = d - 1 then P i s unique and f = Jd-, = jd-,.
If Y , , ..., Y , are m-Jacobi fields which span P at one value in
(0, t ] , then they will span P at every value. Letting Yi= d exp,uAi,
where Ai are constant fields along p in M , , then f = 1 1 Y , Y , I I/u”A,
where A = 1 1 A, A, 1 1 is constant. Now suppose Y,(r),..., Y,(r) are
orthonormal; for each Y E (0, t] there is such a set of Yi. Then
( Y , ... Y , , Yl . . * Y,)’(Y)

which follows from the fact that the basis of #-vectors generated by an
orthonormal basis of vectors is orthonormal. [Express Yi’(r)in terms
of an orthonormal basis which includes Y l ( r ) ,..., Y,(r) and expand.]
Using this to differentiatef2 yields the relation

(4 f’(r)if(r) = 2 (Y,‘, Yi>W - p/r.

By the basic inequality, if Wi is a vector field along y such that


Wi(0)= 0 and Wi(r)= Yi(r),then

(Yi’,y i > ( r ) = Z r ( Y i ) < IJWi),


where I , = I(m, N7) with intermediate submanifold N , having null
second fundamental form. I n particular, if Ei is the parallel field
generated by Yi(r)and g is a broken C” function such that g(0) = 0,
g(r) = 1, taking W i= gEi gives

(yi’,yi> ( r ) < f0
((g’)2 - ~ ( y >* E i ) g 2 ) du.

Adding these inequalities and using the hypothesis

(PI: Q* Ez) 2 Pa2,


9
11.10. Curvature and Volume 255

it follows from (a) that

The integral in this inequality is the second variation of a vector


field gE, where E is parallel and unitary, in a space of constant
curvature a2. It follows that the best choice for g is that which will
make gE a Jacobi field, by the basic inequality. Thus we let
g = sin au/sin ar, and the integral becomes
(g’E, p E ) ( 7 ) = a cos arjsin a7.

(If a = 0 let g = u/r.) Now we integrate the resulting inequality:

(b) f’(7)if(r) < p ( a cos ar/sin a7 - l/r)

from q to t , q E (0, t ) and take exponentials, obtaining


f(t)(at/sin at)” <f(q)(aq/sin aq)”.
In case p = d - 1 this yields the desired monotonicity of
J d p l ( t(atlsin
) Otherwise we take the limit as q --t 0, , using
the fact thatf(0) = 1, so
f(t) < (sin atjut)”.
This is true for all such f(t), hence also for their maximum Jp(t).
This completes the proof of (1).
T o prove (2) we return to the inequality (a) and use the hypothesis
W y , Yi)
9 <
b2:

where hE, is a “Jacobi field” for a space of constant curvature b2,


the last step following from the basic inequality; thus h = sin bu/sin br.
Now we proceed as before, obtaining (b) with the inequality reversed
and a replaced by b, and so on to the conclusion of (2).
256 11. SECOND
VARIATION
OF ARC LENGTH

Corollary 1. If ( p ) and u2 > 0, then the first conjugate point of m on


y occurs at least within distance 7r/u along y .

[ p ( t ) is a conjugate point of m if and only if a nonzero p-vector is


annihilated by d exp, .]

Corollary 2. (Myers' theorem [62]). If M is a complete Riemannian


manifold with mean curvature bounded away from 0 by ( d - l)u2 > 0,
<
then M is compact, the diameter of M is n / a , and the fundamental
group of M is finite.
Proof. T h e first two assertions follow from corollary 1. T h e simply
connected Riemannian covering of M has the same local properties,
so must also be compact. But the fibres of a covering space are discrete,
so in a compact covering they are finite, and hence the fundamental
group is finite.

Corollary 3. Let v(m, r ) , for r sufficiently small, denote the. volume


of the sphere S(m, r ) contained in a normal coordinate neighborhood.
If ( d - 1) u2 is a lower bound for mean curvature on M , and b2 is an
upper bound for curvature, then v(m, r ) (u/sin ~ r ) ~ - -isl a non-
increasing function of r, v(m, r ) (b/sin b7)d-l is a nondecreasing
function of r .
Proof. Since we want to consider all geodesics from m, we let
J(r, x) denote JdPl(r)from above when x = y*(O). J(r, x) is the
Jacobian of the restriction of exp, to the sphere S , of radius r in M , .
Combining exp, with the map r -+rx we have a map of S, onto
S(m, r ) with Jacobian rd-lJ(r, x). Thus

so the result now follows from the fact that J ( r , x) (urisin ~ r ) ~ is- l
monotonic in r , and similarly for the other case with b.
Remark. T h e same conclusion obtains if curvature has range [a2,b2],
which is a result of Gunther [32].

Corollary 4. If M is complete and ( d - 1) u2 is a lower bound for


mean curvature, then the volume of a normal coordinate ball B(m, r ) is
< the volume of a normal coordinate ball of the same size in the
11.10. Curvature and Volume 257

simple spaceform (that is, sphere, Euclidean space, or hyperbolic space)


of constant curvature u2.
If u2 > 0 the volume of M is <the volume of a sphere of radius
l/a, and equality obtains only if M is isometric to such a sphere.
Proof. T h e volume of B(m, r ) is obtained by integrating the Jacobian
of exp, on a ball of radius r in M,, . But the bound (sin ur/ur)d-l is the
Jacobian of an exponential map of the space form. (This follows from
the proof of theorem 15, since constant curvature gives equality
throughout in that proof.)
If u2 > 0, then M is compact and the volume is given by integrating
the Jacobian of exp,, on the open set of Mm which is within the mini-
mum locus. T h e integral of the bound for that Jacobian, (sin ur/ur)d-l
on as great an open set, the ball of radius T / U , will be no less, but gives
the volume of a sphere of radius l/u.
If the volume of M equals that of a sphere of radius l/u, then all of
the inequalities in the proof of theorem 15(1) must be equations; in
particular, the Jacobi fields of M are in the same form as those on a
sphere of radius l / u , so M has constant curvature u2 and is locally
isometric to a sphere of radius lju. But the minimum locus in M,,L
must be the sphere S of radius r / u , and since d exp, annihilates all
vectors tangent to S , exp,,(S) is a point. Thus by factoring through the
exponential maps a global isometry is obtained.
Problem 38. Show that the conditions (p) are monotone in strength,
that is, (p) implies (p +
1) (with the same u ).
Problem 39. Let S be the simple space form of curvature u2, M a
manifold satisfying (p) along all geodesics from m, N either
(1) a p-dimensional submanifold of Mm such that it is contained
in a sphere with center 0 and within a normal coordinate ball, or
+
(2) a ( p 1)-dimensional submanifold of M , within a normal
coordinate ball.
Let $ : M,, -+ S,,,, be a linear isometry. Show that
volume (exp,(N)) < volume (exp,? 04(N)).
[Hint: For (2) an extension of theorem 15 to arbitrary (p +1)-vectors
is needed. Use the fact that if x = y * ( r ) , an arbitrary decomposible
+
(p 1)-vector may be written (x + y 1 ) y 2. * * Y ~ +where ~ , yi are all
normal to x.]
Appendix. Theorems on Diferential Equations

T h e reader may find it instructive to translate (i) and (ii) below into
their coordinate forms and verify that essentially the same theorems are
found in standard references [26].
Let F be a C" map, F : Un x Urn-+ T(Rn),where Un and Urnare
open subsets of Rn and Rm,respectively, T(Rn)the tangent bundle to
Rn, and such that F(u, u') E Runfor every (u, u') E U n x Urn.Thus F
gives a C" vector field on Un for every u' E Urn; or, in classical
terminology, a system of n first order differential equations in n
unknowns, depending in addition on a parameter u' E Urn.

(i) Existence and Uniqueness

There is a unique C" map 4 : W - t Rn, where W is a neighborhood


of {0} x Un x Urn in R x Un x Urn, such that for every
p = ( t , u, u') E w
(a) d&(D,(p)) = F($(p), u'), where D, is the partial derivative
operator corresponding to R and its coordinate u1 in R x Un x Urn.
(b) +(O, U , u') = U.

(ii) Continuation of Solutions


Suppose that F is bounded in the Euclidean metric on Rn. Then the
neighborhood W above can be taken so that its intersection with the
fibres of the projection R x Un x Urn-+ Un x Urnare of the form
(a, b) x {u} x {u'} and either b = 03 or limt+b-+(t, u, u') exists and is
outside Un, and similarly for the other end. a and b depend on u and u'.
This says that integral curves can be continued in either direction
until either the parameter becomes infinite or the curve runs out
of un.

(iii) Extension t o Manifolds

T h e above results are true if Un is an open subset of a manifold N ,


258
Theorems on Differential Equations 259

Urnan open subset of a manifold M ,


F : U“ x UnL-+ T ( N ) .

(iv) The Local Group Associated with F , u’ E Urn


For each u’ E Urn, t, s E R such that the following are defined:
(a) rj i ( j ) x U n X ~ u is
~ ~ a diffeomorphism.

(b) rj(&rj(4 u, 4, +
u’) = 4(s t , u , 4.
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Subject Index

A torsion translation, 96, 97


torsion zero, 95, 103, 106, 117, 118, 166
Abelian Affine product connexion, 119
Lie algebra, 26 Almost complex manifold, 64
Lie group, 25, 37 structure, 51, 73
Action by compact group, induced Alternating multilinear functions, 57
Riemannian metric, 136 Arc length
Action of Cm maps on forms, 68 first variation of, 213, 214
Action of Lie groups, 38 minimizing, 149, 151, 154
effective, 38 of broken Cm curves, 123
free, 39 of continuons curves, 158
on connexion, 118 reduced, 223
prolongation, I 18 second variation of, 213, 214
to right, 38 Synge's formula, 218
transitive, 39 Associated bundle, 45
Action of principal bundle, 49 connexions on, 83
Adjoint representation coordinate bundle, 46
of Lie algebra, 36 tangent bundle, 46
of Lie group, 36 vector bundles, 48
of quaternions, 36 Associated codistribution, 70
Ado's theorem, 30 Associated distribution, 70
Affine Bianchi identities, 101 Associated vector field to a rectangle, 147
Affine bundle, 109 Atlas, same as basis for Cm structure, 3
connexion on, 120 Augmented index, 232
Affine connexion, 89 Automorphism
classical definition, I 1 7 of Lie algebra, 35
complete, 110 of Lie group, 35
curvature and torsion zero, 95
curvature transformation, 96, 97 0
determined by geodesics and torsion,
106 Bagel, 210
on Lie group, 107 Base space of bundle, 42
on parallelizable manifold, 106 Basic inequality
symmetric connexion, see Torsion zero for index form, 228
torsion form, 93 generalized, 250
265
266 SUBJECT INDEX

Basic vector fields, 92 curve, 7


Basis for Cw structure, 3 differential form, 62
Bianchi identity, 82 distribution, 23
affine identities, 101 function, 2, 3
Bonnet’s theorem, 252 manifold, 3
Bracket of vector fields, 13 partition of unity, 4
geometrical interpretation, 18 rectangle, 147
Broken Cm curve, 77 structure, 3
Broken Cm rectangle, 21 3 basis for, 3
Bundle, see also Associated bundle, tensor field, 47
Principal bundle Urysohn function, 2
of adapted bases of product, 119 vector field, 13, 47
of adapted frames of immersion, 186 Classical covariant derivative, 117
of bases, 43 Classical coordinate definition of affine
connexion on, see affine connexion connexion, 118
parallelization of, 92 Classical notion of differential form, 53
reduction to O(d), 129 Classical rigidity theorem, 21 1
of frames, 127 Closed form, 114
as reduced bundle, 129 Closed geodesic, 241
connexion on, see Riemannian con- smooth, 241
nexion Codistribution, 70
bundle map, 49 Coefficients of connexion, 1 16
bundle space, 42 Comparison theorem, Rauch’s, 250
Complete connexion, 110
C Riemannian manifold, 154
negative curvature, 184
Cw,see class Cm zero curvature, 183
Cm-related, 2 Complex differential forms of type (p, q),
Canonical lifting of Cw rectangle, 147 73
Cartan Complex Grassmann manifold, 170
equations and forms of Maurer-, 70,72, Complex Lie group, 34
82, 107 compact, 34
theorem of Hadamard-, 184 Complex manifold, 7, 50, 64
Cartan connexion, 121 complex structure, 51
Cartan-Kahler theorem, 205 Hermitian structure, 141
Cartan’s criterion for closed subgroups, 30 Kahler structure, 142
Cartan’s local isometry theorem, 181 Complex projective space, 140
Cauchy-Kowalevsky theorem, 205 Complex structure, 51
Center, 36 Configuration space of mechanical system,
Chain rule, 10 157
Characteristic value and vectors of Conformal map, 136
generalized index form, 236 Conjugate point, 225
Class Ck, 9 complex projective space, 225
Class Cw,of order of, 225
action, 38 quaternion projective space, 226
bundles, 41 sphere 225
codistribution, 70 Connexion, see also Affine connexion,
covering map, 6 Riemannian connexion
SUBJECT INDEX 267
curvature form, 80 broken Cw, 77
existence of, 83 cm, 7
flat, 82 continuous, 158
induced, 80 development of, 98
of Cartan, 121 horizontal lift, 77
on affine bundle, 120 Cut locus, 237
on associated bundle, 83
on principal bundle, 75 D
one form of, 76
Conservative force field, 157 Decomposable elements of Grassmann
Continuous curve, 158 algebra, 55
arc length, 158 Deformation, infinitesimal, 226
Convexity, 246 Derivative, Lie, 16, 69
local, 246 partial, 8
strong local, 248 Derivation of Grassmann algebra, as
Coordinate bundle extension of linear endomorphism,
associated, 46 56
principal, 44 Determinant of linear endomorphism, 57,
transition functions of, 44 61, 62
Coordinate neighborhood, 2 Development of curve, 98
Coordinate system, 2 Diffeomorphism, 11
normal, 110 Difference forms, 102
Covariant differentiation, 111 and geodesics, 105
examples, 112 and torsion, 103
of Riemannian connexion, 166 Differentiable, see Class C"0
parallelizable manifold, 114 Differential of map, 9, 12
structural equation, 116 chain rule, 10
Covering map, Cm, 6, 183 Differential form, 62
Riemannian, 134 action of Cm maps on, 68
Critical point of function, 197 action of Lie derivative on, 69
Hessian, 197 as cross-section, 63
Cross-sections of bundles, 42, 48, 49 classical notion, 53
Curvature closed, 114
Gauss, 162, 211 complex, of type ( p , q), 73
mean, 253 difference, 102
p-mean, 253 equivariant, 75, 85, 100
Ricci, 253 exact, 143
Riemannian or sectional, see Rieman- holomorphic, 73
nian curvature vector valued, 71
Curvature form Differentiation, covariant, see Covariant
of connexion, 80 differentiation
of immersion, 190 Direct connexion on parallelizable mani-
vanishing of, 82 fold, 106, 114
Curvature transformations, 96 Distance on Riemannian manifold, 124
geometric interpretation of, 97 Distribution, 22
symmetries of, 162 associated codistribution, 70
Curve Cm,23
arc length, 123, 158 Frobenius' theorem, 23
268 SUBJECT INDEX

integrable, 23 complete Riemannian manifold, 183


integral manifold of, 23 tori, 133
involutive, 23 Focal point, 224
Doubly ruled surface, 209 order of, 225
Dual forms of structural equations, 80, Focal values, 232
101 Force field of mechanical system, 157
Form, see Differential form, Index form,
E Fundamental form
Frames, bundle of, see Bundle of frames
Effective action, 38 Free action, 39
Embedding, see Imbedding Frobenius’ theorem, 23, 71
Endomorphism, linear Function, see also class Cm
determinant, 57, 61, 62 alternating, 57
extension as derivation to Grassmann differential of, 9, 12
algebra, 56 extension of, 22
extension as homomorphism to Grass- restriction of, 22
mann algebra, 56 Urysohn, 2
trace, 57 Fundamental forms of immersion
Equivariant forms, 76, 85, 86, 90, 100, first, 185
101 second, 190
Euclidean space, 2, 108, 132 Fundamental vector fields, 91
Exact form, 143
Exponential map G
affine connexion
into M , 108 rljk,117
into B ( M ) , 108 Gauss curvature, 162, 21 1
Lie group, 30 Gauss’ lemma, 147
matrices, 32 Gauss map, 195
Extension of Gaussian curvature, see Gauss curvature
function on submanifold, 22 General linear group, 4, 25, 27
vector field on submanifold, 22 complex, 7, 34
Exterior derivative, 64 Geodesics, 96, 104, 113
intrinsic formula for, 65 and curvature, 179
closed, 241
F connexions with same, 105
existence of, 97
Faithful representation, 34 global minimizing property on com-
Fibre, of associated bundle, 46 plete Riemannian manifold, 154
action of principal bundle on, 49 local minimizing property on Rieman-
Fibre bundle, see Associated bundle, nian manifold, 149, 217
Principal bundle on sphere, 133
First variation of arc length 213, 214 Grassmann algebra, 54
unintegrated, 214 decomposable elements, 55
Flag manifold, 137, 187 derivation of, 56
Flat existence of, 57-62
affine connexion, see Curvature and homogeneous elements, 55
Torsion zero homomorphisms, 56
connexion, 82 Grassmann manifold, 139, 170, 186
SUBJECT INDEX 269
complex, 170 I
hyperbolic space, 172
opposite spaces, 172 Ideal of Lie algebra, 26
oriented, 170 Imbedding, see also Immersion, 21
quaternion, 170 isometric, 132
real, 170 normal bundle, 48
Group, -, see - group Immersion, 132, 185
curvature of, 190, 193
H first fundamental form, 132
Gauss map, 195
Hadamard-Cartan, theorem of, 184 hypersurface, 207
Hermitian manifold, 141 Riemannian connexion, 188
Hessian of function, 197 second fundamental form, 190
of normal coordinate function, 198 totally geodesic, 194
Holomorphic Indecomposable elements of Grassmann
curvature, 171 algebra, 55
forms, 73 Index form, 220
section, 171 augmented index of, 232
Holonomy group of connexion, 87 basic inequality, 228, 250
restricted, 87 generalized, 250
Homogeneous elements of Grassmann index of, 223
algebra, 55 null space, 221
rank, 55 nullity of, 225
Homogeneous space, 39, 43 Index of symmetric quadratic form, 123
connexions on, 82 Index theorem, 233
Riemannian, 137 Induced bundle, 45
Riemannian symmetric, 138 connexion on, 80
reductive subgroup, 83 Infinitesimal deformations, 226
Homometry, 135 Integrable distribution, 23
Homomorphism of Integral
Grassmann algebra, 56 curve, 14
Lie algebra, 26, 30 manifold of codistribution, 70
Lie group, 29 manifold of distribution, 23
continuous, 37 Interior product i ( X )with vector field, 69
Hopf maps, 52 Invariant metric on Lie group, 136
Hopf-Rinow theorem, 154 Inverse function theorem, 11
Horizontal Involutive distribution, 23
differential form, 76 Isometry, 122, 160
vector field, 75 local, 122
Horizontal lift theorem of Cartan, 181
of curve, 77 Isomorphism of Lie algebras, 26
of vector field, 75 Isotropy group, 39, 169
Hyperbolic space, 172
Hypersurface, 207
of rotation, 209 1
products of spheres as, 209
rigidity, 21 1 Jacobi equation, 174
type number of, 21 1 Jacobi fields, 173
SUBJECT INDEX

N-Jacobi fields, 221 M


focal points and, 225
generalized, 250 Manifold, 2
on Riemannian sphere, 180 almost complex, 64
rectangles associated to, 174 complex, 7, 50, 64
Jacobi identity, 14 product, 5
Jacobi theorem, see Basic inequality for submanifold, 21
index form open, 4
Jacobian matrix, 10 topological, 2
Matrix, exponential of, 32
Jabobian, 10
K Maurer-Cartan, equations and forms of,
70, 72, 82, 107
Kahler, theorem of Cartan-, 205 Mean curvature, 253
Kahler manifold, 142 Myers’ theorem on, 256
Killing form, 137 p-mean curvature, 253
Kowalevsky, theorem of Cauchy-, 205 Measure zero, 12
Mechanical system, I57
L Metric, Riemannian, 122
complete, 154
Lens space, 140 existence of, 126
Lie algebra, 26 Minimal
abelian, 26 segment, 237
of Lie group, 27 submanifold, 248
Lie algebra- Lie group correspondence, Minimum
28 locus, 237
Lie derivative, 16 point, 237
on differential form, 69 Morse index theorem, 233
on vector field, 17 Myers’ theorem, 256
Lie group, 25
abelian, 25, 37 N
complex, 34
Lie algebra of, 27 Negative curvature, 179, 184
Lie subgroup, 26 Non-orientable, 63
Lift, canonical, of rectangle, 147 Normal bundle, 48, 151, 196
horizontal, of curve, 77 Normal coordinates, 110, 152
of vector field, 75 Null space of index form, 221
Linear endomorphism Nullity of index form, 225
determinant of, 57, 61, 62
trace of, 57 0
Linear homogeneous vector fields, 176
Linear transformation fields, 103 One-dimensional Riemannian manifold,
Local one parameter group of local 132
diffeomorphisms, 15 Operations on vector valued forms, 72
associated vector field, 15 Opposite connexion, 106
Locally symmetric space, I68 Opposite spaces to Grassmann manifolds,
Longitudinal curves of rectangle, 147 172
Lorentz manifold, 123 hyperbolic space, 172
SUBJECT INDEX 27 1
Orbit, 39 quaternion, 52
Order of focal point, 225 conjugate points, 226
Orientability, 63 real, 5 , 43
Oriented Grassmann manifold, 170 Prolongation of
Orthogonal group, 29, 33 covering map, 120
homometry, 135
P
Q
Parallel translation
in associated bundle, 84 Quaternion Grassmann manifold, 170
in principal bundle, 78 Quaternion projective space, 52
of tangents, 89 conjugate points, 226
Parallel vector field along curve, 96 Quaternions, 34, 37
Parallelizable manifold, 49, 64 adjoint representation, 36
connexions (direct, opposite, torsion polar decomposition, 36
zero), 106 regular left representation, 34
covariant derivative, 114 Quotient space bundle of imbedding, 48
Lie group, 107 normal bundle, 48, 151, 196
Riemannian connexion, 134
Parallelization of bundle of bases, 92 R
Partial derivative, 8
Partition of unity, 4 Rank of homogeneous element of order
Permutation groups, 58 two, 55
cross-section, 58 Rauch’s comparison theorem, 250, 252
shuffle permutations, 58, 61 Real projective space, 5, 43
Plane section, 161 Rectangle, Cm, 147
Polar decomposition of quaternions, 36 associated vector field, 147
Principal bundle, 41 broken Cm, 213
affine bundle, 109 canonical lifting, 147
associated to, see Associated bundle longitudinal curve, 147
bundle map, 49 transverse curve, 147
bundle of bases, 43 Reduced arc length, 223
bundle of frames, 127 Reduction of structural group, 49, 87
coordinate bundle, 44 Riemannian structure as reduction of
induced, 45 bundle of bases, 129
product (trivial), 42 Reductive subgroup, 83, 187
reduction of structure group, 49, 87 Regular map, 14
Product bundle, 42 Representation, 34
Product connexion, 119 adjoint, 36
Riemannian, 133 faithful, 34
Product manifold, 5 of quaternions, 34, 36
bundle of adapted bases, 119 Restricted holonomy group, 87
tangents to, 10 Restriction
Product of spheres as hypersurface, 209 of function, 22
Projective space of vector field, 22
complex, 44, 52 Ricci transformation, 250, 253
conjugate points, 225 Ricci curvature, 253
Kahler structure, 142 Riemannian connexion, 129
272 SUBJECT INDEX

existence of, 131 Second variation of arc length, 213


of immersion, 188 Synge’s formula, 21 8
uniqueness, 131 unintegrated, 214
Riemannian curvature, 161 Section, plane, 161
and geodesics, 179 holomorphic, 171
computation of, 165 Sectional curvature, see Riemannian
constant, 165, 184 curvature
continuity, 166 Semi-direct product, 39
holomorphic, 171 Semi-Riemannian manifold, 123
negative curvature, 184 index of, 123
of immersed manifold, 190, 193 Lorentz manifold, 123
ofsphere, 162, 170, 180 Shuffle permutations, 58, 61
of symmetric space, 170 Solder form, 90, 93
zero curvature, 183 Space form, 184
Riemannian manifold, 122 simple, 257
complete, 154 Special linear group, 33
distance function, I24 Sphere, 4
examples, 132-144 conjugate points, 225
imbedding of, 132 curvature, 162, 170, 180
semi-, 123 Jacobi fields, 180
Riemannian metric or structure, 122 product of spheres as hypersurface,
existence, 126 209
induced by action of compact group, Riemannian, 133
136 geodesics, 133
on vector bundle, 127 Stereographic projection, 4
Riemannian product, 133 Stiefel manifold, 137
Riemannian covering, 134 Striped pants, 21
Riemannian homogeneous space, 137 Structural constants of Lie algebra, 69
Riemannian homogeneous symmetric Structural equations
space, 139 dual formulation, 80, 101
Riemannian symmetric space, 138, 168 for covariant differentiation, 116
Right action of Lie group, 38 of affine connexion, 100
Right connexion of Lie group, 107 of connexion, 81
Rigidity theorem, classical, 21 1 of horizontal form, 86
Rinow, theorem of Hopf-, 154 Structure group, 42
Rotation reduction of, 49
manifold of partial, 209 to complex general linear group, 51
hypersurface of, 209 to orthogonal group, 129
Ruled surface, 208 Subalgebra, 26
doubly, 209 Subgroup, 26
Submanifold, 21
s minimal, 248
open, 4
Sard’s theorem, 12 totally geodesic, 194
Schur’s theorem, 165 Surface, 5
Second fundamental form, 190 doubly ruled, 209
and curvature, 193 hyper-, 207
interpretations of, 191, 192 ruled, 208
SUBJECT INDEX 213
Symmetric affine connexion, see Torsion Synge’s formula, 21 8
zero Unitary group, 34
Synge’s formula for unintegrated second Urysohn function, 2
variation, 218
Synge’s theorem on imbeddings, 194
Synge’s theorem on connectivity, 243 V

T Variations of arc length, 213


Tangent, 8 Synge’s formula, 21 8
bundle, 46, 64 unintegrated, 214
of product, 10 Vector analysis in R3, 68
Tensor Vector bundle, 48
bundle, 47 Riemannien metric on, 126
field, 47 Vector field, 13
Topological manifold, 2 along Cm curve, 96
Torsion form, 93 parallel, 96
structural equations, 100 as cross-section, 47
Torsion translation, 96 associated to
geometric interpretation, 97 Cm rectangle, 147
Torsion zero, 95, 103, 106, 117, 118, 166 broken Cm rectangle, 214
Torus, 5 basic, 92
complex, 34 Cm, 13, 47
flat, 133 extension of, 22
Totally geodesic submanifold, 194 fundamental, 9 1
Trace of linear endomorphism, 57 Jacobi, 173
Transformations N-Jacobi, 221
local one parameter group of, 15 left invariant, 27
group of, 38 associated one parameter subgroup,
Transition functions, 44 29
Transitive action by group, 39 linear homogeneous, 176
Transvections, 168 local one parameter group of, 15
Transverse curves of rectangle, 147 Vector valued forms, 71
Trivial bundle, 42 operations on, 72
Tubular neighborhood, 151 Vertical forms, 76
Type number of hypersurface, 2 1 1 vectors, 74
Volume element, 64
U Riemannian, 122

Unintegrated variations of arc length, 214


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