lecture_1_manidolds
lecture_1_manidolds
We start by recalling some notions from Analysis and Topology, which will be
used throughout the course.
Some Topology
Definition 1.1.1. A topology on a set X is a set T of subsets of X, whose
elements are called open subsets, satisfying the axioms:
[
∅, X ∈ T , U, V ∈ T ⇒ U ∩ V ∈ T , (Ui ∈ T , ∀i ∈ I) ⇒ Ui ∈ T .
i∈I
Definition 1.1.6. (1) The open ball in Rn of radius ε > 0 and center x0 ∈ Rn
is the set
Bε (x0 ) = {x ∈ Rn : |x − x0 | < ε},
where | · | is the usual Euclidean length:
p
|x − y| := (x1 − y 1 )2 + . . . + (xn − y n )2 .
(2) A subset U ⊂ Rn is called open if for every x0 ∈ U there exists a positive
number ε > 0 such that Bε (x0 ) ⊂ U . The collection of all such sets forms the
so-called Euclidean topology on Rn .
Smooth functions
Let U ⊂ Rn be an open set. A function f : U → Rm is called differentiable at a
point x ∈ U , if there exists a linear map
dx f : Rn −→ Rm
such that:
|f (x + h) − f (x) − dx f (h)|
lim = 0.
|h|→0 |h|
The map dx f is called the differential of f at x. If dx f exists, then it is also
uniquely determined, since it can be described as the directional derivative of f :
f (x + εv) − f (x)
dx f (v) = lim , v ∈ Rn .
ε→0 ε
Denote the components of f by f = (f 1 , . . . , f m ). The matrix of dx f in the standard
bases of Rn and Rm is given by the Jacobian matrix:
∂f 1 ∂f 1 ∂f 1
∂x12 ∂x22 . . . ∂x n
∂f ∂f ∂f 2
dx f = ∂x1
∂x2 . . . ∂x n
.
... ... ... ...
∂f m ∂f m m
∂x1 ∂x2 . . . ∂f
∂xn
Recall also the chain rule for the differential:
Proposition 1.1.7 (The chain rule). Consider two maps f : U → Rm , g : V → U ,
where U ⊂ Rl and V ⊂ Rn are open sets. If g is differentiable at x ∈ V and f
is differentiable at g(x) ∈ U then f ◦ g is differentiable at x, and its differential is
given by
dx (f ◦ g) = (dg(x) f ) ◦ dx g : Rn −→ Rm .
In terms of partial derivatives the chain rule takes the form:
l
∂(f ◦ g) X ∂f ∂g j
i
(x) = j
(g(x)) i (x), for all 1 ≤ i ≤ n.
∂x j=1
∂y ∂x
The first, and most general class of maps are continuous maps; these are called
also functions of class zero, or just C 0 -functions.
Denote the space of all linear maps from Rn to Rm by Lin(Rn , Rm ). Writing
the linear maps in the standard bases, this space can be identified with the space of
n×m-matrices, hence with Rn×m . Using this identification, we endow Lin(Rn , Rm )
with the Euclidean topology on Rn×m .
LECTURE 1. 11
df : U → Lin(Rn , Rm ), x 7→ dx f ∈ Lin(Rn , Rm ).
function.
f = (f 1 , . . . , f m ) : U −→ Rm
be a function.
(1) If f is a C k -function then it is also a C k−1 -function.
(2) The function f is of class C k if and only if its partial derivatives of order ≤ k:
∂lf i ∂f i
∂ ∂
= . . . . . . : U → R,
∂xj1 ∂xj2 . . . ∂xjl ∂xj1 ∂xj2 ∂xjl
for 1 ≤ i ≤ m, 0 ≤ l ≤ k, 1 ≤ j1 , . . . , jl ≤ n
exist and are continuous on U .
(3) If f is of class C k then its partial derivatives “commute”, meaning that:
∂lf i ∂lf i
= ,
∂xj1 ∂xj2 . . . ∂xjl ∂xjσ(1) ∂xjσ(2) . . . ∂xjσ(l)
for 1 ≤ i ≤ m, 1 ≤ l ≤ k, 1 ≤ j1 , . . . , jl ≤ n, and every permutation σ of the
set {1, . . . , l}.
The following lemma, which will be repeatedly used throughout this course,
illustrates the richness of the class of smooth functions.
Lemma 1.1.11. Fix a point a ∈ Rm , and positive numbers 0 < < δ. There exists
a smooth map χ : Rm → R such that
• 0 ≤ χ(x) ≤ 1, for all x ∈ Rm ,
• χ(x) = 1, for all x ∈ B (a),
• χ(x) = 0, for all x ∈
/ Bδ (a).
This expression belongs to the vector space of formal power series in the Ti ’s with
coefficients in Rm , denoted:
X
Rm [[T1 , . . . , Tn ]] := ci1 ,...,in T1i1 . . . Tnin : ci1 ,...,in ∈ Rm .
i1 ,...,in ≥0
Definition 1.1.12. The function f is called analytic around a if there exists > 0
such that for all x ∈ B (a), the Taylor series evaluated on T = x − a converges
absolutely to f (x):
X 1 ∂ i1 +...+in f
f (x) = (a)(x1 − a1 )i1 . . . (xn − an )in .
i1 ! . . . in ! (∂x )i1 . . . (∂xn )in
1
i1 ,...,in ≥0
1.2. Manifolds
Topological manifolds
Definition 1.2.1. An m-dimensional topological manifold is a Hausdorff, sec-
ond countable topological space, for which every point has an open neighborhood
homeomorphic to an open set in Rm .
The last condition means that a topological manifold looks locally like Rm .
The following terminology is used:
LECTURE 1. 13
Smooth manifolds
Let us recall:
Definition 1.2.4. A map f : U → V between open sets U, V ⊂ Rm is called a
diffeomorphism if f is bijective and both f and f −1 are smooth.
Note that (as in the case of homeomorphisms) the condition that f −1 be smooth
is not automatically satisfied. The standard example of a smooth bijection which
is not a diffeomorphism is
f : R −→ R, f (t) = t3 .
In a local chart a topological manifold is described as an open piece of Rm . To
develop analysis on manifolds, one needs to introduce derivatives and integration of
functions, notions which, locally in charts, should coincide with those from multi-
variable calculus. However, a function that is differentiable in one chart might fail
to be differentiable in different chart! To circumvent this, on a smooth manifold
one only works with mutually compatible charts.
Definition 1.2.5. Let M be a topological space. Let (U, ϕ) and (V, ψ) be two m-
dimensional charts on M . The map
ϕ ◦ ψ −1 : ψ(U ∩ V ) −→ ϕ(U ∩ V )
14 IOAN MĂRCUT
, , MANIFOLDS
is a called the change of coordinates map or the transition map between the
two charts. The two charts are said to be compatible if the transition map is a
diffeomorphism.
Definition 1.2.6. An m-dimensional topological atlas A on an m-dimensional
topological manifold M is said to be an m-dimensional smooth atlas (or C ∞ -
atlas) if every two charts in A are compatible.
Here are some simple examples of C ∞ -atlases:
Example 1.2.7. (1) On Rm there is a smooth atlas with only one chart
A = {(Rm , idRm )}.
Another smooth atlas is the collection of all diffeomorphisms between open
subsets of Rm :
B = { (U, ϕ) : U, V ⊂ Rm are open and ϕ : U → V is a diffeomorphism}.
In fact, B consists of all charts compatible with (Rm , idRm ).
(2) Consider the m-dimensional sphere with the induced topology from Rm+1 :
S m = (x0 , x1 , . . . , xm ) : (x0 )2 + (x1 )2 + . . . + (xm )2 = 1 ⊂ Rm+1 .
We construct an atlas on S m with only two charts. The “south pole” and the
“north pole” of S m are the points
s := (0, 0, . . . , 0, −1) ∈ S m , resp. n := (0, 0, . . . , 0, 1) ∈ S m .
The stereographic projection through the north pole is the map
πn : S m \{n} −→ Rm
which sends a point p ∈ S m , p 6= n, to the point q = πn (p) which is the
intersection of the plane xm = 0 and the line through n and p.
n
Sm
q
xm = 0
p
and so,
1
πn (x0 , . . . , xm ) = (x0 , . . . , xm−1 ).
1 − xm
Similarly, we have the stereographic projection through the south pole:
1
πs : S m \{s} → Rm , πs (x0 , . . . , xm ) = (x0 , . . . , xm−1 ).
1 + xm
We claim that the following is a smooth atlas on S m :
A = {(S m \{n}, πn ), (S m \{s}, πs )}.
LECTURE 1. 15
of πn is given by:
πn−1 : Rm −→ S m \{n},
2y 1 2y 2 2y m |y|2 − 1
−1 1 2 m
πn (y , y , . . . , y ) = , ,..., 2 , .
|y|2 + 1 |y|2 + 1 |y| + 1 |y|2 + 1
All functions appearing in this expression are continuous, and this proves that
πn is a homeomorphism. A similar calculation shows that also πs is a homeo-
morphism.
Finally, we need to check that the charts are C ∞ -compatible. Since πn (s) =
πs (n) = 0, the transition map is defined as follows:
πs ◦ πn−1 : Rm \{0} −→ Rm \{0},
and using the formulas above, we obtain that this map is given by:
|y|2 − 1
2y 1 2y y
πs ◦ πn−1 (y) = πs 2
, 2
= |y|2 −1 2
= 2.
|y| + 1 |y| + 1 1 + 2 |y| + 1 |y|
|y| +1
This map is clearly smooth. Note that the map satisfies (πs ◦ πn−1 )2 = idRm \{0} .
This shows that it equals its own inverse, hence it is a diffeomorphism.
We introduce a relation on atlases:
Definition 1.2.8. Let M be an m-dimensional topological manifold. Consider the
following relation on m-dimensional C ∞ -atlases on M :
def.
A1 ∼ A2 ⇐⇒ A1 ∪ A2 is a C ∞ − atlas.
As expected:
Proposition 1.2.9. The relation ∼ is an equivalence relation on the set of m-
dimensional C ∞ -atlases of M .
Proof. Reflexivity and symmetry of the relation ∼ are obvious. We will check that
transitivity holds. Consider three m-dimensional C ∞ -atlases on M : A1 , A2 and
A3 such that A1 ∼ A2 and A2 ∼ A3 . To check that A1 ∼ A3 we need to show
that each pair of charts (U1 , ϕ1 ) ∈ A1 and (U3 , ϕ3 ) ∈ A3 are compatible, i.e. that
the map
(1) ϕ1 ◦ ϕ−1
3 : ϕ3 (U1 ∩ U3 ) −→ ϕ1 (U1 ∩ U3 )
So, it suffices to prove that the maps (1) and (2) are smooth. Let p ∈ U1 ∩ U3 .
Since A2 is an atlas, there exists a chart (U2 , ϕ2 ) ∈ A2 such that p ∈ U2 . Since
A1 ∼ A2 and A2 ∼ A3 is follows that the following maps are diffeomorphisms:
ϕ1 ◦ ϕ−1
2 : ϕ2 (U1 ∩ U2 ) −→ ϕ1 (U1 ∩ U2 ),
ϕ2 ◦ ϕ−1
3 : ϕ3 (U2 ∩ U3 ) −→ ϕ2 (U2 ∩ U3 ).
In particular, the restriction of their composition is a diffeomorphism:
ϕ1 ◦ ϕ−1
3 : ϕ3 (U1 ∩ U2 ∩ U3 ) −→ ϕ1 (U1 ∩ U2 ∩ U3 ).
Hence, the map (1) and its inverse (2) are smooth when restricted to the open
neighborhoods ϕ3 (U1 ∩ U2 ∩ U3 ) and ϕ1 (U1 ∩ U2 ∩ U3 ), respectively, of ϕ3 (p) and
ϕ1 (p), respectively. Since p was chosen arbitrary in U1 ∩ U3 , it follows that (1) and
(2) are smooth everywhere. This finishes the proof.
Next, we define:
Definition 1.2.10. An m-dimensional C ∞ -atlas A on the topological manifold M
is said to be maximal if
A ∼ B =⇒ B ⊂ A
∞
for any m-dimensional C -atlas B on M .
We have that:
Proposition 1.2.11. Any equivalence class of smooth atlases has a unique maximal
representative. The maximal C ∞ -atlas equivalent to the C ∞ -atlas A is given by:
Amax = {(U, ϕ) : A ∪ {(U, ϕ)} is a C ∞ -atlas} .
Proof. Let A be an m-dimensional C ∞ -atlas on M . It is clear that there exists
at most one maximal smooth atlas which is equivalent to A, because if there were
two, A1max and A2max , then by transitivity of the relation ∼ we would have that
A1max ∼ A2max , and since both atlases are maximal, this implies that
A1max ⊂ A2max ⊂ A1max ;
thus A1max = A2max .
To prove existence of a maximal C ∞ -atlas equivalent to A, let Amax be the set
constructed in the statement. We check that Amax is indeed a C ∞ -atlas. First,
since A ⊂ Amax , it follows that the open sets in Amax cover M . Second, we check
that each pair of charts (U, ϕ) and (V, ψ) in Amax are compatible. Clearly A ∼
A ∪ {(U, ϕ)} and A ∼ A ∪ {(V, ψ)}, therefore, by transitivity of ∼, A ∪ {(U, ϕ)} ∼
A ∪ {(V, ψ)}, hence A ∪ {(U, ϕ)} ∪ {(V, ψ)} is a C ∞ -atlas. This implies that the
charts (U, ϕ) and (V, ψ) are compatible, and proves that Amax is indeed a C ∞ -atlas.
Finally, we prove that Amax is maximal. Note first that A ∼ Amax . Let B be
a C ∞ -atlas such that B ∼ Amax . Then, by transitivity of ∼, B ∼ A, which implies
that every chart in B is compatible with every chart in A; hence A ∪ {(U, ϕ)} is an
atlas for every (U, ϕ) ∈ B. The definition of Amax implies now that B ⊂ Amax .
Definition 1.2.12. An m-dimensional differentiable structure (or smooth
structure) on a topological manifold M is an equivalence class of m-dimensional
C ∞ -atlases on M . Equivalently, by Proposition 1.2.11, a differentiable structure is
the same as a maximal atlas on M .
We are ready to give the general definition of a smooth manifold:
LECTURE 1. 17
1.3. Exercises
Exercise 1.1. (a) Show that Rn is Hausdorff and second countable.
(b) Show that if X is a Hausdorff topological space and Y ⊂ X is a subset, then
the induced topology on Y is Hausdorff.
(c) Show that if X is a second countable topological space and Y ⊂ X is a subset,
then the induced topology on Y is second countable.
Exercise 1.2. (a) Prove that the following function is smooth but is not analytic
0, x ≤ 0;
f : R −→ R, f (x) =
e−1/x , x > 0.
(b) Show that g : R → R, g(x) := f (x)f (1 − x) is a smooth function which is
positive on (0, 1) and zero elsewhere. Show also that the function h : R → R,
Rx
g(y)dy
h(x) := R01
0
g(y)dy
is a smooth and it satisfies: h(x) = 0 for x < 0, 0 < h(x) < 1 for 0 < x < 1,
and h(x) = 1 for x > 1.
(c) Use (a) and (b) to prove Lemma 1.1.11.
Exercise 1.3. Prove that there are no analytic functions χ : Rm → R with the
properties from Lemma 1.1.11.
The following exercise is used to prove Borel’s Lemma:
Exercise 1.4. Let Cbk (Rn ) denote the set of C k -function f : Rn → R which have
all partial derivatives up to order k bounded. On this space we define the so-called
C k -norm:
∂ i1 +...+in f
n
kf kk := sup (x) : x ∈ R , i1 + . . . + i n ≤ k .
(∂x1 )i1 . . . (∂xn )in
Let Cb∞ (Rn ) denote the set of smooth maps with all partial derivatives bounded.
18 IOAN MĂRCUT
, , MANIFOLDS
(a) Prove that (Cbk (Rn ), k · kk ) is a Banach space, i.e. prove that: every sequence
of functions in Cbk (Rn ) which is Cauchy with respect to the norm k · kk is in
fact convergent to an element of Cbk (Rn ).
(b) Prove that Cb∞ (Rn ) endowed with the family of norms {k · kk }k≥0 is a Fréchet
space, i.e. prove that: every sequence of functions in Cb∞ (Rn ) which is Cauchy
with respect to all the norms {k · kk }k≥0 is in fact convergent with respect to
all the norms {k · kk }k≥0 to an element in Cb∞ (Rn ).
In the next exercise you are asked to prove Borel’s Lemma; note that it uses
the previous exercise.
Exercise 1.5. Consider a formal power series
X
Q(T1 , . . . , Tn ) := ci1 ,...,in T1i1 . . . Tnin ∈ R[[T1 , . . . , Tn ]].
i1 ,...,in ≥0
n
Let χ : R → R be a smooth function such that χ(x) = 1, for x ∈ B1 (0), and
χ(x) = 0 for x ∈
/ B2 (0) (by Lemma 1.1.11, such functions exist).
For k ≥ 0, define the following function depending on a positive number k > 0:
X x
fk (x) := χ · ci1 ,...,in (x1 )i1 . . . (xn )in .
k
i1 +...+in =k
(b) Prove that the atlas A from Example 1.2.7 (2) and the atlas B define the same
differentiable structure on S m .